Geometric and Poisson Distributions

Statistics I · Lecture 10

Authors
Affiliation

Today

  • Geometric distribution and its lack of memory
  • Poisson distribution, and when a Binomial becomes a Poisson
  • Which model is this?
  • Practice, from 🟢 to 🔴

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:

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

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 \(s>t>0\)

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

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

❓ Geometric · Question 1

\(X\sim Geo(p)\) counts the number of trials up to and including the first success. Then \(E[X]\) equals:

A. \(p\)

B. \(\frac{1-p}{p^2}\)

C. \(\frac{1}{p}\)

D. \(np\)

✅ C. If a success happens one time in five, you wait five trials on average. Note \(\frac{1-p}{p^2}\) is the variance.

❓ Geometric · Question 2

The Geometric distribution is memoryless, which means that for \(s>t\), \(P(X>s|X>t)\) equals:

A. \(P(X>s)\)

B. \(P(X>s+t)\)

C. \(P(X>s-t)\)

D. \(0\)

✅ C. We showed \(P(X>s|X>t)=(1-p)^{s-t}\), which is exactly \(P(X>s-t)\). The failures already accumulated are forgotten.

✏️ Geometric · Question 3

Each call you make is answered with probability \(p=0.2\), independently. Let \(X\) be the number of calls until the first one is answered.

Compute \(P(X=3)\), \(P(X>4)\) and \(E[X]\).

✅ Geometric · Solution

\(P(X=3)=(1-p)^2 p=0.8^2\times 0.2=0.128\)

\(P(X>4)=(1-p)^4=0.8^4=0.4096\)

\(E[X]=\frac{1}{0.2}=5\) calls

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 \(n\leq 20\).

When is the approximation safe?

Bars are the exact \(Bin(n,p)\). The red outline is \(Poi(\lambda=np)\). Slide \(n\) up and \(p\) down keeping \(\lambda\) near 4, and watch them merge.

n =
p =

What the chart showed

At \(n=10\), \(p=0.4\) the red line misses the bars badly. Drag \(p\) down to \(0.02\) and \(n\) up to \(200\): same \(\lambda=4\), and the two become almost indistinguishable.

The approximation is not about \(\lambda\) being right, it is about the event being rare in a large sample. Keeping \(\lambda\) fixed while raising \(n\) and lowering \(p\) is exactly the limit the theorem describes.

Watch the “biggest gap” readout against the rule of thumb: it is what the \(p\notin[0.1,0.9]\) and \(n>20\) conditions are protecting you from.

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

❓ Poisson · Question 1

If \(X\sim Poisson(\lambda)\), then:

A. \(E[X]=\lambda\), \(V[X]=\lambda^2\)

B. \(E[X]=\frac{1}{\lambda}\)

C. \(E[X]=\lambda\), \(V[X]=1\)

D. \(E[X]=V[X]=\lambda\)

✅ D. The Poisson is the one distribution in this chapter whose mean and variance coincide.

❓ Poisson · Question 2

The Binomial is well approximated by a Poisson when:

A. \(n\) is large, \(p\) is small, and \(np\) stays moderate

B. \(n\) is small and \(p\) large

C. \(n=p\)

D. always

✅ A. Many trials, each very unlikely, with a stable expected count \(\lambda=np\): rare events over a fixed interval.

✏️ Poisson · Question 3

A call centre receives on average 3 calls per minute, following a Poisson process.

Compute \(P(X=0)\), \(P(X\leq 2)\) and \(P(X>2)\) for a given minute.

✅ Poisson · Solution

With \(\lambda=3\) and \(f_X(x)=\frac{e^{-\lambda}\lambda^x}{x!}\):

\(P(X=0)=e^{-3}\approx 0.0498\) · \(P(X=1)=3e^{-3}\approx 0.1494\) · \(P(X=2)=\frac{9}{2}e^{-3}\approx 0.2240\)

\(P(X\leq 2)\approx 0.4232\), so \(P(X>2)=1-P(X\leq 2)\approx 0.5768\)

Practice

Practice

The exercises go from easy to hard:

  • 🟢 warm-up: one formula, one step
  • 🟡 standard: two or three steps
  • 🟠 exam level: this is what you will find in the midterm
  • 🔴 stretch: you need to combine several things

In the midterm, nobody will tell you which distribution to use. So we start with that.

🟢 Practice · Which model is this?

Name the distribution of \(X\), and its parameters:

  1. You pick 20 items with replacement, each is defective with probability 0.03. \(X\) is the number of defective items.
  2. You draw 5 cards 🃏 from a deck of 52. \(X\) is the number of aces.
  3. You receive on average 12 emails 📧 per hour. \(X\) is the number of emails in the next hour.
  4. You call clients 📞 until one accepts the offer, each accepts with probability 0.15. \(X\) is the number of calls.

✅ 1. \(Bin(20,0.03)\) 2. \(Hypergeometric(52,4,5)\) 3. \(Poi(12)\) 4. \(Geo(0.15)\)

🟢 Practice · Which model is this?

Name the distribution of \(X\), and its parameters:

  1. A class has 30 students, 12 of them Erasmus. You pick 4 for a group work. \(X\) is the number of Erasmus students in the group.
  2. A report has 10 pages, with on average 0.5 typos per page. \(X\) is the number of typos in the whole report.
  3. A bank processes 500 transactions, each is fraudulent with probability 0.002. \(X\) is the number of frauds.

✅ 5. \(Hypergeometric(30,12,4)\) 6. \(Poi(5)\), by additivity 7. \(Bin(500,0.002)\), which is approximately \(Poi(1)\)

🟢 Practice · Exercise 1

Let \(X\sim Poi(2.5)\). Using the table, find:

(a) \(P(X\leq 1)\)

(b) \(P(X=4)\)

(c) \(P(X>5)\)

(a) \(F(1)=0.2873\)

(b) \(P(X=4)=F(4)-F(3)=0.8912-0.7576=0.1336\)

(c) \(P(X>5)=1-F(5)=1-0.9580=0.0420\)

🟡 Practice · Exercise 2

A salesperson 📞 closes a sale in each call with probability 0.2, independently between calls. Let \(X\) be the number of calls until the first sale.

(a) Find the probability that the first sale happens in the 3rd call.

(b) Find the probability that more than 5 calls are needed. How many calls are expected?

(c) The first 4 calls failed. What is the probability that more than 3 additional calls are needed?

✅ Practice · Exercise 2 · Solution

\(X\sim Geo(0.2)\)

(a) \(P(X=3)=0.2\times 0.8^2=0.128\)

(b) \(P(X>5)=0.8^5\approx 0.3277\), and \(E[X]=\frac{1}{0.2}=5\) calls.

(c) By the lack of memory, \(P(X>7|X>4)=P(X>3)=0.8^3=0.512\). The 4 failed calls do not change anything, the phone does not remember.

🟡 Practice · Exercise 3

A website 💻 has, on average, 2 errors per hour, following a Poisson process.

(a) Find the probability of no errors in the next 30 minutes.

(b) Find the probability of at least 3 errors in the next 2 hours.

The parameter follows the time window: in 30 minutes \(X\sim Poi(1)\), and in 2 hours \(Y\sim Poi(4)\).

(a) \(P(X=0)=e^{-1}\approx 0.3679\)

(b) \(P(Y\geq 3)=1-F(2)=1-0.2381=0.7619\)

🟡 Practice · Exercise 4

The probability that a subject is allergic to the active ingredient of drug M 💊 is 0.05. In a laboratory 80 subjects, randomly chosen, are tested.

Find the probability that exactly 2 subjects are allergic.

\(X\sim Bin(80,0.05)\), and \(n=80\) is not in the table.

\(n\) is large and \(p\) small, so \(X\approx Poi(80\times 0.05)=Poi(4)\):

\[P(X=2)\approx F(2)-F(1)=0.2381-0.0916=0.1465\]

The exact Binomial value is \(0.1446\).

🟠 Practice · Exercise 5

In Branch 17 of the Bank of Coins 🏦, the clients asking about financial services follow a Poisson process. The probability that no client shows up in one hour is 0.3679. The branch opens from 8:30 until 14:30, and 25% of the clients are female.

(a) How many clients are expected between 12:00 and 13:00?

(b) Find the probability that at most 6 clients show up in a whole day.

(c) Out of 10 clients, find the probability that 6 or fewer are female.

(d) Find the probability that at least 4 clients are needed to see the first female client.

✅ Practice · Exercise 5 · Solution

(a) \(P(X=0)=e^{-\lambda}=0.3679\Rightarrow\lambda=1\) client per hour, so we expect 1 client.

(b) The day has 6 hours, so \(Y\sim Poi(6)\) and \(P(Y\leq 6)=0.6063\)

(c) \(W\sim Bin(10,0.25)\) and \(P(W\leq 6)=0.9965\)

(d) \(G\sim Geo(0.25)\). At least 4 means the first 3 were all male: \(P(G\geq 4)=P(G>3)=0.75^3\approx 0.4219\)

🔴 Practice · Exercise 6

Let \(X\) and \(Y\) be independent, with the same expected value, 3:

\[X\sim Bin(10,0.3)\quad \text{and}\quad Y\sim Poi(\lambda)\]

(a) Find \(E[X-2Y]\).

(b) Find \(P(X+Y=5|X<2)\).

(a) \(E[Y]=\lambda=3\), so \(E[X-2Y]=3-2\times 3=-3\)

(b) If \(X<2\), then either \(X=0\) and \(Y=5\), or \(X=1\) and \(Y=4\):

\[ \begin{aligned} P(X+Y=5|X<2)&=\frac{P(X=0)P(Y=5)+P(X=1)P(Y=4)}{P(X\leq 1)}\\ &=\frac{0.0282\times 0.1008+0.1211\times 0.1680}{0.1493}\approx 0.1553 \end{aligned} \]

🔴 Practice · Exercise 7

True or false?

(a) If \(X\sim Poi(2)\) and \(Y\sim Poi(3)\) are independent, then \(X+Y\sim Poi(5)\).

(b) If \(X\sim Poi(2)\), then \(2X\sim Poi(4)\).

(a) ✅ True, this is the additivity theorem.

(b) ❌ False. \(2X\) only takes even values, \(0, 2, 4,\dots\), and a Poisson can take any value in \(\mathbb{N}_0\). It has the right mean, \(E[2X]=4\), but \(V[2X]=4V[X]=8\neq 4\).

📝 Homework

Problem set 3.1, Questions 6 to 11.

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

Binomial Table

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

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

\[ \begin{aligned} P(Y=15)&=p(1-p)^{y-1}=0.01(1-0.01)^{14}\\ &=0.01\times 0.8687458\approx 0.0087 \end{aligned} \]

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
11 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9999
12 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000
\(x\setminus\lambda\) 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
11 0.9999 0.9999 0.9998 0.9998 0.9997 0.9996 0.9995 0.9994 0.9993 0.9991
12 1.0000 1.0000 1.0000 0.9999 0.9999 0.9999 0.9999 0.9998 0.9998 0.9997
13 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9999
14 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000
\(x\setminus\lambda\) 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
11 0.9989 0.9986 0.9983 0.9980 0.9976 0.9971 0.9966 0.9960 0.9953 0.9945
12 0.9997 0.9996 0.9995 0.9993 0.9992 0.9990 0.9988 0.9986 0.9983 0.9980
13 0.9999 0.9999 0.9998 0.9998 0.9997 0.9997 0.9996 0.9995 0.9994 0.9993
14 1.0000 1.0000 1.0000 0.9999 0.9999 0.9999 0.9999 0.9999 0.9998 0.9998
15 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9999
16 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000
\(x\setminus\lambda\) 5.1 5.2 5.3 5.4 5.5 5.6 5.7 5.8 5.9 6.0
0 0.0061 0.0055 0.0050 0.0045 0.0041 0.0037 0.0033 0.0030 0.0027 0.0025
1 0.0372 0.0342 0.0314 0.0289 0.0266 0.0244 0.0224 0.0206 0.0189 0.0174
2 0.1165 0.1088 0.1016 0.0948 0.0884 0.0824 0.0768 0.0715 0.0666 0.0620
3 0.2513 0.2381 0.2254 0.2133 0.2017 0.1906 0.1800 0.1700 0.1604 0.1512
4 0.4231 0.4061 0.3895 0.3733 0.3575 0.3422 0.3272 0.3127 0.2987 0.2851
5 0.5984 0.5809 0.5635 0.5461 0.5289 0.5119 0.4950 0.4783 0.4619 0.4457
6 0.7474 0.7324 0.7171 0.7017 0.6860 0.6703 0.6544 0.6384 0.6224 0.6063
7 0.8560 0.8449 0.8335 0.8217 0.8095 0.7970 0.7841 0.7710 0.7576 0.7440
8 0.9252 0.9181 0.9106 0.9027 0.8944 0.8857 0.8766 0.8672 0.8574 0.8472
9 0.9644 0.9603 0.9559 0.9512 0.9462 0.9409 0.9352 0.9292 0.9228 0.9161
10 0.9844 0.9823 0.9800 0.9775 0.9747 0.9718 0.9686 0.9651 0.9614 0.9574
11 0.9937 0.9927 0.9916 0.9904 0.9890 0.9875 0.9859 0.9841 0.9821 0.9799
12 0.9976 0.9972 0.9967 0.9962 0.9955 0.9949 0.9941 0.9932 0.9922 0.9912
13 0.9992 0.9990 0.9988 0.9986 0.9983 0.9980 0.9977 0.9973 0.9969 0.9964
14 0.9997 0.9997 0.9996 0.9995 0.9994 0.9993 0.9991 0.9990 0.9988 0.9986
15 0.9999 0.9999 0.9999 0.9998 0.9998 0.9998 0.9997 0.9996 0.9996 0.9995
16 1.0000 1.0000 1.0000 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9998
17 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999
18 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000
\(x\setminus\lambda\) 6.1 6.2 6.3 6.4 6.5 6.6 6.7 6.8 6.9 7.0
0 0.0022 0.0020 0.0018 0.0017 0.0015 0.0014 0.0012 0.0011 0.0010 0.0009
1 0.0159 0.0146 0.0134 0.0123 0.0113 0.0103 0.0095 0.0087 0.0080 0.0073
2 0.0577 0.0536 0.0498 0.0463 0.0430 0.0400 0.0371 0.0344 0.0320 0.0296
3 0.1425 0.1342 0.1264 0.1189 0.1118 0.1052 0.0988 0.0928 0.0871 0.0818
4 0.2719 0.2592 0.2469 0.2351 0.2237 0.2127 0.2022 0.1920 0.1823 0.1730
5 0.4298 0.4141 0.3988 0.3837 0.3690 0.3547 0.3406 0.3270 0.3137 0.3007
6 0.5902 0.5742 0.5582 0.5423 0.5265 0.5108 0.4953 0.4799 0.4647 0.4497
7 0.7301 0.7160 0.7017 0.6873 0.6728 0.6581 0.6433 0.6285 0.6136 0.5987
8 0.8367 0.8259 0.8148 0.8033 0.7916 0.7796 0.7673 0.7548 0.7420 0.7291
9 0.9090 0.9016 0.8939 0.8858 0.8774 0.8686 0.8596 0.8502 0.8405 0.8305
10 0.9531 0.9486 0.9437 0.9386 0.9332 0.9274 0.9214 0.9151 0.9084 0.9015
11 0.9776 0.9750 0.9723 0.9693 0.9661 0.9627 0.9591 0.9552 0.9510 0.9467
12 0.9900 0.9887 0.9873 0.9857 0.9840 0.9821 0.9801 0.9779 0.9755 0.9730
13 0.9958 0.9952 0.9945 0.9937 0.9929 0.9920 0.9909 0.9898 0.9885 0.9872
14 0.9984 0.9981 0.9978 0.9974 0.9970 0.9966 0.9961 0.9956 0.9950 0.9943
15 0.9994 0.9993 0.9992 0.9990 0.9988 0.9986 0.9984 0.9982 0.9979 0.9976
16 0.9998 0.9997 0.9997 0.9996 0.9996 0.9995 0.9994 0.9993 0.9992 0.9990
17 0.9999 0.9999 0.9999 0.9999 0.9998 0.9998 0.9998 0.9997 0.9997 0.9996
18 1.0000 1.0000 1.0000 1.0000 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999
19 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000
\(x\setminus\lambda\) 7.1 7.2 7.3 7.4 7.5 7.6 7.7 7.8 7.9 8.0
0 0.0008 0.0007 0.0007 0.0006 0.0006 0.0005 0.0005 0.0004 0.0004 0.0003
1 0.0067 0.0061 0.0056 0.0051 0.0047 0.0043 0.0039 0.0036 0.0033 0.0030
2 0.0275 0.0255 0.0236 0.0219 0.0203 0.0188 0.0174 0.0161 0.0149 0.0138
3 0.0767 0.0719 0.0674 0.0632 0.0591 0.0554 0.0518 0.0485 0.0453 0.0424
4 0.1641 0.1555 0.1473 0.1395 0.1321 0.1249 0.1181 0.1117 0.1055 0.0996
5 0.2881 0.2759 0.2640 0.2526 0.2414 0.2307 0.2203 0.2103 0.2006 0.1912
6 0.4349 0.4204 0.4060 0.3920 0.3782 0.3646 0.3514 0.3384 0.3257 0.3134
7 0.5838 0.5689 0.5541 0.5393 0.5246 0.5100 0.4956 0.4812 0.4670 0.4530
8 0.7160 0.7027 0.6892 0.6757 0.6620 0.6482 0.6343 0.6204 0.6065 0.5925
9 0.8202 0.8096 0.7988 0.7877 0.7764 0.7649 0.7531 0.7411 0.7290 0.7166
10 0.8942 0.8867 0.8788 0.8707 0.8622 0.8535 0.8445 0.8352 0.8257 0.8159
11 0.9420 0.9371 0.9319 0.9265 0.9208 0.9148 0.9085 0.9020 0.8952 0.8881
12 0.9703 0.9673 0.9642 0.9609 0.9573 0.9536 0.9496 0.9454 0.9409 0.9362
13 0.9857 0.9841 0.9824 0.9805 0.9784 0.9762 0.9739 0.9714 0.9687 0.9658
14 0.9935 0.9927 0.9918 0.9908 0.9897 0.9886 0.9873 0.9859 0.9844 0.9827
15 0.9972 0.9969 0.9964 0.9959 0.9954 0.9948 0.9941 0.9934 0.9926 0.9918
16 0.9989 0.9987 0.9985 0.9983 0.9980 0.9978 0.9974 0.9971 0.9967 0.9963
17 0.9996 0.9995 0.9994 0.9993 0.9992 0.9991 0.9989 0.9988 0.9986 0.9984
18 0.9998 0.9998 0.9998 0.9997 0.9997 0.9996 0.9996 0.9995 0.9994 0.9993
19 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9998 0.9998 0.9998 0.9997
20 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9999 0.9999 0.9999
21 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000
\(x\setminus\lambda\) 8.1 8.2 8.3 8.4 8.5 8.6 8.7 8.8 8.9 9.0
0 0.0003 0.0003 0.0002 0.0002 0.0002 0.0002 0.0002 0.0002 0.0001 0.0001
1 0.0028 0.0025 0.0023 0.0021 0.0019 0.0018 0.0016 0.0015 0.0014 0.0012
2 0.0127 0.0118 0.0109 0.0100 0.0093 0.0086 0.0079 0.0073 0.0068 0.0062
3 0.0396 0.0370 0.0346 0.0323 0.0301 0.0281 0.0262 0.0244 0.0228 0.0212
4 0.0940 0.0887 0.0837 0.0789 0.0744 0.0701 0.0660 0.0621 0.0584 0.0550
5 0.1822 0.1736 0.1653 0.1573 0.1496 0.1422 0.1352 0.1284 0.1219 0.1157
6 0.3013 0.2896 0.2781 0.2670 0.2562 0.2457 0.2355 0.2256 0.2160 0.2068
7 0.4391 0.4254 0.4119 0.3987 0.3856 0.3728 0.3602 0.3478 0.3357 0.3239
8 0.5786 0.5647 0.5507 0.5369 0.5231 0.5094 0.4958 0.4823 0.4689 0.4557
9 0.7041 0.6915 0.6788 0.6659 0.6530 0.6400 0.6269 0.6137 0.6006 0.5874
10 0.8058 0.7955 0.7850 0.7743 0.7634 0.7522 0.7409 0.7294 0.7178 0.7060
11 0.8807 0.8731 0.8652 0.8571 0.8487 0.8400 0.8311 0.8220 0.8126 0.8030
12 0.9313 0.9261 0.9207 0.9150 0.9091 0.9029 0.8965 0.8898 0.8829 0.8758
13 0.9628 0.9595 0.9561 0.9524 0.9486 0.9445 0.9403 0.9358 0.9311 0.9261
14 0.9810 0.9791 0.9771 0.9749 0.9726 0.9701 0.9675 0.9647 0.9617 0.9585
15 0.9908 0.9898 0.9887 0.9875 0.9862 0.9848 0.9832 0.9816 0.9798 0.9780
16 0.9958 0.9953 0.9947 0.9941 0.9934 0.9926 0.9918 0.9909 0.9899 0.9889
17 0.9982 0.9979 0.9977 0.9973 0.9970 0.9966 0.9962 0.9957 0.9952 0.9947
18 0.9992 0.9991 0.9990 0.9989 0.9987 0.9985 0.9983 0.9981 0.9978 0.9976
19 0.9997 0.9997 0.9996 0.9995 0.9995 0.9994 0.9993 0.9992 0.9991 0.9989
20 0.9999 0.9999 0.9998 0.9998 0.9998 0.9998 0.9997 0.9997 0.9996 0.9996
21 1.0000 1.0000 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9998 0.9998
22 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9999
23 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000
\(x\setminus\lambda\) 9.1 9.2 9.3 9.4 9.5 9.6 9.7 9.8 9.9 10.0
0 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0000
1 0.0011 0.0010 0.0009 0.0009 0.0008 0.0007 0.0007 0.0006 0.0005 0.0005
2 0.0058 0.0053 0.0049 0.0045 0.0042 0.0038 0.0035 0.0033 0.0030 0.0028
3 0.0198 0.0184 0.0172 0.0160 0.0149 0.0138 0.0129 0.0120 0.0111 0.0103
4 0.0517 0.0486 0.0456 0.0429 0.0403 0.0378 0.0355 0.0333 0.0312 0.0293
5 0.1098 0.1041 0.0986 0.0935 0.0885 0.0838 0.0793 0.0750 0.0710 0.0671
6 0.1978 0.1892 0.1808 0.1727 0.1649 0.1574 0.1502 0.1433 0.1366 0.1301
7 0.3123 0.3010 0.2900 0.2792 0.2687 0.2584 0.2485 0.2388 0.2294 0.2202
8 0.4426 0.4296 0.4168 0.4042 0.3918 0.3796 0.3676 0.3558 0.3442 0.3328
9 0.5742 0.5611 0.5479 0.5349 0.5218 0.5089 0.4960 0.4832 0.4705 0.4579
10 0.6941 0.6820 0.6699 0.6576 0.6453 0.6329 0.6205 0.6080 0.5955 0.5830
11 0.7932 0.7832 0.7730 0.7626 0.7520 0.7412 0.7303 0.7193 0.7081 0.6968
12 0.8684 0.8607 0.8529 0.8448 0.8364 0.8279 0.8191 0.8101 0.8009 0.7916
13 0.9210 0.9156 0.9100 0.9042 0.8981 0.8919 0.8853 0.8786 0.8716 0.8645
14 0.9552 0.9517 0.9480 0.9441 0.9400 0.9357 0.9312 0.9265 0.9216 0.9165
15 0.9760 0.9738 0.9715 0.9691 0.9665 0.9638 0.9609 0.9579 0.9546 0.9513
16 0.9878 0.9865 0.9852 0.9838 0.9823 0.9806 0.9789 0.9770 0.9751 0.9730
17 0.9941 0.9934 0.9927 0.9919 0.9911 0.9902 0.9892 0.9881 0.9870 0.9857
18 0.9973 0.9969 0.9966 0.9962 0.9957 0.9952 0.9947 0.9941 0.9935 0.9928
19 0.9988 0.9986 0.9985 0.9983 0.9980 0.9978 0.9975 0.9972 0.9969 0.9965
20 0.9995 0.9994 0.9993 0.9992 0.9991 0.9990 0.9989 0.9987 0.9986 0.9984
21 0.9998 0.9998 0.9997 0.9997 0.9996 0.9996 0.9995 0.9995 0.9994 0.9993
22 0.9999 0.9999 0.9999 0.9999 0.9999 0.9998 0.9998 0.9998 0.9997 0.9997
23 1.0000 1.0000 1.0000 1.0000 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999
24 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000

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 \(F(6)=0.8893\). :white_check_mark: 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 :x: 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 :white_check_mark: 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 :x: 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 :x: false.