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OUTLINE
Binomial Distribution
CASE 1
10 submitted
jobs would be analogous to tossing an
unbalanced coin 10 times, with the probability
of observing a head (drawing a statistical job)
on a single trial equal to 0.80.
CASE 2
If
BINOMIAL EXPERIMENT
Inspection of
chip
Inspection of
public opinian
Inspection of
digging wells
(defective or non-defective)
(approve or not)
(success or failed)
Etc.
BERNOULLI PROCESS
repeated trials,
each with two possible outcome that may be
labeled success and failed
BINOMIAL DISTRIBUTION
The number X of
The probability of
success is denoted by p
binomial random
variable is called binomial distribution
b(x; n, p)
BINOMIAL DISTRIBUTION
x = number of successes
n - x = numbe of failures
Since independent, combination probabilities are
multiplied
"
% x n !x
n!
b(x ;n , p ) = $
p q
'
# x !(n ! x )!&
b(x;n,p)
0 1 2 3 4
7 8
9 10 11 12 13
B( x; n, p) = b( x; n, p) = 1
x =0
Success
0.1
0.2
0.25
0.3
0.4
0.5
0.6
0.7
0.8
0.9
0.9000
0.8000
0.7500
0.7000
0.6000
0.5000
0.4000
0.3000
0.2000
0.1000
1.0000
1.0000
1.0000
1.0000
1.0000
1.0000
1.0000
1.0000
1.0000
1.0000
0.8100
0.6400
0.5625
0.4900
0.3600
0.2500
0.1600
0.0900
0.0400
0.0100
0.9900
0.9600
0.9375
0.9100
0.8400
0.7500
0.6400
0.5100
0.3600
0.1900
1.0000
1.0000
1.0000
1.0000
1.0000
1.0000
1.0000
1.0000
1.0000
1.0000
0.7290
0.5120
0.4219
0.3430
0.2160
0.1250
0.0640
0.0270
0.0080
0.0010
0.9720
0.8960
0.8438
0.7840
0.6480
0.5000
0.3520
0.2160
0.1040
0.0280
0.9990
0.9920
0.9844
0.9730
0.9360
0.8750
0.7840
0.6570
0.4880
0.2710
1.0000
1.0000
1.0000
1.0000
1.0000
1.0000
1.0000
1.0000
1.0000
1.0000
0.6561
0.4096
0.3164
0.2401
0.1296
0.0625
0.0256
0.0081
0.0016
0.0001
0.9477
0.8192
0.7383
0.6517
0.4752
0.3125
0.1792
0.0837
0.0272
0.0037
0.9963
0.9728
0.9492
0.9163
0.8208
0.6875
0.5248
0.3483
0.1808
0.0523
0.9999
0.9984
0.9961
0.9919
0.9744
0.9375
0.8704
0.7599
0.5904
0.3439
1.0000
1.0000
1.0000
1.0000
1.0000
1.0000
1.0000
1.0000
1.0000
1.0000
13
BINOMIAL DISTRIBUTION
Mean
= np
Variance
! = npq
2
EXAMPLE
If
SOLUTION (Preliminary)
SOLUTION (a)
5!
b(3;5, 0.30) =
(0.30)3 (1 ! 0.30)5!3 = 0.1323
3!2!
SOLUTION (b)
b) The probability of observing at least 3 wells
containing impurity A is:
P(x 3) = p(3)+p(4)+p(5).
We have calculated p(3) = 0.1323 p(4) = 0.02835, p
(5) = 0.00243.
In result,
P(x 3) = 0.1323+0.02835+0.00243 = 0.16380.
SOLUTION (c)
c) Probability of observing less than 3 wells
containing impurity A is P(x<3) = p(0)+p(1)+p(2).
We can avoid calculating 3 probabilities by using the
complementary relationship
P(x<3) = 1-P(x 3) = 1-0.16380 = 0.83692.
Poisson Distribution
POISSON DISTRIBUTION
The number of
POISSON DISTRIBUTION
EXAMPLE
5 accidents
accidents is distributed
according to a Poisson distribution. Calculate the
probability in any month of exactly 0, 1, 2, 3 or 4
accidents.
SOLUTION
5 x e !5
p(x) =
x!
P(r; ! ) = ! p(x; ! )
x=0
P(r; ! ) = ! p(x; ! )
x=0
Normal Distribution
NORMAL DISTRIBUTION
Random variable, X
f(x)
6
28
NORMAL DISTRIBUTION
the normal
random variable, X, with mean and variance
such that:
f (x) = n(x; , ! ) =
" ( x! ) %
!0.5$
# ! '&
! 2"
!(< x <(
0.4500
0.4000
0.3500
0.3000
f(x)
0.2500
0.2000
0.1500
0.1000
0.0500
0.0000
-4.0
-2.0
0.0
Z-value
2.0
4.0
Different means
Different ________
Different means
and _______
30
f(x)
f(x)
x1
x2
x2
1
P( x1 < X < x2 ) = n( x; , ) dx =
2
x1
x2
( x )
0.5
dx
x1
32
f (x) = n(x; , ! ) =
" ( x! ) %
!0.5$
# ! '&
! 2"
f (x) = n(x; , ! ) =
"x%
!$ '
#2&
2"
To enable use of
unit values
Mean = 0
Variance =1
Z=
1
2
x2
1
=
2
z2
P ( x1 < X < x2 ) =
( x )
0.5
dx
x1
{ } dz
0.5 z 2
z1
z2
= n( z;0,1) dz
z1
35
EXAMPLE
0.0000
0.0100
0.0200
0.0300
0.0400
0.0500
1.7
0.9554
0.9564
0.9573
0.9582
0.9591
0.9599
1.8
0.9641
0.9649
0.9656
0.9664
0.9671
0.9678
37
Finding x from z
EXAMPLE
SOLUTION
SOLUTION
SOLUTION
TUGAS INDIVIDU
THANK YOU
and
GOOD LUCK