BINOMIAL AND NORMAL DISTRIBUTIONS BINOMIAL DISTRIBUTION “Bernoulli trials” – experiments satisfying 3 conditions: 1. Experiment has only 2 possible outcomes: Success, S and Failure, F. 2. The probability of S is fixed (does not change) from trial to trial. P(S)=p, 0<p<1, P(F)= 1- P(S)=1-p. 3. n independent trials of the experiment are performed. Let X= # of S in n Bernoulli trials. X has Binomial distribution with number of trials n and probability of success p. X~Bin(n, p) X is a discrete r.v. with 2 parameters: n and p. X counts number of S in n Bernoulli trials (Binomial type experiment). EXAMPLES 1. 2. 3. 4. 5. 6. 7. Toss a coin 10 times. Record the number of H. Is this Binomial type experiment? Toss a coin until you get a T. Record the number of tosses. Is this Binomial type experiment? Toss a die 20 times. Record the number of “5”. Is this Binomial type experiment? Toss a die 20 times. Record the number of times an “even” face comes up. Is this Binomial type experiment? Observe weather in Seattle on 100 days. Record if it rains on a given day. Is this Binomial type experiment? Select 5 cards from a deck of 52. Record the number of Aces. Is this Binomial type experiment? Select 5 cards from a deck of 52. For each card record if it is an Ace. Is this Binomial type experiment? Probability distribution of Bin(n,p) r.v. n = # of trials,. An outcome of the experiment with k successes, (0≤k≤n) and SSLS FFLF n-k failures, for example: k times n - k times has probability pp p (1 p)(1 p) (1 p) p k (1 p) nk . k times n-k times P(k successes out of n trials) =# ways to place k S among n trials x pk(1-p)n-k n # ways to place k S among n trials = = k and n ! "n factorial" 1 2 n! , k !(n k )! (n 2) (n 1) n. Finally, P( k successes out of n trials ) n k nk p (1 p ) = k Probability distribution of a Bin(n,p) r.v. X~Bin(n, p), n = number of trials, p = probability of S, 0 < p < 1. Values of X: 0, 1, …, n. P(k successes out of n trials) = P(X= k) = Example: n k nk p (1 p ) k 5 5! 1 2 3 4 5 10. 2 2!3! (1 2) (1 2 3) NOTE: Table B in the Appendix lists Binomial probabilities for n=2, 3, …, 20 and p=0.1, 0.2, 0.25, …, 0.9. EXAMPLE What is the probability that in a family of 5 children 2 are girls? What is the probability of having all girls? Solution. Trial/experiment: parents have a child Girl or Boy S F Our family- 5 children i.e. 5 trials, p=P(S)=P( girl )=0.5. X= # girls among 5 children; X~Bin(5, 0.5). P(X = 2) = 5 2 10 5 5 2 0.5 (1 0.5) . 10 2 16 2 Probability of having all girls? P(X=5)= 5 5 1 1 5 5 0.5 (1 0.5) 5 . 2 32 5 EXAMPLE A commuter plane has 10 seats. The airline books 12 people on the flight. Suppose the chance of a person who makes a reservation of actually showing up is 0.8. Find the probability that someone is bumped and the probability that at least one seat is empty. Solution. Trial/experiment: A person with reservation decides: Show up OR Do not show up for the flight S F Total # of people with reservations =12. Total # of trials= 12. P(S) = 0.8 X= # people who show up for the flight; X~Bin(12, 0.8). I used Table B for binomial probabilities. P(someone is bumped) = P(more than 10 people show up)= P(11 or 12 people show up)=P(X=11 or X=12) = P(X=11) + P(X=12) = = 0.2062 + 0.0687 = 0.2749. P(at least one seat is empty)= P(at most 9 people showed up)= 1- P(X=10or X=11 or X=12) = 1- ( 0.2062+0.0687+0.2835) = 0.4416. Mean and variance of a binomial random variable If X~Bin(n, p) random variable, then the mean of X, μx= EX=np And the standard deviation of X, X np(1 p). NOTES: 1. Variance of X is σ2=np(1-p). 2. The mean of a binomial r.v. (mean number of successes) is the number of trials x the probability of success. EXAMPLE 1. Fair coin was tossed 3 times. Let X =# of heads in the 3 tosses. What is the mean and standard deviation of X? Solution. X~Bin(3, 0.5). Mean of X μx= EX=np=3(0.5)=1.5. 3 0.866. Standard deviation of X is X np(1 p) 3(0.5)(1 0.5) 4 2. The overbooking airline example. What is the mean and standard deviation of the number of passengers that show up for the flight? Solution. X~Bin(12, 0.8). Mean of Xμx= EX=np=12(0.8)=9.6. Standard deviation of X is X np(1 p) 12(0.8)(1 0.8) 1.92 1.38.