Discrete Probabilistic Models

Paulo Fagandini

Lisbon Accounting and Business School – Polytechnic University of Lisbon

Disclaimer

These slides are a free translation and adaptation from the slide deck for Estatística I by Prof. Sandra Custódio and Prof. Teresa Ferreira from the Lisbon Accounting and Business School - Polytechnical University of Lisbon.

Types of random variables

  • We studied a couple of ways in which we could categorize the random variables.

  • One of these classifications was discrete and continuous random variables.

  • We will start by focusing in the first family of r.v.s

Types of random variables

  • According to the type of event we are measuring, we can do even better, and cluster together random variables that behave similarly.

  • We will define families of statistical distributions. Knowing to which statistical distribution our random variable belongs, will endow us with a set of tools to deal with them adequately.

Bernoulli and Binomial Distributions

Bernoulli experiment (or trial)

The Bernoulli experiment consists in a random experiment with the following features:

  • Only two events: \(A\) and \(A^c\), for example success and failure. \(\Omega=\{A,A^c\}\)
  • The success happens with probability \(p\) and failure with probability \(q=1-p\): \[P(A)=p\quad P(A^c)=q=1-p\]

Bernoulli Process

This process has even further these three characteristics:

  • Only two possible outcomes in each draw
  • \(P(A)\) remains constant thorough the experiment
  • Repeated trials are independent, i.e. what happened before does not affect what will happen in the future.

This is process has a binary outcome: Success (1) - Failure (0).

Bernoulli Distribution

The random variable \(X\) follows a Bernoulli distribution with parameter \(p \in [0,1]\), \(X\sim Ber(1,p)\) if its probability function is given by: \[P(X=x)=f_X(x)=\begin{cases}p^x(1-p)^{1-x} & x\in\{0,1\}\\ 0 & otherwise\end{cases}\]

It is trivial to check that \(P(X=1)=p\) and \(P(X=0)=1-p\).

Bernoulli Distribution

The first two moments of the distribution (mean and variance) are given by:

  • \(E[X]=p\)
  • \(V[X]=p(1-p)\)

In summary, Bernoulli’s tries to model what is the probability of success or failure in a single independent trial.

Binomial Distribution

Binomial Distribution

This distribution, is a generalization of Bernoulli’s.

In this case, it might be better to start from the summary to stress the difference with Bernoulli’s:

The Binomial distribution answers what is the probability that, after \(n\) independent fail-success trials, in any order, for example, you succeeded \(m\leq n\) times.

Binomial Distribution

A random variable \(X\) follows a Binomial distribution, \(X\sim Bin(n,p)\) if its probability function \(P(X=x)\) is: \[ f_X(x)=\begin{cases}\binom{n}{x}p^x(1-p)^{1-x} & x=0,1,...,n\\ 0 & otherwise\end{cases} \]

Note that if we change \(n\) or \(p\) we would get another binomial distribution, i.e. \(B(n,p)\neq B(m,r)\) if either \(n\neq m\) or \(p\neq r\).

Bernoulli is a Binomial distribution with \(n=1\).

Side note about binomials

Binomial distribution

Computing this probability can become very laborious, even for small values for \(n\). This can be solved thanks to:

  1. Computers and advanced calculators
  2. Tables for values for \(n\) from 1 to 20, and for \(p\) from 0.05 to 0.5. Note that if \(p>0.5\) you can just \[X\sim Bin(x,n,p)\ \leftrightarrow\ \hat{X}\sim Bin(n-x,n,1-p)\]

Binomial distribution

The first two moments of the distribution are found as:

  1. \(E[X]=\mu_X=\sum x\binom{n}{x}p^x(1-p)^{1-x}=np\)
  2. \(V[X]=E[(X-\mu)^2]=\\=\sum x^2\binom{n}{x}p^x(1-p)^{1-x}-\mu^2=np(1-p)\)

Additivity Theorem of the Binomial Distribution

Let \(k\) independent random variables \(X_i\) with \(i=1,2,..., k\), where \(X_i\sim Bin(x_i,n_i,p)\), then

\[ \begin{aligned} \text{if }S_k&=X_1+X_2+...+X_k=\sum_{i=1}^k X_i \\ S_k&\sim Bin\left(s_k, n=\sum_{i=1}^k n_i, p\right) \end{aligned} \]

Example

Using the tables for the binomial distribution, or the calculator, find the value of the following probabilities:

  1. \(P(X\leq 3)\) if \(X\sim Bin(9,0.4)\)
  2. \(P(2\leq X\leq 6)\) if \(X\sim Bin(7,0.3)\)
  3. If \(X\sim Bin(10,p)\) and \(P(X\leq 5)=0.8338\), what is \(p\)?
✅ Answer
  1. By direct Table inspection \(P(X\leq 3)=0.4826\)
  2. \(P(2\leq x\leq 6)=P(x\leq 6)-P(x\leq 2^-)=\\=F(6)-F(1)=0.9998-0.3294=0.6704\)
  3. By direct inspection of the table \(p=0.40\)

Example

The SNS (Portugal’s National Health Service) has said that the probability of an individual carrying a specific gene, that triggers a certain disease is 0.1. In the city of Porto, 10 individuals were randomly selected for a study, while 8 individuals were randomly chosen in Lisbon for the same purpose. Assess the veracity of the following sentence:

The probability of, in Lisbon, 2 individuals carrying the gene, knowing that between Porto and Lisbon only 5 individuals were found to carry that gene, is 0.2941.

Example

Let \(X\sim Bin(10,0.1)\) (for Porto) and \(Y\sim Bin(8,0.1)\) (for Lisbon). Then \(X+Y\sim Bin(18,0.1)\).

\[ \begin{aligned} P(Y=2|X+Y=5)&=\frac{P(Y=2, X+Y=5)}{P(X+Y=5)}\\ &=\frac{P(Y=2, X=3)}{P(X+Y=5)}\\ &=\frac{P(Y=2)P(X=3)}{P(X+Y=5)} \end{aligned} \]

Using the tables we have \(P(Y=2)=0.1488\), \(P(X=3)=0.0574\), \(P(X+Y=5)=0.0218\), and therefore \(P(Y=2|X+Y=5)=0.392\). False

Hypergeometric Distribution

Hypergeometric Distribution

Suppose you have a population with size \(N\), from where \(M\) elements have some characteristic, and therefore \(N-M\) do not. From that sample, we draw randomly a sample of size \(n\), without replacement, and we would like to know, from this sample, how many have the characteristic we mentioned.

Given we are not replacing the elements we put in our sample, the events here are not independent!

Hypergeometric Distribution

In this case the r.v. \(X\) would be how many elements from our sample have the referred characteristic. \(X\sim Hypergeometric (N,M,n)\) if its probability distribution function \(P(X=x)\) is:

\[ f_X(x)=\frac{\binom{M}{x}\binom{N-M}{n-x}}{\binom{N}{n}} \]

where \(max(0,M+n-N)\leq x \leq min(M,n)\)

Hypergeometric Distribution

The first two moments of the distribution are found as:

  • \(E[X]=\mu_X=n\frac{M}{N}=np\)
  • \(V[X]=npq\frac{N-n}{N-1}\) note here that because we do not replace elements, we get a smaller variance.

Hypergeometric vs Binomial

  • Binomial
  • Replacement
  • Same population every draw
  • Independent draws
  • Hypergeometric
  • No replacement
  • Population changes every time
  • Dependent draws

Hypergeometric \(\rightarrow\) Binomial

Let \(X\sim Hypergeometric(N,M,n)\). If \(N>>n\) then the change in the population is very small, and then the draws approximate independent draws (population is very similar after a draw). As a rule of thumb if \(\frac{n}{N}\leq 0.1\) or if the sample size is less than 10% of the population, we can approximate the Hypergeometric with the Binomial.

\[X\sim Hypergeom(N,M,n)\leftrightarrow X\approx Bin\left(n,p=\frac{M}{N}\right)\]

The smaller \(\frac{n}{N}\) the better the approximation.

Geometric Distribution

Geometric Distribution (Pascal’s)

Consider a succession of Bernoulli trials, and let \(X\) the r.v. how many trials you need until observing the first success. This is a r.v. because there might be situations when you get success at your first trial, or second, etc. You cannot anticipate this.

\(X\sim Geo(p)\) if its probability distribution function \(P(X=x)\) is given by:

\[f_X(x)=p^x(1-p)^{1-x}\ ,\ x\in\{1,2,...\},\ p\in[0,1]\]

Geometric Distribution (Pascal’s)

The first two moments of the distribution are found as:

  • \(E[X]=\mu_X=\frac{1}{p}\)
  • \(V[X]=\frac{1-p}{p^2}\)
  • \(F_X(x)=\begin{cases}0 & x<1 \\ 1-(1-p)^k & k\leq x < k+1,\ k\in\mathbb{N}\end{cases}\)

Geometric Distribution (Pascal’s)

There is a special feature of this distribution, it is said it “lacks memory” in the following sense. Let \(s>t>0\)

\[ \begin{aligned} P(X>s|X>t)&=\frac{P(X>s \wedge X>t)}{P(X>t)}=\frac{P(X>s)}{P(X>t)}\\ &=\frac{1-F(s)}{1-F(t)}=\frac{(1-p)^s}{(1-p)^t}=(1-p)^{s-t}\\ P(X>s-t)&=1-P(x\leq s-t)=1-F(x)\\ &=(1-p)^{s-t} \end{aligned} \]

Geometric and Binomial

Distribution r.v. \(X\) Parameter
Binomial # Success # Trials
Geometric # Trials 1st Success

Example

A company specialized in sport footwear, imports a share of the material that is packed in boxes of 1000 units. To avoid counterfeiting, in each box 5 products are randomly selected, and the whole box is returned if one of these 5 products raises suspicions.

  1. What is the probability that a box with 10 suspicious units is returned? Sol
  2. Check if this probability changes too much if you disregard that you are not replacing the items. Sol
  3. What is the probability that we need to inspect 15 units, independently between them, until finding a suspicious item? Sol
  4. How many units you inspect until finding the first suspicious unit? Sol

Poisson Distribution

Poisson Distribution

This distribution is associated with a process of counting, a Poisson process.

Examples:

  • Count the number of patients arriving every day to the E.R. in a hospital.
  • Count how many calls does a call-center receive in an hour.
  • Count how many typos does a book have.

You can count something in a time frame, or a particular region.

Poisson process

The Poisson process has the following features:

  1. It must be homogeneous in time/space. It only depends on the length that you consider to measure, not where, not when.
  2. Events happening in disjoint regions/time slots must be independent.
  3. The probability of having an event in the exact same space or at the exact same time is negligible (no simultaneous events).

Poisson Distribution

The r.v. \(X\) follows a Poisson distribution if \(X\sim Poi(\lambda)\) if its probability distribution function \(P(X=x)\) is given by:

\[ f_X(x)=\begin{cases} \frac{e^{-\lambda}\lambda^x}{x!} & x=0,1,... \\ 0 & otherwise \end{cases} \]

with \(\lambda>0\), which represents the average number of events in a given time slot or region.

Poisson Distribution

The first two moments of the distribution are found as:

  • \(E[X]=\lambda\)
  • \(V[X]=\lambda\)

Additivity Theorem of the Poisson Distribution

Let \(k\) r.v.s \(X_i\) with \(i=1,2,...,k\), independent, where \(X_i\sim Poi(\lambda_i)\). Let

\[S_k=X_1+...+X_k=\sum_{i=1}^k X_i\]

Then \(S_k\sim Poi\left(\Sigma_{i=1}^k\lambda_i\right)\)

Binomial \(\rightarrow\) Poisson

Let \(X\sim Bin(n,p)\). If \(n>>1>>p\), i.e. if this is a very rare event (very low success probability) in a very large sample, you can approximate this with a Poisson distribution, where \(\lambda=np\).

\(X\sim Bin(x,n,p)\leftrightarrow\ X\approx Poi(x,\lambda=np)\)

As a rule of thumb, do not approximate if \(p\in[0.1,0.9]\) or if \(n\leq 20\).

Example

Find the value of the following probabilities, using the Poisson table

  1. \(P(X\leq 5)\) if \(X\sim Poi(10)\)
  2. \(P(4\leq X \leq 8)\) if \(X\sim Poi(5)\) Sol
  3. \(P(X=7)\) if \(X\sim Poi(10)\) Sol
✅ Answer
  1. Looking directly at the table, we find that \(P(X\leq 5)=F(5)=0.0671\)
  2. Looking at the table we get \(F(8)=0.9319\) and \(F(4^-)=F(3)=0.2650\), therefore \(P(4\leq X \leq 8)=0.9319-0.2650=0.6669\)
  3. Looking directly at the table, we see that \(P(X\leq 7)=0.2202\) and \(P(X\leq 6)=0.1301\), and therefore \(P(X=7)=0.2202-0.1301=0.0901\)

Example

The number of patients arriving daily to the ICU in a hospital, follows a Poisson process with mean 4. The ICU has capacity of 6 patients, the others, are derived to the nearest hospital. Assess the validity of the following sentences:

  1. The probability that, on a given day, there is no need to transfer any patient is 0.8893.Sol
  2. The most likely number of patients arriving daily to the ICU is 6.Sol
  3. The probability that, on a given day, arrive 5 patients, given that in the previous day only 2 patients arrived, is 0.1563.Sol
  4. The probability that, in 5 days, at least 15 patients arrive to the ICU is 0.8435.Sol
  5. To ensure that approx. 97% of the time (days) there are no transfers, it is necessary to increase the capacity in 4 more beds.Sol

Bibliography

  • Murteira, B.; Silva Ribeiro, C.; Andrade e Silva, J. & Pimenta, C.,Introdução à Estatística,Escolar Editora,McGraw-Hill, 2010
  • Paulino, C. D. & Branco, J. A. (2005). Exercícios de Probabilidade e Estatística. Escolar Editora
  • Pimenta, F., Andrade e Silva, J.; Silva Ribeiro, C. & Murteira, B., Introdução à Estatística – 3ª Edição, Escolar Editora, 2015

Appendix

Binomials

Back to Binomial Distribution

Binomial Table

Back to exercise

Distribution Function

n = 1

x 0.05 0.10 0.15 0.20 0.25 0.30 0.35 0.40 0.45 0.50
0 0.9500 0.9000 0.8500 0.8000 0.7500 0.7000 0.6500 0.6000 0.5500 0.5000
1 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000

n = 2

x 0.05 0.10 0.15 0.20 0.25 0.30 0.35 0.40 0.45 0.50
0 0.9025 0.8100 0.7225 0.6400 0.5625 0.4900 0.4225 0.3600 0.3025 0.2500
1 0.9975 0.9900 0.9775 0.9600 0.9375 0.9100 0.8775 0.8400 0.7975 0.7500
2 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000

n = 3

x 0.05 0.10 0.15 0.20 0.25 0.30 0.35 0.40 0.45 0.50
0 0.8574 0.7290 0.6141 0.5120 0.4219 0.3430 0.2746 0.2160 0.1664 0.1250
1 0.9928 0.9720 0.9392 0.8960 0.8438 0.7840 0.7183 0.6480 0.5748 0.5000
2 0.9999 0.9990 0.9966 0.9920 0.9844 0.9730 0.9571 0.9360 0.9089 0.8750
3 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000

n = 4

x 0.05 0.10 0.15 0.20 0.25 0.30 0.35 0.40 0.45 0.50
0 0.8145 0.6561 0.5220 0.4096 0.3164 0.2401 0.1785 0.1296 0.0915 0.0625
1 0.9860 0.9477 0.8905 0.8192 0.7383 0.6517 0.5630 0.4752 0.3910 0.3125
2 0.9995 0.9963 0.9880 0.9728 0.9492 0.9163 0.8735 0.8208 0.7585 0.6875
3 1.0000 0.9999 0.9995 0.9984 0.9961 0.9919 0.9850 0.9744 0.9590 0.9375
4 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000

n = 5

x 0.05 0.10 0.15 0.20 0.25 0.30 0.35 0.40 0.45 0.50
0 0.7738 0.5905 0.4437 0.3277 0.2373 0.1681 0.1160 0.0778 0.0503 0.0312
1 0.9774 0.9185 0.8352 0.7373 0.6328 0.5282 0.4284 0.3370 0.2562 0.1875
2 0.9988 0.9914 0.9734 0.9421 0.8965 0.8369 0.7648 0.6826 0.5931 0.5000
3 1.0000 0.9995 0.9978 0.9933 0.9844 0.9692 0.9460 0.9130 0.8688 0.8125
4 1.0000 1.0000 0.9999 0.9997 0.9990 0.9976 0.9947 0.9898 0.9815 0.9688
5 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000

n = 6

x 0.05 0.10 0.15 0.20 0.25 0.30 0.35 0.40 0.45 0.50
0 0.7351 0.5314 0.3771 0.2621 0.1780 0.1176 0.0754 0.0467 0.0277 0.0156
1 0.9672 0.8857 0.7765 0.6554 0.5339 0.4202 0.3191 0.2333 0.1636 0.1094
2 0.9978 0.9842 0.9527 0.9011 0.8306 0.7443 0.6471 0.5443 0.4415 0.3438
3 0.9999 0.9987 0.9941 0.9830 0.9624 0.9295 0.8826 0.8208 0.7447 0.6562
4 1.0000 0.9999 0.9996 0.9984 0.9954 0.9891 0.9777 0.9590 0.9308 0.8906
5 1.0000 1.0000 1.0000 0.9999 0.9998 0.9993 0.9982 0.9959 0.9917 0.9844
6 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000

n = 7

x 0.05 0.10 0.15 0.20 0.25 0.30 0.35 0.40 0.45 0.50
0 0.6983 0.4783 0.3206 0.2097 0.1335 0.0824 0.0490 0.0280 0.0152 0.0078
1 0.9556 0.8503 0.7166 0.5767 0.4449 0.3294 0.2338 0.1586 0.1024 0.0625
2 0.9962 0.9743 0.9262 0.8520 0.7564 0.6471 0.5323 0.4199 0.3164 0.2266
3 0.9998 0.9973 0.9879 0.9667 0.9294 0.8740 0.8002 0.7102 0.6083 0.5000
4 1.0000 0.9998 0.9988 0.9953 0.9871 0.9712 0.9444 0.9037 0.8471 0.7734
5 1.0000 1.0000 0.9999 0.9996 0.9987 0.9962 0.9910 0.9812 0.9643 0.9375
6 1.0000 1.0000 1.0000 1.0000 0.9999 0.9998 0.9994 0.9984 0.9963 0.9922
7 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000

n = 8

x 0.05 0.10 0.15 0.20 0.25 0.30 0.35 0.40 0.45 0.50
0 0.6634 0.4305 0.2725 0.1678 0.1001 0.0576 0.0319 0.0168 0.0084 0.0039
1 0.9428 0.8131 0.6572 0.5033 0.3671 0.2553 0.1691 0.1064 0.0632 0.0352
2 0.9942 0.9619 0.8948 0.7969 0.6785 0.5518 0.4278 0.3154 0.2201 0.1445
3 0.9996 0.9950 0.9786 0.9437 0.8862 0.8059 0.7064 0.5941 0.4770 0.3633
4 1.0000 0.9996 0.9971 0.9896 0.9727 0.9420 0.8939 0.8263 0.7396 0.6367
5 1.0000 1.0000 0.9998 0.9988 0.9958 0.9887 0.9747 0.9502 0.9115 0.8555
6 1.0000 1.0000 1.0000 0.9999 0.9996 0.9987 0.9964 0.9915 0.9819 0.9648
7 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9998 0.9993 0.9983 0.9961
8 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000

n = 9

x 0.05 0.10 0.15 0.20 0.25 0.30 0.35 0.40 0.45 0.50
0 0.6302 0.3874 0.2316 0.1342 0.0751 0.0404 0.0207 0.0101 0.0046 0.0020
1 0.9288 0.7748 0.5995 0.4362 0.3003 0.1960 0.1211 0.0705 0.0385 0.0195
2 0.9916 0.9470 0.8591 0.7382 0.6007 0.4628 0.3373 0.2318 0.1495 0.0898
3 0.9994 0.9917 0.9661 0.9144 0.8343 0.7297 0.6089 0.4826 0.3614 0.2539
4 1.0000 0.9991 0.9944 0.9804 0.9511 0.9012 0.8283 0.7334 0.6214 0.5000
5 1.0000 0.9999 0.9994 0.9969 0.9900 0.9747 0.9464 0.9006 0.8342 0.7461
6 1.0000 1.0000 1.0000 0.9997 0.9987 0.9957 0.9888 0.9750 0.9502 0.9102
7 1.0000 1.0000 1.0000 1.0000 0.9999 0.9996 0.9986 0.9962 0.9909 0.9805
8 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9997 0.9992 0.9980
9 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000

n = 10

x 0.05 0.10 0.15 0.20 0.25 0.30 0.35 0.40 0.45 0.50
0 0.5987 0.3487 0.1969 0.1074 0.0563 0.0282 0.0135 0.0060 0.0025 0.0010
1 0.9139 0.7361 0.5443 0.3758 0.2440 0.1493 0.0860 0.0464 0.0233 0.0107
2 0.9885 0.9298 0.8202 0.6778 0.5256 0.3828 0.2616 0.1673 0.0996 0.0547
3 0.9990 0.9872 0.9500 0.8791 0.7759 0.6496 0.5138 0.3823 0.2660 0.1719
4 0.9999 0.9984 0.9901 0.9672 0.9219 0.8497 0.7515 0.6331 0.5044 0.3770
5 1.0000 0.9999 0.9986 0.9936 0.9803 0.9527 0.9051 0.8338 0.7384 0.6230
6 1.0000 1.0000 0.9999 0.9991 0.9965 0.9894 0.9740 0.9452 0.8980 0.8281
7 1.0000 1.0000 1.0000 0.9999 0.9996 0.9984 0.9952 0.9877 0.9726 0.9453
8 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9995 0.9983 0.9955 0.9893
9 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9997 0.9990
10 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000

n = 11

x 0.05 0.10 0.15 0.20 0.25 0.30 0.35 0.40 0.45 0.50
0 0.5688 0.3138 0.1673 0.0859 0.0422 0.0198 0.0088 0.0036 0.0014 0.0005
1 0.8981 0.6974 0.4922 0.3221 0.1971 0.1130 0.0606 0.0302 0.0139 0.0059
2 0.9848 0.9104 0.7788 0.6174 0.4552 0.3127 0.2001 0.1189 0.0652 0.0327
3 0.9984 0.9815 0.9306 0.8389 0.7133 0.5696 0.4256 0.2963 0.1911 0.1133
4 0.9999 0.9972 0.9841 0.9496 0.8854 0.7897 0.6683 0.5328 0.3971 0.2744
5 1.0000 0.9997 0.9973 0.9883 0.9657 0.9218 0.8513 0.7535 0.6331 0.5000
6 1.0000 1.0000 0.9997 0.9980 0.9924 0.9784 0.9499 0.9006 0.8262 0.7256
7 1.0000 1.0000 1.0000 0.9998 0.9988 0.9957 0.9878 0.9707 0.9390 0.8867
8 1.0000 1.0000 1.0000 1.0000 0.9999 0.9994 0.9980 0.9941 0.9852 0.9673
9 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9998 0.9993 0.9978 0.9941
10 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9998 0.9995
11 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000

n = 12

x 0.05 0.10 0.15 0.20 0.25 0.30 0.35 0.40 0.45 0.50
0 0.5404 0.2824 0.1422 0.0687 0.0317 0.0138 0.0057 0.0022 0.0008 0.0002
1 0.8816 0.6590 0.4435 0.2749 0.1584 0.0850 0.0424 0.0196 0.0083 0.0032
2 0.9804 0.8891 0.7358 0.5583 0.3907 0.2528 0.1513 0.0834 0.0421 0.0193
3 0.9978 0.9744 0.9078 0.7946 0.6488 0.4925 0.3467 0.2253 0.1345 0.0730
4 0.9998 0.9957 0.9761 0.9274 0.8424 0.7237 0.5833 0.4382 0.3044 0.1938
5 1.0000 0.9995 0.9954 0.9806 0.9456 0.8822 0.7873 0.6652 0.5269 0.3872
6 1.0000 0.9999 0.9993 0.9961 0.9857 0.9614 0.9154 0.8418 0.7393 0.6128
7 1.0000 1.0000 0.9999 0.9994 0.9972 0.9905 0.9745 0.9427 0.8883 0.8062
8 1.0000 1.0000 1.0000 0.9999 0.9996 0.9983 0.9944 0.9847 0.9644 0.9270
9 1.0000 1.0000 1.0000 1.0000 1.0000 0.9998 0.9992 0.9972 0.9921 0.9807
10 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9997 0.9989 0.9968
11 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9998
12 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000

n = 13

x 0.05 0.10 0.15 0.20 0.25 0.30 0.35 0.40 0.45 0.50
0 0.5133 0.2542 0.1209 0.0550 0.0238 0.0097 0.0037 0.0013 0.0004 0.0001
1 0.8646 0.6213 0.3983 0.2336 0.1267 0.0637 0.0296 0.0126 0.0049 0.0017
2 0.9755 0.8661 0.6920 0.5017 0.3326 0.2025 0.1132 0.0579 0.0269 0.0112
3 0.9969 0.9658 0.8820 0.7473 0.5843 0.4206 0.2783 0.1686 0.0929 0.0461
4 0.9997 0.9935 0.9658 0.9009 0.7940 0.6543 0.5005 0.3530 0.2279 0.1334
5 1.0000 0.9991 0.9925 0.9700 0.9198 0.8346 0.7159 0.5744 0.4268 0.2905
6 1.0000 0.9999 0.9987 0.9930 0.9757 0.9376 0.8705 0.7712 0.6437 0.5000
7 1.0000 1.0000 0.9998 0.9988 0.9944 0.9818 0.9538 0.9023 0.8212 0.7095
8 1.0000 1.0000 1.0000 0.9998 0.9990 0.9960 0.9874 0.9679 0.9302 0.8666
9 1.0000 1.0000 1.0000 1.0000 0.9999 0.9993 0.9975 0.9922 0.9797 0.9539
10 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9997 0.9987 0.9959 0.9888
11 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9995 0.9983
12 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999
13 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000

n = 14

x 0.05 0.10 0.15 0.20 0.25 0.30 0.35 0.40 0.45 0.50
0 0.4877 0.2288 0.1028 0.0440 0.0178 0.0068 0.0024 0.0008 0.0002 0.0001
1 0.8470 0.5846 0.3567 0.1979 0.1010 0.0475 0.0205 0.0081 0.0029 0.0009
2 0.9699 0.8416 0.6479 0.4481 0.2811 0.1608 0.0839 0.0398 0.0170 0.0065
3 0.9958 0.9559 0.8535 0.6982 0.5213 0.3552 0.2205 0.1243 0.0632 0.0287
4 0.9996 0.9908 0.9533 0.8702 0.7415 0.5842 0.4227 0.2793 0.1672 0.0898
5 1.0000 0.9985 0.9885 0.9561 0.8883 0.7805 0.6405 0.4859 0.3373 0.2120
6 1.0000 0.9998 0.9978 0.9884 0.9617 0.9067 0.8164 0.6925 0.5461 0.3953
7 1.0000 1.0000 0.9997 0.9976 0.9897 0.9685 0.9247 0.8499 0.7414 0.6047
8 1.0000 1.0000 1.0000 0.9996 0.9978 0.9917 0.9757 0.9417 0.8811 0.7880
9 1.0000 1.0000 1.0000 1.0000 0.9997 0.9983 0.9940 0.9825 0.9574 0.9102
10 1.0000 1.0000 1.0000 1.0000 1.0000 0.9998 0.9989 0.9961 0.9886 0.9713
11 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9994 0.9978 0.9935
12 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9997 0.9991
13 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999
14 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000

n = 15

x 0.05 0.10 0.15 0.20 0.25 0.30 0.35 0.40 0.45 0.50
0 0.4633 0.2059 0.0874 0.0352 0.0134 0.0047 0.0016 0.0005 0.0001 0.0000
1 0.8290 0.5490 0.3186 0.1671 0.0802 0.0353 0.0142 0.0052 0.0017 0.0005
2 0.9638 0.8159 0.6042 0.3980 0.2361 0.1268 0.0617 0.0271 0.0107 0.0037
3 0.9945 0.9444 0.8227 0.6482 0.4613 0.2969 0.1727 0.0905 0.0424 0.0176
4 0.9994 0.9873 0.9383 0.8358 0.6865 0.5155 0.3519 0.2173 0.1204 0.0592
5 0.9999 0.9978 0.9832 0.9389 0.8516 0.7216 0.5643 0.4032 0.2608 0.1509
6 1.0000 0.9997 0.9964 0.9819 0.9434 0.8689 0.7548 0.6098 0.4522 0.3036
7 1.0000 1.0000 0.9994 0.9958 0.9827 0.9500 0.8868 0.7869 0.6535 0.5000
8 1.0000 1.0000 0.9999 0.9992 0.9958 0.9848 0.9578 0.9050 0.8182 0.6964
9 1.0000 1.0000 1.0000 0.9999 0.9992 0.9963 0.9876 0.9662 0.9231 0.8491
10 1.0000 1.0000 1.0000 1.0000 0.9999 0.9993 0.9972 0.9907 0.9745 0.9408
11 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9995 0.9981 0.9937 0.9824
12 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9997 0.9989 0.9963
13 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9995
14 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000
15 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000

n = 16

x 0.05 0.10 0.15 0.20 0.25 0.30 0.35 0.40 0.45 0.50
0 0.4401 0.1853 0.0743 0.0281 0.0100 0.0033 0.0010 0.0003 0.0001 0.0000
1 0.8108 0.5147 0.2839 0.1407 0.0635 0.0261 0.0098 0.0033 0.0010 0.0003
2 0.9571 0.7892 0.5614 0.3518 0.1971 0.0994 0.0451 0.0183 0.0066 0.0021
3 0.9930 0.9316 0.7899 0.5981 0.4050 0.2459 0.1339 0.0651 0.0281 0.0106
4 0.9991 0.9830 0.9209 0.7982 0.6302 0.4499 0.2892 0.1666 0.0853 0.0384
5 0.9999 0.9967 0.9765 0.9183 0.8103 0.6598 0.4900 0.3288 0.1976 0.1051
6 1.0000 0.9995 0.9944 0.9733 0.9204 0.8247 0.6881 0.5272 0.3660 0.2272
7 1.0000 0.9999 0.9989 0.9930 0.9729 0.9256 0.8406 0.7161 0.5629 0.4018
8 1.0000 1.0000 0.9998 0.9985 0.9925 0.9743 0.9329 0.8577 0.7441 0.5982
9 1.0000 1.0000 1.0000 0.9998 0.9984 0.9929 0.9771 0.9417 0.8759 0.7728
10 1.0000 1.0000 1.0000 1.0000 0.9997 0.9984 0.9938 0.9809 0.9514 0.8949
11 1.0000 1.0000 1.0000 1.0000 1.0000 0.9997 0.9987 0.9951 0.9851 0.9616
12 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9998 0.9991 0.9965 0.9894
13 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9994 0.9979
14 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9997
15 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000
16 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000

n = 17

x 0.05 0.10 0.15 0.20 0.25 0.30 0.35 0.40 0.45 0.50
0 0.4181 0.1668 0.0631 0.0225 0.0075 0.0023 0.0007 0.0002 0.0000 0.0000
1 0.7922 0.4818 0.2525 0.1182 0.0501 0.0193 0.0067 0.0021 0.0006 0.0001
2 0.9497 0.7618 0.5198 0.3096 0.1637 0.0774 0.0327 0.0123 0.0041 0.0012
3 0.9912 0.9174 0.7556 0.5489 0.3530 0.2019 0.1028 0.0464 0.0184 0.0064
4 0.9988 0.9779 0.9013 0.7582 0.5739 0.3887 0.2348 0.1260 0.0596 0.0245
5 0.9999 0.9953 0.9681 0.8943 0.7653 0.5968 0.4197 0.2639 0.1471 0.0717
6 1.0000 0.9992 0.9917 0.9623 0.8929 0.7752 0.6188 0.4478 0.2902 0.1662
7 1.0000 0.9999 0.9983 0.9891 0.9598 0.8954 0.7872 0.6405 0.4743 0.3145
8 1.0000 1.0000 0.9997 0.9974 0.9876 0.9597 0.9006 0.8011 0.6626 0.5000
9 1.0000 1.0000 1.0000 0.9995 0.9969 0.9873 0.9617 0.9081 0.8166 0.6855
10 1.0000 1.0000 1.0000 0.9999 0.9994 0.9968 0.9880 0.9652 0.9174 0.8338
11 1.0000 1.0000 1.0000 1.0000 0.9999 0.9993 0.9970 0.9894 0.9699 0.9283
12 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9994 0.9975 0.9914 0.9755
13 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9995 0.9981 0.9936
14 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9997 0.9988
15 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999
16 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000
17 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000

n = 18

x 0.05 0.10 0.15 0.20 0.25 0.30 0.35 0.40 0.45 0.50
0 0.3972 0.1501 0.0536 0.0180 0.0056 0.0016 0.0004 0.0001 0.0000 0.0000
1 0.7735 0.4503 0.2241 0.0991 0.0395 0.0142 0.0046 0.0013 0.0003 0.0001
2 0.9419 0.7338 0.4797 0.2713 0.1353 0.0600 0.0236 0.0082 0.0025 0.0007
3 0.9891 0.9018 0.7202 0.5010 0.3057 0.1646 0.0783 0.0328 0.0120 0.0038
4 0.9985 0.9718 0.8794 0.7164 0.5187 0.3327 0.1886 0.0942 0.0411 0.0154
5 0.9998 0.9936 0.9581 0.8671 0.7175 0.5344 0.3550 0.2088 0.1077 0.0481
6 1.0000 0.9988 0.9882 0.9487 0.8610 0.7217 0.5491 0.3743 0.2258 0.1189
7 1.0000 0.9998 0.9973 0.9837 0.9431 0.8593 0.7283 0.5634 0.3915 0.2403
8 1.0000 1.0000 0.9995 0.9957 0.9807 0.9404 0.8609 0.7368 0.5778 0.4073
9 1.0000 1.0000 0.9999 0.9991 0.9946 0.9790 0.9403 0.8653 0.7473 0.5927
10 1.0000 1.0000 1.0000 0.9998 0.9988 0.9939 0.9788 0.9424 0.8720 0.7597
11 1.0000 1.0000 1.0000 1.0000 0.9998 0.9986 0.9938 0.9797 0.9463 0.8811
12 1.0000 1.0000 1.0000 1.0000 1.0000 0.9997 0.9986 0.9942 0.9817 0.9519
13 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9997 0.9987 0.9951 0.9846
14 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9998 0.9990 0.9962
15 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9993
16 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999
17 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000
18 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000

n = 19

x 0.05 0.10 0.15 0.20 0.25 0.30 0.35 0.40 0.45 0.50
0 0.3774 0.1351 0.0456 0.0144 0.0042 0.0011 0.0003 0.0001 0.0000 0.0000
1 0.7547 0.4203 0.1985 0.0829 0.0310 0.0104 0.0031 0.0008 0.0002 0.0000
2 0.9335 0.7054 0.4413 0.2369 0.1113 0.0462 0.0170 0.0055 0.0015 0.0004
3 0.9868 0.8850 0.6841 0.4551 0.2631 0.1332 0.0591 0.0230 0.0077 0.0022
4 0.9980 0.9648 0.8556 0.6733 0.4654 0.2822 0.1500 0.0696 0.0280 0.0096
5 0.9998 0.9914 0.9463 0.8369 0.6678 0.4739 0.2968 0.1629 0.0777 0.0318
6 1.0000 0.9983 0.9837 0.9324 0.8251 0.6655 0.4812 0.3081 0.1727 0.0835
7 1.0000 0.9997 0.9959 0.9767 0.9225 0.8180 0.6656 0.4878 0.3169 0.1796
8 1.0000 1.0000 0.9992 0.9933 0.9713 0.9161 0.8145 0.6675 0.4940 0.3238
9 1.0000 1.0000 0.9999 0.9984 0.9911 0.9674 0.9125 0.8139 0.6710 0.5000
10 1.0000 1.0000 1.0000 0.9997 0.9977 0.9895 0.9653 0.9115 0.8159 0.6762
11 1.0000 1.0000 1.0000 1.0000 0.9995 0.9972 0.9886 0.9648 0.9129 0.8204
12 1.0000 1.0000 1.0000 1.0000 0.9999 0.9994 0.9969 0.9884 0.9658 0.9165
13 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9993 0.9969 0.9891 0.9682
14 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9994 0.9972 0.9904
15 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9995 0.9978
16 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9996
17 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000
18 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000
19 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000

n = 20

x 0.05 0.10 0.15 0.20 0.25 0.30 0.35 0.40 0.45 0.50
0 0.3585 0.1216 0.0388 0.0115 0.0032 0.0008 0.0002 0.0000 0.0000 0.0000
1 0.7358 0.3917 0.1756 0.0692 0.0243 0.0076 0.0021 0.0005 0.0001 0.0000
2 0.9245 0.6769 0.4049 0.2061 0.0913 0.0355 0.0121 0.0036 0.0009 0.0002
3 0.9841 0.8670 0.6477 0.4114 0.2252 0.1071 0.0444 0.0160 0.0049 0.0013
4 0.9974 0.9568 0.8298 0.6296 0.4148 0.2375 0.1182 0.0510 0.0189 0.0059
5 0.9997 0.9887 0.9327 0.8042 0.6172 0.4164 0.2454 0.1256 0.0553 0.0207
6 1.0000 0.9976 0.9781 0.9133 0.7858 0.6080 0.4166 0.2500 0.1299 0.0577
7 1.0000 0.9996 0.9941 0.9679 0.8982 0.7723 0.6010 0.4159 0.2520 0.1316
8 1.0000 0.9999 0.9987 0.9900 0.9591 0.8867 0.7624 0.5956 0.4143 0.2517
9 1.0000 1.0000 0.9998 0.9974 0.9861 0.9520 0.8782 0.7553 0.5914 0.4119
10 1.0000 1.0000 1.0000 0.9994 0.9961 0.9829 0.9468 0.8725 0.7507 0.5881
11 1.0000 1.0000 1.0000 0.9999 0.9991 0.9949 0.9804 0.9435 0.8692 0.7483
12 1.0000 1.0000 1.0000 1.0000 0.9998 0.9987 0.9940 0.9790 0.9420 0.8684
13 1.0000 1.0000 1.0000 1.0000 1.0000 0.9997 0.9985 0.9935 0.9786 0.9423
14 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9997 0.9984 0.9936 0.9793
15 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9997 0.9985 0.9941
16 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9997 0.9987
17 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9998
18 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000
19 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000
20 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000

Hypergeometric Example

Back to the exercise

First, note that \(X\sim Hypergeometric(1000, 10, n)\)

\[ \begin{aligned} P(X\geq 1)&=1-P(X<1)=1-P(X\leq 0)\\ &=1-P(X=0) = 1-\frac{\binom{10}{0}\binom{990}{5}}{\binom{1000}{5}}\\ &=1-0.9509\approx 0.0491 \end{aligned} \]

Hypergeometric Example

Back to the exercise

With reposition we could approximate with the Binomial (note \(n/N=0.005<0.1\)), \(X\approx Bin(n=5,M/N=0.01)\)

\[P(X\geq 1)=1-P(X=0)\approx 1-0.95099\approx 0.04901\]

Both values are very close.

Hypergeometric Example

Back to the exercise

\(Y\sim Geo(p=0.01)\),

\[ \begin{aligned} P(Y=15)&=p(1-p)^{y-1}=0.01(1-0.01)^{14}\\ &=0.01(0.8687458)^14\approx 0.009 \end{aligned} \]

Hypergeometric Example

Back to the exercise

\(Y\sim Geo(p=0.01)\), then \[E[Y]=\frac{1}{p}=\frac{1}{0.01}=100\]

You need to inspect 100 units on average.

Poisson Table

Back to exercise

Distribution Function

\(x\setminus\lambda\) 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0
0 0.9048 0.8187 0.7408 0.6703 0.6065 0.5488 0.4966 0.4493 0.4066 0.3679
1 0.9953 0.9825 0.9631 0.9384 0.9098 0.8781 0.8442 0.8088 0.7725 0.7358
2 0.9998 0.9989 0.9964 0.9921 0.9856 0.9769 0.9659 0.9526 0.9371 0.9197
3 1.0000 0.9999 0.9997 0.9992 0.9982 0.9966 0.9942 0.9909 0.9865 0.9810
4 1.0000 1.0000 1.0000 0.9999 0.9998 0.9996 0.9992 0.9986 0.9977 0.9963
5 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9998 0.9997 0.9994
6 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999
7 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000
\(x\setminus\lambda\) 1.1 1.2 1.3 1.4 1.5 1.6 1.7 1.8 1.9 2.0
0 0.3329 0.3012 0.2725 0.2466 0.2231 0.2019 0.1827 0.1653 0.1496 0.1353
1 0.6990 0.6626 0.6268 0.5918 0.5578 0.5249 0.4932 0.4628 0.4337 0.4060
2 0.9004 0.8795 0.8571 0.8335 0.8088 0.7834 0.7572 0.7306 0.7037 0.6767
3 0.9743 0.9662 0.9569 0.9463 0.9344 0.9212 0.9068 0.8913 0.8747 0.8571
4 0.9946 0.9923 0.9893 0.9857 0.9814 0.9763 0.9704 0.9636 0.9559 0.9473
5 0.9990 0.9985 0.9978 0.9968 0.9955 0.9940 0.9920 0.9896 0.9868 0.9834
6 0.9999 0.9997 0.9996 0.9994 0.9991 0.9987 0.9981 0.9974 0.9966 0.9955
7 1.0000 1.0000 0.9999 0.9999 0.9998 0.9997 0.9996 0.9994 0.9992 0.9989
8 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9999 0.9998 0.9998
9 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000
\(x\setminus\lambda\) 2.1 2.2 2.3 2.4 2.5 2.6 2.7 2.8 2.9 3.0
0 0.1225 0.1108 0.1003 0.0907 0.0821 0.0743 0.0672 0.0608 0.0550 0.0498
1 0.3796 0.3546 0.3309 0.3084 0.2873 0.2674 0.2487 0.2311 0.2146 0.1991
2 0.6496 0.6227 0.5960 0.5697 0.5438 0.5184 0.4936 0.4695 0.4460 0.4232
3 0.8386 0.8194 0.7993 0.7787 0.7576 0.7360 0.7141 0.6919 0.6696 0.6472
4 0.9379 0.9275 0.9162 0.9041 0.8912 0.8774 0.8629 0.8477 0.8318 0.8153
5 0.9796 0.9751 0.9700 0.9643 0.9580 0.9510 0.9433 0.9349 0.9258 0.9161
6 0.9941 0.9925 0.9906 0.9884 0.9858 0.9828 0.9794 0.9756 0.9713 0.9665
7 0.9985 0.9980 0.9974 0.9967 0.9958 0.9947 0.9934 0.9919 0.9901 0.9881
8 0.9997 0.9995 0.9994 0.9991 0.9989 0.9985 0.9981 0.9976 0.9969 0.9962
9 0.9999 0.9999 0.9999 0.9998 0.9997 0.9996 0.9995 0.9993 0.9991 0.9989
10 1.0000 1.0000 1.0000 1.0000 0.9999 0.9999 0.9999 0.9998 0.9998 0.9997
\(x\setminus\lambda\) 3.1 3.2 3.3 3.4 3.5 3.6 3.7 3.8 3.9 4.0
0 0.0450 0.0408 0.0369 0.0334 0.0302 0.0273 0.0247 0.0224 0.0202 0.0183
1 0.1847 0.1712 0.1586 0.1468 0.1359 0.1257 0.1162 0.1074 0.0992 0.0916
2 0.4012 0.3799 0.3594 0.3397 0.3208 0.3027 0.2854 0.2689 0.2531 0.2381
3 0.6248 0.6025 0.5803 0.5584 0.5366 0.5152 0.4942 0.4735 0.4532 0.4335
4 0.7982 0.7806 0.7626 0.7442 0.7254 0.7064 0.6872 0.6678 0.6484 0.6288
5 0.9057 0.8946 0.8829 0.8705 0.8576 0.8441 0.8301 0.8156 0.8006 0.7851
6 0.9612 0.9554 0.9490 0.9421 0.9347 0.9267 0.9182 0.9091 0.8995 0.8893
7 0.9858 0.9832 0.9802 0.9769 0.9733 0.9692 0.9648 0.9599 0.9546 0.9489
8 0.9953 0.9943 0.9931 0.9917 0.9901 0.9883 0.9863 0.9840 0.9815 0.9786
9 0.9986 0.9982 0.9978 0.9973 0.9967 0.9960 0.9952 0.9942 0.9931 0.9919
10 0.9996 0.9995 0.9994 0.9992 0.9990 0.9987 0.9984 0.9981 0.9977 0.9972
\(x\setminus\lambda\) 4.1 4.2 4.3 4.4 4.5 4.6 4.7 4.8 4.9 5.0
0 0.0166 0.0150 0.0136 0.0123 0.0111 0.0101 0.0091 0.0082 0.0074 0.0067
1 0.0845 0.0780 0.0719 0.0663 0.0611 0.0563 0.0518 0.0477 0.0439 0.0404
2 0.2238 0.2102 0.1974 0.1851 0.1736 0.1626 0.1523 0.1425 0.1333 0.1247
3 0.4142 0.3954 0.3772 0.3594 0.3423 0.3257 0.3097 0.2942 0.2793 0.2650
4 0.6093 0.5898 0.5704 0.5512 0.5321 0.5132 0.4946 0.4763 0.4582 0.4405
5 0.7693 0.7531 0.7367 0.7199 0.7029 0.6858 0.6684 0.6510 0.6335 0.6160
6 0.8786 0.8675 0.8558 0.8436 0.8311 0.8180 0.8046 0.7908 0.7767 0.7622
7 0.9427 0.9361 0.9290 0.9214 0.9134 0.9049 0.8960 0.8867 0.8769 0.8666
8 0.9755 0.9721 0.9683 0.9642 0.9597 0.9549 0.9497 0.9442 0.9382 0.9319
9 0.9905 0.9889 0.9871 0.9851 0.9829 0.9805 0.9778 0.9749 0.9717 0.9682
10 0.9966 0.9959 0.9952 0.9943 0.9933 0.9922 0.9910 0.9896 0.9880 0.9863
\(x\setminus\lambda\) 5.1 5.2 5.3 5.4 5.5 5.6 5.7 5.8 5.9 6.0
0 0.00610 0.00552 0.00499 0.00452 0.00409 0.00370 0.00335 0.00303 0.00274 0.00248
1 0.03719 0.03420 0.03145 0.02891 0.02656 0.02441 0.02242 0.02059 0.01890 0.01735
2 0.11648 0.10879 0.10155 0.09476 0.08838 0.08239 0.07677 0.07151 0.06658 0.06197
3 0.25127 0.23807 0.22541 0.21329 0.20170 0.19062 0.18005 0.16996 0.16035 0.15120
4 0.42313 0.40613 0.38952 0.37331 0.35752 0.34215 0.32721 0.31272 0.29866 0.28506
5 0.59842 0.58091 0.56347 0.54613 0.52892 0.51186 0.49498 0.47831 0.46187 0.44568
6 0.74742 0.73239 0.71713 0.70167 0.68604 0.67026 0.65437 0.63839 0.62236 0.60630
7 0.85598 0.84492 0.83348 0.82166 0.80949 0.79698 0.78415 0.77103 0.75763 0.74398
8 0.92518 0.91806 0.91055 0.90265 0.89436 0.88568 0.87662 0.86719 0.85739 0.84724
9 0.96440 0.96033 0.95594 0.95125 0.94622 0.94087 0.93518 0.92916 0.92279 0.91608
10 0.98440 0.98230 0.98000 0.97749 0.97475 0.97178 0.96856 0.96510 0.96137 0.95738
\(x\setminus\lambda\) 6.1 6.2 6.3 6.4 6.5 6.6 6.7 6.8 6.9 7.0
0 0.00224 0.00203 0.00184 0.00166 0.00150 0.00136 0.00123 0.00111 0.00101 0.00091
1 0.01592 0.01461 0.01341 0.01230 0.01128 0.01034 0.00948 0.00869 0.00796 0.00730
2 0.05765 0.05362 0.04985 0.04632 0.04304 0.03997 0.03711 0.03444 0.03195 0.02964
3 0.14250 0.13423 0.12637 0.11892 0.11185 0.10515 0.09881 0.09281 0.08713 0.08177
4 0.27189 0.25918 0.24690 0.23507 0.22367 0.21270 0.20216 0.19203 0.18231 0.17299
5 0.42975 0.41411 0.39877 0.38374 0.36904 0.35467 0.34065 0.32698 0.31366 0.30071
6 0.59024 0.57421 0.55823 0.54233 0.52652 0.51084 0.49530 0.47992 0.46472 0.44971
7 0.73010 0.71602 0.70175 0.68732 0.67276 0.65808 0.64332 0.62849 0.61361 0.59871
8 0.83674 0.82591 0.81477 0.80331 0.79157 0.77956 0.76728 0.75477 0.74203 0.72909
9 0.90902 0.90162 0.89388 0.88580 0.87738 0.86864 0.85957 0.85018 0.84049 0.83050
10 0.95311 0.94856 0.94372 0.93859 0.93316 0.92743 0.92140 0.91507 0.90843 0.90148
\(x\setminus\lambda\) 7.1 7.2 7.3 7.4 7.5 7.6 7.7 7.8 7.9 8.0
0 0.000825 0.000747 0.000676 0.000611 0.000553 0.000500 0.000453 0.000410 0.000371 0.000335
1 0.006683 0.006122 0.005607 0.005135 0.004701 0.004304 0.003940 0.003606 0.003300 0.003019
2 0.027480 0.025474 0.023607 0.021871 0.020257 0.018757 0.017364 0.016070 0.014869 0.013754
3 0.076699 0.071917 0.067406 0.063153 0.059145 0.055371 0.051819 0.048477 0.045334 0.042380
4 0.164063 0.155516 0.147340 0.139525 0.132062 0.124939 0.118145 0.111670 0.105503 0.099632
5 0.288119 0.275897 0.264043 0.252557 0.241436 0.230681 0.220287 0.210251 0.200569 0.191236
6 0.434920 0.420356 0.406032 0.391962 0.378155 0.364621 0.351369 0.338407 0.325740 0.313374
7 0.583817 0.568941 0.554107 0.539333 0.524639 0.510042 0.495560 0.481209 0.467004 0.452961
8 0.715964 0.702668 0.689224 0.675651 0.661967 0.648192 0.634343 0.620441 0.606503 0.592547
9 0.820212 0.809650 0.798820 0.787735 0.776408 0.764851 0.753080 0.741109 0.728952 0.716624
10 0.894229 0.886677 0.878825 0.870677 0.862238 0.853513 0.844508 0.835230 0.825686 0.815886
\(x\setminus\lambda\) 9.1 9.2 9.3 9.4 9.5 9.6 9.7 9.8 9.9 10.0
0 0.000112 0.000101 0.000091 0.000083 0.000075 0.000068 0.000061 0.000055 0.000050 0.000045
1 0.001128 0.001031 0.000942 0.000860 0.000786 0.000718 0.000656 0.000599 0.000547 0.000499
2 0.005751 0.005307 0.004895 0.004515 0.004164 0.003839 0.003539 0.003262 0.003006 0.002769
3 0.019776 0.018420 0.017152 0.015967 0.014860 0.013826 0.012861 0.011960 0.011120 0.010336
4 0.051682 0.048580 0.045647 0.042878 0.040263 0.037795 0.035467 0.033271 0.031202 0.029253
5 0.109751 0.104074 0.098650 0.093471 0.088528 0.083815 0.079322 0.075041 0.070965 0.067086
6 0.197823 0.189165 0.180803 0.172733 0.164949 0.157447 0.150221 0.143265 0.136574 0.130141
7 0.312316 0.301000 0.289950 0.279171 0.268663 0.258428 0.248467 0.238779 0.229364 0.220221
8 0.442552 0.429609 0.416834 0.404235 0.391823 0.379606 0.367590 0.355783 0.344191 0.332820
9 0.574235 0.561076 0.547946 0.534858 0.521826 0.508862 0.495979 0.483188 0.470502 0.457930
10 0.694067 0.682026 0.669881 0.657646 0.645331 0.632949 0.620510 0.608024 0.595501 0.582950

Poisson Example

Back to the exercise

If \(X\) if the r.v. of the number of patients arriving every day at the ICU, \(X\sim Poi(4)\). We are interested in \(P(X\leq 6)\), looking at the table we get \(F(6)=0.8893\). True.

Poisson Example

Back to the exercise

Note that from the table we can see that \(P(X=3)=P(X=4)=0.1954\), and also \(\lambda=4\). Given that \(\lambda=E[X]\), the most likely value must be \(\lambda\) or very close. In sum, the sentence is false.

Poisson Example

Back to the exercise

We need to remember two important facts about the Poisson distribution. In two disjoint periods, the random variables are independent. So the number of patients one day, and the number of patients in the next days are independent. On the other hand, remember that the distribution must be the same for the same time-window (they are independently but identically distributed):

\[P(X_{day2}=5|X_{day1}=2)=P(X_{day2}=5)=0.1563\]

The sentence is true.

Poisson Example

Back to the exercise

Let \(Y\sim Poi(20)\) (because of the additivity theorem).

\[ \begin{aligned} P(Y\geq 15)&=1-P(Y<15)\\ &=1-P(Y\leq 14)=1-F(14)\\& =1-0.1049=0.8951 \end{aligned} \]

The sentence is false.

Poisson Example

Back to the exercise

In this exercise, we need to find, given that \(\lambda=4\), the \(x\) that makes \(F(x)\) greater or equal than 0.97. By inspection in the table, we see that it is \(x=8\), but we have know 6 beds, and therefore we would need 2 more beds to satisfy our requirement.

The sentence is false.