PROBABILITY

AND PROBABILITY DISTRIBUTIONS

Factorial
n-factorial (n!) denotes the products of first n positive integers. i.e.
n! = n (n-1)(n-2)(n-3). . . . . . . . 3.2.1
For example, 7,6,5,4,3,2,1 is the product of first seven positive integers. Thus this product is denoted
by 7 factorial, that is
[Link].3.2.1 = 7!
n! may be written as
n! = n(n-1)(n-2)(n-3)!
= n(n-1)(n-2)!
= n(n-1)!
If n = 0, then we define 0! = 1
Permutation
Permutation is defined as the number of arrangement which can be made by taking some or all
of the number of objects. The number of ‘n’ different objects taken ‘r’ at a time, denoted by nPr is given
by
n!
n
Pr 
 n  r !
Combination
A combination is subset or an arrangement of all or part of the objects of a single set without
regarding the order of the objects. The total number of possible combinations of a set of objects taken
all a time is one.
The number of combination of ‘n’ different objects taken ‘r’ at a time, denoted by nCr is given by

n!
n
Cr 
r ! n  r  !

Experiment
An act or the process of obtaining an observation is called experiment.
Trial
Performing of an experiment is called a trail.
Outcome
The result obtained from an experiment is called an outcome.
Random Experiment
An experiment having more than one unpredictable or uncertain outcomes is called random
experiment. Examples of random experiment are tossing a coin, rolling a die, drawing a card from a
deck of playing cards etc.
Sample Space
A complete list or set of the all possible outcomes of the random experiment is called sample
space. It is denoted by S.
Sample Points
The elements of a sample space are called sample points.
Event
An individual or any no. of outcomes from the sample space is called an event. According to
set terminology, subset of sample space is called event
Simple Event
A simple event is one which contains only one sample point of the sample space. The
occurrence of 4 when a die is thrown, is a simple event.
Compound Event
It is an event that contains two or more sample points of the sample space. Compound event
can be further decomposed into simple events. The occurrence of 9 with a pair of dice, is a compound
event.
Impossible Event
The empty set ∅ is also an event as it is a subset of sample space. An event is called impossible
event, if it contains no sample point of the sample space. Hence ∅ is impossible event.
Sure Event
It is an event that contains all the sample points of the sample space.
Complementary Event
If A is an event of all the sample points, then the complementary event A is an event that
contains all those sample points of S which are not in A.
Mutually Exclusive Events
Two or more events are said to be mutually exclusive. if they cannot occur together. Thus the
occurrence of head or tail in a single throw of a coin are mutually exclusive events. When a die is
rolled, the outcomes are mutually exclusive.
Not Mutually Exclusive Events
It two or more event can occur together; they are not mutually exclusive. It we draw a card
from an ordinary deck of 52 cards, it can be both a queen and card of spade. Therefore, queens and
cards of spade are not mutually exclusive.
Equally Likely Events
Two or more events are said to be equally likely events if they have same chance to occur. For
example, if we toss a coin, the head and tail have the same chance to be occur. Similarly, the six events
when we throw a die are equally likely.
Favorable Cases
The cases which entail the occurrence of an event are said to be favorable to the event.
Probability
It is defined as the ratio of favorable cases for the event to the total number of cases. Thus if
the number of cases favorable to event A is ‘m’ out of ‘n’ cases then
𝐹𝑎𝑣𝑜𝑟𝑎𝑏𝑙𝑒 𝑐𝑎𝑠𝑒𝑠 𝑓𝑜𝑟 𝐴 𝑚
𝑃(𝐴) = =
𝑡𝑜𝑡𝑎𝑙 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑐𝑎𝑠𝑒𝑠 𝑛
The probability of the non-occurrence of the event A (failure) is
𝑛−𝑚 𝑚
𝑃(𝑛𝑜𝑡 𝐴) = 𝑃(𝐴̅) = = 1 − = 1 − 𝑃(𝐴)
𝑛 𝑛
𝑃(𝐴̅) = 1 − 𝑃(𝐴)
The probability of an event A which belongs to a sample space S is defined as
𝑁𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑠𝑎𝑚𝑝𝑙𝑒 𝑝𝑜𝑖𝑛𝑡 𝑖𝑛 𝐴 𝑛(𝐴)
𝑃(𝐴) = =
𝑁𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑠𝑎𝑚𝑝𝑙𝑒 𝑝𝑜𝑖𝑛𝑡𝑠 𝑖𝑛 𝑆 𝑛(𝑆)
Properties of Probability
The probability of an event cannot be negative and its ranging from 0 to 1. The sum of
probability of success and failure is always equal to one.
𝑃(𝐴) ≥ 0
𝑃(𝐴) + 𝑃(𝐴̅) = 1
𝑃(𝑆) = 1
Random Variable
Random variable is a numerical quantity whose value is obtained the outcome of a random
experiment. A random variable is also called a chance variable, a stochastic variable or simply a
variate. Random variables are denoted by capital letters X, Y, Z while the values of the random variable
are denoted by X, y or z. A random variable is real valued function defined as each random variable
takes one and only one value in sample space as sample point in sample space.
For example, the number of heads obtained in tossing of two fair coins and the sum of the dots obtained
with a pair of dices in the above examples are the values of random variable.
Distribution Function
The distribution function for a random variable is denoted by F(x) and defined as
F(x) = P (X ≤ x). the function F(x) gives the probability of the event that X takes a valueless than or
equal to specified value of x. the distribution is denoted by df.
Types of Random Variables
There are two types of random variables
(i) Discrete random variable
(ii) Continuous random variable
Discrete random variable
A random variable which can assume finite or countably infinite values is called discrete
random variable. In other words, discrete random variable is a counted variable. It can take on only
certain disconnected values in an interval.
When two coins are tossed, the random variable “No of Heads” can take on only the values 0,
1 2. It is a discrete random variable.
Probability Distribution Function
Let X be a discrete random variable which can assume values x1, x2, x3, . . . . . . , xn with their
respective probabilities f(x1), f(x2), f(x3),. . . . f(xn), the set whose elements are the ordered pair
[xi, f(x)], i = 1, 2, 3, . . . . . , n is called the probability distribution or distribution function of the discrete
random variable X.
A discrete probability distribution may be expressed in a tabular for. It is arrangement in which
possible of a random variable x is arranged along with their respective probability such as
Value (xi) x1 x2 ............. xn
Probability f(xi) f(x1) f(x2) ............ . f(xn)
Properties of Probability Distribution Function
The probability distribution for a random variable must passes the following two properties.
i. The probability of an outcome xi is greater than or equal to zero.
f(xi) ≥ 0 for all i.
ii. The sum of the probabilities associated with all possible outcomes must be unity.

∑ 𝑓(𝑥𝑖 ) = 1

Continuous Random Variable

A random variable ‘X’ is defined to be continuous if it can assume every possible value in an
interval [a, b], a < b, where a and b may be -∞ and +∞ respectively. The height of a person, the
temperature at a place etc. are example of continuous random variable. A random variable may also
be defined as continuous it its distribution is continuous and it is differentiable at any point in given
range.
It should be noted that probability of a continuous random variable X taking any particular
value k is always equal to zero. Therefore, probability of a continuous random variable always be
calculated over a given interval.
Let the derivative of F(x) be denoted by f(x), then
𝑑
𝐹(𝑥) = 𝑓(𝑥)
𝑑𝑥
Properties of Probability density function OR Simple Density Function
Let we define a function f(x), which is called probability density function and denoted by p.d.f
or simply density function denoted by d.f. of the random variable X, if it satisfied the following
properties
(i) Probability density function is a non-zero function.
f(x) ≥ 0 for all i.
(ii) The integral of all possible values of the r.v ‘X’ between the specified limits must be equal
to unity.
∞

∫ 𝑓(𝑥)𝑑𝑥 = 1
−∞

(iii) The probability that a random variable falls in any interval [c, d] c < d is given by
P (c ≤ X ≤ d) = P (X ≤ d) – P (X ≤ c)
= F (d) – F(c)
𝑑 𝑐

= ∫ 𝑓(𝑥)𝑑𝑥 − ∫ 𝑓(𝑥)𝑑𝑥
−∞ −∞
𝑑

= ∫ 𝑓(𝑥)𝑑𝑥
𝑐

(iv) The probability that random variable ‘X’ falls in interval [x, x+dx] is expressible as f(x)dx
where f(x) is a continuous function of ‘X’. i.e.
P [x ≤ X ≤ (x+dx)] = F (x + dx) – F(x)
≅ 𝑓(𝑥)𝑑𝑥
The quantity f(x)dx is called the probability differential or probability elements of ‘X’.
Expected values/Mathematical Expectations
Let ‘X’ be a discrete random variable having values x1, x2, x3, . . . . . . , xn with their
corresponding probabilities f(x1), f(x2), f(x3),. . . . f(xn), where ∑ 𝑓(𝑥𝑖 ) = 1
Then the mathematical expectation is denoted as E(X) and read as expected value of ‘X’. the
mathematical expectation of ‘X’ is calculated as
𝐸(𝑋) = 𝑥1 𝑓(𝑥1 ) + 𝑥2 𝑓(𝑥2 ) + 𝑥3 𝑓(𝑥3 )+. . . . . . +𝑥𝑛 𝑓(𝑥𝑛 )
∞

𝐸(𝑋) = ∑ 𝑥𝑖 𝑓(𝑥𝑖 )
𝑖=1

Therefore, E(X)is the average value of the random variable ‘X’ over a very large number of trials.
If ‘X’ be a continuous random variable, then
∞

𝐸(𝑋) = ∫ 𝑓(𝑥)𝑑𝑥
−∞
 (i) If ‘X’ is a discrete random variable
∞

Mean = 𝜇 = 𝐸(𝑋) = ∑ 𝑥 𝑓(𝑥)

𝑥=0
2 2)
𝑉𝑎𝑟𝑎𝑖𝑛𝑐𝑒 = 𝜎 = 𝐸(𝑋 − [𝐸(𝑋)]2
∞

𝑤ℎ𝑒𝑟𝑒 𝐸(𝑋 2 ) = ∑ 𝑥 2 𝑓(𝑥)

𝑥=0

(ii) If ‘X’ is a continuous random variable

∞

Mean = 𝜇 = 𝐸(𝑋) = ∫ 𝑥𝑓(𝑥)𝑑𝑥

−∞
∞

𝑉𝑎𝑟𝑎𝑖𝑛𝑐𝑒 = 𝜎 2 = 𝐸(𝑋 2 ) = ∫ 𝑥 2 𝑓(𝑥)𝑑𝑥

−∞

Properties of Mathematical Expectation OR Expected Values

Following are the important properties of mathematical expectation or expected values of the
random variable ‘X’
(i) If ‘X’ I a random variable and both ‘a’ and ‘b’ are constant, then
E(ax+b) = aE(X) + b
(ii) The expected value of a constant is equal to a constant itself. If ‘a’ is a constant, then
E(a) = a
(iii) If ‘a’ is a constant and ‘X’ be a random variable, then the expected value of the product of
the constant and expected value of the random variable ‘X’ is
E(aX) = aE(X)
(iv) If ‘X’ and ‘Y’ are two random variables, then expected values of their sum or difference is
equal to the sum or difference of their respective expectation
E(X+Y) = E(X) + E(Y)
E(X-Y) = E(X) - E(Y)
(v) If ‘X’ and ‘Y’ are independent random variables, then the expected value of their product
is equal to the product of their respective expectation.
E(XY) = E(X).E(Y)
(vi) If ‘X’ is a random variable and expected value of ‘X’ is denoted by
E(X) = E[X – F(X)] = 0
Note: It should be noted that these properties are valid for discrete random variables as well as
continuous random variable.
Discrete Probability Distributions
The discrete probability distributions are defined as the rules or formula or function which
give the probabilities of every possible values of discrete random variables. Some of the important
distributions are as follows
(i) Binomial Distribution
(ii) Poisson distribution
(iii) Hypergeometric Distribution
Binomial Distribution
Binomial Experiment
If an experiment has only two possible outcomes say success and failure, right or wrong,
alive or dead, good or defective and so forth. If the probability of each outcome remains the same
throughout the trials, then such trails are called Bernoulli trials and the experiment having ‘n’ Bernoulli
trials is called binomial experiment.
Properties of binomial experiment
Some of the important properties of binomial experiment are as follows
(i) The outcome of each trials may be classified into two categories say success and failure.
(ii) The probability of success denoted by ‘p’ remains constant in each trial.
(iii) The successive trials are all independent.
(iv) The experiment is repeated a fix number of times, say ‘n’.
Binomial Random variable
A variable ‘X’ which denotes the number of success in a binomial experiment is called
binomial random variable. Binomial random variable is a discrete random variable which can assume
any of the values 0, 1, 2, 3, . . . . . . . . ,n.
Example: If a coin is rolled 3 times
S = { (HHH), (HHT), (HTH), (THH), (TTH), (THT), (HTT), (TTT) }
Let X denotes the number of heads.
X = 0, 1, 2, 3 is a binomial random variable
Binomial Distribution
If ‘p’ is the probability of success in a single trial and ‘q’ is the probability of failure, then the
probability of ‘x’ success in ‘n’ trials is given by the formula
𝑃(𝑋 = 𝑥) = 𝑛𝐶𝑥 𝑝 𝑥 𝑞 𝑛−𝑥
Where x = 0, 1, 2, . . . . . ,n
p + q = 1, q = 1 – p, p = 1 - q
This formula is called Binomial distribution.
Example: A fair coin is tossed 5 times. Find the probabilities of obtaining various number of heads.
n=5
Prob. of head = P(success) = p = 1⁄2

P(failure) = 1 – p = 1- 1⁄2 = 1⁄2

𝑃(𝑋 = 𝑥) = 𝑛𝐶𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 𝑥 = 0, 1, 2, 3, . . . . . . , 𝑛
𝑥 5−𝑥
𝑃(𝑋 = 𝑥) = 5𝐶𝑥 (1⁄2) (1⁄2) 𝑥 = 0, 1, 2, 3, 4, 5
0 5−0
𝑃(𝑁𝑜 𝐻𝑒𝑎𝑑) = 𝑃(𝑋 = 0) = 5𝐶0 (1⁄2) (1⁄2) = 1⁄32
1 5−1
𝑃(𝑂𝑛𝑒 𝐻𝑒𝑎𝑑) = 𝑃(𝑋 = 1) = 5𝐶1 (1⁄2) (1⁄2) = 5⁄32
2 5−2
𝑃(𝑇𝑤𝑜 𝐻𝑒𝑎𝑑) = 𝑃(𝑋 = 2) = 5𝐶2 (1⁄2) (1⁄2) = 10⁄32
3 5−3
𝑃(𝑇ℎ𝑟𝑒𝑒 𝐻𝑒𝑎𝑑) = 𝑃(𝑋 = 3) = 5𝐶3 (1⁄2) (1⁄2) = 10⁄32
4 5−4
𝑃(𝐹𝑜𝑢𝑟 𝐻𝑒𝑎𝑑) = 𝑃(𝑋 = 4) = 5𝐶4 (1⁄2) (1⁄2) = 5⁄32
5 5−5
𝑃(𝐹𝑖𝑣𝑒 𝐻𝑒𝑎𝑑) = 𝑃(𝑋 = 5) = 5𝐶5 (1⁄2) (1⁄2) = 5⁄32
Probability Distribution of number of heads when coin is tossed 5 time
X 0 1 2 3 4 5 Total
P(X) 1⁄ 5⁄ 10⁄ 10⁄ 5⁄ 1⁄ 1.00
32 32 32 32 32 32
1  3
Example: Let X have a binomial distribution with n= 4 and p  . Find P(X=1), P  X   , P(X=3),
3  2
P(X=6) and P(X≤2).
n4
1
p
2
1
q  1
3
2
q
3
x n x
P ( X  x)  C x p q , x  0,1, 2,......., n
n

P ( X  x)  4C x p x q 4 x , x  0,1, 2,3, 4
1 4 1
1  2 32
P ( X  1)  4C1     
3  3 81
 3
P X    0
 2
because random variable X assumes integer values 0, 1, 2, 3, 4
3 4 3
1  2 8
P ( X  3)  4C3     
3  3 81
P ( X  6)  0
 Because ‘X’ assumes values only 0, 1, 2, 3, 4
P( X  2)  P( X  0)  P( X  1)  P( X  2)
0 40 1 4 1 2 42
1  2 1  2 1  2
P( X  2)  C0    
4
 C1      4C2    
4

3  3  3  3  3  3
16 32 24
P( X  2)   
81 81 81
8
P ( X  2) 
9
Properties of Binomial Distribution
Some of the important properties of binomial distribution are as follows
(i) The binomial distribution is the discrete probability distribution and its probability density
function is
P( X  x)  nCx p x q n  x , where x  0,1, 2,3,.........., n
(ii) The binomial distribution has two parameters say n and p. where n = no. of trials and p =
probability of success.
(iii) The mean of the binomial distribution is np and variance is npq and its standard deviation
is √𝑛𝑝𝑞.
(iv) The mean of the binomial distribution is always greater than its variance. i.e. np > npq.
Mean and variance of the binomial Distribution
The mean of the binomial distribution is np
1'  Mean  E ( X )
  Xf ( X )
N
  nC x p x q n  x
X 0

The variance of the binomial distribution is npq

Var ( X )  E ( X 2 )   E ( X ) 
2

Var ( X )   2'  1'2

E( X 2 )   X 2 f ( X )

Example: If X is binomially distributed with mean 3.20 and variance is 1.152, find the complete
binomial probability distribution.
np  mean
np  3.20      1
npq  var iance
npq  1.52       2 

Dividing (2) by (1)

 npq 1.152

np 3.20
q  0.36
p  1 q
p  1  0.36
p  0.64
Putting the value of p in (1)
n(0.64)  3.20
3.20
n
0.64
n5
n
P( X  x)   nCx p x q n  x where x  0,1, 2,3........, n
x 0

P( X  x)  5Cx (0.64) x (0.36)5 x where x  0,1, 2,3, 4,5

P ( X  0)  5C0 (0.64) 0 (0.36)50  0.0061

P ( X  1)  5C1 (0.64)1 (0.36)51  0.0537
P ( X  2)  5C2 (0.64) 2 (0.36)5 2  0.1911
P ( X  3)  5C3 (0.64)3 (0.36)53  0.3397
P ( X  4)  5C4 (0.64) 4 (0.36)5 4  0.3021
P ( X  5)  5C5 (0.64)5 (0.36)55  0.1074
Complete Binomial distribution with mean = 3.20 and variance = 1.152
x P(x)
0 0.0061
1 0.0537
2 0.1911
3 0.3397
4 0.3021
5 0.1074
Total 1.000
Example: A die is rolled five times and 5 or 6 is considered a success. Find the probability of
(i) No success
(ii) At least two success
(iii) At least one but not more than 3 success
n5
 P ( success )  P (5or 6)
 P (5)  P (6)
1 1
 
6 6
2 1
 
6 3
1
p
3
q  1 p

1
q  1
3
2
q
3
P( X  x)  nCx p x q n  x
x 5 x
1  2
P ( X  x)  5C x     where x =1, 2, 3, 4, 5
3  3
(i) Probability of no success
0 5 0
1  2
P( X  0)  C0    
5
 0.1317
3  3
(ii) Probability of at least 2 success
P( X  2)  P( X  2)  P( X  3)  P( X  4)  P ( X  5)
2 5 2 3 5 3 4 5 4 5 5 5
1  2 1  2 1  2 1  2
 C2    
5
 C3      5C4      5C5    
5

3  3 3  3 3  3 3  3

 0.3292  0.1646  0.0412  0.0041
 0.5391
(iii) Probability of at least one but not more than 3 success
 Poisson Distribution
Another distribution based on discrete random variable is Poisson distribution after the
name of French Mathematician S. D. Poisson. It is the limiting form of the binomial distribution and
used when the probability of an event is very small and number of trials become very large. The density
function of Poisson distribution is
e   x
P( X  x)  where x = 0, 1, 2, 3, . . . . . . . , 
x!
Note: Most statistician use Poisson distribution instead of binomial distribution when n ≥ 20 and
p ≤ 0.05.
Properties of Poisson distribution
Some of the important properties of the Poisson Distribution are as follows
(i) The Poisson distribution is the discrete probability distribution and its density function
is
e   x
P( X  x)  where x = 0, 1, 2, 3, . . . . . . . , 
x!
(ii) The Poisson distribution has only one parameter which is equal to µ.
(iii) The Poisson distribution have mean and variance equal. i.e. mean = variance = µ = np.
Mean and Variance of the Poisson Distribution
The mean of the Poisson distribution is µ
Mean  E ( X )  1'   Xf ( X )
The variance of the Poisson distribution is also equal to µ.

Var ( X )  E ( X 2 )   E ( X )  
2

Example: If X is a Poisson random variable with parameter µ = 2, find the probabilities for x = 0,1,2,3
or more.
e   x
P( X  x)  where x = 0, 1, 2, 3, . . . . . . . , 
x!

e2  2 
x

P( X  x) 
x!

e2  2 
0

P( X  0)   0.13534
0!

e2  2 
1

P( X  1)   0.2707
1!

e2  2 
2

P( X  2)   0.2707
2!
P( X  3)  1  P( X  2)
 P( X  3)  1   P( X  0)  P( X  1)  P( X  2) 
P( X  3)  1   0.135335  0.27067  0.27067 
P( X  3)  0.32325
Example: Two hundred passengers have made reservations for an airplane flight. If the probability
that a passenger who had reservation will not show up is 0.01, what is the probability that exactly three
will not show up?
n  200
p  0.01
  np
  200  0.01
2
e   x
P( X  x) 
x!
e2 2 x
P( X  x) 
x!
Probability that exactly 3 will not show up
e2 23
P( X  3)   0.1804
3!
Normal Distribution
If in binomial distribution, the number of trials ‘n’ becomes very large and neither the probability of
success(p) nor the probability of failure ‘q’ becomes very small, then the binomial distribution approaches to a
continuous distribution called normal distribution. A continuous random variable ‘X’ is normally distributed if
and only if its probability density function is
1  x 
2

1  
 
f ( x)  e 2 -∞ < 𝑥 < +∞
 2
Where   mean
  standard deviation
  3.1415
e  2.7182
Cumulative Normal Distribution Function
The cumulative normal distribution function for the normal random variable X denoted
by F(X) given by the
1  t  
2
x  
1  
F ( x)   e 2 dt  P( X  x)
  2
Standard Normal Distribution
If the random variable X has a normal distribution with mean µ and variance  2 , then the
x
random variable Z  has a standard normal distribution with mean 0 and variance 1.

x
i.e. if X N (  ,  2 ) then Z N (0,1) where Z 

The standard normal probability density function is given by
1  12 z 2
f ( z)  e -∞ < 𝑍 < +∞
2
Properties of Normal Distribution
Some of the important properties of normal distribution are as follows
1  x 
2

1  
 
(i) The function of normal distribution, f ( x)  e 2 is the proper pdf because
 2




f ( x)dx  1 . i.e. P(-∞ < 𝑍 < +∞) = 1

(ii) The range of the normal distribution is from -∞ to +∞.

(iii) The normal distribution is symmetrical and its mean, median and mode are equal.
i.e. Mean = Median = Mode
(iv) The mean and variance of the normal distribution are µ and  2 respectively.
Mean and Variance of the Normal Distribution
(i) Mean of the normal distribution is equal to µ.

E( X )   xf ( x)dx


1  x 
2

1  
 
As f ( x)  e 2
 2
1  x 
2
  
1 
 xe dx  
2  
E ( x) 
 2 
 (ii) Variance of the Normal distribution is  2 .

var( X )  E ( X   )   (x  )
2
f ( x)dx


1  x 
2

1  
 
Where f ( x)  e 2
 2
1  x 
2
  
1  
var( x)   ( x   )
2
e 2 dx   2
  2
Example: Let the random variable Z the standard normal distribution. Find
i) P(0 ≤ Z 1.20)
ii) P(-1.65 ≤ Z ≤ 0)
iii) P(0.6 ≤ Z ≤ 1.67)
iv) P(-1.30 ≤ Z ≤ 2.18)
v) P(-1.96 ≤ Z ≤ -0.84)
vi) P(Z ≥ 1.96)
vii) P(Z ≤ -2.15)
Note: First we draw the normal curve sketch, shading the desired area(probability) for each part
(i) To find P(0 ≤ Z 1.20), in the table 9.2 we
move down ward the column marked Z until
1.2 is reached and then move across that row
to the column headed 0.00 to find entry
0.3849. Therefore P(0 ≤ Z 1.20) = 0.3849.
(ii) Since the normal curve is symmetrical about
the mean, therefore area between z = 0 and
positive value of z is equal to the area
between z = 0 and a negative value of z of the
same magnitude. Hence using table 9.2, we
have
P(-1.65 ≤ Z ≤ 0) = P(0 ≤ Z ≤ 1.65) = 0.4505

(iii) P(0.6 ≤ Z ≤ 1.67)

= P(0 ≤ Z ≤ 1.67) – P(0 ≤ Z ≤ 0.6)
= 0.4525 – 0.2257
= 0.2268
 (iv) P(-1.30 ≤ Z ≤ 2.18)
= P(-1.30 ≤ Z ≤ 0) + P(0 ≤ Z ≤ 2.18)
= 0.4032 + 4854
= 0.8886

(v) P(-1.96 ≤ Z ≤ -0.84)

= P(-1.96 ≤ Z ≤ 0) – P(-0.84 ≤ Z ≤ 0)
= 0.4750 – 0.2995
= 0.1755
(vi) P(Z ≥ 1.96)
= 0.5 - P(0 ≤ Z ≤ 1.96)
= 0.5 – 0.4750
= 0.0250

(vii) P(Z ≤ -2.15)

= 0.5 – P(-2.15 ≤ Z ≤ 0)
= 0.5 – 0.4842
= 0.0158

Example: A random variable X is normally distributed with µ = 50 and 𝜎 2 = 25. Find the probability
(a) that it will fall between (i) 0 and 40, (ii) 55 and 100, (b) that it will be (i) larger than 54, (ii) smaller
than 57.
We draw normal curve sketch showing x and z values and the desired area for each part.
With µ = 50 and 𝜎 2 = 25, we have
x  50
z
5
0  50
(a) (i) At x = 0, we computer, z  = -10, and
5
40  50
At x = 40, we find z   2.0
5
Hence using table 9.2 we have
P(0 ≤ X ≤ 40)
= P(-10 ≤ X ≤ -2)
= P(-10 ≤ Z ≤ -2) – P(-2 ≤ Z ≤ 0)
= 0.5 – 0.4772
=0.0228
 ii) We have x = 55
55  50
z  1.0
5
100  50
For x =100, z   10.0
5
P(55 ≤ X ≤ 100) = P(1.0 ≤ Z ≤ 10.0)
= P(0 ≤ Z ≤ 10.0) – P(0 ≤ Z ≤ 1.0)
= 0.5 – 0.3413
= 0.1587
b) (i) with µ = 50 and 𝜎 5, we have
54  50
for x = 54, z   0.80
5
P(X ≥ 54) = P(Z ≥ 0.8)
= 0.5 – P(0 ≤ Z ≤ 0.8)
= 0.5 – 0.2881
= 0.2119
57  50
ii) At x = 57, z   1.40
5
P (X < 57) = P(Z < 1.40)
= 0.5 + 0.4192
= 0.9192