CHAPTER 8

TYPES OF PROBABILITY DISTRIBUTIONS

8.1 Some Discrete Probability Distributions
The observations generated by different statistical experiments have the
same general type of behavior. These experiments encountered in practice can
be described by essentially the same probability distributions and therefore can
be represented by a single formula.
8.1.1: Discrete Uniform Distribution
The random variable assumes each of its values ith an e!ual probability.
Definition 8.1: "f the random variable # assumes x1$ x%$ &$ x'$ ith e!ual
probabilities$ then the discrete uniform distribution is given by
f(x) '*+ 1,' $ x1$ x%$ &$ x'.
-xample 8.1: .hen a light bulb is selected at random from a box that contains a
/01att bulb$ a 201att bulb$ a 341att bulb$ and a 1001att bulb$ each element
of the sample space S + 5/0$ 20$ 34$ 1006 occurs ith probability of 7 .
Therefore$ e have u uniform distribution$ ith
f(x) /* + 7 $ x + /0$ 20$ 34$ 100.
Theorem 8.1: The mean and variance of the discrete uniform distribution f(x) '*
are
k
x
k
i
i
=
=
1

k
x
k
i
i
=

=
1
2
2
) (

8.1.%: 8inomial and 9ultinomial Distributions

:n experiment often consists of repeated trials$ each ith to possible
outcomes that may labeled success or failure. This is called 8ernoulli
experiment and each trial is called 8ernoulli trial.
Definition 8.%: : 8ernoulli trial can result in a success ith probability p and a
failure ! + 1 ; p. Then the probability distribution of the binomial random variable
#$ the number of successes in n independent trials$ is
( )
x n x
q p
x
n
p n x b

= , ;
$ x + 0$1$%$ &$n.
-xample 8.%a: The probability that a certain 'ind of component ill survive a
given shoc' test is <. =ind the probability that exactly % of the next / components
tested survive.
-xample 8.%b: The probability that a patient recovers from a rare blood disease
is 0./. "f 14 people are 'non to have contracted this disease$ hat is the
probability that (a* at least 10 survive (b* from > to 8 survive$ and (c* exactly 4
survive?
Theorem 8.% The mean and variance of binomial distribution are
np =
and
npq =
2

.
-xample 4.2 =ind the mean and variance of the binomial random variable of
example 8.%b.
8.1.>: 9ultinomial Distributions
"n a multinomial experiment$ each trial have more than to possible
outcomes. "f a given trial can result in any one of the k possible outcomes -1$
-%$ &$ -' ith probabilities p1$ p%$ &$ p'$ then the multinomial distribution ill give
the probability that -1 occurs x1 times$ -% occurs x% times $ &$ and -' occurs in x'
times in independent trials here
x1 @ x% @ & @ x' + n.
.e denote the Aoint probability distribution by
f(x1$ x%$ & $x') p1$ p%$ &$ p'$n *
ith p1@ p% @&@ p' + 1.
Definition 8.>: The probability distribution of the random variables$ #1$ #%$ &$ #'
in n dependent trials is
f(x1$ x%$ & $x') p1$ p%$ &$ p'$n * +
k
x
k
x x
k
p p p
x x x
n
...
..., ,
2 1
2 1
2 1

.
Bomeor': C31p1%4 ) C14 ; p1%4
8.1./ Bypergeometric Distribution
This finds applications in acceptance sampling.
Definition 8./: the probability distribution of the hypergeometric random variable
#$ the number of successes in a random sample siDe n$ selected from E times of
hich ' are labeled success and E ; ' labeled failure$ is
( )

=
n
N
x n
k N
x
k
k n N x h , , ;
$ x +0$ 1$%$&n.
Theorem 8./: The mean and variance of the hypergeometric distribution are
N
nk
=
and

=
N
k
N
k
n
N
n N
1
1
2