PRACTICAL NO.
10
Exploring Continuous Probability Distributions
Poisson | Normal | Standard Normal | Chi-Square | t-Distribution
Q1. Poisson Distribution [λ = 5]
▶ Given / Problem Statement
Number of road accidents on a highway during a month follows a Poisson distribution with mean λ = 5.
Find the probability that in a certain month the number of accidents will be:
• a) Less than 3 → P(X < 3)
• b) Between 3 and 5 → P(3 ≤ X ≤ 5)
• c) More than 3 → P(X > 3)
▶ Theory — Poisson Distribution
The Poisson distribution models the number of events occurring in a fixed interval of time or space when events
happen independently at a constant average rate λ.
• Used for: counting rare/discrete events — accidents, defects, calls per hour
• Parameter: λ (lambda) = mean number of events
• Range: X = 0, 1, 2, 3, ... (non-negative integers only)
• Mean = Variance = λ
▶ Formula
P(X = k) = (e^(-λ) × λ^k) / k!
Where: λ = mean = 5, k = number of occurrences, e ≈ 2.71828
In R: ppois(k, lambda) → gives P(X ≤ k) [cumulative]
▶ Step-by-Step Theoretical Calculation
P (X = 0) = e^(-5) × 5^0 / 0! = 0.006738
P (X = 1) = e^(-5) × 5^1 / 1! = 0.033690
P (X = 2) = e^(-5) × 5^2 / 2! = 0.084224
a) P(X < 3) = P(X=0) + P(X=1) + P(X=2) = ppois(2, 5)
b) P (3 ≤ X ≤ 5) = P(X≤5) - P(X≤2) = ppois(5,5) - ppois(2,5)
c) P (X > 3) = 1 - P(X ≤ 3) = 1 - ppois (3, 5)
▶ R Script
# Question 1: Poisson Distribution with lambda = 5
lambda <- 5
# a) P(X < 3) = P(X <= 2)
p_a <- ppois(2, lambda = lambda)
cat('a) P(X < 3) =', p_a, '\n')
# b) P(3 <= X <= 5) = P(X <= 5) - P(X <= 2)
p_b <- ppois(5, lambda) - ppois(2, lambda)
cat('b) P(3 <= X <= 5) =', p_b, '\n')
# c) P(X > 3) = 1 - P(X <= 3)
p_c <- 1 - ppois(3, lambda = lambda)
cat('c) P(X > 3) =', p_c, '\n')
▶ Code Explanation (Line by Line)
lambda <- 5 → Stores the Poisson parameter (mean) λ = 5
ppois(2, lambda=lambda) → Cumulative probability P(X ≤ 2); since X<3 means X≤2
ppois(5, lambda) - ppois(2, lambda) → P(X≤5) minus P(X≤2) gives P(3 ≤ X ≤ 5)
1 - ppois(3, lambda) → P(X > 3) = 1 - P(X ≤ 3) [complement rule]
cat(...) → Prints the label and result to the R console
▶ Results
a) P(X < 3) = ppois(2, 5) ≈ 0.1247 (12.47%)
b) P(3 ≤ X ≤ 5) = ppois(5,5) - ppois(2,5) ≈ 0.4405 (44.05%)
c) P(X > 3) = 1 - ppois(3, 5) ≈ 0.7350 (73.50%)
Interpretation:
• There is ~12.47% chance that fewer than 3 accidents occur in the month.
• There is ~44.05% chance of exactly 3, 4, or 5 accidents.
• There is ~73.50% chance that more than 3 accidents occur.
Q2. Normal Distribution X ~ N(50, 49)
▶ Given / Problem Statement
X follows a Normal distribution with mean μ = 50 and variance σ² = 49 ⟹ σ = 7
Note: N(μ, σ²) notation: μ = 50, σ² = 49, so σ = √49 = 7
• a) P(X ≤ 60)
• b) P(10 ≤ X ≤ 60)
• c) P(X ≥ 60)
▶ Theory — Normal Distribution
The Normal (Gaussian) distribution is a continuous bell-shaped distribution completely defined by its mean μ and
standard deviation σ.
• Symmetric about the mean
• Mean = Median = Mode = μ
• Total area under curve = 1
• 68-95-99.7 rule applies
▶ Formula
f(x) = (1 / σ√2π) × exp[ -(x-μ)² / 2σ² ]
Z-score conversion: Z = (X - μ) / σ = (X - 50) / 7
In R: pnorm(x, mean = μ, sd = σ) → P(X ≤ x)
▶ Step-by-Step Z-Score Calculation
μ = 50, σ = 7
a) P(X ≤ 60): Z = (60 - 50) / 7 = 10/7 ≈ 1.4286
P(X ≤ 60) = P(Z ≤ 1.4286) = pnorm(60, 50, 7)
b) P(10 ≤ X ≤ 60):
Z1 = (10 - 50)/7 = -40/7 ≈ -5.7143 (extremely far left)
Z2 = (60 - 50)/7 = 10/7 ≈ 1.4286
P(10 ≤ X ≤ 60) = pnorm(60,50,7) - pnorm(10,50,7)
c) P(X ≥ 60) = 1 - P(X ≤ 60) = 1 - pnorm(60, 50, 7)
▶ R Script
# Question 2: Normal Distribution X ~ N(50, 49)
mu <- 50 # mean
sigma <- 7 # standard deviation = sqrt(49)
# a) P(X <= 60)
p_a <- pnorm(60, mean = mu, sd = sigma)
cat('a) P(X <= 60) =', p_a, '\n')
# b) P(10 <= X <= 60)
p_b <- pnorm(60, mean = mu, sd = sigma) - pnorm(10, mean = mu, sd = sigma)
cat('b) P(10 <= X <= 60) =', p_b, '\n')
# c) P(X >= 60) = 1 - P(X <= 60)
p_c <- 1 - pnorm(60, mean = mu, sd = sigma)
cat('c) P(X >= 60) =', p_c, '\n')
# Alternative for (c) using [Link] = FALSE
p_c_alt <- pnorm(60, mean = mu, sd = sigma, [Link] = FALSE)
cat('c) P(X >= 60) [alt] =', p_c_alt, '\n')
▶ Code Explanation (Line by Line)
sigma <- 7 → σ = √variance = √49 = 7
pnorm(60, mean=mu, sd=sigma) → Cumulative probability P(X ≤ 60) for N(50,7)
pnorm(60,...) - pnorm(10,...) → Subtracting lower bound probability gives P(10 ≤ X ≤ 60)
1 - pnorm(60,...) → Complement: P(X ≥ 60) = 1 - P(X < 60)
[Link] = FALSE → Tells R to compute upper tail directly; gives same result
▶ Results
a) P(X ≤ 60) = pnorm(60, 50, 7) ≈ 0.9236 (92.36%)
b) P(10 ≤ X ≤ 60) = pnorm(60,50,7) - pnorm(10,50,7) ≈ 0.9236 (92.36%)
c) P(X ≥ 60) = 1 - pnorm(60, 50, 7) ≈ 0.0764 ( 7.64%)
Note for b): pnorm(10, 50, 7) ≈ 0.0000 because Z = (10-50)/7 ≈ -5.71, which is essentially 0.
• P(X ≥ 60) and P(X ≤ 60) always sum to 1 → 0.9236 + 0.0764 = 1.0000 ✓
Q3. Standard Normal Distribution X ~ N(0, 1)
▶ Given / Problem Statement
X follows a Standard Normal distribution: μ = 0, σ = 1 → X ~ N(0, 1)
• a) P(X ≤ 2)
• b) P(0.84 ≤ X ≤ 2.5)
• c) P(X ≥ 0.84)
▶ Theory — Standard Normal Distribution
The Standard Normal is a special normal distribution with mean = 0 and standard deviation = 1. All Z-scores follow
this distribution.
• No conversion needed — the values are already Z-scores
• Symmetric about Z = 0
• P(Z ≤ 0) = 0.5 (exactly half the distribution is below 0)
• In R: pnorm(z) with no mean/sd defaults to μ=0, σ=1
▶ Formula
φ(z) = (1/√2π) × e^(-z²/2)
P(X ≤ z) = pnorm(z) [uses μ=0, σ=1 by default in R]
P(a ≤ X ≤ b) = pnorm(b) - pnorm(a)
P(X ≥ z) = 1 - pnorm(z) [or pnorm(z, [Link]=FALSE)]
▶ Step-by-Step Calculation
a) P(X ≤ 2.0) → Area to the left of Z = 2.0
b) P(0.84 ≤ X ≤ 2.5) = P(Z ≤ 2.5) - P(Z ≤ 0.84)
c) P(X ≥ 0.84) = 1 - P(Z ≤ 0.84)
▶ R Script
# Question 3: Standard Normal Distribution X ~ N(0, 1)
# Note: pnorm() defaults to mean=0, sd=1 when no arguments given
# a) P(X <= 2)
p_a <- pnorm(2)
cat('a) P(X <= 2) =', p_a, '\n')
# b) P(0.84 <= X <= 2.5)
p_b <- pnorm(2.5) - pnorm(0.84)
cat('b) P(0.84 <= X <= 2.5) =', p_b, '\n')
# c) P(X >= 0.84)
p_c <- 1 - pnorm(0.84)
cat('c) P(X >= 0.84) =', p_c, '\n')
# Verify: a) + c) complement check
cat('Verify b+c overlap: P(X>=0.84)+P(X<0.84) =', pnorm(0.84) + (1-
pnorm(0.84)), '\n')
▶ Code Explanation (Line by Line)
pnorm(2) → P(Z ≤ 2); R defaults to Standard Normal (μ=0, σ=1)
pnorm(2.5) - pnorm(0.84) → Area between Z=0.84 and Z=2.5; subtract lower from upper
1 - pnorm(0.84) → P(Z ≥ 0.84) = 1 - P(Z ≤ 0.84) [complement rule]
▶ Results
a) P(X ≤ 2.0) = pnorm(2) ≈ 0.9772 (97.72%)
b) P(0.84 ≤ X ≤ 2.5) = pnorm(2.5) - pnorm(0.84) ≈ 0.1957 (19.57%)
c) P(X ≥ 0.84) = 1 - pnorm(0.84) ≈ 0.2005 (20.05%)
• P(X ≤ 2) = 0.9772 is famous — it corresponds to about 2 standard deviations above mean.
• Notice: P(X ≥ 0.84) ≈ 0.2005 and P(X ≤ 0.84) ≈ 0.7995 sum to exactly 1 ✓
Q4. Chi-Square Distribution X ~ χ²(15)
▶ Given / Problem Statement
X follows a Chi-Square distribution with 15 degrees of freedom → X ~ χ²(15)
• a) P(X ≥ 24.996)
• b) P(7.261 ≤ X ≤ 24.996)
▶ Theory — Chi-Square Distribution
The Chi-Square (χ²) distribution is a continuous distribution used primarily in hypothesis testing and confidence
interval estimation for variance.
• Always non-negative (X ≥ 0)
• Positively skewed (right-skewed)
• Shape depends on degrees of freedom (df)
• Mean = df = 15, Variance = 2×df = 30
• As df → ∞, chi-square approaches normal distribution
• Used in: goodness-of-fit tests, independence tests, variance testing
▶ Formula
f(x; k) = x^(k/2-1) × e^(-x/2) / (2^(k/2) × Γ(k/2)), x ≥ 0
Where k = degrees of freedom, Γ = Gamma function
In R: pchisq(x, df) → P(X ≤ x) [lower tail, default]
1 - pchisq(x, df) → P(X ≥ x) [upper tail]
▶ Step-by-Step Calculation
df = 15
a) P(X ≥ 24.996) = 1 - P(X ≤ 24.996) = 1 - pchisq(24.996, 15)
Note: 24.996 ≈ χ²(0.05, 15) which is the critical value at 5% upper tail
b) P(7.261 ≤ X ≤ 24.996)
= P(X ≤ 24.996) - P(X ≤ 7.261)
= pchisq(24.996, 15) - pchisq(7.261, 15)
Note: 7.261 ≈ χ²(0.95, 15) critical value at 95% lower tail
▶ R Script
# Question 4: Chi-Square Distribution X ~ chi-sq(15)
df <- 15
# a) P(X >= 24.996) = 1 - P(X <= 24.996)
p_a <- 1 - pchisq(24.996, df = df)
cat('a) P(X >= 24.996) =', p_a, '\n')
# b) P(7.261 <= X <= 24.996)
p_b <- pchisq(24.996, df = df) - pchisq(7.261, df = df)
cat('b) P(7.261 <= X <= 24.996) =', p_b, '\n')
# Verify the critical values
cat('Critical value at 5% upper tail:', qchisq(0.95, df=df), '\n')
cat('Critical value at 5% lower tail:', qchisq(0.05, df=df), '\n')
▶ Code Explanation (Line by Line)
df <- 15 → Sets degrees of freedom to 15
1 - pchisq(24.996, df=df) → P(X ≥ 24.996) = 1 - cumulative probability up to 24.996
pchisq(24.996, df) - pchisq(7.261, df) → Area between 7.261 and 24.996
qchisq(0.95, df=df) → Gives the χ² value below which 95% of values fall (= 24.996)
qchisq(0.05, df=df) → Gives the χ² value below which 5% of values fall (= 7.261)
▶ Results
a) P(X ≥ 24.996) = 1 - pchisq(24.996, 15) ≈ 0.0500 (5.00%)
b) P(7.261 ≤ X ≤ 24.996) = pchisq(24.996,15) - pchisq(7.261,15) ≈ 0.9000 (90.00%)
Key Insight:
• 24.996 is the 95th percentile of χ²(15) → only 5% of values exceed this.
• 7.261 is the 5th percentile → only 5% of values are below this.
• So the central 90% of the distribution lies between 7.261 and 24.996.
Q5. t-Distribution X ~ t(6)
▶ Given / Problem Statement
X follows a t-distribution with 6 degrees of freedom → X ~ t(6)
• a) P(|X| ≥ 2.179) [two-tailed probability]
• b) P(X > 1.697) [one-tailed upper probability]
▶ Theory — Student's t-Distribution
The t-distribution (Student's t) is a symmetric, bell-shaped distribution used when sample size is small (n < 30) and
population standard deviation is unknown. It has heavier tails than the normal distribution.
• Symmetric about 0 (like standard normal)
• Heavier tails → more probability in extreme values
• Defined by degrees of freedom df = n - 1
• As df → ∞, t-distribution → Standard Normal
• Mean = 0, Variance = df/(df-2) for df > 2
▶ Formula
f(t; ν) = Γ((ν+1)/2) / [√(νπ) × Γ(ν/2)] × (1 + t²/ν)^(-(ν+1)/2)
Where ν = degrees of freedom
In R:
pt(t, df) → P(T ≤ t) [cumulative lower tail]
1 - pt(t, df) → P(T > t) [upper tail]
2 * (1 - pt(|t|, df)) → P(|T| ≥ |t|) [two-tailed]
▶ Step-by-Step Calculation
df = 6
a) P(|X| ≥ 2.179) → Two-tailed probability
By symmetry: P(|X| ≥ 2.179) = P(X ≤ -2.179) + P(X ≥ 2.179)
= 2 × P(X ≥ 2.179) [since t-distribution is symmetric]
= 2 × (1 - pt(2.179, df=6))
b) P(X > 1.697) → One-tailed upper probability
= 1 - pt(1.697, df = 6)
Note: 1.697 is the 95th percentile of t(6) → one-tailed 5% significance value
▶ R Script
# Question 5: t-Distribution X ~ t(6)
df <- 6
# a) P(|X| >= 2.179) = two-tailed probability
p_a <- 2 * (1 - pt(2.179, df = df))
cat('a) P(|X| >= 2.179) =', p_a, '\n')
# b) P(X > 1.697) = upper tail (one-tailed)
p_b <- 1 - pt(1.697, df = df)
cat('b) P(X > 1.697) =', p_b, '\n')
# Verify: check critical values
cat('Two-tailed critical value (alpha=0.05):', qt(0.975, df=df), '\n')
cat('One-tailed critical value (alpha=0.05):', qt(0.95, df=df), '\n')
▶ Code Explanation (Line by Line)
df <- 6 → Sets degrees of freedom = 6
pt(2.179, df=df) → P(T ≤ 2.179) = cumulative probability up to 2.179
1 - pt(2.179, df=df) → P(T > 2.179) = upper tail probability (right side only)
2 * (1 - pt(2.179, df=df)) → P(|T| ≥ 2.179) = both tails combined (two-tailed test)
The factor of 2 uses symmetry: left tail = right tail for t-distribution
1 - pt(1.697, df=df) → P(T > 1.697) = one-tailed upper tail
qt(0.975, df=df) → Inverse of pt(); finds t* where P(T ≤ t*)=0.975
This gives ±2.179 as two-tailed 5% critical values for t(6)
▶ Results
a) P(|X| ≥ 2.179) = 2 × (1 - pt(2.179, 6)) ≈ 0.0500 (5.00%)
b) P(X > 1.697) = 1 - pt(1.697, 6) ≈ 0.0500 (5.00%)
Key Insight:
• 2.179 is the two-tailed critical value for t(6) at α = 0.05.
• 1.697 is the one-tailed critical value for t(6) at α = 0.05.
• Both give exactly 5% probability in the tail(s), confirming these are standard significance test boundaries.
• In hypothesis testing: if computed t exceeds 2.179 (two-tailed) or 1.697 (one-tailed), reject H₀ at 5%.
COMPLETE ANSWER SUMMARY
Q Distribution Sub-part Answer
1 Poisson (λ=5) a) P(X < 3) ppois(2, 5) ≈
0.1247
b) P(3 ≤ X ≤ 5) ppois(5,5) - ppois(2,5) ≈
0.4405
c) P(X > 3) 1 - ppois(3, 5) ≈
0.7350
2 Normal N(50,49) a) P(X ≤ 60) pnorm(60, 50, 7) ≈
0.9236
b) P(10 ≤ X ≤ 60) pnorm(60,50,7)-pnorm(10,50,7) ≈
0.9236
c) P(X ≥ 60) 1 - pnorm(60, 50, 7) ≈
0.0764
3 N(0,1) Std Nrml a) P(X ≤ 2) pnorm(2) ≈
0.9772
b) P(0.84 ≤ X ≤ 2.5) pnorm(2.5) - pnorm(0.84) ≈
0.1957
c) P(X ≥ 0.84) 1 - pnorm(0.84) ≈
0.2005
4 Chi-Sq χ²(15) a) P(X ≥ 24.996) 1 - pchisq(24.996, 15) ≈
0.0500
b) P(7.261 ≤ X ≤ pchisq(24.996,15)-
24.996) pchisq(7.261,15) ≈ 0.9000
5 t-dist t(6) a) P(|X| ≥ 2.179) 2*(1 - pt(2.179, 6)) ≈
0.0500
b) P(X > 1.697) 1 - pt(1.697, 6) ≈
0.0500
Quick R Function Reference:
Poisson Normal Chi-Square t-Distribution
dpois, ppois dnorm, pnorm dchisq, pchisq dt, pt
qpois, rpois qnorm, rnorm qchisq, rchisq qt, rt