Lecture 4 - Fall 2023
Lecture 4 - Fall 2023
Lecture 4 - Fall 2023
Dipti Dubey
Department of Mathematics
Shiv Nadar University
f (x; p) = p x (1 − p)1−x
for x = 0, 1.
• Observe that we used the notation f (x; p) to indicate explicitly
that the Bernoulli distribution has one parameter p.
EXAMPLES:
1. Tossing a fair coin.
2. What is the probability of getting a score of not less than 5 in a
throw of a six-sided die?
THEOREM: If X is a Bernoulli random variable with parameter p,
then the mean, variance and moment generating functions are
respectively given by
E (X ) = µX = p
Var (X ) = σX2 = p(1 − p).
Consider a fixed number n of mutually independent Bernoulli trails.
Suppose these trials have same probability of success, say p.
3. Binomial Distribution:
E (X ) = np
Var (X ) = σX2 = np(1 − p).
The geometric distribution is also constructed from independent
Bernoulli trials, but from an infinite sequence. Let X denote the
trial number on which the first success occurs.
The geometric distribution is also constructed from independent
Bernoulli trials, but from an infinite sequence. Let X denote the
trial number on which the first success occurs.
4. Geometric Distribution:
f (x) = (1 − p)x−1 p, x = 1, . . . , ∞,
4. Geometric Distribution:
f (x) = (1 − p)x−1 p, x = 1, . . . , ∞,
−n/λ !−λ
(1 − n1 )(1 − n2 ) . . . (1 − x−1
λ −x
n ) x λ
=1 (λ) 1− 1−
x! n n
Finally, if we let n → ∞ while x and λ remain fixed, we find that
1 2 x −1
1(1 − )(1 − ) . . . (1 − )→1
n n n
λ −x
1− →1
n
λ −n/λ
1− → e.
n
and, hence, that the limiting distribution becomes
e −λ λx
f (x; λ) = , x = 1, 2, . . . , ∞,
x!
5. Poisson Distribution:
A random variable X is said to have a Poisson distribution if
its probability mass function is given by
e −λ λx
f (x; λ) = , x = 1, 2, . . . , ∞,
x!
where 0 < λ is a parameter.
e −λ λx
f (x; λ) = , x = 1, 2, . . . , ∞,
x!
where 0 < λ is a parameter.
E (X ) = µX = λ
Var(X ) = σX2 = λ
EXAMPLE: The distribution of the number of tickets purchased
up to and including the second winning ticket is negative binomial:
P(X = k) = (k − 1)p 2 (1 − p)k2 .