Basic Statistics (Stat2011) Chapter 6
PROBABILITY DISTRIBUTIONS
Definition: A random variable is a numerical description of the outcomes
of the experiment or a numerical valued function defined on sample space,
usually denoted by capital letters.
A variable whose values are determined by chance with associated probabilities is called a
random variable. It is a quantity, which in different observations can assume different values.
Example: If X is a random variable, then it is a function from the elements
of the sample space to the set of real numbers. i.e.
X is a function X: S R
A random variable takes a possible outcome and assigns a number to it.
Example: Flip a coin three times, let X be the number of heads in three
tosses.
X = {0, 1, 2, 3 }
X assumes a specific number of values with some probabilities.
Random variables are two types:
1. Discrete random variable: are variables which can assume only a
specific number of values. They have values that can be counted
Examples:
Toss coin n times and count the number of heads.
Number of children in a family.
Number of car accidents per week.
Number of defective items in a given company.
Number of bacteria per two cubic centimeter of water.
2. Continuous random variable: are variables that can assume all
values between any two give values.
Examples:
Height of students at certain college.
Mark of a student.
Life time of light bulbs.
Length of time required to complete a given training.
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Basic Statistics (Stat2011) Chapter 6
Definition: a probability distribution consists of a value a random
variable can assume and the corresponding probabilities of the values.
Example: Consider the experiment of tossing a coin three times. Let X be
the number of heads. Construct the probability distribution of X.
Solution:
First identify the possible value that X can assume.
Calculate the probability of each possible distinct value of X and
express X in the form of frequency distribution.
0 1 2 3
Probability distribution is denoted by P for discrete and by f for continuous
random variable.
Properties of Probability Distribution:
1.
2.
Note:
1. If X is a continuous random variable then
2. Probability of a fixed value of a continuous random variable is zero.
3. If X is discrete random variable then the
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Basic Statistics (Stat2011) Chapter 6
4. Probability means area for continuous random variable.
Introduction to expectation
Definition:
1. Let a discrete random variable X assume the values X 1, X2, ….,Xn
with the probabilities P(X1), P(X2), ….,P(Xn) respectively. Then the
expected value of X ,denoted as E(X) is defined as:
2. Let X be a continuous random variable assuming the values in the
interval (a, b) such that ,then
Example 1:
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Basic Statistics (Stat2011) Chapter 6
Example 2
Example 3
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Basic Statistics (Stat2011) Chapter 6
Exercise
Example : 1. What is the expected value of a random variable X its
variance obtained by tossing a coin three times where x is the number
of heads
Solution:
First construct the probability distribution of X
0 1 2 3
2. Suppose a charity organization is mailing printed return-address stickers
to over one million homes in the Ethiopia. Each recipient is asked to donate
either $1, $2, $5, $10, $15, or $20. Based on past experience, the amount
a person donates is believed to follow the following probability distribution:
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Basic Statistics (Stat2011) Chapter 6
$1 $2 $5 $10 $15 $20
0. 0.2 0.3 0.2 0.1 0.0
1 5 5
What is expected that an average donor to contribute?
Solution:
$1 $2 $5 $1 $15 $20 Total
0
0.1 0. 0. 0.2 0.1 0.0 1
2 3 5 5
0.1 0. 1. 2 2.2 1 7.25
4 5 5
Mean and Variance of a random variable
Let X be given random variable.
1. The expected value of X is its mean
2. The variance of X is given by:
Where:
Example:
1. Find the mean and the variance of a random variable X in the above.
Solutions:
$1 $2 $5 $1 $15 $20 Total
0
0. 0. 0. 0.2 0.15 0.0 1
1 2 3 5
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Basic Statistics (Stat2011) Chapter 6
0. 0. 1. 2 2.25 1 7.25
1 4 5
0. 0. 7. 20 33.7 20 82.1
1 8 5 5 5
Example : 1 Compute the variance of f(x) = for 0 < x < 3
V(x) = E(x2) – [E(x)]2
E(x2) =
E(x) =
Therefore, V(x) = E(x2) – [E(x)]2
= = 0.34
2. Two dice are rolled. Let X be a random variable denoting the sum of
the numbers on the two dice.
i) Give the probability distribution of X
ii) Compute the expected value of X and its variance
(exercise)
There are some general rules for mathematical expectation.
Let X and Y are random variables and k be a constant.
RULE 1
RULE 4
RULE 2
RULE 5
RULE 3
Common Discrete Probability Distributions
1. Binomial Distribution
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Basic Statistics (Stat2011) Chapter 6
A binomial experiment is a probability experiment that satisfies the
following four requirements called assumptions of a binomial
distribution.
1. The experiment consists of n identical trials.
2. Each trial has only one of the two possible mutually exclusive
outcomes, success or a failure.
3. The probability of each outcome does not change from trial to
trial, and
4. The trials are independent, thus we must sample with
replacement.
Examples of binomial experiments
Tossing a coin 20 times to see how many tails occur.
Asking 200 people if they watch BBC news.
Registering a newly produced product as defective or non
defective.
Asking 100 people if they favour the ruling party.
Rolling a die to see if a 5 appears.
Definition: The outcomes of the binomial experiment and the
corresponding probabilities of these outcomes are
called Binomial Distribution.
Then the probability of getting successes in trials becomes:
And this is some times written as:
When using the binomial formula to solve problems, we have to identify
three things:
The number of trials ( )
The probability of a success on any one trial ( ) and
The number of successes desired ( ).
Examples:
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Basic Statistics (Stat2011) Chapter 6
1. What is the probability of getting three heads by tossing a fair
con four times?
Solution:
Let X be the number of heads in tossing a fair coin four times
2. Suppose that an examination consists of six true and false
questions, and assume that a student has no knowledge of the
subject matter. The probability that the student will guess the
correct answer to the first question is 30%. Likewise, the
probability of guessing each of the remaining questions correctly
is also 30%.
a) What is the probability of getting more than three correct
answers?
b) What is the probability of getting at least two correct
answers?
c) What is the probability of getting at most three correct
answers?
d) What is the probability of getting less than five correct
answers?
Solution
Let X = the number of correct answers that the student gets.
a)
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Basic Statistics (Stat2011) Chapter 6
Thus, we may conclude that if 30% of the exam questions are
answered by guessing, the probability is 0.071 (or 7.1%) that more
than four of the questions are answered correctly by the student.
b)
b)
c)
Exercises:
1. Suppose that 4% of all TVs made by A&B Company in 2000 are
defective. If eight of these TVs are randomly selected from across
the country and tested, what is the probability that exactly three of
them are defective? Assume that each TV is made independently of
the others.
2. An allergist claims that 45% of the patients she tests are allergic to
some type of weed. What is the probability that
a. Exactly 3 of her next 4 patients are allergic to weeds?
b. None of her next 4 patients are allergic to weeds?
3. Explain why the following experiments are not Binomial
Rolling a die until a 6 appears.
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Basic Statistics (Stat2011) Chapter 6
Asking 20 people how old they are.
Drawing 5 cards from a deck for a poker hand.
Remark: If X is a binomial random variable with parameters n and p
then
,
2. Poisson Distribution
- A random variable X is said to have a Poisson distribution if its
probability distribution is given by:
- The Poisson distribution depends only on the average number
of occurrences per unit time of space.
- The Poisson distribution is used as a distribution of rare
events, such as:
Number of Accidents
misprints. Hereditary.
Natural disasters Arrivals
like earth quake.
The process that gives rise to such events are called Poisson
process.
Examples:
1. If 1.6 accidents can be expected an intersection on any given
day, what is the probability that there will be 3 accidents on
any given day?
Solution; Let X =the number of accidents,
2. On the average, five smokers pass a certain street corners
every ten minutes, what is the probability that during a given
10minutes the number of smokers passing will be
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Basic Statistics (Stat2011) Chapter 6
a. 6 or fewer
b. 7 or more
c. Exactly 8……. (Exercise)
If X is a Poisson random variable with parameters then
,
Note:
The Poisson probability distribution provides a close approximation to the
binomial probability distribution when n is large and p is quite small or quite
large with .
Usually we use this approximation if . In other words, if and
[or ], then we may use Poisson distribution as an approximation to
binomial distribution.
Example:
1. Find the binomial probability P(X=3) by using the Poisson
distribution if and
Solution:
Common Continuous Probability Distributions
1. Normal Distribution
A random variable X is said to have a normal distribution if its probability
density function is given by
Properties of Normal Distribution:
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Basic Statistics (Stat2011) Chapter 6
1. It is bell shaped and is symmetrical about its mean and it is
mesokurtic. The maximum ordinate is at and is given by
2. It is asymptotic to the axis, i.e., it extends indefinitely in either
direction from the mean.
3. It is a continuous distribution.
4. It is a family of curves, i.e., every unique pair of mean and standard
deviation defines a different normal distribution. Thus, the normal
distribution is completely described by two parameters: mean and
standard deviation.
5. Total area under the curve sums to 1, i.e., the area of the distribution
on each side of the mean is 0.5.
6. It is unimodal, i.e., values mound up only in the center of the curve.
7.
8. The probability that a random variable will have a value between any
two points is equal to the area under the curve between those points.
Note: To facilitate the use of normal distribution, the following distribution
known as the standard normal distribution was derived by using the
transformation
Properties of the Standard Normal Distribution:
Same as a normal distribution, but also...
Mean is zero
Variance is one
Standard Deviation is one
- Areas under the standard normal distribution curve have been
tabulated in various ways. The most common ones are the areas
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Basic Statistics (Stat2011) Chapter 6
between
- Given a normal distributed random variable X with
Mean
Note:
Examples:
1. Find the area under the standard normal distribution which lies
a) Between
Solution:
b) Between
Solution:
c) To the right of
Solution:
d) To the left of
Solution:
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Basic Statistics (Stat2011) Chapter 6
e) Between
Solution:
f) Between
Solution:
2. Find the value of Z if
a) The normal curve area between 0 and
z(positive) is 0.4726
Solution
b) The area to the left of z is 0.9868
Solution
3. A random variable X has a normal distribution with mean 80 and
standard deviation 4.8. What is the probability that it will take a
value
a) Less than 87.2
b) Greater than 76.4
c) Between 81.2 and 86.0
Solution
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Basic Statistics (Stat2011) Chapter 6
a)
b)
c)
4. A normal distribution has mean [Link] its standard deviation if
20.05% of the area under the normal curve lies to the right of 72.9
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Basic Statistics (Stat2011) Chapter 6
Solution
5. A random variable has a normal distribution with .Find its mean
if the probability that the random variable will assume a value less
than 52.5 is 0.6915.
Solution
6. Of a large group of men, 5% are less than 60 inches in height and
40% are between 60 & 65 inches. Assuming a normal distribution,
find the mean and standard deviation of heights.(Exercise)
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