6.3c Geometric Random Variables

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    GeometricRandom Variables

    Target Goal:

    I can find probabilities involving geometric randomvariables

    6.3c

    h.w: pg 405: 93 99 odd, 101 - 103

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    Review Binomial:

    The # of trials n is fixed.

    Xcounts the number of successes.

    Possible values of X are 0, 1, 2, n Probability for success same for all n

    Independence

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    Consider:

    Flip a coin until you get a head.

    Roll a die until you get a 3.

    Shoot three pointers until you make 1.

    What is the main difference?

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    Geometric Distributions

    Countsthe number of trials until an event

    happens.1. Success or failures

    2. The probability of success p is the same for

    all events.3. Observations are independent.

    4. The variable of interest is (X= 1, 2, 3, , );

    the number of trials required to obtain thefirst success.

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    What does represent?

    You will never get a success loser.

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    Which is a Geometric Distribution? Check the conditions.

    Roll Die until 3 Draw an Ace

    Success or failures

    The prob. samefor all events

    Observations areindependent

    Execute untilevent occurs?

    Y Y

    Y

    Y Y

    Y:1/6N: First draw: 4/522nd draw: 4/51

    N: previous pick effects

    the next.

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    Rules for Calculating GeometricProbabilities

    The probability of the first success on thenthtrialis:

    P(X=n) = (1-p)n-1p for X = 1, 2, 3, ..

    {s/a qn-1p}

    (1-p) s/a q: Probability of failure withp being the probability of success

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    Note:

    The longer it takesto get the first success,the closer the probability gets to 0.

    The table of probabilities could have noend.

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    Example: Roll a Die

    Construct the probability distribution table

    for X= the number of rolls of a die until athree occurs.

    P(X=1) = (5/6)0(1/6)1= 0.1667

    P(X=2) = (5/6)1(1/6)1=

    P(X=3) =

    P(X=4) =

    Complete and fill in table.

    P(X=n) = (1-p)n-1p

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    The probability histogram for ageometric distributionis always skewedto the right.

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    Exercise: Hard Drive

    Suppose we have data that suggest that3%of a companys hard drives are

    defective.You have been asked to determine theprobability that the first defective hard driveis the fifth unit tested.

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    a) Verify that this is a geometric setting.

    Success or failures?

    The prob. same for all events?

    Observations are independent? Execute until event occurs?

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    Identify the random variable:

    X = number of drives tested in order to findthe first defective

    What constitutes success in this situation?

    Success is a defective hard drive.

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    b) What is the probability that the first defectivehard drive is the fifth unit tested?

    P(X=5) = (1-0.03)5-1(.03)= (0.97)4(.03)

    = .0266

    P(X=n) = (1-p)n-1p

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    c) Find the first four entries in the table of thepdffor the random variable X.

    X 1 2 3 4

    P(X) .03 .0291 .0282 .0274

    P(X=1), P(X=2), etc. (2min)

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    Mean or Expected Value

    The Mean or Expected Valueof a geometricvariable is:

    The Varianceof X is:

    2= (1-p)/p2

    =

    x

    1

    = p

    2/ pq

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    The probability that it takes more than n

    trails to see the first success is:P(X>n) = (1-p)n or qn

    Ex. Roll a die until a 3 is observed.

    The probability that it takes more than 6rolls to observe a 3 is:

    P(X>6)= (1-p)n

    = (5/6)6

    0.335

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    Exploring Geometric Distributions:Calculator

    Verify our previous results.

    Enter the list of the # of trials, 1 to 7 in L1.

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    Highlight L2and enter geometric pdfs;Select 2nd VARS: geometpdf (1/6,L1):

    Nspire: name after you enter formula

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    Menu:data,summary plot

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    Simulating Geometric Experiments

    Called wait time because you continue toconduct trails until a success is observed.

    Example : Show me the Money! Cheerios claims a free $1 bill every 20th

    box.

    Lets simulate to determine how manyboxes you need to buyto get the money.

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    Simulation with Table D

    Let 2 digit numbers 00 to 99 represent abox of Cheerios.

    Let 01 to 05 represent a box with $1.

    Let 00, 06 to 99 represent a box w/o $1 Read Table, line 127:

    Form pairs and organize into 5 rows, ten

    across until a 01 to 05 is found.Ex. 23 33 06

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    How many boxes did it take?

    Why?

    55!

    Check the variation.

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    Calculate the Variance and StandardDeviationto better understand the largenumber of trails.

    p= 1/20 = 0.05

    E(X) = 1/p= 20So why did we get 55?

    2= (1-p)/p2= .95/.0025 = 380

    (X) = 19.49

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    How many standard deviations is our resultfrom the mean?

    55 is about 1.8 s to the right of the mean20. (35 away from 20)

    So it is reasonable.

    Recall:

    is not an appropriate measure of spread

    for strongly skewed distributions.

    Our geometric distribution is stronglyskewed right.