BE (CS)

Spring 2025 Semester

CS-438: Computer Systems Modeling

Lectures 3-4
Probability Distributions

Dr Syed Zaffar Qasim

Assistant Professor (CIS)

Common Probability Distributions

➢ Common probability distributions are

o Bernoulli– Discrete
o Binomial – Discrete
o Poisson – Discrete
o Exponential – Continuous
o Normal – Continuous

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 Bernoulli Distribution
▪ Bernoulli random variable: A random variable that may
assume one of two values, 0 or 1.
▪ Bernoulli trial or process: The corresponding experiment or
process, which has only two possible outcomes.
▪ For instance, the testing of items as they come off an
assembly line, where each test may indicate a defective or a
nondefective item.
▪ We may choose to define either outcome as a success (1) or
failure (0).
▪ The distribution is given by
o f(1) = p
o f(0) = 1 – p
▪ Where p is the only parameter of the distribution, often
referred to as the probability of success.
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Bernoulli Distribution
▪ A number of more important distributions can be
derived from Bernoulli distribution considering a
sequence of independent Bernoulli trials.

The Bernoulli Process

▪ The Bernoulli process must possesss the following properties:-
i. The experiment consists of m repeated trials.
ii. Each trial results in an outcome that may be classified as a
success or failure.
iii. The probability of success, denoted by p, remains constant
from trial to trial.
iv. The repeated trials are independent.

CSM (CS-438) 2
 The Bernoulli Process
• Consider the set of trials where three items are selected at
random from a manufacturing process, inspected, and
classified defective or nondefective.
• A defective item is designated a success.
• The number of successes is a random variable X assuming
integral values from zero through 3.
• The possible outcomes and the corresponding values of X
are Outcome X
NNN 0
NDN 1
NND 1
DNN 1
NDD 2
DND 2
DDN 2
DDD 3
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The Bernoulli Process

• Assume the process produces 25% defectives.
• Since the items are selected independently,
P(NDN) = P(N) P(D) P(N) = (3/4) (1/4) (3/4) = 9/64
• Similar calculations yield the probabilities for the other
possible outcomes.
• The probability distribution of X is therefore
x 0 1 2 3

F(x) 27/64 27/64 9/64 1/64

• The number X of successes in Bernoulli trials is called a

binomial random variable.

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 Binomial Distribution

▪ The probability distribution of binominal random variable

is called binomial distribution,
o its values will be denoted b(x; n, p),
o since they depend on the number of trials and the
probability of a success on a given trial.
▪ Thus for the probability distribution of X, the number of
defective,
P(X = 2) = f(2) = b(2; 3; ¼) = 9/64
▪ Let us now generalize the illustration to yield a formula for
b(x; n, p).
▪ That is, we wish to find a formula that gives the probability
of x successes in n trials for a binomial experiment.

Binomial Distribution
• First, consider the probability of x successes and n-x failures
in a specified order.
• Since the trials are independent, we can multiply all the
probabilities corresponding to the different outcomes.
• Each success occurs with probability p and each failure with
probability q = 1 – p.
• Therefore, the probability for the specified order is pxqn-x.
• We must now determine the total number of sample points
in the experiment that have x successes and n-x failures.

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 Binomial Distribution
▪ This number is equal to the number of partitions of n
outcomes into two groups
o with x in one group and
o n-x in the other
o and is written nCx.
▪ Because these partitions are mutually exclusive, we add the
probabilities of all the different partitions to obtain the
general formula, or simply multiply pxqn-x by nCx.
b(x; n, p) = nCx pxqn-x
▪ This is the binomial distribution with parameters n and p.
▪ Its mean and variance are given by
E{x} = np
var{x} = np(1 – p)
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Binomial Distribution

PROBLEM
A message consists of a string of bits (0s and 1s). Due to
noise in the communications channel, each bit has
probability 0.3 of being reversed. To improve the accuracy
of the communication, each bit is sent five times, so, for
example, 0 is sent as 00000. The receiver assigns the value
0 if three or more of the bits are decoded as 0, and 1 if
three or more of the bits are decoded as 1. Assume that
errors occur independently. What is the probability that
the receiver assigns the correct value of 0?

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CSM (CS-438) 5
 Poisson Distribution
▪ Often a random variable X represents the number of
outcomes occurring during a given time interval or in a
specified region.
▪ For example,
o the number of hits on a certain website per min or
o the number of jobs completed in a unit time or
o the number of flaws in a unit area of aluminum foil.
▪ Poisson experiments
o Experiments yielding numerical values of X.
o A Poisson experiment is derived from Poisson process.
▪ Poisson random variable: The number X of outcomes
occurring during a Poisson experiment.
▪ Poisson distribution: probability distribution of X.
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Poisson Distribution
▪ The given time interval may be of any length, such as a
minute, a day, a week, a month, or even a year.
▪ The specified region could be a line segment, an area, a
volume, or perhaps a piece of material.
o In such instances, X might represent the number of
typing errors per page.
▪ The Poisson process is an important stochastic process
used in computer systems performance evaluation.
▪ The events described could be
o the arrival of a transaction for service, or
o the service completion of the transactions.

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CSM (CS-438) 6
 Three properties of Poisson process
1. The number of occurrences in one time interval or
specified region is independent of number that occurs
in any other disjoint time interval or region of space.
o In this way, the Poisson process has no memory.
2. The probability that a single outcome will occur during
a very short time interval or in a small region
o is proportional to the length of the time interval or
the size of the region and
o does not depend on the number of outcomes
occurring outside this time interval or region.
3. The probability that more than one outcome will occur in
such a short interval or such a small region is negligible.

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Three properties of Poisson process

▪ λ: The mean number of outcomes.

▪ Since probability of X depends on λ, we shall denote
by the symbol P(x, λ).
▪ The probability of k events occurring in time t is
given by
(𝜆𝑡)𝑘 𝑒 −𝜆𝑡
𝑃 𝑋=𝑘 = , 𝑘 = 0,1,2, …
𝑘!
▪ The mean and variance of the Poisson are
E{x} = λ
Var{x} = λ

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CSM (CS-438) 7
 Problem
Assume that the number of hits on a certain website
during a fixed time interval follows a Poisson
distribution. Also assume that the mean rate of hits is
12 per minute. Find the probability that
a) there will be exactly 20 hits in the next two minutes.
b) there will be from 13 to 15 hits in the next minute.

b) P(13 ≤ X ≤ 15) = σ𝟏𝟓 𝟏𝟐

𝒙=𝟎 𝑷 𝒙; 𝟏𝟐 − σ𝒙=𝟎 𝑷 𝒙; 𝟏𝟐
= 0.8444 – 0.5760 = 0.2684
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Poisson process
▪ Poisson stochastic processes have many desirable
properties.
1. If two Poisson arrival streams are merged, the
resultant stream is also a Poisson stream with the rate
equal to the sum of the input rates..
2. If a Poisson stream is divided into two streams, with
each event going to stream A with probability PA and
stream B with probability PB, the resulting streams are
Poisson with rates PAλ and PBλ.

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CSM (CS-438) 8
 Negative Exponential Distribution
▪ If the number of events during a specified period follows
the Poisson distribution,
o then, automatically, the time interval between
successive events
o must follow the negative exponential (or, simply,
exponential) distribution.

▪ If λ is the rate at which Poisson events occur, then the

distribution of time between successive arrivals, t, is
f(t) = λe-λt, t > 0 17

Negative Exponential Distribution

▪ The mean and variance of the exponential

distribution are
1 1
𝐸 𝑡 = 𝑣𝑎𝑟 𝑡 =
𝜆 𝜆

▪ The mean E{t} is consistent with the definition of λ.

▪ If λ is the rate at which events occur, then 1/λ is the
average time interval between successive events.
▪ Cumulative distribution, F(X) of X
F(t) = P(t≤T) = 1 – e-T

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CSM (CS-438) 9
 Negative Exponential Distribution
Problem

▪ Requests for a web page arrive randomly at a website

every 5 seconds on the average. What is the
probability that
a. interarrival time between two successive hits don’t
exceed 3 secs?
b.interarrival time between two successive hits
exceeds 4 secs?

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CSM (CS-438) 10