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PROBABILITY DISTRIBUTION

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Definition :
A random variable is a variable (typically represented by x) that has a single numerical value that is determined by chance. A probability distribution is a graph, table, or formula that gives the probability for each value of the random variable. If x is a random variable then denote by P(x) to be the probability that x occurs. It must be the case that for each value of x and (the sum of all the probabilities is 1.)
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Example of probability distribution:


Below is a table that gives the probabilities of obtaining exactly x heads in 4 throws.
x 0 1 2 3 4 P(x) .0625 .2500 .3750 .2500 .0625

Is this a probability distribution? Solution: For each value of x the probability is between 0 and 1. The sum of the probabilities is 1. So the answer is YES, it is a probability distribution.
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Probability Function:
Describes the range of possible value that random variable can attain. The probability that the value of random variable is within any subset of that range.

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Uses Of Probability Function:


To calculate confidence intervals for parameters and to calculate critical region for hypothesis tests. For univariate data, it is often useful to determine a reasonable distributional modal for the data. Simulation studies with random numbers generated from using a specific probability distribution are often needed.
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Types Of Probability Distribution:

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Binomial distribution:
If event E has a probability P of occurrence in each of N independent trail then the probability that it will occur exactly r times in n trails is given by: F(x) = n cr pr qn-r where, x = the number of success n = the number of trails p = the probability of success q = the probability of failure nc r = the number of combination of n things, taken r at a time
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Example- A biased coin is tossed 6 times. The probability of heads on any toss is 0.3. Let X denote the number of heads that come up. Calculate:

CONTI.

(i)P (X = 2) (ii)P (X = 3) (iii)P (1 < X = 5). Solution- If we call heads a success then this X has a binomial distribution with parameters n = 6 and p = 0.3.
P(X = 2) = (0.3)2(0.7)4 = 0.324135 P(X = 3) = (0.3)3(0.7)3 = 0.18522 P(X = 2) + P(X = 3) + P(X = 4) + P(X = 5)

= 0.324 + 0.185 + 0.059 + 0.01 = 0.578


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Application:
Number of defective bulbs in a box containing n bulbs. Number of machine lying idle in a factory having n machines. Number of post- graduates in a group of n men. Number of oil wells yielding natural gas in a group of n wells test drilled.

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Poisson Distribution:
The mathematical definition of Poisson distribution is : f (x) = For x (no. Of successes) = 0,1,2,3 ...where m is fixed positive number. e = 2.71828 (app.) : The mean number of successes that occur in a specified region. X : The actual number of successes that occur in specified region. P(x; m): The Poisson probability that exactly x successes occur in a Poisson experiment, when the mean number of successes is.
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CONTI.
Example- Consider, in an office 2 customer arrived today. Calculate the possibilities for exactly 3 customers to be arrived on tomorrow. Solution- m = 2 and e = 2.718 e-m = (2.718)-2 = 0.135 x = 3, mx = 23 = 8 f(x) = e-mmx/x! f(3) = 0.18 Hence there are 18% possibilities. 11 Page

Application:
It is used in quality control statistics to count the number of defects of an item, In biology to count the number of bacteria, In physics to count the number of particles emitted from a radioactive substance. In insurance problem it counts the no. Of casualties. In waiting time problem to count the no. Of incoming telephone calls or incoming customers. Number of traffic arrivals such as trucks at terminals, aeroplanes at airports.
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Normal Distribution:
The mathematical definition of normal distribution is : F(x) = -

Where,

= mean of distribution = s.d. of the distribution = 3.416 (constant) e = 2.71828 (constant)


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CONTI.
Example If X is a normal random variable with mean 100 and standard deviation 6, find f(X<106). Solution For a given value, X = 106, Z = (106-100)/6 =1 From the Z table, Z = 1 = 0.3413 The value of X is greater than mean, f(X) = 0.5 + 0.3413 = 0.8413
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Application:
To approximate or fit a distribution of measurement under certain conditions. To approximate the binomial distribution and other discrete or continuous probability distribution under suitable condition. To approximate the distribution of means and certain other statistic calculated from samples.
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