CHAPTER 1

Probability Distributions

CONCEPT OF RANDOM VARIABLE

Definition. A function whose value is a real number determined by each element in the
sample space is called a random variable.
Remark.

We shall use an uppercase letter, say X, to denote a random variable and its
corresponding lowercase letter, X in this case, for one of its values.

Examples:
1. (Experiment No. 1) An experiment consists of tossing a coin 3 times and observing
the result. The possible outcomes and the values of the random variables X and Y,
where X is the number of heads and Y is the number of heads minus the number of
tails are
Sample Points

HHH
HHT
HTH
HTT
THH
THT
TTH
TTT

3
2
2
1
2
1
1
0

3
1
1
-1
1
-1
-1
-3

2. (Experiment No. 2) A hatcheck girl returns 3 hats at random to 3 customers who had
previously checked them. If Jason, Charlie, and Ohmar, in that order, receives one of the
hats, list the sample points for the possible orders of returning the hats and find the
values m of the random variable M, that represents the number of correct matches.

PROBABILITY DISTRIBUTIONS

6.2. DISCRETE & CONTINUOUS PROBABILITY DISTRIBUTIONS

Definition. If a sample space contains a finite number of possibilities or an unending
sequence with as many elements as there are whole numbers, it is called a
discrete sample space.
Definition. A random variable defined over a discrete sample space is called a discrete
random variable.
Definition. If a sample space contains an infinite number of possibilities equal to the
number of points on a line segment, it is called a continuous sample
space.
Definition. A random variable defined over a continuous sample space is called a
continuous random variable.
Discrete Probability Distributions
Definition. A table or formula listing all possible values that a discrete random variable
can take on, along with the associated probabilities, is called a discrete
probability distribution.
Remark.

The probabilities associated with all possible values of a discrete random

variable must sum to 1.

Examples.
1. For Experiment No. 1, the discrete probability distributions of the random variable X
and Y are
x
P(X=x)

0
1/8

1
3/8

2
3/8

3
1/8

x
P(Y=y)

-3
1/8

-1
3/8

1
3/8

3
1/8

2. Construct the discrete probability distribution for the random variable M defined in
Experiment No. 2.

PROBABILITY DISTRIBUTIONS

6.3

EXPECTIVE VALUES

Definition. Let X be a discrete random variable with probability distribution

x
P(X=x)

x1
f(xi)

x2
f(x2)

xn
f(xn)

2
3/8

3
1/8

1
3/8

3
1/8

The mean or expected value of X is

n

E ( X ) xi f ( xi )
i 1

Examples:
1. Find the mean of the random variables X and Y of Experiment No. 1.
x
P(X=x)

0
1/8

1
3/8

E(X) = (0)(1/8) = (1)(3/8) + (2)(3/8) + (3)(1/8) = 12/8 or 1.5

x
P(Y=y)

-3
1/8

-1
3/8

E(Y) = (-3)(1/8) + (-1)(3/8) + (1)(3/8) + (3)(1/8) = 0

3. Find the expected number of correct matches in Experiment No. 2.
4. In a gambling game a man is paid P50 if he gets all heads or tails when 3 coins are
tossed, and he pays out P30 if either 1 or 2 heads show. What is his expected gain?
Theorem. Let X be a discrete random variable g(X) is
x
P(X=x)

x1
f(xi)

x2
f(x2)

The mean or expected value of the random variable g(X) is

n

E(g(X)) =

i 1

g(x1) f (x1 )

xn
f(xn)

Example:

A used car dealer finds that in any day, the probability of selling no car is 0.4,
one car is 0.2, two cars is 0.15, 3 cars is 0.10, 4 cars is 0.08, five cars is daily
earnings, where X is the number of cars sold. Find the salesmans expected
daily earnings.
ADVANCED STATISTICS

Definition. Let X be random variable with mean

then the variance of X is

= Var ( X ) = E (X - )2

Definition. Let X be a discrete random variable with probability distribution

x
P(X=x)

x1
f(xi)

x2
f(x2)

The variance of X is
n

= Var (X ) = E (X - )

Theorem. Computational Formula for

i 1

(x1-

)2 f (x1)

Var(X) = E (X2) [E(X)]2

Example:
In Experiment No. 1, find the variance of X.
Using the definition of Var(X),
E(X) = 1.5
4

(x
Var(X) =

i 1

1.5)2 f (xi)

= (0-1.5)2 (1/8) + (1-1.5)2(3/8) + (2.15)2(3/8) + ( 3-1.5)2(1/8) = 0.75

Using the computational formula of the Var(X),
Var(X) = E(X2) [E(X)]2
= 3 (1.5)2 = 0.75

xn
f(xn)

PROBABILITY DISTRIBUTIONS

Properties of the Mean and Variance

Let X and Y be random variables (discrete or continuous) and let a and b be constants.
1. E(aX + b ) = a E(X) + b
Special Cases:
a. if b = 0, then E(aX) = a E(X).
b. if a = 0, then E(b) = b.
2. E(X+Y) = E(X) + E(Y)
E(X-Y) = E(X) E(Y)
3. E(XY) = E(X)E(Y) if X and Y are independent.
4. E[X E(X)] = 0.
5. Var(aX + b) = a2 Var(X).
Special cases:
a. if b = 0, then Var(aX) = a2Var(X).
b. if a = 0, then Var(b) = 0.
6. If X and Y are independent then
Var(X + Y) = Var(X)+ Var(Y)
Var(X - Y) = Var(X) + Var(Y)
Example:
If X and Y are independent random variables with E(X) = 3, E(Y) = 2, Var(X) = 2
and Var(Y) =1, find
a.
b.
c.
d.

E(3X + 5)
Var(3X +5)
E(XY)
Var(3X 2Y)

ADVANCED STATISTICS

SOME SPECIAL DISCRETE PROBABILITY DISTRIBUTIONS

x1 , x 2 , x3 ,..., x n
Definition If X is a discrete random variable with distinct values
, then the function denoted by
x1 , x 2 , x3 ,..., x n
f x P X x
if x =
x xi , i 1,2,..., n
0
if
is defined to be a discrete density/probability function of X.
A. DISCRETE UNIFORM DISTRIBUTION
A discrete r.v. X with density function given by
f x

1
N
0

if x = 1, 2, 3, ,N
otherwise

is defined to have a discrete uniform distribution.

The mean and variance of the discrete r.v. X are
N 1
E X
2
1.
N 2 1
Var X
12
2.
Examples
1) Find the formula for the distribution of the random variable X representing the number on a tag drawn at
random from a box containing 12 tags numbered 1 to 12. What is the probability that the number drawn is
less than 4?
B. BERNOULLI DISTRIBUTION
A random variable X is defined to have a Bernoulli distribution with parameter p if its probability density
function is given by
1 x
p x 1 p
f x
if x = 0, 1
1
otherwise

The mean and variance of the Bernoulli r.v. X are

X E X p
1.
X 2 Var X p1 p
2.
A Bernoulli r.v. X is associated with some experiment where an outcome can be classified as either success or
a failure, and the probability of success is p and the probability of failure is 1-p. Such experiments are often
called Bernoulli trials.
Example: In tossing a single coin, find the mean and variance of X, where X is the occurrence of head.
C. BINOMIAL DISTRIBUTION
Definition. A binomial experiment is one that possesses the following properties:

the experiment consists of n identical trials

each trial results in one of two outcomes, a success or a failure
the probability of success on a single trial is equal to p and remains the same from
trial to trial. The probability of a failure is equal to q=1-p.
the trials are independent

The random variable of interest X. the number of successes observed in n trials, is called
a binomial random variable.
A random variable X is defined to have a Binomial Distribution if the discrete density function of x is given by
n x n x
p q
f x x
x = 0, 1,, n
1
otherwise
The mean and variance of the Binomial r.v. X are
X E X np
1.
X 2 Var X np1 p npq
2.
Note:
1. The Bernoulli distribution is a special case of the Binomial distribution, that is, when n=1.
2. The binomial distribution can arise whenever we select a r.s. of n units with replacement and each unit
is classified into either 1 or 2 categories.
QUIZ (1/4):
1. A multiple-choice quiz has 15 questions, each with 4 possible answers of which only 1 is the correct
answer. What is the probability that sheer guesswork yields exactly 10 correct answers
2. A baseball players batting average is 0.250. What is the probability that he gets exactly 1 hit in his next
5 times at bat?
3. Find the probability of obtaining exactly three 2s if an ordinary die is tossed 5 times.

4. A multiple-choice quiz has 15 questions, each with 4 possible answers of which only 1 is the correct
answer. What is the probability that sheer guesswork yields at least 1 correct answer
5. Suppose that airplane engines operate independently in flight and fail with
probability 1/5. Assuming that a plane makes a safe flight if at least one-half of its
engines run, which between a 4-engine plane and a 2-engine plane has the higher
probability for a successful flight?

D. HYPERGEOMETRIC DISTRIBUTION
Hyper geometric Experiment-The method of selecting x successes from the k items labeled success and n-x
failures from N-k items labeled failure, when a random sample of size n is selected from a finite population
of size N without replacement.
A random variable X is defined to have a Hypergeometric Distribution if the discrete density function of x is
given by
PX x P X x

{ 0 otherwise , for x =0,1, 2, min ( n , k )

=

The mean and variance a hypergeometric random variable X are:

X E X nk / N
1.
N n nk
k
2
X Var X
1
N 1 N
N
2.
Examples:
1. If 5 cards are dealt from a standard deck of 52 playing cards, what is the probability that 3 will be
hearts?
2. A committee of size 5 is to be selected at random from 3 women and 5 men. Find the probability
distribution for the number of women on the committee.
3. Random committee of size 3 is selected from 4 men and 2 women. Write the formula for the probability
distribution of the random variable X representing the number of men in the committee.

4. A lot of 20 personal computers was delivered to the Statistical Center. Ten

computers were selected at random without replacement and tested for defects. If
at least 2 of these 10 are defective, the entire lot of 20 computers will be returned.
What is the probability that the lot will be returned if 5 of 20 computers are indeed
defective?
5. What is the probability that a persons 6 number bet wins the second prize in a
game of lotto?

Note: If n is small relative to N, the probability for each drawing will change only slightly. Hence we essentially
have a binomial experiment and can approximate the hypergeometric distribution by using the binomial
distribution with p=k/N. The mean and variance can also be approximated by the formulas:

np

nk
N

2 npq n

k
k
1
N
N

Example:
1. The telephone company reports that among 5000 telephones installed in a new subdivision 4000 have
pushbuttons. If 10 people are called at random, what is the probability that exactly 3 will be talking on dial
telephones.
2. It is estimated that 4000 of the 10000 voting residents of a town are against a new sales tax. If 15 eligible
voters are selected at random and asked their opinion, what is the probability that at most 7 favor the new
tax?
3. A production lot of 2000 units contains 50 units that do not meet the specifications.
What is the probability that a random sample of 20 units without replacement will
contain no nonconforming item?
E. NEGATIVE BINOMIAL DISTRIBUTION
If repeated independent trials can result in a success with probability p and a failure with probability q = 1-p,
then the probability distribution of the random variable X, the number of the trial on which the kth success
occurs is given by

x 1 k x k
p q
PX x P X x
k 1

x =k, k+1, k+2,

The mean and variance of a negative binomial random variable X are

q
E X k
p
1.
q
Var X k 2
p
2.

Example:
1. Find the probability that a person tossing 3 coins will get either all heads or all tails for the second time
on the fifth toss.
2. The probability that a person living a certain city owns a dog is estimated to be 0.3. Find the probability
that the tenth person randomly interviewed in this city is the fifth person to own a dog.
F. GEOMETRIC DISTRIBUTION
If repeated independent trials can result in a success with probability p and a failure with probability q =1-p,
then the probability distribution of the random variable X, the number of the trial on which the first success
occurs, is given by

PX x P X x pq x1

x = 1, 2, 3,

The mean and variance of a geometric random variable X are

q
E X
p
1.
q
Var X 2
p
2.
Example:
1. Find the probability that a person flipping a balanced coin requires 4 tosses to get a head.
2. Assume that the probability of a male baby is equal to the probability of a female baby. Find the
probability that a couple must have three children before they can obtain their first female child.
G. POISSON DISTRIBUTION
Result of count
Count the number of occurrences on a given time/location

Definition.

A poisson experiment is one that possesses the following properties:

the number of our comes occurring in one time interval or specified region
is independent of the number that occur in any other disjoint time interval
or region of space
the probability that a single outcome will occur during a very short time
interval or in a small region is proportional to the length of the time interval
the probability that more than one outcome will occur in such a short time
interval or fall in such a small region is negligible

The random variable of interest X, the number of outcomes in a specified length of

time interval or regions, is called a Poisson random variable.

The probability distribution of the Poisson random variable X, representing the number of outcomes occurring
in a given time interval or specified region, is
e x
PX x P X x
x!
x =0, 1, 2,

where
is the average number of outcomes occurring in the given time interval or specified region and
e 2.71828...
The mean and variance of a Poison random variable X are
E X
1.
Var X
2.
Some examples of Poisson Experiments:
1. The number of telephone calls arriving at a switching center during various intervals of time.
2. The number of misprints on a page of a book.
3. The number of customers entering a bank during various intervals of time.
Example:
1. A certain area of the PHILIPPINES is, on the average, hit by 10 storms a year. Find the probability that
in a given year this area will be hit by exactly 8 storms.
2. On the average a certain intersection results in 3 traffic accidents per month.
Suppose that the number of accidents per month follows a Poisson distribution,
what is the probability that in any given month at this intersection,
a. exactly 5 accidents will occur?
b. less than 3 accidents will occur?
c. at least 2 accidents will occur?
Note: The Poisson and Binomial distributions have histograms with approximately the same shape when n is
np
large and p is close to zero. Hence, if these two conditions hold, the Poisson distributions, with
, can be
used to approximate binomial probabilities. If p is close to 1, we can interchange what we have defined to be
success or failure, thereby changing p to a value close to 0.
Example:
1. Suppose that on the average 1 person in every 1000 is an alcoholic. Find the probability that a random
sample of 8000 people will yield fewer than 7 alcoholics.
2. The probability that a person dies from a certain respiratory infection is 0.002.
Find the probability that fewer than 5 random sample of 2000 so infected will die.
ADVANCED STATISTICS

6.4

THE NORMAL DISTRIBUTION

Definition. A continuous random variable X is said to be normally distributed if its

density function is given by:

f ( x)

1 x 2

for <x<
and for constants

e 2.71828 and
3.14159.

and

, where -

Notation: If X follows the above distribution, we write X ~ N( ,

Note:
If X ~ N ( , 2), then

E(X) =

and

Var (X) =

<

<

, >0 and

).

The graph of the normal distribution is called the normal curve.

Properties:

1.

The curve is bell-shaped and symmetric about a vertical axis through the mean

2.

The normal curve approaches the horizontal axis asymptotically as we proceed in

either direction away from the mean.

3.

The total area under the curve and above the horizontal axis is equal to 1.

Definition. The distribution of a normal random variable with mean to zero and standard
deviation equal to 1 is called a standard normal distribution.

If X ~ N ( , 2), then X can be transformed into a standard normal random variable

through the following transformation,

Hence, whenever X is between the values x 1 and x2, the random variable Z will fall
between the corresponding values.

z1

x1

z2
and

x2

Thus, P (x1 < X < x2 ) = P (z1 < Z < z2 ).

Examples:

= 40 and

2.

Given the normal distribution with

assumes a value
a.
less than 45
b.
between 35 and 45
c.
more than 45

= 8, find the probability that X

3.

Given the normally distributed random variable X with mean 18 and standard
deviation 2.5, find
a.
the value of k such that P(X<k) = 0.2578
b.
the value of k such that P(X>k) = 0.1539.

3. The achievement scores for a college entrance examination are normally distributed
with mean 75 and standard deviation equal to 10. What fraction of the scores would
one expect to lie between 70 and 90?
4.

A softdrink machine is regulated so that it dispenses an average of 200 ml. per

cup. If the amount of drink dispensed is normally distributed with a standard deviation
equal to 15 ml.,
a.
what fraction of the cups will contain more than 224 ml?
b.
what is the probability that a cup contains between 191 ml. and 209 ml.?
c.
how many cups will likely overflow if 230 ml. cups are used for the next 1000
drinks?
d.
Below what value do we get the smallest 25% of the drinks?