SUBJECT

(STATISTICAL METHODS AND PROB.)

LECTURE COMPANION SEMESTER: 2 PREPARED BY: Prof. Vikas K.

Un i t 5 : S o me S p eci al Pro b ab i l i ty D i s tri b u ti o n

DEPARTMENT OF COMPUTER APPLICATIONS

*Proprietary material of SILVER OAK UNIVERSITY
 UNIT 5 Some Special Probability Distributions
Unit Structure

1 Objective

2 Introduction

3 Random Variable.

4 Probability mass function .

5 Solved Examples

6 Check your Progress.

1 Objectives

 Defining Random Variable as a function on sample points of sample

space. Silver Oak University
 Types of sample space.

 Probability distribution.

 Discrete random variable

 Probability distribution of discrete random variable.

2 Introduction

In the previous unit we have introduced the concept of Random Experiment ,

Sample space and Probability. Any phenomenon or an experiment or a process
which results in more than one possible outcome is called a random experiment.
A random phenomenon or statistical experiment is a process whose outcome
cannot be predicted in advance at a particular trial. The set of all possible outcomes
of an experiment (experiment of chance) is called a sample space denoted as Ώor
Ѕ . Outcomes of a random experiment are called sample points denoted as ω1 ,
ω2 , ω3 , ω4 , ω5………..
 So forpossible outcomes of an experiment we denote the sample space as

Ώ = { ω1 , ω2 , ω3 , ω4 , ω5…ωi……… .. } .

There are three types of sample spaces :-

1) Discrete with finite sample points,

2) Discrete with countably infinite sample points and

3) Continuous with uncountably infinite sample space.

Any outcome of a random experiment is known as an event.

Inordertostudy sample space further , it is converted into real numbers by

defining function on domain Ώ . The function is referred to as random
variable.

3 Random Variable

A random variable X is a rule which associates uniquely a real number X(ω) with
every elementary event ωi ∈Ώ , for i = 1,2,3,4,5,……………..
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i.e a random variable is a real valued function which maps the sample space on to
the real line. It is a function X(ω) with domain Ώand range ( -∞ , ∞)

In otherwords a random variable is a real valued function defined over the sample
space of an experiment i.e a variable whose value is a number determined by the
sample point (outcome of the experiment) of a sample space .

Random Variables aredenotedby capital letters as X.. or Y or Z.

Example:-

1) If an unbiased coin is tossed ones , then sample space Ώ = { Head (H) ,

Tail (T)} . if we denote X = number of times head occurs in each outcome (sample
point),

Then the values of random variable X

X (H) = 1 , if head occurs.

X (T) = 0 , if tail occurs.

So function X : Ώ  R
 Random variable X is a function with domain as sample space and range
is

Is a set of real numbers.

2) If an unbiased coin is tossed three times and the outcome for three tosses is
noted as one sample point then the set off all possible outcomes noted
down is the sample space Ώ = { HHH, HHT, HTH, THH, TTH, THT,
HTT, TTT} .

if we denote the random variable X = number of times head occurs in each

outcome (sample point), Then the values of random variable X will be .

X(HHH) =3 , X(HHT)=2, X(HTH)=2, X(THH)=2 ,

X(TTH)=1 ,X(THT)=1, X(HTT)=1X(TTT)=0 .

If we denote Y = number of tails before getting first head .

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Then the possible values of y are 0 , 1 , 2. (finite number of values)

Definition :- A random variable (r.v) is a real valued function defined on the

sample space Ώ of a random experiment and taking values in R ( -∞ , ∞) .

Sample spaceΏ = { 𝜔𝜔1 𝜔𝜔2 𝜔𝜔3 . . . . . . . . . . . 𝜔𝜔𝑖𝑖 ………} be a sample space

containing finite or countably infinite sample points , corresponding to a
random experiment . A real valued function X(ω) defined on domain Ώ
and range as the set of real numbers Ris called as a discrete random
variable .

Function  X(ω) : Ώ→R

X : { ω1 , ω 2 , ω 3 , ω 4 …………..} → { x1 , x2 , x3 , … … … … … … … } ⊂R ,

i.e x(ωi ) = xi , 𝜔𝜔𝑖𝑖 ∈ Ώ .

The random variable takes values x1 , x2 , x3 , x4 , ………

A random variable takes at most a countable number of values , it is called a

discrete random variable .In other words a real valued function defined on a
discrete sample space is called a discrete random variable.
 Example:

3) A fair dice is rolled , random variable X = outcome on the uppermost face

of the die. Then possible values of X = 1 , 2, 3 , 4, 5, 6.

4 Probability mass function p.m.f ( or probability

distributuion ) of a discrete random variable. ( r .v)

Let x be a one – dimensional discrete random variable taking at most a

countable number of values x1 , x2 , x3 , x4 , ……… with each possible
outcome xi we associate a number pi = P[ X = xi ] = p( xi ) called the
probability of xi , the number p(xi ) ;

i = 1,2,3,…………………must satisfy the following conditions :-

(i) P(xi )≥ 0 for all values of xi , i = 1,2,3,……………….

(ii) ∑∞ ∞ ∞
𝒊𝒊=𝟏𝟏 𝑷𝑷(𝒙𝒙𝒊𝒊 ) = 𝟏𝟏 . 𝐢𝐢. 𝐞𝐞 ∑𝒊𝒊=𝟏𝟏 𝑷𝑷( 𝑿𝑿 = 𝒙𝒙𝒊𝒊 ) = 𝟏𝟏 , 𝐢𝐢. 𝐞𝐞 ∑𝒊𝒊=𝟏𝟏 𝒑𝒑𝒊𝒊 = 1.

Thus the function P (xi ) is called the probability mass function of the
random variable X .
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Probability distribution of X can also be written in table form as..

R.V X1 X2 X3 X4 ……………… Xi …………

X
Total

P(X= P1 P2 P3 P4 ………………. pi …………. ∑ 𝒑𝒑𝒊𝒊 = 𝟏𝟏

xi ) 𝒊𝒊

5 Solved Examples :-

1) A random variable X has the following probability distribution.

Value of variable X : -2 -1 0 1 2 3

P(x) : 0.1 k 0.2 2k 0.3 k

Find the value of k , hence find P( x < 1) , P( x ≥ 1) and P( - 1 ≤ x < 2)

Solution :-

To find the value of k

Given P(x) is a probability mass function (p.m.f) therefore ∑ 𝑃𝑃(𝑥𝑥)=1

So P(-2) +P(-1) + P(0) + P(1) + P(2)+ P(3) = 1

i.e 0.1 + k + 0.2 + 2k + 0.3 + k = 1

0.4
i.e 0.6+ 4k =1. i.e 4k = 1 - 0.6 Therefore k = 4
= 0.1

Substitute the value k =0.1 in the above probability distribution .

Probability distribution is written as ..

Value of variable X : -2 -1 0 1 2 3

P(x) : 0.1 0.1 0.2 0.2 0.3 0.1

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P( X< 1) = P(X = - 2) + P(x = - 1) + P( X =0) = 0.1 + 0.1 + 0.2 = 0.4.

P(x ≥ 1) = P(x=1) + P(x=2) + P(x=3) = 0.2 + 0.3 + 0.1 = 0.6

P( - 1 ≤ x < 2) = P( X = -1) + P( x =0) + P( X = 1) = 0.1 + 0.2+ 0.2 = 0.5 .

2) Verify whether following function is p.m.f

1 𝑥𝑥
P(x) = (2) ; x = 1 , 2 , 3 , …………….

To verify whether the above p(x) is a p.m f check the two conditions
given in the definition of p.m.f .

1 𝑥𝑥 1
P(x) =(2) = 2𝑥𝑥
≥ 0 for all values of X.first condition satisfied.

1 𝑥𝑥
To check the 2nd condition ∑∞
𝑥𝑥 = 1 (2) = 1.

Left hand side in the above condition

 1 𝑥𝑥 1 1 1 2 1 3 1 4
∑𝑥𝑥∞= 1 ( ) = (2) + (2) + (2) + (2) + ………………..
2

1 1 1 2 1 3 1 4
= ( ) [1 + ( ) +( ) + ( ) + ( ) + . . . . . . . . . . . . . . . . . . . . . . .. ]
2 2 2 2 2

1 1 1 1 1
= 2
[1 + 2 + 22
+ 23
+ 24
....................]

1 1 1 1
= 2
𝑥𝑥 1 = 2 [1⁄ ] = 1
1 − 2
2

Using the result for infinite series

1
1+a+a2 + a3 + a4 + …………….. = 1−𝑎𝑎
if |a| <1 .

Hence the second condition satisfied.

6 Check your Progress

1. Find the values of the random variable for the following:-

The number of times tail occurs when the coin is tossed two times.
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Write its probability distributions .

I) Verify whether the following functions can be regarded as the p.m.f

for the given values of X .

(i) X 1 2 3 4

P(x) 0.3 0.4 0.5 0.5

(ii) X -1 0 1

P(X) ½ 0 1/2

𝑥𝑥 2
(iii) P(x) = 14 ; x = 1 , 2, 3

= 0 ; otherwise .

(𝑥𝑥−1)2
(iv) P(x) = ; x = 0, 1 ,2
2
 = 0 ; otherwise.

II) A randomvariable x has following probability distribution :

X 0 1 2 3 4

P(x) 0.2 k 2k 3k 2k

Find K , also find P[ X < 3] , P[ 1≤ 𝑥𝑥 ≤ 3]

III) For the following p. m .f p(x) .

P(x) = Kx ; x = 1 ,2 ,3 ,4 , 5

= 0 ; otherwise .

Find the value of k , hence find P[ X < 4].

Reference :

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1) Fundamentals of Mathematical statistics . S.C.Gupta&V.K.Kapoor.

2) Statistical methods.



 CONTINUOUS RANDOM VARIABLE
Unit Structure .

1. Objectives

2. Introduction.

3. Continuous Sample Space

4. Continuous Random Variable

5. Probability distribution of continuous random variable:

6. Geometrical interpretation

7. Solved Examples:

8. Check your progress.

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1 Objectives

 Understanding concept of continuous sample space.

 Continuous random variable as a function on continuous sample space

 Probability distribution of continuous random variable defined on the

range of values

 Geometrical interpretation of probability density function.

2 Introduction

In the previous unit you have learnt discrete random variable, where the
variable is a function defined on finite or countably infinite sample space .
we have seen the examples of discrete random variable .

In this unit you will be learning random variable as a function defined on

uncountably infinite sample space and probability distribution of the
continuous random variable .
One important point reader should note, to solve the examples on functions
of continuous random variable students should have the knowledge of
mathematical concept “integration of a function .The reader is expected to
know the standard results & formulae on integration .

3 Continuous Sample Space

Earlier in the previous Unit you have studied discrete random variable , where
these random variable’s (r.v’s) are defined on the sample points of the sample
space where sample space were finite or countably infinite sample space . Infinite
sample space fall in two categories countably infinite or uncountably infinite .

Sample spaceΏ is the set of all possible outcomes of a random experiment .

Sample space Ώ can be finite , countably infinite or uncountably infinite . If
the sample space is finite or countably infinite i.e it can be put into one to one
correspondence with the set of real numbers is called discrete sample space .
But the sample space that cannot be put into one to one correspondence
with the set of real numbers , such as interval ( 0,1) or the whole real line
(-∞ , ∞ ) or a subset of real line is called the continuous sample space is

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the one which has as elements all of the points in some interval on the real line.

e g { x: 0 ≤ 𝑥𝑥 ≤ 1} , or { x ∶ x > 0}or { x ∶ 5 ≤ 𝑥𝑥 ≤ 15 } are the

examples of continuous sample space .

Some illustrations of uncountable sample space.

1. Life of an electronic component in hours. Sample space may be an

interval as a part of real line R . Ώ = ( 0, 2000)i.erange of intervals
between 0 to 2000.

2. Weight of an oil in the oil bag having the capacity of 1.k.g filled by
an automatic filling machine . Sample space = ( 0.995 , 1.005) i.e
capacity between 0.995kg to 1.005kg.

4 Continuous Random Variable

In discrete sample space probability values are assigned to a particular value

of random variable , in the case of continuous sample space the probability of
occurrence of the individual point must be taken as zero .
A random variable x is called discrete if its range is a discrete set of real
numbers , while a random variable X is called continuous if its range is an
intervalon the real line or the union of intervals on the real line and if it
has the probability zero of equalling any single value in the range .

Examples of continuous r.v :-

i) Height of a person.

ii) Amount of rainfall.

iii) Waiting time to check in at the airport .

5 Probability distribution of continuous random variable

For continuous r.vthe function analogous to the probability mass function

is called the probability density function ( p.d.f) or simply the density function
, as probability is not attached to any particular value , but it is defined over
an interval and is denoted by f(x) .

Thus f(x) is the measure of concentration of the probability within an

interval .
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A function f(x) if it is a probability density function should be a non-
negative and continuous function of x, where x lies in the interval
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
(𝑥𝑥 − 2
, 𝑥𝑥 + 2
)i.e

𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
P [𝑥𝑥 − 2
, 𝑥𝑥 + 2
] = f(x)dx .The function f(x) probability density function
p.d.f of a continuous r.v x is called as continuous probability distribution .

If f(x) is the probability density function then it must satisfy the following
condition.

(i) f(x) ≥ 0 ∀ x ∈R

∞
(ii) ∫𝑹𝑹 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 = ∫−∞ 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑= 1 where Ris the collection of all
points in the entire range of the variable X .

Range of values of continuous random variable in the above definition is

mentioned from -∞ to + ∞
6 Geometrical interpretation
𝑏𝑏
For any two real numbers a and bwith a < b , P[ a ≤ 𝑥𝑥 ≤ 𝑏𝑏] = ∫𝑎𝑎 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑
is the area under the curve y = f(x) bounded by x-axis and the ordinates
at x = a & X = b. The shaded region in the following diagram is the area
under the curve y=f(x) bounded by the ordinates x=a and x=b and x-axis.

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In the above diagram imagine the curve is the graph of some probability
density function (p.d.f) f(x) curve .The total area under the curve is = 1 .

Probability density function p.d.f f(x) is the curve in the X-Y plane for given
range of values of x .

Note: shape of the p.d.f curve depends on the probability density function
f(x) plotted with different values of random variable for which f(x) is
defined .

7 Solved Examples

1) Verify whether following f(x) is the p.d.f .

(i) f(x) = 5𝑥𝑥 3 ; 0 ≤ 𝑥𝑥 ≤ 2

= 0 ; otherwise

(ii) f(x) = 𝑒𝑒 −𝑥𝑥 ; x > 0

= 0 ; otherwise.
Solution :

To verify whether the given function f(x) is probability density function,

Step_1 :first check whether f(x) ≥ 0 for all values of x mentioned in the
range where

f(x) is defined .

Step_2 :the total probability for the given range of values of

x = ∫𝑥𝑥∈Ώ 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 =1

Let us consider the first example :

(i) f(x) =5𝑥𝑥 3 ; 0 ≤ 𝑥𝑥 ≤ 2

= 0 ; otherwise

The range of values of x is between 0 and 2 , therefore given

f(x) = 5𝑥𝑥 3 ≥ 0 . First condition is satisfied.

2
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(ii) Second condition :
= 5
2
∫0 5𝑥𝑥 3 𝑑𝑑𝑑𝑑
2
∫0 𝑥𝑥 3 𝑑𝑑𝑑𝑑
𝑥𝑥4
= 5 [4]
0

24
= 5[ − 0] = 20 ≠ 1.
4

Therefore f(x) is not the probability density function.

Let us consider the second example .

( ii) f(x) = 𝑒𝑒 −𝑥𝑥 ; x>0

= 0 ; otherwise.

Here f(x) is defined for range values of random vatriable x > 0.

f(x) = 𝑒𝑒 −𝑥𝑥 ≥ 0 for all values of x, value of e = 2.71828

first condition is satisfied.

∞
−𝑥𝑥
𝑒𝑒 −𝑥𝑥 ∞ 1 ∞ 1 1
∫ 𝑒𝑒 𝑑𝑑𝑑𝑑 = [ ] = − [ 𝑥𝑥 ] = − [ − 0]
0 −1 0 𝑒𝑒 0 ∞ 𝑒𝑒

= -[0 − 1] = 1.Hence second conditionis satisfied

Therefore f(x) is p.d.f ..
2) The p .d .f of a random variable X is given as
f(x) = kx ; 0 ≤ 𝑥𝑥 ≤ 5 .
= 0 ; otherwise .
Find (i) k , (ii) P [ 2.5 ≤ 𝑥𝑥 ≤ 4](iii) P[ x > 3] (iv) P [ x < 2.2]
Solution :
p. d. f f(x) is defined for range of values of variable x is between 0 to 5.
5
(i) Given f(x) is the probability density function. Therefore ∫
0
𝑘𝑘𝑘𝑘 𝑑𝑑𝑑𝑑 = 1.

5 5
5 5 𝑥𝑥 1+1 𝑥𝑥 2
Left hand side:∫ 𝑘𝑘𝑘𝑘. 𝑑𝑑𝑑𝑑 = k ∫ 𝑥𝑥 . 𝑑𝑑𝑑𝑑 = k [ 1+1 ] = k [2]
0 0 0 0
52 02 25
=k[ − ] = k [2] = 12.5 k .
2 2
5 1
Therefore ∫0 𝑘𝑘𝑘𝑘 𝑑𝑑𝑑𝑑 = 1i. e 12.5 k = 1 i. ek =
12.5
.

The given p. d. f
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f(x) after substituting the value of k = is
12.5
1
f(x) = x ; 0 ≤ 𝑥𝑥 ≤ 5 .
12.5
= 0 : otherwise .

4 1 1 4
( ii) P [ 2.5 ≤ 𝑥𝑥 ≤ 4] = ∫2.5 𝑥𝑥. 𝑑𝑑𝑑𝑑 = 12.5 ∫2.5 𝑥𝑥 . 𝑑𝑑𝑑𝑑
12.5
4
1 𝑥𝑥 2 1 42 2.52 1
= [ ] = [ − ] = [16 − 6.25] = 0.39
12.5 2 2.5 12.5 2 2 25

5
5 1 5 1 1 𝑥𝑥2
(iii) P[ x > 3] = ∫
3 12.5
𝑥𝑥. 𝑑𝑑𝑑𝑑 = ∫
12.5 3
𝑥𝑥 . 𝑑𝑑𝑑𝑑 =
12.5
[2]
3

1 52 32 1 25 9 1 16 8
= [ − ] = [ − ] = [ ] = = 0.32.
12.5 2 2 12.5 2 2 12.5 2 12.5
 2.2
2.2 1 1 2.2 1 𝑥𝑥2
(iv) P [ x < 2.2] =∫
0 12.5
𝑥𝑥. 𝑑𝑑𝑑𝑑 = ∫
12.5 0
𝑥𝑥 . 𝑑𝑑𝑑𝑑 = 12.5
[2]
0

1 (2.2)2 02 1 4.84 1
=
12.5
[
2
− ]=
2 12.5
[ 2
] = 12.5 [2.42 ]= 0.1936.

8 Check your progress

1) Verify whether following f(x) is the p. d. f .

𝑥𝑥 2
(iii) f(x) = ; −1 ≤ 𝑥𝑥 ≤ 4
2

= 0 ; otherwise
1
(iv) f(x) = 2
; −1 ≤ 𝑥𝑥 ≤ 1

= 0 ; otherwise.

2) The p .d .f of a random variable X is given as

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f(x) = k𝑥𝑥 2 ; 0 ≤ 𝑥𝑥 ≤ 4 .

= otherwise .

Find (i) k , (ii) P [ 1≤ 𝑥𝑥 ≤ 3.5] (iii) P[ x >2.5] (iv) P [ x < 1.5]

3) The p .d. f of r .v. x is f(x) = 2e-2x ; x>0

Find (i)P[ 0 < x < 1] , (ii) P[ x > 1] .

 PROBABILITY DISTRIBUTIONS
Introduction

While constructing probabilistic models for observable phenomena, certain

probability distributions arise more frequently than do others. we treat such distributions that
play important roles in many engineering applications as special probability distributions.

DISCRETE DISTRIBUTIONS

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Bernoulli Trials and Bernoulli Distributions

Let A be an event ((trail) associated with a random experiment such that p(A) remains
the same for the repetitions of that random experiment, then the events are called Bernoulli
trails.

A random variable X which takes only two values either 1 (success) or 0(failure) with
probability p and q respectively. i.e., P(X=1)=p, P(X=0)=q, p+q=1 is called Bernoulli variate
and is said to have a Bernoulli distribution.
Definition.

A random variable X is said to follow binomial distribution denoted by B(n,p) if it assumes

only non-negative values and its probability mass function is given by

p( x) = P( X = x) = nc x p x q n − x ,x=0,1,2,…,n

=0, otherwise

Where n and p are parameters.

Binomial Frequency Distribution

Suppose that n trails constitute an experiment and if this experiment is repeated N

times the frequency function of the binomial distribution is given by

Np( x) = N  nc x p x q n − x , x = 0,1,2,..., n

Properties of Binomial Frequency Distribution

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1. Each trail results in two mutually disjoint outcomes, termed success and failure.

2. The trails must be independent of each other.

3. All trails have same constant probability of success.

4. The number of trails n is finite.

Mean of Binomial Distributions

Mean = E ( X ) =  xp( x)
x

n
=  xnc x p x q n − x
x =0

n
n!
=  x  x!(n − x)! p x q n − x
x =0

n
n(n − 1)! pp x −1q n − x
=  ( x − 1)!(n − x)!
x =0

n
(n − 1)! p x −1q n − x
= np 
x =1
( x − 1)!(n − x)!
 n
(n − 1)! p x −1q n − x
= np 
x =1
( x − 1)!(n − x)!

n
= np  (n − 1) c x −1 p x −1q n − x
x =1

n
= np  (n − 1) c x −1 p x −1q ( n −1) − ( x −1)
x =1

= np(q + p) n −1

Mean=np

Variance of Binomial Distribution

Var ( X ) = E ( X 2 ) − E ( X )2

The probability mass function of binomial distribution is

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P( X = x) = p( x) = nc x p x q n − x , x = 0,1,2,..., n

n
E( X 2 ) =  x 2 p( x)
x =0

n
=  x 2 nc x p x q n − x
x =0

n
n!
=  x 2 x!(n − x)! nc x p x q n − x
x =0

n
 x( x − 1) + x x!(n − x)! p x q n − x
n!
=
x =0

n n
n! x n− x n!
=  x( x − 1) p q +x p xqn− x
x =0
x!(n − x)! x =0
x!(n − x)!

n
n(n − 1)( n − 2)!
=  ( x − 2)!(n − x)! p 2 p x − 2 q n − x + E ( X )
x =0
 n
(n − 2)!
= n(n − 1) p 2  ( x − 2)!(n − x)! p x − 2 q n − x + np
x =0

= n(n − 1) p 2 (q + p) n −2 + np

E ( x 2 ) = n(n − 1) p 2 + np

But, Var(X) = E(X ) − E ( X )

2 2

= n(n − 1) p 2 + np − n 2 p 2


= p 2 n 2 − n − n 2 + np 
= np(1 − p)

= npq

Moment Generating Function (M.G.F)

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The probability mass function of a binomial distribution is

P( X = x) = nc x p x q n − x , x = 0,1,2,...n

Where n is the number of independent trials and x is the number of success.

By definition of the moment generating function

M x (t ) = E (e tx )

n
=  etx nc x p x q n − x
x =0

n
=  nc x ( pet ) x q n − x
x =0

= q n + nc1 ( pet )1 q n −1 + nc2 ( pet ) 2 q n − 2 + ..... + ( pet ) n

= (q + pet ) n

Examples
1. The mean and variance of a binomial distribution are 4 and 4/3 respectively. Find P(X≥1)
if n=6.

Solution

Mean of binomial distribution = np = 4

Variance of binomial distribution = npq = 4/3

4
npq 3
=
np 4

q= 1
3

Now p = 1-q = 1-1/3 = 2/3

Given n=6

P( X = x) = nc x p x q n − x

P( X  1) = 1 − P[ X  1]Silver Oak University

= 1 − P[ X = 0]

= 1 − 6 c0 p 0 q 6 − 0

= 1 − q6

1
= 1 − ( )6
3

1
=1−
729

728
=
729

2. The mean and variance of binomial distributions are 4 and 3 respectively. Find P(X=0),
P(X=1) and P(X≥2).

Solution
 Mean of binomial distribution = np = 4

Variance of binomial distribution = npq= 3

npq 3
=
np 4

3
q=
4

Now p = 1-q = 1-3/4 = 1/4

Since Mean = np = 4

= n(1/4) = 4

n = 16

P( X = x) = nc x p x q n − x

P( X = 0) = nc0 p 0q n
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3
= 16 c0 ( )16
4

3
= ( )16 = 0.01
4

P( X = 1) = nc1 p1q n −1

= 16c1 p1q15

1 3
= 16( )( )15 = 0.053
4 4

P( X  2) = 1 − P( X  2)

= 1 − [ P( X = 0) + P( X = 1)]

= 1 − [0.01 + 0.053] = 1 − 0.063

= 0.937
3. If the mean is 3 and variance is 4 of a random variable X, check whether X follows
binomial distribution,

Solution

No. Because for a binomial distribution mean should be greater than the variance.

If mean = np = 3 and variance = npq = 4

npq/np = q = 4/3 = 1.33

1.33 is greater than 1

q>1 ( but the probability is less than 1 )

Therefore mean should be greater than the variance for a binomial distribution.

3. A binomial variate X satisfies the relation 9P(X=4) = P(X=2) when n=6. Find the
parameter p of the binomial distribution.

Solution

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The probability function for a binomial distribution is

P( X = x) = nc x p x q n − x

P( X = 4) = 6c4 p 4q 6 − 4

P( X = 4) = 6c4 p 4q 2

P( X = 2) = 6c2 p 2q 4

Given 9P(X=4) = P(X=2)

9 * 6c4 p 4q 2 = 6c2 p 2q 4

135 p 2 = 15q 2

9 p2= q2

9 p 2 −q 2 = 0

9 p 2 −(1 − p) 2 = 0
 9 p 2 −(1 + p 2 −2 p) = 0

9 p 2 −1 − p 2 +2 p = 0

8 p 2 +2 p − 1 = 0

− 2  4 + 32
p=
16

4 −8
−26 = ,
p= 16 16
16

1 −1
p= ,
4 2

Since p cannot be negative, p=1/4.

4. Out of 800 families with 4 children each, how many families would be expected to have

(i) Silver Oak University

2 boys and 2 girls

(ii) at least 1 boy

(iii) at most 2 girls and

(iv) children of both sexes.

Assume equal probabilities for boys and girls.

Solution

Considering each child is a trial, n=4. Assuming that birth of a boy is success, p = 1/2
and q = ½

Let X denote the number of successes (boys)

(i) P[2 boys and 2 girls] = P(X=2)

P( X = x) = nc x p x q n − x

1 1
P( X = 2) = 4c2 ( ) 2 ( ) 4 − 2
2 2
 1 3
= 6( ) 4 =
2 8

Therefore number of families having 2 boys and 2 girls=N[P(X=2)]

= 800(3/8) = 100 * 3

= 300

(ii) P[ at least 1 boy ] = P[X≥1]

= P[X=1] + P[X=2] + P[X=3] + P[X=4]

=1- P[X=0]

1 1
P ( X = 0) = 4 c 0 ( ) 0 ( ) 4 − 0
2 2

1 15
1 − P( X = 0) = 1 − ( ) 4 =
2 16

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Therefore number of families having at least 1 boy = N [1-(P(X=0)]

= 800 (15/16) = 750

(iii) P( at most 2 girls )= P(exactly 0 girl, 1 girl or 2 girls)

= P[ X=4, X=3, X=2]

= 1-[ P(X=0) + P(X=1) ]

 1 1 1 1 
= 1 − 4c0 ( ) 0 ( ) 4 − 0 + 4c1 ( )1 ( ) 4 −1 
 2 2 2 2 

 1 1  1 4 5
= 1 − ( ) 4 + 4( ) 4  = 1 − ( + ) = 1 −
 2 2  16 16 16

11
=
16

Therefore number of families having at most 2 girls = N[P(X≥2)]

= 800 (11/16) = 550

(iv) P[ children of both sexes] = 1 – P[ children of same sex]

= 1 –[ P( all are boys) + P( all are girls)]

 = 1- [P(X=4) + P(X=0)]

 1 1 1  1 1
= 1 − 4c4 ( ) 4 +4c 0 ( ) 0 ( ) 4  = 1 − [( ) 4 + ( ) 4 ]
 2 2 2  2 2

= 1- 2/16 = 7/8

Therefore number of families having children of both sexes = 800 * 7/8

= 700

5. An irregular 6 faced die is such that the probability that it gives 3 even numbers in 5 throws
is twice the probability that it gives 2 even numbers in 5 throws. How many sets of exactly 5
trials can be expected to give no even number out of 2500 sets.

Solution

Let the probability of getting an even number with the unfair die bep .

Let X denote the number of even numbers obtained in 5 trials (throws)

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Given: P(X=3) = 2 * P(X=2)

5c3 p 3q 2 = 2 * 5c2 p 2q 3

p = 2q

p = 2(1-p)

3p = 2

P = 2/3

q=1-p = 1/3

Now P[ getting no even number ] = P[X=0]

1 1
5c0 p 0 q 5 = ( ) 5 =
3 243

Therefore number of sets having no success ( even number) out of N sets = N [ P(X=0) ]

= 2500 * 1/243

= 10 nearly
7.. Assuming that half of the population is vegetarian and that 100 investigators each take 10
individuals to see whether they are vegetarians, how many would you expect to report that 3
people or less were vegetarians?

Solution

n=10, p=1/2, q=1/2

P( X = x) = nc x p x q n − x

1 1
= 10 c x ( ) x ( )10 − x
2 2

1
= 10 c x ( )10
2

P( X  3) = P( X = 0) + P( X = 1) + P( X = 2) + P( X = 3)

1 1 1 1
= 10 c0 ( )10 + 10 c1 ( )10 + 10 c 2 ( )10 + 10 c3 ( )10
2 2 2 2

1 Silver Oak University

= ( )10 [1 + 10 + 45 + 120] \
2

1 176
= ( )10 [176] = = 0.1718
2 1024

Among 100 investigators, the number of investigators who report that 3 or less were
consumers

=100 * 0.1718

=17 investigators

14. A factory produces 10 articles daily. It may be assumed that there is a constant probability
p= 0.1 of producing a defective article. Before the articles are stored, they are inspected and
the defective ones are set aside. Suppose that there is a constant probability r = 0.1, that a
defective article is misclassified. If X denote the number of articles classified as defective at
the end of a production day, find a) P(X=3) and b) P(X>3)

Solution

Let X be the random variable represented by the number of articles which are
defective.
P[ a defective article is classified as defective ] = P( an article produced is defective) *P( it is
classified as defective)

= 0.1 *0.9

p = 0.09

q = 1 – p = 0.91

n= 10

P( X = x) = nc x p x q n − x

= 10c x (0.09) x (0.91)10 − x

P( X = 3) = 10 c3 (0.09)3 (0.91) 7

= 0.0452

P( X  3) = 1 − P( X  3)

Silver Oak University

= 1 − [ P( X = 0) + P( X = 1) + P( X = 2) + P( X = 3)]

= 1 − [10c0 (0.09) 0 (0.91)10 + 10c1 (0.09)1 (0.91)9 + 10c 2 (0.09) 2 (0.91)8 + 10c3 (0.09)3 (0.91) 7 ]

=0.0089

POISSON DISTRIBUTION

Definition

If X is a discrete random variable that assumes only non-negative values such that its
probability mass function is given by

e −  x
P( X = x ) = , x = 0,1,2,3,... where   0
x!
= 0, otherwise

then X is said to follow Poisson distribution with the parameter  .

Poisson Distribution is a Limiting case of Binomial Distribution

Suppose in a binomial distribution,

1. The number of trails n is indefinitely large, i.e., n →  .

2. The probability of success p for each trail is very small, i.e, p → 0 .

 
3. np (=  ) is finite and p = , q = 1− p = 1− where  is a positive constant.
n n

Mean of the Poisson distribution


Mean = E ( X ) =  xP( X = x)
x =0


e −  x
=  x! x
x =0


x x −1
= e −   x!
x =1

= e −   Silver

Oak University
x −1

x =1
( x − 1)!

Mean = e − e 
=

Variance of Poisson distribution

Var(X) = E ( X 2 ) − [ E ( X )]2


[ E ( X )] 2 =  x 2 p( x)
x =0


e −  x
=  x2 x!
x =0


e −  x
=  ( x 2 + x − x) x!
x =0


e −  x
=  ( x( x − 1) + x) x!
x =0
 
e −  x  e −  x
=  x( x − 1)
x!
+ x
x!
x =0 x =0


e −  x  e −  x
=  ( x − 2)! +  ( x − 1)!
x=2 x =1


e −  x − 2  − x −1
e 
= 2  ( x − 2)!  ( x − 1)!
+
x=2 x =1


x − 2 
 x −1
= 2 e −   ( x − 2)! +e −   ( x − 1)!
x=2 x =1

=  2 e −  e  + e −  e 

E (X 2 ) = 2 + 

Var(X) = E ( X 2 ) − [ E ( X )] 2 = 2 +  − 2 = 

Silver Oak University

Therefore variance of the poisson distribution is λ

Examples:

1.If X is a Poisson variate such that P(X=1)=3/10 and P(X=2)=1/5. Find P(X=0) and P(X=3)

Solution

e − x
P( X = x ) =
x!

e − 1 3
P( X = 1) = = (1)
1! 10

e − 2 1
P( X = 2 ) = = (2)
2! 5

e - 2 1
(2) 2! = 5

−
(1) e  3
1! 10

(2)  2 4
 =  =
(1) 2 3 3
 4
− x
e 3  4 
e −  x 3
P( X = x ) = =
x! x!

4
− 0
e 3  4  4
P( X = 0) =  3  = e − 3 = 0.2637
0!

4
− 3
e 3  4 
P( X = 3) =  3  = 0.1047
3!

2. In a certain factory producing razor blades, there is a small chance 1/500 for any blade to
be defective. The blades are supplied in packets of 10.Use Poisson distribution to calculate
the approximate number of packets containing

(i) no defective blade

(ii) at least 1 defective blade and

Silver Oak University

(iii) at most 1 defective blade in a consignment of 10,000 packets.

Solution

Given p=1/500 and n=10

Let X be the number of defectives in a packet

λ=np=10/500=1/50=0.02

e− x e−0.02 (0.02) x

P( X = x ) = =
x! x!

i) No defective blade : P(X=0)

e−0.02 (0.02)0
= = 0.9802
0!

Therefore the number of pockets containing no defective razor= 10000 * 0.9802

= 9802

ii) At least 1 defective= P(X≥1)

= 1- P(X<1)
 = 1-P(X=0)

= 1 – 0.9802 = 0.0198

Therefore the number of packets containing at least one defective= 10000 * 0.0198

= 198

iii) At most 1 defective = P(X≤1)

=P(X=0) + P(X=1)

e−0.02 e−0.02 (0.02)

= +=
0! 1!

= 0.0198 + e−0.02 (0.02)

= 0.9997

Therefore the number of packets containing at most 1 defective blade = 10000 * 0.9997

Silver Oak University

= 9997

3. An insurance company has discovered that only about 0.1% of the population is involved
in a certain type of accident each ear. If its 10000 policy holders were randomly selected from
the population, what is the problem that not more than 5 of its clients are involved in such an
accident next year?

Solution

Given p= 0.1% = 0.1/100 = 0.001

n= 10000

Mean  = np = 10000 * 0.001 = 10

Let X be a random variable of number of clients involved in accident

e −  x e −10 (10) x
P( X = x) = =
x! x!

P( X  5) = P( X = 0) + P( X = 1) + P( X = 2) + P( X = 3) + P( X = 4) + P( X = 5)

e−10 (10)0 e−10 (10)1 e−10 (10)2 e−10 (10)3 e−10 (10)4 e−10 (10)5
P( X  5) = + + + + +
0! 1! 2! 3! 4! 5!
  10 100 1000 10000 100000 
= e −10 1 + + + + + 
 1 2 6 24 120 

= 0.0671

4. In a given city 4% of all licenced drivers will be involved in at least 1 road accident in any
given year. Determine the probability that among 150 licenced drivers ran only chosen in this
city

i) only 5 will be involved in atleast 1 accident in any given year and

ii)at most 3 will be involved in atleast 1 accident in any given year.

Solution

4
 = np = 100  =6
100

e −6 65
P( X = 5) = = 0.1606
i) 5!

ii) Silver Oak University

P( X  3) = P( X = 0) + P( X = 1) + P( X = 2) + P( X = 3)

e −6 6 e −6 6 2 e −6 63
= e−6 + + + = 0.1512
1! 2! 31

7. Messages arrive at a switch board in a Poisson manner at an average rate of six per hour.
Find the probability for each of the following events

(i) Exactly two messages arrive within one hour

(ii) No message arrives with in one hour

(iii) at least three messages arrive within one hour

Solution

Mean λ = 6 per hour

e − x e −6 6 x
P( X = x ) = =
x! x!

e −6 62
P( X = 2) = = 0.0446
2!
 e −6 60
P( X = 0) = = 0.0025
0!

P( X  3) = 1 − P( X  3) = 1 − [ P( X = 0) + P( X = 1) + P( X = 2)]

= 1 − e −6 (1 + 6 + 18) = 0.9380

8. A car hire firm has 2 cars which it hires out day by day. The number of demands for a car
on each day follows a Poisson distribution with mean 1.5. Calculate the proportion of days on
which

i) neither car is used

ii) some demand is not fulfilled

Solution

Let X be random variable representing the number of demands for cars:

e − x
P( x demands in a day)= P( X = x) =
Silver Oak University
x!

Given: λ = 1.5

e −1.5 (1.5) x
Now P( X = x) =
x!

i) the proportion of days on which neither car is used

e −1.51.50
P( X = 0) = = e −1.5 = 0.2231
0!

ii) The proportion of days on which some demand is refused

The demand is refused when x is more than 2

P( X  2) = 1 − [ P( X  2)]

= 1 − [ P( X = 0) + P( X = 1) + P( X = 2)]

e −1.5 (1.5)0 e −1.5 (1.5)1 e −1.5 (1.5) 2

= 1−[ + + ]
0! 1! 2!

= 0.19126
9. The proofs of a 500 page book contains 500 misprints. Find the probability that there are at
least 4 misprints in a randomly chosen page.

Solution

Total number of mistakes= 500

Total number of pages= 500

The average number of mistake per page is 1. λ =1

Let X be a random variable of number of mistakes in a page.

e − x e−11x
P( X = x ) = =
x! x!

P( at least 4 mistakes) = P( X  4)

= 1 − P( X  4)

= 1 − [ P( X = 0) + P( X = 1) + P( X = 2) + P( X = 3)]

Silver
 e
Oak
e e
University
e −1 −1 −1 −1
= 1−  + + + 
 0! 1! 2! 3! 

 1 1
= 1 − e −1 1 + 1 + + 
 2 6

= 0.0180

NORMAL DISTRIBUTION

Definition

2
1  x− 
−  
1
A normal distribution is a continuous distribution given by y = e 2   where X is
 2
a continuous normal variate distributed with density function

2
1  x− 
−  
1
f ( ) = e 2   with mean  and standard deviation  .
 2

Deviation of the distribution

When mean has been taken at the origin but if however another point is taken as the origin
such that the excess of the mean over the arbitrary origin is m then

2
1  x−m 
−  
1
y= e 2   is the standard form of the normal curve with origin at (m,0).
 2

Area under the normal curve is unity.

Characteristics of the Normal Distribution

The diagram of a normal distribution is given below. It is called normal curve.

Properties of the Normal Distribution

1. The normal distribution is a symmetrical distribution and the graph of the normal
distribution is bell shaped.

2. The curve has a single peak point (i.e.,) the distribution is unimodal

3. The mean of the normal distribution lies at the centre of normal curve.

Silver Oak University

4.Because of the symmetry of the normal curve, the median and mode are also at the centre of
the normal curve. Hence in a normal distribution the mean, median and mode coincide.

5. The tails of the normal distribution extend indefinitely and never touch the horizontal axes.
That is we say that the normal curve approaches approximately from either side of its
horizontal axes.

6. The normal distribution is a two parameter probability distribution. The parameters mean
and standard deviation (μ,σ) completely determine the distribution.

7. Area property:

In a normal distribution about 67% of the observations will lie between mean  S.D
i.e., (μ  σ). About 95% of the observations lie between mean  2S.D (i.e., μ  2σ). About
99% of the observation will lie between mean  3S.D i.e.,(μ  3σ) .

Standard Normal Probability Distribution

If X is a normally distributed random variable, μ and σ are respectively its mean and
X −
standard deviation, then Z = is called standard normal random variable.
