PROBABILITY THEORY
MATH 455

Southwestern   
Adventist University 
 
   Distance Education Lawrence E. Turner, Jr., Ph.D.  


course syllabus

assignments

materials


request a test

proctor form

grade report form



MATH 455 home

Turner home

ADP Home

 

Discrete Probability Distributions


Bernoulli

  • have a single event with two outcomes: "success" and "failure"
  • probability p for "success" (1)
  • q = 1−p probability for "failure" (0)
      P(X=x) = pxq1−x

 
XP(X)
01−p
1p

      μ = p,      &sigma2 = p(1−p)


Binomial

  • n independent events with two outcomes
  • constant p probability for "success"
  • constant q = 1−p for "failure"
      P(X=x) = nCxpxqn−x

      X can be any of 0, 1, 2, ..., n

      μ = np,      &sigma2 = np(1−p)

            Binomial Calculator


Geometric

  • n independent events with two outcomes
  • constant p probability for "success"
  • constant q = 1−p for "failure"
  • want first time a "success" occurs—think Russian Roulette
      P(X=x) = qx−1p

      X can be any of 1, 2, 3, ....

      μ = 1/p,      &sigma2 = (1−p)/p2

            Geometric Calculator


Negative Binomial

  • n independent events with two outcomes
  • constant p probability for "success"
  • constant q = 1−p for "failure"
  • want the trial that the rth "success" occurs (note if r=1, then becomes Geometric)
      P(X=x) = x−1Cr−1•prqx−r

      X can be any of r, r+1, r+2, ....

      μ = r/p,      &sigma2 = r(1−p)/p2


Hypergeometric

  • events are not independent
  • have a population with N total items consisting of two types
  • of the N items, k are the designated type
  • have r = N−k is the number of remaining items
  • extract a sample of n items without replacement
  • have x is the number of the designated type in the sample
  • have y = n−x is the number in the sample that is not of the designated type

      P(X=x)  = kCxrCy   = kCxN−kCn−x
NCnNCn

      X can be any of 0, 1, 2, ... , smaller of k or n

      μ = nk,      &sigma2 = nkN−kN−n
NNNN−1

 
N
k r = N−k
| |
x y = n−x
n

            Hypergeometric Calculator


Poisson

  • n independent events with two outcomes
  • constant p probability for "success"
  • constant q = 1−p for "failure"
  • like the Binomial Distribution except large number n and extremely small probability p but with the product np = λ being reasonable

      P(X=x)  = e−λλx
x!

      X can be any of 0, 1, 2, ....

      μ = &lambda,      &sigma2 = λ

            Poisson Calculator


 

© 1999, 2000, 2001, 2002, 2003, 2004, 2008 by Lawrence Turner