x=x

x2= x + x(x-1)

x3 = x+ x(x-1)(x-2)

x4 = x(x-1)(x-2)+3x(x-1)+x

Probability Distribution
A random variable “x” associated with outcomes of a random experiment is called probability
distribution.

Based on type of random variable (discrete-BD, PD. continuous-ND), the probability distributions are
different.

If the random variable is discrete type: its probability distribution is called probability mass function
(Binomial, poison etc). If the random variable is continuous type: its probability is called probability
density function (Normal distribution etc).
+∞
p.m.f. : P(xi)=1 p.d.f. : ∫ f ( x ) . dx=1
−∞

0< pi<1

Bernoulli distribution:

If a random experiment is conducted once, it may resulted in any one probability [‘p’ (success) or ‘q’
(failure)].

f(x:p) = p if x=1

q if x=0

0 otherwise

Binomial Distribution (B.D.)

(Repeated Bernoulli distribution ‘n’ times)

xB(n,p)

 No. of observation ‘n’ is finite.

 Independent and identical trials.
 Probability of success ‘p’ is constant for all trials.
 ‘x’ success & (n-x) failures can be arranged in ncx way with each probability of pxqn-x.

 B.D. can be expressed as ( nx) p q

x (n− x)

 Here, n,p are two parameters.

 Mode: If (n+1)p is integral, then 2 modes of the series i.e. (n+1)p and (n+1)p-1.
n
 μ1 (1 st raw moment )=∑ x ( ¿ ) p q
' ( n− x ) x
¿
x
 μ2 (2 nd central moment )=npq
 μ3 ( 3 rd central moment )=npq (q−p)
 μ4 (4 th central moment)=¿ npq [1+3 ( n−2 ) pq ]
2
[ npq(q− p)] ( q−p )2
 β 1= 3
=
(npq) npq
If p=q=1/2 β 1=0 (i.e. symmetrical)
2
3(npq) +npq (1−6 pq) 1−6 pq
β 2= 2
=3+
(npq) npq
 if 2=2-3 < 0 (Platykurtik)
= 0 (Mesokurtik)
> 0 (Leptokurtik)
Use: Tossing a coin/rolling a dice/drawing cards from a platykurtik.

Poisson Distribution (P.D.):

A random variable ‘x’ is said to follow a Poisson Distribution, if it assumes only non-negative
−¿
ex
values and its p.m.f. is ❑ ¿ here; p 0
x!
n

 = fixed = Mean

x PD() p  0, n  ,  is fixed

PD Mass Function Generation:

a. STIRLING APPROXIMATION
1
(n+ )
Using stirling’s approximation: lim n !=√ 2 π e−n n 2
n→∞
lim n !
( )[ ]
( n−x )

()
n
n x (n− x ) n→∞ λ λ
lim b ( x ; n , p ) =¿ p q = 1− ¿
n→∞ x x ! ( n−x ) ! n n
1
(n + )
lim √ 2 π e−n n 2

( )[ ]
n ( n− x )
n→∞ λ λ
1
1−
(n−x+ ) n n
x !√2 π e
−(n −x) 2
(n−x)
1
(n + )
2
lim n
[ ]
( n−x )
λx n →∞ λ
¿ x 1
1−
e x! (n−x+ )
2
n
(n−x )

[ ]
( n−x )
λ
lim 1−
λx n→ ∞ n
¿
ex x ! x (n− x+1/ 2)
[1− ]
n
 [ ] [ ]
n −x
λ λ
lim 1− . lim 1−
λx n→∞ n n →∞ n
¿
ex x !
[ ] [ ]
n 1
x x (− x+ )
2
lim 1− . lim 1−
n →∞ n n →∞ n

As lim 1− =e−λ and lim 1−

[ ] =1(where,  is a function of n)
[ ]
n ❑
λ λ
n n

Therefore,
n →∞ n→∞

. =
x −λ
λ e .1 e−λ λ x
lim b ( x ; n , p ) = x −x
n→∞ x ! e e .1 x!

b. As a limiting case of BD when n

() ( )( )
x
n x( ( n− x ) n p ( 1− p )n
b ( x ; n , p )= p 1−p ) =
x x 1− p

()
x
λ

[ ]
n
n ( n−1 ) ( n−2 ) … ( n−x +1 ) n λ
¿ . 1−
[ ]
x
x! λ n
1−
n

[ ][ ] [
1−
1 2
1− … 1−
x−1
]
[ ]
n
n n n x λ
¿ λ 1−
[ ]
x
λ n
x ! 1−
n

−¿
lim b ( x ; n , p ) =¿ ¿ ❑x e ¿; x=0, 1, 2…
n→∞ x!

Use: No. of printing mistakes in a book.

No. of faulty items in a lot.

Mode: for integers: , -1

For non-integer: 

−¿
n xe
 μ1 (1 st raw moment )=∑ x ( ¿ )❑
'
=. ¿ ¿
x x!
 μ2 ( 2nd central moment )=(i. e . variance ).
 μ3 ( 3 rd central moment )=.
 μ4 (4 th central moment)=¿ 3❑2+ .
2
 β 1= ❑3 = ❑−1 >0 (positively skewed)
❑
If p=q=1/2 β 1=0 (i.e. symmetrical)
1
β 2=3❑ + ¿ 2 =3+ >3 ¿ ¿eptokurtik)
2

❑ ❑

NORMAL DISTRIBUTION

The Normal Distribution (N.D.) was first discovered by De-Moivre as the limiting form of the binomial
model in 1733, later independently worked Laplace and Gauss.

The Normal distribution is “probably” the most important distribution in statistics. It is a probability
distribution of a continuous random variable and is often used to model the distribution of discrete
random variable as well as the distribution of other continuous random variables. The basic from of
normal distribution is that of a bell, it has single mode and is symmetric about its central values. The
flexibility of using normal is distribution is due to the fact that the curve may be centered over any
number on the real line and it may be flat or peaked to correspond to the amount of dispersion in
the values of random variable.

Definition: A random variable X is said to follow a Normal Distribution with parameter  and 2 if its
density function is given by the probability law
2
−( x−μ)
1 2

f ( x )= e 2σ
−∞< x < ∞ ;−∞ < μ<∞ ; σ > 0
σ √2 π
where,  = 22/7

e = 2.7183

 = population mean

 = population standard deviation

x = a given value of the random variable in the range −∞ < x <∞

Characteristics of Normal distribution and normal curve

It has the following properties

i. The curve is bell shaped and symmetrical, about the mean m

ii. The height of normal curve is at its maximum at the mean. Hence the mean and mode of normal
distribution coincides. Also the number of observations below the mean in a normal distribution is
equal to the number of observations

about the mean. Hence mean and median of N.D. coincides. Thus, N.D. has

Mean = median = mode

 • iii. As “x” increases numerically, f(x) decreases rapidly, the maximum probability

1
• occurring at the point x = , and given by [P (x)]max =
σ √2 π
2
μ3
• Skewness = β 1= 3
=0
μ2

μ4
• Kutosis = β 1= 2
=3 (all 1, 2, 3 and 4 are called central moments)
μ2

• All odd moments are zero’s i.e. 1 = 2 = 3 = 5 = …=0.

• Q1, Q3 are equidistant from median.

• Linear combination of independent normal variates is also a normal variate.

[ ]
1
1
• The points of inflexion of the curve is given by x= μ ± σ , f ( x )= e2
σ √2 π
+∞
• If ∫ f ( x ) dx then the area under the normal
−∞
curve is distributed as follows:

 - < x < + covers 68.26% of area

 -2 < x < +2 covers 95.44% of area
 -3 < x < +3 covers 99.73% of area

The Normal Curve: The graph of the normal distribution depends on two factors – the mean and the
standard deviation. The mean of the distribution determines the location of the center of the graph,
and the standard deviation determines the height and width of the graph. When the standard
deviation is large, the curve is short and wide; when the standard deviation is small, the curve is tall
and narrow. All normal distributions look like a symmetric, bell-shaped curve, as shown below.

The curve on the left is shorter and

wider than the curve on the right, as
the curve on the left has a bigger S.D.

Standard Normal Distribution (SND):

x−μ
If ‘x’ is a normal random variable with mean  and standard deviation , then z= is a standard
σ
normal variate with zero mean and S.D.=1.
z
2
+∞
1
The p.d.f. of a standard normal variate ‘z’ is f ( z )= e 2 and ∫ f ( z ) dz=1
√2 π −∞
A graph representing the p.d.f. of the SND is also known as a Normal Curve or a Bell Curve. To draw
such a curve, one needs to specify 2 parameters, the mean and S.D.
 Properties of Standard Normal Curve:

1
 Maximum ordinate is f(x)=
√2 π σ
 QD:MD:SD= 2/3  : 4/5  :  = 10:12:15

 Mean= 
b
 Area under the curve is: P(a<x<b) = ∫ f ( x ) dx
a
2
+∞ −(x−μ )
 Moments: μr =E ( x−m ) r= ∫ ( x−μ) 1 r 2σ
2
dx
e
−∞ σ √2 π
 μ1=E ( x−m) =0
2
+∞ −(x−μ)

()
2 2
1 2 σ 1 1 2σ 1
 μ2=E ( x−m) 2= ∫ ( x−m ) 2
. √ π = 2
2

e 2σ dx = . γ =
−∞ σ √2 π √π 2 2 √π 2
 μ3 = 0

 μ4 =E ( x−m ) 4 = 34

 So, all odd moments are zero

 Even moments: 2r= 1.3.5….(r). 2r

 The curve touches x-axis at x=+

 β 1=0 , β 2=3 i.e. Symmetrical curve