PDF Unit 4 Random Variable and Probability Distribution
PDF Unit 4 Random Variable and Probability Distribution
1
Probability distribution of a random variable
A probability distribution is a graph, table or formula that specifies the probabilities associated with
each possible value of the random variable. In other words, the probability distribution of a random
variable X is a description of the probabilities associated with the possible values of X. Therefore, the
relationship between the possible values of a random variable and the corresponding probabilities is
called the probability distribution of the random variable. The probability distribution must satisfy the
following two conditions:
(i) Probability associated with each random variable should be greater than or equal to zero i.e. Non-
negative.
(ii) and total probability of such random variables is 1.
Probability mass function (Pmf) and probability distribution of a discrete random variable
Let X be a discrete random variable which can take the values with
respective probabilities .
i.e. ( ) ( ) Then ( ) ( ) is called
probability mass function (pmf) of the random variable X if it satisfies the following conditions
(i) ( ) ( ) ( ) i.e. are non-negative.
(ii) ∑ ∑ ( ) ∑ ( ) i.e. total probability is one.
The set of all ordered pairs * ( )+ or * ( )+ is called probability distribution of random variable
X.
So, probability distribution of discrete random variables X is the set of all ordered pairs. Such
distribution can be represented by tabular form as
X=x x1 x2 x3 …… xn
P(X=x) p1 p2 p3 …… pn
Physical interpretation of ( )
Let us consider the following frequency distribution of the random variable X
X ... ...
f ... ...
Then the mean of distribution is given by:
∑
Mean, ̅ =
2
. . . . . .(*)
Where N is total number of cases and are favourable number of cases to .
Then
( ) , ( )
Substituting in (*) we get
̅= = ∑ By definition of mathematical
expectation.
̅ ( )=∑
Simply, ̅ ( )=∑ ( )
( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
= , ( ) * ( )+ -
= ( ) ( ) ( ) * ( )+
= ( ) * ( )+ * ( )+
( ) = ( ) * ( )+
3
Standard deviation √ ( ) * ( )+
Where, ( ) = ∑ ( )
( )=∑ ( ) ( )= P( ) = P( ) =
Properties of variance
(i) ( ) , where „a‟ and „b‟ is a constant.
(ii) ( ) ( )
(iii) ( ) ( )
(iv) ( ) ( )
Numerical problems
PU: 2019(Spring)
3. a) The following table presents a discrete probability distribution associated with the daily demand
for a product.
Number demand per day (X=x) 10 20 30 40 50 Total
10 0.08 0.8 8
20 0.24 4.8 96
30 0.28 8.4 252
40 0.3 12 480
50 0.1 5 250
∑ ( ) = 31 ∑ ( ) =1086
(i) The mean daily demand (i.e. Expected daily demand) is
̅ = E( ) = ∑ ( ) Note: X = x, P(x) = P(X=x)
= 31
(ii) Standard deviation of daily demand is
√ ( ) * ( )+ . . . . . . (i)
Where, ( ) = ∑ ( ) = 1086
From (i)
√ ( ) * ( )+
=√ ( )
=√
=11.18
4
PU: 2017(Spring), 2014(Fall)
3. a) A random variable X has the following probability function.
X 2 3 4 5 6 7
Solution:
5
X=x P(x) xP(x) P(x)
∑ ( ) = - 0.1 ∑ ( ) = 1.5
E(X) = ∑ ( )
= -0.1
E (4X+5) = 4E(X) +5
= 4 (-0.1) +5
= 4.6
E( ) = ∑ ( )
= 1.5
V(X) = E ( ) - * ( ) +
= 1.5 - ( )
= 1.5 - 0.01
= 1.49
V (4X+5) = V(X) + 0
= 16 1.49
= 23.84
E( ) = E ( + 2X+1)
= E ( ) + 2E(X) + 1
= 1.5 + 2 (-0.1) + 1
= 1.5 – 0.2 + 1
= 2.3
PU: 2016 (Spring)
3. a) An appliance dealer sells different models of freezers having 13.5, 15.9 and 19.1 cu.ft. of storage
space purchased by the next customer to buy a freezer and p(x) be the p.m.f given below as:
X=x 13.5 15.9 19.1
∑ ( ) = 16.38 ∑ ( ) =272.298
6
(i) E( ) = ∑ ( )
= 16.38
Variance, ( ) = ( ) * ( )+ . . . . (i)
Where, ( ) = ∑ ( ) = 272.298
From (i)
Variance, ( ) = ( ) * ( )+
= 272.298 - ( )
= 3.9936
(ii) Let the price of a freezer having capacity x cubic feet be Y = 25X-8.5
Then, the expected price paid by the next customer to buy a freezer is given by
E (Y) = E (25X- 8.5)
= 25 E(X) - 8.5
= 25 16.38 – 8.5
= 401
(iii) The variance of the price paid by the next customer is given by
V(Y) = V (25X-8.5)
= V(X) – 0
= 625
= 2496
H 1 ½ ½
TH 2 ¼ 2/4
TTH 3 1/8 3/8
TTTH 4 1/16 4/16
TTTTH 5 1/32 5/32
. . . .
. . . .
. . . .
E( ) = ∑ ( )= + + + + +…….(i)
Let S = + + + + +…….
S= + + + +…….
- - - - -
S- S = + + + +……
7
or, =
or, = 1
or, S = 2
From eqn (i)
E( ) = 2
Example 1
A coin is tossed until a tail appears. What is the expected number of toss required?
Solution:
On tossing a coin let H denotes head and T denotes tail.
Let X be the number of toss required to get tail.
Outcomes No. of tossed (X) P(x) x P(x)
T 1 ½ ½
HT 2 ¼ 2/4
HHT 3 1/8 3/8
HHHT 4 1/16 4/16
HHHHT 5 1/32 5/32
. . . .
. . . .
. . . .
E( ) = ∑ ( )= + + + + +…….(i)
Let S = + + + + +…….
S= + + + +…….
- - - - -
S- S = + + + +……
or, =
or, = 1
or, S = 2
From eqn (i)
E( ) = 2
Hence, the expected number of toss required is 2.
Example 2
On tossing two coins find the expected number of heads.
Solution:
On tossing coin let H be the head and T be the tail. When two coins are tossed the possible outcomes
are {HH, HT, TH, TT} with probabilities , , , respectively. Let X be the number of heads then
8
No. of head (x) P(x) xP(x)
0 ¼ 0
1 2/4 2/4
2 1/4 2/4
∑ ( )= 1
Expected number of heads E(x) = ∑ ( )= 1.
Example 3
Find the expectation of the number on a die when thrown.
OR
A die is thrown at random. What is the expectation of the number on it?
Solution: Let X denote the number obtained on the die when it is thrown. Then X is a random
variable which can take any one of the values 1, 2, 3. . . , 6 each with equal probability 1/6 as given in
the joining table.
X 1 2 3 4 5 6
p 1/6 1/6 1/6 1/6 1/6 1/6
E(X) = ∑ ( )
=1 +2 +3 +4 +5 +6
= ( )
=
E(X) = 3.5
Hence, the expectation of the number when a dice is thrown is 3.5.
Example 4
Two unbiased dice are thrown. Find the expected values of the sum of numbers of points on them.
Solution:
When two unbiased dice are thrown, the possible outcomes are {(1,1), (1,2), (1,3), (1,4), (1,5), (1,6),
(2,1), (2,2), (2,3), (2,4), (2,5), (2,6), (3,1), (3,2), (3,3), (3,4), (3,5), (3,6), (4,1), (4,2), (4,3), (4,4), (4,5),
(4,6), (5,1), (5,2), (5,3), (5,4), (5,5), (5,6), (6,1), (6,2), (6,3), (6,4), (6,5), (6,6)}.
Let X be a random variable which denotes the sum of the number on the two dice.
9
PU: 2018 (Spring)
2.b) Three bags contain 3 video cards and 2 network cards, 5 video cards and 6 network cards, 2 video
cards and 4 network cards respectively. One card is drawn from each bag. Find the expected number
of video cards.
Solution:
Let V= video card, N= Network card
Bag I: 3V+2N
Bag II:5V+6N
Bag III: 2V+4N
Let X be the number of video cards.
P(no video card) = P(all network cards) = =
P(one video card) =
=
P(two video cards) =
=
P(all three video cards) =
=
0 0
∑ ( )=
10
If X is a continuous random variable, then mathematical expectation of random variable X is given by
E(X) = ∫ ( ) such that ∫ ( ) =1
& the variance of X is denoted by V(X) and is given by
( ) = ( ) * ( )+
Standard deviation of X = √ ( ) = √ ( ) * ( )+
Where,
( )=∫ ( )
or, k0 1=1
or, = 1
k=3
f(x) =
(ii)
P (0<x<0.7) = ∫ ( )
=∫
= 3[ ]
=[ ]
= 0.343
(iii) E(X) = ∫ ( )
=∫
11
=3∫
= 3[ ]
= 30 1
=
Additional
V(X) = ( ) * ( )+ . . . . (i)
Where
( )=∫ ( )
=∫
=3∫
= 3[ ]
= 30 1
=
From (i)
V(X) = - . /
= 0.0375
or, -5A[ - =1
or, -5A0 1=1
or, -5A ( - )= 1
or, -5A(0-1) = 1
or, 5A = 1
12
A=
f(x) =
(ii)
(a) The probability that she will take over the phone is more than 10 minutes is given by
P(X>10 minutes)
=∫ dx
= ∫ dx
= [ -
= -[ -
= -0 1
= -( -0.135)
= -(0-0.135)
= 0.135
(b) The probability that she will take over the phone is less than 5 minutes is
P(X<5 minutes)
=∫ dx
= ∫ dx
= [ -
= -[ -
= -[ ]
= -(0.367-1)
= -(-0.632)
= 0.632
(c) The probability that she will take over the phone is between 5 and 10 minutes is
P (5<X< 10 minutes)
=∫ dx
= ∫ dx
= [ -
= -[ -
= -[ ]
= - (0.135-0.367)
= - (-0.232)
= 0.232
13
PU: 2013 (Fall)
3. a) The diameter of an electric cable say “X”, is assumed to be a continuous random variable with
( )
f(x)= 8
= 60. / ( )1
= 6( -0)
= 0.5
& ( )= ( ) * ( )+ . . . . .(i)
Where,
( )=∫ ( )
=∫ ( )dx
=6∫ ( )dx
= 6[ -
= 60. / ( )1
= 6( -0)
= 0.3
From (i)
( ) = ( ) * ( )+
= 0.3 - ( )
= 0.05
14
PU: 2015 (Fall)
4. a) The length of time (in minutes) that a certain lady speaks on the telephone is found to be random
phenomenon, with a probability function specified by the probability density function f(x) as:
f(x) = 8
or, -5A[ - =1
or, -5A0 1=1
or, -5A ( - )= 1
or, -5A(0-1) = 1
or, 5A = 1
A=
f(x) =
(ii)
(a) The probability that she will take over the phone is more than 10 minutes is given by
P(X>10 minutes)
=∫ dx
= ∫ dx
= [ -
= -[ -
= -0 1
= - ( -0.135)
= - (0-0.135)
= 0.135
(iii) The mean of talk time on the telephone is given by
E(X) = ∫ ( )dx
= ∫ dx
= ∫ dx
= . / ( ) ∫ dx = ( )
15
= 25( )! & ( )= (n-1)!
= 25
=5
The variance of talk time on the telephone is given by
( ) = ( ) * ( )+ . . . . .(i)
where
E( )=∫ ( )dx
= ∫ dx
= ∫ dx
= . / ( )
= 125( )!
= 125
= 50
From (i)
( ) = 50 -( )
= 25
16
P (one defective) = = =
P (Two defectives) = = =
P (Three defectives) = = =
0 0 0
∑ ( )= ∑ ( )=
(i) E(X) = ∑ ( )
=
= 1.2
(ii) ( ) = ( ) * ( )+
= -( )
= 0.56
(iii) The probability distribution of X
X 0 1 2 3
F(x)
or, C[ - =1
17
or, C[(2 - ) – (2 - )]= 1
or, C[8- ]=1
or, C = 1
C=
f(x)= (4x-2 )
f(x)= (4x-2 )
(ii) Since, X is continuous random variable with pdf f(x), then distribution function or cumulative
distribution function F(x) is given by
F(x) = P(X x) = ∫ ( )
=∫ ( )
= ∫ ( )
= [ -
= [ -
= [( ) – (2 - )]
F(x) = ( )
2020 (Fall)
3. a) let X be a continuous random variable with p.d.f.
f(x) = ax ; 0 x 2
=a ; 2 x 4
= ax+3a ; 4 x 6
=0 elsewhere
i. Determine the constant „a‟.
ii. Find P(X 1.5) and P(1.5 X 2.5)
iii. Obtain E(X).
Solution:
(i) Since, total probability is one.
∫ ( )dx = 1
∫ ( ) ∫ ( ) +∫ ( ) +∫ ( ) +∫ ( ) =1
or, 0+∫ +∫ +∫ ( ) +0=1
or, a0 1 , - 0 1 + 3a, - = 1
or, a. / + a( ) + a. / + 3a( )= 1
or, 2a + 2a + 10a + 6a = 1
or, 20a= 1
or, a =
a=
(ii) P(X 1.5)
=∫ ( )
=∫ ( ) ∫ ( )
18
= 0+ ∫
= a0 1
= a. /
=a
=
= 0.05625
P(X 1.5) = 0.05625
P (1.5 X 2.5)
=∫ ( )
=∫ ( ) ∫ ( )
=∫ ∫
= a0 1 , -
= a. / + a( )
= 0.875a+ 0.5a
= 1.375a
= 1.375
= 0.06875
(iii) E(X)
=∫ ( )dx
=∫ ( ) ∫ ( ) +∫ ( ) +∫ ( ) +∫ ( )
= 0+∫ +∫ +∫ ( ) +0
= ∫ + ∫ + ∫ + ∫
= a0 1 0 1 0 1 + 3a0 1
= a. / + a. / + a. / + 3a. /
= + 6a + + 30a
= + 36a
= + 36
= 2.667+ 1.8
= 4.4667
19
Theoretical Probability Distributions
Binomial probability distribution
Binomial distribution is the fundamental, one of the most important and widely used discrete
probability distribution in Statistics. It was discovered by James Bernoulli (1654-1705) in the year
1700. Binomial distribution is used when the experiment can result in only one of two mutually
exclusive outcomes (i.e. binary events) such as head or tail, infected or not infected, dead or alive,
sick or well, win or lose etc. The experiment which gives binary (dichotomous) results is called
Bernoulli trails.
Definition: A random variable X is said to follow Binomial distribution if it assumes only non-
negative values and its probability mass function of getting r successes is given by
( ) Where, x = 0, 1, 2, 3, . . . . ,n.
p+q =1
or, q = 1-p
Mean = np
Variance = npq
Standard deviation = √
Where, n and p are known as parameters of the Binomial distribution.
Note:
To solve the numerical problem of binomial distribution, commonly used in two condition.
Number of trial is less than or equal to 20 i.e. (n 20) and
Probability of success is large i.e. (p 0.05)
Note:
(i) At least, greater than or equal to , more than or equal to, not less than ( )
(ii) At most, less than or equal to, not more than, not exceed, upto ( )
(iii) More than, greater than, exceed, above (>)
(iv) Less than, lower than, below, under (<)
20
Fitting of Binomial distribution
Suppose, a random experiment consisting of n trials is repeated N times and satisfying the conditions
of binomial distribution then expected or theoretical frequencies of getting x successes is given by
E= ( ) ( )
= ( )
( )=
Where
Example 1
Determine the binomial distribution for which the mean 4 and variance is 3.
Solution
Mean (np) = 4 . . . . . . .(i)
Variance (npq) = 3 . . . .(ii)
X ( )
From (ii)
npq = 3
or,
or, and p =
Now, from (i)
np = 4 or,
n = 16
Hence, the required binomial distribution i.e. X . /
Example 2
Point out the fallacy, if any, in the following statement:
For binomial distribution, mean = 7 and variance = 11.
Solution:
For a binomial distribution with parameters n and p
Mean = np = 7 . . . . . . . . (i)
Variance = npq =11 . . . . . (ii)
Dividing (ii) by (i), we get
q= which is impossible, since q being the probability must lie between 0 and 1 i.e.
. Hence, the given statement is wrong (incorrect)
Example 3
Ten unbiased coins are tossed simultaneously. Find the probability of obtaining
Exactly 6 heads (ii) At least 8 heads (iii) No head (iv) at least one head (v) Not more than three heads
(vi) At least 4 heads (vii) At most 3 heads (viii) More than 2 heads (ix) Less than 8 heads (x) 3 heads
and 7 tails.
Solution: Let P be the probability of getting a head, then P = and q =
Number of trials (n) = 10
Let x denotes the number of heads or tails. Then, the probability of getting x heads in binomial
distribution is given by
21
( ) ,
( )= . / . / =
( )=
(i) P (exactly 6 heads) = ( )
=
=
22
=1 ( )
* ( ) ( ) ( )+
=1 * +
= [ ]
= ( )
(ix) P (less than 8 heads)
= ( )
=1 ( )
* ( ) ( ) ( )+
=1 * +
= [ ]
= ( )
(x) P (3 heads and 7 tails)
= ( )
= ( )
=
=
Example 4
The incidence of occupational disease in an industry is such that the workmen have a 20% chance of
suffering from it. What is the probability that out of six workmen (i) 4 or more will contract the
disease (ii) at most 3 will contract the disease (iii) more than 5 will contract the disease (iv) none is
suffering from the disease?
Solution:
Here,
Number of workmen (n) = 6
Probability of suffering from an occupational disease (p) = 0.20
Probability of not suffering from an occupational disease (q) =1 p = 1 = 0.80
Let the random variable X denotes the number of workmen contract from the disease, then the
probability of x workmen contract from the disease in binomial distribution is given by
( )= ,
(i) P (4 or more will contract the disease)
= ( )
( ) ( ) ( )
= ( ) ( ) ( ) ( ) ( ) ( )
= 0.0154+0.0015+0.000064
= 0.01696
(ii) P (at most 3 will contract the disease)
= ( )
= ( ) ( ) ( ) ( )
= ( ) ( ) ( ) ( ) ( ) ( )
+ ( ) ( )
= 0.2621+0.0393+0.2457+0.0819
23
= 0.629
(iii) P(more than 5 will contract the disease)
= ( )
( )
= ( ) ( )
= 0.000064
(iv) P(none is suffering from the disease)
= ( )
= ( ) ( )
= 0.2621
Example 5
Out of 800 families of Kathmandu with 4 children each, what percentages would be expected to have
(i) 2 boys and 2 girls (ii) at least one boy (iii) no girls (iv) at most 2 girls and (v) one boy and 3 girls.
Assume equal probabilities for boys and girls.
Solution
Here,
Total number of families (N) = 800
Number of children (n) = 4
Let the probability of boys (p) =
Probability of girls (q) =
Let random variable X denotes the number of boys or girls.
Then, the probability of getting x boys out of n children in binomial distribution is given by
( )= ( ) , .
( )= . / . /
=
(i) P (2 boys and 2 girls) = P(X=2) = =
(ii) P (at least one boy) ( )
=1 ( )
( )
=1
= = 93.75%
(iii) P(no girls ) = P(all boys )
= ( )
= = = 6.25%
OR
=P(X=4)
=
= 0.0625 = 6.25%
(iv) P (at most 2 girls)
= ( )
( ) ( ) ( )
24
=
= =
= 0.6875
= 68.75%
(v) P (one boy and 3 girls)
= ( )
= =
Additional
(vi) Find the expected number of families having 2 boys and 2 girls.
The expected number of families having 2 boys and 2 girls = 800 0.375= 300
(vii) Find the expected number of families having at least one boys.
The expected number of families having at least one boys
= 800 0.9375 = 750
Example 6
A merchant‟s file of 20 accounts contains 6 delinquent and 14 non –delinquent accounts. An auditor
randomly selects 5 of these accounts for examination.
(i) What is the probability that the auditor finds exactly 2 delinquent accounts?
(ii) What is the probability that the auditor finds less than or equal to 3 delinquent accounts?
(iii)Find the expected number of delinquent accounts in the sample selected.
Solution: n = 5
Probability of a delinquent account (p) =
Probability of a non- delinquent account (q) =1
Let random variable X denotes the number of delinquent accounts that the auditor finds. Then, the
probability of getting x delinquent accounts out of n accounts in binomial distribution is given by
( )= ( ) , & q=1
(i) P(exactly 2 delinquent accounts)
= ( )
= . / . /
= 10 0.09 0.343 = 0.3087
(ii) P (less than or equal to 3 delinquent accounts ) = ( )
=1 ( )
=1 * ( ) ( )+
=1 { . / . / . / . / +
= 1 {0.02835+0.00243}
=1
(iii) The expected number of delinquent accounts in the selected sample of n = 5 is given by
Mean = n p =
25
PU 2010 (Spring)
4 (b). An experiment succeeds twice as often as it fails. Find the chance that in the next six trials there
will at least be 4 successes.
Solution:
Let p denotes the probability of success and q denotes its failure, then
By given condition
p=2q
Since, total probability is one
p+q=1
2q+q=1
or, 3 q = 1
or, q = & p =1 =1 =
Number of trials (n) = 6
Let random variable X denotes the number of successes.
Then, the probability of getting x successes out of n trials in binomial distribution is given by
( )= ( ) , .
The probability of at least 4 successes in 6 trials is given by
( )
= ( ) ( ) ( )
= . / . / . / . / . / . /
= 0.3292 + 0.2633+0.0877
Example 7
If hens of a certain breed normally lay eggs on 5 days a week on an average, find how many days
during a season of 100 days poultry keeper with 5 hens of this breed, will expect to receive (i) no
eggs (ii) exactly 3 eggs (iii) at least 4 eggs (iv) at most 2 eggs.
Solution:
Number of hens (n) = 5
Total number of days (N) = 100
Probability of laying eggs (p) =
Probability of not laying eggs (q) = 1 – p = 1– =
Let the random variable X denotes the number of laying eggs. Then, the probability of getting x eggs
out of n hens in binomial distribution is given by
( )= ( ) ,
(i) P(no eggs) = ( )
= . / . / . /
The expected number of days for receiving no eggs out of 100 days is
( )= ( ) = 100
(ii) P(exactly 3 eggs ) = ( )
= . / . /
The expected number of days for exactly 3 eggs out of 100 days is
( )= ( ) = 100
(iii) P (at least 4 eggs ) = ( )
26
= ( ) ( )
= . / . / . / . /
= 0.3719+0.1859 = 0.5578
The expected number of days for at least 4 eggs out of 100 days is
( ) ( ) = 100
(iv) P(at most 2 eggs) = ( )
= ( ) ( ) ( )
= . / . / . / . / . / . /
= 0.0238+0.0.1190 = 0.1447
The expected number of days for at most 2 eggs out of 100 days is
( ) ( ) = 100
Example 8
If mean and variance of binomial distribution are 3 and 1.5 respectively, find the probability (i) at
least one successes (ii) exactly 2 successes (iii) at least 4 successes (iv) at most 3 successes (v) more
than 3 successes (vi) less than 4 successes ( vii) between 2 and 6 successes.
Solution
If n and p are the parameters of the binomial distribution, then we are given:
Mean = np = 3. . . . . . . . (i)
Variance = npq =1.5 . . . . . (ii)
Dividing (ii) by (i), we get
q=
p =1
Substituting in (i), we get
np = 3
3 n=6
Let random variable X denotes the number of successes.
Then, the probability of getting x successes out of n trials in binomial distribution is given by
( )= ( ) ,
( )= . / . / =
(i) P(at least one success ) = ( )
=1 ( )
( )
=1
=
(ii) P(exactly 2 successes) = P(X=2)
= =
(iii) P(at least 4 success) = ( )
= ( ) ( ) ( )
= + +
27
=
= 0.2343+0.09375+0.0156 = 0.3436
(iv) P(at most 3 successes)= ( )
=1 ( )
=1 * ( ) ( ) ( )+
=1 * + }
= ( )
= 1 (0.2343+0.09375+0.0156) =1 0.3436 = 0.6564
(v) P(more than 3 success) = ( )
= ( ) ( ) ( )
= +
=
= 0.2343+0.09375+0.0156 = 0.3436
(vi) P(less than 4 successes) = ( )
=1 ( )
= * ( ) ( ) ( )
= * + +
= * +
= 1 (0.2343+0.09375+0.0156)
=1 0.3436 = 0.6564
(vii) P (between 2 and 6 success)
= P( )
=( ) ( ) ( )
= +
= +
= 0.3125 + 0.2343+0.09375
= 0.6405
Example 9
The mean and standard deviation of binomial distribution are 20 and 4 respectively. Calculate n, p and
q. Also find P( )
Solution
If n and p are the parameters of the binomial distribution, then we are given:
Mean = np = 20. . . . . . . . (i)
Standard deviation = √ =4
Variance = npq =16 . . . . . . . (ii)
Dividing (ii) by (i), we get
q=
p=1
Substituting in (i), we get
np = 20
28
20 n = 100
n = 100, p ,q=
The probability of getting x successes out of n trials in binomial distribution is given by
( )= ( ) ,
( )= . / . /
Now,
P( )
= ( ) ( )
= . / . / . / . /
= 0.00000321 +0.00001496
=0.00001497
Example 10
A binomial random variable X satisfies the relation ( ) ( ) when n = 5. Find the
value of parameter „p‟.
Solution
X be a binomial random variable. If n and p are the parameters of the binomial distribution, then the
probability of getting x successes out of n trials in binomial distribution is given by
( )= ( ) , q=1
( ) = 10 . . . . . . (i)
& ( ) = 10 . . . . . . . (ii)
According to the question
( ) ( )
or, 6 10 10
or, 6p = q
or, 6p = 1 p
or, 7p = 1
p=
Example 11
In a binomial distribution with 6 independent trials, the probability of 3 and 4 successes is found to be
0.2457 and 0.0819 respectively. Find the parameters p and q of the binomial distribution.
Solution:
If n and p are the parameters of the binomial distribution, let X denotes the number of successes.
Then, the probability of getting x successes out of n trials in binomial distribution is given by
( )= ( ) , q=1
By given condition
( ) ( ) = 20 . . . . . . . . .(i)
& ( ) ( ) = 15 . . . . . . . (ii)
Dividing (ii) by (i), we get
( )
( )
=
29
or, 9p = 4q
or, 9p = 4( )
or, 9p+4p = 4
or, p = &q=1
p= &q
30
Probability of not hitting the target at any trial (q) = 1 – p
= 1 -0.7
= 0.3
Number of shots (n) = 7
Let the random variable X denote the number of shots. Then, the probability of getting x hits out of n
shots (trials) in binomial distribution is given by
( )= ( ) ,
The probability that his seventh shot is his fourth hit is given by
P(X = 4) = ( ) ( )
= 35
P(X = 4) = 0.2268 or 22.68%
Poisson distribution
Poisson distribution is a discrete probability distribution developed by French mathematician, Simeon
Denis Poisson (1781-1840) in the year 1837.
It is also one of the most widely used discrete probability distribution among other probability
distributions. Poison distribution explains the behaviour of those discrete random variables for which
the probability of occurrence of an event is very small and the total number of possible cases is very
large (i.e. number of trials is very large). Poisson distribution deals with the evaluation of probabilities
of rare events. Therefore, it is used to compute the probability of occurrences of rare events such as
number of customers arrive per minute at a grocery store, number of defective articles (say pins,
blades etc.) in a packet manufactured by a reputed company, number of printing mistake per page in a
book, number of telephone calls per minute coming into the switch board of a company, number of
accidents per day in a busy road, number of earthquakes in a year, number of tsunami in a year,
number of suicides per day in a particular village, number of death due to heart attack in a day in
Kathmandu, number of twin birth in a hospital etc. Here, the occurrences of the events are rare and
independent.
( ) {
Where, = Mean of the Poisson distribution = Average number of occurrences per specified interval
and is called parameter of the Poisson distribution.
Number of successes of a given event.
is the base of natural logarithm
31
Symbolically, if X follows Poisson distribution with parameter „ ‟ then it is written as ( ).
S.d. = √
Example 1
Between the hours 2 P.M. and 4 P.M. the average number of phone calls per minute coming into the
switch board of a company is 2.5. Find the probability that during one particular minute there will be
(i) no phone call at all (ii) at least 3 calls (iii) at most 4 calls (iv) more than 4 calls (v) at least one call
(v) less than 3 calls (vii) between 3 calls and 6 calls (viii) 2 or less calls .(ix) upto 3 calls.
Solution
Let the random variable X denotes the number of phone calls per minute coming into the switch board
of a company such that ( ). Then, the probability of getting x calls per minute by Poisson
distribution is given by
( )= ( )
Here, average number of phone calls per minute ( ) 2.5
( )
( )= ( )
(i) P (no phone call at all)
= ( )
( )
=
= =
(ii) P (at least 3 calls)
32
= ( )
= ( )
= ( )
= * ( ) ( ) ( )+
( ) ( ) ( )
= * +
( ) ( ) ( )
= * +
= ( )
=
(iii) P ( at most 4 calls)
= ( )
=* ( ) ( ) ( ) ( ) ( )+
( ) ( ) ( ) ( ) ( )
=* +
( ) ( ) ( ) ( ) ( )
= * +
= ( )
=
(iv) p(more than 4 calls)
= ( )
=1 ( )
=1
33
( )
= * ( ) ( ) ( )+
( ) ( ) ( )
= * +
( ) ( ) ( )
= * +
= ( )
= 6. 525
=
(ix) P (up to 3 calls)
= ( )
= * ( ) ( ) ( ) ( )}
( ) ( ) ( ) ( )
=
( ) ( ) ( ) ( )
= * +
= ( )
= 9.229 =
Example 2
It is known from past experience that in a certain plant there are on the average 4 industrial accidents
per month. Find the probability that in a given per month there will be less than 4 accidents. Assume
Poisson distribution.
Solution:
Let the random variable X denotes the number of accidents in the plant per month such that ( ).
Then, the probability of getting x accidents per month by Poisson distribution (i.e. Poisson probability
law) is given by
( )= ( )
Here, average number of accidents per month ( ) 4
( )
( )= ( )
The probability that there will be less than 4 accidents
= ( )
= * ( ) ( ) ( ) ( )+
( ) ( ) ( ) ( )
=* +
( ) ( ) ( ) ( )
= * +
= ( )
Example 3
A car hire firm has two cars which it hires out day by day. The number of demands for a car on each
day is distributed as a Poisson variate with mean 1.5. Calculate the proportion of days on which (i)
neither car is used (ii) some demand is refused.
Solution
Let the random variable X denotes the number of demands for a car on any day such that ( ).
Then, the probability of getting x demands for a car on any day by Poisson distribution (i.e. Poisson
probability law) is given by
34
( )= ( )
Here, average (mean) number of demands of car per day ( ) 1.5
( )
( )= ( )
(i) The Proportion of days on which neither car is used = P(neither car is used )
= P (no demand)
= ( )
( )
=
=
=
(ii) Since, the firm has only two cars, some demands will be refused if the number of demands per
day is greater than 2.Hence,
P (some demand is refused)
= P( )
= ( )
= * ( ) ( ) ( )+
( ) ( ) ( )
= * +
( ) ( ) ( )
= * +
= ( )
=
=
Example 4
Suppose on an average 1 house in 1000 in a certain district has a fire during a year. If there are 2000
houses in that district, what is the probability that exactly 5 houses will have a fire during the year?
Solution:
Here, probability of a house fire during a year (p) =
Number of houses (n) = 2000
Since, p is small and n is large, therefore Poisson distribution is a good approximation to binomial
distribution.
Mean number of houses that will have a fire, λ = np
= 2000×
=2
Let the random variable X denotes the number of houses that will have a fire during the year such
that ( ).
Then, the probability of getting x houses that will have a fire by Poisson distribution (i.e. Poisson
probability law) is given by
( )= ( )
P(exactly 5 houses will have a fire during the year)
=P( )
( ) = 0.0360
35
Example 5
If 5% of the electric bulbs manufactured by a company are defective. Use Poisson distribution to find
the probability that in a sample of 100 bulbs
(i) none is defective
(ii) 5 bulbs will be defective
(iii) at most 2 will be defective
(iv) more than 4 will be defective
(v) at least one will defective
(vi) less than 3 will be defective
(vii) between 2 and 6 will be defective
(viii) 2 or less will be defective.
Solution:
Here, n = 100
Probability of a defective bulb (p) = 5% = 0.05
Since, p is small and n is large, therefore Poisson distribution is a good approximation to binomial
distribution.
= 100 =5
The average number of defective bulbs ( ) 5
Let the random variable X denotes the number of defective bulbs such that ( ).
Then, the probability of getting x defective bulbs by Poisson distribution (i.e. Poisson probability law)
is given by
( )= ( )
( )
( )= ( )
(i) P (none is defective) = ( )
( )
=
= =
(ii) P (5 bulbs will be defective)
= ( )
( )
=
( )
=
=
36
=1 * ( ) ( ) ( ) ( ) ( )+
( ) ( ) ( ) ( ) ( )
=* +
( ) ( ) ( ) ( ) ( )
= * +
= ( )
Example 6
A manufacturer of pins knows that on an average 2% in production is defective. He sells pins in
boxes of 100 and guarantee that not more than two pins will be defective. What is the probability that
a box randomly selected (i) will meet the guaranteed quality (ii) will not meet the guaranteed quality.
Solution
Here, sample size (per box) (n) = 100
Probability of a defective pin (p) = 2% = 0.02
37
Since, p is small and n is large, therefore Poisson distribution is a good approximation to binomial
distribution.
The average number of defective pins ( )
= 100 =2
Let the random variable X denotes the number of defective pins in a box of 100 such that ( ).
Then, the probability of getting x defective pins in the selected box by Poisson distribution (i.e.
Poisson probability law) is given by
( )= ( )
( )
( )= ( )
(i) P (the box will meet the guaranteed quality) = P (number of defective pins per box is not more than
2)
( )
= * ( ) ( ) ( )+
( ) ( ) ( )
= * +
( ) ( ) ( )
= * +
= ( )
= 5=
(ii) P (will not meet the guaranteed quality) = P (number of defective pins per box is more than 2)
= ( )
=1 ( )
=1
Example 7
If mean and variance of a Poisson distribution is 3, find
() ( ) (ii) ( ) (iii) ( )
Solution
Let X be a random variable following Poisson distribution with mean and variance is 3. i.e. ( ).
Mean = Variance = = 3
Then, the probability of getting x successes by Poisson distribution (i.e. Poisson probability law) is
given by
( )= ( )
(i) P( ) ( )
= ( )
= ( )
= * ( ) ( ) ( )+
( ) ( ) ( )
= * +
( ) ( ) ( )
= * +
= ( )
=
=
(ii) ( ) ( )
= = 0.4232
38
OR
( ) ( )
= ( ) ( ) ( )
( ) ( ) ( )
=
( ) ( ) ( )
= * +
= ( )
=
=
(iii) ( ) ( ) ( ) ( )
( ) ( ) ( )
= + +
( ) ( ) ( )
= * +
= ( )
=
=
Example 8
If a random variable X follows Poisson distribution such that ( ) ( ) find
(i) the mean and variance of the poison distribution (ii) ( ) (iii) ( )
Solution
Let X be a random variable following Poisson distribution with parameter . i.e. ( ).
Then, the probability function of getting is given by
( )= ( )
(i) we have,
For x =1
( )
( )=
For x = 2
( )
( )=
According to question
( ) ( )
( ) ( )
or,
or, = 2
Mean = Variance = = 2
(i) ( )
( )
=
=
=
(ii) ( )
( )
= * ( ) ( ) ( )+
( ) ( ) ( )
= * +
39
( ) ( ) ( )
= * +
= ( )
=
=
Example 9
In a certain factory turning out optical lenses, there is a small chance for any one lens to be
defective. The lenses are supplied in packets of 10. Use Poisson distribution to calculate the
approximate number of packets containing (i) no defective (ii) one defective (iii) two defective (iv)
three defective (v) between 1 and 3 defective lenses in a consignment of 20,000 packets.( Given that
)
Solution:
Here, we are given
N = 20,000, n = 10
Probability of a defective optical lens (p) =
Since, p is very small even n is not large, therefore Poisson distribution is a good approximation to
binomial distribution.
= 10 = 0.02
The average number of defective optical lens ( ) 0.02
Let the random variable X denotes the number of defective optical lenses in a packet of 10 such
that ( ).
Then, the probability of getting x defective optical lenses in a pocket by Poisson distribution (i.e.
Poisson probability law) is given by
( )= ( )
( ) ( )
( )= ( ) =
The number of packets containing x defective optical lenses in a consignment of 20,000 packets is
( )
( ) ( ) = 20,000
P (no defective) = ( )
( )
=
= =
The expected number of packets containing no defective optical lenses = 20000 =19604
P (one defective) = ( )
( )
=
( )
=
The expected number of packets containing one defective optical lenses = 20000
=392.08
P (two defective) = ( )
= ( )+
( )
=
40
( )
=
=
The expected number of packets containing two defective optical lenses = 20000
=3.9208
P (three defective) = ( )+
( )
=
( )
=
=
The expected number of packets containing three defective optical lenses = 20000
=0.026138
P (between 1 and 3 defective) = ( )
( )
( )
=
( )
=
=
The expected number of packets containing between 1 and 3 defective optical lenses = 20000
=3.9208
41
PU 2018 (Fall)
3. a) The number of accident in a year attributed to taxi driver in a city is Poisson distribution with
mean 3. Out of 1000 taxi driver, find approximately the number of driver with: i) More than 3
accidents in a year and ii) Less than 2 accidents.
Solution:
The average number of accidents per year ( ) 3
Total number of taxi drivers , N =1000
Let the random variable X denotes the number of accidents such that ( ).
Then, the probability of getting x accidents in a year by Poisson distribution (i.e. Poisson probability
law) is given by
( )= ( )
(i) P(More than 3 accidents in a year)
= P(X>3)
= 1 – P( )
= 1- { ( ) ( ) ( ) ( )}
( ) ( ) ( ) ( )
= 1- { }
( ) ( ) ( ) ( )
= 1- * +
=1 - ( )
= 1-
= 1-
= 0.536 or 53.6%
The expected number of driver with more than 3 accidents in a year = 1000
= 536
(ii)P( Less than 2 accidents)
= p(X<2)
= ( ) ( )
( ) ( )
=
( ) ( )
= * }
= 0.0497(1+3)
= 0.0497
= 0.1988 or 19.88%
The expected number of driver with less than 2 accidents in a year = 1000
= 198.8
PU: 2017 (Spring), 2014(Fall)
3. b) Customers arrive at complaint department of a store at the rate of 3 per hour. If arrivals follow a
Poisson distribution, calculate the probability that:
i) No customer will arrive in a hour
ii) Two or three customers will arrive in an hour
iii) At least three customers will arrive in an hour
Solution:
The average number of customers arrive at complaint department of a store per hour ( ) 3
Let the random variable X denotes the number of customers arrive at complaint department of a store
such that ( ).
42
Then, the probability of getting x customers will arrive at complaint department of a store in a hour by
Poisson distribution (i.e. Poisson probability law) is given by
( )= ( )
(i) )P(No customer will arrive in a hour)
= P(X = 0)
( )
=
= 0.0497
(ii) P(Two or three customers will arrive in an hour)
= p(X = 2) + P(X =3)
( ) ( )
=
( ) ( )
= { }
( ) ( )
= 0.0497{ }
= 0.0497 ( 4.5+4.5)
= 0.0497
= 0.4473
(iii) P( At least three customers will arrive in an hour)
= p(X )
= 1 – P(X<3)
= 1 –{P(X= 0)+P (X=1) + P(X= 2) }
( ) ( ) ( )
=1-{ }
( ) ( ) ( )
=1- * }
=1- ( )
=1-
= 1 – 0.4225
= 0.577
43
= 0.00673
(ii) P (At least Two customers will arrive in an hour)
= p(X )
= 1 – P(X<2)
= 1 – {P(X= 0) + P(X= 1)}
( ) ( )
=1-{ }
( ) ( )
=1- * }
=1- ( )
=1-
= 1 – 0.0403= 0.959
(iii)
The average number of customers arrive at complaint department of a store in 30 minutes (i.e. in half
hour) ( ) 5
= 2.5
OR
= = 2.5
P(At most two customers will arrive in 30 minutes period )
= P(X )
= P(X= 0)+P (X=1) + P(X= 2) }
( ) ( ) ( )
=
( ) ( ) ( )
= * }
= ( )
= = 0.54325
Normal Distribution
Normal distribution is the most important and most commonly used continuous probability
distribution in statistical analysis. This distribution has made a notable revolution in the entire field of
probability theory and Statistics. Therefore, this distribution is widely used in the field of health,
management, engineering, economics, social, physical sciences including every field of study. Being
it is continuous probability distribution, continuous variables such as income, wage, height, weight,
blood pressure, serum level, score on an examination, life time, profit etc. are studied under this
distribution. Normal distribution is also known as Gaussian distribution after Karl Friedrich Gauss (in
1809) who rediscovered the normal equation independently and used it for the study of errors in
astronomy.
Definition
A continuous random variable X is said to have a normal distribution with parameters and if it
assumes all real values within the interval to and its probability density function is given by
. /
( ) ;
√
44
Mean of the distribution
Here, the mean and variance are called the parameters of the normal distribution.
Normal distribution is a limiting form of Binomial distribution under the following conditions:
i.e.
Normal distribution is a limiting case of Poisson probability distribution if the average number of
occurrences ( ) is very large i.e.
Continuity correction factor 0.5 is subtracted for less than, under, below etc.
Continuity correction factor 0.5 is added to it for more than, greater than, above, exceed etc.
0.5 is subtracted to get lower limit and added to get upper limit for equal to case. (=)
45
P(x<μ) = p (z<0) P(x>μ)= p(z>0)
=p (-∞<z<0) =p (0<z<-∞)
0.5 0.5
- x=μ
z=0
(vii) The shape of a normal distribution depends upon the values of its parameters
(viii) Since, the distribution is symmetrical; moment coefficient of skewness is zero i.e.
(xi) In a normal distribution, mean deviation about mean is approximately equal to times its standard
(xii) In a normal distribution, quartile deviation is approximately equal to times its standard
deviation. Thus, Q.D. =
(xiii) The maximum probability of the normal distribution occurs at the point and the maximum
value is given by , ( )-
√
(xiv) A linear combination of independent normal variates is also the normal variate.
(xv) Normal distribution is a limiting case of (a) Binomial distribution and (b) poisson distribution.
46
(ix) The most important application of normal distribution is that the central limit theorem follows the
normal distribution when number of trials tends to infinity.
(x) In theoretical statistics as well as applied field many problem can be solved only under the
assumption of a normal population like age, weight, height, blood pressure, income, wage etc.
(xi) It is used to find the standard error.
(xii) Data obtained from biological measurements approximately follow normal distribution.
(xiii)It is used to calculate sample size (n)
To sum up, normal distribution is considered as Ocean in which entire facts can be extracted.
If a random variable X follows normal distribution with parameters mean , then its
standard normal variate (S.N.V.) Z is given by
To use normal table, we must have to convert normal variable (X) into standard normal variate (Z).
Example 1: Suppose the average length of stay in a chronic disease hospital of a certain type of
patients is 60 days with a standard deviation of 15. If it is reasonable to assume an approximately
normal distribution of length of stay, find the probability that a randomly selected patient from this
group will have a length of stay.
(a) Greater than 70 days
(b) Less than 50 days
(c ) Between 40 and 45 days
(d)Less than 30 days
(e) Between 30 and 90 days
(f) Between 78 and 100 days
(g) Less than 85 days
47
(h) More than 25 days
Solution:
Let the random variable X denotes length of stay in a chronic disease hospital of a certain type of
patients and it follows approximately normal distribution.
Mean length of stay ( ) = 60 days
Standard deviation (σ) = 15 days
Then, the corresponding standard normal variate (S.N.V.) is
Z=
(a) P (length of stay greater than 70 days) = P(X>70) =?
When X = 70 days
Z= =
Now,
P(X > 70)
= P (Z > 0.67)
= 0.5 ( )
= 0.5 – 0.2486
= 0.2514 or 25.14% - Z=0 Z = 0.67
P(X > 70) = 0.2514 or 25.14%
(b) P(Less than 50 days) = P(X<50) =?
When X = 50
Z= =
Now,
P(X < 50) = P (Z < - 0.67)
= 0.5 - P (–0.67 Z 0) Z = - 0.67 Z=0
= 0.5 - P (0 Z 0.67) by symmetry
= 0.5 – 0.2486
= 0.2514
P(X < 50) = 0.2514 or 25.14%
(c) P (Between 40 and 45 days) = P (40<X<45) = ?
When X = 40 When X = 45
Z= = Z= =
Now,
P(40<X<45)
= P(-1.33<Z<-1)
= P (–1.33 < Z < 0) - P (-1 < Z < 0) Z=0
= P (0 < Z < 1.33) - P (0 < Z < 1) by symmetry
Z= - 1.33 Z= - 1
= 0.4082 – 0.3413
= 0.0669
(d) P(Less than 30 days ) = P(X< 30 ) = ?
When X = 30
Z= =
Now,
P(X < 30) = P (Z < - 2) Z=-2 Z=0
= 0.5 - P (–2 Z 0)
= 0.5 - P (0 Z 2) by symmetry
48
= 0.5 – 0.4772
= 0.0228
P(X < 30) = 0.0228 or 2.28%
(e) P (Between 30 and 90 days) = P (30<X<90) =?
When X = 30 When X = 90
Z= = Z= =
Now,
P(30<X<90)
= P(-2<Z<2)
= P (–2 < Z < 0) + P (0 < Z < 2)
= P (0 < Z < 2) + P (0 < Z < 2) by symmetry Z=-2 Z=0 Z= 2
= 0.4772 + 0.4772
=0.9544
(f)P(Between 78 and 100 days) = P(78<X<100) = ?
When X = 78 When X = 100
Z= = Z= = .67
Now,
P(78<X<100)
= P(1.2<Z<2.67)
= P (0 < Z < 2.67) - P (0 < Z < 1.2) Z=0
= 0.4962 -0.3849 Z= 1.2 Z= 2.67
=0.1113
(g) P(Less than 85 days) =P(X<85) =?
When X = 85
Z= =
Now,
P(X < 85) = P (Z <1.67)
= 0.5 + P (0 Z <1.67) Z=0 Z= 1.67
= 0.5 + P (0 Z 1.67)
= 0.5 + 0.4525
= 0.9525
P(X < 85) = 0.9525 or 95.25%
(h) P(More than 25 days) = P(X > 25) = ?
When X = 25 days
Z= =
Now,
P(X > 25)
= P (Z > -2.33)
= ( )+ 0.5
Z= -2.33 Z=0
= ( ) + 0.5 by symmetry
= 0.4901 + 0.5
= 0.9901
P(X > 25) = 0.9901
49
PU: 2018 (Fall)
3. b) Diameters of bolts produced by a particular machine are normally distributed with mean 0.760
and standard deviation 0.012 cm. Specifications call for diameters from 0.720cm to 0.780 cm.
(i) What percentage of bolts will meet these specifications?
(ii) What percentage of bolts will be smaller than 0.730?
Solution:
Let the random variable X denotes the diameters of bolts produced by a particular machine and it
follows approximately normal distribution.
Mean ( ) = 0.760 cm
Standard deviation (σ) = 0.012 cm
Then, the corresponding standard normal variate (S.N.V.) is
Z=
(i ) P(bolts will meet these specifications ) = P(bolts will meet Specifications call for diameters from
0.720cm to 0.780 cm.)
P(0.720< X< 0.780) = ?
When X = 0.720 When X = 0.780
Z= = Z= =
Now,
P(0.720<X<0.780)
= P(-3.33<Z<1.67)
= P (–3.33 < Z < 0) + P (0 < Z < 1.67)
= P (0 < Z < 3.33) + P (0 < Z < 1.67) by symmetry
= 0.49957 + 0.4525 Z= -3.33 Z=0 Z = 1.67
=0.95207
= 95.5207%
(ii)P(bolts will be smaller than 0.730)
= P(X<0.730)= ?
When X = 0.730
Z= =
Now,
P(X<0.730) = P (Z < - 2.5)
Z = - 2.5 Z=0
= 0.5 - P (–2.5 Z 0)
= 0.5 - P (0 Z 2.5) by symmetry
= 0.5 – 0.4938
= 0.0062
P(X <0.730) = 0.0062
= 0.62%
50
Standard deviation (σ) = 0.55 inches
Total number of pipes (N) = 1000
Then, the corresponding standard normal variate (S.N.V.) is
Z=
(i) P( Diameter of pipes is greater than 2 inches )
= P(X > 2) =?
For X = 2
Z=
Now
P(X > 2)
= P (Z > -1.09)
= ( )+ 0.5 Z= -1.09 Z=0
= ( ) + 0.5 by symmetry
= 0.3621 + 0.5
= 0.8621
P(X > 2) = 0.8621
Hence, the number of pipes of diameter greater than 2 inches
= N × P (X >2) = 1000 × 0.8621 = 862.1 862
(ii) P (Diameter of Pipes between 2 and 3.1 inches)
P (2<X<3.1) =?
For, X = 2 For, X = 3.1
Z= Z
P(2<X<3.1)
= P(-1.09<Z< 0.91)
= P (–1.09 < Z < 0) + P (0 < Z < 0.91) Z = -1.09 Z=0 Z = 0.91
= P (0 < Z < 1.09) + P (0 < Z < 0.91) by symmetry
= 0.3621 + 0.3186
= 0.6807
Hence, the number of pipes of diameter between 2 and 3.1 inches = N × P (2<X<3.1) = 1000 × 0.6807
= 680.7 681
PU: 2015(Fall)
3. c) Batteries last an average of 60 days with the standard deviation of 10 days. Sixty batteries are
bought. What is the probability that
i. Mean life of all 60 batteries exceeds 61 days.
ii. Mean life differs from 60 days by more than 3 days.
Solution:
Let the random variable X denotes the mean life of all batteries that follows normal distribution
with:
Mean (μ) = 60 days
Standard deviation (σ) = 10 days
Then, the corresponding standard normal variate (S.N.V.) is
Z=
(i) P (Mean life of all 60 batteries exceeds 61 days)
= P(X>61 days) =?
51
When X = 61 days
Z= =
Now,
P(X > 61)
= P (Z > 0.1)
= 0.5 ( ) Z=0 Z = 0.1
= 0.5 – 0.0398
= 0.4602
P(X > 61) = 0.4602
(ii) P(mean life differs from 60 days by more than 3 days)
= (X> 63 days) =?
When X = 63 days
Z= =
Now,
P(X > 63)
= P (Z > 0.3) Z=0 Z = 0.3
= 0.5 ( )
= 0.5 – 0.1179
= 0.3821
P(X > 63 days) = 0.3821
Example 2: Write down any five characteristics of normal distribution. Assume that the weight of
200 students between 16 and 30 years of age are normally distributed with mean of 150 pounds and
standard deviation of 10 pounds. Find how many students you would expect to have the following
weights.
a. More than 170 pounds
b. Less than 140 pounds
c. Between 130 and 160 pounds.
Solution:
Let the random variable X denotes the weight of students and it follows normal distribution.
Mean ( ) = 150 pounds
Standard deviation (σ) = 10 pounds
Total number of students = 200
Then, the corresponding standard normal variate (S.N.V.) is
Z=
(a) P (More than 170 pounds) = P(X>170) =?
When X = 170 pounds
Z= =
Now,
P(X > 170)
= P (Z > 2)
Z=0 Z =2
= 0.5 ( )
= 0.5 – 0.4772
= 0.0228
P(X > 170) = 0.0228
52
Hence, the expected number of students having weights more than 170 pounds = N P(X > 170) =
200
(b) P(Less than 140 pounds) = P(X<140) =?
When X = 140
Z= =
Now,
P(X ) = P (Z < - 1)
Z=-1 Z=0
= 0.5 - P (–1 Z 0)
= 0.5 - P (0 Z 1) by symmetry
= 0.5 – 0.3413
= 0.1587
( ) = 0.1587
Hence, the expected number of students having weights less than 140 pounds = N P(X < 140) =
200
(c) P(Between 130 and 160 pounds) = P(130<X<160) = ?
When X = 130 When X = 160
Z= = Z= =
Now,
P (130<X<160)
= P (-2<Z<1)
= P (–2< Z < 0) + P (0 < Z < 1)
= P (0 < Z < 2) + P (0 < Z < 1) by symmetry
= 0.4772 + 0.3413 Z= -2 Z=0 Z=1
= 0.8185
P (130<X<160) = 0.8185
Hence, the expected number of students having weights between 130 and 160 pounds
= NP (130<X<160)
= 200
Example 3
The mean and a standard deviation of the wages of 6,000 workers engaged in a factory are Rs.1,200
and Rs.400 respectively. Assuming that the distribution to be normal. Estimate:
(i) The percentage of workers getting wages above Rs.1600 (ii) number of workers getting wages
between Rs.400 and Rs.800 (iii) number of workers getting wages between Rs.1000 and Rs.1400.
Solution:
Let the random variable X denotes the wage of the workers engaged in a factory that follows normal
distribution with:
Mean wages (μ) = Rs.1200
Standard deviation of wages (σ) = Rs.400
Here, total number of workers (N) = 6000
Then, the corresponding standard normal variate (S.N.V.) is
Z=
(i) The probability that workers getting wages above Rs.1600 is given by
P(X > 1600).
For X = 1600
53
Z=
P(X > 1600) = P (Z > 1)
= P (0 < Z < ) – P (0 < Z < 1)
= 0.5 – 0.3413
= 0.1587 - Z=0 Z=1
= 15.87%
Hence, the percentage of workers getting wages above Rs.1600 is 15.87%.
(ii) The probability of workers getting wages between Rs.400 to Rs.800 is given by P (400 < X < 800)
For, X = 400 For, X = 800
Z= Z
P (400 < X < 800)
= P (–2 < Z < –1)
= P (–2 < Z < 0) – P (–1 < Z < 0)
Z=0
= P (0 < Z < 2) – P (0 < Z < 1) by symmetry
= 0.4772 – 0.3413 Z= - 2 Z= - 1
= 0.1359
Hence, the expected number of worker getting wages between Rs.400 and Rs.800 is
= N × P (400 < X < 800) = 6000 × 0.1359 = 815.4 815
(iii) The probability of workers getting wages between Rs.1000 to Rs.1400 is P(1000 < X < 1400)
For, X = 1000 for X = 1400
Z= Z 5
P (1000 < X < 1400) = P (–0.5 < Z < 0.5)
= P (–0.5 < Z < 0) + P (0 < Z < 0.5)
= P (0 < Z < 0.5) + P (0 < Z < 0.5) by symmetry Z = - 0.5 Z=0 Z= 0.5
= 2 × P (0 < Z < 0.5)
= 2 × 0.1915
= 0.3830
Hence, the expected number of worker getting wages between Rs.1000 and Rs.1400 is
= N × P (1000 < X < 1400) = 6000 × 0.3830 = 2298
Example 4
Nepalgunj sub-metropolitan city puts 10,000 light bulbs on the streets of a city. If lives of bulbs
follow a normal distribution with a mean of 60 days and a standard deviation of 20 days, how many
bulbs will have to be replaced after (i) 40 days? and (ii) 80 days?
Solution:
Let the random variable X denotes the life of the electric bulbs such that it follows normal distribution
with mean life of bulbs ( )= 60 days
Standard deviation of life of bulbs (σ) = 20 days
Here, total number of light bulbs (N) = 10000
Then, the corresponding standard normal variate (S.N.V.) is
Z=
(i) The probability that the bulbs will have to be replaced after 40 days is given by P(X > 40)
When X = 40
Z= =
P(X > 40)
54 Z= -1 Z=0
= P (Z > –1)
= P (–1 < Z < 0) + P (0 < Z < )
= P (0 < Z < 1) + 0.5 by symmetry
= 0.3413 + 0.5
= 0.8413
Hence, the expected number of bulbs that will have to be replaced after 40 days
= N × P (X > 40)
= 10000 × 0.8413 = 8413
(ii) The probability that the bulbs will have to be replaced after 80 days is given by P(X > 80).
For, X = 80
Z= =
P(X > 80)
= P (Z > 1)
= P (0 < Z < ) – P (0 < Z < 1) - Z=0 Z=1
= 0.5 – 0.3413
= 0.1587
Hence, the expected number of bulbs that will have to be replaced after 80 days = N × P(X > 80)
= 10000 × 0.1587 = 1587
Example 5
An industrial sewing machine uses ball bearings that are targeted to have a diameter of 0.75 inch. The
lower and upper specification limits under which the 4 ball bearings can operate are 0.74 and 0.76
inch, respectively. Experience has indicated that the actual diameter of the ball bearings is
approximately normally distributed with a mean of 0.753 inch and a standard deviation of 0.004 inch.
What is the probability that a ball bearing will be (i) between the target and the actual mean, (ii)
between the lower specification limit and the actual mean, (iii) above the upper specification limit,
(iv) below the lower specification limit, (v) above which value in diameter will 93% of the ball
bearing be?
Solution:
Let X be the normal variable which denotes the diameters of the ball bearings that follows normal
distribution with
Mean diameter of the ball bearings (μ) = 0.753 inch.
Standard deviation of the ball bearings (σ) = 0.004inch.
Here, targeted value = 0.75
Lower specification limit = 0.74
Upper specification limit = 0.76
Then, the corresponding standard normal variate (S.N.V.) is
Z=
(i) The probability that a ball bearing will be between the targeted value and the actual mean is P(0.75
< X < 0.753).
For X = 0.75 For, X = 0.753
Z= Z
P (0.75 < X < 0.753)
= P (–0.75 < Z < 0)
Z = - 0.753 Z=0
= P (0 < Z < 0.75) by symmetry
= 0.2734
55
(ii) The probability that a ball bearing will be between the lower specification limit and the actual
mean is P(0.74 < X < 0.753)
For, X = 0.74 For, X = 0.753
Z= Z=
= 0.0401
(iv) The probability that a ball bearing will be below the lower specification limit is P(X > 0.74).
For X = 0.74
42 z =
P(X < 0.74)
= P (Z < –3.25)
= P (– < Z < 0) – P (–3.25 < Z < 0)
=0.5 – P (0 < Z < 3.25) by symmetry Z = -3.25 Z=0
= 0.5 – 0.4994
= 0.0006
(v) Let be the value in diameter above which there are 93% of the ball bearings i.e. P(X > )=
0.93
For X =
Z= . . . . . . . . (i)
P(X > ) = 0.93
or, P (Z > – ) = 0.93
or, P (– < Z < 0) + P (0 < Z < ) = 0.93 Z= - Z=0
or, P (0 < Z < ) + 0.5 = 0.93 by symmetry
or, P (0 < Z < ) = 0.43
The value of probability closer to 0.43 in the normal table is 0.4306 at Z = 1.48.
= 1.48 (From normal table)
From equation (i)
or,
or, = 0.753 – 1.48 × 0.004
or, = 0.7471
Hence, the required value of X is 0.7471.
56
Example 6
The Entrance exam score of BE students in P.U. is normally distributed with mean score is 65 and
standard deviation 10.
(i) Find the lowest score of top 20% students.
(ii) Find the highest score of lowest 30% students.
(iii) What are the limits within which the middle (or central or symmetrically) 50% of the scores lie?
Solution: Let X be the random variable which denotes the score of entrance exam of BE the students
follows normal distribution with:
Mean score ( )
Standard deviation ( )
Then, the corresponding standard normal variate (S.N.V.) is
Z=
(i) Let the be the lowest score of top 20% students
i.e. P(X > ) = 0.20
For X =
Z= . . . . . . . . (i)
Now,
( ) Z=0 Z=𝑧
or, ( )
or, ( ) ( )
or, 0.5 ( )
or, ( ) 0.30
From normal table, the value of z closer to 0.3 is 0.2995 at z = 0.84
From (i)
or, = 0.84
or, 0.84
or,
Hence, the lowest score of top 20% students is 73.4
(ii) Let be the highest score of lowest 30% students.
i.e. ( )
For X =
Z= . . . . . . . . (ii)
Now,
( )
or, ( ) Z= 𝑧 Z=0
or, ( )
or, ( ) ( )
or, 0.5 ( )
or, ( ) = 0.20
or, ( ) 0.20 by symmetry
From normal table, the value of Z closer to 0.20 is 0.1985 at Z = 0.52
57
From (ii)
or, =
or, 0.52
or,
Hence, the highest score of lowest 30% students is 59.8
(iii) Let and be the lower and upper limits within which the middle (or central) 50% of the
scores lie.
i.e. P ( )
When X =
Z= = . . . . .(iii)
When
When X =
Z=-𝑧 Z=0 Z= 𝑧
Z= = = . . . . .(iv)
Now,
P( )
or, P ( )
or, P ( ) ( )
Taking
P( ) by symmetry
P( )
From normal table, the value of z closer to 0.25 is 0.2486 at z = 0.67 = 0.67
From (iii)
=
or, = - 0.67
or, 0.67
or,
Taking
( )
From normal table, the value of z closer to 0.25 is 0.2486 at z = 0.67 = 0.67
From (iv)
=
or, = 0.67
or, 0.67
or,
Hence, Lower limit = 58.3
Upper limit = 71.7
Range = 71.7 58.3
58
PU: 2017 (Fall)
3. a) A sample of 600 mobile of a certain Brand is tested to find the length of Battery. After each full
charge, produced result of average 12 hours and standard deviation of 4.5 hours. Assuming the data to
be normally distributed, find the number of mobiles that are expected to have life after each full
charge:
i. More than 15 hours
ii. Between 10 and 14 hours
iii. Top 10% performer (on the bases of battery life)
Solution:
Let the random variable X denotes the length of life of Battery and it follows normal distribution.
Mean ( ) = 12 hours
Standard deviation (σ) = 4.5 hours
Total number of mobiles = 600
Then, the corresponding standard normal variate (S.N.V.) is
Z=
(i) P(More than 15 hours )
= P(X>15) =?
When X = 170 pounds
Z= =
Now,
P(X > 15)
= P (Z > 0.67)
= 0.5 ( )
- Z=0 Z = 0.67
= 0.5 – 0.2486
= 0.2514
P(X > 15) = 0.2514
Hence, the expected the number of mobiles to have life more than 15 hours after each full charge
= N P(X > 15) = 600 1
(ii) ) P(between 10 and 14 hours)
= P(10< X<14 ) = ?
For, X = 10 For, X = 14
Z= Z
P(10<X<14) Z = - 0.44 Z=0 Z= 0.44
= P(-0.44<Z<0.44)
= P (–0.44 < Z < 0) + P (0 < Z < 0.44)
= P (0 < Z < 0.44) + P (0 < Z < 0.44) by symmetry
= 0.1700 + 0.1700
= 0.3400
Hence, the expected the number of mobiles to have life between 10 and 14 hours after each full
charge
= N P (10< X<14) = 600
(iii) Let the be the lowest the length of life of Battery of top 10% performer.
i.e. P(X > ) = 0.10
For X =
Z= . . . . . . . . (i)
59
Now,
( )
or, ( )
or, ( ) ( ) Z=0 Z=𝑧
or, 0.5 ( )
or, ( ) 0.40
From normal table, the value of z closer to 0.40 is 0.3997 at Z = 1.28
From (i)
or, = 1.28
or,
or,
Hence, the lowest length of life of Battery of top 10% performer is 17.76 hour
60
or, ( )
or, ( ) ( )
or, 0.5 ( )
or, ( ) 0.45
From normal table, the value of Z closer to 0.45 are 0.4495 & 0.4505 at Z = 1.645
From (i)
or, = 1.645
or,
or,
Hence, the minimum (lowest) marks of the top 100 students is 58.22 % marks.
PU:2015 (Spring)
4. a) Unisys.com is one of the most frequented business to business websites; assume that the length
of a visit on the Unisys websites is distributed as normal random variable with a mean of 65.7 minutes
and a standard deviation of 15 minutes.
i. What is the probability that a randomly selected visit will last more than 90 minutes?
ii. Only 20% of the visits will last less than how many minutes?
Solution:
Let the random variable X denotes the length of a visit time on the Unisys websites and it follows
normal distribution.
Mean ( ) = 65.7 minutes
Standard deviation (σ) = 15 minutes
(i) The probability that a randomly selected visit will last more than 90 minutes
i.e. P(X> 90) =?
When X = 90
Z= =
Now,
P(X > 90)
= P (Z > 1.62) Z=0 Z =1.62
= 0.5 ( )
= 0.5 – 0.4474
= 0.0526
P(X > 90) = 0.0526
(ii) Let be the value of length of a visit time (X) for which only 20% of the visits will last less than
that time ( ). i.e. be the highest length of a visit time below which only 20% of the visits will
last.
i.e. P(X < ) = 0.20
For X =
Z= . . . . (i)
P(X < ) = 0.20
Z= 𝑧 Z=0
or, ( )
or, ( ) ( )
or, 0.5 ( )
61
or, 0.5 ( ) by symmetry
or, ( ) 0.30
From normal table, the value of Z closer to 0.30 is 0.2995 at Z = 0.84
From (i)
or, = -0.84
or,
or,
Hence, the required length of a visit time below which only 20% of the visits will last is 53.1 minutes.
Example 6
Given a normal distribution with mean μ = 200 and σ = 20, find the probability that
(i) P(X > 180) (ii) P(X < 220) (iii) P (160 < X < 240) (iv) P(X > 220) (v) P(X < 180 or X > 220)
(vi) 10 % of the Values are less than what X values?
Solution:
Here, let X be the normal variable and Z be the corresponding standard normal variate (S.N.V.).
Then,
62
When X = 220
Z= =
P(X > 220) = P (Z > 1)
= P (0 < Z < ∞) – P (0 < Z < 1)
Z=0 Z=1
= 0.50 – 0.3413
= 0.1587
(v) P(X < 180 or X > 220) =?
When X = 180 When X = 220
Z= Z=
P(X < 180 or X > 220)
= P(X < 180) + P(X > 220) Z = -1 Z=0 Z =1
= P (Z < –1) + P (Z > 1)
= [P (–∞ < Z < 0) – P (–1 < Z < 0)] + [P (0 < Z < ∞) – P (0 <Z <1)]
= [0.50 – P (0 < Z < 1)] – [0.50 – P (0 < Z < 1)] by symmetry
= 1 – 2 × P (0 < Z < 1)
= 1 – 2 × 0.3413
= 0.3174
(vi) Let be the value of X for which 10% of the values are less than , i.e.
P(X < ) = 0.10
When X = 0.10
Z= = . . . . (i)
P(X < ) = 0.10
or, P (Z < – ) = 0.10 Z=-𝑍 Z=0
or, = –1.28
or, = 200 – 1.28 × 20
or, = 174.4
Hence, the required value of X is 174.4
Example 8
The marks obtained by 1000 students in an examination are known to be normally distributed. If 15%
of the students got less than 30 marks and 10% of the students got over 90, find the mean and standard
deviation of the distribution.
Solution:
Let X be the normal variable which denotes the marks obtained by the students with mean μ and
standard deviation .
According to question,
P(X < 30) = 0.15
P(X > 90) = 0.10
63
Let and be the standard normal variates (S.N.V.) corresponding to marks 30 and 90 respectively.
Then,
When X = 30 =
Z= = . . . . . (i)
Now,
P(X < 30) = 0.15
or, P (Z < - ) = 0.15 Z= 𝑧 Z=0
or, P (– < Z < 0) – P (- < Z < 0) = 0.15
or, 0.5 – P (0 < Z < ) = 0.15 [By symmetry]
or, P (0 < Z < ) = 0.35
The value of probability nearest to 0.35 in the normal table is 0.3508 at Z = 1.04.
= 1.04
From (i)
or, = - 1.04
or, – 1.04 =
or, – 1.04
or, 1.04 . . . . . . . (ii)
When X = 90 =
Z= = . . . . . (iii)
P(X > 90) = 0.10
or, P (Z > ) = 0.10 Z=0 Z=𝑧
or, P (0 < Z < ∞) – P (0 < Z < ) = 0.10
or, 0.5 – P (0 < Z < ) = 0.10
or, 0.5 – P (0 < Z < ) = 0.10
or, P (0 < Z < ) = 0.40
The value of probability nearest to 0.40 in the normal table is 0.3997 at Z = 1.28.
= 1.28
From (iii)
or, = 1.28
or,
– 1.28 . . . . . . (iv)
From (ii) & (iv)
1.04 = – 1.28
or, 2.32
or,
From equation (ii), we get
1.04
= 30+1.04 = 56.89
Hence, the mean and standard deviation of the distribution are 56.89 and 25.86 respectively.
64
PU: 2019 (Spring), 2017 (Spring), 2016 (Fall)
4. a) In an examination 15% of the candidates got first class (60% marks or above), while 40% failed
(securing below 40% marks). Assuming the marks to be normally distributed, estimate the mean and
standard deviation.
Solution:
Let X be the normal variable which denotes the marks obtained by the students with mean μ and
standard deviation .
According to question,
P(X 60) = 0.15
P(X < 40) = 0.40
Let and be the standard normal variates (S.N.V.) corresponding to marks 60 and 40 respectively.
When X = 60 =
Z= = . . . . . (i)
Now,
P(X 60) = 0.15
or, P (Z ) = 0.15
or, P(0<Z< ) – P ( ) = 0.15
Z=0 Z=𝑧
or, 0.5 – P (0 < Z < ) = 0.15
or, P (0 < Z < ) = 0.35
The value of probability nearest to 0.35 in the normal table is 0.3508 at Z = 1.04.
= 1.04
From (i)
or, = 1.04
or, 1.04 =
Z= 𝑧 Z=0
or, 1.04
or, 1.04 . . . . . . . (ii)
When X = 40 =
Z= = . . . . . (iii)
P(X < 40) = 0.40
or, P (Z < ) = 0.40
or, P ( < Z < 0) – P(- < Z <0) = 0.40
or, 0.5 – P (0 < Z < ) = 0.40 By symmetry
or, P (0 < Z < ) = 0.10
The value of probability nearest to 0.10 in the normal table is 0.0987 at Z = 0.25
= 0.25
From (iii)
or, = - 0.25
or,
. . . . . . (iv)
From (ii) & (iv)
1.04
1.04 =
65
or, 1.29
or,
= 15.5
From equation (ii), we get
1.04
= 60-1.04 = 43.88
Hence, the mean and standard deviation of the distribution are 43.88 and 15.5 respectively.
or, = - 0.52
or, -0.52
or, . . . . . . . (ii)
Z=0 Z=𝑧
When X = 75 =
Z= = . . . . . (iii)
P(X > 75) = 0.10
or, P (Z > ) = 0.10
or, 0.5 – P (0 < Z < ) = 0.10
or, P (0 < Z < ) = 0.40
The value of probability nearest to 0.40 in the normal table is 0.3997 at Z = 1.28.
= 1.28
From (iii)
66
or, = 1.28
or,
– 1.28 . . . . . . (iv)
From (ii) & (iv)
= – 1.28
or, 1.8
or,
= 19.44
From equation (ii), we get
40 + 0.52 19.44
= 50.108
Hence, the mean and standard deviation of the distribution are 50.108 marks and 19.44 marks
respectively.
PU:2014 (Fall)
4. a) In a normal distribution 31% of the items are under 45 and 8% are over 64. Find the mean and
standard deviation of the distribution.
Solution:
Let X be the normal variable with mean μ and standard deviation
According to question,
P(X <45) = 0.31
P(X > 64) = 0.08
Let and be the standard normal variates (S.N.V.) corresponding to 45 and 64 respectively.
When X = 45 =
Z= = . . . . . (i)
Now,
P(X <45) = 0.31
or, P (Z < - ) = 0.31
or,0.5– P ( <Z<0 ) = 0.31 Z=0
Z= 𝑧
or, 0.5 – P (0 < Z < ) = 0.31 by symmetry
or, P (0 < Z < ) = 0.19
The value of probability nearest to 0.19 in the normal table is 0.1915 at Z = 0.50
= 0.50
From (i)
or, = - 0.50
or, -0.50
Z=0 Z=𝑧
or, . . . . . . . (ii)
When X = 64 =
Z= = . . . . . (iii)
P(X > 64) = 0.08
or, P (Z > ) = 0.08
or, 0.5 – P(0 < Z < ) = 0.08
67
or, P (0 < Z < ) = 0.42
The value of probability nearest to 0.42 in the normal table is 0.4207 at Z = 1.41
= 1.41
From (iii)
or, = 1.41
or,
– 1.41 . . . . . . (iv)
From (ii) & (iv)
= – 1.41
or, 1.91
or, 7
= 9.947
From equation (ii), we get
40 + 0.50 9.947
= 44.973
Hence, the mean and standard deviation of the distribution are 44.973 and 9.947 respectively.
PU: 2013(Spring)
3. b) Of a large group of men, 5% are under 60 inches in height and 10% are under 72 inches in
height. If height of men is normally distributed, find the mean height and standard deviation.
Solution:
Let X be the normal variable which denotes the height of men with mean μ and standard deviation
According to question,
P(X <60) = 0.05
P(X < 72) = 0.10
Let and be the standard normal variates (S.N.V.) corresponding to 60 and 72 respectively.
When X = 60 =
Z= = . . . . . (i)
Now,
P(X <60) = 0.05
or, P (Z < - ) = 0.05
or,0.5– P ( <Z<0 ) = 0.05
Z= 𝑧 Z=0
or, 0.5 – P (0 < Z < ) = 0.05 by symmetry
or, P (0 < Z < ) = 0.45
The value of probability nearest to 0.45 in the normal table are 0.4495 and 0.4505 at Z = 1.645
= 1.645
From (i)
or, = - 1.645
or, -1.645
or, . . . . . . . (ii)
68
When X = 72 =
Z= = . . . . . (iii)
Now,
P(X <72) = 0.10
or, P (Z < - ) = 0.10
Z= 𝑧 Z=0
or,0.5– P ( <Z<0 ) = 0.10
or, 0.5 – P (0 < Z < ) = 0.10 by symmetry
or, P (0 < Z < ) = 0.40
The value of probability nearest to 0.40 in the normal table is 0.3997 at Z = 1.28.
= 1.28
From (iii)
or, = -1.28
or,
. . . . . . (iv)
From (ii) & (iv)
=
or, 0.365
or,
= 32.87
From equation (ii), we get
60 + 1.645
= 114.071
Hence, the mean and standard deviation of height of men are 114.071 inches and 32.87 inches
respectively.
69
Z= 𝑧 Z=0
or, P (Z < - ) = 0.10
or,0.5– P ( <Z<0 ) = 0.10
or, 0.5 – P (0 < Z < ) = 0.10 by symmetry
or, P (0 < Z < ) = 0.40
The value of probability nearest to 0.40 in the normal table is 0.3997 at Z = 1.28
From (i)
or, = - 1.28
or, -1.28
or, . . . . . . . (ii)
When X = 80 =
Z= = . . . . . (iii)
P(X < 80) = 0.97
or, P (Z < ) = 0.97
or, 0.5 + P(0 < Z < ) = 0.97 Z=0 Z= 𝑧
or, P (0 < Z < ) = 0.47
The value of probability nearest to 0.47 in the normal table is 0.4699 at Z = 1.88
= 1.88
From (iii)
or, = 1.88
or,
. . . . . . (iv)
From (ii) & (iv)
or, 3.16
or,
= 15.82
Variance, = 250.272
From equation (ii), we get
30 + 1.28 82
= 50.24
Hence, the mean and variance of variance of marks of students are 50.25 and 250.272 respectively.
70
Gamma distribution
A continuous random variable X is said to have gamma distribution with parameters and if its
probability density function (p.d.f.) is given by
f(x) = , x>0
= 0, otherwise
Mean and Variance of Gamma Distribution
Mean, E(X) =
Variance, V(X) =
Standard deviation, √ ( ) =√
= ( ) (n-1) !
( )
= ( ) = (3-1) ! = 2! = 2
∫ dx = ( )
&∫ dx = ( )
The probability that power supply will be inadequate is given by
P(X>12) = 1-P(X 12)
=1-∫ ( )
= 1- ∫
= 1- ∫
( )
= 1- 0 ∫ ∫ 2 ∫ 3 1
= 1- 68 9 ∫ 7
= 1- 68 9 ∫ 7
( )
= 1- 68 9 2 ∫ ∫ . ∫ / 37
= 1- 62 3 84 5 ∫ 97
= 1- 62 3 8. / 4 5 97
= 1- 02 3 2. / . / 31
71
= 1- 02 3 2. / . /31
= 1- [{ } *( ) ( )+]
= 1- ( )
= 1- ( )
= 1+
= 25
= 25 0.0024787
= 0.06196
Hence, the probability that the power supply will be inadequate o is 0.06196.
= 1- ∫
= 1- 6 7
72
= 1+ . /
= 1+ ( )
= 1+ ( )
= 1+
=
= 0.3292
(iii) The probability that an earthquake striking the regions will fall between 5.0 and 6.0 on the
Richter scale is given by
P(5<X<6)= ∫
= ∫
= 6 7
= . /
= ( )
= - (0.2636 )
= ( )
= 0.0656
Example 1
In a certain city the daily consumption of water (in millions of gallons) follow approximately a
gamma distribution with parameter =2 and = 3. If the daily capacity of this city is 9 million gallon
of water. What is the probability that on any given day the water supply is (i) inadequate and (ii)
adequate?
Solution:
Let a random variable X denote the daily consumption of water and X follows gamma distribution
with parameters = 2 and = 3. So, the probability density function (pdf) is
f(x) = ( )
, x>0
= ( )
=
(i) The probability that the water supply is inadequate is
P(X>9) = 1- P(X 9)
= 1- ∫
( )
= 1- 0 ∫ ∫ 2 ∫ 3 1
= 1- 68 9 ∫ 7
= 1- 62 3 8 9 7
= 1- 02 3 2 3 1
= 1- 02 3 2 31
= 1- 02 3 2 31
73
= 1- ( )
= 1- (-36 )
= 1+4
=4
= 4 0.0497
P(X>9) = 0.19914
(ii) The probability that the water supply is adequate is given by
P(X 9) = 1- P(X>9)
= 1- 0.19914
= 0.800086
Example 2
If a random variable has the gamma distribution with = 2 and = 3. Find the mean and standard
deviation of this distribution.
Solution:
Here, = 2 and = 3.
Let a random variable X has the gamma distribution.
Then, the mean and standard deviation of gamma distribution are given by
Mean, E(X) = =2
Variance, V(X) = =2 = 18
Standard deviation, √ ( )=√ = 4.242
Example 3
Suppose that the life time of a certain kind of computer is random variable X having the gamma
distribution with = 2 and = 6.Find
(a) mean lifetime of computers.
(b) the probability that such a computer will last more than 10 years.
Solution:
Let a random variable X denote the life time of a certain kind of computer having the gamma
distribution with = 2 and = 6. So probability density function (pdf) is
f(x) = , x>0
( )
= ( )
=
(a) Mean lifetime of computers, E(X) = =2
(b) The probability that such a computer will last more than 10 years is given by
P(X>10) = 1- P(X )
= 1- ∫
( )
= 1- 0 ∫ ∫ 2 ∫ 3 1
= 1- 68 9 ∫ 7
= 1- 62 3 8 9 7
= 1- 02 3 2 3 1
74
= 1- 02 3 2 31
= 1- 02 3 2 31
= 1- . /
= 1- (-96 )
= 1+
=
= 2.67 0.1888
= 0.504
P(X>10) = 0.504
Hence, the probability that such a computer will last more than 10 years is 0.504
Example 4
Suppose that the lifetime of a certain kind of an emergency back-up battery (in hours) is a r.v. X
having the gamma distribution with = 2, and = 3.
(a) Find the mean life of these batteries.
(b) Find the probability that such a battery will lost more than 9 hours.
Solution:
Let a random variable X denote the lifetime of a certain kind of an emergency back-up battery (in
hours) and X follows gamma distribution with = 2 and = 3. So, the probability density function
(pdf) is
f(x) = ( )
, x>0
=
( )
=
(a) Mean life of emergency backup batteries is
E(X) = =2
(b) The probability that such a battery will lost more than 9 hours is given by
P(X>9) = 1- P(X 9)
= 1- ∫
( )
= 1- 0 ∫ ∫ 2 ∫ 3 1
= 1- 68 9 ∫ 7
= 1- 62 3 8 9 7
= 1- 02 3 2 3 1
= 1- 02 3 2 31
= 1- ( )
= 1- (-36 )
= 1+4
=4
75
= 4 0.0497
P(X>9) = 0.19914
Hence, the probability that such a battery will lost more than 9 hours is 0.19914.
Beta Distribution
A continuous random variable X is said to follow beta distribution with parameters & if its
probability density function (p.d.f) is given by:
f(x) = ( )
( ) , 0<x<1
= 0, otherwise
Mean = E(X)
V(X) = ( ) ( )
Standard deviation, √ ( )
∫ ( ) ( )
( ) ( )
( )= ( )
Example 1
In certain hills, the proportion of soil lapsed in 10 years is a random variable having beta distribution
with = 2.
(i) Find on average what percent of soil lapse in a given 10 years.
(ii) Find the probability that at most 25% of soil will lapse in any given 10 years.
Solution:
Let X be a random variable which denote the lapse of soil in 10 years and X follows beta distribution
with = 2.
(i) Mean of beta distribution= E(X)
76
= 12 ∫ ( )
= 12 0 1
= 12 . /
= 12 (0.005208-0.0009765)
= 12 0.000423180
= 0.050782
Example 2
Suppose that the proportion of defectives ship by a vendor, which varies somewhat from shipment to
shipment , may be looked upon as a random variable having the beta distribution with = 1 and = 4.
a) Find the mean of this beta distribution namely, the average proportion of defectives in a shipment
from this vendor.
b) Find the probability that a shipment from this vendor will contain 25% or more defectives.
Solution:
Let X be a random variable which denote the number of defectives ship by a vendor and X follows
beta distribution with = 4. i.e. X B(1, 4).
(i) Mean of beta distribution= E(X)
= = 0.2
Hence, the average proportion of defectives in a shipment from the vendor is 0.2.
(ii) The p.d.f. of beta distribution is
f(x) = ( )
( )
( )
= ( ) ( )
( )
( )
= ( ) ( )
( )
( )
= ( ) ( )
( )
( )
=( ( ) ( ) (n-1)!
)( )
= 4( ) 1! = 1
( ) ( ) For 0<x<1 0! = 1
The probability that a shipment from this vendor will contain 25% or more defectives is given by
P(X 0.25) = 1-P(X<0.25)
= 1- ∫ ( )
= 1- 4∫ ( ) dx
= 1- 4∫ ( )
( )
= 1- 4 0 1
( )
( )
= 1- 4 0 1
= 1+,( ) ( ) -
= 1+ (0.3164-1)
= 1+0.3164-1
= 0.3164
OR
77
P(X 0.25) = ∫ ( )
= ……
Example 3
In a certain country, the proportion of highway sections requiring repairs in any given year is a
random variable having the beta distribution with =5 and =2. Find
a) On the average what percentage of the highway sections required repairs in any given years?
b) The probability that at most half of the highway section will required repairs in any given year.
Solution:
Let X be a random variable which denote the repairing of highway sections and X follows beta
distribution with = 2. i.e. X B(5, 2).
(a) Mean of beta distribution= E(X)
= = 0.7142 = 71.42%
Hence, the average percentage of the highway sections required repairs in any given years is 71.42%
(b) The p.d.f. of beta distribution is
f(x) = ( )
( )
( )
= ( )
( ) ( )
( )
= ( ) ( )
( )
( )
= ( ) ( )
( )
( )
=( ( ) ( ) (n-1)!
)( )
= 30( )
( ) ( ) For 0<x<1
The probability that at most half of the highway section will require repairs in any given year is given
by
P(X 0.5)
= ∫ ( )
= 30∫ ( )dx
= 30 0 1
= 300. / 1
= 30(0.00625-0.002604)
= 30 0.003646
= 0.10938
Example 4
If the annual proportion of erroneous income tax returns filed with the I.R.S. can be looked upon as a
random variable having a beta distribution with =2 and = 3, what is the probability that in any
given year there will be fewer than 10% erroneous returns?
Solution:
Let X be a random variable which denote the annual proportion of erroneous income tax returns filed
with the I.R.S. and X follows beta distribution with = 3. i.e. X B(2, 3).
The p.d.f. of beta distribution is
f(x) = ( )
( )
78
( )
= ( ) ( )
( )
( )
= ( )
( ) ( )
( )
= ( )
( ) ( )
( )
=( )( )
(1-2x+ ) ( ) (n-1)!
= 12(x-2 )
( ) ( ) for 0<x<1
The probability that in any given year there will be fewer than 10% erroneous returns is given by
P(X<0.10)
= ∫ ( )
= 12∫ ( )dx
= 120 1
= 120. / 1
= 12(0.005-0.000667+0.000025)
= 12 0.004358
= 0.0522
Exponential Distribution
Exponential distribution is the particular case of gamma distribution when =1 and = , the gamma
distribution became
f(x) = , x 0, >0
Definition
A continuous random variable X is said to follow exponential distribution with parameter if its
probability density function (p.d.f.) is given by
f(x) = , x 0, >0
=0 otherwise
79
The p.d.f. of exponential distribution is
f(x) = , x 0, >0
f(x) = , x 0, >0
The probability that the semiconductor will still be operating condition more than 100 hours is given
by
P(X 100) = 1-P(X 100)
= 1- ∫
= 1- ∫ dx
= 1- 6 7
= 1+0 1
= 1+ ( )
= 1+
=
= 0.1353
= 1- ∫ dx
= 1- 6 7
= 1+0 1
= 1+ ( )
= 1+
=
= 0.367
P(X>3) = 0.367
The probability that machine will required within 3 hours is given by
P(X 3) = 1-P(X>3)
= 1- 0.367 = 0.6321
80
Example 1
Suppose that during rainy season on a tropical island the length of the shower has an exponential
distribution, with parameter =2, time being measure in minutes. What is the probability that a shower
will last-more than 3 minutes?
Solution:
A random variable X denote the length of shower and X follows exponential distribution with
parameter = 2. So the probability density function (p.d.f) of X is given by
f(x) = , x 0, >0
f(x)=2
The probability that shower will last more than 3 minutes is
P(X 3) = 1- P(X 3)
= 1- ∫
= 1-2 ∫
= 1-2 0 1
= 1+ ( )
= 1+ ( )
= 1+ ( )
= 1+
=
= 0.00247
Hence, the probability that shower will last more than 3 minutes is 0.00247
Example 2
The lifetime (yrs.) of a large no of components of an equipment has negative exponential distribution
with parameter 3. Find the probability that the life time of component selected at random is (i) at least
4 months (ii) 4 months to 6 months.
Solution:
Let X be a random variable which denotes the life time of a component of an equipment and X
follows exponential distribution with parameter =3. Then, the probability density function is given
by
f(x) = , x 0, >0
f(x)=3
(i) P (at least 4 months)
P(X 4) = P(X )
= P(X )
=∫ ( )
=∫
=3∫
=30 1
= 0 1
= ( )
81
= . /
= . /
= ( )
= 0.367
(ii) P (4 )= P. /
= P. /
=∫ ( )
=∫
=3∫
=30 1
= , -
= . /
= ( )
= ( )
= ( )
= 0.1447
Example 3
Suppose that the service life of a blub is a r.v. having exponential distribution with = 0.5. What is the
probability that such blub will be still operating condition after 4000 hours?
Solution:
Let X be a random variable which denotes the service life of a blub and X follows exponential
distribution with parameter =0.5. Then, the probability density function is given by
f(x) = , x 0, >0
f(x)=0.5
The probability that such blub will be still operating condition after 4000 hours is given by
P(X>4000) = P(X )
=∫ ( )
=∫
= 0.5∫
= 0.50 1
= 0 1
= . /
= . /
= . /
= ( )
=0
82
Example 4
The amount of time that a surveillance camera will run without having to be reset is a random variable
having exponential distribution with = day. Find the probability that such a camera will have to be
reset in less than 20 days.
Solution:
Let X be a random variable which denotes the amount of time that a surveillance camera will run
without having to be reset and X follows exponential distribution with parameter = days.
The p.d.f. of exponential distribution is
f(x) = , x 0, >0
f(x) = , x 0, >0
The probability that such a camera will have to be reset in less than 20 days is given by
P(X<20) = ∫
= ∫ dx
= 6 7
= 0 1
= ( )
=
= 0.670+1
= 0.329
Example 5
The mileage in thousands of miles which car owners get with certain kind of type is a random variable
having exponential distribution with = 0.0005.
Find the probability that one of these types will last
(i) At most 10,000 miles,
(ii) Anywhere from 16000 to 24000 miles.
(iii) At least 30,000 miles.
Solution:
Let X be a random variable which denotes the mileage in thousands of miles which car owners get
with certain kind of type and X follows exponential distribution with parameter =0.0005.
f(x) = , x 0, >0
f(x)=0.0005
(i) The probability that one of these types will last at most 10,000 miles is given by
P(X 10000) = ∫
= 0.0005∫ dx
= 0.0005[ ]
= 0 1
= ( )
=
= = 0.993
83
(ii) The probability that one of these types will last between 16000 to 24000 miles is given by
P (16000<X<24000) = ∫
= 0.0005∫ dx
= 0.0005[ ]
= 0 1
= ( )
= ( )
= (0.000006144-0.0003354)
= ( )
= 0.000329
(iii) The probability that one of these types will last at least 30,000 miles is given by
P(X 30000) = 1- P(X<30000)
= 1-∫
= 1- 0.0005∫ dx
= 1- 0.0005[ ]
= 0 1
= ( )
= 1+ ( )
= 1+
=
= 0.000000305
Example 6
The probability density function of exponential distribution.
f(x)= 8
84
= . /
= . /
= ( )
=
(b) The probability that the time to observe a particle is less than 10 microseconds is given by
P(X<10) = P(X )
=∫ ( )
=∫
= 0.25∫
= 0.250 1
= 0 1
= . /
= ( )
= 1-
= 1-0.082
= 0.9179
Example 1
The buses on a certain line run every half hour in day time. What is the probability that a man entering
the bus stop at a random time during this period will have to wait at least 10 minutes?
Solution:
Let X be a random variable which denote waiting time in minutes for the next bus. Since, the buses on
a certain line run every half hour in day time. So, X follows uniform distribution. As, the man waits to
the bus in interval (0, 30). Then, the p.d.f. is given by
f(x) = , a<x<b
f(x)= ,
f(x) = ,
The probability that he waits at least 10 minutes is
P(X )=∫ ( )
=∫
85
= ∫
=
=
PU: 2015(Spring)
3. c) Busses arrive at a specified stop at 15-minute intervals starting at 7 A.M. That is, they arrive at 7,
7:15, 7:30, 7:45, and so on. If a passenger arrives at the stop at a time that is uniformly distributed
between 7 and 7:30, find the probability that he waits.
i. Less than 5 minutes for a bus
ii. At least 12 minutes for a bus
Solution:
Let X be a random variable which denote waiting time in minutes for the next bus. Since, the buses on
a certain line run every 15-minute that is uniformly distributed. The man waits to the bus in interval
(0, 15). So the p.d.f. is given by
f(x) = a<X<b
f(x) = , 0<X<15
f(x) =
(i) The probability that he waits less than 5 minutes for a bus is
P(X<5) = ∫ ( )
=∫
= ∫
= , -
= (5-0)
=
= 0.333
(ii) The probability that he waits at least 12 minutes for a bus is
P(X )=∫ ( )
=∫
= ∫
= , -
= (15-12)
=
=
= 0.2
PU: 2014(Spring)
3. a) Suppose the time it takes a data collection operator to fill out an electronic form for a database is
uniformly distributed between 1.5 and 2.2 minutes.
i. What is the mean and variance of the time it takes an operator to fill out the form?
ii. What is the probability that it will take less than two minutes to fill out the form?
86
iii. Determine the cumulative distribution function of the time it takes to fill out the form.
Solution:
Let X be a random variable which denote the time that it takes a data collection operator to fill out an
electronic form for a database and is uniformly distributed between 1.5 and 2.2 minutes i.e. in interval
(1.5, 2.2). So, the p.d.f. is given by
f(x) = a<X<b
f(x) = , 1.5<X<2.2
f(x) =
(i) The mean and variance of the time it takes an operator to fill out the form are given by
Mean, E(X) =
=
=
= 1.85 minutes
( )
V(X) =
( )
=
=
= 0.04083
(ii) The probability that it will take less than two minutes to fill out the form is
P(X<2) = ∫ ( )
=∫
= ∫
= , -
= (2-0)
=
= 2.8571
(iii) Since, X is continuous random variable with pdf f(x), then distribution function or cumulative
distribution function F(x) is given by
F(x) = P(X x)
=∫ ( )
=∫
= ∫
= [ -
= (x-1.5)
F(x) = (x-1.5)
87
Negative Binomial Distribution
Negative binomial distribution is a discrete theoretical probability distribution and it basically
depends upon the binomial distribution but the last trial must be success in negative binomial
experiment. The negative binomial experiment consists of independent trials which are repeated until
a desirable number of successes occur, with probability of success p remains constants at each trial.
Suppose there are x failures preceding the success in r+x independent trials. In this situation the
last trial must be success, whose probability is p. There must be (r-1) successes out of (x+r-1) trials
and the probability of (r-1) successes out of (x+r-1) trials is given by binomial distribution.
Since, last trial must be success whose probability is p
P(X=x) = ( ) , x = 0, 1, 2, 3, . . . . .
= 0 otherwise
Definition
A random variable X is said to follow negative binomial distribution if its probability mass function
(pmf) is given by P(X=x) = ( ) , x = 0,1, 2, 3,. . . . . .
= 0 otherwise
where r & p are the parameter of negative binomial distribution.
Alternatively
P(X= x) = ( ) , x=0,1,2,3,. . . . . .
=0 otherwise ( )=( )
=. /
Mean and variance of negative binomial distribution
Mean, E(X)=
Variance, V(X)=
Example 1
If a boy is throwing stone at a target what is the probability that his 10 th throw is his 5th hit, if the
probability of hitting the target at any trial is 0.5.
Solution:
The probability of hitting the target in each trial (p)=0.5,
The probability of not hitting the target in each trial (q)= 1 -0.5 = 0.5
Total number of throws, x+r = 10
and no. of target hits, r = 5.
Let a random variable (r.v.) X denote a number of not hits the target.
The probability that his 10th throw in his 5th hit is given by
P(X= x) = ( )
P(X=5) = ( ) ( ) = 0.123
Example 2
An item is produced in large number. The machine is known to produce 5% defectives. A quality
control inspector is examining the items by taking them at random. What is the probability that at
least 4 items are to be examined in order to get 2 defective?
Solution:
The probability of producing defective items, p = 5%= 0.05
The probability of producing not defective items, q = 1- 0.05 = 0.95
If 2 defective items are to be obtained then, he needs at least 4 trials.
The required probability of (X x) is, where x+r=4 and r= 2;
88
P(X+r 4) = P(X+2 4)
= P(X 2) P(X=x) = ( )
= 1- P(X<2)
= 1-[P(X=0) + P(X=1)]
= 1- 0 ( ) ( ) 1
( ) ( )
= 1- (0.0025 )
= 1 – 0.00725
= 0.993
Example 3
A student has taken a 5 answer multiple choice examinations orally. He continues to answer questions
until he get 3 correct answers. What is the probability that he gets them at most 7 questions if he
guesses at each answer?
Solution:
The probability of giving a right answer in each question (P) = = 0.2
The probability of giving a wrong answer in each question (q) = 1- = 0.8
The maximum number of questions (x+r) = 7
and required number of correct answers(r) = 3
Let X be a random variable (r.v.) which denote the number of wrong answers of given questions.
The required probability obtained by
P(X+ r ) ( ) P(X=x) = ( )
= P(X=0) + P(X=1) + P(X=2) + P(X=3) + P(X=4)
= ( ) ( ) ( ) ( ) + ( ) ( ) + ( ) ( ) + ( ) ( )
=( ) , + 10 +15 ]
= 0.008 18.504
= 0.148
89
Example 1
From a group of 15 chess players 8 are selected by lot to represent the group at a convention. What is
the probability that the 8 selected include 3 of the 4 best players in the group?
Solution
Let X be the number of best players in the group.
In the case, n=8, =4 and = 15-4= 11, N = + = 15
The probability that the 8 selected include 3 best players out of the 4 best players in the group is given
by
( )( )
P(X=x) =
( )
( )( )
P(X=3) =
( )
= 0.287
Example 2
A carton of 24 hand grenades contains 4 that are defective. If 3 hand grenades are randomly selected
from this carton, what is the probability that exactly 2 of them are defective?
Solution
We have, N = + = 24, =4, =24-4=20, n=3
Let X be the number of defective hand grenades.
The probability that exactly 2 of them are defective is given by
P(X=2) = P(exactly 2 defective hand grenades in 3 samples)
( )( )
=
( )
( )( )
=
( )
= 0.0593
Example 3
A committee of 5 is to be selected from a group of 6 men and 9 women. If the selection is made
randomly without replacement what is the probability that the committee consists of at least a man?
Solution
We have given,
N= + 15, =6, = 15-6=9, n=5
Let X be a random variable which associates with number of men.
The probability that the committee consists of at least a man is given by
P(X 1) = P(X=1)+P(X=2)+P(X=3)+P(X=4)+P(X=5)
( )( ) ( )( ) ( )( ) ( )( ) ( )( )
= + + + +
( ) ( ) ( ) ( ) ( )
= 0.2517+0.4196+0.2397+0.0449+0.00199
= 0.95789
Example 4
A taxi cab company has 12 Ambassadors and 8 Fiats. If 5 of these taxi-cabs are in the shop for repairs
and Ambassador is as likely to be in for repairs as a Fiat, what is the probability that
(i) 3 of them are Ambassadors and 2 are Fiats?
(ii) 3 of them are Fiats and 2 are Ambassadors?
(iii) at least 3 of them are Ambassadors? and
(iv) all 5 of them are of the same make?
Solution:
N= + , =8, = 20-8= 12, n = 5
90
Let a random variable X be the number of Ambassadors cars which are in the shop for repairs.
(i) Probability that 3 of them are Ambassadors and 2 of them are Fiats is
( )( )
P(X=3) = = 0.3973
( )
(ii) The probability that 3 of them are Fiats and 2 of them are Ambassadors is
( )( )
P(X=2) = = 0.2384
( )
(iii) The probability that at least 3 of them are ambassadors is
P(X 3) = P(X=3) +P(X=4) + P(X=5)
( )( ) ( )( ) ( )( )
= + +
( ) ( ) ( )
= 0.3973+ 0.2554+0.0511
= 0.7038
(iv) Let a random variable Y be the number of Fiat cars which are in the shop for repairs. Since X and
Y are mutually exclusive.
P(X=5 or Y=5) = P(X=5) + P(Y=5)
( )( ) ( )( )
= +
( ) ( )
= 0.05111+0.0036
= 0.0547
Example 5
A shipment of 20 tape recorders contains 5 that are defective. If 10 of them are randomly chosen for
inspection, what is the probability that 2 of the 10 will be defective?
Solution:
We have,
N= + = 20, =5 and =20-5=15, n=10, x=2
Let a random variable X be the number of defective recorders
Using hyper geometric distribution.
The probability that 2 of the 10 will be defective is given by
( )( )
P(X=x) =
( )
( )( )
P(X=2) =
( )
= 0.348
Example 6
A batch of parts contains 100 parts from a local supplier of tubing and 200 parts from a supplier of
tubing in the next state. If four parts are selected randomly and without replacement.
(i) What is the probability that they are all from the local supplier?
(ii) What is the probability that two or more parts in the sample are from the local supplier?
(iii) What is the probability that at least one part in the sample is from the local supplier?
Solution: We have,
N= + = 300, = 100 and = 300-100= 200, n= 4
Let X be the number of parts in the sample from the local supplier. Then, X has a hyper geometric
distribution.
(i) The probability they that are all from the local supplier is given by
( )( )
P(X=4) =
( )
= 0.0119
91
(ii) The probability that two or more parts in the sample are from the local supplier is given by
P(X 2) = P(X=2)+P(X=3) + P(X=4)
( )( ) ( )( ) ( )( )
=
( ) ( ) ( )
= 0.298+0.098+0.0119
= 0.408
(iii) The probability that at least one part in the sample is from the local supplier is given by
P(X 1) = 1 – P(X<1)
= 1- P(X=0)
( )( )
= 1-
( )
= 0.804
[Note: If Y = X = lnX is normally distributed, then X is (i.e. i.e. X = = exp(Y)) said to follow
log normal distribution]
Since, log normal distribution is derived from the normal distribution. We can use standard normal
distribution table for evaluating the log normal distribution. So, the probability of X lying between
(say, a and b) is given by.
P (a X b) = F0 1- F0 1
92
Mean and variance of the log normal distribution
Since, X has log normal distribution
Mean, E(X) = (̅ ) =
Variance, V(X) = ( -1)
Standard deviation = √ ( ) = √ ( )
Example 1
The current gain of certain transistors is measured in units which make it equal to logarithm of ,
the ratio of the output to the input current. If this logarithm is normally distributed with = 2 and =
0.01. Find
(i) the probability that , will take on a value between 6.1 and 8.2.
(ii) mean and variance of the distribution of
Solution:
= 2, = 0.01,
Let, =X
Consider the ratio of output to the input current as X which is log normally distributed. Then, the
probability that X will take on value between 6.1 and 8.2 is given by P (6.1<X<8.2) =?
Since,
P (a X b) = F0 1- F0 1 ln X= X has normal distribution
P (6.1<X<8.2) = F0 1- F0 1 Z= follows standard normal variate
= F (1) - F (-2)
= 0.3413 – (-0.4772)
= 0.8185
Example 2
If a random variable X has the log normal distribution with = 2 and = 0.2. Find
(i) P (10.5<X<16.4)
(ii) Mean and variance
Solution:
(i) As X follows the log normal distribution with mean = 2 and = 0.2.
P (10.5<X<16.4) =?
Since,
P (a X b) = F0 1- F0 1
Now,
93
P (10.5<X<16.4) = F0 1- F0 1
= F (0.3985) – F (0.1755)
= 0.15571 – 0.0714
= 0.0803
(ii) Mean, ̅ =
=
=
=
= 7.538
Variance, v(x) = ( -1)
) (
= ( -1)
= 56.826 (1.6408-1)
= 2.32
Example 3
If a random variable X has the log-normal distribution with = -1 and = 2, find
(i) P (3.2<X<8.4)
(ii) Mean and standard deviation
Solution
(i) Since, = 1 and = 2
P (3.2<X<8.4) =?
( ) ( )
P (3.2<X<8.4) = F0 1-F0 1
= F0 1- F0 1
= F (1.56) – F (1.08)
= 0.4406- 0.3599
= 0.0807
The probability of X lying between 3.2 and 8.4 is 8.07 percent.
(ii) Mean ̅ = exp0 1
= exp0 1
= exp [1]
= 2.718
and,
Standard deviation
=√ ( )
=√ ( )
=√ ( )
=√ ( )
=√ = 19.90
94
PU: 2016(Fall)
4(c)
The lifetime of a semiconductor laser has a lognormal distribution with = 10 hours and = 1.5hours.
(i) What is the probability the lifetime exceeds 10,000 hours?
(ii) What life time is exceeded by 99% lasers?
(iii) Determine mean and standard deviation of lifetime.
Solution:
i) Since, = 10 and = 1.5
The probability the lifetime exceeds 10,000 hours is given by
P(X>10000) = 1- P(X 10000) = 1 – P (exp(Y) 10000) = 1 –P(Y ln10000)
P(X>10000) = 1 –P(Y ln10000)
Z= = - 0.52
Now,
P(X>10000) = 1 –P(Y ln10000) Y= X = lnX
= 1 – P (Z ) X= = exp(Y)
= 1 – P (Z )
=1 – [0.5 - P (-0.52<Z<0)]
= 1 – [0.5 – P (0< Z< 0.52)] By symmetry
= 1- (0.5 – 0.1985)
= 1-0.3015
= 0.6985
(ii) Let be the life time which is exceeded by 99% lasers. Therefore, to determine such that
P(X> ) = 0.99.
Z= = . . . . .(i)
Now,
P(X> ) = 0.99.
or, 1 – P(X ) = 0.99 Y= X = lnX
or, 1 – P(exp(Y) ) = 0.99 X = = exp(Y)
or, 1 – P(Y ln ) = 0.99
or, 1 – P(Z ) = 0.99
or, 1 - P (Z ) = 0.99
or, 1 – [0.5 – P( 0 ) = 0.99
or,1- 0.5 + P ( ) = 0.99
or, P ( )) = 0.49
or, F ( ) = 0.49
From normal table, F ( ) = 0.49 when = 2.33.
Therefore,
From (i)
= - 2.33
or, = -3.495
or, = 6.505
or, = exp(6.505)
668.48 hours.
95
Mean, ̅ =
=
=
=
= 67846.29
Variance, v(x) = ( -1)
= ( ( ) -1)
= 39070059886.6
Standard deviation= √ ( )
= 197661.5
So the standard deviation of X is 197,661.5 hours. Notice that the standard deviation of lifetime is
large relative to the mean
96