Discrete Probability Distributions Flashcards
Uniform
all events are equally likely; constant probability
Bernoulli
> 2 outcomes, success or failure
P(X=1) = p
P(X=0) = 1 - p
Binomial assumptions
> All trials are independent
All trials have the same probability of success
Two outcomes on each trial
Binomial definition
> X=number of successes in n random trials
Binomial parameters
X ~ (n,p)
where n = number of trials
p = probability of success
0!
1
Geometric Definition
X = number of trials until first success is observed.
Geometric assumptions
> Infinite number of possible trials
All trials are independent
All trials have same probability of success (p)
Geometric parameters
X ~ Geometric(p)
where p = probability of success
Negative Binomial definition
X = number of trials until rth success
Negative Binomial Assumptions
> All trials are independent
All trials have same probability of success (p)
Requires a sequence of r-1 fails in x-1 trials, followed by success on the xth trial.
Negative binomial parameters
X ~ Negative Binomial (p,r)
where p = probability of success
r = number of successes
x = total number of trials
Poisson distribution definition
X = number of events over a fixed interval of time/space
Poisson assumptions
> Events occur randomly at constant rate λ
Events are independent
Events occur uniformly
Poisson Parameters
X ~ Poisson (λ)
where λ = average no. of events per unit interval
Poisson approximation to Binomial
> when 𝑝 < 0.1 and 𝑛 > 50
the product 𝜆 = 𝑛𝑝 is constant
then the binomial(n, p) probabilities will be close to the Poisson(𝜆) probabilities
with 𝜆 = 𝑛𝑝
the Poisson can be used as an approximation.