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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
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) = | kCx • rCy |
= | kCx • N−kCn−x |
| NCn | NCn |
X can be any of 0, 1, 2, ... , smaller of k or n
| μ = n | k | , &sigma2 = n | k | • | N−k | • | N−n |
| N | N | N | N−1 |
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| ⌈ | N | ⌉ |
| k | | r = N−k |
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| x | | y = n−x |
| ⌊ | n | ⌋ |
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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
X can be any of 0, 1, 2, ....
μ = &lambda, &sigma2 = λ
Poisson Calculator
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