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Important discrete distributions


                                               p = 0.4, r = 2



                                  0.15
                                                                              p = 0.4, r = 4
                                  0.10
                                                                 0.10
                                                                 0.08
                                  0.05                           0.06
                                                                 0.04
                                     0    2    4    6    8   10    0    2    4    6    8   10
                                               p = 0.8, r = 4

                                  0.40


                                  0.30


                                  0.20
                                                                             p = 0.8, r = 12
                                                                 0.20
                                                                 0.15
                                  0.10
                                                                 0.10
                                                                 0.05
                                  0.00
                                     0    2    4    6    8   10    0    2    4    6    8   10
               Figure 5.6 – Some typical negative binomial distributions with various combinations of parameters
               r and p.





               Example 5.6. In Ukrainian National Lottery each participant chooses 6 different
               numbers between 1 and 49. In each weekly draw six numbered winning balls are
               subsequently drawn. Find the probabilities that a participant chooses 0, 1, 2, 3,
               4, 5, 6 winning numbers correctly.                                                             ,

               Solution. The probabilities are given by a hypergeometric distribution with N (the total number
               of balls) = 49, M (the number of winning balls drawn) = 6, and n (the number of numbers
               chosen by each participant) = 6. Thus, substituting in (5.16), we find
                                                  0
                                                                          1
                                                C C  6     1            C C  5      1
                                        P(0) =    6  43  =    , P(1) =    6  43  =     ,
                                                   6
                                                                            5
                                                 C 49     2.29            C 49    2.42
                                                  2
                                                                          3
                                                C C  4     1            C C  3      1
                                        P(2) =    6  43  =    , P(3) =    6  43  =     ,
                                                 C 6      7.55            C 6     56.6
                                                   49                      49
                                                                          5
                                                 4
                                               C C  2      1            C C 1       1
                                       P(4) =    6  43  =     , P(5) =   6  43  =       ,
                                                                           6
                                                  6
                                                C 49     1032            C 49     54200
                                                          6
                                                         C C 0          1
                                                P(6) =    6  43  =            .
                                                            6
                                                          C 49    13.98 × 10 6
               It can easily be seen that
                                      6
                                     ∑                                            −3
                                         P(i) = 0.44 + 0.41 + 0.13 + 0.02 + O(10 ) = 1,
                                      i=0
               as expected.
               Note that if the number of trials (balls drawn) is small compared with N, M and N − M then not
               replacing the balls is of little consequence, and we may approximate the hypergeometric
               distribution by the binomial distribution (with p = M/N); this is much easier to evaluate.
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