1. Probability Distributions
A probability distribution describes how probabilities are assigned to each possible value of a random variable.
- For discrete random variables, it is often given by a Probability Mass Function (PMF).
- For continuous random variables, it is described by a Probability Density Function (PDF).
2. Binomial Distribution
Definition:
The Binomial distribution models the number of successes in n independent trials, each with the same probability of success (p).
- Random variable: X = number of successes
- Parameters: n = number of trials, p = probability of success
PMF
P(X=k)=(kn)pk(1−p)n−k,k=0,1,2,...,n
Mean and Variance
E(X)=np,Var(X)=np(1−p)
Example:
- Toss a coin 5 times, count heads (p=0.5, n=5)
- P(X=3)=(35)(0.5)3(0.5)2=10⋅0.125⋅0.25=0.3125
3. Poisson Distribution
Definition:
The Poisson distribution models the number of events occurring in a fixed interval of time or space, given that events occur independently and at a constant rate λ.
- Random variable: X = number of occurrences
- Parameter: λ = expected number of occurrences
PMF
P(X=k)=k!e−λλk,k=0,1,2,...
Mean and Variance
E(X)=λ,Var(X)=λ
Example:
- Cars passing through a toll booth in an hour, average 4 per hour (λ=4)
- Probability exactly 2 cars pass:
P(X=2)=2!e−442=216e−4=8e−4≈0.1465
Note: Poisson is a limit of Binomial for large n and small p (np=λ).
4. Hypergeometric Distribution
Definition:
The Hypergeometric distribution models the number of successes in a sample drawn without replacement from a finite population.
PMF
P(X=k)=(nN)(kK)(n−kN−K),max(0,n−(N−K))≤k≤min(K,n)
Mean and Variance
E(X)=nNK,Var(X)=nNKNN−KN−1N−n
Example:
- A box contains 10 red and 15 blue balls (N=25,K=10), draw 5 balls (n=5)
- Probability exactly 2 are red:
P(X=2)=(525)(210)(315)=5313045⋅455≈0.385
Key: Unlike Binomial, Hypergeometric samples without replacement, so probabilities change after each draw.
5. Summary Table
| Distribution |
Random Variable |
Parameters |
PMF |
Mean |
Variance |
Notes |
| Binomial |
# of successes |
n, p |
(kn)pk(1−p)n−k |
np |
np(1−p) |
Independent trials, with replacement |
| Poisson |
# of events in interval |
λ |
k!e−λλk |
λ |
λ |
Events rare, independent, constant rate |
| Hypergeometric |
# of successes in sample |
N, K, n |
(nN)(kK)(n−kN−K) |
nK/N |
nK(N−K)(N−n)/N2(N−1) |
Sampling without replacement |
Key Points to Remember
- Binomial → independent trials, fixed probability, with replacement.
- Poisson → models rare events, often approximates Binomial.
- Hypergeometric → no replacement, probabilities change after each draw.