3 ES Discrete Random Variables
3 ES Discrete Random Variables
3 ES Discrete Random Variables
X: 0 1 2 3 Total
Probability P(X) 1/8 3/8 3/8 1/8 1
Example 1.
Find the probability distribution of the sum of the dots when two dice are thrown.
Sol.
We are familiar with the sample space when two dice are thrown:
Let X denotes the sum of the dots of the top faces, so the range of
X = 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12
X = 2 means the event {(1,1)}, therefore P[X=2] =1/36
X = 3 means, the event {(1,2), (2,1)}, therefore P[X=3] = 2/36
X = 4 means the event {(1,3), (3,1), (2,2)}, therefore P[X=4] = 3/36
…. …. ….
X = 12 means the event {(6,6)}, therefore P[X=12] = 1/36
Hence the complete probability distribution is
Xi 2 3 4 5 6 7 8 9 10 11 12
PX(xi) = P[X=xi] 1/36 2/36 3/36 4/36 5/36 6/36 5/36 4/36 3/36 2/36 1/36
Exercise 1.
Many manufacturers have quality control programs that include inspection of incoming materials for defects.
Suppose a computer manufacturer receives computer boards in lots of five. Two boards are selected from each lot for
inspection. We can represent possible outcomes of the selection process by pairs. For example, the pair (1, 2) represents the
selection of boards 1 and 2 for inspection.
List the ten different possible outcomes.
Suppose that boards 1 and 2 are the only defective boards in a lot of five. Two boards are to be chosen at random.
Define X to be the number of defective boards observed among those inspected. Find the probability distribution of X.
Sample space ={(1,2), (1,3), (1,4), (1,5), (2,3), (2,4), (2,5), (3,4), (3,5), (4,5) }
X: 0 1 2 Total
P(X): 3/10 6/10 1/10 1
Exercise 2.
Let X be the number of years before a particular type of machines will need replacement. Assume that X has the
probability function f(1) = 0.1, f(2) = 0.2, f(3) = 0.2, f(4) = 0.2, f(5) = 0.3. Find the probability that machine needs no replacement
during the first 3 years. (Kreyszig 7th Ex 24.5)
Example 2.
If X has the probability function f(x) = k/2x (X= 0,1,2,3,…) What is the value of k and find P(X 4) (Kreyszig 7th Ex 24.5)
Solution: as f is a probability function, therefore f(x) = 1
k/2x = 1
3 Random Variables and their Probability Distributions (2)
Exercise 5.
A man draws two balls from a bag containing 3white and 5 black balls. If he receives Rs.70 for every white ball he
draws and Rs.7 for every black ball, find his expectation? 2014
Exercise 6.
In summer season, a dealer of desert room cooler can earn Rs.500 per day if the day is hot and can earn Rs.200 per
day if it is fair and loses Rs.60 per day if it is cloudy. Find the expectation if the probability of the day being hot is 0.40, for being
fair it is 0.35 and being cloudy it is 0.25?
Exercise 7.
One thousand tickets are sold at $1 each for a color television valued at $350. What is the expected value of the gain
if you purchase one ticket?
(Example 5.12, page 264, “Introductory Statistics” by Bluman)
Solution
The sampling procedure represents a Binomial experiment with n = 5 and p = 0.3.
a. The probability of drawing exactly y = 3 wells containing impurity A is
( )n
p(y) = y p q
y ny
5!
when n = 5, p = 0.3 and y = 3, p(3) = 3!2! (0.3)3 (0.7)2 = 0.13230
Example 9.
In a certain industrial facility, accidents occur infrequently. It is known that the probability of an accident on any given
day is 0.005 and accidents are independent of each other.
(a) What is the probability that in any given period of 400 days there will be an accident on one day?
(b) What is the probability that there are at most three days with an accident? (Walpole Example 5.19)
Solution
Let X be a binomial random variable with n = 400 and p = 0.005. Thus, np = 2.
Using the Poisson approximation,
(a) P(X = 1) = e−221 = 0.271 and
3
(b) P(X ≤ 3) = e-22x/x! = 0.857
x=0
Example 10.
In a manufacturing process where glass products are made, defects or bubbles occur, occasionally rendering the piece
undesirable for marketing. It is known that, on average, 1 in every 1000 of these items produced has one or more bubbles.
What is the probability that a random sample of 8000 will yield fewer than 7 items possessing bubbles?
Solution
This is essentially a binomial experiment with n = 8000 and p = 0.001. Since p is very close to 0 and n is quite large, we
shall approximate with the Poisson distribution using
= (8000)(0.001) = 8.
Hence, if X represents the number of bubbles, we have
6
P(X < 7) = b(x; 8000, 0.001) ≈ p(x;8) = 0.3134.
x=0
Example 11.
If there are 200 typographical errors randomly distributed in a 500-page manuscript, find the probability that a given
page contains exactly 3 errors. (Bluman Example 5.27)
Solution
First, find the mean number of errors. Since there are 200 errors distributed over 500 pages, each page has an
average of
200 2
= 500 = 5 = 0.4
xe- (0.4)3e-0.4
P(X; ) = x! = 3! = 0.0072
Thus, there is less than a 1% chance that any given page will contain exactly 3 errors.
Examples
For the case of the thin copper wire, suppose that the number of flaws follows a Poisson distribution with a mean of
2.3 flaws per millimeter.
(i) Determine the probability of exactly two flaws in 1 millimeter of wire.
Let X denote the number of flaws in 1 millimeter of wire. Then, E(X) = 2.3 flaws and
e-2.3 (2.3)2
P(X = 2) = 2! = 0.265
(ii) Determine the probability of 10 flaws in 5 millimeters of wire.
Let X denote the number of flaws in 5 millimeters of wire. Then, X has a Poisson distribution with
E(X) = 5 mm 2.3 flaws/mm = 11.5 flaws
e-11.5 (11.5)10
Therefore P(X = 10) = 10! = 0.113
(iii) Determine the probability of at least one flaw in 2 millimeters of wire.
Let X denote the number of flaws in 2 millimeters of wire. Then, X has a Poisson distribution with
E(X) = 2 mm 2.3 flaws/mm = 4.6 flaws
Therefore,
P(X 1) = 1 P(X = 0) = 1 e-4.6 = 0.9899
Practical Interpretation: Notice that when a probability was requested for 2 mm of wire 2 was adjusted to 4.6, the
mean number of flaws in 2 mm. With such adjustments, probabilities can be calculated for intervals of any size.
Example 12.
Suppose that number Y of a company’s employees absent on Mondays has approximately a Poisson probability
distribution. Furthermore, assume that the average number of Monday absent is 2.5.
(a) Find the mean and the standard deviation of Y, the number of employees absent on Monday.
(b) Find the probability that exactly 5 employees are absent on a given Monday.
(c) Find the probability that 2 or more employees are absent on a Monday.
Solution
a) The mean and variance of a Poisson random variable are both equals to . Thus, for this example
3 Random Variables and their Probability Distributions (6)
Example 16.
The probability that a person will install a black telephone in a residence is estimated to be 0.3. find the probability
that the 10th phone installed in a new sub-division is the 5th black phone.
Example 17.
A Web site randomly selects among 10 products to discount each day. The color printer of interest to you is discounted today.
1) What is the expected number of days until this product is again discounted?
2) What is the probability that this product is first discounted again exactly 10 days from now?
3) If the product is not discounted for the next five days, what is the probability that it is first discounted again 15 days from now?
4) What is the probability that this product is first discounted again within three or fewer days?
. Getting only single attempt out of x attempts, different from bernouli in a sense.
(5) The Geometric Probability Distribution That in bernouli we have only 2 attempt but here attempts are x.
If repeated independent trials can result in a success with probability p and a failure with probability q = 1 − p, then
the probability distribution of the random variable X, the number of the trial on which the first success occurs, is
P[X = x] = p qx -1 , x = 1, 2, 3, …
The mean and variance of a geometric random variable are, respectively,
1 1-p
=p and 2 = p2
Example 18.
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?
Solution
Using the geometric distribution with x = 5 and p = 0.01, we have
P[X = x] = p qx -1 , x = 1, 2, 3, …
P[X = 5] = (0.01)(0.99)4 = 0.0096.
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?
(Douglas Montgomery 5th Example 5.15)
Exercise 10.
A lot of 12 compressor tanks is checked to see whether there are any defective tanks. Three tanks are checked for
leaks. If 1 or more of the 3 is defective, the lot is rejected. Find the probability that the lot will be rejected if there are actually 3
defective tanks in the lot. (Bluman)
Exercise 11.
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. What is the probability that
exactly 1 defective is found in the sample if there are 3 defectives in the entire lot?
(Example 5.9, Book: “Probability and Statistics for Engineers and Scientists” by Walpole 9 th Ed)
Exercise 12.
A shipment of 24 electric typewriters is rejected if 3 are checked for defects and at least 1 is found to
be defective. Find the probability that the shipment will be returned if there are actually 6 typewriters that are defective.
(Problem 5.4.21, “Introductory Statistics” by Bluman)
Exercise 13.
A batch of parts contains 100 parts from a local supplier of tubing and 200 parts from a supplier of tubing in the next
state. If four parts are selected randomly and without replacement, what is the probability they are all from the local supplier?
(Douglas Montgomery 3rd Example 3.27)
Exercise 14.
The acceptance scheme for purchasing lots containing a large number of batteries is to test no more than 75
randomly selected batteries and to reject a lot if a single battery fails. Suppose the probability of a failure is 0.001.
(a) What is the probability that a lot is accepted?
(b) What is the probability that a lot is rejected on the 20th test?
(c) What is the probability that it is rejected in 10 or fewer trials?
(Book: problem 5.89 “Probability and Statistics for Engineers and Scientists” by Walpole 9th Ed)
Exercise 15.
A company generally purchases large lots of a certain kind of electronic device. A method is used that rejects a lot if 2
or more defective units are found in a random sample of 100 units.
(a) What is the probability of rejecting a lot that is 1% defective?
(b) What is the probability of accepting a lot that is 5% defective?
(Book: problem 5.83 “Probability and Statistics for Engineers and Scientists” by Walpole 9th Ed)