Introduction to Probability Distribution:

Random variable: A numerical value determined by the outcome of an experiment.

For example: Consider a random experiment in which a coin is tossed three times. Let x be the

number of heads. Let H represent the outcome of a head and T the outcome of a tail. From the
definition of a random variable, x as defined in this experiment is a random variable.

If we toss a coin, we may consider the random variable x, which is the number of heads 0 or
1.that is
Outcomes: H T
Random variables: 0 1

Random variable is of 2 types:

1. Discrete variable.
2. Continuous variable.

Probability Distribution: A listing of all possible outcomes of an experiment and the

corresponding probability.
A probability distribution shows the possible outcomes of an experiment and the probability of
each of these outcomes.

Example: Here's an example probability distribution that results from the rolling of a single fair
die.

x 1 2 3 4 5 6 sum
p(x) 1/6 1/6 1/6 1/6 1/6 1/6 6/6=1

Types of Probability Distributions:

There are two types of probability distribution.
1. Discrete probability distribution
2. Continuous probability distribution

Discrete probability Distribution /probability mass function (pmf):

A function p(x) defined for a discrete random variable X is a probability mass function (pmf) if it
satisfies the following 3 conditions-
i. P(x)≥0
ii. ∑p(x)=1
iii. P(x)=P[X=x].

Discrete probability distribution can assume only certain outcomes. A probability distribution for
a discrete a random variable is called a discrete probability distribution.
Example: The number of children in a family.

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Properties of discrete distributions: Discrete distribution has some properties. Such as;
1. The sum of the probabilities of the various outcomes is 1.
2. The outcomes are mutually exclusive.
3. The probability of a particular outcome is between 0 and 1.

Some Discrete Distributions: There are many types of discrete probability distributions.
Some of them are given below:
 Bernoulli Distribution
 Binomial Distribution
 Poisson Distribution

Binomial Distribution: A discrete random variable X is said to have binomial distribution if its
probability function is defined by

n is the number of trials

x is the number of observed successes
p is the probability of success on each trial
Where the two parameters n and p satisfy and n is a positive integer and p+q=1.

Mean: The mean of Binomial distribution, .

Variance: The variance of Binomial distribution, .

Example: A fair coin is tossed 5 times. Find the probability of (a) exactly two heads,
(b) at least 4 heads,(c) at most 2 heard,(d)no heads, e) Find the mean and variance of that
distribution.

Solution: Let the number of heads be random variate X which can take values 0, 1,2,3,4,and
5.Then X is a binomial variate with probability= and n=5.
Then the probability function of X is

(a) p[exactly two heads]=p[X=2]=

=
=10*0.03125
=0.3125

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 (b) P [at least 4 heads] =
=
=5*0.03125+0.03125
=0.15625+0.03125
=0.1875
(c) P [at most 2 heads]= =

(d) P [no heads] =p[X=0] = .

(e) We know,
Mean of binomial distribution is np
So
Mean is=np=

Variance is=npq=np(1-p)=

Example: The incidence of occupational disease in an industry is such that the workers have a
20% chance of suffering from it. What is the probability that out of 6 workers
a) 4 or more will contract disease b) exactly 2 workers will contract disease?

Solution: The probability of a worker who is suffering from the disease i.e.

The probability of a worker who is not suffering from the disease i.e.
.
a) The probability of 4 or more i.e. 4, 5 or 6 will contract disease is given by

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 b) The probability of exactly 2 workers will contract disease is given by

Poisson distribution: A discrete random variable X is said to have a Poisson distribution if

its probability function is given by

Where
is the mean number of successes in a particular interval of time
e is the constant 2.71828

Mean: The mean of Poisson distribution,

Variance: The variance of Poisson distribution,

Example: Suppose that the number of emergency patients in a given day at a certain hospital
is a passion variable X with parameter =20.What is the probability that in a given day there
will 15 emergency patients.
Solution:

P [X=15; =20] =
Continuous Probability Distribution/ probability density function (pdf):
A function f(x) defined for a continuous random variable X is a probability density function
(pdf) if it satisfies the following 3 conditions-
i. f(x)≥0
ii. ∫f(x) dx=1
iii. P(a ˂ X ˂b)= ∫ f(x) dx
Continuous Probability Distribution can assume an infinite number of values within a given
range. A probability distribution for a continuous a random variable is called a continuous
probability distribution.
Example: The distance students travel to class.

Normal Distribution: A continuous random variable X is said to have a normal distribution

if its density function is given by

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So the variable x is called normal variate with parameter , and is denoted by .

Properties of normal distribution:

 The Normal probability distribution is bell-shaped and has a single peak at the center
of the distribution.
 Is symmetrical about the mean.
 Is asymptotic. That is the curve gets closer and closer to the X-axis but never actually
touches it.
 Has its mean , to determine its location and its standard deviation, , to determine its
dispersion.

Standard normal distribution: The standard normal distribution is a normal distribution with a
mean of 0 and a standard deviation of 1. It is also called the z distribution. The formula is:
; Where is the mean and is the standard deviation.

i. e.

Problem: The monthly starting salary of recent MBA graduates follows the normal distribution
with a mean of $2,000 and a standard deviation of $200. What is the z-value for a salary of
$2,200?

Solution: We know

=
=1

Importance of Normal distribution: Normal distribution plays central role in the theory of
statistics. Some important applications both from the theoretical and practical point of view
given as below:

 In practice, under certain conditions most of the probability and sampling distributions
can be approximated by normal distribution.

 In the theory of probability it plays an important role. Central limit theorem proves that
the distribution of most of the standardized variate turns into normal distribution as
sample tends to infinity.

 As n becomes large, the normal distribution serves as a good approximation for many
discrete distributions(such as Binomial,Possion)

 Normal distribution finds its application in industrial statistics such as quality control.

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