Professional Documents
Culture Documents
by Ken Black
Chapter 5
Discrete
Distributions
Copyright2010
2010John
JohnWiley
Wiley&&Sons,
Sons,Inc.
Inc. 1
Copyright
Learning Objectives
Discrete
binomial
Poisson
Hypergeometric
Continuous
normal
uniform
exponential
t
chi-square
F
X P( X ) 1.2
2 2 2
12
. 110
.
X ( X ) ( X ) P( X )
2
X P(X)
2
-1 .1 -2 4 .4
0 .2 -1 1 .2
1 .4 0 0 .0
2 .2 1 1 .2
3 .1 2 4 .4
1.2
-1 .1 -1 -.1 -1 .1
0 .2 0 .3 0 .3
1 .4 1 .4 1 .4
2 .2 2 .3 2 .3
3 .1 3 .1 3 .1
1.0 1.0 1.2
: YES NO NO
E X X P( X )
X P(X) X P( X)
-1 .1 -.1
0 .2 .0
1 .4 .4
2 .2 .4
3 .1 .3
1.0 = 1.0
E X X P( X ) 115
.
X P(X) XP(X) P
r 0.5
0 .37 .00 o 0.4
b
1 .31 .31 a 0.3
b
2 .18 .36 0.2
i
l 0.1
3 .09 .27 i
t
0
4 .04 .16 0 1 2 3 4 5
y
Number of Crises
5 .01 .05
1.15
Copyright 2010 John Wiley & Sons, Inc. 14
Variance and Standard Deviation
of Crises Data Example
X
2
2
2
P( X ) 141
. 141
. 119
.
X P(X) (X-) (X-2 (X-2 P(X)
1.41
Probability n! X n X
P( X ) p q for 0 X n
function X !n X !
Mean value
n p
Variance
and
Standard 2
n pq
Deviation 2
n pq
P( X 0)
20!
0!(20 0)!
.06 .94
0 200
(1)(1)(.2901) .2901
P( X 1)
20!
1!(20 1)!
.06 .94
1 201
(20)(.06)(.3086) .3703
P ( X 2)
20!
2!(20 2)!
.06 .94
2 20 2
(190)(.0036)(.3283) .2246
n = 20 PROBABILITY
n 20
X 0.05 0.06 0.07 p . 06
0 0.3585 0.2901 0.2342 q . 94
1 0.3774 0.3703 0.3526 P( X 2 ) P( X 0 ) P( X 1) P( X 2 )
2 0.1887 0.2246 0.2521 . 2901. 3703. 2246 . 8850
3 0.0596 0.0860 0.1139
4 0.0133 0.0233 0.0364
P( X 2) 1 P( X 2) 1. 8850 .1150
5 0.0022 0.0048 0.0088
6 0.0003 0.0008 0.0017
n p (20)(. 06) 1. 20
7 0.0000 0.0001 0.0002
8 0.0000 0.0000 0.0000
2
n p q ( 20 )(. 06)(. 94) 1.128
… … …
20 0.0000 0.0000 0.0000
…
2
1.128 1. 062
n = 20
p = 0.06
X P(X)
0 =BINOMDIST(A5,B$1,B$2,FALSE)
1 =BINOMDIST(A6,B$1,B$2,FALSE)
2 =BINOMDIST(A7,B$1,B$2,FALSE)
3 =BINOMDIST(A8,B$1,B$2,FALSE)
4 =BINOMDIST(A9,B$1,B$2,FALSE)
5 =BINOMDIST(A10,B$1,B$2,FALSE)
6 =BINOMDIST(A11,B$1,B$2,FALSE)
7 =BINOMDIST(A12,B$1,B$2,FALSE)
8 =BINOMDIST(A13,B$1,B$2,FALSE)
9 =BINOMDIST(A14,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 Binomial with n = 23 and p = 0.64
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
Probability function
P( X )
X
e for X 0,1,2,3,...
X!
where :
long run average
e 2.718282... (the base of natural logarithms )
Mean value Variance Standard deviation
Copyright 2010 John Wiley & Sons, Inc. 26
Poisson Distribution:
Demonstration Problem 5.7
Bank customers arrive randomly on weekday
afternoons at an average of 3.2 customers
every 4 minutes. What is the probability of
having more than 7 customers in a 4-minute
interval on a weekday afternoon?
P(X) =
P(X) =
X X
e e
X! X!
6.4 6.4
P( X = 6) = 6.4 e
10 6
P( X = 10) = 6.4 e 0.0528 0.1586
10! 6!
1.6
P( X 5) P( X 6) P( X 7) P( X 8) P( X 9)
.0047 .0011 .0002 .0000 .0060
1.6
P( X 2) 1 P( X 2) 1 P( X 0) P( X 1)
1 .2019 .3230 .4751
= 1.6
X P(X)
0 =POISSON(D5,E$1,FALSE)
1 =POISSON(D6,E$1,FALSE)
2 =POISSON(D7,E$1,FALSE)
3 =POISSON(D8,E$1,FALSE)
4 =POISSON(D9,E$1,FALSE)
5 =POISSON(D10,E$1,FALSE)
6 =POISSON(D11,E$1,FALSE)
7 =POISSON(D12,E$1,FALSE)
8 =POISSON(D13,E$1,FALSE)
9 =POISSON(D14,E$1,FALSE)
X P(X =x)
0 0.149569
1 0.284180
2 0.269971 Poisson with mean = 1.9
3 0.170982
4 0.081216
5 0.030862
6 0.009773
7 0.002653
8 0.000630
9 0.000133
10 0.000025
2
N = 24 ACx N ACn x
X=8
P( x 3)
N Cn
n=5
8C 3 24 8C5 3
x
P(x)
C524
0 0.1028
56120
1
2
0.3426
0.3689
42,504
3 0.1581
4 0.0264 .1581
5 0.0013
N = 24
A= 8
n= 5
X P(X)
0 =HYPGEOMDIST(A6,B$3,B$2,B$1)
1 =HYPGEOMDIST(A7,B$3,B$2,B$1)
2 =HYPGEOMDIST(A8,B$3,B$2,B$1)
3 =HYPGEOMDIST(A9,B$3,B$2,B$1)
4 =HYPGEOMDIST(A10,B$3,B$2,B$1)
5 =HYPGEOMDIST(A11,B$3,B$2,B$1)
=SUM(B6:B11)
X P(X =x)
0 0.102767
1 0.342556
Hypergeometric with N = 24, A = 8, n = 5
2 0.368906
3 0.158103
4 0.026350
5 0.001318