Ken Black QA ch05

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    Business Statistics, 5th ed.

    by Ken Black

    Chapter 5

    DiscreteDistributions

    Discrete Distributions

    PowerPoint presentations prepared by Lloyd Jaisingh,

    Morehead State University

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    Learning Objectives

    Distinguish between discrete randomvariables and continuous random variables.

    Know how to determine the mean and

    variance of a discrete distribution. Identify the type of statistical experiments

    that can be described by the binomialdistribution, and know how to work such

    problems.

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    Learning Objectives -- Continued

    Decide when to use the Poisson distributionin analyzing statistical experiments, andknow how to work such problems.

    Decide when binomial distributionproblems can be approximated by thePoisson distribution, and know how to worksuch problems.

    Decide when to use the hypergeometricdistribution, and know how to work suchproblems.

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    Discrete vs. Continuous Distributions

    Random Variable -- a variable which containsthe outcomes of a chance experiment

    Discrete Random Variable -- the set of allpossible values is at most a finite or a countably

    infinite number of possible values Number of new subscribers to a magazine

    Number of bad checks received by a restaurant

    Number of absent employees on a given day

    Continuous Random Variable -- takes on values

    at every point over a given interval Current Ratio of a motorcycle distributorship

    Elapsed time between arrivals of bank customers

    Percent of the labor force that is unemployed

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    Some Special Distributions

    Discrete binomial Poisson hypergeometric

    Continuous uniform normal exponential

    t chi-square F

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    Discrete Distribution -- Example

    012

    345

    0.370.310.18

    0.090.040.01

    Number ofCrises Probability

    Distribution of DailyCrises

    0

    0.1

    0.2

    0.3

    0.4

    0.5

    0 1 2 3 4 5

    P

    r

    o

    b

    a

    b

    i

    l

    it

    yNumber of Crises

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    Requirements for a

    Discrete Probability Function

    Probabilities are between 0 and 1,inclusively

    Total of all probabilities equals 10 1

    P X( ) for all

    P X( )over all x 1

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    Requirements for a Discrete

    Probability Function -- Examples

    X P(X)

    -1

    01

    2

    3

    .1

    .2

    .4

    .2

    .1

    1.0

    X P(X)

    -1

    01

    2

    3

    -.1

    .3

    .4

    .3

    .1

    1.0

    X P(X)

    -1

    01

    2

    3

    .1

    .3

    .4

    .3

    .1

    1.2

    PROBABILITYDISTRIBUTION

    : YES NO NO

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    Mean of a Discrete Distribution

    E X X P X( )X

    -1

    0

    1

    23

    P(X)

    .1

    .2

    .4

    .2

    .1

    -.1

    .0

    .4

    .4

    .3

    1.0

    X P X ( )

    = 1.0

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    Variance and Standard Deviation

    of a Discrete Distribution

    2.1)(22

    XPX 10.12.12

    X-1

    0

    12

    3

    P(X).1

    .2

    .4

    .2

    .1

    -2

    -1

    01

    2

    X 4

    1

    01

    4

    .4

    .2

    .0

    .2

    .4

    1.2

    )(2

    X2

    ( ) ( )X P X

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    Mean of the Crises Data Example

    E X X P X( ) .115X P(X) X P(X)

    0 .37 .00

    1 .31 .31

    2 .18 .36

    3 .09 .27

    4 .04 .16

    5 .01 .05

    1.15

    0

    0.1

    0.2

    0.3

    0.40.5

    0 1 2 3 4 5

    P

    ro

    b

    a

    b

    i

    l

    i

    t

    yNumber of Crises

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    Variance and Standard Deviation

    of Crises Data Example

    41.1)(22

    XPX 2

    1 41 119. .

    X P(X) (X-) (X-)2

    (X-)2

    P(X)0 .37 -1.15 1.32 .49

    1 .31 -0.15 0.02 .01

    2 .18 0.85 0.72 .13

    3 .09 1.85 3.42 .31

    4 .04 2.85 8.12 .32

    5 .01 3.85 14.82 .15

    1.41

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    Binomial Distribution Experiment involves n identical trials

    Each trial has exactly two possible outcomes: successand failure Each trial is independent of the previous trials p is the probability of a success on any one

    trial

    q = (1-p) is the probability of a failure on anyone trial p and q are constant throughout the

    experiment Xis the number of successes in the n trials Applications

    Sampling with replacement Sampling without replacement --n < 5% N

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    Binomial Distribution

    Probabilityfunction

    Meanvalue

    Variance

    andstandarddeviation

    P X

    n

    X n XX n

    X n X

    p q( )!

    ! !

    for 0

    n p

    2

    2

    n p q

    n p q

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    Binomial Distribution: Development

    Experiment: randomly select, with replacement,two families from the residents of Tiny Town Success is Children in Household: p = 0.75 Failure is No Children in Household: q = 1-p =

    0.25 Xis the number of families in the sample with

    Children in Household

    FamilyChildren inHousehold

    Number ofAutomobiles

    A

    B

    C

    D

    Yes

    Yes

    No

    Yes

    3

    2

    1

    2

    Listing of Sample Space

    (A,B), (A,C), (A,D), (A,A),

    (B,A), (B,B), (B,C), (B,D),

    (C,A), (C,B), (C,C), (C,D),

    (D,A), (D,B), (D,C), (D,D)

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    Binomial Distribution: Development

    Continued

    Families A, B, and D havechildren in the household;family C does not

    Success is Children inHousehold: p = 0.75

    Failure is No Children inHousehold: q = 1- p = 0.25

    Xis the number of families

    in the sample withChildren in Household

    (A,B),

    (A,C),(A,D),(A,A),(B,A),(B,B),(B,C),(B,D),(C,A),

    (C,B),(C,C),(C,D),(D,A),(D,B),(D,C),(D,D)

    Listing ofSampleSpace

    2

    12222121

    1012212

    X

    1/16

    1/161/161/161/161/161/161/161/16

    1/161/161/161/161/161/161/16

    P(outcome)

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    Binomial Distribution: Development

    Continued

    (A,B),(A,C),(A,D),(A,A),(B,A),(B,B),(B,C),(B,D),(C,A),

    (C,B),(C,C),(C,D),(D,A),(D,B),(D,C),(D,D)

    Listing ofSampleSpace

    212222121

    1012212

    X

    1/161/161/161/161/161/161/161/161/16

    1/161/161/161/161/161/161/16

    P(outcome) X

    012

    1/166/169/16

    1

    P(X)

    P X

    n

    X n X

    x n x

    p q( )!

    ! !

    P X( )!

    !

    .. .

    02

    0! 2 0

    0 06251

    16

    0 2 0

    75 25

    P X( )

    !

    ! !.. .

    1

    2

    1 2 10 375

    3

    16

    1 2 1

    75 25

    P X( )

    !

    ! !.. .

    2

    2

    2 2 205625

    9

    16

    2 2 2

    75 25

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    Binomial Distribution: Development

    Continued Families A, B, and D

    have children in thehousehold; family Cdoes not

    Success is Children inHousehold: p = 0.75

    Failure is No Childrenin Household: q = 1- p= 0.25

    X is the number offamilies in the samplewith Children inHousehold

    XPossible

    Sequences

    0

    1

    1

    2

    (F,F)

    (S,F)

    (F,S)

    (S,S)

    P(sequence)

    (. ) (. )25 25

    (. )(. )25 75

    (. )(. )75 25

    (. ) (. )75 75

    .252

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    Binomial Distribution: Development

    Continued

    XPossible

    Sequences

    0

    1

    1

    2

    (F,F)

    (S,F)

    (F,S)

    (S,S)

    P(sequence)

    (. )(. ) (. )25 25 225

    (. )(. )25 75(. )(. )75 25

    (. )(. ) (. )75 75 275

    X

    0

    1

    2

    P(X)

    (. )(. )25 752 =0.375

    (. )(. ) (. )75 75 275 =0.5625

    (. )(. ) (. )25 25 225 =0.0625

    P X

    n

    X n X

    x n x

    p q( )!

    ! !

    P X( ) !

    !.. .

    0 2

    0! 2 00 0625

    0 2 0

    75 25 P X( )!

    ! !.. .

    1 2

    1 2 10 375

    1 2 1

    75 25

    P X( )

    !

    ! !.. .

    2

    2

    2 2 205625

    2 2 2

    75 25

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    Binomial Distribution:

    Demonstration Problem 5.3n

    p

    q

    P X P X P X P X

    20

    06

    94

    2 0 1 2

    2901 3703 2246 8850

    .

    .

    ( ) ( ) ( ) ( )

    . . . .

    P X( ))!

    ( )( )(. ) .. .

    020!

    0!(20 01 1 2901 2901

    0 20 0

    06 94

    P X( ) !( )! ( )(. )(. ) .. .

    1

    20!

    1 20 1 20 06 3086 3703

    1 20 1

    06 94

    P X( )!( )!

    ( )(. )(. ) .. .

    220!

    2 20 2190 0036 3283 2246

    2 20 2

    06 94

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    BinomialTable

    n = 20 PROBABILITY

    X 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9

    0 0.122 0.012 0.001 0.000 0.000 0.000 0.000 0.000 0.000

    1 0.270 0.058 0.007 0.000 0.000 0.000 0.000 0.000 0.0002 0.285 0.137 0.028 0.003 0.000 0.000 0.000 0.000 0.000

    3 0.190 0.205 0.072 0.012 0.001 0.000 0.000 0.000 0.000

    4 0.090 0.218 0.130 0.035 0.005 0.000 0.000 0.000 0.000

    5 0.032 0.175 0.179 0.075 0.015 0.001 0.000 0.000 0.000

    6 0.009 0.109 0.192 0.124 0.037 0.005 0.000 0.000 0.000

    7 0.002 0.055 0.164 0.166 0.074 0.015 0.001 0.000 0.000

    8 0.000 0.022 0.114 0.180 0.120 0.035 0.004 0.000 0.000

    9 0.000 0.007 0.065 0.160 0.160 0.071 0.012 0.000 0.00010 0.000 0.002 0.031 0.117 0.176 0.117 0.031 0.002 0.000

    11 0.000 0.000 0.012 0.071 0.160 0.160 0.065 0.007 0.000

    12 0.000 0.000 0.004 0.035 0.120 0.180 0.114 0.022 0.000

    13 0.000 0.000 0.001 0.015 0.074 0.166 0.164 0.055 0.002

    14 0.000 0.000 0.000 0.005 0.037 0.124 0.192 0.109 0.009

    15 0.000 0.000 0.000 0.001 0.015 0.075 0.179 0.175 0.032

    16 0.000 0.000 0.000 0.000 0.005 0.035 0.130 0.218 0.090

    17 0.000 0.000 0.000 0.000 0.001 0.012 0.072 0.205 0.19018 0.000 0.000 0.000 0.000 0.000 0.003 0.028 0.137 0.285

    19 0.000 0.000 0.000 0.000 0.000 0.000 0.007 0.058 0.270

    20 0.000 0.000 0.000 0.000 0.000 0.000 0.001 0.012 0.122

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    Using the

    Binomial TableDemonstration

    Problem 5.4

    n = 20 PROBABILITY

    X 0.1 0.2 0.3 0.4

    0 0.122 0.012 0.001 0.000

    1 0.270 0.058 0.007 0.000

    2 0.285 0.137 0.028 0.003

    3 0.190 0.205 0.072 0.012

    4 0.090 0.218 0.130 0.035

    5 0.032 0.175 0.179 0.075

    6 0.009 0.109 0.192 0.124

    7 0.002 0.055 0.164 0.166

    8 0.000 0.022 0.114 0.180

    9 0.000 0.007 0.065 0.160

    10 0.000 0.002 0.031 0.117

    11 0.000 0.000 0.012 0.071

    12 0.000 0.000 0.004 0.035

    13 0.000 0.000 0.001 0.015

    14 0.000 0.000 0.000 0.005

    15 0.000 0.000 0.000 0.001

    16 0.000 0.000 0.000 0.000

    17 0.000 0.000 0.000 0.000

    18 0.000 0.000 0.000 0.000

    19 0.000 0.000 0.000 0.000

    20 0.000 0.000 0.000 0.000

    n

    p

    P X C

    20

    40

    10 0117120 1010 10

    40 60

    .

    ( ) .. .

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    Binomial Distribution using Table:

    Demonstration Problem 5.3

    n

    p

    q

    P X P X P X P X

    20

    06

    94

    2 0 1 2

    2901 3703 2246 8850

    .

    .

    ( ) ( ) ( ) ( )

    . . . .

    P X P X( ) ( ) . . 2 1 2 1 8850 1150

    n p ( )(. ) .20 06 1 20

    2

    2

    20 06 94 1 128

    1 128 1 062

    n p q ( )(. )(. ) .

    . .

    n = 20 PROBABILITY

    X 0.05 0.06 0.07

    0 0.3585 0.2901 0.2342

    1 0.3774 0.3703 0.3526

    2 0.1887 0.2246 0.2521

    3 0.0596 0.0860 0.1139

    4 0.0133 0.0233 0.0364

    5 0.0022 0.0048 0.0088

    6 0.0003 0.0008 0.0017

    7 0.0000 0.0001 0.0002

    8 0.0000 0.0000 0.0000

    20 0.0000 0.0000 0.0000

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    Excels Binomial Function

    n = 20

    p = 0.06

    X P(X)

    0 =BINOMDIST(A5,B$1,B$2,FALSE)1 =BINOMDIST(A6,B$1,B$2,FALSE)

    2 =BINOMDIST(A7,B$1,B$2,FALSE)

    3 =BINOMDIST(A8,B$1,B$2,FALSE)

    4 =BINOMDIST(A9,B$1,B$2,FALSE)

    5 =BINOMDIST(A10,B$1,B$2,FALSE)

    6 =BINOMDIST(A11,B$1,B$2,FALSE)

    7 =BINOMDIST(A12,B$1,B$2,FALSE)

    8 =BINOMDIST(A13,B$1,B$2,FALSE)

    9 =BINOMDIST(A14,B$1,B$2,FALSE)

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    Minitabs Binomial FunctionX P(X =x)

    0 0.000000

    1 0.000000

    2 0.000000

    3 0.000001

    4 0.000006

    5 0.000037

    6 0.000199

    7 0.000858

    8 0.0030519 0.009040

    10 0.022500

    11 0.047273

    12 0.084041

    13 0.126420

    14 0.160533

    15 0.171236

    16 0.152209

    17 0.111421

    18 0.066027

    19 0.030890

    20 0.010983

    21 0.002789

    22 0.000451

    23 0.000035

    Binomial with n = 23 and p = 0.64

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    Graphs of Selected Binomial Distributions

    n = 4 PROBABILITY

    X 0.1 0.5 0.90 0.656 0.063 0.000

    1 0.292 0.250 0.004

    2 0.049 0.375 0.049

    3 0.004 0.250 0.292

    4 0.000 0.063 0.656

    P= 0.1

    0.000

    0.100

    0.200

    0.300

    0.400

    0.500

    0.600

    0.700

    0.800

    0.900

    1.000

    0 1 2 3 4X

    P(X

    )

    P= 0.5

    0.000

    0.100

    0.200

    0.300

    0.400

    0.500

    0.600

    0.700

    0.800

    0.900

    1.000

    0 1 2 3 4

    X

    P(X)

    P= 0.9

    0.000

    0.100

    0.200

    0.300

    0.400

    0.500

    0.600

    0.700

    0.800

    0.900

    1.000

    0 1 2 3 4X

    P(X

    )

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    Poisson Distribution

    Describes discrete occurrences over acontinuum or interval

    A discrete distribution

    Describes rare events Each occurrence is independent of any other

    occurrences. The number of occurrences in each interval

    can vary from zero to infinity. The expected number of occurrences must

    hold constant throughout the experiment.

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    Poisson Distribution: Applications

    Arrivals at queuing systems airports -- people, airplanes, automobiles,

    baggage banks -- people, automobiles, loan applications

    computer file servers -- read and writeoperations Defects in manufactured goods

    number of defects per 1,000 feet of extrudedcopper wire

    number of blemishes per square foot of paintedsurface number of errors per typed page

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    Poisson Distribution

    Probability function

    P X

    X

    X

    where

    long run average

    e

    X

    e( )!

    , , , ,...

    :

    . ...

    for

    (the base of natural logarithms)

    0 1 2 3

    2 718282

    Mean value

    Standard deviation Variance

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    Poisson Distribution: Demonstration

    Problem 5.7

    3 2

    6 4

    1010

    0 0528

    6 4

    .

    !

    !.

    .

    customers/ 4 minutes

    X = 10 customers/ 8 minutes

    Adjusted

    = . customers/ 8 minutes

    P(X) =

    ( = ) =

    X

    10

    6.4

    e

    e

    X

    P X

    3 2

    6 4

    66

    0 1586

    6 4

    .

    !

    !.

    .

    customers/ 4 minutes

    X = 6 customers/ 8 minutes

    Adjusted

    = . customers/ 8 minutes

    P(X) =

    ( = ) =

    X

    6

    6.4

    e

    e

    X

    P X

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    Poisson Distribution: Probability Table

    X 0.5 1.5 1.6 3.0 3.2 6.4 6.5 7.0 8.0

    0 0.6065 0.2231 0.2019 0.0498 0.0408 0.0017 0.0015 0.0009 0.0003

    1 0.3033 0.3347 0.3230 0.1494 0.1304 0.0106 0.0098 0.0064 0.0027

    2 0.0758 0.2510 0.2584 0.2240 0.2087 0.0340 0.0318 0.0223 0.0107

    3 0.0126 0.1255 0.1378 0.2240 0.2226 0.0726 0.0688 0.0521 0.0286

    4 0.0016 0.0471 0.0551 0.1680 0.1781 0.1162 0.1118 0.0912 0.0573

    5 0.0002 0.0141 0.0176 0.1008 0.1140 0.1487 0.1454 0.1277 0.0916

    6 0.0000 0.0035 0.0047 0.0504 0.0608 0.1586 0.1575 0.1490 0.1221

    7 0.0000 0.0008 0.0011 0.0216 0.0278 0.1450 0.1462 0.1490 0.1396

    8 0.0000 0.0001 0.0002 0.0081 0.0111 0.1160 0.1188 0.1304 0.1396

    9 0.0000 0.0000 0.0000 0.0027 0.0040 0.0825 0.0858 0.1014 0.1241

    10 0.0000 0.0000 0.0000 0.0008 0.0013 0.0528 0.0558 0.0710 0.0993

    11 0.0000 0.0000 0.0000 0.0002 0.0004 0.0307 0.0330 0.0452 0.0722

    12 0.0000 0.0000 0.0000 0.0001 0.0001 0.0164 0.0179 0.0263 0.0481

    13 0.0000 0.0000 0.0000 0.0000 0.0000 0.0081 0.0089 0.0142 0.0296

    14 0.0000 0.0000 0.0000 0.0000 0.0000 0.0037 0.0041 0.0071 0.016915 0.0000 0.0000 0.0000 0.0000 0.0000 0.0016 0.0018 0.0033 0.0090

    16 0.0000 0.0000 0.0000 0.0000 0.0000 0.0006 0.0007 0.0014 0.0045

    17 0.0000 0.0000 0.0000 0.0000 0.0000 0.0002 0.0003 0.0006 0.0021

    18 0.0000 0.0000 0.0000 0.0000 0.0000 0.0001 0.0001 0.0002 0.0009

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    Poisson Distribution: Using the

    Poisson Tables

    X 0.5 1.5 1.6 3.0

    0 0.6065 0.2231 0.2019 0.0498

    1 0.3033 0.3347 0.3230 0.1494

    2 0.0758 0.2510 0.2584 0.2240

    3 0.0126 0.1255 0.1378 0.22404 0.0016 0.0471 0.0551 0.1680

    5 0.0002 0.0141 0.0176 0.1008

    6 0.0000 0.0035 0.0047 0.0504

    7 0.0000 0.0008 0.0011 0.0216

    8 0.0000 0.0001 0.0002 0.0081

    9 0.0000 0.0000 0.0000 0.0027

    10 0.0000 0.0000 0.0000 0.0008

    11 0.0000 0.0000 0.0000 0.0002

    12 0.0000 0.0000 0.0000 0.0001

    1 6

    4 0 0551

    .

    ( ) .P X

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    Poisson

    Distribution:Using the

    Poisson

    Tables

    X 0.5 1.5 1.6 3.0

    0 0.6065 0.2231 0.2019 0.0498

    1 0.3033 0.3347 0.3230 0.1494

    2 0.0758 0.2510 0.2584 0.22403 0.0126 0.1255 0.1378 0.2240

    4 0.0016 0.0471 0.0551 0.1680

    5 0.0002 0.0141 0.0176 0.1008

    6 0.0000 0.0035 0.0047 0.0504

    7 0.0000 0.0008 0.0011 0.0216

    8 0.0000 0.0001 0.0002 0.0081

    9 0.0000 0.0000 0.0000 0.002710 0.0000 0.0000 0.0000 0.0008

    11 0.0000 0.0000 0.0000 0.0002

    12 0.0000 0.0000 0.0000 0.0001

    1 6

    5 6 7 8 9

    0047 0011 0002 0000 0060

    .

    ( ) ( ) ( ) ( ) ( )

    . . . . .

    P X P X P X P X P X

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    Poisson

    Distribution:

    Using the

    PoissonTables

    1 6

    2 1 2 1 0 1

    1 2019 3230 4751

    .

    ( ) ( ) ( ) ( )

    . . .

    P X P X P X P X

    X 0.5 1.5 1.6 3.0

    0 0.6065 0.2231 0.2019 0.0498

    1 0.3033 0.3347 0.3230 0.14942 0.0758 0.2510 0.2584 0.2240

    3 0.0126 0.1255 0.1378 0.2240

    4 0.0016 0.0471 0.0551 0.1680

    5 0.0002 0.0141 0.0176 0.1008

    6 0.0000 0.0035 0.0047 0.0504

    7 0.0000 0.0008 0.0011 0.0216

    8 0.0000 0.0001 0.0002 0.0081

    9 0.0000 0.0000 0.0000 0.002710 0.0000 0.0000 0.0000 0.0008

    11 0.0000 0.0000 0.0000 0.0002

    12 0.0000 0.0000 0.0000 0.0001

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    Poisson Distribution: Graphs

    0.00

    0.05

    0.10

    0.15

    0.20

    0.25

    0.30

    0.35

    0 1 2 3 4 5 6 7 8

    1 6.

    0.00

    0.02

    0.04

    0.06

    0.08

    0.10

    0.12

    0.14

    0.16

    0 2 4 6 8 10 12 14 16

    6 5.

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    Excels Poisson Function

    = 1.6

    X P(X)

    0 =POISSON(D5,E$1,FALSE)

    1 =POISSON(D6,E$1,FALSE)

    2 =POISSON(D7,E$1,FALSE)

    3 =POISSON(D8,E$1,FALSE)

    4 =POISSON(D9,E$1,FALSE)

    5 =POISSON(D10,E$1,FALSE)

    6 =POISSON(D11,E$1,FALSE)

    7 =POISSON(D12,E$1,FALSE)

    8 =POISSON(D13,E$1,FALSE)

    9 =POISSON(D14,E$1,FALSE)

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    Minitabs Poisson Function

    X P(X =x)

    0 0.149569

    1 0.284180

    2 0.269971

    3 0.170982

    4 0.0812165 0.030862

    6 0.009773

    7 0.002653

    8 0.000630

    9 0.000133

    10 0.000025

    Poisson with mean = 1.9

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    Poisson Approximation

    of the Binomial Distribution

    Binomial probabilities are difficult tocalculate when n is large.

    Under certain conditions binomial

    probabilities may be approximated byPoisson probabilities.

    Poisson approximation

    If and the approximation is acceptabl.n n p 20 7,

    Use n p.

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    Poisson Approximation

    of the Binomial Distribution

    X Error

    0 0.2231 0.2181 -0.0051

    1 0.3347 0.3372 0.0025

    2 0.2510 0.2555 0.00453 0.1255 0.1264 0.0009

    4 0.0471 0.0459 -0.0011

    5 0.0141 0.0131 -0.0010

    6 0.0035 0.0030 -0.0005

    7 0.0008 0.0006 -0.0002

    8 0.0001 0.0001 0.0000

    9 0.0000 0.0000 0.0000

    Poisson

    1 5.

    Binomial

    n

    p

    50

    03.X Error

    0 0.0498 0.0498 0.0000

    1 0.1494 0.1493 0.0000

    2 0.2240 0.2241 0.0000

    3 0.2240 0.2241 0.0000

    4 0.1680 0.1681 0.0000

    5 0.1008 0.1008 0.0000

    6 0.0504 0.0504 0.0000

    7 0.0216 0.0216 0.0000

    8 0.0081 0.0081 0.0000

    9 0.0027 0.0027 0.000010 0.0008 0.0008 0.0000

    11 0.0002 0.0002 0.0000

    12 0.0001 0.0001 0.0000

    13 0.0000 0.0000 0.0000

    Poisson

    3 0.

    Binomial

    n

    p

    10 000

    0003

    ,

    .

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    Hypergeometric Distribution

    Sampling without replacementfrom a finitepopulation

    The number of objects in the population isdenotedN.

    Each trial has exactly two possible outcomes,success and failure.

    Trials are not independent Xis the number of successes in the n trials The binomial is an acceptable approximation, if

    n < 5%N. Otherwise it is not.

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    Hypergeometric Distribution

    Probability functionNis population size

    n is sample size

    A is number of successes in population

    x is number of successes in sample

    A n

    N

    2

    2

    2

    1

    A N A n N n

    NN

    ( ) ( )

    ( )

    P x

    C C

    C

    A x N A n x

    N n

    ( )

    Meanvalue

    Variance and standard deviation

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    Hypergeometric Distribution:

    Probability Computations

    N= 24

    X= 8

    n= 5

    x

    0 0.1028

    1 0.3426

    2 0.3689

    3 0.1581

    4 0.0264

    5 0.0013

    P(x)

    P xC C

    C

    C C

    C

    A x N A n x

    N n

    ( )

    ,

    .

    3

    56 120

    42 504

    1581

    8 3 24 8 5 3

    24 5

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    Hypergeometric Distribution: Graph

    N= 24

    X= 8

    n= 5

    x

    0 0.1028

    1 0.3426

    2 0.3689

    3 0.1581

    4 0.0264

    5 0.0013

    P(x)

    0.00

    0.05

    0.10

    0.15

    0.20

    0.25

    0.30

    0.35

    0.40

    0 1 2 3 4 5

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    Hypergeometric Distribution:

    Demonstration Problem 5.11

    X P(X)0 0.02451 0.2206

    2 0.48533 0.2696

    N= 18n= 3A = 12

    P x P x P x P x

    C C

    C

    C C

    C

    C C

    C

    ( ) ( ) ( ) ( )

    . . .

    .

    1 1 2 3

    2206 4853 2696

    9755

    12 1 18 12 3 1

    18 3

    12 2 18 12 3 2

    18 3

    12 3 18 12 3 3

    18 3

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    Hypergeometric Distribution:

    Binomial Approximation (largen)

    Hypergeometric

    N= 24

    X= 8n= 5

    Binomial

    n= 5

    p= 8/24 =1/3

    x Error

    0 0.1028 0.1317 -0.0289

    1 0.3426 0.3292 0.0133

    2 0.3689 0.32920.0397

    3 0.1581 0.1646 -0.0065

    4 0.0264 0.0412 -0.0148

    5 0.0013 0.0041 -0.0028

    P(x)P(x)

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    Hypergeometric Distribution:

    Binomial Approximation (smalln)

    Hypergeometric

    N= 240

    X= 80

    n= 5

    Binomial

    n= 5

    p= 80/240 =1/3

    x P(x) Error

    0 0.1289 0.1317 -0.0028

    1 0.3306 0.3292 0.0014

    2 0.3327 0.3292 0.0035

    3 0.1642 0.1646 -0.0004

    4 0.0398 0.0412 -0.0014

    5 0.0038 0.0041 -0.0003

    P(x)

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    Excels Hypergeometric Function

    N = 24

    A = 8

    n = 5

    X P(X)

    0 =HYPGEOMDIST(A6,B$3,B$2,B$1)

    1 =HYPGEOMDIST(A7,B$3,B$2,B$1)

    2 =HYPGEOMDIST(A8,B$3,B$2,B$1)

    3 =HYPGEOMDIST(A9,B$3,B$2,B$1)4 =HYPGEOMDIST(A10,B$3,B$2,B$1)

    5 =HYPGEOMDIST(A11,B$3,B$2,B$1)

    =SUM(B6:B11)

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    Minitabs Hypergeometric Function

    X P(X =x)

    0 0.102767

    1 0.342556

    2 0.368906

    3 0.158103

    4 0.026350

    5 0.001318

    Hypergeometric with N = 24, A = 8, n = 5

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