Important Probability Distributions

TUM School of Management
Production and Supply Chain Management

Prof Martin Grunow
Technische Universitt Mnchen
Quality Engineering & Management

Session 2.3: Important Probability
Distributions
Dr. Holly Ott

Chair: Prof. Martin Grunow
Holly Ott
Quality Engineering & Management Module 2.3

Prof Martin Grunow
Learning Objectives
Discuss the nature Binomial and Poisson probability distributions
for discrete random variables, the context in which they are useful,
and their important characteristics.
Calculate the probability of a given event using Binomial and
Poisson probability distributions.
Describe the Normal distribution for continuous random variables.
Holly Ott

Prof Martin Grunow
Some Important Probability Distributions

Binomial Distribution discrete
Poisson Distribution discrete
Normal Distribution continuous
2012 from "A First Course in Quality Engineering: Integrating Statistical

and Management Methods of Quality" by K.S. Krishnamoorthi. Reproduced
by permission of Taylor and Francis Group, LLC, a division of Informa plc.
Holly Ott

Prof Martin Grunow
Combinations
Before we start, we need to know the number of combinations of n
distinct objects taken r at a time written as
is given by:
n! = "n factorial"
= 1 for n = 0
= 1 2 3 n for n 1

Holly Ott

Prof Martin Grunow
The Binomial Distribution

A random variable X is said to have the binomial distribution
with parameters n and p if its probability distribution is given by:
n x
n x
p(x)= p (1 p ) , x = 0, 1,..., n
x
We write X ~ Bi(n,p) to indicate X has a binomial distribution.
X represents the number of successes of n independent trials, where
p is the probability of success and (1 - p) is the probability of failure in
one trial.
Parameter p: 0 < p < 1
Holly Ott

Prof Martin Grunow

n x
n x
p(x)= p (1 p ) , x = 0, 1,..., n
x
Reiner Hutwelker
Holly Ott

Prof Martin Grunow

n x
n x
p(x)= p (1 p ) , x = 0, 1,..., n
x
0.25
(n=80, p=0.1)
0.2
(n=80, p=0.2)
(n=30, p=0.1)
0.15
(n=30, p=0.2)
0.1
0.05
Argon Chen
Holly Ott
0
0
10 11 12
13 14
15 16 17
18 19 20
21 22
23 24 25
26 27
28 29 30

Prof Martin Grunow
Examples of Binomial R.Vs.

1. X: The number of heads when a fair coin is tossed 10 times
X ~ Bi(10,1/2)
2. Y: The number of baskets a ball player makes in 12 free throws, if
her average is 0.4
Y ~ Bi(12,0.4)
3. W: The number of defectives in a sample of 20 taken from a large
product batch ("lot") having 2% defectives
W ~ Bi(20,0.02)
Holly Ott

Prof Martin Grunow
Calculations with Binomial Distribution

Example:
A sample of 12 bolts is picked from a production line and inspected. If
the process produces 2% defectives, what is the probability the
sample will have exactly 1 defective?
Let X be the number of defectives out of 12. Then:
X ~ Bi(12, 0.02)

Holly Ott

Prof Martin Grunow
The Mean and Variance of a Binomial

Variable
If X~Bi(n, p), then, using the definition for mean and variance that:
n x
x = x p ( 1-p)n-x=np
x = 0 x
n
2
2 n x
x = (x x ) p ( 1-p)n-x=np(1 p )
x =0
x
n
and represent the long-run average and standard deviation

respectively of the binomial random variable.
Holly Ott
10

Prof Martin Grunow
The Poisson Distribution

A random variable X is said to have the
Poisson distribution if its probability mass function
is given by:
e x
p (x ) =
x!
Foto: Thommy Weiss /

pixelio.de
, x = 0, 1, 2,
We write X ~ Po() to indicate X has a Poisson distribution.

Holly Ott
11

Prof Martin Grunow

How to recognize a Poisson variable?
Variable is countable and can take values from zero to infinity.
Examples of Poisson random variables:
1. Number of knots per sheet of plywood
2. Number of blemishes per shirt
3. Number of pinholes per square foot of galvanized sheet
4. Number of accidents per month in a factory
We write X ~ Po() to indicate X has a Poisson distribution.
Holly Ott
12

Prof Martin Grunow

e x
p (x ) =
x!
, x = 0, 1, 2,
0.4
0.35
=10
=1
0.3
=4
0.25
0.2
0.15
0.1
0.05
Argon Chen
Holly Ott
0
0
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
13

Prof Martin Grunow
Poisson Distribution (contd.)

If X = Po(), then the mean and variance of a Poisson variable:
e x
x =
x
=
x!
x =0
2x
e x
=
(x x )
=
x!
x=0
Note that, for the Poisson distribution, the mean and variance are
equal to the value of the parameter of the distribution.
Holly Ott
14

Prof Martin Grunow
Calculating Poisson Probabilities

Example:
A typist makes on the average 3 mistakes per page. What is the
probability that the page he types for a typing test will have no more
than one mistake?
Let X be the number of mistakes per page.
X ~ Po(3)

Holly Ott
15

Prof Martin Grunow
Continuous Distribution Models
Uniform Distribution
Holly Ott
Exponential Distribution
16

Prof Martin Grunow
The Normal Distribution

A random variable X is said to have the normal distribution with
parameters and 2, if its probability density function is given by:
1
f (x ) =
e
2
1 x 2

, < x < , > 0
X ~ N(,2)

Holly Ott
17

Prof Martin Grunow
The Normal Distribution
The graph of the normal pdf

1. It is asymptotic with respect to the x-axis
2. It is symmetric with respect to a vertical line at x =
3. The maximum value of f(x) occurs at x =
4. The two points of inflexion occur at distances on each side of
Holly Ott
18

Prof Martin Grunow
Parameters of the Normal Distribution

It can be shown:
f (x)dx = 1
[Area under the curve = 1]
x f (x) dx =
[Mean of the distribution = ]
2
(
)
(
)
x
f
x
dx
=
[Variance of the distribution = 2 ]
and 2 are the two parameters, mean and variance, of the normal
distribution.
Holly Ott
19

Prof Martin Grunow
Coming Up
Lecture 3.1: The Normal Distribution
Holly Ott
20

Important Probability Distributions

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TUM School of Management

Production and Supply Chain Management

Technische Universitt Mnchen

Quality Engineering & Management

Dr. Holly Ott

Quality Engineering & Management Module 2.3

TUM School of Management

Technische Universitt Mnchen

Quality Engineering & Management Module 2.3

TUM School of Management

Technische Universitt Mnchen

Some Important Probability Distributions

2012 from "A First Course in Quality Engineering: Integrating Statistical

Quality Engineering & Management Module 2.3

TUM School of Management

Technische Universitt Mnchen

2012 from "A First Course in Quality Engineering: Integrating Statistical

Quality Engineering & Management Module 2.3

TUM School of Management

Technische Universitt Mnchen

The Binomial Distribution

Quality Engineering & Management Module 2.3

TUM School of Management

Technische Universitt Mnchen

The Binomial Distribution

Quality Engineering & Management Module 2.3

TUM School of Management

Technische Universitt Mnchen

The Binomial Distribution

Quality Engineering & Management Module 2.3

TUM School of Management

Technische Universitt Mnchen

Examples of Binomial R.Vs.

Quality Engineering & Management Module 2.3

TUM School of Management

Technische Universitt Mnchen

Calculations with Binomial Distribution

2012 from "A First Course in Quality Engineering: Integrating Statistical

Quality Engineering & Management Module 2.3

TUM School of Management

Technische Universitt Mnchen

The Mean and Variance of a Binomial

and represent the long-run average and standard deviation

Quality Engineering & Management Module 2.3

TUM School of Management

Technische Universitt Mnchen

The Poisson Distribution

Foto: Thommy Weiss /

We write X ~ Po() to indicate X has a Poisson distribution.

2012 from "A First Course in Quality Engineering: Integrating Statistical

Quality Engineering & Management Module 2.3

TUM School of Management

Technische Universitt Mnchen

The Poisson Distribution

Quality Engineering & Management Module 2.3

TUM School of Management

Technische Universitt Mnchen

The Poisson Distribution

Quality Engineering & Management Module 2.3

TUM School of Management

Technische Universitt Mnchen

Poisson Distribution (contd.)

Quality Engineering & Management Module 2.3

TUM School of Management