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Suppose that \(X\) is a Poisson random variable with \(\lambda=6\) (a) Compute the exact probability that \(X\) is less than 4 . (b) Approximate the probability that \(X\) is less than 4 and \(\mathrm{com}-\) pare to the result in part (a). (c) Approximate the probability that \(8

Short Answer

Expert verified
(a) Exact probability is 0.1512. (b) Approximate probability is about 0.2071. (c) Approximate probability is about 0.3034.

Step by step solution

01

Understanding Poisson Distribution

The Poisson distribution is a discrete probability distribution expressing the probability of a given number of events happening in a fixed interval of time or space. The average rate (mean) is denoted as \( \lambda \). Here, we have \( \lambda = 6 \).
02

Calculating Exact Probability for Part (a)

We need to find \( P(X < 4) \), which equals \( P(X = 0) + P(X = 1) + P(X = 2) + P(X = 3) \). The probability of a Poisson random variable is given by \( P(X = k) = \frac{e^{- ext{\lambda}} \cdot \text{\lambda}^k}{k!} \). Calculate each term: \( P(X = 0) = \frac{e^{-6} \cdot 6^0}{0!} = e^{-6} \). \( P(X = 1) = \frac{e^{-6} \cdot 6^1}{1!} = 6e^{-6} \). \( P(X = 2) = \frac{e^{-6} \cdot 6^2}{2!} = 18e^{-6} \). \( P(X = 3) = \frac{e^{-6} \cdot 6^3}{3!} = 36e^{-6} \). Summing these gives \( P(X < 4) = e^{-6}(1 + 6 + 18 + 36) = 0.1512 \) approximately.
03

Using Normal Approximation for Part (b)

For approximation, use the normal distribution since \( \lambda = 6 \) is reasonably large. The normal approximation for Poisson is \( X \sim N(\lambda, \lambda) \). For \( X < 4 \), use \( Z = \frac{X - \lambda}{\sqrt{\lambda}} \). For \( X = 4 \), \( Z = \frac{4 - 6}{\sqrt{6}} = -0.8165 \). Find the cumulative standard normal probability of \( Z < -0.8165 \), expected to be about \( 0.2071 \).
04

Normal Approximation for Between 8 and 12

Approximate \( P(8 < X < 12) \) using the normal distribution. Calculate \( Z \) values: \( Z_1 = \frac{8 - 6}{\sqrt{6}} = 0.8165 \), and \( Z_2 = \frac{12 - 6}{\sqrt{6}} = 2.4495 \). Using standard normal distribution, find \( P(0.8165 < Z < 2.4495) \). These correspond to probabilities \( P(Z < 2.4495) - P(Z < 0.8165) \) which lead to an approximate value of \( 0.3034 \).

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Key Concepts

These are the key concepts you need to understand to accurately answer the question.

Probability Calculation
Probability calculations are a major aspect of statistics and involve determining the likelihood of an event happening. In the context of a Poisson distribution, such as the one given in the problem where \( \lambda = 6 \), we aim to compute exact probabilities for discrete outcomes. The Poisson probability that a random variable \(X\) equals a specific value \(k\) is represented mathematically by: \[ P(X = k) = \frac{e^{-\lambda} \cdot \lambda^k}{k!} \]Here,
  • \(e\) is the base of the natural logarithm, approximately equal to 2.71828.
  • \(k!\) denotes the factorial of \(k\), which is the product of all positive integers up to \(k\).
To find the probability that \(X\) is less than a number, say 4, you sum up the probabilities of \(X\) being 0, 1, 2, and 3. Using the provided formula, you substitute each \(k\) value to find:
  • \( P(X = 0) = e^{-6} \)
  • \( P(X = 1) = 6e^{-6} \)
  • \( P(X = 2) = 18e^{-6} \)
  • \( P(X = 3) = 36e^{-6} \)
By adding these values, you get the cumulative probability of \(X < 4\). Understanding this method of probability calculation helps in systematically approaching problems involving discrete random variables.
Normal Approximation
Normal approximation is a statistical technique used to estimate probabilities for Poisson distributions when the parameter \(\lambda\) is sufficiently large. It leverages the Central Limit Theorem, which suggests that as the number of trials increases, the distribution of the sample means approximates a normal distribution. When using a normal approximation to a Poisson distribution with parameter \(\lambda\), you assume that \(X \sim N(\lambda, \lambda)\), meaning a normal distribution with mean \(\lambda\) and variance \(\lambda\).To approximate probabilities, convert the Poisson-based problem into a normal distribution problem. Calculate the standardized variable \(Z\) using:\[ Z = \frac{X - \lambda}{\sqrt{\lambda}} \]This conversion helps find probability values on the standard normal distribution table. For instance, to calculate \(P(X < 4)\), find \(Z\) for \(X = 4\) and consult the standard normal distribution table for \(P(Z < Z\text{-value})\). This approach simplifies the calculation without needing to consider every discrete probability individually, particularly useful when \(\lambda\) is large.
Probability Distribution
A probability distribution is a mathematical function that provides the likelihood of different outcomes in a random experiment. It assigns a probability to each measurable subset of the sample space, ensuring these probabilities adhere to certain rules, such as summing to one.In a Poisson distribution, which is used for modeling events that occur randomly over a fixed period or space, a single parameter \(\lambda\) is required. It characterizes the average number of times the event happens in the period of interest. For a Poisson distribution, different probabilities are assigned to each number of events based on the formula:\[ P(X = k) = \frac{e^{-\lambda} \cdot \lambda^k}{k!} \]Where
  • \(X\) is the number of occurrences.
  • \(\lambda\) is the average rate (mean) of occurrence.
  • \(k\) is a non-negative integer.
This distribution helps solve a variety of practical problems in fields such as telecommunications, traffic flow, and various service sectors, where understanding how events distribute over time/space helps optimize operations and reduce costs.
Statistical Methods
Statistical methods involve a range of mathematical techniques to analyze data and draw inferences about a population based on sample observations. These include describing data, testing hypotheses, analyzing relationships, and predicting future probabilities or trends. In the context of the Poisson distribution, statistical methods refer to the application and interpretation of data that follows this specific distribution. It includes computing probabilities for different discrete outcomes and comparing actual outcomes to theoretical probabilities. Additionally, statistical methods such as the normal approximation are used to simplify these calculations when working with larger datasets. By leveraging the properties of the normal distribution, statisticians can make more practical estimations for probability outcomes without needing exhaustive precise calculations for each possible event number. These methods are crucial in various fields, such as quality control, environmental science, and risk management, where understanding the statistical behavior of a process or phenomenon can lead to more informed decision-making and strategic optimization.

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Most popular questions from this chapter

The diameter of the dot produced by a printer is normally distributed with a mean diameter of 0.002 inch and a standard deviation of 0.0004 inch. (a) What is the probability that the diameter of a dot exceeds 0.0026 inch? (b) What is the probability that a diameter is between 0.0014 and 0.0026 inch? (c) What standard deviation of diameters is needed so that the probability in part (b) is \(0.995 ?\)

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