CHAPTER 5

Probability

5.1 RANDOM EXPERIMENTS, SAMPLE SPACES AND EVENTS

Definition of Terms
1. Random experiment any process of generating a set of data or observations that
can be repeated under basically the same conditions, which lead to well-defined
outcomes
2. Sample space set of all possible outcomes of an experiment, usually denoted by S
3. Sample point an element of the sample space, an outcome
4. Event any subset of the sample space, usually denoted by capital letters
5. Null space/Empty space a subset of the sample space that contains no elements
and denoted by the symbol φ.
6. Simple event an event which contains only one element of the sample space
7. Compound event an event that can be expressed as the union of simple events,
thus containing more than one sample point
8. Mutually exclusive events Two events A and B are mutually exclusive if A∩B =
φ; that is, A and B have no elements in common
Remarks:
● An event is said to have occurred if the outcome of the experiment is one of the
sample points in the event.
● The empty space can be viewed as an event that will never happen. It is called the
impossible event.
● The sample space S, as an event, always occurs, and is referred to as the certain or
sure event.

Event Composition and Event Relations

1. A ∩ B the intersection of events A and B is the event that both A and B occur
2. A ∪ B the union of events A and B is the event that A or B or both occur
3. A’ or A the complement of an event A with respect to S contains all elements of
c

S that are not in A and is the event that A does not occur

Some relationships between events can be illustrated by means of a Venn Diagram.

5.2 THE PROBABILITY CONCEPT AND SOME PROPERTIES

Defn The probability of an event A, denoted by P(A), is the sum of the probabilities
of mutually exclusive outcomes that constitute the event. It must satisfy the
following properties:
● 0 ≤ P(A) ≤ 1 for any event A
● P(S) = 1 where S is the sample space
● P(φ) = 0

Approaches to Assigning Probabilities

1. A Priori or Classical Probability – probability is determined even before the
experiment is performed using the following rule: If an experiment can result in
any one of N different equally likely outcomes, and if exactly n of these outcomes
correspond to event A, then the probability of event A is

2. A Posteriori or Relative Frequency or Empirical Probability - probability is

determined by repeating the experiment a large number of times using the
following rule:

The French naturalist Count Buffon (1707-1788) tossed a coin 4040 times.
Result: 2048 heads, or proportion 2048/4040 = .5069 for heads.
Around 1900, the English statistician Karl Pearson heroically tossed a coin 24,000
times. Result: 12,012 heads, a proportion of .5005.
While imprisoned by the Germans during World War II, the South African
statistician John Kerrich tossed a coin 10,000 times. Result: 5067 heads,
proportion of heads .5067.

3.Subjective Probability – probability is determined by the use of intuition, personal

beliefs, and other indirect information.

The late astronomer Carl Sagan believed that the probability of a major asteroid
hitting the Earth soon is high enough to be of concern. “The probability that the
Earth will be hit by a civilization-threatening small world in the next century is a
little less than one in a thousand.” To arrive at that probability, Sagan obviously
could not use the long-run frequency definition of probability. He would have to
use his own knowledge of astronomy, combined with past asteroid behavior.
Examples:

1. a. In tossing a fair coin, what is the probability of getting a head? Of either a

head or tail? Of neither a head nor tail?
b. In tossing a fair die, what is the probability of getting a 3? Of getting an
even number? Of getting a number greater than 6?
2. A coin is biased so that a head is twice as likely to occur as a tail. If the coin is
tossed once, what is the probability of getting a head?
Rules of Counting
Theorem If an operation can be performed in n1 ways, and for each of these a second
operation can be performed in n2 ways, then the two operations can be
performed in n1n2 ways.

Example How many sample points are there in the sample space when a pair of
balanced dice is thrown once?

Without considering strategy in a game of chess, there are 400 ways of playing the first
round of moves.

Theorem (Multiplication Rule) If an operation can be performed in n1 ways, if for

each of these a second operation can be performed in n2 ways, if for each
of the first two a third operation can be performed in n3 ways, and so on,
then the sequence of k operations can be performed in n1n2 ... nk ways.

Examples:
1. How many even three-digit numbers can be formed from the digits 1, 2, 5, 6, and
9 if each digit can be used only once?
2. How many ways can a 10-question true-false examination be answered?

Theorem The number of combinations of n distinct objects taken r at a time is nCr.

Example From 4 Republicans and 3 Democrats find the number of committees of 3

that can be formed with 2 Republicans and 1 Democrat.
Theorems on Probabilities of Events
Thm1 P(A∩Bc) = P(A) – P(A∩B)
P(B∩Ac) = P(B) – P(A∩B)

Thm2 (Additive Rule) P(A∪B) = P(A) + P(B) - P(A∩B)

Corollary If A and B are mutually exclusive, then
P(A∪B) = P(A) + P(B)
Corollary If A1, A2, . . . , An are mutually exclusive, then
P(A1 ∪A2 ∪. . . ∪An) = P(A1) + P(A2) + . . . +P(An)
Thm3 If A and A are complementary events, then
c

P(A) + P(A ) = 1.
c

Thm4 P(A∪B) = P(Ac∩Bc)

c

P(A∩B)c = P(Ac∪Bc)

Examples:
1. The probability that a student passes Statistics is 2/3, and the probability that he
passes English is 4/9. If the probability of passing at least one of the two courses
is 4/5, what is the probability that he will pass both courses? fail both courses?
2. What is the probability of getting a total of 7 or 11 when a pair of dice is tossed?
3. In the toss of a fair coin 4 times, what is the probability of no head in the toss? At
least one head?
Exercises: pp. 95-97 of Walpole nos. 1-20
1. Find the errors in each of the following statements:
a. The probability that it will rain tomorrow is 0.40 and the probability that it
will not rain tomorrow is 0.52.
b. The probabilities that a printer will make 0, 1, 2, 3, or 4 or more mistakes
in printing a document are, respectively, 0.19, 0.34, -0.25, 0.43, and 0.29.
c. The probabilities that an automobile salesperson will sell 0, 1, 2, or 3 cars
on any given day in February are, respectively, 0.19, 0.38, 0.29, and 0.15.
d. On a single draw from a deck of playing cards the probability of selecting
a heart is 1/4, the probability of selecting a black card is 1/2, and the
probability of selecting both a heart and a black card is 1/8.
2. An experiment involves tossing a pair of dice. Find the probability of event
a. A = sum is greater than 8
b. C = a number greater than 4 comes up on one die.
c. A∩C
3. Three men are seeking public office. Candidates A and B are given about the
same chance of winning, but candidate C is given twice the chance of either A or
B. What is the probability that C wins? A does not win?
4. A box contains 500 envelopes of which 75 contain $100 in cash, 150 contain $25,
and 275 contain $10. An envelope may be purchased for $25. Find the
probability that the first envelope purchased contains less than $100.
5. A 5-sided die with sides numbered 1, 2, 3, 4, and 5 is constructed so that the 1 and
5 occur twice as often as the 2 and 4, which occur three times as often as the 3.
What is the probability that a perfect square occurs when this die is tossed once?
6. If A and B are mutually exclusive events and P(A) = .3 and P(B) = .5, find
a. P(A ∪ B)
b. P(A’)
c. P(A’ ∩ B)
7. If A, B, and C are mutually exclusive events and P(A) = .2, P(B) = .3 and P(C) =
.2, find
a. P(A ∪ B ∪ C)
b. P[A’ ∩ (B ∪ C)]
c. P(B ∪ C’)’
8. If a letter is chosen at random from the English alphabet, find the probability that
the letter
(a) is a vowel
(b) precedes the letter j
(c) follows the letter g.
9. If a permutation (rearrangement of the letters) of the word “white” is selected at
random, find the probability that the permutation
(a) begins with a consonant
(b) ends with a vowel
(c) has the consonants and vowels alternating.
10. If each coded item in a catalog begins with 3 distinct letters followed by 4 distinct
nonzero digits, find the probability of randomly selecting one of these coded
items with the first letter a vowel and the last digit even.
11. A pair of dice is thrown. Find the probability of getting (a) a total of 8; and (b) at
most a total of 5.
12. (For next section) Two cards are drawn in succession from a deck without
replacement. What is the probability that both cards are greater than 2 and less
than 8?
13. If 3 books are picked at random from a shelf containing 5 novels, 3 books of
poems, and a dictionary, what is the probability that (a) the dictionary is selected;
and (b) 2 novels and 1 book of poems are selected?
14. In a poker hand consisting of 5 cards, find the probability of holding (a) 3 aces;
and (b) 4 hearts and 1 club
15. In a game of Yahtzee, where 5 dice are tossed simultaneously, find the probability
of getting (a) four of a kind and (b) two pairs.
16. In a college graduating class of 100 students, 54 studied mathematics, 69 studied
history, and 35 studied both mathematics and history. If one of these students is
selected at random, find the probability that the student
(a) takes mathematics or history
(b) does not take either of these subjects
(c) takes history but not mathematics.
17. Suppose that in a senior college class of 500 students it is found that 210 smoke,
258 drink alcoholic beverages, 216 eat between meals, 122 smoke and drink
alcoholic beverages, 83 eat between meals and drink alcoholic beverages, 97
smoke and eat between meals, and 52 engage in all three of these bad health
practices. If a member of this senior class is selected at random, find the
probability that the student
(a) smokes but does not drink alcoholic beverages
(b) eats between meals and drinks alcoholic beverages but does not smoke
(c) neither smokes nor eats between meals.
18. The probability that an American industry will locate in Munich is .7, the
probability that it will locate in Brussels is .4, and the probability that it will
locate in either Munich or Brussels or both is .8. What is the probability that the
industry will locate in
(a) both cities
(b) neither city?
19. From past experiences a stockbroker believes that under present economic
conditions a customer will invest in tax-free bonds with a probability of .6, will
invest in mutual funds with a probability of .3, and will invest in both tax-free
bonds and mutual funds with a probability of .15. At this time, find the
probability that a customer will invest in
(a) either tax-free funds or mutual bonds
(b) neither tax-free bonds nor mutual funds.
20. In a certain federal prison it is known that 2/3 of the inmates are under 25 years of
age. It is also known that 3/5 of the inmates are male and the 5/8 of the inmates
are female or over 25 years of age or older. What is the probability that a prisoner
selected at random from this prison is female and at least 25 years old?
Defn The probability of an event B occurring when it is known that some event A has
occurred is called a conditional probability. It is defined as

, if P(A)>0

P(B|A) is read as “probability of B given A”.

Examples:
1. A random sample of 200 adults is classified below according to sex and the level
of education attained. If a person is picked at random from this group, find the
probability that the person
a. is a male, given that the person has a secondary education.
b. does not have a college degree, given that the person is a female.

Male Female
Elementary 38 45
Secondary 28 50
College 22 17

2. The probability that a regularly scheduled flight departs on time is .83, the
probability that it arrives on time is .92, and the probability that it departs and
arrives on time is .78. Find the probability that a plane (a) arrives on time given
that it departed on time, and (b) departed on time given that it has arrived on time.
3. Suppose there has been a crime and it is known that the criminal is a person
within a population of 6,000,000. Further, suppose it is known that that in this
population only about one person in a million has a DNA type that matches the
DNA found at the crime scene, so let’s assume that there are six people in the
population with this DNA type. Someone in custody has this DNA type. We
know the person’s DNA matches, but what is the probability that he is actually
innocent?
Define A = DNA of randomly chosen person matches DNA at the crime scene
B = person selected is innocent of the crime
A∩B = event that the selected person is innocent and the DNA matches

So that

And
If you were the jury, it would be important to realize that without additional
evidence, the probability that this person is innocent is 5/6, even though the DNA
matches. The prosecutor surely would emphasize the other conditional
probability.

Defn Two events A and B are said to be independent if any one of the following
conditions is satisfied:
(a) P(A|B) = P(A) if P(B)>0
(b) P(B|A) = P(B) if P(A)>0
(c) P(A∩B) = P(A) P(B)
Otherwise, the events are said to be dependent.

Examples:
1. Consider an experiment in which 2 cards are drawn in succession from an
ordinary deck, with replacement. Define
A: the first card is an ace
B: the second card is a spade
Are A and B independent events?
Spade
Ace
SpadeC

Spade
AceC
SpadeC
2. Consider the following events in the toss of a single die where even numbers are
twice as likely to occur as the odd numbers. Define A: Get a number greater than
3 and B: Get a perfect square. Are A and B independent events?

3. Suppose that we have a fuse box containing 20 fuses, of which 5 are defective. If
2 fuses are selected at random and removed from the box in succession without
replacing the first, what is the probability that both are defective?

4. A small town has one fire engine and one ambulance available for emergencies.
The probability that the fire engine is available when needed is .98, and the
probability that the ambulance is available when called is .92. In the event of an
injury resulting from a burning building, find the probability that both the
ambulance and the fire engine will be available.

5. Three cards are drawn in succession, without replacement, from an ordinary deck
of playing cards. Find the probability that the first card is a red ace, the second
card is a ten or jack, and the third card is greater than 3 but less than 7.

6. A coin is biased so that a head is twice as likely to occur as a tail. If the coin is
tossed 3 times, what is the probability of getting 2 tails and 1 head?

7. Assuming birth months (days) are equally likely, what is the probability that the
next two unrelated strangers you meet both share your birth month (day)?
8. Sudden infant death syndrome (SIDS) causes babies to die suddenly (often in
their cribs) with no explanation. Deaths from SIDS have been greatly reduced by
placing babies on their backs, but as yet no cause is known.
When more than one SIDS death occurs in a family, the parents are sometimes
accused. One “expert witness” popular with prosecutors in England told juries
that there is only a 1 in 73 million chance that two children in the same family
could have died naturally. Here’s his calculation: the rate of SIDS in a
nonsmoking middle-class family is 1 in 8500. So the probability of two deaths is
Several women were convicted of murder on this basis,
without any direct evidence that they harmed their children.
As the Royal Statistical Science said, this reasoning is nonsense. It assumes that
SIDS deaths in the same family are independent events. The cause of SIDS is
unknown: “There may well be unknown genetic or environmental factors that
predispose families to SIDS, so that a second case in the family becomes much
more likely.” The British government decided to review the cases of 258 parents
convicted of murdering their babies.
9. Many people who come to clinics to be tested for HIV, the virus that causes
AIDS, don’t come back to learn the test results. Clinics now use “rapid HIV
tests” that give a result in a few minutes. The false positive rate for a diagnostic
test is the probability that a person with no disease will have a positive test result.
For the rapid HIV tests, the Food and Drug Administration has established 2% as
the maximum false positive rate. If a clinic uses a test that meets the FDA
standard and tests 50 people who are free of HIV antibodies, what is the
probability that at least one false-positive will occur?
P(at least one positive) = 1 – P(no positives)
= 1 – P(50 negatives)
= 1 – (1-.02)50 = .6358
There is approximately 64% chance that at least one of the 50 people will test
positive for HIV, even though no one has the virus.
Concern about excessive numbers of false positives led the New York City
Department of Health and Mental Hygiene to suspend the use of one particular
rapid HIV test.
10. Only 5% of male high school basketball, baseball, and football players go on to
play at the college level. Of these, only 1.7% enter major league professional
sports. About 40% of the athletes who compete in college and then reach the pros
have a career of more than three years. Define these events: A = {competes in
college}, B = {competes professionally}, C = {pro career longer than 3 years}.
What is the probability that a high school athlete competes in college and then
goes on to have a pro career of more than three years?
We know that P(A) = .05, P(B|A) = .017, P(C|A∩B) = .4. The probability we
want is therefore P(A∩B∩C) = P(A)P(B|A)P(C|A∩B)
= .05 × .017 × .4 = .00034
Only about 3 of every 10,000 high school athletes can expect to compete in
college and have a professional career of more than three years. High school
students would be wise to concentrate on studies rather than on unrealistic hopes
of fortune from pro sports.
Exercises: pp. 105-108 of Walpole nos. 1-18
1. If R is the event that a convict committed armed robbery and D is the event that
the convict pushed dope, state in words what probabilities are expressed by
a. P(R|D)
b. P(D’|R)
c. P(R’|D’)
2. A class in advanced physics is comprised of 10 juniors, 30 seniors, and 10
graduate students. The final grades showed that 3 of the juniors, 10 seniors, and 5
graduate students received an A for the course. If a student is chosen at random
from this class and is found to have earned an A, what is the probability that he or
she is a senior?
3. Consider the event B of getting a perfect square when a die is tossed. The die is
constructed so that the even numbers are twice as likely to occur as the odd
numbers. Suppose it is known that the toss of the die resulted in A = a number
greater than 3. Find P(B|A).
4. In the senior year of a high school graduating class of 100 students, 42 studied
mathematics, 68 studied psychology, 54 studied history, 22 studied both
mathematics and history, 25 studied both mathematics and psychology, 7 studied
history but neither mathematics nor psychology, 10 studied all three subjects, and
8 did not take any of the three. If a student is selected at random, find the
probability that a person
(a) enrolled in psychology takes all three subjects
(b) not taking psychology is taking both history and mathematics.
5. A pair of dice is thrown. If it is known that one die shows a 4, what is the
probability that
(a) the other die shows a 5
(b) the total of both dice is greater than 7.
6. A card is drawn from an ordinary deck and we are told that it is red. What is the
probability that the card is greater than 2 but less than 9?
7. The probability that an automobile being filled with gasoline will also need an oil
change is .25, the probability that it needs a new oil filter is .4, and the probability
that both the oil and filter need changing is .14.
(a) If the oil had to be changed, what is the probability that a new oil filter is
needed?
(b) If a new oil filter is needed, what is the probability that the oil has to be
changed?
8. The probability that a married man watches a certain television show is .4 and the
probability that a married woman watches the show is .5. The probability that a
man watches the show, given that his wife does, is .7. Find the probability that
(a) a married couple watches the show
(b) a wife watches the show given that her husband does
(c) at least one person of a married couple will watch the show.
9. The probability that a vehicle entering the Luray Caverns has Canadian license
plates is .12, the probability that it is a camper is .28, and the probability that it is
a camper with Canadian license plates is .09. What is the probability that
(a) a camper entering the Luray Caverns has Canadian license plates?
 (b) a vehicle with Canadian license plates entering the Luray Caverns is a
camper?
(c) a vehicle entering the Luray Caverns does not have a Canadian license plates
or is not a camper?
10. The probability that the lady of the house is home when the Avon representative
calls is .6. Given that the lady of the house is home, the probability that she
makes a purchase is .4. Find the probability that the lady of the house is home
and makes a purchase when the Avon representative calls.
11. The probability that a doctor correctly diagnoses a particular illness is .7. Given
that the doctor makes an incorrect diagnosis, the probability that the patient enters
a law suit is .9. What is the probability that the doctor makes an incorrect
diagnosis and the patient sues?
12. One bag contains 4 white balls and 3 black balls, and a second bag contains 3
white balls and 5 black balls. One ball is drawn at random from the first bag and
placed unseen in the second bag. What is the probability that a ball now drawn
from the second bag is black? (Hint: Let B1, B2, and W1 represent, respectively,
the drawing of a black ball from bag 1, a black ball from bag 2, and a white ball
from bag 1. We are interested in B1 ∩ B2 and W1 ∩ B2.)
13. A real estate agent has 8 master keys to open several new homes. Only 1 master
key will open any given house. If 40% of these homes are usually left unlocked,
what is the probability that the real estate agent can get into a specific home if the
agent selects 3 master keys at random before leaving the office? (hint: Let A =
the house is open and B = the correct key is one of the 3 selected before leaving
the office. One event is A’ ∩ B.)
14. A town has 2 fire engines operating independently. The probability that a specific
fire engine is available when needed is .96. What is the probability that
(a) neither is available when needed
(b) that a fire engine is available when needed?
15. If the probability that Tom will be alive in 20 years is .7 and the probability that
Nancy will be alive in 20 years is .9, what is the probability that neither will be
alive in 20 years?
16. The probability that a person visiting his dentist will have an x-ray is .6; the
probability that a person who has an x-ray will also have a cavity filled is .3; and
the probability that the person who has had an x-ray and a cavity filled will also
have a tooth extracted is .1. What is the probability that a person visiting his
dentist will have an x-ray, a cavity filled, and a tooth extracted?
17. Find the probability of randomly selecting 4 good quarts of milk in succession
from a cooler containing 20 quarts of which 5 are spoiled.
18. From a box containing 6 black balls and 4 green balls, 3 balls are drawn in
succession, each ball being replaced in the box before the next draw is made.
What is the probability that all 3 are the same color? Each color is represented?
CHAPTER 6
Probability Distributions

6.1 CONCEPT OF A RANDOM VARIABLE

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

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

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

Sample Points x y
HHH 3 3
HHT 2 1
HTH 2 1
HTT 1 -1
THH 2 1
THT 1 -1
TTH 1 -1
TTT 0 -3

2. (Experiment No. 2) A hatcheck girl returns 3 hats at random to 3 customers who

had previously checked them. If Jason, Charlie, and Ohmar, in that order, receives
one of the hats, list the sample points for the possible orders of returning the hats
and find the values m of the random variable M that represents the number of
correct matches.
6.2 DISCRETE PROBABILITY DISTRIBUTIONS

Defn If a sample space contains a finite number of possibilities or an unending

sequence with as many elements as there are whole numbers, it is called a
discrete sample space.

Defn A random variable defined over a discrete sample space is called a discrete
random variable.

Defn A formula or table listing all possible values that a discrete random variable can
take on, along with the associated probabilities, is called a discrete probability
distribution.

Remark The probabilities associated with all possible values of a discrete random
variable must sum to 1.

Examples:
1. For Experiment No. 1, the discrete probability distributions of the random
variables X and Y are

x 0 1 2 3
P(X=x) 1/8 3/8 3/8 1/8

y -3 -1 1 3
P(Y=y) 1/8 3/8 3/8 1/8

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

Defn Let X be a discrete random variable with probability distribution

x x1 x2 ... xn
P(X=x) f(x1) f(x2) ... f(xn)

The mean or expected value of X is

Examples:
1. Find the mean of the random variables X and Y of Experiment No. 1.

x 0 1 2 3
P(X=x) 1/8 3/8 3/8 1/8

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

y -3 -1 1 3
P(Y=y) 1/8 3/8 3/8 1/8

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

2. Find the expected number of correct matches in Experiment No. 2.

3. In a gambling game a man is paid P50 if he gets all heads or all tails when 3 coins
are tossed, and he pays out P30 if either 1 or 2 heads show. What is his expected
gain?
Thm Let X be a discrete random variable with probability distribution

x x1 x2 ... xn
P(X=x) f(x1) f(x2) ... f(xn)

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

Defn Let X be a random variable with mean µ then the variance of X is

Defn Let X be a discrete random variable with probability distribution

x x1 x2 ... xn
P(X=x) f(x1) f(x2) ... f(xn)

The variance of X is

Thm Computational Formula for

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

Example In Experiment No. 1, find the variance of X.

Using the definition of Var(X),

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

= 0.75

Using the computational formula of the Var(X),

E(X2) = 0 (1/8) + 1 (3/8) + 2 (3/8) + 3 (1/8) = 3
2 2 2 2

E(X ) - [E(X)] = 3 – (1.5) = 0.75

2 2 2
Binomial Distribution

Defn A binomial experiment is one that possesses the following properties:

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

The random variable of interest X, the number of successes observed in n trials, is

called a binomial random variable.

Defn The discrete probability distribution of the binomial random variable is

, x = 0,1,…,n and 0<p<1

Notation: If X follows the above distribution, we will write X~Bi(n, p).

Note: If X~Bi(n, p) then E(X) = np and Var(X) = npq.

Examples:
1. Find the probability of obtaining exactly three 2’s if an ordinary die is tossed 5
times.
2. In a certain city district the need for money to buy drugs is given as the reason for
75% of all thefts. What is the probability that exactly 2 of the next 4 theft cases
reported in this district resulted from the need for money to buy drugs?
3. The probability that a patient recovers from a rare blood disease is .4. If 15
people are known to have contracted this disease, what is the probability that (a) 5
survive; (b) 3 to 8 survive?; and (c) at least 10 survive?
Exercises: pp. 165-166 of Walpole nos. 4, 6-10, 12, 13
4. A baseball player’s batting average is .250. What is the probability that he gets
exactly 1 hit in his next 5 times at bat?
6. A multiple-choice quiz has 15 questions, each with 4 possible answers of which
only 1 is the correct answer. What is the probability that sheer guesswork yields
a. exactly 10 correct answers
b. at least 1 correct answer
c. 5 to 10 correct answers .
7. The probability that a patient recovers from a delicate heart operation is .9. What
is the probability that exactly 5 of the next 7 patients having this operation
survive?
8. A study conducted at George Washington University and the National Institute of
Health examined national attitudes about tranquilizers. The study revealed that
approximately 70% believe “tranquilizers don’t really cure anything, they just
cover up the real trouble.” According to this study, what is the probability that at
least 3 of the next 5 people selected at random will be of the opinion that
tranquilizers do cure the problem rather than just cover it up?
9. A survey of the residents in a United States city showed that 20% preferred a
white telephone over any other color available. What is the probability that more
than one-half of the next 20 telephone installed in this city will be white?
10. One-fourth of the female freshmen entering a Virginia college are out-of-state
students. If the students are assigned at random to the dormitories, 3 to a room,
 what is the probability that in one room at most 2 of the 3 roommates are
out-of-state students?
11.
12. Suppose that airplane engines operate independently in flight and fail with
probability q = .2. Assuming that a plane makes a safe flight if at least one-half of
its engines run, determine whether a 4-engine plane or a 2-engine plane has the
higher probability for a successful flight.
13. Repeat Exercise 12 for q =.5 and q = 1/3.

Near the end of World War II, the Germans developed rocket bombs, which were fired at
the city of London. The Allied military command did not know whether these bombs
were fired at random or whether they had some type of aiming device. To investigate, the
city of London was divided into 576 square regions and the number of hits per region was
counted and compared with the expected number of hits under a special discrete
probability distribution. Because the actual number of hits was close to the expected
number of hits, the military command concluded that the bombs were falling at random.
The Germans had not developed a bomb with an aiming device.
6.4 Continuous Probability Distributions

Defn If a sample space contains an infinite number of possibilities equal to the number
of points on a line segment, it is called a continuous sample space.

Defn A random variable defined over a continuous sample space is called a continuous
random variable.

Defn The function with values f(x) is called a probability density function for the
continuous random variable X, if
● the total area under its curve and above the horizontal axis is equal to
1; and
● the area under the curve between any two ordinates x = a and x = b
gives the probability that X lies between a and b.

Remarks:
1. A continuous random variable has a probability of zero of assuming exactly any
of its values, that is, if X is a continuous random variable, then P(X=x) = 0 for all
real numbers x.
2. The probability density function can not be represented in tabular form.

Example A continuous random variable X that can assume values between 0 and 2
has a density function given by

Find the following probabilities:

a. P(1 < X < 2).
b. P(X > 1.5)
c. P(X < 0.75)
d. P(X = 0.75)
e. P(X ≤ 0.75).
Properties of the Mean and Variance

Let X and Y be random variables (discrete or continuous) and let a and b be constants.
1. E(aX ± b) = aE(X) ± b
● E(aX) = aE(X).
● E(b) = b.
2. E(aX ± bY) = aE(X) ± bE(Y)
3. E(XY) = E(X)E(Y) if X and Y are independent.
4. E[ X - E(X) ] = 0.
5. Var(aX ± b) = a Var(X).
2

● Var(aX) = a Var(X).
2

● Var(b) = 0.
6. If X and Y are independent then Var(aX ± bY) = a2Var(X) + b2Var(Y)

Example If X and Y are independent random variables with E(X) = 3, E(Y) = 2,

Var(X) = 2 and Var(Y)=1, find
a. E(3X + 5)
b. Var(3X +5)
c. E(XY)
d. Var(3X - 2Y)
e. V(-2X + 4Y -3)

Example A used car dealer finds that in any day, the probability of selling no car is
0.4, one car is 0.2, two cars is 0.15, 3 cars is 0.10, 4 cars is 0.08, five cars
is 0.06 and six cars is 0.01. Let g(X) = 500 + 1500X represent the
salesman’s daily earnings, where X is the number of cars sold. Find the
salesman’s expected daily earnings (and its variance).
THE NORMAL DISTRIBUTION

Defn A continuous random variable X is said to be normally distributed if its density

function is given by:

for -∞ < x < ∞ and for constants µ and σ, where -∞ < µ < ∞, σ > 0 and e≈2.71828
and π≈3.14159.

Notation: If X follows the above distribution, we write X~ N(µ, σ ).

2

Note: If X~ N(µ, σ ), then E(X) = µ and Var (X) = σ .

2 2

Johann Carl Friedrich Gauss (1777-1855)

The graph of the normal (or Gaussian) distribution is called the normal curve.

µ-3σ µ-2σ µ-σ µ µ+σ µ+2σ µ+3σ

Example of two normal curves with µ1 ≠ µ2 and σ1 = σ2

Example of two normal curves with µ1 = µ2 and σ1 ≠ σ2

Properties:
1. The curve is bell-shaped and symmetric about a vertical axis through the mean µ.
2. The normal curve approaches the horizontal axis asymptotically as we proceed in
either direction away from the mean.
3. The total area under the curve and above the horizontal axis is equal to 1.

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

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

2

through the following,

Hence, whenever X is between the values x1 and x2, the random variable Z will fall
between the corresponding values

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

Examples:
1. Given a normal distribution with µ= 300 and σ = 50, find the probability that X
assumes a value greater than 362.
2. Given a normal distribution with µ= 50 and σ = 10, find the probability that X
assumes a value between 45 and 62.
3. Given a normal distribution with µ= 40 and σ = 6, find the value of x that has (a)
5% of the area above it and (b) 38% of the area below it.
4. A certain type of storage battery lasts on the average 3.0 years, with a standard
deviation of .5 year. Assuming that the battery lives are normally distributed, find
the probability that a given battery will last less than 2.3 years.
5. An electrical firm manufactures light bulbs that have a length of life that is
normally distributed with mean equal to 800 hours and a standard deviation of 40
hours. Find the probability that a bulb burns between 778 and 834 hours.
6. On an examination the average grade was 74 and the standard deviation was 7. If
the grades are curved to follow a normal distribution, find D6.
P(Z > z) where Z ~ N(0, 1)

z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
-3.9 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000
-3.8 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999
-3.7 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999
-3.6 0.9998 0.9998 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999
-3.5 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998
-3.4 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9998
-3.3 0.9995 0.9995 0.9995 0.9996 0.9996 0.9996 0.9996 0.9996 0.9996 0.9997
-3.2 0.9993 0.9993 0.9994 0.9994 0.9994 0.9994 0.9994 0.9995 0.9995 0.9995
-3.1 0.9990 0.9991 0.9991 0.9991 0.9992 0.9992 0.9992 0.9992 0.9993 0.9993
-3.0 0.9987 0.9987 0.9987 0.9988 0.9988 0.9989 0.9989 0.9989 0.9990 0.9990
-2.9 0.9981 0.9982 0.9982 0.9983 0.9984 0.9984 0.9985 0.9985 0.9986 0.9986
-2.8 0.9974 0.9975 0.9976 0.9977 0.9977 0.9978 0.9979 0.9979 0.9980 0.9981
-2.7 0.9965 0.9966 0.9967 0.9968 0.9969 0.9970 0.9971 0.9972 0.9973 0.9974
-2.6 0.9953 0.9955 0.9956 0.9957 0.9959 0.9960 0.9961 0.9962 0.9963 0.9964
-2.5 0.9938 0.9940 0.9941 0.9943 0.9945 0.9946 0.9948 0.9949 0.9951 0.9952
-2.4 0.9918 0.9920 0.9922 0.9925 0.9927 0.9929 0.9931 0.9932 0.9934 0.9936
-2.3 0.9893 0.9896 0.9898 0.9901 0.9904 0.9906 0.9909 0.9911 0.9913 0.9916
-2.2 0.9861 0.9864 0.9868 0.9871 0.9875 0.9878 0.9881 0.9884 0.9887 0.9890
-2.1 0.9821 0.9826 0.9830 0.9834 0.9838 0.9842 0.9846 0.9850 0.9854 0.9857
-2.0 0.9772 0.9778 0.9783 0.9788 0.9793 0.9798 0.9803 0.9808 0.9812 0.9817
z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
-1.9 0.9713 0.9719 0.9726 0.9732 0.9738 0.9744 0.9750 0.9756 0.9761 0.9767
-1.8 0.9641 0.9649 0.9656 0.9664 0.9671 0.9678 0.9686 0.9693 0.9699 0.9706
-1.7 0.9554 0.9564 0.9573 0.9582 0.9591 0.9599 0.9608 0.9616 0.9625 0.9633
-1.6 0.9452 0.9463 0.9474 0.9484 0.9495 0.9505 0.9515 0.9525 0.9535 0.9545
-1.5 0.9332 0.9345 0.9357 0.9370 0.9382 0.9394 0.9406 0.9418 0.9429 0.9441
-1.4 0.9192 0.9207 0.9222 0.9236 0.9251 0.9265 0.9279 0.9292 0.9306 0.9319
-1.3 0.9032 0.9049 0.9066 0.9082 0.9099 0.9115 0.9131 0.9147 0.9162 0.9177
-1.2 0.8849 0.8869 0.8888 0.8907 0.8925 0.8944 0.8962 0.8980 0.8997 0.9015
-1.1 0.8643 0.8665 0.8686 0.8708 0.8729 0.8749 0.8770 0.8790 0.8810 0.8830
-1.0 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621
-0.9 0.8159 0.8186 0.8212 0.8238 0.8264 0.8289 0.8315 0.8340 0.8365 0.8389
-0.8 0.7881 0.7910 0.7939 0.7967 0.7995 0.8023 0.8051 0.8078 0.8106 0.8133
-0.7 0.7580 0.7611 0.7642 0.7673 0.7704 0.7734 0.7764 0.7794 0.7823 0.7852
-0.6 0.7257 0.7291 0.7324 0.7357 0.7389 0.7422 0.7454 0.7486 0.7517 0.7549
-0.5 0.6915 0.6950 0.6985 0.7019 0.7054 0.7088 0.7123 0.7157 0.7190 0.7224
-0.4 0.6554 0.6591 0.6628 0.6664 0.6700 0.6736 0.6772 0.6808 0.6844 0.6879
-0.3 0.6179 0.6217 0.6255 0.6293 0.6331 0.6368 0.6406 0.6443 0.6480 0.6517
-0.2 0.5793 0.5832 0.5871 0.5910 0.5948 0.5987 0.6026 0.6064 0.6103 0.6141
-0.1 0.5398 0.5438 0.5478 0.5517 0.5557 0.5596 0.5636 0.5675 0.5714 0.5753
-0.0 0.5000 0.5040 0.5080 0.5120 0.5160 0.5199 0.5239 0.5279 0.5319 0.5359
z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
 z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.0 0.5000 0.4960 0.4920 0.4880 0.4840 0.4801 0.4761 0.4721 0.4681 0.4641
0.1 0.4602 0.4562 0.4522 0.4483 0.4443 0.4404 0.4364 0.4325 0.4286 0.4247
0.2 0.4207 0.4168 0.4129 0.4090 0.4052 0.4013 0.3974 0.3936 0.3897 0.3859
0.3 0.3821 0.3783 0.3745 0.3707 0.3669 0.3632 0.3594 0.3557 0.3520 0.3483
0.4 0.3446 0.3409 0.3372 0.3336 0.3300 0.3264 0.3228 0.3192 0.3156 0.3121
0.5 0.3085 0.3050 0.3015 0.2981 0.2946 0.2912 0.2877 0.2843 0.2810 0.2776
0.6 0.2743 0.2709 0.2676 0.2643 0.2611 0.2578 0.2546 0.2514 0.2483 0.2451
0.7 0.2420 0.2389 0.2358 0.2327 0.2296 0.2266 0.2236 0.2206 0.2177 0.2148
0.8 0.2119 0.2090 0.2061 0.2033 0.2005 0.1977 0.1949 0.1922 0.1894 0.1867
0.9 0.1841 0.1814 0.1788 0.1762 0.1736 0.1711 0.1685 0.1660 0.1635 0.1611
1.0 0.1587 0.1562 0.1539 0.1515 0.1492 0.1469 0.1446 0.1423 0.1401 0.1379
1.1 0.1357 0.1335 0.1314 0.1292 0.1271 0.1251 0.1230 0.1210 0.1190 0.1170
1.2 0.1151 0.1131 0.1112 0.1093 0.1075 0.1056 0.1038 0.1020 0.1003 0.0985
1.3 0.0968 0.0951 0.0934 0.0918 0.0901 0.0885 0.0869 0.0853 0.0838 0.0823
1.4 0.0808 0.0793 0.0778 0.0764 0.0749 0.0735 0.0721 0.0708 0.0694 0.0681
1.5 0.0668 0.0655 0.0643 0.0630 0.0618 0.0606 0.0594 0.0582 0.0571 0.0559
1.6 0.0548 0.0537 0.0526 0.0516 0.0505 0.0495 0.0485 0.0475 0.0465 0.0455
1.7 0.0446 0.0436 0.0427 0.0418 0.0409 0.0401 0.0392 0.0384 0.0375 0.0367
1.8 0.0359 0.0351 0.0344 0.0336 0.0329 0.0322 0.0314 0.0307 0.0301 0.0294
1.9 0.0287 0.0281 0.0274 0.0268 0.0262 0.0256 0.0250 0.0244 0.0239 0.0233
z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
2.0 0.0228 0.0222 0.0217 0.0212 0.0207 0.0202 0.0197 0.0192 0.0188 0.0183
2.1 0.0179 0.0174 0.0170 0.0166 0.0162 0.0158 0.0154 0.0150 0.0146 0.0143
2.2 0.0139 0.0136 0.0132 0.0129 0.0125 0.0122 0.0119 0.0116 0.0113 0.0110
2.3 0.0107 0.0104 0.0102 0.0099 0.0096 0.0094 0.0091 0.0089 0.0087 0.0084
2.4 0.0082 0.0080 0.0078 0.0075 0.0073 0.0071 0.0069 0.0068 0.0066 0.0064
2.5 0.0062 0.0060 0.0059 0.0057 0.0055 0.0054 0.0052 0.0051 0.0049 0.0048
2.6 0.0047 0.0045 0.0044 0.0043 0.0041 0.0040 0.0039 0.0038 0.0037 0.0036
2.7 0.0035 0.0034 0.0033 0.0032 0.0031 0.0030 0.0029 0.0028 0.0027 0.0026
2.8 0.0026 0.0025 0.0024 0.0023 0.0023 0.0022 0.0021 0.0021 0.0020 0.0019
2.9 0.0019 0.0018 0.0018 0.0017 0.0016 0.0016 0.0015 0.0015 0.0014 0.0014
3.0 0.0013 0.0013 0.0013 0.0012 0.0012 0.0011 0.0011 0.0011 0.0010 0.0010
3.1 0.0010 0.0009 0.0009 0.0009 0.0008 0.0008 0.0008 0.0008 0.0007 0.0007
3.2 0.0007 0.0007 0.0006 0.0006 0.0006 0.0006 0.0006 0.0005 0.0005 0.0005
3.3 0.0005 0.0005 0.0005 0.0004 0.0004 0.0004 0.0004 0.0004 0.0004 0.0003
3.4 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0002
3.5 0.0002 0.0002 0.0002 0.0002 0.0002 0.0002 0.0002 0.0002 0.0002 0.0002
3.6 0.0002 0.0002 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001
3.7 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001
3.8 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001
3.9 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
Exercises: pp. 197-199 of Walpole nos. 1-16
1. Given a normal distribution with µ = 40 and σ = 6, find
a. the area below 32
b. the area above 27
c. the area between 42 and 51
d. the x value that has 45% of the area below it
e. the x value that has 13% of the area above it
2. Given a normal distribution with µ= 200 and σ2 = 100, find
a. the area below 214
b. the area above 179
c. the area between 188 and 206
d. the x value that has 80% of the area below it
e. two x values containing the middle 75% of the area
3. Given the normally distributed random variable X with mean 18 and standard
deviation 2.5, find
(a) P(X < 15)
(b) P(17 < X < 21)
(c) the value of k such that P( X < k) = .2578
(d) the value of k such that P(X > k) = .1539.
4. A soft-drink machine is regulated so that it discharges an average of 200 ml. per
cup. If the amount of drink is normally distributed with standard deviation equal
to 15 ml.
(a) what fraction of cups will contain more than 224 ml.?
(b) what is the probability that a cup contains between 191 and 209 ml.?
(c) how many cups will likely overflow if 230-ml. cups are used in the next 1000
drinks?
(d) below what value do we get the smallest 25% of the drinks?
5. The finished inside diameter of a piston ring is normally distributed with a mean
of 10 cm. and a standard deviation of .03 cm.
(a) What proportion of rings will have inside diameters exceeding 10.075 cm.?
(b) What is the probability that a piston ring will have an inside diameter between
9.97 and 10.03 cm.?
(c) Below what value of inside diameter will 15% of piston rings fall?
6. A lawyer commutes daily from his suburban home to his midtown office. On the
average the trip one way takes 24 minutes, with a standard deviation of 3.8
minutes. Assume the distribution of trip times to be normally distributed.
(a) What is the probability that the trip will take at least ½ hour?
(b) If the office opens at 9 AM and he leaves his house at 8:45 AM, what
percentage of the time is he late for work?
(c) If he leaves the house at 8:35 AM and coffee is served at the office from 8:50
AM until 9 AM, what is the probability that he misses coffee?
(d) Find the length of time above which we find the slowest 15% of the trips
7. If a set of grades on a statistics examination are approximately normally
distributed with a mean of 74 and a standard deviation of 7.9, find
(a) the lowest passing grade if the lowest 10% of the students are given F’s
(b) the highest B if the top 5% of the students are given A’s
 (c) the lowest B if the top 10% of the students are given A’s and the next 25% are
given B’s.
8. In a mathematics examination the average grade was 82 and the standard
deviation was 5. All students with grades from 88 to 94 received a grade of B. If
the grades are approximately normally distributed and 8 students received a B
grade, how many students took the examination?
9. The heights of 1000 students are normally distributed with a mean of 174.5 cm.
and a standard deviation of 6.9 cm. How many of these students would you
expect to have heights (a) less than 160.0 cm; (b) between 171.5 and 182.0 cm;
(c) equal to 175.0 cm; and (d) greater than or equal to 188.0 cm?
10. A company pays its employees an average wage of $7.25 an hour with a standard
deviation of 60 cents. If the wages are approximately normally distributed
(a) what percentage of the workers receive wages between $6.75 and $7.69 an
hour?
(b) the highest 5% of the employee hourly wages are greater than what amount?
11. The weights of a large number of miniature poodles are approximately normally
distributed with a mean of 8 kg. and a standard deviation of .9 kg. Find the
fraction of these poodles with weights
(a) over 9.5 kg.
(b) at most 8.6 kg.
(c) between 7.3 and 9.1 kg.
12. The tensile strength of a certain metal component is normally distributed with a
mean of 10,000 kg/cm2 and a standard deviation of 100 kg/cm2.
(a) What proportion of these components exceeds 10,150 kg/cm2 in tensile
strength?
(b) If specifications require that all components have tensile strength between
9800 and 10,200 kg/cm2, what proportion of pieces would you expect to scrap?
13. If a set of observations is normally distributed, what percentage of the
observations differs from the mean by
(a) more than 1.3σ?
(b) less than .52σ?
14. The IQs of 600 applicants to a certain college are approximately normally
distributed with a mean of 115 and a standard deviation of 12. If the college
requires an IQ of at least 95, how many of these students will be rejected on this
basis regardless of their other qualifications?
15. The average rainfall in Roanoke, Virginia for the month of March is 9.22 cm.
Assuming a normal distribution with a standard deviation of 2.83 cm, find the
probability that next March Roanoke receives (a) less than 1.84 cm of rain; (b)
more than 5 cm but not over 7 cm of rain; and (c) more than 13.8 cm of rain.
16. The average life of a certain type of small motor is 10 years with a standard
deviation of 2 years. The manufacturer replaces free all motors that fail while
under guarantee. If he is willing to replace only 3% of the motors that fail, how
long a guarantee should he offer? Assume that the lives of the motors follow
normal distribution.