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Probability & Statistics for
Engineers & Scientists
By
Abdul Rehman
• Chapter 5
Some Discrete Probability
Distributions
Introduction and Motivation
• No matter whether a discrete probability distribution is
represented graphically by a histogram, in tabular form,
or by means of a formula, the behavior of a random
• variable is described. Often, the observations generated
by different statistical experiments have the same
general type of behavior. Consequently, discrete random
• variables associated with these experiments can be
described by essentially the same probability distribution
and therefore can be represented by a single formula.
• In fact, one needs only a handful of important probability
distributions to describe many of the discrete random
variables encountered in practice
Such a handful of distributions describe several real-life
random phenomena.
1) For instance, in a study involving testing the
effectiveness of a new drug, the number of cured
patients among all the patients who use the drug
approximately follows a binomial distribution (Section
5.2).
2) In an industrial example, when a sample of items
selected from a batch of production is tested, the
number of defective items in the sample usually can be
modeled as a hypergeometric random variable (Section
5.3).
3) In a statistical quality control problem, the experimenter
will signal a shift of the process mean when
observational data exceed certain limits. The number of
samples required to produce a false alarm follows a
geometric distribution which is a special case of the
negative binomial distribution (Section 5.4).
4) On the other hand, the number of white cells from a fixed
amount of an individual’s blood sample is usually
random and may be described by a Poisson distribution
(Section 5.5).
Bernoulli Process and Trial
• An experiment often consists of repeated trials,
each with two possible outcomes that may be
labeled success or failure. The most obvious
application deals with the testing of items as
they come off an assembly line, where each trial
may indicate a defective or a nondefective item.
We may choose to define either outcome as a
success. The process is referred to as a
Bernoulli process. Each trial is called a Bernoulli
trial.
Bernoulli Process
Binomial Distribution
Areas of Application
Binomial distribution finds applications in many scientific fields.
An industrial engineer is keenly interested in the “proportion defective” in an
industrial process. Often, quality control measures and sampling schemes
for processes are based on the binomial distribution.
This distribution applies to any industrial situation where an outcome of a
process is dichotomous and the results of the process are independent, with
the
• probability of success being constant from trial to trial.
• The binomial distribution is also used extensively for medical and military
applications. In both fields, a success or failure result is important. For
example, “cure” or “no cure” is impor tant in pharmaceutical work,
• and “hit” or “miss” is often the interpretation of the result of firing a guided
missile.
Exercise 1 on page 150:
Chapter 5 ( some discrete probability distributions  21 april, 2014)
Chapter 5 ( some discrete probability distributions  21 april, 2014)
Chapter 5 ( some discrete probability distributions  21 april, 2014)
Chapter 5 ( some discrete probability distributions  21 april, 2014)
Chapter 5 ( some discrete probability distributions  21 april, 2014)
Chapter 5 ( some discrete probability distributions  21 april, 2014)
Chapter 5 ( some discrete probability distributions  21 april, 2014)
Chapter 5 ( some discrete probability distributions  21 april, 2014)
Chapter 5 ( some discrete probability distributions  21 april, 2014)
Chapter 5 ( some discrete probability distributions  21 april, 2014)
Chapter 5 ( some discrete probability distributions  21 april, 2014)
Chapter 5 ( some discrete probability distributions  21 april, 2014)
Chapter 5 ( some discrete probability distributions  21 april, 2014)
Chapter 5 ( some discrete probability distributions  21 april, 2014)
Chapter 5 ( some discrete probability distributions  21 april, 2014)
Chapter 5 ( some discrete probability distributions  21 april, 2014)
Chapter 5 ( some discrete probability distributions  21 april, 2014)
Chapter 5 ( some discrete probability distributions  21 april, 2014)
Chapter 5 ( some discrete probability distributions  21 april, 2014)
Chapter 5 ( some discrete probability distributions  21 april, 2014)
Chapter 5 ( some discrete probability distributions  21 april, 2014)
Chapter 5 ( some discrete probability distributions  21 april, 2014)
Chapter 5 ( some discrete probability distributions  21 april, 2014)
Chapter 5 ( some discrete probability distributions  21 april, 2014)
Chapter 5 ( some discrete probability distributions  21 april, 2014)
Chapter 5 ( some discrete probability distributions  21 april, 2014)
Chapter 5 ( some discrete probability distributions  21 april, 2014)

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Chapter 5 ( some discrete probability distributions 21 april, 2014)

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  • 2. Probability & Statistics for Engineers & Scientists By Abdul Rehman
  • 3. • Chapter 5 Some Discrete Probability Distributions
  • 4. Introduction and Motivation • No matter whether a discrete probability distribution is represented graphically by a histogram, in tabular form, or by means of a formula, the behavior of a random • variable is described. Often, the observations generated by different statistical experiments have the same general type of behavior. Consequently, discrete random • variables associated with these experiments can be described by essentially the same probability distribution and therefore can be represented by a single formula. • In fact, one needs only a handful of important probability distributions to describe many of the discrete random variables encountered in practice
  • 5. Such a handful of distributions describe several real-life random phenomena. 1) For instance, in a study involving testing the effectiveness of a new drug, the number of cured patients among all the patients who use the drug approximately follows a binomial distribution (Section 5.2). 2) In an industrial example, when a sample of items selected from a batch of production is tested, the number of defective items in the sample usually can be modeled as a hypergeometric random variable (Section 5.3).
  • 6. 3) In a statistical quality control problem, the experimenter will signal a shift of the process mean when observational data exceed certain limits. The number of samples required to produce a false alarm follows a geometric distribution which is a special case of the negative binomial distribution (Section 5.4). 4) On the other hand, the number of white cells from a fixed amount of an individual’s blood sample is usually random and may be described by a Poisson distribution (Section 5.5).
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  • 8. Bernoulli Process and Trial • An experiment often consists of repeated trials, each with two possible outcomes that may be labeled success or failure. The most obvious application deals with the testing of items as they come off an assembly line, where each trial may indicate a defective or a nondefective item. We may choose to define either outcome as a success. The process is referred to as a Bernoulli process. Each trial is called a Bernoulli trial.
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  • 15. Areas of Application Binomial distribution finds applications in many scientific fields. An industrial engineer is keenly interested in the “proportion defective” in an industrial process. Often, quality control measures and sampling schemes for processes are based on the binomial distribution. This distribution applies to any industrial situation where an outcome of a process is dichotomous and the results of the process are independent, with the • probability of success being constant from trial to trial. • The binomial distribution is also used extensively for medical and military applications. In both fields, a success or failure result is important. For example, “cure” or “no cure” is impor tant in pharmaceutical work, • and “hit” or “miss” is often the interpretation of the result of firing a guided missile.
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  • 23. Exercise 1 on page 150: