Survey
* Your assessment is very important for improving the workof artificial intelligence, which forms the content of this project
* Your assessment is very important for improving the workof artificial intelligence, which forms the content of this project
Binomial Distribution Definition 4.1. A random variable is a variable that assumes numerical values associated with the random outcomes of an experiment, where one and only one numerical value is assigned to each sample point. Random variables that can assume a countable or finite number of value are called discrete. Random variables that can assume values corresponding to all of points contained in one or more intervals are called continuous. Binomial Distribution Example 4.1. Identify the following variables as discrete or continuous. (a) The reaction time difference to the stimulus before and after training. continuous (b) The number of violent crimes committed per month in your community. discrete (c ) The number of commercial aircraft nearmisses per month. discrete Binomial Distribution (d) The number of winners each week in a state lottery. discrete (e) The number of free throws made per game by a basketball team. discrete (f) The distance traveled by a school bus each day. continuous Binomial Distribution To completely describe a discrete random variable one must specify the possible values that the random variable can assume and the probability associated with each value. Binomial Distribution The probability distribution of a discrete random variable must satisfy the following two rules. (1) p(x) 0 for all x (2) p(x) = 1where the summation of p(x) is over all possible values of x. Binomial Distribution Example 4.2. In each case determine whether the given values can serve as the probabilities for a random variable that can take on the values 1, 2, 3, 4. (a) p(1) = .2, p(2) = .8, p(3) = .2, p(4) = -.2 (b) P(1) = .25, p(2) = .17, p(3) = .39, p(4) = .19 Binomial Distribution Sometimes it helps to table the discrete probability distribution(s): X P1(X) P2(X) 1 .2 .25 2 .8 .17 3 .2 .39 4 -.2 .19 Binomial Distribution Solution. In both (a) and (b), p(1) + p(2) + p(3) + p(4) = 1. However, in (a) p(4) = -.2. Recall that one of the rules is that probabilities are nonnegative. So only the set in (b) can serve as the probabilities of a random variable with possible values 1, 2, 3, 4. Binomial Distribution Definition 4.2. The mean, or expected value, of a discrete random variable x is = E(x) = x p(x). The variance of a discrete random variable is 2 = E[(x - )2] = [(x - )2 ]p(x). The standard deviation of a discrete random variable is equal to the square root of the variance, i.e., = sqrt(2). Binomial Distribution Example 4.3. Suppose that the probabilities are .4, .3, .2, and .1 that 1, 2, 3, or 4 new anti-inflammatory drugs respectively will be approved by the FDA in the year 2003. Binomial Distribution (a) Find the mean of this distribution. Solution. = x p(x) = (1)(.4) + (2)(.3) + (3)(.2) + (4)(.1) = 2 (b) Find the variance of this distribution. Solution. 2 = (x - )2p(x) = (1 – 2)2(.4) + (2 – 2)2(.3) + (3 –2)2(.2) + (4 – 2)2(.1) = 1 Binomial Distribution Let x be a discrete random variable with probability distribution p(x), mean , and standard deviation . Then, depending on the shape of p(x), the following probability statements can be made: Binomial Distribution Chebyshev’s Rule P( - < x < + ) 0 P( - 2 < x < +2) ¾ P( - 3 < x < + 3) 8/9 Empirical Rule .68 .95 1.00 Chebyshev’s rule applies to any probability distribution. The empirical rule applies to distributions that are mound-shaped and symmetric. Binomial Distribution Recall that we had that if events A and B are independent, p(AB) = p(A)p(B). One can also show that if we have four events – A, B, C, D – then if each pair of the events is independent then p(AB CD) = p(A) p(B) p(C) p(D). Binomial Distribution Example 4.4. Consider a population of voters that is .4 Democrats and .6 Republicans. Suppose we choose a voter at random from the population, put the voter back in the population, and repeat the process a total of four times. Binomial Distribution Each time we take a voter there are 2 possible outcomes – D and R. We take a voter 4 times. Therefore there are 2 x 2 x 2 x 2 = 16 outcomes. Binomial Distribution DDDD DDDR DDRR DDRD DRDD DRRD DRDR DRRR RRRR RRRD RRDD RRDR RDRR RDDR RDRD RDDD Binomial Distribution Since we put a voter back after polling her or him, P(D) = .4 and P(R) =.6 on each of the four draws. So the four draws are independent, i.e., the probability of a D (or R) on a given draw does not depend on what the outcomes of the previous draws were. So we get the probability of the intersection of any set of four results on the four draws by multiplying. Binomial Distribution Outcome P DDDD .4x.4x.4x.4 DDDR .4x.4x.4x.6 DDRR .4x.4x.6x.6 DDRD .4x.4x.6x.4 DRDD .4x.6x.4x.4 DRRD .4x.6x.6x.4 DRDR .4x.6x.4x.6 DRRR .4x.6x.6x.6 Outcome P RRRR .6x.6x.6x.6 RRRD .6x.6x.6x.4 RRDD .6x.6x.4x.4 RRDR .6x.6x.4x.4 RDRR .6x.4x.6x.6 RDDR .6x.4x.4x.6 RDRD .6x.4x.6x.4 RDDD .6x.4x.4x.4 Binomial Distribution Outcome P DDDD (.4)4x(.6)0 DDDR (.4)3x(.6)1 DDRR (.4)2x(.6)2 DDRD (.4)3x(.6)1 DRDD (.4)3x(.6)1 DRRD (.4)2x(.6)2 DRDR (.4)2x(.6)2 DRRR (.4)1x(.6)3 Outcome P RRRR (.4)0x(.6)4 RRRD (.4)1x(.6)3 RRDD (.4)2x(.6)2 RRDR (.4)1x(.6)3 RDRR (.4)1x(.6)3 RDDR (.4)2x(.6)2 RDRD (.4)2x(.6)2 RDDD (.4)3x(.6)1 Binomial Distribution Now the random variable we are interested in is X = the number of Democrats we get in four draws from the voter pool. X has the following set of possible values: {0, 1, 2, 3, 4}. What are the probabilities of each value? Binomial Distribution X 0 1 2 3 4 P(X) 1 . (.4)0 . (.6)4 4 . (.4)1 . (.6)3 6 . (.4)2 . (.6)2 4 . (.4)3 . (.6)1 1 . (.4)4 . (.6)0 Binomial Distribution 4 4 But 1 = 4!/0!4! = ( ) = ( ) 0 4 4 = 4!/1!3! = ( ) = 1 6 = 4!/2!2! = 4 4 4 ( ) , and 3 ( ). 2 So we can write the probability distribution for x as: Binomial Distribution X 0 P(X) 4 ( ). 0 1 (.4)0 . (.6)4 4 ( ). (.4)1 . (.6)3 1 2 4 ( ). (.4)2 . (.6)2 2 3 4 4 ( ) . (.4)3 . (.6)1 3 4 ( ) . (.4)4 . (.6)0 4 Binomial Distribution So we can say that in choosing four voters one at a time with replacement the probability that the number of Democrats is x, that is, p(X = x) = 4 ( ) . (.4)x . (.6)4 - x for x = 0, 1, 2, 3, 4. x Binomial Distribution Now we chose 4 voters but suppose instead that we were interested in n. Also, we said that p(D) and p(R) in a single draw were .4 and .6 respectively. Suppose instead that they were p and (1- p) = q respectively where p is any number such that 0 < p < 1. Binomial Distribution Then we can say that in choosing n voters one at a time with replacement, where P(D) = p and P(R) = 1 – p = q, the probability that the number of Democrats is x, that is, P(X = x) = n ( ) . px qn - x for x = 0, 1, 2, . . ., n. x Binomial Distribution We call this the binomial probability distribution of x successes in n trials or b(n, p). Binomial Distribution Notice there were four key assumptions in developing this distribution: 1. There is a fixed number, n, of identical repetitions or trials. In our case a trial was drawing a voter. Binomial Distribution 2. There are only two possible outcomes on each trial. We will denote one outcome by S (for Success) and the other by F (for failure). Binomial Distribution 3. The probability of S, p, is the same for each trial, as is the probability of F, 1 – p = q. In our case we made this true by saying that we replace the voter we drew on one trial before the next one. If we are polling voter populations with very large numbers of Democrats and Republicans this assumption will be approximately true even without replacement. Binomial Distribution 4. The trials are all independent. Again, this was true in our case by virtue of replacement but it will generally be approximately true when polling voter populations with very large numbers of Democrats and Republicans. Binomial Distribution The binomial random variable x is the number of S’s in n trials. We call the probability distribution of x b(n, p) to indicate that it depends on n and p. Binomial Distribution The picture of a binomial distribution b(n, p) depends on n and p. For our example n was 4 and p was .4. The probabilities work out as: Binomial Distribution X 0 1 2 3 4 P(X) 1 . (.4)0 . (.6)4 = .130 4 . (.4)1 . (.6)3 = .346 6 . (.4)2 . (.6)2 = .346 4 . (.4)3 . (.6)1 = .154 1 . (.4)4 . (.6)0 = .026 Binomial Distribution 0.35 X 0 1 2 3 4 0.3 0.25 0.2 0.15 0.1 0.05 0 0 1 2 3 4 b(4, .4) P(X) .130 .346 .346 .154 .026 Binomial Distribution Since calculations with the formula can become tedious, tables of cumulative binomial probabilities for n = 5-10, 15, 20, and 25 have been constructed and are available as Table II on pp. 798-801 of the book. Binomial Distribution In the cumulative tables you first find the value of n in which you are interested. Then you find the value of p, in the top row of the n table you chose. Then the vertical k values give the cumulative binomial probability from x = 0 up to k. Binomial Distribution Example 4.6. Looking at n = 6, p = .7, and k = 3 we find the entry .256. What this means is that for the b(n, p) = b(6, .7) distribution, p(0) + p(1) + p(2) = p(3) = .256. Binomial Distribution One can also use the cumulative table to find the probability of a single value of x. Binomial Distribution Example 4.7. In Example 4.5 we used the binomial formula to calculate p(4) for b(n, p) = (6, .3) and found it to be .06. But in this case, p(4) = [p(0) + p(1) + p(2) + p(3) + p(4)] – [p(0) + p(1) + p(2) + p(3)] =, from the cumulative table, .989 - .930 = .059 .06. Binomial Distribution To translate word problems into questions about the binomial distribution and then to use the cumulative binomial table to answer the questions is an art which requires practice. Binomial Distribution Example 4.8. Experience has shown that 30% of the rocket launchings at a NASA base have to be delayed due to weather conditions. Use Table II to determine the probabilities that among ten rocket launchings at that base (a) At most three will have to be delayed due to weather conditions (b) At least six will have to be delayed due to weather conditions. Binomial Distribution Solution. p = .3 n = 10 (a) “At most three” means 0, 1, 2, or 3. From the Table II with n = 10 and p = .3 we find that p(0) + p(1) + p(2) + p(3) = .650 Binomial Distribution (b) “At least six” means 6, 7, 8, 9, or 10. From the table with n = 10 and p = .3 we seek p(6) + p(7) + p(8) + p(9) + p(10) = 1 – [p(0) + p(1) + p(2) + p(3) + p(4) = p(5)] = 1 - .953 = .047. Binomial Distribution In the case of a b(n, p) distribution a theorem gives us some special results: = x p(x) = np 2 = (x - )2p(x) = npq = the square root of npq Binomial Distribution Example 4.9. If 80% of certain videocasette recorders will function successfully through the 90-day warranty period, find the mean and standard deviation of the number of these videocasette recorders, among 10 randomly selected, which will function successfully through the 90-day warranty period, using: Binomial Distribution (a) Table II, the formula that defines , and the formula that defines 2. Solution. p = .8 and n = 10 = x p(x) = (0)p(0) + (1)p(1) + (2)p(2) + (3)p(3) + (4)p(4) + (5)p(5) + (6)(p(6) + (7)p(7) + (8)p(8) + (9)p(9) + (10)p(10) =, by Table II, (0)(0) + (1)(0) + (2)(0) + (3)(.001) + (4)(.005) + (5)(.027) + (6)(.088) + (7)(.201) + (8)(.302) + (9)(.269) + (10)(.107) = 8 Binomial Distribution 2 = (x - )2p(x) =, by Table II, (-8)2(0) + (-7)2(0)+ (-6)2(0) + (-5)2(.001) + (-4)2(.005) + (-3)2(.027) + (-2)2(.088) + (-1)2(.201) + (0)2(.302) + (1)2(.269) + (2)2(.107) = 1.598 so = the square root of 1.598 = 1.264 Binomial Distribution (b) The special formulas for the mean and the standard deviation of the binomial distribution. Solution. p = .8 and n = 10 = np = 10 . .8 = 8 2 = npq = 10 . .8 x .2 = 1.6 = the square root of npq = the square root of 1.6 = 1.265