3 - Discrete Probability Distributions
3 - Discrete Probability Distributions
Distributions
Engineering Data Analysis (ES209)
Introduction
Let's say you collected data from 100 households in the neighborhood, and you
found the following distribution:
P(x) = P(X = x)
Cumulative Distribution Function CDF
gives the probability that a discrete random variable will be lesser than or equal
to a particular value. The value of the CDF can be calculated by using the discrete
probability distribution.
F(x) = P(X ≤ x)
Mean
gives the weighted average of all possible values of the discrete random variable.
It is also known as the expected value.
The formula for the mean of a discrete random variable is given as follows:
μ = ∑x P(X = x)
Variance
gives the dispersion of the distribution about the mean. It can be defined as the
average of the squared differences of the distribution from the mean, μ.
σ² = ∑(x - μ)²P(X = x)
Standard Deviation
is the square root of its variance, hence is given by the formulas:
EXAMPLE
A discrete random variable X has the following probability distribution:
Compute each of the following quantities.
a. a
b. P(0) x -1 0 1 4
c. P(X > 0)
d. P(X ≥ 0) P(X = x) 0.2 0.5 a 0.1
e. P(X≤−2)
f. The mean μ of X
g. The variance σ² of X
h. The standard deviation σ of X
ACTIVITY
A civil engineer is studying the number of structural defects in a batch of concrete
blocks produced by a manufacturing plant. The random variable X represents the
number of defects per block, and the engineer has collected data to create a discrete
probability distribution for X. The probabilities are as follows:
x 0 1 2 3
P(X = x) z 0.35 0.15 0.05
where:
n = the number of experiments/trials
x = number of success desired
p = probability of success
1-p = probability of failure
n-x = number of failure
EXAMPLE: Binomial Distribution
where:
x = the number of occurrence
e = Euler's number (e = 2.71828...)
λ = an average rate of the expected value and λ = variance, also λ>0
Properties of Poisson Distribution
● The events are independent.
● The average number of successes in the given period of time alone can
occur. No two events can occur at the same time.
● The Poisson distribution is limited when the number of trials n is indefinitely
large.
● mean = variance = λ
● np = λ is finite, where λ is constant.
● The standard deviation is always equal to the square root of the mean μ.
● The exact probability that the random variable X with mean μ =a is given by
P(X= a) = μa / a! e -μ
● If the mean is large, then the Poisson distribution is approximately a normal
distribution.
Applications of Poisson Distribution
● To count the number of defects of a finished product
● To count the number of deaths in a country by any disease or natural
calamity
● To count the number of infected plants in the field
● To count the number of bacteria in the organisms or the radioactive decay in
atoms
● To calculate the waiting time between the events.
EXAMPLE: Poisson Distribution
Problem #2: In geodetic engineering, you are monitoring the number of satellite
signal interruptions experienced in a 1-hour period due to atmospheric
conditions. On average, you observe 4 interruptions per hour. What is the
probability of experiencing 3 or fewer interruptions in the next hour?
Thank You