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Discrete Probability Distributions
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Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Jan 03, 2016

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Hortense Blake
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Page 1: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Discrete Probability Distributions

Page 2: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Random Variable

Random variable is a variable whose value is subject to variations due to chance. A random variable conceptually does not have a single, fixed value (even if unknown); rather, it can take on a set of possible different values, each with an associated probability.

Page 3: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Discrete Random Variable

Page 4: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Continuous Random Variable

Page 5: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Discrete Random Variables

Page 6: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Discrete Probability Distribution

Page 7: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Discrete Probability Distribution

Page 8: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Discrete Random Variable Summary Measures

Expected Value : the expected value of a random variable is the weighted average of all possible values that this random variable can take on. The weights used in computing this average correspond to the probabilities in case of a discrete random variable, or densities in case of a continuous random variable ;

Page 9: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Discrete Random Variable Summary Measures

Standard deviation shows how much variation or "dispersion" exists from the average (mean, or expected value);

Page 10: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Discrete Random Variable Summary Measures

Page 11: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Probability Distributions

Page 12: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

The Bernoulli Distribution

Bernoulli distribution, is a discrete probability distribution, which takes value 1 with success probability p and value 0 with failure probability q=1-p .

The Probability Function of this distribution is;

The Bernoulli distribution is simply Binomial (1,p)                  .

Page 13: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Bernoulli Distribution Characteristics

Page 14: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

The Binomial Distribution

Page 15: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Counting Rule for Combinations

Page 16: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Binomial Distribution Formula

Page 17: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Binomial Distribution

Page 18: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Binomial Distribution Characteristics

Page 19: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Binomial Characteristics

Page 20: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Binomial Distribution Example

Page 21: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Geometric Distribution

The geometric distribution is either of two discrete probability distributions: The probability distribution of the number of X Bernoulli

trials needed to get one success, supported on the set { 1, 2, 3, ...}

The probability distribution of the number Y = X − 1 of failures before the first success, supported on the set { 0, 1, 2, 3, ... }

Page 22: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

It’s the probability that the first occurrence of success require k number of independent trials, each with success probability p. If the probability of success on each trial is p, then the probability that the kth trial (out of k trials) is the first success is

The above form of geometric distribution is used for modeling the number of trials until the first success. By contrast, the following form of geometric distribution is used for modeling number of failures until the first success:

Geometric Distribution

Page 23: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Geometric Distribution Characteristics

Page 24: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

The Poisson Distribution

Page 25: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Poisson Distribution Formula

Page 26: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Poisson Distribution Characteristics

Page 27: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Graph of Poisson Probabilities

Page 28: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Poisson Distribution Shape

Page 29: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

The Hypergeometric Distribution

Page 30: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Hypergeometric Distribution Formula

Page 31: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Hypergeometric Distribution Example

Page 32: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Continuous Probability Distributions

Page 33: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Continuous Probability Distributions

Page 34: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

The Normal Distribution

Page 35: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Many Normal Distributions

Page 36: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

The Normal Distribution Shape

Page 37: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Finding Normal Probabilities

Page 38: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Probability as Area Under the Curve

Page 39: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Empirical Rules

Page 40: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

The Empirical Rule

Page 41: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Importance of the Rule

Page 42: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

The Standart Normal Distribution

Page 43: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

The Standart Normal

Page 44: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Translation to the Standart Normal Distribution

Page 45: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Example

Page 46: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Comparing x and z units

Page 47: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

The Standart Normal Table

Page 48: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

The Standart Normal Table

Page 49: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

General Procedure for Finding Probabilities

Page 50: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

z Table Example

Page 51: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

z Table Example

Page 52: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Solution : Finding P(0 < z <0.12)

Page 53: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Finding Normal Probabilities

Page 54: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Finding Normal Probabilities

Page 55: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Upper Tail Probabilities

Page 56: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Upper Tail Probabilities

Page 57: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Lower Tail Probabilities

Page 58: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Lower Tail Probabilities

Page 59: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

The Uniform Distribution

Page 60: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

The Uniform Distribution

Page 61: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

The Mean and the Standart Deviation for Uniform Distribution

Page 62: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

The Uniform Distribution

Page 63: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

The Uniform Distribution

Characteristics;

Page 64: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

The Exponential Distribution

Page 65: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

The Exponential Distribution

Page 66: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Shape of the Exponential Distribution

Page 67: Discrete Probability Distributions. Random Variable Random variable is a variable whose value is subject to variations due to chance. A random variable.

Example