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Binomial Distribution
A spinner is divided into four equal sized sections marked 1, 2, 3, 4. If the spinner is spun 6 times, how
likely is it to land on 1 on four occasions?
If the above conditions are satisfied and X is the random variable for the number of successes, then X
has a binomial distribution. We write:
Interpretation of certain phrases is critical, especially when dealing with Discrete distributions. (Binomial
& Poisson).
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Example :
a) P(X = 3)
Using tables
b) P(X > 1)
Example:
The probability that a baby is born a boy is 0.51. A mid-wife delivers 10 babies. Find:
( ( (
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It can be shown that if X ~ B(n, p), then
Poisson Distribution
A random variable X which counts the number of times an event occurs in a given unit of space or time
will have a Poisson distribution if:
The notation used to indicate that a random variable X has a Poisson distribution is
If X ~ Po( ) then
For
Example:
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Example:
a) Assuming a Poisson distribution, find the probability that the number of phone calls received
in a randomly chosen minute is :
(i) Exactly 4;
(ii) No more than 2.
Then X ~ Po(1.75).
b) Find the probability that 6 phone calls are received in a 4 minute period.
So Y ~ Po(7).
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Approximating a Binomial by a Poisson
X ~ B(n, p), then X can be reasonably be approximated by a Poisson distribution with mean np if :
• n is large
• p is small
Example:
A drug manufacturer has found 2% of the patients taking a particular drug will experience a particular
side effect.
So, X ≈ Po(3).
(tables)
(tables)
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Continuous random variables
A probability density function (p.d.f.) is a curve that models the shape of the distribution corresponding
to a continuous random variable.
for
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Mode
Suppose that a random variable X is defined by the probability density function for .
The mode of X is the value of that produces the largest value for in the interval .
A sketch of the probability density function can be very helpful when determining the mode.
Example:
Differentiation could
A random variable X has p.d.f. , where
be used to find the
mode here.
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To find the turning point we solve .
or
So the mode is
Example:
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0 x<0
1 4 1
=
F( x) 24 x + 6 x 0 ≤ x ≤ 2
1 x>2
Example :
0 x<2
=
1 2
(
F( x) 24 x + x − 6
) 2≤ x≤5
1 x>5
Sketch of
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Median
Therefore
or
Expectation
If X is a continuous random variable defined by the probability density function over the domain
, then the mean or expectation of X is given by
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Note : If the p.d.f is symmetrical, then the expected value of X will be the value corresponding to the line
of symmetry.
Example :
Variance
If X is a continuous random variable defined by the probability density function over the domain
then the variance of X is given by
where
Example :
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Sketch of
Examination-style question :
The mass, Xkg, of luggage taken on board an aircraft by a passenger can be modeled by the probability
density function
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To find k we use
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Continuous Uniform Distribution
A random variable X is said to have a continuous uniform distribution (or rectangular distribution) over
the interval [a,b] if its probability density function has the form :
Example :
A random variable Y has a continuous uniform distribution in the interval [2,8]. Find .
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Examination-style question:
Find:
So,
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If X has a uniform distribution over the interval (a,b) then the cumulative distribution function of X is :
0 x<a
F (= x ) x −a
x) P( X ≤= a ≤ x ≤b
b−a
1 x >b
Calculating probabilities using the binomial distribution can be cumbersome if the number of trials (n) is
large.
A school has 1200 students. Find the probability that more than 140 of them are left handed.
As no tables exist for this distribution, calculating this probability by hand would be a mammoth task.
A further problem arises if you attempt to work one of these probabilities, for example P(X = 141):
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One way forward is to approximate the binomial distribution using a normal distribution.
If X ~ B(n,p) where n is large and p is small, then X can be reasonably approximated using a normal
distribution :
where
There is a widely used rule of thumb that can be applied to tell you when the approximation will be
reasonable:
Continuity Correction
A continuity correction must be applies when approximating a discrete distribution (such as binomial) to
a continuous distribution (such as normal distribution).
Introductory example:
10% of people in the United Kingdom are left handed. A school has 1200 students. Find the probability
that more than 140 of them are left handed.
Since np = 120 > 5 and nq = 1080 > 5 we can approximate the distribution using a normal distribution:
Standardize = = 1.973
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= 1- P(Z ≤ 1.973) = 1- 0.9758
= 0.0242
Examination-style question:
A sweet manufacturer makes sweets in 5 colours. 25% of the sweets it produces are red.
The company sells its sweets in tubes and in bags. There are 10 sweets in a tube and 28 sweets in a bag.
It can be assumed that the sweets are of random colours.
a) Find the probability that there are more than 4 red sweets in a tube.
b) Using a suitable approximation, find the probability that a bag of sweets contains between 5 and
12 red sweets (inclusive).
P (X > 4) = 1 – P(X ≤ 4)
= 1 – 0.9219
= 0.0781
The distribution can be approximated by a normal since np = 7 and nq = 21 (both greater than 5) :
Y ≈ N[7, 5.25]
Standardize : = -1.091
P(-1.091 ≤ Z ≤ 2.400)
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Approximating the Poisson using a normal
Recall that the mean and variance of a Poisson distribution are equal.
There is a widely used rule of thumb that can be applied to tell you when the approximation will be
reasonable:
Examination-style question:
An electrical retailer has estimated that he sells a mean number of 5 digital radios each week.
a) Assuming that the number of digital radios sold on any week can be modelled by a Poisson
distribution find the probability that the retailer sells fewer than 2 digital radios on a randomly
chosen week.
b) Use a suitable approximation to decide how many digital radios he should have in order for him
to be at least 90% certain of being able to meet the demand for radios over the next 5 weeks.
So .
P( X < 2) = P( X ≤ 1)
= 0.0404
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P( Y ≤ y ) = 0.9
So,
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Populations and samples
Examples:
A head teacher is interested in finding out how long her sixth form students spend in part-time
employment per week.
Carrying out a census of the entire population is usually not feasible or sensible.
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Disadvantages of taking a census are:
• Money
• Time
• Resources
Instead of surveying the whole population, information can instead be obtained from a sample.
The sampling process should be undertaken carefully to ensure that the sample is representative of the
entire population.
A simple random sample of size n consists of the observation X₁,X₂,…, Xn from a population where Xi
Example :
A large bag of coins contains 1p, 2p and 5p coins in the ratio 2:1:3.
a) Find the mean, μ, and the variance, σ2, for the population of coins.
b) A random sample of 3 coins is taken from this population. List all the possible outcomes.
1 2 5
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The possible outcomes and the mean:
(1,1,1) → 1
(2,2,2) → 2
(5,5,5) → 5
Working out
e.g.
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Hypothesis Testing
Null Hypothesis (H0) – is the hypothesis we assume to be correct unless proved otherwise.
Step 2: State the significance level – if none is mentioned in the question, it is usual
to choose 5%.
Step 4: Calculate the probability (under H0) of obtaining results as extreme as those
collected.
Step 5: Compare the probability with the significance level and make conclusions –
can H0 be rejected or not? Interpret your results in context.
Example:
Therefore X ~ B[24, ]
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H0 =
H1 <
P(X≤1) = 0.0729
Example:
In Luigi's restaurant, on average 1 in 10 people order a bottle of Chardonnay. Out of a sample of 50, 11
chose Chardonnay. Has the drink become more popular?
Let X be the random variable the number of people ordering a bottle of Chardonnay in a sample of 50.
X ~ B[50, 0.1]
H0 = 0.1
H1 > 0.1
P(X≥11) = 1 - P(X≤10)
Reject H0 : since evidence to suggest the number of people ordering Chardonnay has increased at the
1% level of significance.
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Critical Values Method
Example 1:
A manufacturer claims that 2 out of 5 people prefer Soapy Suds washing powder over any other brand.
For a sample of 25 people, only 4 people are found to prefer Soapy Suds. Is the manufacturer’s claim
justified?
Let X be the random variable the number of people who prefer soapy suds.
X ~ B[25, 0.4]
H0 = 0.4
H1 < 0.4
From tables: xc = 5
Reject H0 : since evidence to suggest that the manufacturer’s claim is false and it is less than 2 in 5 at the
5% level of significance.
Example 2:
A particular drug has a 1 in 4 chance of curing a certain disease. A new drug is developed to cure the
disease. How many people would need to be cured in a sample of 20 if the new drug was to be deemed
more successful at curing the disease than the old drug to obtain a significant result at the 5% level?
Let X be the random variable the number of people who are cured by the new drug.
X ~ B[20, 0.25]
H0 = 0.25
H1 > 0.25
1 - P(X≤xc - 1) ≤ 0.05
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P(X≤xc - 1) ≥ 0.95
xc – 1 ≥ 9
xc ≥ 10
So 10 or more people are required to be cured to obtain significant evidence that the new drug is better
at curing the disease.
Example:
A person suggests that the proportion, p of red cars on a road is 0.3. In a random sample of 15 cars it is
desired to test the null hypothesis p = 0.3 against p ≠ 0.3 at a nominal significance level of 10%.
Determine the appropriate acceptance region and the corresponding actual significance level.
Let X be the random variable the number of red cars in a sample of 15.
X ~ B[15, 0.3]
H0 = 0.3
H1 ≠ 0.3
From tables: xl = 1
1 - P(X≤xu - 1) ≤ 0.05
P(X≤xu - 1) ≥ 0.95
From tables: xu – 1 = 7
Therefore xu = 8
H0 rejection region: x ≤ 1 or x ≥ 8.
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Hypothesis Testing for the Poisson Distribution
Example:
The number of car accidents along a certain stretch of road occurred at an average rate of 5 per week.
After the introduction of speed cameras the number of accidents in one week is 2. Assuming that the
number of accidents can be modeled as a Poisson distribution, test at the 5% nominal significance level
if the has been in a reduction in the number of accidents.
X ~ Po[5]
H0 = 5
H1 < 5
From tables: xl = 1
Accept H0: since there is insufficient evidence to the claim that the number of accidents has reduced at
the nominal 5% significance level.
Example:
A shop sells a particular make of radio at a rate of 4 per week on average. The shop places an advert in
the local paper in the hope of raising sales. In the week that the advert was placed the number of sales
was 10. Is there significant evidence that the sales have increased? Test at the 5% nominal level of
significance.
Let X be the random variable the number of radios sold per week.
X ~ Po[4]
H0 = 4
H1 > 4
1 - P(X≤xu - 1) ≤ 0.05
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P(X≤xu - 1) ≥ 0.95
From tables:
xu – 1 = 8
xu = 9
Reject H0: Since evidence to suggest that the number of radios sold has increased at the 5% level of
significance.
Example:
A machine produces glass sheets. The number or bubbles seen per square metre in the glass sheet
follows a Poisson distribution with mean 3. Find the lower and upper critical values for a nominal 10%
significance level test for the mean not equal to 3 and the actual significance level of the test.
X ~ Po[3]
H0 = 3
H1 ≠ 3
From tables: xl = 0
1 - P(X≤xu - 1) ≤ 0.05
P(X≤xu - 1) ≥ 0.95
From tables: xu – 1 = 6
xu = 7
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