Probability Distribution

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Presentation transcript:

Probability Distribution Binomial Probability Distribution Dr. Vlad Monjushko, PhD, MsC http://www.vancouvermathtutor.ca

Discrete Random Variable (DRV) Probability Distribution Properties: Discrete probability distribution includes all the values of DRV; For any value x of DRV: 0≤P(x)≤1; The sum of probabilities of all the DRV values equals to 1; The values of DRV are mutually exclusive.

Binomial Random Variable Binomial Random Variable (BRV) probability distribution is a special case of the DRV probability distribution, when there are only two outcomes: Success and Failure; BRV value is defined as the number of Successes in a given number of trials; Conditions that must be met to consider the experiment as Binomial: Every trial must have only two mutually exclusive outcomes: Success or Failure, The probability of Success and Failure must remain constant from trial to trial, The outcome of the trial is independent of the outcomes of the previous trials.

Probability of x Successes in n trials P – probability of x-successes in n-trials; x – number of successes; n – number of trials; p – probability of a success in one trial; The results of the calculation for the values of n ≤20 could be also found in Binomial Probabilities table; For the values of n>20 we use Normal Approximation of Binomial Distribution.

Example For the number of trials n=5, and for a probability of one success p=0.5, the binomial probability distribution has the following shape: P 0 1 2 3 4 5 x

Statistical Parameters of a Binomial Distribution Mean of the distribution: µ=n.p Variance: σ2=n.p.(1-p) Standard Deviation: σ=√n.p.(1-p) n – number of trials; p – probability of a success in one trial;

Summary Binomial Random Variable (BRV) is a specific case of a Discrete Random Variable, when there are only two outcomes: Success and Failure. BRV value is defined as the number of Successes in a given number of trials. Probability of any value of a BRV for a small sample case (n ≤20) could be either calculated or found in the Binomial Probabilities table. For a large sample case (n>20) we use Normal Approximation of a Binomial Distribution.