Binomial and Poisson

Distribution
Mr. Parvez Mallick
Teaching Associate
 Random Variable
• Intuitively by a random variable (r.v) we mean a real number X
connected with the outcome of a random experiment E.
• Let the sample space be denoted by S = {e1, e2, …, en}, ei’s be the
real valued sample points in S. Then, a random variable is a real
valued function defined over S of an experiment, i.e., a variable
whose value is a real number determined by the sample point
(outcome of the experiment) of a sample space is known as a
random variable. Generally, it is denoted by either X or Y or Z, etc.
• In other way, a random variable can be defined as a variable
whose each outcome in the sample space is related to the
probability.
 Random Variable
• Example: Let X be a random variable which is
the number of heads obtained in three
independent tosses of a fair coin.
• Here S = {HHH, HHT, HTH, HTT, THH, THT, TTH,
TTT}.
• Then X = 3 for HHH, X =2 for HHT, HTH and
THH, X = 1 for HTT, THT and TTH, lastly, X =0
for TTT. Here any value of X is related to the
probability value over S.
Classification of random variables:
The random variables can be classified based on dimensions
as follows:
1. If a random variable assumes only single real numbers to
each event in the sample space, then it is known as one
dimensional or a univariate random variable.
2. If a random variable assumes a pair of real numbers to
each event in the sample space, then it is known as two
dimensional or a bivariate random variable.
3. If a random variable assumes a set of ‘n’ real numbers to
each event in the sample space, then it is known as n-
dimensional or a multivariate random variable.
Classification of random variables:
There are two different types of random variable based on the nature of
variables,
1. Discrete random variable: If a random variable takes at most a
countable number of values, it is called a discrete random variable. In
other words, a real valued function defined on a discrete sample
space is called a discrete random variable.
2. Continuous random variable: If a random variable X assumes all
possible values between any certain interval, then it is known as a
continuous a random variable.
• Example: Number of students in a class room is an example of a
countable finite discrete random variable. Number of hairs on the head
of a common man is also an example of discrete random variable but it
is countable infinite.
• Height of students in a class room is an example of continuous random
variable. Here, the variable height of student can be any value between
any range of height.
 Probability Distributions:

• Let X be a random variable which assumes the

values (x1, x2, …, xn) with the corresponding n

probabilities
n being (p1, p2, …, pn), respectively,
p i 1
where i 0
. The series of values of X together
with the series of corresponding probabilities is said
to define the probability distribution of X. It may be
represented in a table or graph just as a frequency
distribution of X.
 Probability Distributions:

• Example: If a perfect die is thrown, the

number of points obtained (X) will have the
probability distribution as below:
Values of X 1 2 3 4 5 6 Total

Probability 1/6 1/6 1/6 1/6 1/6 1/6 1

 Probability Mass Function (pmf):
The probability distribution of a discrete random
variable is represented by the probability mass
function (pmf) of the variable. The pmf of a
discrete random variable is represented by PX(X)
and it will satisfy the following conditions:
1. PX ( X ) PX [ X x]
2. 0 PX ( X ) 1
3.  P [ X x ] 1
i
X i
Probability Distribution of Discrete Random
Variables:
• Binomial Distribution:A random experiment
has n independent trials. The probability of
success at each trial is ‘p’ and the probability
of failure at each trial is (1-p) or ‘q’, then a
variable x which is the number of successes in
n trials follows a Binomial Distribution.
• Binomial distribution was discovered by James
Bernoulli in the year 1700.
 Binomial Distribution
• The probability of x successes and
consequently (n-x) failures in n independent
trials, in a specified order (say) SSFSFFFS .. .FSF
(where S represents success and F failure) is
given by the compound probability theorem-
by the expression:
• P (SFSFFFS .. .FSF)=
x n x
P(S)P(S)P(F)P(S)PH1P(F)P(F)P(S)
pq x••• x
P(F)P(S)P(F)=
 Binomial Distribution
• But x successes in n trials can occur in nC x
ways and the probability for each of these ways
x n x
is p q
Hence the probability of x successes in n trials in
any order whatsoever is given by the addition
theorem of probability by the expression:

 C p q
n
x
x n x
 Binomial Distribution
• Definition: A discrete random variable is said
to follow a binomial distribution if it has the
probability mass function:
• P(x) =  nCx  p x q n  x , where x = 0, 1, 2,…, n and p
is the probability of success and q = 1 – p. The
unknown parameters involved in the
probability mass function are n and p.
 Binomial Distribution
• Properties:
• If x follows a binomial distribution with parameters n
and p, its mean will be np and variance will be npq.
Thus, it is clear that mean is greater than variance.
• If two discrete random variables (x and y) are
independently distributed as Binomial variates with
parameters (n1, p) and (n2, p), respectively then z = x
+ y is also a Binomial variate with parameter (n 1 + n2,
p).
 Binomial Distribution
• Properties:
• If (n+1)p value in an integer the mode is
(n+1)p and [(n+1)p]-1
• If (n+1)p value in not an integer then mode is
(n+1)p
 Poison Distribution
• Poisson distribution was discovered by the French
mathematician and physicist Simeon Denis
Poisson (1781-1840) who published it in 1837
• Poisson distribution is a limiting case of the
binomial distribution under the following
conditions:
1. n, the number of trials is indefinitely large
2. p, the constant probability of success for each
trial is indefinitely small
3. np  where  ,is a real number
 Poison Distribution
• A random variable X is said to follow a Poisson
distribution, if it assumes only non-negative
values and its probability mass function is
given by:
 e   x
 x =0,1,2,......
P[ X  x]  x !
0, otherwise

 Poison Distribution
• Here  is known as the parameter of the
distribution.
• Poisson distribution occurs when there are
events which do not occur as outcomes of a
definite number of trials (unlike that in
binomial) of an experiment but which occur at
random points of time and space wherein our
interest lies only in the number of occurrences
of the event, not in its non-occurrences.
 Poison Distribution
• Following are some instances where Poisson
distribution may be successfully employed:
1. Number of deaths from a disease (not in the
form of an epidemic) Such as heart attack or
cancer or due to snake bite.
2. Number of suicides reported in a particular city
3. The number of defective material in a packing
manufactured by a good concern.
4. Number of printing mistakes at each page of
the book
 Poison Distribution
Properties
1. Mean= Variance = 
2. X P 1 and Y P 2  then

X  Y P 1  2 
3. Mode: If is not an integer the mode is 
If is an integer then mode is and
1