PROSTAT Lecture8 v2 Handouts

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PROSTAT LECTURE8

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SPECIAL DISCRETE PROBABILITY DISTRIBUTION

 Binomial Probability Distribution – the number of cured patients among all patients who use
the drug in testing the effectiveness of a new drug
 Hypergeometric Probability Distribution – the number of defective items in a sample of items
selected from a batch of production tested
 Negative Binomial Probability Distribution – the number of samples required to produce a false
alarm in a quality control problem
 Poisson Probability Distribution – the number of white cells from a fixed amount of an
individual’s blood sample

BINOMIAL AND MULTINOMIAL DISTRIBUTIONS

Many situations involve the repetition of a number of trials where each trial can result in some
event of interest occurring (called success) or not occurring (called failure). We may choose to define
outcome as a success. This process is referred to as Bernoulli Process and each trial is called a Bernoulli
trial.
Example: tossing a coin 10 times
success (head) and failure (tail)

Binomial Probability Distribution

Properties of the Bernoulli Process


 The experiment consists of repeated trials.
 Each trial results in an outcome that may be classified as a success or a failure.
 The probability of success, denoted by p, remains constant from trial to trial.
 The repeated trials are independent.

The number X of successes in n Bernoulli trials is called a binomial random variable. The
probability distribution of this discrete random variable is called the binomial distribution, and is
denoted by b(x; n, p).

If the experiment is performed n times, then the probability of getting x successes out of the n
trials is

n!
P ( x success )=b ( x ; n , p ) = C x p x q n−x = px q n−x
n x ! ( n−x ) !

The mean and the variance of the binomial distribution b ( x ; n , p ) are


μ=np∧σ 2=npq .

Multinomial Probability Distribution

The binomial experiment becomes a multinomial experiment if each trial has more than two
possible outcomes.
f ( x 1 , x 2 , … , x k ; p1 , p2 ,.. , pk , n )=
( x , x n,… , x ) p
1 2 k
1
x1
p 2 x … pk x ,
2
k
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k k
With ∑ x i=n∧∑ pi =1.
i=1 i=1

EXAMPLES:
1. Eighty percent of the graduates of a certain university who apply to a particular medical school
are admitted. This year four graduates from the said university have applied for admission to the
medical school. Find the probability that only two of them will be accepted.
2. The probability that a certain kind of component will survive a shock test is 3/4. Find the
probability that exactly 2 of the next 4 components tested survive.
3. Find the probability that in four tosses of a fair die the number 2 appears (a) at no time, (b)
Once, (c) Twice, (d) Three times, (e) Four times.
4. Find the probability that in a family of 3 children there will be (a) No boy, (b) 1 boy, (c) 2 boys,
(d) 3 boys, (e) At least 1 boy, (f) At least 1 boy and 1 girl.
5. A lot of 100 batteries is known to contain 10 defective batteries. Five batteries are selected at
random and each battery is replaced before the next battery is selected. What is the probability
of getting at most two defective batteries?
6. As voters exit the polls, you ask a representative random sample of 6 voters if they voted for
proposition 100. If the true percentage of voters who vote for the proposition is 55.1%, what is
the probability that, in your sample, exactly 2 voted for the proposition and 4 did not?
7. The probability that a. patient recovers from a rare blood disease is 0.4. If 15 people are known
to have contracted this disease, what is the probability that (a) at least 10 survive, (b) from 3 to
8 survive, and (c) exactly 5 survive?
8. A large chain retailer purchases a certain kind of electronic device from a manufacturer. The
manufacturer indicates that the defective rate of the device is 3%. (a) The inspector randomly
picks 20 items from a shipment. What is the probability that there will be at least one defective
item among these 20? (b) Suppose that the retailer receives 10 shipments in a month and the
inspector randomly tests 20 devices per shipment. What is the probability that there will be
exactly 3 shipments each containing at least one defective device among the 20 that are
selected and tested from the shipment?
9. The complexity of arrivals and departures of planes at an airport is such that computer
simulation is often used to model the “ideal” conditions. For a certain airport with three
runways, it is known that in the ideal setting the following are the probabilities that the
2
individual runways are accessed by a randomly arriving commercial jet: Runway1: p1= ;
9
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Runway2: p2= ;Runway3: p3= . What is the probability that 6 randomly arriving airplanes
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are distributed in the following fashion? Runway1: 2 airplanes; Runway2: 1 airplane; Runway3: 3
airplanes.
10. The probability that a patient recovers from a delicate heart operation is 0.9. What is the
probability that exactly 5 of the next 7 patients having this operation survive?
11. According to the United States Census Bureau, 18.3% of all households have 3 or more cars. (a)
In a random sample of 20 households, what is the probability that exactly 5 have 3 or more
cars? (b) In a random sample of 20 households, what is the probability that less than 4 have 3 or
more cars? (c) In a random sample of 20 households, what is the probability that at least 4 have
3 or more cars?
12. A traffic control engineer reports that 75% of the vehicles passing through a checkpoint are from
within the state. What is the probability that fewer than 4 of the next 9 vehicles are from out of
state?
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13. Find the probability that in tossing a coin three times there will appear (a) No heads, (b) 3 heads,
(c) 2 heads and 1 tail, (d) 2 tails and 1 head, (e) 3 tails.
14. Out of 800 families with 5 children each, how many would you expect to have (a) 3 boys, (b) 5
girls, (c) either 2 or boys?
15. Find the probability of getting a total of 11 (a) once, (b) twice in two tosses of a pair of dice.
16. An insurance salesperson sells policies to 5 men, all of identical age and in good health.
According to the actuarial tables, the probability that a man of this particular age will be alive 30
years hence is 2/3. Find the probability that in 30 years (a) all 5 men, (b) at least 3 men, (c) only
2 men, (d) at least 1 man will be alive.
17. Thirty percent of all automobiles sold in the ABC Motors are foreign-made. Four new
automobiles are randomly selected. (a) What is the probability that none of the four is foreign -
made? (b) What is the probability that at least one is foreign-made?

HYPERGEOMETRIC PROBABILITY DISTRIBUTION

In binomial distribution, the sampling must be done with replacement of each item after it is
observed. The hypergeometric distribution does not require independence and is based on sampling
done without replacement.

Properties of Hypergeometric Probability Distribution


 A random sample of size n is selected without replacement from N items.
 Of the N items, k may be classified as successes and N-k are classified as failures.

The number X of successes of a hypergeometric experiment is called a hypergeometric random


variable. The probability distribution of the hypergeometric variable is called hypergeometric
distribution, and is denoted by h(x ; N , n , k) .

The probability of obtaining x success when a sample of size n is selected without replacement
from N items of which k are labeled success and N-k are labeled failure is given by
k N −k
P ( x ) =h(x ; N ,n , k )=
( x )( n−x )
x=0, 1, 2, …, n
( Nn )
The mean and variance of the hypergeometric distribution h(x ; N , n , k) are
nk N −n k k
μ=
N
2
and σ =
N −1
∙n∙
N
1−
N ( )
EXAMPLES:
1. Suppose an urn contains 7 balls with 3 red and 4 blue balls. If we are to take 5 balls at random,
what is the probability of selecting 2 red and 3 blue?
2. Suppose 5 cards are randomly drawn without replacement from 52-card deck. Find the
probability of obtaining 3 red and 2 black cards.
3. A faculty-student committee is to be selected at random from 3 students and 4 faculty
members. The committee is to consist of two persons. Find the probability that the committee
will contain (a) no student, (b) one student, (c) two students.
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4. A group of 10 individuals is used for a biological case study. The group contains 3 people with
blood type O, 4 with blood type A, and 3 with blood type B. What is the probability that a
random sample of 5 will contain I person with blood type O, 2 people with blood type A, and 2
people with blood type B?
5. From a lot of 10 missiles, 4 are selected at random and fired. If the lot contains 3 defective
missiles that will not fire, what is the probability that (a) all 4 will fire? (b) at most 2 will not fire?
6. Lots of 40 components each are deemed unacceptable if they contain 3 or more defectives. The
procedure for sampling a lot is to select 5 components at random and to reject the lot if a
defective is found. (a) What is the probability that exactly 1 defective is found in the sample if
there are 3 defectives in the entire lot? (b) Determine the mean and variance of the random
variable.
7. A production of 20 fuses is received by the store. It is known that 4 of the fuses are defective.
The quality control engineer randomly selected three of the fuses from the production run. Find
the probability that two of the fuses selected are defective.
8. If 7 cards are dealt from an ordinary deck of 52 playing cards, what is the probability that (a)
exactly 2 of them will be face cards? (b) at least 1 of them will be a queen?
9. It is estimated that 4000 of the 10,000 voting residents of a town are against a new sales tax. If
15 eligible voters are selected at random and asked their opinion, what is the probability that at
most 7 favor the new tax?
10. What is the probability that a waitress will refuse to serve alcoholic beverages to only 2 minors if
she randomly checks the ID of 5 students from among 9 students of which 4 are not of legal
age?
11. A homeowner plants 6 bulbs selected at random from a box containing 5 tulip bulbs and 4
daffodil bulbs. What is the probability that he planted 2 daffodil bulbs and 4 tulip bulbs?
12. Find the probability of being dealt a bridge hand of 13 cards containing 5 spades, 2 hearts, 3
diamonds and 3 clubs.
13. A foreign student club lists as its members 2 Canadians, 3 Japanese, 5 Italians and 2 Germans. If
a committee of 4 is selected at random, find the probability that (a) all nationalities are
represented, (b) all nationalities except the Italians are represented.

NEGATIVE BINOMIAL PROBABILITY DISTRIBUTION

Let us consider an experiment where the properties are the same as those listed for a binomial
experiment, with the exception that the trials will be repeated until a fixed number of successes occur.

The probability distribution of the random variable x, the number of the trial on which the kth
success occurs, is
b ¿ ( x ; k , p )= x−1 pk q x−k ; x=k , k +1 , k +2 , …
( ) k −1

Geometric Distribution

The probability distribution of the random variable X, the number of the trial on which the first
success occurs, is
g ( x ; p )= p q x−1 , x=1,2,3 , …

The mean and variance of a random variable following the geometric distribution are
PROSTAT LECTURE8
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1 2 1−p
μ= and σ = 2
p p

EXAMPLES:
1. In an NBA (National Basketball Association) championship series, the team who wins four games
out of seven will be the winner. Suppose that team A has probability 0.55 of winning over team
B and both teams A and B face each other in the championship games. (a) What is the
probability that team A will win the series in six games? (b)What is the probability that team A
will win the series? (c) If both teams face each other in a regional playoff series and the winner is
decided by winning three out of five games, what is the probability that team A will win a
playoff?
2. Suppose the probability is 0.8 that any given person will believe a tale about the transgressions
of a famous actress. What is the probability that (a) the sixth person to hear this tale is the
fourth one to believe it? (b) the third person to hear this tale is the first one to believe it?
3. The probability that a student pilot passes the written test for a private pilot's license is 0.7. Find
the probability that the student will pass the test (a) on the third try; (b) before the fourth try.
4. For a certain manufacturing process, it is known that, on the average, 1 in every 100 items is
defective. What is the probability that the fifth item inspected is the first defective item found?
5. Find the probability that a person flipping a coin gets (a) the third head on the seventh flip; (b)
the first head on the fourth flip.

POISSON PROBABILITY DISTRIBUTION

The Poisson Probability Distribution counts the number of successes in a fixed interval of time or
within a specified region. It is often used to model the number of random occurrences of some
phenomenon in a specified unit of space or time. Experiments yielding numerical values of a random
variable X, the number of outcomes occurring during a given time interval or in a specified region, are
called Poisson experiments.

Examples:
 The number of chimney fires in Valenzuela factories during January.
 The number of people arriving at the emergency room of a hospital during an eight-hour shift.
 The number of raisins in a slice of raisin bread.
 The number of kernels of corn that fail to pop in a 3.5-ounce bag of microwave popcorn.

The number X of outcomes occurring during a Poisson experiment is called a Poisson random
variable, and its probability distribution is called the Poisson distribution.

Properties of the Poisson Process


 The number of outcomes occurring in one time interval or specified region of space is
independent of the number that occur in any other disjoint time interval or region.
 The probability that a single outcome will occur during a very short time interval or in a small
region is proportional to the length of the time interval or the size of the region and does not
depend on the number of outcomes occurring outside this time interval or region.
 The probability that more than one outcome will occur in such a short time interval or fall in
such a small region is negligible.
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The probability of observing exactly x number of occurrences per unit of measure can be found
using the formula
( λ t )x e−λt
P ( x ; λ t )=
x!
Where: λ = average number of outcomes per unit time, distance, area or volume
e = mathematical constant 2.7183…

The mean and the variance of the Poisson distribution P ( x ; λ t ) are


μ= λ t∧σ 2= λt .

EXAMPLES:
1. During a laboratory experiment the average number of radioactive particles passing through a
counter in 1 millisecond is 4. What is the probability that 6 particles enter the counter in a given
millisecond?
2. The number of cars arriving at a gasoline station follows a Poisson distribution, with mean of 3
cars every 10 minutes. What is the probability that exactly (a) 1 car, (b) 2 cars, (c) 3 cars will
arrive in the next 10 minutes?
3. The owner of a tree farm specializes in growing pine trees and selling them for Christmas trees.
They are grown in rows of 50 trees, and the owner has found on the average, about 4 trees per
row will not be suitable to sell. Assuming that the Poisson distribution is applicable here, find
the probability that a row of trees selected for shipment will contain 2 unsalable trees.
4. From past experiences a basketball club owner knows that about 4 games, on average, will have
to be postponed during the season because of rain. Find the probability that this season (a) 2
games will have to be postponed because of rain, (b) no game will be postponed because of
rain.
5. Suppose that, on average, 1 person in 1000 makes a numerical error in preparing his or her
income tax return. If 10,000 returns are selected at random and examined, find the probability
that 6, 7, or 8 of them contain an error.
6. On average a certain intersection results in 3 traffic accidents per month. What is the probability
that for any given month at this intersection (a) exactly 5 accidents will occur? (b) less than 3
accidents will occur? (c) at least 2 accidents will occur?
7. A certain area of the eastern United States is, on average, hit by 6 hurricanes a year. Find the
probability that for a given year that area will be hit by (a) fewer than 4 hurricanes; (b)
anywhere from 6 to 8 hurricanes
8. If new cases of West Nile in New England are occurring at a rate of about 2 per month, then
what’s the probability that exactly 4 cases will occur in the next 3 months?
9. A secretary makes 2 errors per page, on average. What is the probability that on the next page
he or she will make (a) 4 or more errors? (b) no errors?
10. If 3% of the electric bulbs manufactured by a company are defective, find the probability that in
a sample of 100 bulbs (a) 0, (b) 1, (c) 2, (d) 3, (e) 4, (f) 5 bulbs will be defective.
11. The mean number of accidents in a shoe factory is 0.10 per day. What is the probability that
during a randomly selected day, (a) there will be no accidents? (b) there will be exactly 1
accident? (c) there will be at least 1 accident?
12. Five percent of the graduates of the Modern Method Driving School fail to obtain a driver’s
license on their first attempt. If there are 60 graduates this month, what is the probability that
they will all pass?
13. The mean number of arrests for shoplifting is 0.20 per week at SN department Store. What is
the probability that in a particular week (a) there is 1 arrest? (b) there are 2 or more arrests?
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14. Suppose that on the average 1 person in every 1000 is an alcoholic. Find the probability that a
random sample of 8000 people will yield 7 alcoholic.
15. An average of 3 cars arrived at a highway tollgate every minute. What is the probability that
exactly 5 cars will arrive in a 1-minute period?

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