CH 05

Copyright 2012 John Wiley & Sons, Ltd.

Chapter 5

Discrete
Distributions
Learning Objectives
Understand the concept of a random variable and
distinguish between discrete and continuous random
variables
Know how to determine the mean and variance of a
discrete distribution.
Identify the type of statistical experiments that can
be described by the binomial distribution, and know
how to work such problems.
Decide when to use the Poisson distribution and
know how to solve such problems

Discrete vs. Continuous
Distributions
Random Variable - a variable which contains the
outcomes of a chance experiment
Discrete distributions constructed from discrete
(individually distinct) random variables
Continuous distributions based on continuous
random variables
Discrete vs. Continuous
Distributions
Categories of Random Variables
Discrete Random Variable - the set of all possible values is
at most a finite or a countable infinite number of possible
values
Number of new subscribers to a magazine
Number of absent employees on a given day
Continuous Random Variable - takes all possible
values in some interval
Percentage of the labour force that is unemployed
A persons weight

Describing a Discrete Distribution
A discrete distribution can be described by
constructing a graph of the distribution
Measures of central tendency and variability can be
applied to discrete distributions
Discrete values of outcomes are used to represent
themselves
Mean of discrete distribution is the long run
average
If the process is repeated long enough, the average of the
outcomes will approach the long run average (mean)
Requires the process to eventually have a number which is
the product of many processes
Mean of a discrete distribution
= E(x)= * X P(X) +
where
E(x) is the long run average;
X = an outcome,
P = Probability of X

Variance and Standard Deviation of a discrete
distribution are solved by using the outcomes (X) and
probabilities of outcomes (P(X)) in a manner similar
to computing a mean
Standard Deviation is computed by taking the square
root of the variance
Some Special Distributions
Discrete
binomial
Poisson
Hypergeometric

Continuous
normal
uniform
exponential
t
chi-square
F
Discrete Distribution -- Example
Probability Distribution
Value (X
i
) Probability P(X
i
)
0 1/8 = .125
1 3/8 = .375
2 3/8 = .375
3 1/8 = .125

Event: Toss three coins Count the number of tails
Possible Coin Toss
Number of
Tails Result 1st 2nd 3rd
1 T T T 3
2 T T H 2
3 T H T 2
4 T H H 1
5 H T T 2
6 H T H 1
7 H H T 1
8 H H H 0
0.000
0.050
0.100
0.150
0.200
0.250
0.300
0.350
0.400
1 2 3 4
P
r
o
b
a
b
i
l
i
t
y

P
(
x
)

Value (X)
Probability
Discrete Distribution -- Example
Summary Measures
Expected value (the mean)
Weighted average

Variance
Weighted average of squared deviations about the mean

= =
) X ( P X ) X ( E

= o
2 2
) X ( P ) X (
Mean of a Discrete Distribution
( )
= =
E X X P X ( )
X
0
1
2
3
P(X)
.125
.375
.375
.125
.0
.375
.75
.375
1.5
X P X ( )
= 1.5
( ) 75 . 0 ) (
2
2
=
= X P X
o
866 . 0 75 . 0
2
~ = =
o o
Variance and Standard Deviation
of a Discrete Distribution
X
0
1
2
3
P(X)
.125
.375
.375
.125
-1.5
-0.5
0.5
1.5

X
2.25
.25
.25
2.25

.28125
.09375
.09375
.28125
0.75
) (
2
X
2
( ) ( ) X P X
Binomial Distribution
Experiment involves n identical trials, where n is fixed before
the trials are conducted
Each trial has exactly two possible outcomes: success and
failure
Each trial is independent of the previous trials
p is the probability of a success on any one trial
q = (1-p) is the probability of a failure on any one trial
p and q are constant throughout the experiment
X is the number of successes in the n trials: p = X/n (relative
frequency probability)
p and n are known as the parameters of a binomial distribution
Applications
Sampling with replacement
Sampling without replacement n < 5% N
Binomial Distribution
( )
n X
X n X
n
X P
q p
X n X
s s
=

0 for
! !
!
) (
= n p
2
2
o
o o
=
= =
n p q
n p q
Probability
function

Mean value

Variance
and
Standard
Deviation
According to a recent survey by DELL, only
approximately 6% of all companies say their
companies listening and digital engagement
initiatives are very integral to their organizations.
In conducting a random telephone survey, what
is the probability of getting two or fewer
companies that claim their listening and digital
engagement is central to their organizations in a
sample of 20?
Binomial Distribution:
Example
Example
In the following example,
6% are digitally engaged => p
The sample size is 20 => n
94% are not digitally engaged => q
x is the number of successes desired
What is the probability of getting 2 or fewer companies
that are digitally engaged in the sample of 20?
The hard part of this problem is identifying p, n, and x
emphasis this when studying the problems.
n
p
q
P X P X P X P X
=
=
=
s = = + = + =
= + + =
20
06
94
2 0 1 2
2901 3703 2246 8850
.
.
( ) ( ) ( ) ( )
. . . .
( ) ( )
2901 . ) 2901 )(. 1 )( 1 (
)! 0 20 ( ! 0
! 20
) 0 (
94 . 06 .
0 20 0
= =
= =

X P
( ) ( )
P X ( )
!( )!
( )(. )(. ) .
. .
= =
= =
1
20!
1 20 1
20 06 3086 3703
1 20 1
06 94
( ) ( )
P X ( )
!( )!
( )(. )(. ) .
. .
= =
= =
2
20!
2 20 2
190 0036 3283 2246
2 20 2
06 94
Example
Mean and Std Dev of Binomial
Distribution
Mean value
Variance and
Standard
deviation
Example: If n=2 and p=0.4, find the mean
and standard deviation.
Mean = n x p = 2 x 0.4 = 0.8
Std dev = \0.48 = 0.6928
Binomial Distribution Table:
Example
n
p
q
P X P X P X P X
=
=
=
s = = + = + =
= + + =
20
06
94
2 0 1 2
2901 3703 2246 8850
.
.
( ) ( ) ( ) ( )
. . . .
P X P X ( ) ( ) . . > = s = = 2 1 2 1 8850 1150
= = = n p ( )(. ) . 20 06 1 20
2
2
20 06 94 1 128
1 128 1 062
o
o o
= = =
= = =
n p q ( )(. )(. ) .
. .
n = 20 PROBABILITY
X 0.05
0.06
0.07
0 0.3585 0.2901 0.2342
1 0.3774 0.3703 0.3526
2 0.1887 0.2246 0.2521
3 0.0596 0.0860 0.1139
4 0.0133 0.0233 0.0364
5 0.0022 0.0048 0.0088
6 0.0003 0.0008 0.0017
7 0.0000 0.0001 0.0002
8 0.0000 0.0000 0.0000

20 0.0000 0.0000 0.0000

Excels Binomial Function
n = 20
p = 0.06
X P(X)
0 =BINOMDIST(A5,B$1,B$2,FALSE)
X P(X =x)

0 0.000000
1 0.000000
2 0.000000
3 0.000001
4 0.000006
5 0.000037
6 0.000199
7 0.000858
8 0.003051
9 0.009040
10 0.022500
11 0.047273
12 0.084041
13 0.126420
14 0.160533
15 0.171236
16 0.152209
17 0.111421
18 0.066027
19 0.030890
20 0.010983
21 0.002789
22 0.000451
23 0.000035
Binomial with n = 23 and p = 0.64
Minitabs Binomial Function
Poisson Distribution
The Poisson distribution focuses only on the number
of discrete occurrences over some interval or
continuum
Poisson does not have a given number of trials (n)
as a binomial experiment does
Occurrences are independent of other occurrences
Occurrences occur over an interval
The number of occurrences in each interval can vary from
zero to infinity.
The expected number of occurrences must hold constant
throughout the experiment.

If Poisson distribution is studied over a long period
of time, a long run average can be determined
The average is denoted by lambda ()
Each Poisson problem contains a lambda value from which
the probabilities are determined
A Poisson distribution can be described by alone
Poisson Distribution:
Example of Applications
Arrivals at queuing systems
airports people, airplanes, automobiles, baggage
banks people, automobiles, loan applications
Defects in manufactured goods
number of defects per 1,000 feet of extruded copper wire
number of blemishes per square foot of painted surface
number of errors per typed page
) logarithms natural of base (the ... 718282 . 2

:
,... 3 , 2 , 1 , 0 for
!
) (
=
=
= =

e
average run long
where
X
X
X P
e
X
Probability function
Mean value

Standard deviation Variance

Example
Students arrive randomly at the University
helpdesk on weekday afternoons at an
average of 5.3 students every 5 minutes.
What is the probability of having more than 8
students in a 5-minute interval on a weekday
afternoon?
Example
Solution
= 5.3 students> 5 minutes X > 8 students/5 minutes
The solution requires obtaining the values of x = 9, 10, 11, 12,
13, 14, . . . . Each x value is determined until the values are so
far away from = 5.3 that the probabilities approach zero. The
exact probabilities are summed to find x > 8. If the helpdesk
has been averaging 5.3 students every 5 minutes on weekday
afternoons, it is fairly unlikely that more than 8 students would
randomly arrive in any one 4-minute period. This answer
indicates that more than 8 students would randomly arrive in a
4-minute period only 16.65% of the time. University managers
could use these results to help them make staffing decisions.
0771 . 0
! 8
5.3
= ) 8 = (
!
= P(X)
minutes 5 customers/ 8 = X
minutes 5 customers/ 3 . 5
3 . 5 8
X
=
=
e
X P
X
e

Example
...
P(X=8) = 0.0771
P(X=9) = 0.0454
P(X=10) = 0.0241
P(X=11) = 0.0116
P(X=12) = 0.0051
P(X=13) = 0.0021
P(X=14) = 0.0008
P(X=15) = 0.0003
P(X=16) = 0.0000
0.1665
0060 . 0000 . 0002 . 0011 . 0047 .
) 9 ( ) 8 ( ) 7 ( ) 6 ( ) 5 (
6 . 1
= + + + =
= + = + = + = = >
=
X P X P X P X P X P

Using the Poisson Tables

X 0.5 1.5 1.6 3.0
0 0.6065 0.2231 0.2019 0.0498
1 0.3033 0.3347 0.3230 0.1494
2 0.0758 0.2510 0.2584 0.2240
3 0.0126 0.1255 0.1378 0.2240
4 0.0016 0.0471 0.0551 0.1680
5 0.0002 0.0141 0.0176 0.1008
6 0.0000 0.0035 0.0047 0.0504
7 0.0000 0.0008 0.0011 0.0216
8 0.0000 0.0001 0.0002 0.0081
9 0.0000 0.0000 0.0000 0.0027
10 0.0000 0.0000 0.0000 0.0008
11 0.0000 0.0000 0.0000 0.0002
12 0.0000 0.0000 0.0000 0.0001
4751 . 3230 . 2019 . 1
) 1 ( ) 0 ( 1 ) 2 ( 1 ) 2 (
6 . 1
= =
= = = < = >
=
X P X P X P X P

Using the Poisson Tables

X 0.5 1.5 1.6 3.0
0 0.6065 0.2231 0.2019 0.0498
1 0.3033 0.3347 0.3230 0.1494
2 0.0758 0.2510 0.2584 0.2240
3 0.0126 0.1255 0.1378 0.2240
4 0.0016 0.0471 0.0551 0.1680
5 0.0002 0.0141 0.0176 0.1008
6 0.0000 0.0035 0.0047 0.0504
7 0.0000 0.0008 0.0011 0.0216
8 0.0000 0.0001 0.0002 0.0081
9 0.0000 0.0000 0.0000 0.0027
10 0.0000 0.0000 0.0000 0.0008
11 0.0000 0.0000 0.0000 0.0002
12 0.0000 0.0000 0.0000 0.0001
Excels Poisson Function
= 1.6
X P(X)
0 =POISSON(D5,E$1,FALSE)
Minitabs Poisson Function
X P(X =x)

0 0.149569
1 0.284180
2 0.269971
3 0.170982
4 0.081216
5 0.030862
6 0.009773
7 0.002653
8 0.000630
9 0.000133
10 0.000025

Poisson with mean = 1.9
Mean and Std Dev of a Poisson
Distribution
Mean of a Poisson Distribution is
Understanding the mean of a Poisson distribution
gives a feel for the actual occurrences that are likely
to happen
Variance of a Poisson distribution is also
Std Dev = Square root of
Poisson Approximation
of the Binomial Distribution
Binomial problems with large sample sizes and small
values of p, which then generate rare events, are
potential candidates for use of the Poisson
Distribution
Rule of thumb, if n > 20 and np < 7, the
approximation is close enough to use the Poisson
distribution for binomial problems
Procedure for Approximating binomial with Poisson
Begin with the computation of the binomial mean
distribution = np
Because is the expected value of the binomial, it becomes
for Poisson distribution
Use as the , and using the x from the binomial problem
allows for the approximation of the probabilities from the
Poisson table or Poisson formula
If and the approximation is acceptable . n n p > s 20 7,
Use = n p.
Binomial probabilities are difficult to calculate when
n is large.
Under certain conditions binomial probabilities may
be approximated by Poisson probabilities.

Poisson approximation
Hypergeometric Distribution
Sampling without replacement from a finite
population
The number of objects in the population is denoted N.
Each trial has exactly two possible outcomes, success
and failure.
Trials are not independent
X is the number of successes in the n trials
The binomial is an acceptable approximation,
if n < 5% N. Otherwise it is not.
Hypergeometric Distribution
=
A n
N
2
2
2
1
o
o o
=

=
A N A n N n
N
N
( ) ( )
( )
( )( )
P x
C C
C
A x N A n x
N n
( ) =

Probability function
N is population size
n is sample size
A is number of successes in population
x is number of successes in sample
Mean
Value

Variance and standard
deviation
N = 24
X = 8
n = 5
x
0 0.1028
1 0.3426
2 0.3689
3 0.1581
4 0.0264
5 0.0013
P(x)
( )( )
( )( )
( )( )
P x
C C
C
C C
C
A x N A n x
N n
( )
,
.
= =
=
=
=

3
56 120
42 504
1581
8 3 24 8 5 3
24 5
Hypergeometric Distribution:
Probability Computations
Excels Hypergeometric Function
N = 24
A = 8
n = 5
X P(X)
0 =HYPGEOMDIST(A6,B$3,B$2,B$1)
=SUM(B6:B11)
Minitabs Hypergeometric Function
X P(X =x)

0 0.102767
1 0.342556
2 0.368906
3 0.158103
4 0.026350
5 0.001318

Hypergeometric with N = 24, A = 8, n = 5

CH 05

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Copyright 2012 John Wiley & Sons, Ltd.

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Standard deviation Variance

Copyright 2012 John Wiley & Sons, Ltd.

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