Centre for Computer Technology

ICT114 Mathematics for Computing

Week : 4

Probability Distributions

Objectives
Review

Week 3 Random Variables Discrete Probability Distribution Continuous Probability Distribution Binomial Distribution Normal Distribution Poisson Distribution
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Generalized Multiplication Rule

If an operation can be performed in n1 ways, and if for each of these a second operation can be performed in n2 ways, and for each of the first two a third operation can be performed in n3 ways, and so forth, then the sequence of k operations can be performed in n1.n2.n3nk ways.
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Permutations
The number of permutations for n distinct objects taken r at a time n.(n-1).(n-2)(n-r+1) The above product is represented by n pr = n! / (n-r)!

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Combinations
The number of combinations of n distinct objects taken r at a time is n! n cr = -------------r! (n-r)!

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Addition Theorem of Probability

If A and B are any two events, then P(AUB)=P(A)+P(B)-P(A B)

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Conditional Probability
The

probability of an event B occurring, when an event A has already occurred is called conditional probability, represented by P(B/A). The conditional probability of B, given A, denoted by P(B/A), is defined by P(A B) P(B/A) = ---------------if P(A)>0 P(A)
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Centre for Computer Technology

Probability Distributions

Random Variables Again

In

some experiments we cannot control certain variables that affect the outcome, even though most of the conditions are the same. Such experiments are called random experiments.

Set

of all possible outcomes is called a sample space or sample.

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Random Variables Again

Let

a number be assigned to all the elements of a random sample space. Then there is a function defined on the sample space. This function is called a random function or a stochastic function, denoted by a capital letter X or Y.
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Random Variables
A

random variable generally has some specified physical, geometrical or other function. Random variable with a finite number of values is called a discrete random variable. Random variable with an infinite number of values is called a nondiscrete random variable.
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Discrete Probability Distribution

Let X = discrete random variable x1,x2,x3,... = possible values (arranged) The probability is given by P(X=xk) = f(xk) k = 1, 2, 3,. The probability function or distribution in the Simplified form is P(X=x) = f(x)
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Discrete Probability Distribution

f(x) is a probability function if
1.

f(x) 0 f(x) = 1
x

2.

sum is taken over all possible values of x

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Example : Suppose a coin is tossed twice. Let X represent the number of heads that can come up. With each sample point we can associate a number for X as follows Sample Point X HH 2 HT 1 TH 1 TT 0

P(HH) = P(HT) = P(TH) = P(TT) =

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Then P(X=0) = P(TT) = P(X=1) = P(HTUTH) = P(X=2) = P(HH) = Thus the probability function is given by x f(x) 0 1/4 1 1/2 2 1/4

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Distribution function for a Discrete Random Variable

The distribution function for X can be obtained from the probability function for all x in (-, ), 0 -<x<x1 f(x1) F(x) = f(x1)+f(x2) . . f(x1)+.+f(xn)
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x1<x<x2 x2<x<x3

xnx<

Example : In the previous example 0 1 -<x<0 0<x<1 1<x<2 2x<

F(x) =

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Continuous Random Variables

The function f(x) has the properties 1. f(x) 0

2. f(x)dx = 1
-

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Preliminaries : Binomial theorem

The Binomial theorem gives, ( x + y ) n = x n + n C 1 x n-1y + n C 2 x n-2 y2 + + n C n-2 x 2 yn-2 + n C n-1 x yn-1 + y n
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= n C r x n-r yr , r ranges from 0 to n

Binomial Distribution
Consider

an experiment, like tossing a coin or choosing a marble from an urn repeatedly. Each toss or selection is called a trial In some cases the probability will not change from one trial to another, like tossing a coin or die. Such experiments are called independent or Bernoulli trials.
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Binomial Distribution
let p = probability that an event will happen q = 1-p probability that the event will fail The probability that the event will happen exactly x times in n trials

f(x) = P(X=x) = nCx px q(n-x)

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Lets do this together

What is the probability of getting exactly 2 heads in 6 tosses of a fair coin? p=? q=? P(X=x) = ?

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Let getting a head be the probability of success, p = Then the probability of failure, q = Number of trials, n = 6 Number of favorable outcomes, x = 2 Therefore, P(X=2) = 6C2 p2 q(6-2) = 6C2 ()2 ()4
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Properties of a Binomial Distribution

Mean, = np Variance, 2 = np(1-p) = npq Standard Deviation, = (npq)

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Lets do this together

Toss a fair coin 100 times, and count the number of heads that appear. Find the mean, variance and standard deviation of this experiment.

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Normal Distribution
Normal

distribution is a continuous distribution. The variable may take any value between minus infinity and plus infinity. Most of the probabilities are concentrated within three standard deviations from the mean.
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Normal Distribution
A

normal distribution is symmetric about mean. There are a large number of normal distributions, but the normal distribution with mean, = 0 and standard deviation, = 1 (called standard normal distribution, denoted as z ) is of interest. The probability values for this are extensively tabulated, called the z table.
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Normal Distribution
Any variable X following normal distribution with mean and standard deviation can be linearly transformed to the standard normal distribution by subtracting mean and dividing by standard deviation. Z be the standard variable corresponding to X X Z = --------------
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Prob (z is between 0 and 1.0) = 0.3413 We may write this as Prob (0<z<1.0). Since, this is a continuous distribution, this is the same as Prob (0 z 1.0) Similarly, Prob (0 z 2.78) = 0.4973
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Lets do this together

Exercise : Marks of an examination follows normal distribution with mean 70 and standard deviation 10. What percentage of students obtained marks (i) between 70 and 85 (ii) between 80 and 90 (iii) more than 75 (iv) less than 60 (v) between 65 and 80?

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Mean = 70 Standard Deviation = 10 Prob(70 X 85) = Prob ([70-70]/10 z [85-70]/10) = Prob (0 z 1.5) = 0.4332
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Prob(65 X 80) = Prob ([65-70]/10 z [80-70]/10) = Prob ( - 0.5 z 1.0) = Prob ( - 0.5 z 0 )+ Prob ( 0 z 1.0) = Prob ( 0 z 0.5 ) + Prob ( 0 z 1.0) = 0.1915 + 0.3413 = 0.5328

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Normal approximation to Binomial

If

n is large and if p is not too close to either 0 or 1, the binomial distribution can be approximated by a normal distribution using standardized variable. Suppose X follow binomial distribution (n,p) [ that is with mean np and variance np(1-p)]
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Normal approximation to Binomial

(X np) Z = --------------- (np(1-p)) will approximately follow standard normal distribution
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Lets do this together

A fair coin is tossed 400 times. What is the probability that the number of heads will be more than 215?

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Poisson Distribution
The probability distribution of the Poisson random variable X, in a given time interval is given by e-t (t)x P(x:t) = ------------------- x= 0, 1, 2,. x! where is the average number of outcomes per unit time
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Lets do this together

If the probability that an individual will suffer a bad reaction from an injection of a given serum is 0.001, determine the probability that out of 200 individuals (a) exactly 3 (b) more than 2 individuals will suffer a bad reaction
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Given, t = 0.001 e-0.001 (0.001)3 (a) P(3:0.001) = ----------------------3! (b) P(x>2) = 1 (P(x=0)+P(x=1)+P(x=2))

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Summary

Discrete Probability Distribution

1. f(x) 0 2. f(x) = 1
x

Continuous Probability Distribution

1. f(x) 0

2. f(x)dx = 1
-

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Summary
Binomial

Distribution, f(x) = P(X=x) = nCx px q(n-x)

p = probability of success, q = 1-p = probability of failure

X Normal Distribution, Z = -------------- e-t (t)x Poisson distribution, P(x:t) = ----------------x!

is the average outcomes per unit time
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Reference
Spiegel,

Schiller, Srinivasan : Probability and Statistics M R Spiegel : Theory and Problems of Statistics, Schaum's Outline Series, McGraw Hill http://mathworld.wolfram.com

March 20, 2012