04 : Random variables and their Distributions (1)

04. Random Variables and Distributions

Sometimes we are interested in a numerical description of an outcome.
e.g.
(i) Two coins are tossed and number of heads are observed.
(ii) Two dice are rolled and the sum of the dots is observed.
Such a numerical quantity, whose value is determined by the outcome of a random
experiment, is called a random variable.

There are two types of random variables; the discrete and the continuous.
(1) Discrete Random Variables
If a random variable X assumes discrete values (finite or countably infinite); x1, x2, … ,
xn, …… , it is called discrete random variable. The function f(x) defined as
if x RX
 P[X = xi]
f(xi) =  where RX denotes the range of X
 0 if x RX
is called the probability function (or the probability density function, pdf ) of the
random variable X with the properties:
(i) 0  f(xi)  1

(ii)  f(xi) = 1
i=1

The set of ordered pairs (x1, f(x1)), (x2, f(x2)), … , (xn, f(xn)), … is called the probability
distribution of the random variable X.
Examples (1)
Find the probability distribution of the sum of the dots when two dice are thrown.
Sol.
We are familiar with the sample space when two dice are thrown:
Let X denotes the sum of the dots of the top faces, so the range of
X = 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12
X = 2 means the event {(1,1)}, therefore P[X=2] =1/36
X = 3 means, the event {(1,2), (2,1)}, therefore P[X=3] = 2/36
X = 4 means the event {(1,3), (3,1), (2,2)}, therefore P[X=4] = 3/36
…. …. ….
…. …. ….
X = 12 means the event {(6,6)}, therefore P[X=12] = 1/36
Hence the complete probability distribution is

Xi 2 3 4 5 6 7 8 9 10 11 12
f(xi) = P[X=xi] 1/36 2/36 3/36 4/36 5/36 6/36 5/36 4/36 3/36 2/36 1/36

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
04 : Random variables and their Distributions (2)
Examples (2)
A mail-order computer business has six telephone lines. Let X denote the number of lines
in use at a specified time. Suppose the pdf (probability density function) of X is as given in the
accompanying table.
xi 0 1 2 3 4 5 6
P[X=xi] 0.10 0.15 0.20 0.25 0.20 0.06 0.04 3/36 2/36 1/36
Calculate the probability of each of the following events.
a. {at most three lines are in use}
b. {fewer than three lines are in use}
c. {at least three lines are in use}
d. {between two and five lines, inclusive, are in use}
e. {between two and four lines, inclusive, are not in use}
f. {at least four lines are not in use}
Examples (3)
Many manufacturers have quality control programs that include inspection of incoming
materials for defects. Suppose a computer manufacturer receives computer boards in lots of five.
Two boards are selected from each lot for inspection. We can represent possible outcomes of the
selection process by pairs. For example, the pair (1, 2) represents the selection of boards 1 and 2
for inspection.
List the ten different possible outcomes.
Suppose that boards 1 and 2 are the only defective boards in a lot of five. Two boards are
to be chosen at random. Define X to be the number of defective boards observed among those
inspected. Find the probability distribution of X.
Examples (4)
Let X be the number of years before a particular type of machines will need replacement.
Assume that X has the probability function f(1) = 0.1, f(2) = 0.2, f(3) = 0.2, f(4) = 0.2, f(5) = 0.3.
Find the probability that machine needs no replacement during the first 3 years. (Kreyszig 7th Ex
24.5)
Examples (5)
If X has the probability function f(x) = k/2x (X = 0, 1, 2, 3, …) What is the value of k and
find P(X  4) (Kreyszig 7th Ex 24.5)
(2) Continuous Random Variables
Random variables that can assume any one of the uncountable infinite numbers of points
in one or more intervals on the real line are called continuous random variables. The daily
rainfalls at some location, the strength (in pounds per square inch) of a steel bar, and the intensity
of sunlight at a particular time of the day are the examples of continuous random variables.
If a random variable X assumes every possible value in an interval [a, b] or
(-, +) is called continuous random variable. The function f(x) is called the probability
density function or simply the density function of the random variable X with the properties:

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
04 : Random variables and their Distributions (3)
(i) 0  f(x)  1
+
(ii)  f(x) = 1

Examples (6)
Find the probability that none of the three bulb in a traffic signal must be replaced during
the first 1200 hours of operation if the probability that a bulb must be replaced is a random
variable X with density function f(x) = 6 (0.25 − (x − 1.5)2 ) when 1  x  2 and f(x) = 0
otherwise, where x is time measured in multiples of 1000 hours. (Kreyszig 7th Ex 24.5)
Examples (7)
Suppose that certain bolts have length L = 200 + X mm where X is a random variable
with density f(x) = ¾ (1 − x2) if −1  x  1 and 0 otherwise. Determine c so that with a
probability of 95% a bolt will have any length between 200 − c and 200 + c.
(Kreyszig 7th Ex 23.4 pob (10))
Examples (8)
Let X (in mm) be the thickness of washers a machine turns out. Assume that X has
density f(x) = kx, if 1.9 < x < 2.1 and 0 otherwise. Find k. What is the probability that a washer
will have thickness between 1.95 mm and 2.05 mm? (Kreyszig 7th Ex 24.5)
(3) Expected Value of a Random Variable
Expected value of a random variable X indicates its weighted mean of all of its possible
values x1,x2, … ,xn each weighted by the respective probability.
Let X be a discrete random variable having values x1, x2, … , xn with corresponding
probabilities p(x1) , p(x2), … , p(xn) such that  p(xi) = 1. Then the mathematical expectation or
the expectation or the expected value of X, denoted by E(X) is defined as
n
E(X) = x1 p1 + x2 p2 + … + pn xn =  xi pi
i =1
For a Continuous Random Variables.
Let X be a continuous random variable with density function f(x). then the Expected
value of X is

E(X)=  x f(x)dx

The measure of variability of a random variable X is referred to as the variance of the
random variable or the variance of the probability distribution of X is denoted by Var (X) and
defined as:
Var(X) = E[(X )2 ] =  (X )2 f (x) , if X is discrete and

Var(X) = E[(X ) ] =  (X )2 f (x) ,
2
if X is continuous

Alternatively,
Var(X) = E(X2) [E(X)]2

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
04 : Random variables and their Distributions (4)
Examples
(1) How many heads would you expect if you flipped a coin twice?
X = number of heads = {0, 1, 2} with p(0) = ¼, p(1) = ½ and p(2) = ¼
Weighted Average = E(X) = 0¼ + 1½ + 2¼ = 1
and
E(X2) = 02¼ + 12½ + 22¼ = 3/2
Then
Var (X) = E(X2) [E(X)] = 3/2 1 = 1/2
(2) Roll a die. If the side comes up is odd, you win the $ equivalent of that side. If it is even,
you lose $ 4.
Let X denotes our earning, so the possible values of the variable X are: 1,3,5, -4, therefore
X=1 P(X = 1) = 1/6
X=3 P(X = 3) = 1/6
X=5 P(X = 5) = 1/6
X = -4 P(X = -4) = 3/6
E(X) = 11/6 + 31/6 + 51/6 + (-4)  3/6 = - ½
E(X2) = 121/6 + 321/6 + 521/6 + (-4)2  3/6 = 1/6 + 9/6 + 25/6 + 48 / 6 = 13.8
Var (X) = 13.8 0.25 = 13.55
Examples (9)
Let the random variable X represent the number of automobiles that are used for official
business purposes on any given workday.
The probability distribution for company A is
X 1 2 3
f(x) 0.3 0.4 0.3
And for company B is
X 0 1 2 3
f(x) 0.2 0.1 0.3 0.1
Show that the variance of the probability distribution for company B is greater than that
of company A.
(Example 4.8, Book: Probability and Statistics by Walpole 8th Ed)
Examples (10)
If it rains, an umbrella salesman can earn $30 per day. If it is fair he can lose $6 per day.
What is his expectation, if the probability of rain is 0.3?
Examples (11)
A man draws two balls from a bag containing 3white and 5 black balls. If he receives
Rs.70 for every white ball he draws and Rs.7 for every black ball, find his expectation?

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
04 : Random variables and their Distributions (5)
Examples (12)
In summer season, a dealer of desert room cooler can earn Rs.500 per day if the day is
hot and can earn Rs.200 per day if it is fair and loses Rs.60 per day if it is cloudy. Find the
expectation if the probability of the day being hot is 0.40, for being fair it is 0.35 and being
cloudy it is 0.25?
Examples (13)
The demand for a certain product is a discrete random variable and distributed with equal
probability in the range of 10 to 16 items per day. What is the probability distribution of this
random variable and also find expected demand per day?
Examples (14)
A certain software company uses a certain software to check for errors on any of the
programs it builds and then discards the software if the errors found exceed a certain number.
Given that the number of errors found is represented by a random variable X whose density
function is given by
 2(x+2)
if 0 < x < 4
f(x) =  5
 0 elsewhere
Find the average number of errors the company expects to find in a given program.
Examples (15)
What is the mean life of a light bulb whose life X (in hours) has density
f(x) = 0.001 e-0.001x (x  0). (Kreyszig 7th Ex 24.5)
Examples (16)
If the mileage (in multiple of 1000mi) after which a tire must be replaced is given by a
random variable X with density f(x) = K e− kx (x > 0), what mileage can you expect to get on one
of these tires? Let k = 0.04 and find the probability that a tire will last at least 40000 mi.
(Kreyszig 7th Ex 24.5)
(4) What is a Probability Distribution?
Probability distribution is a frequency distribution by listing all the possible outcomes of
an experiment and then indicating the observed frequency of each possible outcome. It describes
how outcomes are expected to vary. These are useful models in making inferences and decisions
under conditions of uncertainty. Probability distributions are classified as either discrete or
continuous. In discrete distributions, we will discuss binomial and Poisson and in continuous
distributions we will discuss only the normal probability distribution.
Examples (17)
Construct a probability distribution based on the following frequency distribution.
Outcome: 102 105 108 111 114 117
Frequency: 10 20 45 15 20 15
Also calculate the expected value of the outcome.

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
04 : Random variables and their Distributions (6)
(Exercise SC 5.1, Book: Statistics for Management, 7th Ed, by Richard I. Levin and David S.
Rubin)
Outcome Freq Prob X P(x)
X f P(x)
102 10 0,08 8.16
105 20 0,16 16.80
108 45 0,36 38.88
111 15 0,12 13.32
114 20 0.16 18.24
117 15 0.12 14.04
125 1.00 109.44
The expected outcome = 109.44
Exercise (1)
Find the variance of the sum obtained in tossing a pair of fair dice
Exercise (2)
A continuous random variable X has a probability density function given by
-2x
 2 e if x > 0
f(x) = 
 0 if x  0
Find mean and variance of X.

(5) Binomial Probability Distribution

Many experiments conform either exactly or approximately to the following list of
requirements:
1. The experiment consists of n identical trials.
2. There are only two possible outcomes on each trial. We will denote one outcome by S
(for success) and the other by F (for failure).
3. The probability of S remains the same from trial to trial. This probability will be denoted
by p, and the probability of F will be denoted by q. Note that p + q = 1.
4. The trials are independent.
An experiment satisfying these conditions is called a binomial experiment and the binomial
random variable X is the number of S’s in n trials.
The probability distribution for a Binomial random variable is given by
 n  x nx
b(X; n, p) =  x  p q ( x = 0, 1, 2, … ,n )
 
i.e. the probability of x number of successes, where
p = probability of a success on a single trial.
q=1p
n = number of trials.

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
04 : Random variables and their Distributions (7)
x = Number of successes in n trials.
n n!
x =
  x!(nx)!
The mean and variance of the Binomial random variable are, respectively
 = np and 2 = npq
Examples (18)
In San Francisco, 30% of workers take public transportation daily.
(i) In a sample of 10 workers, what is the probability that exactly 3 workers take
public transportation daily?
(ii) In a sample of 10 workers, what is the probability that at least 3 workers take
public transportation daily?
Examples (19)
When a new machine is functioning properly, only 3% of the items produced are
defective. Assume that we will randomly select two parts produced on the machine and that we
are interested in the number of defective parts found.
(i) Describe the conditions under which this situation would be a binomial experiment.
(ii) How many experimental outcomes result in exactly one defect being found?
(iii) Compute the probabilities associated with finding no defects, exactly one defect,
and two defects.
Exercise (1)
The experience of a house agent indicates that he can provide suitable accommodation
for 75 % of clients who come to him. If on a particular occasion, 6 clients approach him
independently, calculate the probability that

(i) less than 4 clients,

(ii) exactly 4 clients,
(iii) at least 5 clients, will get satisfaction.
Exercise (3)
Military radar and missile detection systems are designed to warn a country of an enemy attack.
A reliability question is whether a detection system will be able to identify an attack and issue a
warning. Assume that a particular detection system has a .90 probability of detecting a missile
attack. Use the binomial probability distribution to answer the following questions. (essentials)
a. What is the probability that a single detection system will detect an attack?
b. If two detection systems are installed in the same area and operate independently,
what is the probability that at least one of the systems will detect the attack?
c. If three systems are installed, what is the probability that at least one of the systems
will detect the attack?
d. Would you recommend that multiple detection systems be used? Explain.
Exercise (4)
Twenty-three percent of automobiles are not covered by insurance (CNN, February 23,
2006). On a particular weekend, 35 automobiles are involved in traffic accidents. (essentials)

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
04 : Random variables and their Distributions (8)
a. What is the expected number of these automobiles that are not covered by insurance?
b. What are the variance and standard deviation?
Exercise (5)
A multiple choice test has 30 questions and each one has five possible answers of which
one is correct. If all the answers are guesses, find the probability of getting exactly four correct
answers.
Exercise (2)
A large chain retailer purchases a certain kind of electronic device from a manufacturer.
The manufacturer indicates that the defective rate of the device is 3%.
(a) The inspector of the retailer randomly picks 20 items from a shipment. What is
the probability that there will be at least one defective item among these 20?
(b) Suppose that the retailer receives 10 shipments in a month and the inspector
randomly tests 20 devices per shipment. What is the probability that there will be
3 shipments containing at least one defective device?
(Example 5.6, Book: Probability and Statistics by Walpole 8th Ed)
Solution:
(a) Denote by X the number of defective devices among the 20. This follows that
n = 20 , X = 0, 1, 2, …, 20 and p = 0.03,
the probability of a defective device, therefore
P(X > 1) = 1 - P(X = 0) = 1 – 20 C0 p0 q20-0
= 1 - 0.03°(1 - 0.03)20 = 0.4562.
(b) In this case, each shipment contains at least one defective. Hence, testing the
result of each shipment is a trial with p = 0.4562 from part (a). Assuming the independence from
shipment to shipment and denoting by Y the number of shipments containing at least one
defective item Y follows another binomial distribution b(x; 10, 0.4562). Therefore, the answer to
this question is
P(Y = 3) = 10 C3 0.45623(1 - 0.4562)7 = 0.1602
Examples (20)
Samples of 20 parts from a metal pinching process are selected every hour. Typically 1%
of the parts require rework. Let X denote the number of parts in the sample of 20 that require
rework. A process problem is supported if X exceeds its mean by more than three standard
deviations. (Montgomary chapter 3)
(a) If the percentage of parts that require rework remain at 1%, what is the probability
that X exceeds its mean by more than three standard deviations?
(b) If the rework percentage increases to 4%, what is the probability that X exceeds 1?
(c) If the rework percentage increases to 4%, what is the probability that X exceeds 1
in at least one of the next five hours of samples?

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
04 : Random variables and their Distributions (9)
Examples (21)
Poor quality can effect schedules and costs. A manufacturing process has 100 customer
order to fill. Each order requires one component part that is purchased from a supplier. However,
typically, 2% of the components are identified defective, and the components can be assumed to
be independent. (Montgomary chapter 3)
(a) if the manufacturer stocks 100 components, what is the probability that the 100
order can be filled without reordering components.
(b) if the manufacturer stocks 102 components, what is the probability that the 100
order can be filled without reordering components.
(c) if the manufacturer stocks 105 components, what is the probability that the 100
order can be filled without reordering components.
Examples (22)
A multiple choice test contains 25 questions, each with 4 answers. Assume a student just
guesses on each question. (Montgomary chapter 3)
(a) What is the probability that the student answers more than 20 questions correctly?
(b) What is the probability that student answers less than 5 questions correctly?
Examples (23)
Mr Anderson, director of quality control for the Kyoto Motor Company is conducting his
monthly spot check of automatic transmissions. In the procedure, 10 transmissions are removed
from the pool of components and are checked for manufacturing defects. Historically, only 2
percent of the transmissions have such flaws. Assume that flaws occur independently in different
transmissions.
(a) what is the probability that Mr. Anderson’s sample contain more than two
transmissions with manufacturing flaws?
(b) What is the probability that none of the selected transmissions has any
manufacturing flaws?
(Problem 5.22, Book: Statistics for Management, 7th Ed, by Richard Levin and David Rubin)

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
04 : Random variables and their Distributions (10)

(6) THE Poisson Probability Distribution

The Poisson distribution is a good approximation of the binomial when n is
greater than or equal to 20 and p is less than or equal to 0.05.
The probability distribution for a Poisson random variable is given by
xe-
P(X = x) = , x = 0, 1, 2, … , 
x!
The characteristics of a Poisson random variable are listed below:
1. the experiment consist of counting the number X of times a particular
event occur during a given unit of time, or in a given area of volume (or
weight, distance, or any other unit of measurement).
2. The probability that an event occurs in a given unit of time, area, or
volume is the same for all the units.
3. The number of events that occur in one unit of time, area, or volume is
independent of the number that occurs in other units.
4. The mean (or expected) number of events in each unit will be denoted
by the Greek letter lambda, 
The Mean and Variance
Mean =  and 2 =  (Verify !)
 is called the parameter of a Poisson distribution.
Examples (24)
Suppose that number Y of a company’s employees absent on Mondays has approximately
a Poisson probability distribution. Furthermore, assume that the average number of Monday
absent is 2.5.
a) Find the mean and the standard deviation of Y, the number of employees absent on
Monday.
b) Find the probability that exactly 5 employees are absent on a given Monday.
c) Find the probability that 2 or more employees are absent on a Monday.
Solution
a) The mean and variance of a Poisson random variable are both equals to . Thus, for this
example
 =  = 2.5 and 2 =  = 2.5
then the standard deviation is
 = 2.5 = 1.58
b) We want the probability that exactly 5 employees are absent on Monday. The
probability distribution for y is
ye-
P(y) =
y!
Then, since  = 2.5, y = 5 and e-2.5 = 0.082085
(2.5)5e-2.5 (2.5)2 (0.082085)
 P(5) = = = 0.067
5! 5.4.3.2.1

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
04 : Random variables and their Distributions (11)
c) to find the probability that two or more employees or absent on Monday, we need to
find

P(y 2) = P(2) + P(3) + P(4) + … =  P(y)
y=2
In order to find the probability of this event, we must consider the complementary event.
Thus, P(y 2) = 1 – P(y  1) = 1 – [P(0) + P(1)]
(2.5)0e-2.5 (2.5)1e-2.5
=1- -
0! 1!
1 . (0.082085) (2.5)2 (0.082085)
=1- -
1 1
= 1 – 0.287 = 0.713
According to our Poisson model, the probability that two or more employees are absent
on Monday is 0.713.
Examples (25)
Show that the expected value of a Poisson random variable is .
Solution
By definition, we have
ye- 
P(y) =  y P(y) =  y 
all y y=0 y!
The first term of this series will equal 0, because y = 0. Therefore,
 y  ye-  ye-   y-1e-
E(y) =  =  = 
y=1 y! y = 1 (y - 1)! y = 1 (y - 1)!
Factoring the constant y out side the summation and letting z = (y – 1), we obtain
 ze- 
E(y) =   =   P(z)
z = 0 z! z=0

Where z is a Poisson random variable with mean . Hence,


E(y) =   P(z) =  (1) = 
z=0

Examples
(1) A business receives order at an average rate of 1 per minute. What is the
probability of getting three orders in one minute? (0.0613 or 6%)
(2) An emergency service receives an average of 2.1 false alarms per day. What is the
probability of getting four false alarms in a given day? (0.0992 or 10%)
(3) On average the demand for a certain product is four per week. If the stock at the
beginning of each week is renewed so that there are always 6 in store, what is the
probability of running out of stock in any week (13.4 %)
(4) A call centre has a capacity to deal with 25 calls per minute on average. What is
the probability of getting 30 calls in any minute period? (4.5%)

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
04 : Random variables and their Distributions (12)
(5) The average time taken for a worker to assemble a certain product is 45 minutes.
There are 10 workers employed to make these assemblies. What is the probability
of assembling 10 units in an hour? (8%)
Examples (26)
The probability that a man aged 50 years will die within a year is 0.01125. What is the
probability that of 12 such men at least 11 will reach their fifty-first birthday?
Solution
Here p = 0.01125 and n = 12. We compute the desired probability by means of Poisson
distribution because the probability of death is very small.
Therefore  = np = 12  (0.01125) = 0.135, and the Poisson distribution is
e-0.135(0.135)x
P(x; 0.135) =
x!
Now the probability that no person will die, i.e. all the 12 persons will survive, is
(0.135)2 (0.135)3
P(0; 0.135) = e-0.135 = 1  0.135 +  + … = 0.8737,
2! 3!
and the probability that 1 person will die, i.e. 11 persons will survive, is
e-0.135(0.135)1
p(1; 0.135) = = (0.8737) (0.135) = 0.1179
1!
Hence the probability that at least 11 persons will survive
= P(0; 0.135) + p(1; 0.135) = 0.8737 + 0.1179 = 0.9916

(3) The Normal Probability Distribution

A random variable X having the bell-shaped distribution is called a Normal random
variable. The probability distribution of Normal random variable is called the Normal Probability
Distribution. The probability density function of a normal random variable with mean  and
standard deviations  is
1 1 x-
f(x) = f(x;  ,) = e-2 (  )2 , -   x  +
2
The normal distribution is commonly denoted by N( , 2). The distribution depends on
two parameters, the mean  and standard deviation .
How to find out the probability
P [a  x  b] is the area under the curve between a and b
b
P [a  x  b] =  f(x) dx
a

Using the Standard Normal Probability Distribution Table

Normal distribution variable take on many different units of measure: dollars, inches,
pounds, time etc. Now we talk in terms of standard units and we denote them by the symbol z.
The standard normal distribution table is organized in terms of standard units or z values. It gives

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
04 : Random variables and their Distributions (13)
the values for only half the area under the normal curve, beginning with 0 at the mean. We can
use this table for problems involving both sides of the curve.
If Z is a normal random variable with mean 0 and standard deviation 1. Then Z is called
standard normal random variable. The probability distribution of standard normal random
variable Z is called Standard Normal Distribution. The density function is
1 1
2
f(z) = e- 2 Z , -   z  +
2
x-
where z= and Z  N(0, 1)

Change of variable
change the variable X to Z such that Z = (X- )/
Z is called as standard normal variable
now find the corresponding values of a and b
finally find the area using table
USE OF TABLE (Tabulated Area)
A table is available for a standard normal variable
It always provides the area from 0 to a certain positive point
For other points we use the corresponding area on the positive side.
For example
Examples (27)
Suppose that X is a normally distributed random variable with mean 10 and standard
deviation 2.1.
(a) Find P (X  11)
(b) Find P (7.6  X  12.2)
Sol. (a)
The value x = 11 corresponds to a Z value of
x- 11-10
Z= = = 0.48
 2.1
Thus P (X  11) = P (Z  0.48)

Standard Normal curve is shown in the figure. The

shaded area is the required probability-using table we have
P (X  11) = P (Z  0.48)
` = 0.5 – 0.1844 = 0.3156
Sol. (b)
The value x1 = 7.6 and x2 = 12.2 correspond to the
Z-value

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
04 : Random variables and their Distributions (14)
x1- 7.6-10
Z1 = = = - 1.14
 2.1
x2- 12.2-10
Z2 = = = - 1.05
 2.1
P (7.6  x  12.2) = P (-1.14  Z  1.05)
= A1 + A2 = 0.3729 +0.3531
= 0.7260
Examples (28)
Life time of an automatic dishwasher is normally distributed with mean 3.5 years and
S.D = 1.0 yrs. If a dishwasher is guaranteed for 12 months, what is the fraction of the sale will
require replacement?
Examples (29)
X denotes the height of soldiers that is normally distributed with mean = 68.22 in and
vaiance = 10.8 in2. How many soldiers in a regiment of 1000 would you expect to be over 6 feet
tall?
Inverse Use of Table:
X  N(13.5, 1.9)
We find two points such that a single observation has 95%
chances to fall between them
Examples (30)
In a normal distribution with  = 13.5 and  = 3.6. Find two
points such that a single observation has 95% chance of falling between them.
Examples (31)
The time required by an athlete to complete a race has been observed to be normally
distributed with mean 30 seconds and a standard deviation of  = 10 seconds. Find the 10th and
90th percentiles.
Examples (32)
An athlete finds that in a high jump he can clear a height of 1.68 m once in five attempts
and a height of 1.52 m nine times out of ten attempts. Assuming the heights he can clear in
various jumps form a normal distribution, estimate the mean and standard deviation of the
distribution.
Solution
Let X denote the height the athlete can clear in various
jumps.
Then X  N (, 2) where  and 2 are unknowns.
The athlete can clear a height of 1.68 m once in five
attempts means
P[X > 1.68] = 1/5 = 0.2 and

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
04 : Random variables and their Distributions (15)
He can clear a height of 1.52 m nine times out of ten attempts means
P[x  1.52] = 9/10 = 0.9
 P[x  1.52] = 0.1
The probability (area) between  and x = 1.68 is 0.5 – 0.2 = 0.3
The probability (area) between  and x = 1.52 is 0.5 – 0.1 = 0.4
Using table inversely, the corresponding points are
X1 = 0.84 and
X2 = - 1.28
Putting in the relation x =  + z we get
 + 0.84  = 1.68
 - 1.28 = 1.52
by solving we have
 = 1.617 and  = 0.075
Properties of a Normal Distribution:
1) The function defining the normal dist. is a proper p.d.f. i.e. f(x)  0 and the total area
under the normal curve is unity.
2) The man and variance of the nomal distribution are  and 2 respectively.
3) The median and mode of the normal distribution are each equal to , the mean of the
distribution.
x-
4) If X ~ N(, 2) , 2 >0 , then the random variable z = ~ N(0,1).

Examples (33)
7
If X = N(0,1), then what will be the distribution for of 2X3, X + 5 and 4X?
8
Sol.
Given that E(X) = 0 and Var.(X) = 1
Let Y = 2X  3
Then E(Y) = E(2X  3) = 2E(X)  3 = 2(0) 3 = 3
and Var.(Y) = Var.( 2X  3) = 4 Var.(x)  Var (3) = 4(1)  0 = 4
Hence the distribution of 2X  3 ~ N(3, 4)
Similarly the other parts.
Examples (34)
Dennis Hogan is the supervisor for the Conowingo Hydroelectric Dam. Mr. Hogan
knows that the dam’s turbine generate electricity at the peak rate only when at least 1,000,000
gallons of water pass through the dam each day. He also knows, from experience that the daily
flow is normally distributed, with the mean equal to the previous day’s flow and a standard
deviation of 200,000 gallons. Yesterday, 850,000 gallons flowed through the dam. What is the
probability that the turbine will generate at peak rate today?

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
04 : Random variables and their Distributions (16)
(Exercise SC 5.10, Book: Statistics for Management, 7th Ed, by Richard Levin and David Rubin)
Solution
For today,  = 850,000,  = 200,000
1000000 - 850000
Required probability; P[x  1,000,000] = P[z  ( )] = 0.5 – 0.2734 = 0.2266
200000
Examples (35)
We have a training program designed to upgrade the supervisory skill of production-line
supervisors. Because the program is self administrated, supervisors require different number of
hours to complete the program. A study of past participants indicates that the mean length of the
time spent on the program is 500 hours and that this normally distributed random variable has a
standard deviation 100 hours.
(i). What is the probability that a participant selected at random will require more
than 500 hours to complete the program?
(ii). What is the probability that a candidate selected at random will take between 500
and 650 hours to complete the training program?
(iii). What is the probability that a candidate selected at random will take more than
700 hours to complete the program?
(iv). Suppose that the training program director wants to know the probability that a
participant chosen at random would require between 550 and 650 hours to
complete the required work?
(v). What is the probability that a candidate selected at random will require fewer than
580 hours to complete the program?
(vi). What is the probability that a candidate selected at random will take between 420
and 570 hours to complete the training program?
Exercise
(1) The Gilbert Machinery Company has received a big order to produce electric motors for a
manufacturing company. In order to fit in its bearing, the drive shaft of the motor must have a
diameter of 5.1  0.05 (inches). The company’s purchasing agent realizes that there is a large
stock of steel rods in inventory with a mean diameter of 5.07. what is the probability of a steel
rod from inventory fitting the bearing? (Ans. 0.4870)
(Exercise 5.42, Book: Statistics for Management, 7th Ed, by Richard Levin and David Rubin)
(2) On the basis past experience, automobile inspectors in Pennsylvania have noticed that 5 percent
of all cars coming in for their annual inspection fail to pass. Using the normal approximation to
the binomial, find the probability that between 7 and 18 of the next 200 cars to enter the
Lancaster inspection station will fail the inspection.
(Exercise 5.47, Book: Statistics for Management, 7th Ed, by Richard Levin and David Rubin)
(3) Verify that the function f(x) = (3/4) (1/4)x , x = 0, 1, 2, … is a probability density function and
determine (a) P(X=2), (b) P(X2), (c) P(X>2) (d) P(X1)
(Ex 3.2, Prob 3.18 Book: Applied Statistics and Probability for Engineers by Douglas
Montgomary)

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore
04 : Random variables and their Distributions (17)
Table for Standard Normal Probabilities

Z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
.0 .0000 .0040 .0080 .0120 .0160 .0199 .0239 .0279 .0319 .0359
.1 .0398 .0438 .0478 .0517 .0557 .0596 .0636 .0675 .0714 .0753
.2 .0793 .0832 .0871 .0910 .0948 .0987 .1026 .1064 .1103 .1141
.3 .1179 .1217 .1255 .1393 .1331 .1368 .1406 .1443 .1480 .1517
.4 .1554 .1591 .1628 .1664 .1700 .1736 .1772 .1808 .1844 .1879
.5 .1915 .1950 .1985 .2019 .2054 .2088 .2123 .2157 .2190 .2224
.6 .2257 .2291 .2324 .2357 .2489 .2422 .2454 .2586 .2517 .2549
.7 .2580 .2611 .2642 .2673 .2703 .2734 .2764 .2794 .2823 .2852
.8 .2881 .2910 .2939 .2967 .2995 .3023 .3051 .3078 .3106 .3133
.9 .3159 .3186 .3212 .3238 .3264 .3289 .3315 .3340 .3365 .3389
1.0 .3413 .3438 .3461 .3485 .3508 .3531 .3554 .3577 .3599 .3621
1.1 .3643 .3665 .3686 .3708 .3729 .3749 .3770 .3790 .3810 .3830
1.2 .3849 .3869 .3888 .3907 .3925 .3944 .3962 .3980 .3997 .4015
1.3 .4032 .4049 .4066 .4082 .4099 .4115 .4131 .4147 .4162 .4177
1.4 .4192 .4207 .4222 .4236 .4251 .4265 .4279 .4292 .4306 .4319
1.5 .4332 .4345 .4357 .4370 .4382 .4394 .4406 .4418 .4429 .4441
1.6 .4452 .4463 .4474 .4484 .4495 .4505 .4515 .4525 .4535 .4545
1.7 .4554 .4564 .4573 .4582 .4591 .4599 .4608 .4616 .4625 .4633
1.8 .4641 .4649 .4656 .4664 .4671 .4678 .4686 .4693 .4699 .4706
1.9 .4713 .4719 .4726 .4732 .4738 .4744 .4750 .4756 .4761 .4767
2.0 .4772 .4778 .4783 .4788 .4793 .4798 .4803 .4808 .4812 .4817
2.1 .4821 .4826 .4830 .4834 .4838 .4842 .4846 .4850 .4854 .4857
2.2 .4861 .4864 .4868 .4871 .4875 .4878 .4881 .4884 .4887 .4890
2.3 .4893 .4896 .4898 .4901 .4904 .4906 .4909 .4932 .4913 .4916
2.4 .4918 .4920 .4922 .4925 .4927 .4929 .4931 .4949 .4934 .4936
2.5 .4938 .4940 .4941 .4943 .4945 .4946 .4948 .4962 .4951 .4952
2.6 .4953 .4955 .4956 .4957 .4959 .4960 .4961 .4972 .4963 .4964
2.7 .4965 .4966 .4967 .4968 .4969 .4970 .4971 .4979 .4973 .4974
2.8 .4974 .4975 .4976 .4977 .4977 .4978 .4979 .4985 .4980 .4981
2.9 .4981 .4982 .4982 .4983 .4984 .4984 .4985 .4989 .4986 .4986
3.0 .4987 .4987 .4987 .4988 .4988 .4989 .4989 .4992 .4990 .4990
3.1 .4990 .4991 .4991 .4991 .4992 .4992 .4992 .4995 .4993 .4993

Muhammad Naeem Sandhu, Assistant Professor, Department of Mathematics, University of Engineering and Technology, Lahore