MATH F113

(Probability and Statistics)

Chandra Shekhar
Associate Professor

Department of Mathematics
BITS Pilani, Pilani Campus, Rajasthan 333 031
Email: chandrashekhar@pilani.bits-pilani.ac.in
Mobile: 9414492349
Chandra Shekhar MATH F113 (Probability and Statistics)
MATH F113 (Prob. and Stat.)

Topics covered in previous lec-

ture:
Moment generating function
Geometric distribution

Chandra Shekhar MATH F113 (Probability and Statistics)

Geometric distribution (cont...)

Exercise 24/sec. 3.4/pp. 86

The probability that a wildcat well
be productive is 1/13. Assume that
a group is drilling wells in various
parts of the country so that the sta-
tus of one well has no bearing on that
of any other. Let X denote the num-
ber of wells drilled to obtain the first
strike.
Chandra Shekhar MATH F113 (Probability and Statistics)
Geometric distribution (cont...)

(a) Verify that X is geometric, and

identify the value of the parameter
p.

Chandra Shekhar MATH F113 (Probability and Statistics)

Geometric distribution (cont...)

(b) What is the exact expression for

the density for X? (c) What is the
exact expression for the moment gen-
erating function for X?

Chandra Shekhar MATH F113 (Probability and Statistics)

Geometric distribution (cont...)

(d) What are the numerical values of

E[X], E[X 2], σ 2, and σ
(e) P [X ≥ 2]

Chandra Shekhar MATH F113 (Probability and Statistics)

Binomial distribution

Binomial distribution
Let an experiment consist of
fixed number n of Bernoulli
trials.
Assume all trials are identical
and independent. Thus p =
probability of success is same on
any trial.
X= number of successes in these
n trials.
Chandra Shekhar MATH F113 (Probability and Statistics)
Binomial distribution (cont...)

What is P (X = x)?
Example: Consider the sample space
S = {f f f, sf f, f sf, f f s, ssf, sf s, f ss, sss}
Since the trials are independent, the
probability assigned to each sample
point is found by multiplying. For
instance the probability assigned to
the sample points f f f ,sf f are as fol-
lows: (1 − p)(1 − p)(1 − p) = (1 − p)3 and
p(1 − p)(1 − p) = p(1 − p)2
Chandra Shekhar MATH F113 (Probability and Statistics)
Binomial distribution (cont...)

The random variable X assumes the

value 0 only if the experiment results
in the outcome f f f . Then P [X = 0] =
1 ∗ (1 − p)3, However X assumes the
value 1 if any one of the outcome sf f ,
f sf , or f f s. Thus, P [X = 1] = 3 ∗ p(1 −
p)2 etc. Similarly P [X = 2] = 3∗p2(1−p)
and P [X = 3] = 1 ∗ p3,

Chandra Shekhar MATH F113 (Probability and Statistics)

Binomial distribution (cont...)

It is evident that for x = 0, 1, 2, 3

P [X = x] = c(x)px(1 − p)3−x, where
 
3
c(x) =
x

Chandra Shekhar MATH F113 (Probability and Statistics)

Binomial distribution (cont...)

A discrete random variable X has bi-

nomial distribution with parameters
n and p, n is a positive integer and
0 < p < 1, if its density function is
(

n x n−x
x p (1 − p) ; x = 0, 1, 2, 3, ..., n
f (x) =
0, otherwise
(Verify it is density, use binomial the-
orem), where n is positive integer.
Chandra Shekhar MATH F113 (Probability and Statistics)
Binomial distribution (cont...)

c.d.f. of binomial distribution

[t]  
X n
F (t) = px(1 − p)n−x
x=0
x

where, [t] represents the greatest in-

teger less than or equal to t.

Chandra Shekhar MATH F113 (Probability and Statistics)

Binomial distribution (cont...)

Chandra Shekhar MATH F113 (Probability and Statistics)

Binomial distribution (cont...)

Chandra Shekhar MATH F113 (Probability and Statistics)

Binomial distribution (cont...)

Theorem: Let X be a binomial ran-

dom variable with parameters n and
p. Then
(1) The m.g.f. of X is
mX (t) = (q + pet)n
with q = 1 − p.
(2) E(X) = np and V ar(X) = npq

Chandra Shekhar MATH F113 (Probability and Statistics)

Binomial distribution (cont...)

Proof:
(1)
n  
X n x
mX t = E[etX ] = p (1−p)n−xetX
x=0
x
n  
X n
= (1 − p)n−x(pet)x
x=0
x
= (q + pet)n
where q = (1 − p) by using
binomial theorem.
Chandra Shekhar MATH F113 (Probability and Statistics)
Binomial distribution (cont...)

(2)
mX (t) = (q + pet)n
Thus
dmX (t)
E[X] = |t=0 = npet(q+pet)n−1|t=0
dt
= np(q + p)n−1 = np.

Chandra Shekhar MATH F113 (Probability and Statistics)

Binomial distribution (cont...)

Also,
2 d2mX (t) d[npet(q + pet)n−1]
E[X ] = |t=0 = |t=0
dt2 dt
= [n(n−1)p2e2t(q+pet)n−2+npet(q+pet)n−1]|t=0
= [n(n − 1)p2(q + p)n−2 + np(q + p)n−1]
= n(n − 1)p2 + np
Thus V ar[X] = E[X 2] − E[X]2
= n2p2 + np − np2 − n2p2 = np(1 − p)
= npq.
Chandra Shekhar MATH F113 (Probability and Statistics)
Binomial distribution (cont...)

Find the mean and variance of bino-

mial variate with parameter n and p
by definition.

Chandra Shekhar MATH F113 (Probability and Statistics)

Binomial distribution (cont...)

c.d.f. of binomial distribution

It is difficult to write explicit
formula.
[t]  
X n x
F (t) = p (1 − p)n−x
x=0
x
where, [t] represents the greatest
integer less than or equal to t.
So values are given in Table I
App. A, p. 687-690.
Chandra Shekhar MATH F113 (Probability and Statistics)
Binomial distribution (cont...)

Chandra Shekhar MATH F113 (Probability and Statistics)

Binomial distribution (cont...)

From c.d.f., we can find density

f (x) = F (x) − F (x − 1); if x =
0, 1, 2, . . . , n.
P (a ≤ X ≤ b) = F (b) − F (a − 1) for
integers a, b.

Chandra Shekhar MATH F113 (Probability and Statistics)

Binomial distribution (cont...)

Exercise 36/sec. 3.5/pp.88 Let

X be binomial with parameters n =
15, p = 0.2
(a) Find the expression for the den-
sity X

Chandra Shekhar MATH F113 (Probability and Statistics)

Binomial distribution (cont...)

(b) mX (t)

Chandra Shekhar MATH F113 (Probability and Statistics)

Binomial distribution (cont...)

(c) Find E[X] and V arX

(d) Find E[X], E[X 2] and V ar[X]
using mgf
(e) Find P [X ≤ 1] by evaluating the
density directly. Compare
answer with table 1.

Chandra Shekhar MATH F113 (Probability and Statistics)

Binomial distribution (cont...)

(f) Find the probabilities using

Table 1
P [X ≤ 5], P [X < 5],
P [2 ≤ X ≤ 7], P [2 ≤ X < 7],
P [X ≥ 3], F (9), F (20), P [X = 10]

Chandra Shekhar MATH F113 (Probability and Statistics)

Binomial distribution (cont...)

Exercise 39: In humans, geneticist

have identified two sex chromosomes
R and Y . Every individual has an R
chromosome, and the presence of a Y
chromosome distinguishes the indi-
vidual as male. Thus, the two sexes
are characterized as RR (female) and
RY is male. Color blindness is caused
by a recessive allele on the R chro-
mosome, which we denote by r.
Chandra Shekhar MATH F113 (Probability and Statistics)
Binomial distribution (cont...)

The Y chromosome has no bearing

on color blindness. Thus relative to
color blindness, there are three Geno-
types female and two for males; A
child inherits one sex chromosome
randomly from each parent
Female Male
RR(normal) RY(normal)
Rr(carrier) rY(color blind)
rr(color blind)
Chandra Shekhar MATH F113 (Probability and Statistics)
Binomial distribution (cont...)

(a) A carrier of color blindness

parents a child with a normal
male. Construct a tree to
represent the possible genotypes
for the child. Use the tree to find
the probability that a given child
will be a color blind male.

Chandra Shekhar MATH F113 (Probability and Statistics)

Binomial distribution (cont...)

(b) If the couple has five children,

what is the expected number of color
blind males? What is the probability
that three or more will be color blind
males?

Chandra Shekhar MATH F113 (Probability and Statistics)

Binomial distribution (cont...)

Exercise 45 or Bernoulli Dis-

tribution
Assume that an experiment is con-
ducted and that the outcome is con-
sidered to be either a success or a
failure. Let p denote the probability
of success. Define X to be 1 if the
experiment is a success and 0 if it is
a failure.
Chandra Shekhar MATH F113 (Probability and Statistics)
Binomial distribution (cont...)

X is said to have a point binomial

distribution (Bernoulli distribution)
with parameter p.
(a) Argue that X is a binomial
random variable with n = 1
Solution Let X= the number of
successes in n = 1 trial. Each trial
results in a success or failure and
let p= probability of success.
Chandra Shekhar MATH F113 (Probability and Statistics)
Binomial distribution (cont...)

(b) Find the
density of X

f (x) = x1 pxq 1−x, where x = 0 or 1
= pxq 1−x, since 10 = 11 = 1

(c) Find the moment generating

function for X.
X1
tx
mX (t) = E[e ] = etxpxq 1−x = q+pet
x=0
(d) Find mean and variance of X.
2
µX = np = 1.p = p; σX = npq = pq
Chandra Shekhar MATH F113 (Probability and Statistics)