Probability for Industrial

Engineering
Discrete Probability Distributions

Dr. Öğr. Üyesi Hande ÇAVUŞ ARSLAN

Introduction
No matter whether a discrete probability distribution is represented
graphically by a histogram, in tabular form, or by means of a formula, the
behavior of a random variable is described.

Often, the observations generated by

different statistical experiments have the
same general type of behavior.

Consequently, discrete random variables

associated with these experiments can be
described by essentially the same probability
distribution and therefore can be
represented by a single formula.

For instance, in a study involving testing the effectiveness of a new drug,

the Number of cured patients among all the patients who use the drug
approximately follows a binomial distribution
Binominal and Multinominal Distributions
Bernoulli Distribution
An experiment often consists of repeated trials, each with two possible
outcomes that may be labeled success or failure.

We define success as 1, while failure is decribed with 0. The success period

of the Bernoulli trial is defined as p, the failure is q (1-p)

We may choose to define either outcome as a success. The process is

referred to as a Bernoulli process. Each trial is called a Bernoulli trial.

𝑓 𝑥 = 𝑃 𝑋 = 𝑥 = 𝑝 𝑥 (1 − 𝑝)1−𝑥
Binominal and Multinominal Distributions
Bernoulli Distribution

Strictly speaking, the Bernoulli process must possess the following properties:

1. The experiment consists of repeated trials.

2. Each trial results in an outcome that may be classified as a success or a

failure.

3. The probability of success, denoted by p, remains constant from trial to

trial.

4. The repeated trials are independent.

E1: Two fair dice are thrown. In this experiment, the player has to score (6,6)
to win the game. Find the probability of success in this experiment by using
Bernoulli process.

E2: In a pen manufacturer company, it is known that 97 out of 100 pens

produced by are non-defective. In this experiment, find the probability of
choosing the non-defective pencil according to Bernoulli process
Binominal and Multinominal Distributions
Binominal Distribution
The number X of successes in n Bernoulli trials is called a binomial random
variable. The probability distribution of this discrete random variable is called
the binomial distribution, and its values will be denoted by b(x; n, p) since they
depend on the number of trials and the probability of a success on a given
trial.

𝑛 𝑥 𝑛−𝑥 n: Number of Bernoulli trials

𝑓 𝑥 = 𝑝 𝑞
𝑥 x: The success Number of Bernoulli
trials
p: The success probability of each
Bernoulli trial
E3: A coin is flipped 4 times. Find the probabilities given below by using
appropriate distribution model.
a) Two heads
b) At least one heads
c) Having more than one head
E4: If the probability of having a boy or girl is equal, what is the probability of
having two boys in a family of 5 children?
E5: Three candidates from three different professions apply for three different
positions in three provinces. Candidates live in different provinces. What is
the probability that at least one of them will be employed in the province
where each candidate resides, with 1/3 the probability of being elected to the
position in the province where they are located?
E6: A newly developed missile destroys the target when it falls within 50 m of
the target. The probability of the missile destroying the target is 0.4. Prototype
5 missiles are fired at an artificial target. Find the possibilities given below;
a) At least one of them to destroy the artificial target
b) At least four of them to destroy the artificial target
Binominal and Multinominal Distributions
Multinominal Distribution
If a given trial can result in the k outcomes E1,E2, . . . , Ek with probabilities
p1, p2, . . . , pk, then the probability distribution of the random variables
X1,X2, . . . , Xk, representing the number of occurrences for E1,E2, . . . , Ek in
n independent trials, is

𝑛!
𝑓 𝑥1 , 𝑥2 , … , 𝑥𝑘 = 𝑝1 𝑥1 𝑝2 𝑥2 … 𝑝𝑘 𝑥𝑘
𝑥1 ! 𝑥2 ! … 𝑥𝑘 !
E7: A dice is rolled 12 times. What is the probability that it comes twice 1,
three times 2, once 3, twice 4, three times 5, once 6?
E8: There are 5 black, 4 red, 2 green balls in a jar. By replacing the ball drawn
in the jar, 6 balls are drawn. What is the probability of drawing 2 black balls, 3
red balls, 1 green ball?
Geometric Distribution
The probability distribution of the random variable X, the number of the trial on
which the first success occurs, is

𝑓 𝑥 = 𝑞 𝑥−1 . 𝑝
E9: If we keep rolling a dice until 1 hits, what is the probability of getting a 1
on the 3rd roll?
E10: For a certain manufacturing process, it is known that, on the average, 1
in every 100 items is defective. What is the probability that the fifth item
inspected is the first defective item found?
E11 In an oral exam, Mehmet's probability of answering any question correctly is
1/3. What is the probability that question 5 is the first question to be answered
correctly?
E12 At a “busy time,” a telephone exchange is very near capacity, so callers have
difficulty placing their calls. It may be of interest to know the number of
attempts necessary in order to make a connection. Suppose that we let p =
0.05 be the probability of a connection during a busy time. We are interested
in knowing the probability that 5 attempts are necessary for a successful call.
Negative Binominal Distribution
Let us consider an experiment where the properties are the same as those
listed for a binomial experiment, with the exception that the trials will be
repeated until a fixed number of successes occur. Therefore, instead of the
probability of x successes in n trials, where n is fixed, we are now interested
in the probability that the kth success occurs on the xth trial. Experiments of
this kind are called negative binomial experiments.

𝑥 − 1 𝑘 𝑥−𝑘
𝑓 𝑥 = 𝑝 𝑞 𝑥 = 𝑘, 𝑘 + 1, …
𝑘−1

As an illustration, consider the use of a drug that is known to be effective

in 60% of the cases where it is used. The drug will be considered a success
if it is effective in bringing some degree of relief to the patient. We are
interested in finding the probability that the fifth patient to experience relief
is the seventh patient to receive the drug during a given week.
E13 A dice is rolled.
a) What is the probability of getting 6 for the third time on the seventh
toss?
b) What is the probability of getting 4 for the second time on the third
toss?
Hypergeometric Distribution
The simplest way to view the distinction between the binomial distribution of
and the hypergeometric distribution is to note the way the sampling is done.

The types of applications for the hypergeometric are very similar to those
for the binomial distribution. We are interested in computing probabilities for
the number of observations that fall into a particular category. But in the case
of the binomial distribution, independence among trials is required. As a
result, if that distribution is applied to, say, sampling from a lot of items (deck
of cards, batch of production items), the sampling must be done with
replacement of each item after it is observed.

On the other hand, the hypergeometric distribution does not require

independence and is based on sampling done without replacement.
Hypergeometric Distribution

𝑎 N: total item number

𝑁−𝑎
a: total number of the desired item
𝑥 𝑛−𝑥
𝑓 𝑥 = n: the number of units withdrawn from
𝑁 this group
𝑛 x: The value of the random variable x
E14 There are 7 nondefective pieces with 3 defective pieces in a box. Without
replacing it, 3 pieces are drawn.

a) Find the probability distribution of the number of defective pieces drawn

b) Find the probability that no defective pieces and 2 defective pieces
drawn
Poisson Distribution
Experiments yielding numerical values of a random variable X, the number of
outcomes occurring during a given time interval or in a specified region, are
called Poisson experiments.
The given time interval may be of any length, such as a minute, a day, a
week, a month, or even a year.

For example, a Poisson experiment can generate observations for the random
variable X representing the number of telephone calls received per hour by an
office, the number of days school is closed due to snow during the winter, or
the number of games postponed due to rain during a baseball season.

The specified region could be a line segment, an area, a volume, or perhaps a

piece of material. In such instances, X might represent the number of field
mice per acre, the number of bacteria in a given culture, or the number of
typing errors per page.
Poisson Distribution
1. The number of outcomes occurring in one time interval or specified
region of space is independent of the number that occur in any other
disjoint time interval or region. In this sense we say that the Poisson
process has no memory.
2. The probability that a single outcome will occur during a very short time
interval or in a small region is proportional to the length of the time
interval or the size of the region and does not depend on the number of
outcomes occurring outside this time interval or region.

3. The probability that more than one outcome will occur in such a short
time interval or fall in such a small region is negligible.

𝜆: Average number of events per unit

𝑒 −𝜆 . 𝜆𝑥 space per unit time
𝑓 𝑥 =
𝑥! x: Number of events per unit space
per unit time
𝑒 = 2.718
E15 If it is known that there are an average of 5 accidents in a proper Square
in 6 months, find the probability of at least 2 accidents in the next 6
months..
E16 It is known that an average of 3 of the seedlings planted in tomato
greenhouses dry per acre. In the 2 decare greenhouse of a farmer
engaged in;

a) Possibility of 5 seedlings to dry

b) Find the probability that up to 2 seedlings will dry out.
E17 200 typos are randomly distributed to a 200-page book. On a randomly
selected page find the possibilities given below;

a) 3 typos
b) More than 3 typos
Approximation of Binomial Distribution by a Poisson Distribution
In the case of the binomial, if n is quite large and p is small, the conditions
begin to simulate the continuous space or time implications of the Poisson
process.

The independence among Bernoulli trials in the binomial case is consistent

with principle 2 of the Poisson process.

Allowing the parameter p to be close to 0 relates to principle 3 of the Poisson

process.

Indeed, if n is large and p is close to 0, the Poisson distribution can be used,

with;
𝜆 = 𝑛. 𝑝

𝑒 −𝜆 . 𝜆𝑦
𝑓 𝑌=𝑦 =
𝑦!
E18 One company produces ceramic pots. If the probability of defective pots
produced is 0.004, find the probability that at least 3 of 100 produced pots are
defective.