Module3 - Probability Distribution
Module3 - Probability Distribution
Probability Distributions
Discrete Probability distributions:
1 Bernoulli distribution
2 Binomial distribution
3 Poisson distribution
4 Negative Binomial distribution
5 Geometric distribution
6 Hyper geometric distribution.
Continuous Probability distributions:
7 Uniform distribution
8 Exponential distribution
9 Beta and Gamma distributions
10 Normal distribution.
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[Link] distribution: A random variable X is said to follow the Bernoulli distribution if its probability
mass function given by P(X = x) = px (1 − p)1−x , x = 0 &1 𝑜𝑛𝑙𝑦
P(X = x) = px (q)1−x , x = 0,1
Note:
Mean of the Bernoulli distribution is p
Variance of the Bernoulli distribution is pq
Ex: What is the probability of getting a score of not less than 5 in a throwing a die?
Sol: There are six possible scores S={1, 2, 3, 4, 5, 6}
Any score in {1, 2, 3, 4} is a failure and any score in {5, 6} is a success.
2 1
The probability of getting a score of not less than 5 in a throw of a die is p = 6 = 3
[Link] Distribution: Let an experiment consists of “n” Bernoulli trails such that for each trail p is the
probability of success and q that of a failure then the probability of x success in a series of n trails is given
by 𝐧𝐜𝐱 𝐩𝐱 𝐪𝐧−𝐱 where p+q=1
i.e; A random variable X is said to follow the binomial distribution if its probability mass function given
by P(X = x) = B(n, p, x) = ncx px (1 − p)n−x = (nx)px qn−x , x = 0,1,2, . . n Where p+q=1
Notation: 𝑋~𝐵(𝑛, 𝑝) Read as follows binomial distribution with parameters n and p.
n → number of trails
P → Probability of success
q→ Probability of failure (1-p)
x → number of successes out of n trails. x=0,1,2….
Note: This distribution is used when we need x successes out of n trails.
Mean of the binomial distribution is np
Variance of the binomial distribution is npq
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1 10 176
P(X ≥ 7) = (2) (10c7 + 10c8 + 10c9 + 10c10 ) =
1024
1 10 176
P(X ≤ 3) = ( ) (10c0 + 10c1 + 10c2 + 10c3 ) =
2 1024
2. The mean and variance of binomial distribution are 4 and 4/3 respectively, find P(X≥1).
Sol: Given that Mean of binomial distribution=np=4
Variance binomial distribution =npq=4/3
4
npq 3 1
= ⟹q=3
np 4
2
p= 1−q =3
4 4 3
Since np = 4 ⟹ n = p = 1 ∗ 2 = 6
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Thus for 800 families the probability of number of families having 3 boys =800*0.3125=250 families
(b) 5 Girls:
1 5 1 0 1
P(5 girls) = P(X = 5) = 5c5 ( ) ( ) = = 0.03125 per family
2 2 32
Thus for 800 families the probability of number of families having 5 girls =800*0.3125=25 families
(c) Either 2 or 3 boys
P(Either 2 or 3 boys) = P(X = 2) + P(X = 3)
1 2 1 3 1 3 1 2 20 5
P(X = 2) + P(X = 3) = 5c2 (2) (2) + 5c3 (2) (2) = 32 = 8 per family
5
Expected number of families with 2or 3 boys= 800 ∗ 8 = 500 families
5. Six dice are thrown 729 times. How many times do you expect at least three dice to show a 5 or 6?
Sol: Given that n=6
2 1
p=Probability of occurrence of 5 or 6 in one throw p = 6 = 3
1 2
q= 1−3 = 3
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Note:
Mean of the Poisson distribution is λ
Variance of the Poisson distribution is λ
λ and λ − 1; if λ is an intiger
Mode of the Poisson distribution is Mode={
intigral part of λ; if λ is not an intiger
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2. Assuming that one in 80 births is a case of twins. Calculate the probability of 2 or more sets of
twins on a day when 30 births occur.
Sol: Given that number of births n=30,
1
Probability of getting twins p = 80
1 3
λ = np = 30 ∗ =
80 8
λx −λ
Let X be the number of twins, we have P(X = x) = e
x!
4. A manufactures of the blades knows that 5% of his product is defective. If he sells blades in boxes
of 100, and guarantees that not more than 10 blades will be defective, what is the probability that a
box will fail to meet the guarantee quality?
Sol: Given that number of blades n=100
Probability of getting defective blades p=5%=0.05
λ = np = 100 ∗ 0.05 = 5
λx −λ
Let X be the number of defective blades P(X = x) = e
x!
5. Suppose on an average 1 house in a1000 in a certain district has a fire during a year. If there are
2000 houses in that district, what is the probability that exactly 5 houses will have a fire during the
year?
Sol: Given that number of houses n=2000
1 1
Probability of fire p = 1000 and λ = np = 2000 ∗ 1000 = 2
λx −λ 25 −2
Let X be the number of houses fire P(X = x) = e ⇒ P(X = 5) = e
x! 5!
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λo −0.75
P(X = 0) = e = e−0.75
0!
probability that a random sample of 5 pages will contain no error=[P(0)]5=(e-0.75)5=e-3.75
7. A car-hire firm has two cars which it hires out, day by day. The number of demands for a car on
each day is distributed as a Poisson distribution with mean 1.5. Calculate the proportion of days
(a) On which there is no demand
(b) On which demand is refused.
Sol: Given mean λ=1.5
λx −λ
We have P(X = x) = e
x!
(a) No demand:
1.50 −1.5
P(X = 0) = e = 0.2231
0!
Number of days in a year there is no demand of car = 365*0.2231 = 81 days
(b) Demand refused:
Some demand is refused if the number of demands is more than two i.e., X>2
P(X > 2) = 1 − P(X ≤ 2) = 1 − { P(X = 0) + P(X = 1) + P(X = 2)}
1.50 1.51 1.52
P(X > 2) = 1 − e−1.5 { + + } = 1 − 0.808 = 0.1913
0! 1! 2!
Number of days in a year when some demand is refused 365* 0.1913= 69.82=70 days
𝟑
8. If a Poisson distribution is such that 𝐏(𝐗 = 𝟏) 𝟐 = 𝐏(𝐗 = 𝟑) find (a)P(x≥1) b)P(x≤3) (c)P(2≤x≤5)
3
Sol: Given P(X = 1) 2 = P(X = 3)
3 λ1 −λ λ3 −λ 3λ λ3
∗ e = e ⇒ = ⇒ λ3 − 9λ = 0
2 1! 3! 2 6
9. If X and Y are independent Poisson variates such that P(X=1) = P(X=2) and P(Y=2) = P(Y=3),
find the variance of X-2Y.
λx −λ
Sol: P(X = x) = e
x!
P(X = 1) = P(X = 2)
λ1 −λ λ2 −λ
e = e ⟹ λ2 − 2λ = 0 ⟹ λ = 0,2 ⟹ λ = 2
1! 2!
P(Y = 2) = P(Y = 3)
μ2 −λ μ3 −λ
e = e ⟹ μ3 − 3μ = 0 ⟹ μ = 0,3 ⟹ μ = 3
2! 3!
V(X − 2Y) = 𝑉(𝑋) + (−2)2 𝑉(𝑌) = 2 + 4 ∗ 3 = 14
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[Link] a certain manufacturing process is known that on the average one in every 100 items is
defective. What is the probability that the 5th item inspected is the first defective item found?
Sol: Given that p=1/100=0.01
P(X = x) = (q)x−1 ∗ p
P(X = 5) = (1 − 0.01)5−1 ∗ 0.01 = 0.0096
[Link] that a trainee solder shoots a target in an independent fashion. If the probability that the
target is hit in any shot is 0.7,
(a) What is the probability that the target would be hit on 10th attempt?
(b) Probability that it takes him less than 4 shots?
(c) Probability that it takes him even number of shots?
Sol: Given that probability of hitting p=0.7 and P(X = x) = qx−1 ∗ p
(a) P(X = 10) = q9 ∗ p
P(X = 10) = (0.3)9 ∗ (0.7) = 0.0000137
(b) P(X < 4) = P(X = 1) + P(X = 2) + P(x = 3)
P(X < 4) = p + qp + q2 p
P(X < 4) = 0.7 + (0.3)(0.7) + (0.3)2 (0.7) = 0.9730
(c) P(X = even) = P(X = 2) + P(X = 4) + P(x = 6)+…….
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[Link] probability that an applicant for a driver’s license will pass the road test on any given attempt
is 0.8, what is the probability that he will finally pass the test
(i) On the 4th attempt.
(ii) In fewer than 4th attempt
Sol: Let X denote the number of trials required to achieve the first success
Then X follows a geometric distribution given by (𝑋 =x) =𝑞x−1𝑝, x= 1,2,3, …
Here p= 0.8, q=0.2
(i) P(First success on 4th trial)=𝑃(𝑋 =4)=𝑞4−1𝑝
P(𝑋 =4)=𝑞4−1𝑝 =(0.2)3(0.8)=0.0064
(ii) P(First success in less than 4 trials) =P(X<4) = P(X=1)+ P(X=2)+ P(X=3)
P(X<4) = p(𝑞0+𝑞1+𝑞2 )
P(X<4) = 0.8(1+0.2+0.04) =0.992
[Link] probability that a machine produces a defective item is 0.02. Each item is checked as it is
produced. Assuming that these are independent trials, what is the probability that at least
100 items must be checked to find one that is defective?
Sol: Given that p=0.02
Let X denotes the trial number on which the first defective item is observed.
P(X ≥ 100) = ∑∞
x=100(q)
x−1
∗p
∞
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(b) Hence the probability that he will win before he exhausts his funds is given by
P(X ≤ 5) = P(X = 1) + P(X = 2) + P(X = 3) + P(X = 4) + P(X = 5)
P(X ≤ 5) = p + qp + q2 p + q3 p + q4 p = 0.956
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1. What is the probability that the fifth head is observed on the 10th independent flip of a coin?
Sol: Let X denote the number of trials needed to observe 5th head.
Hence X has a negative binomial distribution
P(X = x) = (x − 1)cr−1 pr qx−r
1
p = 2 , x = 10, r = 5
1 10 63
P(X = 10) = 9c4 p5 q5 = 9c4 (2) = 512
OR
P(X = x) = P{(r − 1)success in the first ( x − 1)trail & 𝑎 𝑠𝑢𝑐𝑐𝑒𝑠𝑠 𝑖𝑛 𝑡ℎ𝑒 x th trail}
P(X = 10) = (9c4 p4 q5 )p
1 4 1 5 1 63
P(X = 10) = {9c4 (2) (2) } (2) = 512
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3. Let X is the number of births in a family until the second daughter is born. If the probability of
having a male child is ½. Find the Probability that the sixth child in the family is the second
daughter.
Sol: Let X be the child daughter
Given that x=6, p=1/2 and r=2
P(X = x) = P{(r − 1)success in the first ( x − 1)trail & 𝑎 𝑠𝑢𝑐𝑐𝑒𝑠𝑠 𝑖𝑛 𝑡ℎ𝑒 x th trail}
P(X = 2) = (5c1 p1 q4 )p
1 2 1 4 5
P(X = 2) = 5c1 ( ) ( ) = 6
2 2 2
4. In a company 5% defective components are produced. What is the probability that at least 5
components are to be examined in order to get 3 defectives?
Sol: Given that x=5, p=5%=0.05 and r=3
P(X ≥ 5) = 1 − P(X < 5) = 1 − 𝑃(X = 3) − P(X = 4)
P(X = x) = P{(r − 1)success in the first ( x − 1)trail & 𝑎 𝑠𝑢𝑐𝑐𝑒𝑠𝑠 𝑖𝑛 𝑡ℎ𝑒 x th trail}
P(X ≥ 5) = 1 − (2c2 p2 q0 )p − (3c2 p2 q1 )p
P(X ≥ 5) = 1 − 2c2 (0.05)3 − 3c2 (0.05)3 (0.95)1 = 0.995
5. An item is produced in large numbers. The machine is known to produce 5% defective. A quality
control inspector is examining the items by taking them at random. What is the probability that at
least 4 items are to be examined in order to get 2 defective?
Given that p=5%=0.05, x=4, and r=2
P(X ≥ 4) = 1 − P(X < 4) = 1 − 𝑃(X = 2) − P(X = 3)
P(X = x) = P{(r − 1)success in the first ( x − 1)trail & 𝑎 𝑠𝑢𝑐𝑐𝑒𝑠𝑠 𝑖𝑛 𝑡ℎ𝑒 x th trail}
P(X ≥ 4) = 1 − (1c1 p1 q0 )p − (2c2 p2 q1 )p = 0.995
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M N-M
n
x n-x
Notations:
N → Population Size
M → Number of success states in the Population.
n → Number of draws
x → Number of observed success
Note:
nM
(a) Mean E(X) = N
NM(N−M)(N−n)
(b) Variance V(X) = N2 (N−1)
1. A crate contains 50 light bulbs of which 5 are defective and 45 are not. A quality control inspector
randomly samples 4 bulbs without replacement. Let X be the number of defective bulbs selected,
find the p.m.f of the discrete random variable X
(M N−M
x )( n−x )
Sol: The Probability mass Function is P(X = x) = , where x = 0,1,2 … . n
(N
n)
5Cx ∗ 45C4−x
P(X = x) = , where x = 0,1,2,3,4.
50C4
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3. Let the random variable X denote the number of aces in a five-card hand dealt from a standard
52 cards deck. Find a formula for the probability mass function of X.
(M N−M
x )( n−x )
Sol: The Probability mass Function is P(X = x) = , where x = 0,1,2 … . n
(N
n)
4Cx ∗48C5−x
P(X = x) = , where x = 0,1,2, ….
52C5
4. Ravi likes to play cards. He draws 5 cards from a pack of 52 cards. What is the Probability of that
from the 5 cards drawn Ravi draws only 2 face cards.
Sol: Total number of cards N=52
Total face cards M=16
Non-face cards N-M=36
Number of draws n=5
Number of observed success draws x=2
(M N−M
x )( n−x )
The Probability mass Function is P(X = x) = , where x = 0,1,2 … . n
(N
n)
16C2 ∗ 36C3
P(X = 2) = = 0.0533
52C5
5. Find the expectation of a Hyper Geometric Distribution such that the probability that a 4-trail
Hyper geometric experiment results in exactly 2 successes, when the population consists of 16 items.
Sol: Let X denotes the number of successes
nM
Expected value of X is E(X) = N
6. Consider Raju draws 3 cards from a pack of 52 cards. What is the probability of getting no king?
Sol: Given that N=52, M=4, n=3, x=0
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4C0 ∗ 48C3
P(X = 0) = = 0.7826
52C3
7. A random sample of 5 students is drawn without replacement from among 300 seniors, and each
of these 5 seniors is asked if she/he has tried a certain drug. Suppose 50% of the seniors actually
have tried the drug. What is the probability that two of the students interviewed have tried the
drug?
Sol: Let X denote the number of students interviewed who have tried the drug.
Hence the probability that two of the students interviewed have tried the drug is
(150
2
)(150
3
)
P(X = 2) = = 0.3146
(300
5
)
8. A radio supply house has 200 transistor radios, of which 3 are improperly soldered and 197 are
properly soldered. The supply house randomly draws 4 radios without replacement and sends
them to a customer. What is the probability that the supply house sends 2 improperly soldered
radios to its customer?
Sol: The probability that the supply house sends 2 improperly soldered radios to its customer is
(32)(197
2 )
P(X = 2) = (200
= 0.000895
4 )
9. Suppose there are 3 defective items in a lot of 50 items. A sample of size 10 is taken at random
and without replacement. Let X denotes the number of defective items in the sample. What is the
probability that the sample contains at most one defective item?
Sol: Clearly, X is Hyp(3, 47, 10).
Hence the probability that the sample contains at most one defective item is
P(X ≤ 1) = P(X = 0) + P(X = 1)
(30)(47
10) (31)(47
9)
P(X ≤ 1) = (50
+ (50
= 0.904
10) 10)
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[Link] arrive at a specified stop at 15 minutes’ intervals starting at 7:00 a.m. (i.e.) they arrive at
7:00, 7:15, 7:30. If the passenger arrives at the stop at a random time (i.e.) uniformly distributed
between 7:00 and 7:30 a.m. find the probability that he waits (i) less than 5 minutes for a bus (ii)
at least 12 minutes for a bus.
Sol: Let X denote the arrival time in minutes of a passenger to bus stop past 7.00 am until 7.30 am.
1
, 0 < 𝑥 < 30
Then X follows Uniform distribution in [0,30] with p.d.f f(x) = {30−0
0, 𝑜𝑡ℎ𝑒𝑟 𝑤𝑖𝑠𝑒
(i) P(he waits less than 5 min) = P( he arrives between 10 to 15 min or 25 to 30 minutes past 7
am)= P(10 < 𝑥 < 15) + P(25 < 𝑥 < 30)
15 30 15 1 30 1 1 1
∫10 f(x)dx + ∫25 f(x)dx = ∫10 dx + ∫25 dx = 30 (5 + 5) = 3
30 30
(ii) P(he waits at least 12 min) = P( he arrives between 0 to 3 min or 15 to 18 minutes past 7 am)
=P(0< X < 3) + P(15 < X < 18)
3 18 3 1 18 1 1 1
∫0 f(x)dx + ∫15 f(x)dx = ∫0 dx + ∫15 dx = 30 (3 + 3) = 5
30 30
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A continuous random variable X is said to have an Exponential distribution with parameter λ > 0(Known
as rate parameter) if its probability density function is given by
−λx
f(x) = Exp(λ) = {λe ; 𝑥≥0
0, 𝑜𝑡ℎ𝑒𝑟 𝑤𝑖𝑠𝑒
1. The time (in hours) required to repair a machine is exponential distributed with parameter 1/3.
What is the probability that the repair time exceeds 3 hours?
1
Sol: Given that λ = 3
−λx
The Probability density functionf(x) = {λe ; 𝑥≥0
0, 𝑜𝑡ℎ𝑒𝑟 𝑤𝑖𝑠𝑒
∞ ∞
(OR)
The cumulative distribution function of exponential distribution is
−λx
F(x) = P(X ≤ x) = {1 − e ; 𝑥≥0
0; 𝑥 < 0
P(X > 3) = 1 − P(X ≤ 3)
P(X > 3) = 1 − F(3)
P(X > 3) = 1 − {1 − e−3λ } = e−1
2. The mileage which car owners get with a certain kind of radial tire is a r.v. having an exponential
distribution with mean 40,000 km. Find the probabilities that one of these tires will last (i) at least
20,000 km and (ii) at most 30,000 km
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3. Assume that the length of a phone call in minutes is an exponential random variable X with
parameter λ =1/10, (or the expected waiting time for a phone call is 10 minutes). If someone
arrives at a phone booth just before you arrive, find the probability that you will have to wait
a. less than 5 minutes
b. greater than 10 minutes
c. between 5 and 10 minutes
d. Also compute the expected value and variance
−λx
Sol: Given that λ = 10 and The Probability density functionf(x) = {λe
1 ; 𝑥≥0
0, 𝑜𝑡ℎ𝑒𝑟 𝑤𝑖𝑠𝑒
5 5 5
(a) P(X < 5) = ∫−∞ f(x)dx + ∫0 f(x)dx = 0 + ∫0 λe−λx dx
5 1 1
λe−λx 5
P(X < 5) = ( ) = (−e−λx )0 = −e−2 + 1 (OR) P(X < 5) = F(5) = 1 − e−2
−λ 0
∞ ∞
(b) P(X > 10) = ∫10 f(x)dx = (−e−λx )10 = 0 + e−1
Memory less Property: if X is exponential distribution then P(X > m⁄X > 𝑛) = P(X > m − n) for any
m, n>0
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(OR)
Required probability P(X > 5 min⁄X > 2𝑚𝑖𝑛)
P(X > m⁄X > 𝑛) = P(X > 𝑚 − 𝑛)
P(X > 300⁄X > 120) = P(X > 180)
P(X > 300⁄X > 120) = 1 − P(X ≤ 180) = 1 − F(180)
180
P(X > 300⁄X > 120) = 1 − {1 − e− 45 } = e−4
5. The life length (in months) of an electric component follows an exponential distribution with
parameter ½. What is the probability that the component survives at least 10 months given that
already it had survived for more than 9 months?
1
Sol: Given that λ = 2
6. The time required (in hours) to repair a machine is exponentially distributed with parameter ½.
What is the probability that a repair time exceeds 2 hours? What is the conditional probability
that a repair time takes at least 10 hours given that its duration exceeds 9 hours?
1
Sol: Given that λ = 2
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Since the city has a daily stock of 3500 gallons and daily consumption is 2000 gallons.
The probability that the city is insufficient for single day is
P(X > 35000⁄X > 20000) = P(X > 15000)
15000
1 − P(X ≤ 15000) = 1 − F(15000) = 1 − {1 − e− 3000 } = e−5
Since both days selected at random and they are independent so required probability that the
stock is insufficient for both days is P(first day) *P(2nd day)= e−5 ∗ e−5 = e−10
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variance is ‘1’ then the normal variable is said to be standard normal variable.
Standard Normal Distribution:
The normal distribution with man ‘0’ and variance ‘1’ is said to be standard normal distribution of its
probability density function is defined by
1 z2
f(z) = exp [− 2 ] ; −∞ < z < ∞ ; (𝜇=0, 𝜎=1)
√2π
z2
1 −
The distribution function F(z) = P(Z ≤ z) = ∫ 𝑓(𝑧)𝑑𝑧 = ∫𝑒 2 dz
√2π
F(−z) = 1 − F(z)
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0.1 0.0398 0.0438 0.0478 0.0517 0.0557 0.0596 0.0636 0.0675 0.0714 0.0753
0.2 0.0793 0.0832 0.0871 0.091 0.0948 0.0987 0.1026 0.1064 0.1103 0.1141
0.3 0.1179 0.1217 0.1255 0.1293 0.1331 0.1368 0.1406 0.1443 0.148 0.1517
0.4 0.1554 0.1591 0.1628 0.1664 0.17 0.1736 0.1772 0.1808 0.1844 0.1879
0.5 0.1915 0.195 0.1985 0.2019 0.2054 0.2088 0.2123 0.2157 0.219 0.2224
0.6 0.2257 0.2291 0.2324 0.2357 0.2389 0.2422 0.2454 0.2486 0.2517 0.2549
0.7 0.258 0.2611 0.2642 0.2673 0.2704 0.2734 0.2764 0.2794 0.2823 0.2852
0.8 0.2881 0.291 0.2939 0.2967 0.2995 0.3023 0.3051 0.3078 0.3106 0.3133
0.9 0.3159 0.3186 0.3212 0.3238 0.3264 0.3289 0.3315 0.334 0.3365 0.3389
1 0.3413 0.3438 0.3461 0.3485 0.3508 0.3531 0.3554 0.3577 0.3599 0.3621
1.1 0.3643 0.3665 0.3686 0.3708 0.3729 0.3749 0.377 0.379 0.381 0.383
1.2 0.3849 0.3869 0.3888 0.3907 0.3925 0.3944 0.3962 0.399 0.3997 0.4015
1.3 0.4032 0.4049 0.4066 0.4082 0.4099 0.4115 0.4115 0.4131 0.4147 0.4162
1.4 0.4192 0.4207 0.4222 0.4236 0.4251 0.4265 0.4279 0.4292 0.4306 0.4319
1.5 0.4332 0.4345 0.4357 0.437 0.4382 0.4394 0.4406 0.4418 0.4429 0.4441
1.6 0.4452 0.4463 0.4474 0.4484 0.4495 0.4505 0.4515 0.4525 0.4535 0.4545
1.7 0.4554 0.4564 0.4573 0.4582 0.4591 0.4599 0.4608 0.4616 0.4625 0.4633
1.8 0.4641 0.4649 0.4656 0.4664 0.4671 0.4678 0.4686 0.4693 0.4699 0.4706
1.9 0.4713 0.4719 0.4726 0.4732 0.4738 0.4744 0.475 0.4756 0.4761 0.4767
2 0.4772 0.4778 0.4783 0.4788 0.4793 0.4798 0.4803 0.4808 0.4812 0.4817
2.1 0.4821 0.4826 0.483 0.4834 0.4838 0.4842 0.4846 0.485 0.4854 0.4857
2.2 0.4861 0.4864 0.4868 0.4871 0.4875 0.4878 0.4881 0.4884 0.4887 0.489
2.3 0.4893 0.4896 0.4898 0.4901 0.4904 0.4906 0.4909 0.4911 0.4913 0.4916
2.4 0.4918 0.492 0.4922 0.4925 0.4927 0.4929 0.4931 0.4932 0.4934 0.4936
2.5 0.4938 0.494 0.4941 0.4943 0.4945 0.4946 0.4948 0.4949 0.4951 0.4952
2.6 0.4953 0.4955 0.4956 0.4957 0.4959 0.496 0.4961 0.4962 0.4963 0.4964
2.7 0.4965 0.4966 0.4967 0.4968 0.4969 0.497 0.4971 0.4972 0.4973 0.4974
2.8 0.4974 0.4975 0.4976 0.4977 0.4977 0.4978 0.4979 0.4979 0.498 0.4981
2.9 0.4981 0.4982 0.4982 0.4983 0.4984 0.4984 0.4985 0.4985 0.4986 0.4986
3 0.4987 0.4987 0.4987 0.4988 0.4988 0.4989 0.4989 0.4989 0.499 0.499
. ............................................................................................................................................................................................................................................................................................................................................ .....
Model-1:𝑃(𝑋 ≤ 𝑥1 )
𝑃(𝑋 ≤ 𝑥1 ) = 𝑃(𝑧 ≤ 𝑧1 )
1. if 𝑧1 > 0 then
𝑃(𝑋 ≤ 𝑥1 ) = 𝑃(𝑧 ≤ 𝑧1 )
= 0.5 + 𝑃(0 < 𝑧 < 𝑧1 )
= 0.5 + 𝐹(𝑧1 )
2. if 𝑧1 < 0 then
𝑃(𝑋 ≤ 𝑥1 ) = 𝑃(𝑧 ≤ 𝑧1 )
= 0.5 − 𝑃(𝑧1 < 𝑧 < 0)
= 0.5 − 𝑃(0 < 𝑧 < 𝑧1 )
= 0.5 − 𝐹(𝑧1 )
Model-2:𝑃(𝑋 ≥ 𝑥1 )
𝑃(𝑋 ≥ 𝑥1 ) = 𝑃(𝑧 ≥ 𝑧1 )
1. if 𝑧1 > 0 then
𝑃(𝑋 ≥ 𝑥1 ) = 𝑃(𝑧 ≥ 𝑧1 )
= 0.5 − 𝑃(0 < 𝑧 < 𝑧1 )
= 0.5 − 𝐹(𝑧1 )
2. if 𝑧1 < 0 then
𝑃(𝑋 ≥ 𝑥1 ) = 𝑃(𝑧 ≥ 𝑧1 )
= 0.5 + 𝑃(𝑧1 < 𝑧 < 0)
= 0.5 + 𝑃(0 < 𝑧 < 𝑧1 )
= 0.5 + 𝐹(𝑧1 )
. ............................................................................................................................................................................................................................................................................................................................................ .....
= 𝐹(𝑧2 ) − 𝐹(𝑧1 )
. ............................................................................................................................................................................................................................................................................................................................................ .....
2. If the masses of 300 students are normally distributed with mean 68 kgs and standard
deviation [Link] many students have masses
(a) Greater than 72kgs.
(b) Less than or equal to 64 kgs
(c) Between 65 and 71 kgs inclusive.
. ............................................................................................................................................................................................................................................................................................................................................ .....
𝑥−μ 64−68
(b) Standard normal variate for X=64 is 𝑧 = = = −1.33
σ 3
𝑥−μ 65−−68
(c) Standard normal variate for X=65 is 𝑧1 = = = −1
σ 3
𝑥−μ 71−−68
Standard normal variate for X=71 is 𝑧2 = = =1
σ 3
3. In a normal distribution 7% of the items are under 35 and 89% of the items are under 63.
Find mean and variance of the distribution
Sol: Given that P(X<35)=0.07 and
P(X<63)=0.89
35−μ 63−μ
𝑧1 = and 𝑧2 =
σ σ
. ............................................................................................................................................................................................................................................................................................................................................ .....
4. In a normal distribution 𝟑𝟏% of the items are under 45 and 𝟖% of the items are over 64.
Find mean and variance of the distribution
Sol: Given P(X< 45)= 31% =0.31 and
P(X >64)= 8% =0.08
45−μ 64−μ
𝑧1 = and 𝑧2 =
σ σ
5. In a college grading system, the top 5% will be considered excellent, the next 15% will be
considered an A grade, the next 30% will be considered a B grade, the next 30% will be
considered a C grade, and the next 15% considered as D grade, and the rest of the students
will be treated as a failure. If the scores of the students follow normal distribution with an
average score is 45 and a standard deviation of 12.
(i) What is the cutoff to get an excellent grade? (Round to nearest integer)
(ii) What is the cutoff to get an A grade? (Round to nearest integer)
(iii) If a student gets a score of 35, what is his/her grade?
(iv) What are the minimum marks a student needs to score to get a pass?
1 1 x−μ 2
Sol: f(x; μ, σ) = σ√2π exp [− 2 ( ) ] ; −∞ < 𝑥 < ∞; 𝜎 > 0; −∞ < 𝜇 < ∞
σ
. ............................................................................................................................................................................................................................................................................................................................................ .....
x1=45+1.645*12=64.74
x1=65
(b) P(𝑋>x2)=20%=0.2
P(Z>z2)=0.2
0.5-P(0<z< z2)=0.2
P(0<z<z2)=0.3
F(z2)=0.3
Z2=0.84
𝑥2 −μ
Since 𝑧2 = ⟹ 𝑥2 = 𝜇 + 𝜎 𝑧2
σ
x2=45+0.84*12=55.08
x2=55
𝑥−μ
(c) We know that the normal variable 𝑧 = σ
𝑥−μ
When x=35 then 𝑧 = = −0.83
σ
P(𝑋=35)=P(Z=-0.83)=P(0<Z<0.83)=F(0.83)=0.7977
P(𝑋=35)=0.8=80%
Hence P(𝑋=35) is “C” Grade.
(d) P(𝑋<x3)=5%=0.05
P(Z<z3)=0.05
0.5-P(0<z< z3)=0.05
F(z3)=-0.45
Z3=-1.645
𝑥3 −μ
Since 𝑧3 = ⟹ 𝑥3 = 𝜇 + 𝜎 𝑧3
σ
x3=45-1.645*12=25.26
x3=25
. ............................................................................................................................................................................................................................................................................................................................................ .....
. ............................................................................................................................................................................................................................................................................................................................................ .....
. ............................................................................................................................................................................................................................................................................................................................................ .....
1. The percentage of impurities per batch in a certain chemical product is a random variable X that
60 x 3 (1 − x)2 ; if 0 < 𝑥 < 1
follows the beta distribution given by f(x) = {
0; other wise
Sol: The probability that a randomly selected batch will have more than 25% impurities is given by
1
P(X ≥ 0.25) = ∫0.25 60 x 3 (1 − x)2 𝑑𝑥
1
2. The proportion of time per day that all checkout counters in a supermarket are busy follows a
k x 2 (1 − x)9 ; if 0 < 𝑥 < 1
distribution f(x) = { , What is the value of the constant k so that f(x)
0; other wise
is a valid probability density function?
k x 2 (1 − x)9 ; if 0 < 𝑥 < 1
Sol: Given that f(x) = {
0; other wise
𝑥 𝛼−1 (1−𝑥)𝛽−1
; 𝑖𝑓 0 < 𝑥 < 1
Using the definition of the beta function, we get that 𝑓(𝑥) = 𝐵𝑒𝑡(𝛼, 𝛽) = { 𝐵(𝛼,𝛽) ;
0; 𝑜𝑡ℎ𝑒𝑟 𝑤𝑖𝑠𝑒
𝛼 = 3, 𝛽 = 10
Γ10 1
𝑘 = 𝐵𝑒𝑡(𝛼, 𝛽) = 𝐵(3,10) = Γ3. =
Γ13 660
. ............................................................................................................................................................................................................................................................................................................................................ .....
Note:
−λx
When α = 1, we have f(x) = { λe ; x > 0
0; other wise
Hence, exponential distribution Exp(λ) is a special case of Gamma distribution; i.e., Gamma(1, λ)
The gamma distribution is more flexible than the exponential distribution.
1. Given a gamma random variable X with α = 3 and λ = 2. Compute E(X), V(X) and P(X ≤ 1.5
years). Answer: 1.5, 0.75, 0.5768
2. Suppose you are fishing and you expect to get a fish once every 1/2 hour. Compute the probability
that you will have to wait between 2 to 4 hours before you catch 4 fish. Answer: 0.124
3. The daily consumption of milk in a city, in excess of 20000 liters, is approximately distributed as a
gamma variate with α =2 and λ=1/10000. The city has daily stock of 30000 liters. What is the probability
that the stock is insufficient on a particular day? Answer: 0.736
4. The daily consumption of electric power in a certain city is a random variable X having probability
density function f(x) =19xe−x3 , x > 0. Find the probability that the power supply is inadequate on any
given day if the daily capacity of the power plant is 12 million KW hours. Answer: 0.09758
5. Suppose that the time it takes to get service in a restaurant follows a gamma distribution with mean
8 min and standard deviation 4 minutes. (a) Find the parameters α and λ of the gamma distribution. (b)
You went to this restaurant at 6:30. What is the probability that you will receive service before 6:36?
Answer: 2, 1/4, 0.442
. ............................................................................................................................................................................................................................................................................................................................................ .....