1
Binomial and Poisson
Distributions
2
Variable: measurable characteristic
Random Variable: variable that can
have different outcomes of an
experiment, determined by chance
Examples:
•X = outcome of roll of a die,
•Y = outcome of a coin toss,
•Z = height
Random Variables
3
Random Variables
• Random Variable is a function that assigns
specific numerical values to all possible
outcomes of experiment
• Probability distributions are associated with random
variables to describe the probabilities of the various
outcomes of an experiment
•
•
•
•
•
•
• •
• •
• •
•
• • •
•
•
•
•
•
{1,2,3,4,5,6}
4
Random Variables
• Types:
– Discrete: Bernoulli, Binomial, Poisson
– Continuous: Exponential, Normal
5
Random Variables
• Bernoulli
• Binomial
• Poisson
6
Dichotomous (Bernoulli): X = 0 or 1
P(X=1) = p
P(X=0) = 1-p
e.g. Heads, Tails
True, False
Success, Failure
Random Variables - Bernoulli
When outcomes of experiment are binary
7
•A sequence of independent
Bernoulli trials (n) with constant
probability of success at each
trial (p) and we are interested in
the total number of successes (x).
•Assumptions:
•N trials of an experiment
•Each experiment results in one of 2
outcomes (binary)
•Each trial is independent of the other
trials
•In each trial, the probability of ‘success’
is constant (p)
Binomial Distribution
8
Binomial - Examples
• 10 tosses of a coin – Yes/No?
• 10 rolls of a die – Yes/No?
• 10 rolls of a die and the number time it turns up a
6 – Yes/No?
• Number of individuals who have a particular
disease in a town – Yes/No?
Can the binomial distribution be used in
the settings below?
9
Suppose that 80% of the villagers
should be vaccinated. What is the
probability that at random you choose
a vaccinated villager?
1 success (vaccinated person)
0 failure (unvaccinated person)
1 Trial
P(0) = 1-p = 0.2
P(1) = p = 0.8
Binomial - Example
10
2 Trials:
Trials Probability #succ. Prob
(0,0) (1-p) (1-p) 0 0.04
(0,1) (1-p) p 1 0.16
(1,0) p (1-p) 1 0.16
(1,1) p p 2 0.64
P(0 vaccinated) = (1-p)2
P(1 vaccinated) = 2p(1-p)
P(2 vaccinated) = p2
Binomial - Example
11
X number of successes
n = 2, the number of trials
P(X=0) = (1-p)2 = 0.04
P(X=1) = 2p(1-p) = 0.32
P(X=2) = p2 = 0.64
Binomial - Example
Experiment: Sample two villagers
at random and determine whether
they are vaccinated
12
3! 6, 4! 24, 5! 120= = =
So,
Factorial notation:
Binomial Coefficient
13
( ) !
! ( )!
nn
x x n x
=
-
By convention: 0! = 1
1,2,
0,1, ,
n
x n
=
=
K
K
Binomial Coefficient:
Binomial Coefficient
14
X = number of successes in n trials
Parameters:
p = probability of success
n = number of trials
Binomial Distribution
15
N=2 trials; X=num. successes
P(X=0) = (1-p)2 = 0.04
P(X=1) = 2p(1-p) = 0.32
P(X=2) = p2 = 0.64
Binomial Distribution
16
Binomial with n=10 and p=0.5
Binomial Distribution
17
Binomial with n=10 and p=0.29
Binomial Distribution
18
For X ~ Binomial(n,p)
(i.e. n = Num. Trials,
p = Probability of success in each trial)
Then
Mean = E(X) = np
Variance = Var(X) = np(1-p)
Binomial Distribution - Moments
19
e.g. p=0.5 n=10
Mean = np = 10 0.5 = 5
Variance =np(1-p) = 10(0.5)(0.5) =2.5
Binomial Distribution - Moments
20
1. The probability an event occurs in
the interval is proportional to the
length of the interval.
2. An infinite number of occurrences
are possible.
3. Events occur independently at a
rate .
Poisson Distribution
X=number of occurrences of event in a given
time period
21
Poisson Distribution
Source: http://en.wikipedia.org/wiki/Poisson_distribution
22
For the Poisson
one parameter:
Mean =
Variance =
np
np(1-p)
np
when p
is small
Poisson Distribution
Poisson Binomial
23
l= np
= 10,000 x 0.00024 = 2.4
e.g. Probability of an accident in
a year is 0.00024. So in a town
of 10,000, the rate
Poisson Distribution - Example
24
Poisson with =2.4
Poisson Distribution

Poisson

  • 1.
  • 2.
    2 Variable: measurable characteristic RandomVariable: variable that can have different outcomes of an experiment, determined by chance Examples: •X = outcome of roll of a die, •Y = outcome of a coin toss, •Z = height Random Variables
  • 3.
    3 Random Variables • RandomVariable is a function that assigns specific numerical values to all possible outcomes of experiment • Probability distributions are associated with random variables to describe the probabilities of the various outcomes of an experiment • • • • • • • • • • • • • • • • • • • • • {1,2,3,4,5,6}
  • 4.
    4 Random Variables • Types: –Discrete: Bernoulli, Binomial, Poisson – Continuous: Exponential, Normal
  • 5.
  • 6.
    6 Dichotomous (Bernoulli): X= 0 or 1 P(X=1) = p P(X=0) = 1-p e.g. Heads, Tails True, False Success, Failure Random Variables - Bernoulli When outcomes of experiment are binary
  • 7.
    7 •A sequence ofindependent Bernoulli trials (n) with constant probability of success at each trial (p) and we are interested in the total number of successes (x). •Assumptions: •N trials of an experiment •Each experiment results in one of 2 outcomes (binary) •Each trial is independent of the other trials •In each trial, the probability of ‘success’ is constant (p) Binomial Distribution
  • 8.
    8 Binomial - Examples •10 tosses of a coin – Yes/No? • 10 rolls of a die – Yes/No? • 10 rolls of a die and the number time it turns up a 6 – Yes/No? • Number of individuals who have a particular disease in a town – Yes/No? Can the binomial distribution be used in the settings below?
  • 9.
    9 Suppose that 80%of the villagers should be vaccinated. What is the probability that at random you choose a vaccinated villager? 1 success (vaccinated person) 0 failure (unvaccinated person) 1 Trial P(0) = 1-p = 0.2 P(1) = p = 0.8 Binomial - Example
  • 10.
    10 2 Trials: Trials Probability#succ. Prob (0,0) (1-p) (1-p) 0 0.04 (0,1) (1-p) p 1 0.16 (1,0) p (1-p) 1 0.16 (1,1) p p 2 0.64 P(0 vaccinated) = (1-p)2 P(1 vaccinated) = 2p(1-p) P(2 vaccinated) = p2 Binomial - Example
  • 11.
    11 X number ofsuccesses n = 2, the number of trials P(X=0) = (1-p)2 = 0.04 P(X=1) = 2p(1-p) = 0.32 P(X=2) = p2 = 0.64 Binomial - Example Experiment: Sample two villagers at random and determine whether they are vaccinated
  • 12.
    12 3! 6, 4!24, 5! 120= = = So, Factorial notation: Binomial Coefficient
  • 13.
    13 ( ) ! !( )! nn x x n x = - By convention: 0! = 1 1,2, 0,1, , n x n = = K K Binomial Coefficient: Binomial Coefficient
  • 14.
    14 X = numberof successes in n trials Parameters: p = probability of success n = number of trials Binomial Distribution
  • 15.
    15 N=2 trials; X=num.successes P(X=0) = (1-p)2 = 0.04 P(X=1) = 2p(1-p) = 0.32 P(X=2) = p2 = 0.64 Binomial Distribution
  • 16.
    16 Binomial with n=10and p=0.5 Binomial Distribution
  • 17.
    17 Binomial with n=10and p=0.29 Binomial Distribution
  • 18.
    18 For X ~Binomial(n,p) (i.e. n = Num. Trials, p = Probability of success in each trial) Then Mean = E(X) = np Variance = Var(X) = np(1-p) Binomial Distribution - Moments
  • 19.
    19 e.g. p=0.5 n=10 Mean= np = 10 0.5 = 5 Variance =np(1-p) = 10(0.5)(0.5) =2.5 Binomial Distribution - Moments
  • 20.
    20 1. The probabilityan event occurs in the interval is proportional to the length of the interval. 2. An infinite number of occurrences are possible. 3. Events occur independently at a rate . Poisson Distribution X=number of occurrences of event in a given time period
  • 21.
  • 22.
    22 For the Poisson oneparameter: Mean = Variance = np np(1-p) np when p is small Poisson Distribution Poisson Binomial
  • 23.
    23 l= np = 10,000x 0.00024 = 2.4 e.g. Probability of an accident in a year is 0.00024. So in a town of 10,000, the rate Poisson Distribution - Example
  • 24.