Ken Black QA ch05
Ken Black QA ch05
Ken Black QA ch05
by Ken Black
Discrete Distributions
Chapter 5
Discrete
Distributions
Learning Objectives
Distinguish between discrete random
variables and continuous random variables.
Know how to determine the mean and
variance of a discrete distribution.
Identify the type of statistical experiments
that can be described by the binomial
distribution, and know how to work such
problems.
binomial
Poisson
hypergeometric
Continuous
uniform
normal
exponential
t
chi-square
F
Distribution of Daily
Crises
Number of
Probability
Crises
0
1
2
3
4
5
0.37
0.31
0.18
0.09
0.04
0.01
P
r
o
b
a
b
i
l
i
t
y
0.5
0.4
0.3
0.2
0.1
0
Number of Crises
Requirements for a
Discrete Probability Function
Probabilities are between 0 and 1,
inclusively
0 P( X ) 1 for all X
P( X ) 1
over all x
P(X)
P(X)
P(X)
-1
0
1
2
3
.1
.2
.4
.2
.1
1.0
-1
0
1
2
3
-.1
.3
.4
.3
.1
1.0
-1
0
1
2
3
.1
.3
.4
.3
.1
1.2
PROBABILITY
DISTRIBUTION
: YES
NO
NO
E X X P( X )
X
-1
0
1
2
3
P(X) X P( X)
.1
.2
.4
.2
.1
-.1
.0
.4
.4
.3
1.0
= 1.0
X P( X ) 1.2
2
P(X)
-1
0
1
2
3
.1
.2
.4
.2
.1
-2
-1
0
1
2
1.2 1.10
( X ) ( X )
2
4
1
0
1
4
.4
.2
.0
.2
.4
1.2
P( X )
E X X P( X ) 115
.
X
P(X)
X P(X)
.37
.00
.31
.31
.18
.36
.09
.27
.04
.16
.01
.05
P
r
o
b
a
b
i
l
i
t
y
0.5
0.4
0.3
0.2
0.1
0
Number of Crises
1.15
P(X)
(X- )
(X- )
.37
-1.15
1.32
.49
.31
-0.15
0.02
.01
.18
0.85
0.72
.13
.09
1.85
3.42
.31
.04
2.85
8.12
.32
.01
3.85
14.82
.15
(X- ) 2 P(X)
1.41
141
. 119
.
Binomial Distribution
Experiment involves n identical trials
Each trial has exactly two possible outcomes: success
and failure
Each trial is independent of the previous trials
Binomial Distribution
Probability
function
P( X )
Mean
value
Variance
and
standard
deviation
X
n X
n!
q
for 0 X n
p
X ! n X !
n p
n pq
n pq
A
B
C
D
Children in
Household
Number of
Automobiles
Yes
Yes
No
Yes
3
2
1
2
Listing of
Sample
Space
P(outcome)
(A,B),
(A,C),
(A,D),
(A,A),
(B,A),
(B,B),
(B,C),
(B,D),
(C,A),
(C,B),
(C,C),
(C,D),
(D,A),
(D,B),
(D,C),
(D,D)
1/16
1/16
1/16
1/16
1/16
1/16
1/16
1/16
1/16
1/16
1/16
1/16
1/16
1/16
1/16
1/16
X
2
1
2
2
2
2
1
2
1
1
0
1
2
2
1
2
P(outcome)
(A,B),
(A,C),
(A,D),
(A,A),
(B,A),
(B,B),
(B,C),
(B,D),
(C,A),
(C,B),
(C,C),
(C,D),
(D,A),
(D,B),
(D,C),
(D,D)
1/16
1/16
1/16
1/16
1/16
1/16
1/16
1/16
1/16
1/16
1/16
1/16
1/16
1/16
1/16
1/16
P(X)
X
X
2
1
2
2
2
2
1
2
1
1
0
1
2
2
1
2
0
1
2
P( X )
1/16
6/16
9/16
1
n!
X ! n X !
P( X 0)
pq
n x
2!
1
0
20
0
.
0625
0! 2 0 ! .75 .25
16
2!
3
1
2 1
P( X 1)
0.375
1! 2 1 ! .75 .25
16
2!
9
2
22
P ( X 2)
0.5625
2! 2 2 ! .75 .25
16
Possible
Sequences
P(sequence)
(F,F)
(. 25 )(. 25 )
(S,F)
(. 75)(. 25)
(F,S)
(. 25)(. 75)
(S,S)
(. 75 )(. 75 )
.252
P(sequence)
(F,F)
(.25)(.25) (.25)2
(S,F)
(.75)(.25)
(F,S)
(.25)(.75)
(S,S)
(.75)(.75) (.75)2
P( X 0)
2!
0
20
0.0625
0! 2 0 ! .75 .25
P ( X 2)
2!
2
22
0.5625
.
75
.
25
2! 2 2 !
P(X)
2 (.25)(.75) =0.375
(.75)(.75) (.75)2 =0.5625
n!
P( X )
X ! n X !
P( X 1)
pq
n x
2!
1
2 1
0.375
1! 2 1 ! .75 .25
Binomial Distribution:
Demonstration Problem 5.3
n 20
p . 06
q . 94
P( X 2 ) P( X 0 ) P( X 1) P( X 2 )
. 2901. 3703. 2246 . 8850
20!
P( X 0)
0!(20 0)!
20!
P( X 1)
1!(20 1)!
.06 .94
20 0
.06 .94
20!
P ( X 2)
2!(20 2)!
20 1
.06 .94
2
(1)(1)(.2901) .2901
(20)(.06)(.3086) .3703
20 2
(190)(.0036)(.3283) .2246
Binomial
Table
n = 20
X
0.1
0.2
0
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
0.122
0.270
0.285
0.190
0.090
0.032
0.009
0.002
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.012
0.058
0.137
0.205
0.218
0.175
0.109
0.055
0.022
0.007
0.002
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
PROBABILITY
0.3
0.4
0.5
0.001
0.007
0.028
0.072
0.130
0.179
0.192
0.164
0.114
0.065
0.031
0.012
0.004
0.001
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.003
0.012
0.035
0.075
0.124
0.166
0.180
0.160
0.117
0.071
0.035
0.015
0.005
0.001
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.001
0.005
0.015
0.037
0.074
0.120
0.160
0.176
0.160
0.120
0.074
0.037
0.015
0.005
0.001
0.000
0.000
0.000
0.6
0.7
0.8
0.9
0.000
0.000
0.000
0.000
0.000
0.001
0.005
0.015
0.035
0.071
0.117
0.160
0.180
0.166
0.124
0.075
0.035
0.012
0.003
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.001
0.004
0.012
0.031
0.065
0.114
0.164
0.192
0.179
0.130
0.072
0.028
0.007
0.001
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.002
0.007
0.022
0.055
0.109
0.175
0.218
0.205
0.137
0.058
0.012
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.002
0.009
0.032
0.090
0.190
0.285
0.270
0.122
n = 20
X
0
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
PROBABILITY
0.1
0.2
0.3
0.122
0.270
0.285
0.190
0.090
0.032
0.009
0.002
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.012
0.058
0.137
0.205
0.218
0.175
0.109
0.055
0.022
0.007
0.002
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.001
0.007
0.028
0.072
0.130
0.179
0.192
0.164
0.114
0.065
0.031
0.012
0.004
0.001
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.4
0.000
0.000
0.003
0.012
0.035
0.075
0.124
0.166
0.180
0.160
0.117
0.071
0.035
0.015
0.005
0.001
0.000
0.000
0.000
0.000
0.000
Using the
Binomial Table
Demonstration
Problem 5.4
n 20
p .40
P ( X 10) 20C10
.40 .60
10
10
01171
.
20
PROBABILITY
0.05
0.06
0.07
0.3585 0.2901 0.2342
0.3774 0.3703 0.3526
0.1887 0.2246 0.2521
0.0596 0.0860 0.1139
0.0133 0.0233 0.0364
0.0022 0.0048 0.0088
0.0003 0.0008 0.0017
0.0000 0.0001 0.0002
0.0000 0.0000 0.0000
n 20
p . 06
q . 94
P( X 2 ) P( X 0 ) P( X 1) P( X 2 )
. 2901. 3703. 2246 . 8850
P( X 2) 1 P( X 2) 1. 8850 .1150
n p (20)(. 06) 1. 20
1.128 1. 062
20
p=
0.06
P(X)
=BINOMDIST(A5,B$1,B$2,FALSE)
=BINOMDIST(A6,B$1,B$2,FALSE)
=BINOMDIST(A7,B$1,B$2,FALSE)
=BINOMDIST(A8,B$1,B$2,FALSE)
=BINOMDIST(A9,B$1,B$2,FALSE)
=BINOMDIST(A10,B$1,B$2,FALSE)
=BINOMDIST(A11,B$1,B$2,FALSE)
=BINOMDIST(A12,B$1,B$2,FALSE)
=BINOMDIST(A13,B$1,B$2,FALSE)
=BINOMDIST(A14,B$1,B$2,FALSE)
P(X =x)
0
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
0.000000
0.000000
0.000000
0.000001
0.000006
0.000037
0.000199
0.000858
0.003051
0.009040
0.022500
0.047273
0.084041
0.126420
0.160533
0.171236
0.152209
0.111421
0.066027
0.030890
0.010983
0.002789
0.000451
0.000035
0.9
0.000
0.004
0.049
0.292
0.656
P(X)
P = 0.5
1.000
0.900
0.800
0.700
0.600
0.500
0.400
0.300
0.200
0.100
0.000
0
P = 0.9
1.000
0.900
0.800
0.700
0.600
0.500
0.400
0.300
0.200
0.100
0.000
P(X)
P(X)
P = 0.1
1.000
0.900
0.800
0.700
0.600
0.500
0.400
0.300
0.200
0.100
0.000
0
Poisson Distribution
Describes discrete occurrences over a
continuum or interval
A discrete distribution
Describes rare events
Each occurrence is independent of any other
occurrences.
The number of occurrences in each interval
can vary from zero to infinity.
The expected number of occurrences must
hold constant throughout the experiment.
Poisson Distribution
Probability function
e
X
P( X )
X!
where:
Variance
Standard deviation
3. 2 customers/ 4 minutes
X = 10 customers/ 8 minutes
X = 6 customers/ 8 minutes
Adjusted
Adjusted
= 6. 4 customers/ 8 minutes
= 6. 4 customers/ 8 minutes
P(X) = e
P(X) = e
X!
X!
P( X = 10) = 6.4 e
10 !
10
6. 4
P( X = 6) = 6.4 e
6!
6
0. 0528
6.4
0.1586
X
0
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
0.5
0.6065
0.3033
0.0758
0.0126
0.0016
0.0002
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
1.5
0.2231
0.3347
0.2510
0.1255
0.0471
0.0141
0.0035
0.0008
0.0001
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
1.6
0.2019
0.3230
0.2584
0.1378
0.0551
0.0176
0.0047
0.0011
0.0002
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
3.0
0.0498
0.1494
0.2240
0.2240
0.1680
0.1008
0.0504
0.0216
0.0081
0.0027
0.0008
0.0002
0.0001
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
3.2
0.0408
0.1304
0.2087
0.2226
0.1781
0.1140
0.0608
0.0278
0.0111
0.0040
0.0013
0.0004
0.0001
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
6.4
0.0017
0.0106
0.0340
0.0726
0.1162
0.1487
0.1586
0.1450
0.1160
0.0825
0.0528
0.0307
0.0164
0.0081
0.0037
0.0016
0.0006
0.0002
0.0001
6.5
0.0015
0.0098
0.0318
0.0688
0.1118
0.1454
0.1575
0.1462
0.1188
0.0858
0.0558
0.0330
0.0179
0.0089
0.0041
0.0018
0.0007
0.0003
0.0001
7.0
0.0009
0.0064
0.0223
0.0521
0.0912
0.1277
0.1490
0.1490
0.1304
0.1014
0.0710
0.0452
0.0263
0.0142
0.0071
0.0033
0.0014
0.0006
0.0002
8.0
0.0003
0.0027
0.0107
0.0286
0.0573
0.0916
0.1221
0.1396
0.1396
0.1241
0.0993
0.0722
0.0481
0.0296
0.0169
0.0090
0.0045
0.0021
0.0009
X
0
1
2
3
4
5
6
7
8
9
10
11
12
0.5
0.6065
0.3033
0.0758
0.0126
0.0016
0.0002
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
1.5
0.2231
0.3347
0.2510
0.1255
0.0471
0.0141
0.0035
0.0008
0.0001
0.0000
0.0000
0.0000
0.0000
1.6
0.2019
0.3230
0.2584
0.1378
0.0551
0.0176
0.0047
0.0011
0.0002
0.0000
0.0000
0.0000
0.0000
3.0
0.0498
0.1494
0.2240
0.2240
0.1680
0.1008
0.0504
0.0216
0.0081
0.0027
0.0008
0.0002
0.0001
1. 6
P( X 4) 0. 0551
Poisson
Distribution:
Using the
Poisson
Tables
X
0
1
2
3
4
5
6
7
8
9
10
11
12
0.5
0.6065
0.3033
0.0758
0.0126
0.0016
0.0002
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
1.5
0.2231
0.3347
0.2510
0.1255
0.0471
0.0141
0.0035
0.0008
0.0001
0.0000
0.0000
0.0000
0.0000
1.6
0.2019
0.3230
0.2584
0.1378
0.0551
0.0176
0.0047
0.0011
0.0002
0.0000
0.0000
0.0000
0.0000
3.0
0.0498
0.1494
0.2240
0.2240
0.1680
0.1008
0.0504
0.0216
0.0081
0.0027
0.0008
0.0002
0.0001
1. 6
P( X 5) P( X 6) P( X 7) P( X 8) P( X 9)
. 0047. 0011. 0002. 0000 . 0060
Poisson
Distribution:
Using the
Poisson
Tables
X
0
1
2
3
4
5
6
7
8
9
10
11
12
0.5
0.6065
0.3033
0.0758
0.0126
0.0016
0.0002
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
1.5
0.2231
0.3347
0.2510
0.1255
0.0471
0.0141
0.0035
0.0008
0.0001
0.0000
0.0000
0.0000
0.0000
1.6
0.2019
0.3230
0.2584
0.1378
0.0551
0.0176
0.0047
0.0011
0.0002
0.0000
0.0000
0.0000
0.0000
3.0
0.0498
0.1494
0.2240
0.2240
0.1680
0.1008
0.0504
0.0216
0.0081
0.0027
0.0008
0.0002
0.0001
1. 6
P( X 2 ) 1 P( X 2 ) 1 P( X 0 ) P( X 1)
1. 2019. 3230 . 4751
0.35
0.30
0.14
0.25
0.12
0.20
0.10
0.08
0.15
0.06
0.10
0.04
0.05
0.00
0
6. 5
0.16
0.02
1
0.00
0
10
12
14
16
1.6
P(X)
=POISSON(D5,E$1,FALSE)
=POISSON(D6,E$1,FALSE)
=POISSON(D7,E$1,FALSE)
=POISSON(D8,E$1,FALSE)
=POISSON(D9,E$1,FALSE)
=POISSON(D10,E$1,FALSE)
=POISSON(D11,E$1,FALSE)
=POISSON(D12,E$1,FALSE)
=POISSON(D13,E$1,FALSE)
=POISSON(D14,E$1,FALSE)
P(X =x)
0
1
2
3
4
5
6
7
8
9
10
0.149569
0.284180
0.269971
0.170982
0.081216
0.030862
0.009773
0.002653
0.000630
0.000133
0.000025
Poisson Approximation
of the Binomial Distribution
Binomial probabilities are difficult to
calculate when n is large.
Under certain conditions binomial
probabilities may be approximated by
Poisson probabilities.
If n 20 and n p 7, the approximation is acceptable
.
Poisson approximation
Use n p.
Poisson Approximation
of the Binomial Distribution
Binomial
Binomial
Poisson
n 50
1. 5
p . 03
0.2231
0.2181
-0.0051
0.3347
0.3372
0.0025
2
3
0.2510
0.1255
0.2555
0.1264
0.0045
0.0009
0.0471
0.0459
-0.0011
0.0141
0.0131
0.0035
7
8
9
0.0008
0.0001
0.0000
X
Error
Poisson n 10 , 000
3. 0 p . 0003
Error
0.0498
0.0498
0.0000
0.1494
0.1493
0.0000
0.2240
0.2241
0.0000
0.2240
0.2241
0.0000
0.1680
0.1681
0.0000
-0.0010
0.1008
0.1008
0.0000
0.0030
-0.0005
0.0504
0.0504
0.0000
0.0006
0.0001
0.0000
-0.0002
0.0000
0.0000
0.0216
0.0216
0.0000
0.0081
0.0081
0.0000
0.0027
0.0027
0.0000
10
0.0008
0.0008
0.0000
11
0.0002
0.0002
0.0000
12
0.0001
0.0001
0.0000
13
0.0000
0.0000
0.0000
Hypergeometric Distribution
Sampling without replacement from a finite
population
The number of objects in the population is
denoted N.
Each trial has exactly two possible outcomes,
success and failure.
Trials are not independent
X is the number of successes in the n trials
The binomial is an acceptable approximation, if
n < 5% N. Otherwise it is not.
Hypergeometric Distribution
Probability function
N is population size
P( x )
n is sample size
A is number of successes in population
x is number of successes in sample
Mean
value
ACx N ACn x
Cn
An
A( N A)n( N n)
N
2
( N 1)
Hypergeometric Distribution:
Probability Computations
N = 24
P( x 3)
X=8
ACx N ACn x
Cn
n=5
P(x)
0 0.1028
1 0.3426
2 0.3689
3 0.1581
4 0.0264
5 0.0013
8C 3 24 8C5 3
C5
56120
42,504
.1581
24
0.40
X=8
0.35
n=5
0.30
0.25
P(x)
0.1028
0.3426
0.3689
0.1581
0.0264
0.0013
0.20
0.15
0.10
0.05
0.00
0
Hypergeometric Distribution:
Demonstration Problem 5.11
N = 18
n=3
A = 12
X
0
1
2
3
P(X)
0.0245
0.2206
0.4853
0.2696
P ( x 1) P ( x 1) P ( x 2) P ( x 3)
12 C1 18 12C 3 1
C3
.2206.4853.2696
18
.9755
12 C 2 18 12 C 3 2
18
C3
12 C 3 18 12C 3 3
18
C3
Hypergeometric Distribution:
Binomial Approximation (large n)
Hypergeometric
N = 24
X=8
n=5
x
0
1
2
3
4
5
P(x)
0.1028
0.3426
0.3689
0.1581
0.0264
0.0013
Binomial
n=5
p = 8/24 =1/3
P(x)
0.1317
0.3292
0.3292
0.1646
0.0412
0.0041
Error
-0.0289
0.0133
0.0397
-0.0065
-0.0148
-0.0028
Hypergeometric Distribution:
Binomial Approximation (small n)
Hypergeometric
N = 240
X = 80
n=5
x
0
1
2
3
4
5
P(x)
0.1289
0.3306
0.3327
0.1642
0.0398
0.0038
Binomial
n=5
p = 80/240 =1/3
P(x)
0.1317
0.3292
0.3292
0.1646
0.0412
0.0041
Error
-0.0028
0.0014
0.0035
-0.0004
-0.0014
-0.0003
P(X)
=HYPGEOMDIST(A6,B$3,B$2,B$1)
=HYPGEOMDIST(A7,B$3,B$2,B$1)
=HYPGEOMDIST(A8,B$3,B$2,B$1)
=HYPGEOMDIST(A9,B$3,B$2,B$1)
=HYPGEOMDIST(A10,B$3,B$2,B$1)
=HYPGEOMDIST(A11,B$3,B$2,B$1)
=SUM(B6:B11)
P(X =x)
0
1
2
3
4
5
0.102767
0.342556
0.368906
0.158103
0.026350
0.001318