More Poisson & Hypergeometric Probability Distribution
Table of Contents
1. Poisson
Formula: P(X=x) = (lambdax*e-lambda)/x!
1.1. Continuing the Vitamin C Problem
Suppose that a randomly selected person contracts no more than two colds in a given year. What is the probability that person takes/took Vitamin C supplements?
P(C|X<2)= P(C ∩ X ≤ 2)/P(X ≤ 2)= (0.7*0.423)/0.3336=0.8876
1.2. Example 2
Continuous inspection of electrolytic tin plates yields on average 0.2 imperfections per minute.
In light of the fact that we’re making the following assumptions:
- Assume that this rate remains constant in time.
- Assume we don’t expect to find 2 imperfections simultaneously (i.e. events are rare).
- Assume that the arrival of imperfections occurs independently.
given lambda = 2 imperfections a minute
assuming poisson proccess
the probability of one imperfection in three minutes
X*~poisson(.2*3) -> because .2 per minute so multiply this by 3 for 3 mintues
X*~poisson(.6)
P(X*=1) = (.61*e-.6)/!1 = .329
the probability of at least two imperfections in five minutes
X*~poisson(.2*5)
X*~poisson(1)
P(X*=2) = 1 - poisson(x*<2) = .264
the probability of at most one imperfection in .25 hours is…
P(X* <= 1) = P(X*=0) + P(X*=1)
2. Hypergeometric Probability Distribution
Characteristics
- 2 outcomes: S or F
- the # of tirals are fixed
- trials not independant
- (usually b/c # trials >= 10% population)
- theres no constant success rate or probability p
2.1. Binomial vs Hypergeometric
Recall the example where we had 1,000,000 people and 90% played soccer and we selected 2 people at random (Messi and Ronaldo).
P(Messi and Ronaldo play soccer)
=P(Messi Plays) * P(Ronaldo Plays | Messi Plays)
=900,000/1,000,000*899,999/999,999
=*0.80999991*
But since, we only selected 2 people (<10% of 1 million), we can just say:
P(Messi plays)*P(Ronaldo plays|Messi plays)
= P(Messi plays)*P(Ronaldo plays) -> Treat them as independent trials…
=900,000/1,000,000 * 900,000/1,000,000
=0.9*0.9
=*0.81*
We could do this because the number of trials was < 10% of the total size of the population.
In today’s examples, we will have the opposite. The number of trials will be > 10% of the total size of the population.
Instead of the Binomial Distribution, we’ll use the Hypergeometric Distribution.
2.2. Example 1
Twelve refrigerators have been returned to the distributor because of a high-pitched oscillating noise. Suppose you know that 4 of the 12 have a defective compressor and the rest have less-serious problems. Someone else (that doesn’t know this information) selects 6 refrigerators at random for problem identification. Let X be the number of those found with a defective compressor.
x = # of deffective compressors (in my selection of 6 fridges)
x is hypergeometric b/c
- success = defective & fail = non-defective
- 6 trials
- selected 6/12 = 50% > 10% of the population (no independance)
Sample space of X 4 D’s, 8 N’s, selecting 6
X = {0, 1, 2, 3, 4, 5, 6}
X = # Defective in sample of 6
we could do multiplication rule but without independance that is too much work
P(X = 3)
D1 D2 D3 d4 N1 N2 N3 N4 N5 N6 N7 N8
theres 12 and we need 6
order does not matter so…
(12 choose 6) = 924
Template
D D D N N N
Sample D1 D2 D3 N1 N2 N3
4 3 2/3! 8 7 6/3!
= (4 choose 3) * (8 choose 3) = 234
P(X=3) =((4 choose 3) * (8 choose 3))/(12 choose 6) = .2424