DISCRETEPROBABILITYDISTRIBUTIONS

DiscreteUniformDistribution
Thesimplestdiscreterandomvariableisonethatassumesonlya
finitenumberofpossiblevalues,eachwithequalprobability.

PMF

6-2

TheBernoullisequenceandtheBinomialdistribution
Inmanyengineeringapplications,thereareoftenproblemsinvolving
theoccurrence ornonoccurrence ofanevent,whichisunpredictable,
inasequenceofdiscretetrials.
Forexample,apieceofequipmentmayormaynotmalfunctionover
thedurationoftheproject;ineachyear,themaximumflowofthe
rivermayormaynotexceedsomespecifiedfloodlevel.
ProblemsofthistypemaybemodelledbyaBernoullisequence,
whichisbasedonthefollowingassumptions.

Theexperimentconsistsofn repeatedtrials.
Eachtrialresultsinanoutcomethatmaybeclassifiedasanoccurrence ornon
occurrence ofanevent.
Theprobabilityofsuccess,denotedbyp,remainsconstantfromtrialtotrial.
Therepeatedtrialsareindependent.

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TheBinomialdistribution
ThenumberX ofsuccessesinn Bernoullitrialsiscalledabinomial
randomvariable.Theprobabilitydistributionofthisdiscreterandom
variableiscalledthebinomialdistribution.
ABernoullitrialcanresultinasuccesswithprobabilityp andafailure
withDistributionprobabilityq =1 p.Thentheprobability
distributionofthebinomialrandomvariableX,thenumberof
occurrencesinn independenttrials,is
BinomialPMF
n
f ( x; n, p ) p x q n x , x 0,1,2,..., n
x
n
n!
where
x x!(n x)!

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TheBinomialdistribution...
ThecorrespondingCDFis
n
n
F ( x; n, p ) p x q n x
k 0 x

Inspiteofthesimplicity,theBernoullimodelisquiteusefulinmany
engineeringapplications.Forexample,ineachofthefollowingcases,
ifthesituationisrepeated,theresultingseriesmaybemodelledasa
Bernoullisequence
Theindividualitemsproducedonanassemblylinemayormay
notpasstheinspectiontoensureproductquality
Inanearthquakeriskzone,abuildingmayormaynotbe
damagedannually

6-5

TheBinomialdistribution...
Anindustrialengineeriskeenlyinterestedinthe"proportion
defective"inanindustrialprocess.Often,qualitycontrolmeasures
andsamplingschemesforprocessesarebasedonthebinomial
distribution.
Thebinomialdistributionappliestoanyindustrialsituationwherean
outcomeofaprocessisdichotomousandtheresultsoftheprocess
areindependent,withtheprobabilityofasuccessbeingconstant
fromtrialtotrial.
Thebinomialdistributionisalsousedextensivelyformedical
applications,where,asuccessorfailureresultisimportant.For
example,"cure"or"nocure"isimportantinpharmaceuticalwork.

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TheBinomialdistribution...

6-7

TheBinomialdistribution...
Example

Eachsampleofwaterhasa10%chanceofcontainingaparticular
organicpollutant.Assumethatthesamplesareindependentwith
regardtothepresenceofthepollutant.Findtheprobabilitythatinthe
next18samples,exactly2containthepollutant.

Determine the probability that at least four samples contain the pollutant

6-8

TheBinomialdistribution...
Example . . .

Determinetheprobabilitythat3X<7

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TheGeometricdistribution
InaBernoullisequence,thenumberoftrialsuntilaspecifiedevent
occursforthefirsttimeisgovernedbythegeometric distribution.

Note that the height of the line at x is (1-p) times

the height of the line at x- 1. That is, the
probabilities decrease in a geometric
progression. The distribution acquires its
name from this result.

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TheGeometricdistribution...
Inatime(orspace)problemthatisappropriatelydiscretisedinto
correspondingintervals,andcanbemodelledasaBernoulli
sequence,thenumberoftimeintervalsuntilthefirstoccurrenceof
aneventiscalledthefirstoccurrencetime.
Theprobabilitydistributionoftherecurrencetimeisequaltothatof
thefirstoccurrencetime.Therefore,therecurrencetimeina
Bernoullisequenceisalsogovernedbythegeometricdistribution.
Themeanrecurrencetime,whichispopularlyknowninengineering
asthe(average)returnperiodis

T E (T ) t p (1 p ) t 1 p (1 2q 3q 2 ...)
t 1

1
p

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TheGeometricdistribution...
Example

Afixedoffshoreplatformisdesignedforawaveheightof8mabovethe
meansealevel.Thiswaveheightcorrespondstoa5%probabilityofbeing
exceededperyear.
(a)whatistheprobabilitythattheplatformwillbesubjectedtothedesign
waveheightwithinreturnperiod?
(b)whatistheprobabilitythatthefirstexceedanceofthedesignwave
heightwilloccurafterthethirdyear?

6-12

TheGeometricdistribution...
Example . . .

Thereturnperiodofthedesignwaveheightis

1
20 years
0.05

P( H 8, in 20 yr ) 1 P( H 8, in 20 yr ) 1 0.9520 0.3585

Bythegeomtericdistribution,
P(T 3) 1 P(T 3) 1 [0.05(0.95)11 0.05(0.95) 21 0.05(0.95)31 ] 0.8574

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ThePoissondistribution
ExperimentsyieldingnumericalvaluesofarandomvariableX,the
numberofoutcomesoccurringduringagiventimeintervalorina
specifiedregion,arecalledPoissonexperiments.
Thegiventimeintervalmaybeofanylength,suchasaminute,aday,
aweek,amonth,orevenayear.
Thespecifiedregioncouldbealinesegment,anarea,avolume,or
perhapsapieceofmaterial.
Examples:thenumberof
telephonecallsperhourreceivedbyanoffice
daysschoolisclosedduetosnowduringthewinter
postponedgamesduetorainduringabaseballseason
particlesofcontaminationinsemiconductormanufacturing

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ThePoissondistribution...
PropertiesofPoissonProcess
Thenumberofoutcomesoccurringinonetimeintervalor
specifiedregionisindependentofthenumberthatoccursinany
otherdisjointtimeintervalorregionofspace.Inthiswaywesay
thatthePoissonprocesshasnomemory.
Theprobabilitythatasingleoutcomewilloccurduringavery
shorttimeintervalorinasmallregionisproportionaltothe
lengthofthetimeintervalorthesizeoftheregionanddoesnot
dependonthenumberofoutcomesoccurringoutsidethistime
intervalorregion.
Theprobabilitythatmorethanoneoutcomewilloccurinsucha
shorttimeintervalorfallinsuchasmallregionisnegligible.
ThenumberXofoutcomesoccurringduringaPoissonexperimentis
calledaPoissonrandomvariable,anditsprobabilitydistributionis
calledthePoissondistribution
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ThePoissondistribution...
ItshouldbeevidentfromthethreeprinciplesofthePoissonprocess
thatthePoissondistributionrelatestothebinomialdistribution.
Bernoullisequencedividesthetimeorspaceintoappropriate
smallintervals,andassumesthataneventwilleitheroccurornot
occur(onlytwopossibilities)withineachinterval,thus
constitutingaBernoullitrial
However,iftheeventcanrandomlyoccuratanyinstantoftime
(oratanypointinspace),itmayoccurmorethanonceinany
giveninterval,insuchcases,theoccurrencesoftheeventmaybe
moreappropriatelymodelledwithaPoissonprocessorPoisson
sequence
TheBernoullisequenceapproachesthePoisonprocessasthetime
(orspace)intervalisdecreased
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ThePoissondistribution...
IfXt isnumberofoccurrencesinatime(orspace)interval(0,t),the
PoissonPMFis

t x t
f ( x)
e
x!

x 0,1,2,...

where isthemeanoccurrencerate,i.e.,theaveragenumberof
occurrences perunittime,distance.

Themeannumberofoccurrencesintis E(Xt)=t,andthevarianceis
alsosame.

Itisimportanttouseconsistentunits inthecalculationof
probabilities,means,andvariances

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ThePoissondistribution...
Example

Historicalrecordsofsevererainstormsinatownoverthelast20
yearsindicatedthattherehadbeenanaveragenumberoffour
rainstormsperyear.Assumingthattheoccurrencesofrainstorms
maybemodelledwithPoissonprocess
a)whatistheprobabilitythattherewouldnotbeanyrainstormsnext
year?
b)whatistheprobabilityoffourrainstormsnextyear?
c)whatistheprobabilityoftwoormorerainstormsinthenextyear?
d)generateaPoissonPMFforupto12rainstormsinthenextyear

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ThePoissondistribution...
Example

f (Xt

4 1 41
0)
e
0.018

0!

F ( X t 2)
x2

f (Xt

4 1x e 41 1
x!

4 1 41
4)
e
0.195

4!

4 1x e 41 0.908

x 0

x!

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ThePoissondistribution...
BothintheBernoullisequenceandthePoissonprocess,the
occurrencesofaneventbetweentrials(incaseofBernoullimodel)
andbetweenintervals(inthePoissonmodel)arestatistically
independent
However,theprobabilityofoccurrenceofaneventinagiventrial
maydependonearliertrials,andthuscouldinvolveconditional
probabilities.Ifthisconditionalprobabilitydependsonthe
immediatelyprecedingtrial(orinterval),theresultingmodelisa
Markovchain(orMarkovProcess).

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