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Theoretical Distributions - Revision Notes

1. The document discusses several theoretical probability distributions including the binomial, Poisson, and normal distributions. It provides the probability mass or density functions and parameters for each distribution. 2. Examples of when each distribution is applicable are given. The binomial distribution applies when there are a fixed number of independent yes/no trials. The Poisson distribution applies when the number of rare events is large. The normal distribution applies to continuous random variables. 3. Key aspects of each distribution like the mean, variance, and mode are defined. Practice problems are provided from various pages for readers to test their understanding of each distribution.

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Rocky
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Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
31 views

Theoretical Distributions - Revision Notes

1. The document discusses several theoretical probability distributions including the binomial, Poisson, and normal distributions. It provides the probability mass or density functions and parameters for each distribution. 2. Examples of when each distribution is applicable are given. The binomial distribution applies when there are a fixed number of independent yes/no trials. The Poisson distribution applies when the number of rare events is large. The normal distribution applies to continuous random variables. 3. Key aspects of each distribution like the mean, variance, and mode are defined. Practice problems are provided from various pages for readers to test their understanding of each distribution.

Uploaded by

Rocky
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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CHAPTER 17 – THEORETICAL DISTRIBUTIONS

Chapter 17 – Theoretical Distributions


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Theoretical Distributions FAST TRACK Lecture 1 (Premiering on 21-06-2020 at 10:00 a.m.):
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Binomial Distribution
Binomial Distribution is used to find out the probability where the total no. of outcomes is huge.
The probability is given by the following formula:

P ( x ) = nCx p x q n− x , for x = 0, 1, 2, 3, …, n

Here,
n = number of times the experiment is repeated
x = the requirement of the question
p = probability of success in each trial
q = probability of failure in each trial = 1 – p

Sometimes, P ( x ) is also written as f ( x ) . f ( x ) is called “Probability Mass Function”.

Conditions
Binomial distribution is applicable only if the following conditions are satisfied:
1. All the trials are independent, and
2. Each trial has only two outcomes.

Questions to be Solved from Scanner


1. Page 3.897 – Question 96
2. Page 3.884 – Question 62
3. Page 3.866 – Question 27 – Homework
4. Page 3.863 – Question 21
5. Page 3.859 – Question 14 – Homework
6. Page 3.857 – Question 11 – Homework
7. Page 3.856 – Question 8 – Homework

P a g e 17.1 | 17.7
CHAPTER 17 – THEORETICAL DISTRIBUTIONS

8. Page 3.852 – Question 2 – Homework


9. Page 3.901 – Question 105
10. Page 3.880 – Question 57
11. Page 3.869 – Question 34 – Homework

Important Points
1. Binomial Distribution is applicable when the random variable (x) is discrete.
2. As n  0 , p, q  0 , therefore, f ( x )  0 for every x.
Also,  f ( x ) = f ( 0) + f (1) + f ( 2) + f (3) + ... + f ( n ) = 1
3. Binomial distribution is known as biparametric distribution as it is characterised by two
parameters n and p. This means that if the values of n and p are known, then the distribution
is known completely.
4. The mean of the binomial distribution is given by  = np .
a. Page 3.896 – Question 93
5. Mode of a Binomial Distribution is given by 0 = ( n + 1) p
a. If the value of ( n + 1) p is an integer (i.e., without decimal part), then the binomial
distribution is said to have two modes. It is called a bi-modal binomial distribution.
The two modes are given by:
i. ( n + 1) p , and
ii. ( n + 1) p  − 1
Page 3.900 – Question 103
b. If the value of ( n + 1) p is a fraction (i.e., with a decimal part), then the binomial
distribution is said to have one mode. It is called a unimodal binomial distribution.
Its mode is given by the largest integer contained in ( n + 1) p.
Page 3.887 – Question 70
6. The variance of the binomial distribution is given by  2 = npq .
a. Variance of a binomial distribution is always less than its mean.
n
b. If p = q = 0.5, variance is the maximum, and is given by .
4
Questions to be Solved from Scanner
a. Page 3.870 – Question 35
b. Page 3.891 – Question 82
c. Page 3.882 – Question 59
d. Page 3.879 – Question 53 – Homework
e. Page 3.875 – Question 45 – Homework
f. Page 3.872 – Question 41 – Homework
g. Page 3.871 – Question 39 – Homework
h. Page 3.867 – Question 30 – Homework
7. Standard Deviation of a binomial distribution is given by  = npq .
Questions to be Solved from Scanner
a. Page 3.873 – Question 43

P a g e 17.2 | 17.7
CHAPTER 17 – THEORETICAL DISTRIBUTIONS

b. Page 3.862 – Question 20


8. Additive property of binomial distribution:
Let x and y be two independent binomial distributions where x has the parameters n1 and
p, and y has the parameters n2 and p. Then ( x + y ) will be a binomial distribution with
parameters ( n1 + n2 ) and p.
9. Sometimes, Binomial Distribution is also written as B(n, p). So, if, in a question you find
something like “X~B(5, 0.4)”, it means that n = 5, and p = 0.4. Here, X denotes the
requirement of the question.

Poisson Distribution
Poisson Distribution is used to find out the probability where the total no. of outcomes is too huge
and the probability of success is extremely small. The probability is given by the following
formula:

e− m  m x
P ( x) = , for x = 0, 1, 2, 3, …, n
x!
Here,
e = exponential constant = 2.71828
m = mean = np
x = the requirement of the question

Sometimes, P ( x ) is also written as f ( x ) . f ( x ) is called “Probability Mass Function”.

Questions to be Solved from Scanner


1. Page 3.862 – Question 19
2. Page 3.864 – Question 22
3. Page 3.865 – Question 26
4. Page 3.858 – Question 12 – Homework
5. Page 3.874 – Question 44 – Homework
6. Page 3.898 – Question 97 – Homework
7. Page 3.876 – Question 47 – Homework
8. Page 3.856 – Question 9 – Homework
9. Page 3.853 – Question 4 – Homework
10. Page 3.901 – Question 104
11. Page 3.899 – Question 99 – Homework
12. Page 3.888 – Question 74 – Homework
13. Page 3.881 – Question 58 – Homework
14. Page 3.866 – Question 28 – Homework
15. Page 3.859 – Question 15
16. Page 3.892 – Question 87 – Homework

Important Points
1. Poisson Distribution is applicable when the random variable (x) is discrete.

P a g e 17.3 | 17.7
CHAPTER 17 – THEORETICAL DISTRIBUTIONS

1
2. Since e − m =  0, whatever may be the value of m (>0), it follows that f ( x )  0 for
em
every x.
Also,  f ( x ) = f ( 0 ) + f (1) + f ( 2 ) + f ( 3) + ... + f ( n ) = 1 .
3. Poisson distribution is known as a uniparametric distribution as it is characterised by only
one parameter m.
4. The mean of Poisson distribution is given by m, i.e.,  = m = np.
5. The variance of Poisson distribution is given by  2 = m = np.
Questions to be Solved from Scanner
a. Page 3.878 – Question 51
6. The standard deviation of Poisson distribution is given by  = m = np .
Questions to be Solved from Scanner
a. Page 3.895 – Question 92
b. Page 3.869 – Question 33 – Homework
7. Like binomial distribution, Poisson distribution could be also unimodal or bimodal
depending upon the value of the parameter m.
a. If m is an integer, there are two modes:
i. m
ii. m – 1
b. If m is a fraction, the mode is given by the largest integer contained in m.
Questions to be Solved from Scanner
a. Page 3.870 – Question 36
8. Poisson approximation to Binomial distribution
When n is rather large and p is rather small so that m = np is moderate then
B ( n, p )  P ( m ) .
9. Additive property of Poisson distribution:
Let x and y be two independent poisson distributions where x has the parameter m1 , and y
has the parameter m2 . Then ( x + y) will be a poisson distribution with parameter
( m1 + m2 ) .
Applications
Poisson distribution is applied when the total number of events is quite large but the probability of
occurrence is extremely small. Thus, we can apply Poisson distribution for the following cases:
1. The distribution of the no. of printing mistakes per page of a large book.
2. The distribution of the no. of road accidents on a busy road per minute.
3. The distribution of the no. of radio-active elements per minute in a fusion process.
4. The distribution of the no. of demands per minute for health centre and so on.

Normal or Gaussian Distribution


 − ( x −  )2 
 
1  2 2 
P ( x) = f ( x) = .e  
, for –∞ < x < ∞
 2
P a g e 17.4 | 17.7
CHAPTER 17 – THEORETICAL DISTRIBUTIONS

Here,
e = exponential constant = 2.71828
x = random variable
μ = mean of the normal random variable x
σ = standard deviation of the given normal distribution

Sometimes, P ( x ) is also written as f ( x ) . f ( x ) is called “Probability Density Function”.

Questions to be Solved from Scanner


1. Page 3.897 – Question 95
2. Page 3.902 – Question 106
3. Page 3.876 – Question 48 – Homework

Important Points
1. Normal Distribution is applicable when the random variable (x) is continuous.
2. If we plot the probability function y = f ( x ) , then the curve, known as probability curve,
takes the following shape:

The area under this curve gives us the probability.


3. The area between –∞ and μ = the area between μ and ∞ = 0.5
 − z2 
1  2 
4. If μ = 0, and σ = 1, we have f ( z ) = e , for –∞ < z < ∞.
2
The random variable z is known as standard normal variate (or variable) or standard normal
x−
deviate. It is given by z = .

5. Normal distribution is bell shaped.
6. It is unimodal.
7. The normal distribution is known as biparametric distribution as it is characterised by two
parameters μ and σ2. Once the two parameters are known, the normal distribution is
completely specified.
8. Since the normal distribution is symmetrical about its mean (μ), Mean = Median = Mode.
9. Mean Deviation = 0.8σ.
10. Quartile Deviation = 0.675σ.
Questions to be Solved from Scanner
a. Page 3.878 – Question 52
P a g e 17.5 | 17.7
CHAPTER 17 – THEORETICAL DISTRIBUTIONS

11. Q1 and Q3 are equidistant from the median, therefore,


a. Q1 =  − 0.675 , and
b. Q3 =  + 0.675 .
Questions to be Solved from Scanner
a. Page 3.894 – Question 88
b. Page 3.854 – Question 5
12. Median − Q1 = Q3 − Median.
Questions to be Solved from Scanner
a. Page 3.896 – Question 94
13. The normal distribution is symmetric about x =  . Therefore, its skewness is zero, i.e., the
curve is neither tilted towards right (negatively skewed), nor towards left (positively
skewed).
14. Points of inflexion – A normal curve has two inflexion points, i.e., the points where the
curve changes its shape from concave to convex, and from convex to concave. These two
points are given by:
a. x =  −  , and
b. x =  + 

Questions to be Solved from Scanner


a. Page 3.872 – Question 40
15. In a normal distribution, μ ± 1σ covers 68.27% of area, μ ± 2σ covers 95.45% of area, and
μ ± 3σ covers 99.73% of area.

P a g e 17.6 | 17.7
CHAPTER 17 – THEORETICAL DISTRIBUTIONS

Questions to be Solved from Scanner


a. Page 3.900 – Question 101
b. Page 3.899 – Question 100
c. Page 3.891 – Question 93 – Homework
d. Page 3.871 – Question 38
16. Under a normal distribution, the area enclosed between mean (μ) and 1σ is 0.34135; mean
and 2σ is 0.47725; and mean and 3σ is 0.49865.
17. In case of normal distribution
a. Highest Value = Mean + Half of Range, and
b. Lowest Value = Mean – Half of Range
18. Normal Distribution with X = 0 , and  = 1 is known as Standard Normal Distribution.
19. The height of normal curve is maximum at the Mean Value.

P a g e 17.7 | 17.7

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