离散数学概率3概要1.pptVIP

* * * * * * * * * * * * * * * * * * * * * * Example * Aside “just” Markov: * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * The Most Common Discrete Probability Distributions (some discussed before) 1) Bernoulli distribution 2) Binomial 3) Geometric 4) Poisson * Bernoulli distribution The Bernoulli distribution is the “coin flip” distribution. X is Bernoulli if its probability function is: X=1 is usually interpreted as a “success.” E.g.: X=1 for heads in coin toss X=1 for male in survey X=1 for defective in a test of product X=1 for “made the sale” tracking performance * Bernoulli distribution Expectation: Variance: * Binomial distribution The binomial distribution is just n independent Bernoullis added up. It is the number of “successes” in n trials. If Z1, Z2, …, Zn are Bernoulli, then X is binomial: * Binomial distribution The binomial distribution is just n independent Bernoullis added up. Testing for defects “with replacement.” Have many light bulbs Pick one at random, test for defect, put it back Pick one at random, test for defect, put it back If there are many light bulbs, do not have to replace Binomial distribution Let’s figure out a binomial r.v.’s probability function. Suppose we are looking at a binomial with n=3. We want P(X=0): Can happen one way: 000 (1-p)(1-p)(1-p) = (1-p)3 We want P(X=1): Can happen three ways: 100, 010, 001 p(1-p)(1-p)+(1-p)p(1-p)+(1-p)(1-p)p = 3p(1-p)2 We want P(X=2): Can happen three ways: 110, 011, 101 pp(1-p)+(1-p)pp+p(1-p)p = 3p2(1-p) We want P(X=3): Can happen one way: 111 ppp = p3 * Binomial distribution So, binomial r.v.’s probability function * Binomial distribution Typical shape of binomial: Symmetric * Expectation: Variance: Aside: Assume V(X) = V(Y) and X and Y are independent R.Vs., then But Hmm… * Binomial distribution A salesman claims that he closes a deal 40% of the time. This month, he closed 1 out of 10 deals. How likely is it that he did 1/10 or worse given his claim? *