Lecture 5: Discrete Random Variables

• Probability Distributions, mean and variance

• Binomial Distribution
• Multinomial Distribution
• Poisson Distribution
• Hypergeometric Distribution

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Probability Distributions
 A random variable is a variable whose values
are determined by chance.
 A discrete probability distribution consists of
the values a random variable can assume and
the corresponding probabilities of the values.
 The sum of the probabilities of all events in a
sample space add up to 1. Each probability is
between 0 and 1, inclusively.

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Example: Rolling a Die
Construct a probability distribution for rolling a
single die.

3
Example: Tossing Coins
Represent graphically the probability distribution
for the sample space for tossing three coins.

4
Mean, Variance, Standard Deviation,
and Expectation

MEAN:   X P  X 

VARIANCE:
   X P  X   
2 2 2

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Example: Rolling a Die
Find the mean of the number of spots that appear
when a die is tossed.

  X P  X 
1 16  2 16  3 16  4 16  5 16  6 16

 21
6  3.5

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Example: Rolling a Die
Compute the variance and standard deviation

 2   X 2 P  X    2
 1   2   3   4 16
2 2 1
6
2 1
6
2 1
6
2

 5   6   3.5 
2 1 2 1 2
6 6

 2  2.9 ,   1.7
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Example: On Hold for Talk Radio
A talk radio station has four telephone lines. If the
host is unable to talk (i.e., during a commercial) or
is talking to a person, the other callers are placed
on hold. When all lines are in use, others who are
trying to call in get a busy signal. The probability
that 0, 1, 2, 3, or 4 people will get through is
shown in the distribution. Find the variance and
standard deviation for the distribution.

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Example: On Hold for Talk Radio

 0 0.18   10.34   2 0.23

 3 0.21  4 0.04  1.6
 0 0.18   1 0.34   2 0.23
2 2 2 2

 3 0.21  4 0.04   1.6 

2 2 2

 2  1.2 ,   1.1
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Expectation
 The expected value, or expectation, of
a discrete random variable of a probability
distribution is the theoretical average of
the variable.
 The expected value is, by definition, the
mean of the probability distribution.

E  X    X P  X 

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 Binomial Probability Distribution
Criteria for a Binomial Probability Experiment
An experiment is said to be a binomial experiment if
1. The experiment is performed a fixed number of times. Each
repetition of the experiment is called a trial.
2. The trials are independent. This means the outcome of one
trial will not affect the outcome of the other trials.
3. For each trial, there are two mutually exclusive (or disjoint)
outcomes, success or failure.
4. The probability of success is fixed for each trial of the
experiment.

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Bernoulli trial
 A chance experiment with exactly two possible outcomes

Who is Bernoulli?

• The Bernoulli trial is called after

the famous Swiss mathematician
Jacob Bernoulli studied it in his
book “The Art of Conjecture”
published in 1713.
• He was compelled to study
philosophy and theology by his
parents, which he greatly resented,
and he graduated from the
University of Basel with a master's
degree in philosophy in 1671 and a
licentiate in theology in 1676.
1654-
1705 12
 Notation Used in the
Binomial Probability Distribution
• There are n independent trials of the experiment.
• Let p denote the probability of success so that 1 – p is
the probability of failure.
• Let X be a binomial random variable that denotes the
number of successes in n independent trials of the
experiment. So, 0 < x < n.

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Constructing a Binomial Probability Distribution

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EXAMPLE Identifying Binomial Experiments

Which of the following are binomial experiments?

(a)A player rolls a pair of fair die 10 times. The number X of 7’s
rolled is recorded.
(b) The 11 largest airlines had an on-time percentage of 84.7% in
November, 2001 according to the Air Travel Consumer Report. In
order to assess reasons for delays, an official with the FAA
randomly selects flights until she finds 10 that were not on time.
The number of flights X that need to be selected is recorded.

(c) In a class of 30 students, 55% are female. The instructor

randomly selects 4 students. The number X of females selected is
recorded.

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EXAMPLE Identifying Binomial Experiments

Which of the following are binomial experiments?

(a)A player rolls a pair of fair die 10 times. The number X of 7’s
rolled is recorded. Binomial experiment
(b) The 11 largest airlines had an on-time percentage of 84.7% in
November, 2001 according to the Air Travel Consumer Report. In
order to assess reasons for delays, an official with the FAA
randomly selects flights until she finds 10 that were not on time.
The number of flights X that need to be selected is recorded.
Not a binomial experiment – not a fixed number of trials.
(c) In a class of 30 students, 55% are female. The instructor
randomly selects 4 students. The number X of females selected is
recorded. Not a binomial experiment – the trials are not independent.

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Applications (I)
Quality Control (Acceptance Sampling)
 One of the major fields of statistical quality control is
acceptance sampling.
 A company receives a shipment of goods. It samples the
shipment and either accepts it as conforming to its standards or
rejects it.
 OC curve: reviews how the probability of accepting a lot varies
with the quality of the material offered for inspection.

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Example of OC curve
n = 100, c = 2
(n = sample size, c = number of nonconforming units that cannot
be exceeded without the lot’s being rejected)

0.9

0.8
Pr(Accepting the lot)

0.7

0.6

0.5

0.4

0.3

0.2

0.1

0
0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09 0.1

percentage of nonconforming units

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Applications (II)
Marketing research

Survey 100 people to study

whether they like coffee

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EXAMPLE Using the Binomial Probability Distribution Function

According to the Experian Automotive, 35% of all car-owning households

have three or more cars.
(a)In a random sample of 20 car-owning households, what is the probability
that exactly 5 have three or more cars?

P (5)  20 C5 (0.35)5 (1  0.35) 20 5

0.1272
(b) In a random sample of 20 car-owning households, what is the probability
that less than 4 have three or more cars?
P ( X  4) P ( X 3)
P (0)  P (1)  P (2)  P (3)
0.0444
(c) In a random sample of 20 car-owning households, what is the probability
that at least 4 have three or more cars?
P ( X 4) 1  P( X 3)
1  0.0444
0.9556
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Mean and Standard Deviation of a Binomial Random Variable

EXAMPLE Finding the Mean and Standard Deviation of a Binomial Random Variable

According to the Experian Automotive, 35% of all car-owning households have

three or more cars. In a simple random sample of 400 car-owning households,
determine the mean and standard deviation number of car-owning
households that will have three or more cars.

 X np  X  np(1  p)
(400)(0.35)  (400)(0.35)(1  0.35)
140 9.54
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Example

Airbus A300 Douglas DC-

6A
Which one is better? 2 Engines OR 4 Engines?

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 The Problem
Suppose that an airplane engine will fail, when in flight, with
probability 1 – p independently from engine to engine; suppose that
the airplane will make a successful flight if at least 50 percent of its
engines remain operative. For what values of p is a 4-engine plane
preferable to a 2-engine plane?

The solution
• Prob. that a 4-engine plane makes a successful flight = ?

• Prob. that a 2-engine plane makes a successful flight = ?

• Comparison!

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The probability that a 4-engine plane makes a successful
flight is
 4 2  4  4
  p (1  p ) 2    p 3 (1  p )    p 4 (1  p ) 0
 2  3  4
6 p 2 (1  p) 2  4 p 3 (1  p )  p 4
whereas the corresponding probability for a 2-engine plane
is
 2  2
  p (1  p )    p 2 2 p (1  p )  p 2
 1  2

Hence the 4-engine plane is safer if

6 p 2 (1  p ) 2  4 p 3 (1  p )  p 4 2 p (1  p )  p 2
or
2
equivalently, p
3

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Binomial Expression

polynomial expression containing two terms, for

example, x + y . The binomial theorem, or binomial
formula, gives the expansion of the nth power of a
binomial x + y for n=1,2,3,….

( x + y )0 = 1
( x + y )1 = x + y
( x + y )2 = x 2 + 2 x y + y 2
( x + y )3 = x 3 + 3 x 2 y + 3 x y 2 + y 3
( x + y )4 = x 4 + 4 x 3 y + 6 x 2 y 2 + 4 x y 3 + y 4
( x + y )5 = x 5 + 5 x 4 y + 10 x 3 y 2 + 10 x 2 y 3 + 5 x y 4 + y 5

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Pascal Triangle (Blaise Pascal)

If we detach the coefficients

and display them in a
triangular array, we get the
Pascal’s triangle

1623-1662

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Multinomial Distribution
 The multinomial distribution is similar
to the binomial distribution but has the
advantage of allowing one to compute
probabilities when there are more than
two outcomes.
n!
P X   p1 X1 p2 X 2 p3 X 3  pk X k
X 1 ! X 2 ! X 3 ! X k !
 The binomial distribution is a special case
of the multinomial distribution.

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Example: Leisure Activities
In a large city, 50% of the people choose a movie,
30% choose dinner and a play, and 20% choose
shopping as a leisure activity. If a sample of 5
people is randomly selected, find the probability
that 3 are planning to go to a movie, 1 to a play,
and 1 to a shopping mall.
n!
P X   p1 X1 p2 X 2 p3 X 3  pk X k
X 1 ! X 2 ! X 3 ! X k !
5!
P X   0.50  0.30  0.20   0.15
3 1 1

3!1!1!

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Poisson Distribution
 The Poisson distribution is a distribution
expressing the number of events occur
over a period of time.
 The Poisson distribution can also be used
when a density of items is distributed over
a given area or volume, such as the
number of plants growing per acre or the
number of defects in a given length of
videotape.

29
Other Types of Distributions
Poisson Distribution
The probability of X occurrences in an interval of
time, volume, area, etc., for a variable, where λ
(Greek letter lambda) is the mean number of
occurrences per unit (time, volume, area, etc.), is

e   X
P X ;   where X 0,1, 2,....
X!
The letter e is a constant approximately equal to
2.7183.

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Example: Typographical Errors
If there are 200 typographical errors randomly distributed
in a 500-page manuscript, find the probability that a given
page contains exactly 3 errors.

First, find the mean number  of errors. With 200 errors

distributed over 500 pages, each page has an average of
  500
200
0.4 errors per page.
0.4 
  0.4 3
e  X
e
P X ;     0.0072
X! 3!
Thus, there is less than 1% chance that any given page
will contain exactly 3 errors.

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Hypergeometric Distribution
 The hypergeometric distribution is a
distribution of a variable that has two
outcomes when sampling is done without
replacement.

32
Hypergeometric Distribution
Given a population with only two types of objects
(females and males, defective and nondefective,
successes and failures, etc.), such that there are a items of
one kind and b items of another kind and a + b equals
the total population, the probability P(X) of selecting
without replacement a sample of size n with X items of
type a and n – X items of type b is

C X bCn X
P X   a

a b C n

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Example: House Insurance
A recent study found that 2 out of every 10 houses in a
neighborhood have no insurance. If 5 houses are selected
from 10 houses, find the probability that exactly 1 will be
uninsured.
a 2, a  b 10  b 8 , X 1, n 5  n  X 4
C X bCn X
P X   a

a b C n

C1 8C4 2 70 140 5

P X   2
  
10 C5 252 252 9

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EXAMPLE Stock
The Dow Jones Industrial Average (DJIA) is a collection of thirty
publicly traded companies that are meant to be representative of
the United States economy. In one certain month 18 of the 30
stocks in the DJIA increased in value. What is the probability that an
investor randomly invests in four stocks at the beginning of this
month and three of the stocks increased in value?

N = 30; n = 4; k = 18; x = 3 P( x) 
 k C x  N  k Cn  x 

N Cn


 18 C3  30  18 C4 3 

30 C4


816 12 
27, 405
0.3573

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Application in Ecology
Population Size of a certain species in a particular territory?

Capture-recapture Method

http://www.youtube.com/watch?v=lKyj7gEAAS8

36
The problem
An unknown number, say N, of animals inhabit a certain region. To
obtain some information about the population size, ecologists often
perform the following experiment: They first catch a number, say r, of
these animals, mark them in some manner, and release them. After
allowing the marked animals time to disperse throughout the region, a
new catch of size, say n, is made. Let X denote the number of marked
animals in this second capture. If we assume that the population of
animals in the region remained fixed between the time of the two
catches and that each time an animal was caught it was equally likely
to be any of the remaining uncaught animals, it follows that X is a
hypergeometric random variable.

The question is: How to estimate N?

37
Example
A purchaser of electrical components buys them in lots of
size 10. It is his policy to inspect 3 components randomly
from a lot and to accept the lot only if all 3 are non-
defective. If 30 percent of the lots have 4 defective
components and 70 percent have only 1, what proportion of
lots does the purchaser reject?

38
Example
A purchaser of electrical components buys them in lots of
size 10. It is his policy to inspect 3 components randomly
from a lot and to accept the lot only if all 3 are non-
defective. If 30 percent of the lots have 4 defective
components and 70 percent have only 1, what proportion of
lots does the purchaser reject?

39
Example
Country A inadvertently launches 10 guided missiles - 6 armed
with nuclear warheads - at Country B. In response, Country B
fires 7 anti-ballistic missiles, each of which will destroy exactly
one of the incoming rockets. The anti-ballistic missiles have no
way of detecting, though, which of the 10 rockets are carrying
nuclear warheads. What are the chances that Country B will be
hit by at least one nuclear missile?

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