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Probability For Ie 6

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8 views29 pages

Probability For Ie 6

Uploaded by

Elif Patlak
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Probability for Industrial

Engineering
Some Discrete Probability Distributions’
Expected Value, Standard Deviation and
Variance

Dr. Öğr. Üyesi Hande ÇAVUŞ ARSLAN


Binominal and Multinominal Distributions
Bernoulli Distribution

𝜇=𝐸 𝑋 =𝑝 𝜎 2 = 𝑝. 𝑞 = 𝑝(1 − 𝑝)

E1: 𝑥𝑖 ~𝐵𝑒𝑟𝑛𝑜𝑢𝑙𝑙𝑖 (𝑝 = 0.5) Find the expected value, variance, and standard
deviation of the random variable X.
Binominal and Multinominal Distributions
Binominal Distribution

𝜇 = 𝐸 𝑋 = 𝑛𝑝 𝜎 2 = 𝑛. 𝑝. 𝑞

E2: A coin is flipped 64 times Find the mean and standard deviation of the
number of heads found.

E3 : Find the mean and standard deviation of the probability of having a girl in
a family of 5 children.
Binominal and Multinominal Distributions
Multinominal Distribution
𝜇 = 𝐸 𝑋 = 𝑛𝑝𝑖 𝜎 2 = 𝑛𝑝𝑖 (1 − 𝑝𝑖 )
E4: There are 4 black, 5 red, 3 green balls in a jar. 6 balls are drawn by
replacing. Calculate the probability of drawing 1 black, 2 red, 3 green balls,
mean and standart deviation values.
Geometric Distribution
1 𝑞
𝜇=𝐸 𝑋 = 𝜎2 = 2
𝑝 𝑝

E5: There are 8 white and 4 black balls in a bag. Each of the ball that is
drawn, it is put back in the bag.
a) Possibility for the white ball to appear in the 5th draw for the first time
b) Calculate the expected value and standard deviation to draw a white ball
Negative Binominal Distribution
𝑘 𝑘𝑞
𝜇=𝐸 𝑋 = 𝜎2 = 2
𝑝 𝑝
E6: the probability of a predator hitting the target is 30%. What is the
probability, average value and standard deviation of the hunter's 5th shot to
be the 2nd hit?
Hypergeometric Distribution

𝑛𝑎 𝑁−𝑛 𝑎 𝑎
𝜇=𝐸 𝑋 = 𝜎2 = . 𝑛. (1 − )
𝑁 𝑁−1 𝑁 𝑁

E7: An association has 20 members, 12 men and 8 women. A commission of


5 people is chosen by lot. What is the probability, mean value and standard
deviation of 3 men on the commission?
E8 Among the first 100 customers of a newly opened bank, 60 of them have deposit
accounts. What is the probability, average value and standard deviation of 5 out
of 8 non-refundable customers to have a deposit account?
Poisson Distribution
𝜇=𝐸 𝑋 =𝜆 𝜎2 = 𝜆

E9 During a laboratory experiment, the average number of radioactive


particles passing through a counter in 1 millisecond is 4. What is the
probability that 6 particles enter the counter in a given millisecond?
Continuous Probability
Distributions
Continuous Uniform Distribution
One of the simplest continuous distributions in all of statistics is the
continuous uniform distribution. This distribution is characterized by a density
function that is “flat,” and thus the probability is uniform in a closed interval,
say [A, B].

The density function of the continuous


uniform random variable X on the
interval [A, B] is;
E10 Suppose that a large conference room at a certain company can be reserved for
no more than 4 hours. Both long and short conferences occur quite often. In fact,
it can be assumed that the length X of a conference has a uniform distribution on
the interval [0, 4]. What is the probability that any given conference lasts at least
3 hours?
The mean and variance of the uniform distribution are

E11 Suppose that a large conference room at a certain company can be reserved for
no more than 4 hours. Both long and short conferences occur quite often. In fact,
it can be assumed that the length X of a conference has a uniform distribution on
the interval [0, 4]. Calculate the mean and standard deviation?
Normal Distribution
The most important continuous probability distribution in the entire field of
statistics is the normal distribution. Its graph, called the normal curve, is the
bell-shaped curve.

Physical measurements in areas such as meteorological experiments, rainfall


studies, and measurements of manufactured parts are often more than
adequately explained with a normal distribution. In addition, errors in scientific
measurements are extremely well approximated by a normal distribution.
Normal Distribution
Normal Distribution
Based on inspection of Figures listed before and examination of the first
and second derivatives of n(x; μ, σ), we list the following properties of the
normal curve:

1. The mode, which is the point on the horizontal axis where the
curve is a maximum, occurs at x = μ.

2. The curve is symmetric about a vertical axis through the mean μ.

3. The curve has its points of inflection at x = μ ± σ; it is concave


downward if μ −σ <X < μ+ σ and is concave upward otherwise.

4. The normal curve approaches the horizontal axis asymptotically as


we proceed in either direction away from the mean.

5. The total area under the curve and above the horizontal axis is
equal to 1
Areas under the Normal Curve
The curve of any continuous probability distribution or density function is
constructed so that the area under the curve bounded by the two
ordinates x = x1 and x = x2 equals the probability that the random
variable X assumes a value between x = x1 and x = x2.
Areas under the Normal Curve

There are many types of statistical software that can be


used in calculating areas under the normal curve. The
difficulty encountered in solving integrals of normal density
functions necessitates the tabulation of normal curve areas
for quick reference. However, it would be a hopeless task to
attempt to set up separate tables for every conceivable
value of μ and σ. Fortunately, we are able to transform all
the observations of any normal random variable X into a
new set of observations of a normal random variable Z with
mean 0 and variance 1.
Standard Normal Distribution
Since finding the area under the curve in Normal Distribution is not as easy as
a uniform distribution, the z table is used.

The Z table gives the areas under the normal distribution curve with mean 0
and standard deviation 1 and between certain values. Therefore, the standard
normal distribution will be emphasized first.
E12 Since the continuous z random variable has a standard normal distribution,
calculate the areas between the values ​given below.
a) 0 ≤ z ≤ 1.68
E12 Since the continuous z random variable has a standard normal distribution,
calculate the areas between the values ​given below.
b) 0.73 ≤ z ≤ 0
E12 Since the continuous z random variable has a standard normal distribution,
calculate the areas between the values ​given below.
c) z ≥ 1.23
E12 Since the continuous z random variable has a standard normal distribution,
calculate the areas between the values ​given below.
d) z ≤ -2.7
E12 Since the continuous z random variable has a standard normal distribution,
calculate the areas between the values ​given below.
e) -2.58 ≤ z ≤ -0.46
E12 Since the continuous z random variable has a standard normal distribution,
calculate the areas between the values ​given below.
f) -1.85 ≤ z ≤ 1.69
E12 Since the continuous z random variable has a standard normal distribution,
calculate the areas between the values ​given below.
g) -1.97 ≤ z ≤ 0.86
E13 Since the continuous z random variable has a standard normal distribution,
calculate the k values ​from the field values ​given below.
a) P(z>k)=0.3015
E13 Since the continuous z random variable has a standard normal distribution,
calculate the k values ​from the field values ​given below.
b) P(k < z < -0.18) = 0.4197

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