Binomial & Normal Distribution
Binomial & Normal Distribution
For example; when we toss two fair coins then the event that exactly two heads occur is A=
{HH} is a simple event
Compound Event:
An event which consists of more than one sample points is called as compound event.
For example; when we toss two fair coins then the event that exactly one head occurs is A=
{HT, TH} is a compound event
Impossible Event:
An event which contains no sample point is called an impossible event and it is
denoted by .
Sure Event:
An event which contains all possible outcomes of an experiment is called as sure
event and it is denoted by S.
Mutually Exclusive events:
Two events A and B of a single experiment are said to be mutually exclusive if and
only if they cannot both occur at the same time or they have no common point i.e. A B =
For example; if A = {2, 4 , 6, 8, 10} and B = {1, 3, 5, 7, 9}
A∩B={}=
Therefore A and B are two mutually exclusive events.
Exhaustive events:
When the union of mutually exclusive events is equal to the entire sample space S,
then these events are said to be collectively exhaustive i.e. A B = S
For example; if S = {1, 2, 3, 4, 5, 6, 7, 8, 9, 10}, A = {1, 3, 5, 7, 9} and B = {2, 4, 6, 8, 10}
A B = {1, 2, 3, 4, 5, 6, 7, 8, 9, 10} = S
Therefore A and B are exhaustive events.
Equally Likely events:
Two events A and B are said to be equally likely, when they have equal chances of
occurrence.
For example; when we toss a coin, then Head is as likely to occur as Tail, therefore Head and
Tail are equally likely events.
DEFINITION OF PROBABILITY:
The Classical Definition of Probability:
If a random experiment can give “n” mutually exclusive and equally likely
outcomes and if “m” of which are favorable to the occurrence of a certain event A, then the
probability of the event A, denoted by P (A) is given as;
m Number of favourable outcomes
P (A) = =
n Number of all possible outcomes
Properties for the Probability of an event A:
(i) 0 ≤ P (A) ≤ 1 (ii) Total probability = P (S) = 1
…………………………………………….
Therefore;
1
P( getting 3) =
6
(c) The sample space for a die is;
S = {1, 2, 3, 4, 5, 6}
3 1
P(an even number ) = =
6 2
…………………………………………….
Example# 2: Two coins are tossed, find the probability of getting (i) only one head (ii) two
heads (iii) two tails.
Solution: The sample space for two coins is
S = {HH, HT, TH, TT}
2 1
(a) P (1 Head ) = =
4 2
1
(b) P(2 Heads) =
4
1
(c) P (2 Tails ) =
4
……………………………………………….
Example# 3: Two fair dice are rolled together, find the probability that (i) sum of dots is
equal to 5 (ii) sum of dots is even (iii) sum of dots is greater than 8 (iv) sum of dots is odd
(v) product is between 4 and 12 (both inclusive) (vi) same number appears on both dice.
Solution: The sample space for pair of dice is;
S = {(1, 1), (1, 2), (1, 3), (1, 4), (1, 5), (1, 6), (2, 1), (2, 2), (2, 3), (2, 4), (2, 5), (2 , 6), (3, 1),
(3, 2), (3, 3), (3, 4), (3, 5), (3 , 6), (4, 1), (4, 2), (4, 3), (4, 4), (4, 5), (4 , 6), (5, 1), (5, 2),
(5, 3), (5, 4), (5, 5), (5 , 6), (6 , 1), (6 ,2), (6 , 3), (6, 4), (6, 5), (6 , 6) }
(i) Let A = Sum of dots is 5
A = {(1, 4), (2, 3), (3, 2), (4, 1)}
4 1
P (A) = =
36 9
(ii) Let B = Sum of dots is even
B = {(1, 1), (1, 3), (1, 5), (2, 2), (2, 4), (2, 6), (3, 1), (3, 3), (3, 5), (4, 2), (4, 4), (4, 6), (5, 1),
(5, 3), (5, 5), (6, 2), (6, 4), (6, 6)}
18 1
P( B) = =
36 2
(iii) Let C = Sum of dots is greater than 8
C = {(3, 6), (4, 5), (4, 6), (5, 4), (5, 5), (5, 6), (6, 3), (6, 4), (6, 5), (6, 6)}
10 5
P (C ) = =
36 18
(iv) Let D = Sum of dot is odd
D = {(1, 2), (1, 4), (1, 6), (2, 1), (2, 3), (2, 5), (3, 2), (3, 4), (3, 6), (4, 1), (4, 3), (4, 5), (5, 2),
(5, 4), (5, 6), (6, 1), (6, 3), (6, 5)}
18 1
P( D) = =
36 2
10 1
P (White marble) = =
20 2
……………………………………………….
Example# 6: A fair coin is tossed three times. What is the probability that at least one head
occurs?
Solution: The sample space for a three dice is;
S = {HHH, HHT, HTH, HTT, THH, THT, TTH, TTT}
Let A = At least one head appears
A = {HHH, HHT, HTH, HTT, THH, THT, TTH}
7
P (A) =
8
……………………………………………….
Example# 7: If a card is drawn from a pack of 52 playing cards, find the probability that
it is a (i) red card (ii) card number is 10 (iii) diamond cards.
Solution:
26 1
(i) P(Re d Card ) = =
52 2
4 1
(ii) P(Card number 10) = =
52 13
13 1
(iii) P ( Diamond Card ) = =
52 4
……………………………………………….
1. BINOMIAL PROBABILITY DISTRIBUTION:
Bernoulli Trials:
Repeated independent trials in which there are only two possible complementary
outcomes denoted by S for success and F for failure with P ( S ) = p and P ( F ) = 1 − p = q (i.e.
probability of success remains same for all trials) are called Bernoulli trials.
Binomial Experiment:
An experiment consisting of “n” Bernoulli trials is called as Binomial experiment.
OR
An experiment of “n” independent trials, in which the outcome can always be
classified as either a success or a failure and in which probability of success remains constant
from trial to trial is called a Binomial experiment.
Properties of Binomial Experiment:
(i) The outcome of each trial may be classified into one of two categories: success and
failure.
(ii) The successive trials are all independent.
(iii) The probability of success remains constant from trial to trial.
(iv) The experiment is repeated a fixed number of times say “n”.
Example# 8: Suppose you independently flip a coin 4 times and the outcome of each toss
can be either head or tails. What is the probability of obtaining exactly 2 tails?
1
Solution: Given n = 4, p = P(tail ) =
2
1 1
then q = 1− p = 1− =
2 2
4− x
n x n− x 4 1 1
x
As P( X = x) = p q = x = 0,1, 2,3, 4
x x 2 2
4−2
4 1 1
2
P( X = 2) =
2 2 2
2
1 1 1 1 6
P( X = 2) = 6 = 6 =
4 2 4 4 16
3
P ( X = 2) =
8
…………………………………………….
Example# 9: Let X have a binomial distribution with n = 3 and p = 0.4. Find
3
P X = , P ( X = 2), P ( X 2), P ( X = −2) and P ( X 2)
2
Solution: Given n = 3, p = 0.4
then q = 1 − p = 1 − 0.4 = 0.6
n 3
As P( X = x) = p x q n − x = (0.4) x (0.6)3− x ; x = 0,1, 2,3
x x
3
(i) P( X = ) = 0
2
Because there is no probability for fraction in Binomial Probability distribution
3
(ii) P( X = 2) = (0.4) 2 (0.6)3− 2 = (3)(0.16)(0.6) = 0.288
2
(iii) P( X 2) = P( X = 0) + P( X = 1) + P( X = 2)
3 3 3
P( X 2) = (0.4)0 (0.6)3−0 + (0.4)1 (0.6)3−1 + (0.4) 2 (0.6)3−2
0 1 2
P( X 2) = (1)(1)(0.216) + (3)(0.4)(0.36) + (3)(0.16)(0.6)
P( X 2) = 0.216 + 0.432 + 0.288 = 0.936
(iv) P( X = −2) = 0
Because there is no probability for Negative numbers in Binomial Probability
distribution
(v) P( X 2) = P( X = 2) + P( X = 3)
3 3
P( X 2) = (0.4) 2 (0.6)3− 2 + (0.4)3 (0.6)3−3
2 3
P( X 2) = (3)(0.16)(0.6) + (1)(0.064)(1)
P( X 2) = 0.288 + 0.064 = 0.352
…………………………………………….
Example# 10: A die is rolled five times and a 5 or 6 is considered a success. Find the
probability of (i) no success (ii) at least 2 success
Solution: Given n = 5
p = P(5 or 6) = P(5) + P (6)
1 1 2 1
p=+ = =
6 6 6 3
1 2
then q = 1− p = 1− =
3 3
Let X = Number of getting 5 or 6 on a die
5− x
n x n− x 5 1 2
x
Example# 14: Find the probability of getting (i) exactly 4 heads and (ii) not more than 4
heads when 6 coins are tossed.
1
Solution: Given n = 6, p = P( Head ) =
2
1 1
then q = 1− p = 1− =
2 2
Let X = Number of heads on a die.
6− x
n x n− x 6 1 1
x
Example# 17: One in every 6 coffee drinkers at a restaurant prefers coffee with cream, sugar,
or both. If 4 coffee drinkers are chosen at random, what is the probability that at least 1 coffee
drinker prefers coffee with cream, sugar, or both?
Example# 18: Eighty percent of the songs played at a radio station are rock songs. If 10
songs are chosen at random from the station’s play list, what is the probability that at least 9
of the songs will be rock songs? D.Y.S.
…………………………………………….
Example# 19: The incidence of occupational disease in an industry is such that the workmen
have a 20% chance of suffering from it. What is the probability that out of 6 workmen (i) not
more than 2 and (ii) 4 or more will catch the disease?
Solution: Given n = 6, p = 20% = 0.20
then q = 1 − p = 1 − 0.20 = 0.80
Let X = Number of workmen suffering from occupational disease.
n 6
P( X = x) = p x q n − x = ( 0.20 ) ( 0.80 ) ;
6− x
x = 0,1, 2,3, 4,5, 6
x
As
x x
(i) P( X 2) = ?
(ii) P( X 4) = ? D.Y.S.
…………………………………………….
Binomial Frequency Distribution:
If the binomial probability distribution is multiplied by N, the number of experiments,
the resulting distribution is known as Binomial frequency distribution. Thus the expected
n
frequency of x successes in “N” experiment is N . p x q n − x
x
n
i.e. f e = N . p x q n − x = N .(q + p ) n
x
where f e = Expected or Theoretical frequency
……………………………………………
Example# 20: Five dice are tossed 96 times. Find the expected frequencies when throwing of
a 5 or a 6 is called as a success.
Solution: Given n = 5, N = 96
1 1 1 3 1
p = P(4,5 or 6) = P(4) + P(5) + P(6) = + + = =
6 6 6 6 2
1 1
then q = 1− p = 1− =
2 2
Let X = Number of getting of 4, 5 or 6 on a die.
5− x
n x n− x 5 1 1
x
As P( X = x) = p q =
x x 2 2
5− x
5 1 1
x
x P( X = x) = f e = N .P( X = x)
x 2 2
5−0
5 1 1
0
1 1
0 = 96 =3
0 2 2 32 32
5−1
5 1 1
1
5 5
1 = 96 = 15
1 2 2 32 32
5− 2
5 1 1
2
10 10
2 = 96 = 30
2 2 2 32 32
5−3
5 1 1
3
10 10
3 = 96 = 30
3 2 2 32 32
5− 4
5 1 1
4
5 5
4 = 96 = 15
4 2 2 32 32
5 −5
5 1 1
5
1 1
5 = 96 = 3
5 2 2 32 32
Total 1.0000 f e = 96
……………………………………………
Note:
In Binomial Probability distribution
Mean = = np
Variance = 2 = npq
S .D. = = npq
………………………………………….
Note: In Binomial Probability distribution
2
………………………………………….
Example# 21: A r.v. X is binomially distributed with mean 3 and variance 2. Find n and p.
Solution: Given
= np = 3.......................(i)
2 = npq = 2.......................(ii)
Putting np = 3 in equation (ii)
2
3q = 2 q=
3
2 1
And p = 1− q = 1− =
3 3
1
Putting p = in equation (i)
3
1
n = 3 n = 3 3 = 9
3
……………………………………………
Example# 22: Find the mean, variance and the standard deviation of a binomial distribution
with 50 trials, for which the probability of success is 0.1?
Solution: Given n = 50, p = 0.1
then q = 1 − p = 1 − 0.1 = 0.90
As we know that
= np = (50)(0.1) = 5
2 = npq = 50(0.1)(0.9) = 4.5
And = npq = 50(0.1)(0.9) = 4.5 = 2.12
……………………………………………
Example# 23: Find the standard deviation of a binomial distribution with 8 trials, for which
the probability of success is 0.3.
Example# 24: In a doctor’s office, 80% of the patients are adults. If 15 patients are scheduled
for an appointment on a given day, what is the expected number of adults? What is the
standard deviation?
D.Y.S.
……………………………………………
Note:
The shape of the Binomial probability distribution depends upon its parameters “n”
and “p” as
1
(i) If p = q = , then distribution is symmetrical.
2
1
(ii) If p q or p , then distribution is positively skewed
2
1
(iii) If p q or p , then distribution is negatively skewed.
2
………………………………………….
2. NORMAL DISTRIBUTION:
If “n” (no. of trials) in a binomial probability distribution becomes very large
and “p” (probability of success) does not become very small, then the binomial probability
distribution approaches a continuous distribution known as “Normal Distribution”.
OR
The limiting form of the binomial probability distribution is known as normal
distribution
i.e lim b( x; n, p) = Normal Distribution
n→
The Normal distribution is also called the Gaussian distribution in honor of the great German
mathematician Carl F. Gauss (1777 – 1855), who derived its equation mathematically as the
probability distribution of the errors of measurement.
………………………………………………
EQUATION OF NORMAL DISTRIBUTION OR THE PROBABILITY
DENSITY FUNCTION (p.d.f) OF THE NORMAL DISTRIBUTION:
The p.d.f. of the Normal Distribution is;
2
1 X −
1 −
2
y = f ( x) = e ; − X
2
Where
y = The values marked along Y-axis (Ordinate)
x = The values marked along X-axis (Abscissa)
= Mean of the normal distribution
= Standard deviation of the normal distribution
= Constant
22
7
e = Constant ( 2.71828182.....)
………………………………………………
Parameters of Normal distribution:
Normal distribution has two parameters and 2 where is the location parameter
and is the shape parameter.
2
………………………………………………
Note:
X ~ N ( , 2 ) is read as “X is distributed Normally with mean and variance ”.
2
………………………………………………
Standardized Variable:
X −
The variable Z = which measures the deviation from mean in standard
deviation units is called the standardized variable or standard normal variable. It is important
to note that the standardized variable always has mean zero and variance one.
………………………………………………
Standardized Normal Distribution:
The normal probability distribution of Z which has zero mean and unit variance, is
called the Standardized Normal distribution or Unit Normal distribution and is denoted by
N(0, 1). The p.d.f. for Standard Normal distribution denoted by ( z ) is given as;
1 − 12 z 2
( z) = e ; − z
2
………………………………………………
………………………………………………
PROPERTIES OF NORMAL DISTRIBUTION:
The Normal distribution has following important properties:
(i) The distribution is bell-shaped, unimodel and symmetrical i.e.
mean=median=mode
(ii) The total area under the normal curve is unity or one.
(iii) In a normal distribution points of inflection are equidistant from mean which
lies at − and + .
4
(iv) In a normal distribution M .D = 0.7979 = .
5
(v) In a normal distribution Q.D = 0.6745 .
(vi) In a normal distribution all odd ordered moments about mean are zero.
i.e. 1 = 3 = 5 = ........ = 0 . Also 1 = 0 .
( ) and 2 = 3 .
2
(vii) In a normal distribution 2 = 2 , 4 = 3 2
X − 92.5 − 100
P( X 92.5) = P
16
P( X 92.5) = P( Z −0.47)
P( X 92.5) = ( −0.47)
P( X 92.5) = 0.3192
(b) P( X 107.5) = ?
X − 107.5 − 100
P( X 107.5) = P
16
P( X 107.5) = P( Z 0.47)
P( X 107.5) = (0.47)
P( X 107.5) = 0.6808
(c) P( X 124) = ?
X − 124 − 100
P( X 124) = P
16
P( X 124) = P( Z 1.50)
P( X 124) = 1 − (1.50)
P( X 124) = 1 − 0.9332 = 0.0668
(d) P(112 X 128.5) = ?
X − 76 − 100
P( X 76) = P
16
P( X 76) = P( Z −1.50)
P( X 76) = 1 − ( −1.50)
P( X 76) = 1 − 0.0606 = 0.9394
………………………………………………
Example# 26: If X is normally distributed with zero mean and = 0.6 , find P( X 0) and
P(0.2 X 1.8)
Solution:
Given = 0, = 0.6
(i) P( X 0) = 0.5
0.2 − 0 X − 1.8 − 0
P ( 0 . 2 X 1 .8 ) = P
0.6 0.6
P(0.2 X 1.8) = P(0.33 Z 3.00)
P(0.2 X 1.8) = (3.00) − (0.33)
P(0.2 X 1.8) = 0.9987 − 0.6293 = 0.3694
………………………………………………
Example# 27: Scores on a certain nation-wide college entrance examination follow a normal
distribution with a mean of 500 and a standard deviation of 100. Find the probability that a
student will score (i) over 650 (ii) less than 250 (iii) between 325 and 675.
Example# 28: A radar unit is used to measure speeds of cars on a motorway. The speeds are
normally distributed with a mean of 90 km/hr and a standard deviation of 10 km/hr. What is
the probability that a car picked at random is travelling at more than 100 km/hr?
Example# 29: The length of life of an instrument produced by a machine has a normal
distribution with a mean of 12 months and standard deviation of 2 months. Find the
probability that an instrument produced by this machine will last (a) less than 7 months.(b)
between 7 and 12 months.
Example# 30: A large group of students took a test in Physics and the final grades have a
mean of 70 and a standard deviation of 10. If we can approximate the distribution of these
grades by a normal distribution, what percent of the students (a) scored higher than 80 (b)
should pass the test (grades≥60) (c) should fail the test (grades<60)?
Example# 31: Scores on a standard IQ Test for people aged 20 to 34 are normally distributed
with mean 110 and standard deviation 25.
(a) What percent of young adults below 75 on this IQ Test?
(b) What is the probability that a young adult will score above 180 on this IQ Test?
(c) What is the probability that a young adult will score between 85 and 160 on this IQ Test?
D.Y.S.
………………………………………………
Example# 32: Given that the heights of college boys is normally with mean 62 inches and
standard deviation 4 inches, and the minimum height required for joining the police force is
64 inches. Find the percentage of boys who would be rejected on account of their height?
Solution:
Given = 62, = 4
Let X = Height required for joining Police force
P( X 64) = ?
X − 64 − 62
P( X 64) = P
4
P( X 64) = P( Z 0.50)
P( X 64) = (0.50)
P( X 64) = 0.6915
Hence required percentage of boys who would be rejected due to their height = 0.6915 x 100
Hence required percentage of boys who would be rejected due to their height = 69.15%
………………………………………………
NORMAL FREQUENCY DISTRIBUTION:
If we multiplied the normal distribution by “N” the number of sets of all possible
experiments, we get the Normal frequency distribution as;
1 x−
2
1 −
fe = N. e 2 ; − X
2
Where fe = expected or theoretical frequency
………………………………………………
Example# 33: Suppose that the weights of 2000 male students are normally distributed with
mean 155 pounds and standard deviation 20 pounds. Find the number of students with weight
(i) less than or equal to 100 pounds (ii) between 120 and 130 pounds (iii) greater than or
equal to 200 pounds.
Solution: Given N = 2000, = 155 lbs and = 20 lbs
Let X = Weight of students in pounds.
(i) P( X 100) = ?
X − 100 − 155
P( X 100) = P
20
P( X 100) = P( Z −2.75)
P( X 100) = ( −2.75)
P( X 100) = 0.0030
Hence number of students whose weight is less than or equal to 100 pounds = 0.0030 x N
Hence number of students whose weight is less than or equal to 100 pounds = 0.0030 x 2000
Hence number of students whose weight is less than or equal to 100 pounds = 6
a − 70
= 0.879
5
a − 70
= −1 (0.879)
5
a − 70
= 1.1700 a − 70 = 5(1.1700)
5
a − 70 = 5.85 a = 70 + 5.85
a = 75.85
(ii) Let “a” be the required point, then
P( X a ) = 81.7%
P( X a ) = 0.817
X − a − 70
P = 0.817
5
a − 70
PZ = 0.817
5
a − 70 a − 70
1− = 0.817 − = 0.817 − 1
5 5
a − 70 a − 70
− = −0.183 = 0.183
5 5
a − 70
= −1 (0.813)
5
a − 70
= −0.9040 a − 70 = 5( −0.9040)
5
a − 70 = −4.52 a = −4.52 + 70
a = 65.48
(iii) Let “a” and “b” are the required points, then
P( a X b) = 70%
P( a X b) = 0.70
As we know that
Total Probability = 1
P( X a ) + P( a X b ) + P( X b ) = 1
P( X a ) + 0.70 + P( X b) = 1
P( X a ) + P( X b) = 1 − 0.70
P( X a ) + P( X b) = 0.30
0.30
Then P( X a ) = P( X b ) = = 0.15
2
P( X a ) = 0.15 P( X b) = 0.15
X − a − 70 X − b − 70
P = 0.15 = 0.15
5
P
5
a − 70 b − 70
PZ = 0.15 PZ = 0.15
5 5
a − 70 b − 70
= 0.15 1− = 0.15
5 5
a − 70 b − 70
= −1 (0.15) −
5 = 0.15 − 1
5
a − 70
= −1.0364 a − 70 = 5( −1.0364) b − 70 b − 70
5 − = −0.85 = 0.85
a − 70 = −5.182 a = 70 − 5.1825 5 5
b − 70
a = 64.818 = −1 (0.85)
5
b − 70
= 1.0364 b − 70 = 5(1.0364)
5
b − 70 = 55.182 b = 70 + 5.1825
b = 75.1825
………………………………………………
Example# 37: In a normal distribution = 30 and = 5 . Find;
(i) A point that has 15% area below it.
(ii) A point that has 28% area above it.
(iii) D.Y.S.
Two points containing middle 95% area.
………………………………………………
Example# 38: The time required by a nurse to inject a shot of penicillin has been observed to
be normally distributed with a mean of = 30 seconds and a standard deviation of = 10
seconds. Find the (i) 10th percentile i.e. P10 (ii) 90th percentile i.e. P90
Solution: Given = 30 and = 10
(i) P10 means 10% area below it.
i.e. P( X P10 ) = 10%
P( X P10 ) = 0.10
X − P10 − 30
P = 0.10
10
P − 30
P Z 10 = 0.10
10
P − 30
10 = 0.10
10
P10 − 30
= −1 (0.10)
10
P10 − 30
= −1.2816 P10 − 30 = 10(−1.2816)
10
P10 − 30 = −12.816 P10 = 30 − 12.816
P10 = 17.18 Seconds
(ii) P90 means 90% area below it.
i.e. P( X P90 ) = 90%
P( X P90 ) = 0.90
X − P90 − 30
P = 0.90
10
P − 30
P Z 90 = 0.90
10
P − 30
90 = 0.90
10
P90 − 30 −1
= (0.90)
10
P90 − 30
= 1.2816 P90 − 30 = 10(1.2816)
10
P90 − 30 = 12.816 P90 = 30 + 12.816
P10 = 42.816 Seconds
………………………………………………
Example# 39: The average life of a certain type of small motors is 10 years with standard
deviation of 2 years. The manufacturer replaces free all motors that fail while under
guarantee. If he is willing to replace only 3% of the motors that fail. How long a guarantee
should he offer? Assume that the lives of the motors follow normal distribution.
Solution: Given = 10 years and = 2 years
Let G = Guarantee of motors that should be offer by manufacturer
P( X G ) = 3%
P( X G ) = 0.03
X − G − 10
P = 0.03
2
G − 10
PZ = 0.03
2
G − 10
= 0.03
2
G − 10
= −1 (0.03)
2
G − 10
= −1.8808 G − 10 = 2( −1.8808)
2
G − 10 = −3.7616 P10 = 10 − 3.7616
G = 6.24 years
………………………………………………
…………………………………………………………………………………………..