RANDOM VARIABLES AND PROBABILITY

DISTRIBUTIONS

FRANCISCO CHAMERA

August 7, 2024

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 RAVA - Definition

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 RAVA - Definition

A variable X is a random variable if the

value that it assumes, corresponding to the
outcome of an experiment, is a chance or
random event.

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 RAVA - Examples of Random Variables

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 RAVA - Examples of Random Variables

X = Number of people in a room at a

randomly selected time of day.

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 RAVA - Examples of Random Variables

X = Number of people in a room at a

randomly selected time of day.
X = GPA for a randomly selected first year
student.

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 RAVA - Examples of Random Variables

X = Number of people in a room at a

randomly selected time of day.
X = GPA for a randomly selected first year
student.
X = Number on the upper face of a randomly
tossed die.

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 RAVA - Examples of Random Variables

X = Number of people in a room at a

randomly selected time of day.
X = GPA for a randomly selected first year
student.
X = Number on the upper face of a randomly
tossed die.
X = Number of defects on a randomly
selected piece of furniture.

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 RAVA - Types of Random Variables

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 RAVA - Types of Random Variables

1
Discrete: A random variable that assumes
only a finite or countable number of values.

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 RAVA - Types of Random Variables

1
Discrete: A random variable that assumes
only a finite or countable number of values.
2
Continuous: A random variable which can
assume the infinitely many values
corresponding to the points on a line interval.

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 RAVA - Probability Distribution Function

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 RAVA - Probability Distribution Function

The probability distribution function of a

random variable X is a formula, table, or
graph that gives the probability associated
with each value x of X .

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 RAVA - Probability Distribution Function

The probability distribution function of a

random variable X is a formula, table, or
graph that gives the probability associated
with each value x of X .
The probability distribution function is also
called probability density function (p.d.f).

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 RAVA - Example 1

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 RAVA - Example 1

Toss a fair coin three times and let X equal the

number of heads observed. Find the probability
distribution table for X and present the same
using a histogram.

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 RAVA - Solution to Example 1 (Simple Events)

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 RAVA - Solution to Example 1 (Simple Events)

simple event 1-st toss 2-nd toss 3-rd toss X

E1 H H H 3
E2 H H T 2
E3 H T H 2
E4 T H H 2
E5 H T T 1
E6 T H T 1
E7 T T H 1
E8 T T T 0

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 RAVA - Solution to Example 1 (Probability Distribution)

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 RAVA - Solution to Example 1 (Probability Distribution)

x P(X = x)
0 1/8 = 0.125
1 3/8 = 0.375
2 3/8 = 0.375
3 1/8 = 0.125

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 RAVA - Solution to Example 1 (Histogram)

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 RAVA - Solution to Example 1 (Histogram)

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 RAVA - Properties of Discrete Probability Distribution

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 RAVA - Properties of Discrete Probability Distribution

0 ≤ P(X = x) ≤ 1.

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 RAVA - Properties of Discrete Probability Distribution

0 ≤ P(X = x) ≤ 1.
P
P(X = x) = 1.
all x

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 RAVA - Example 2A

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 RAVA - Example 2A

Let the random variable X of the discrete type

have the p.d.f
x
P(X = x) = , x = 1, 2, 3.
6

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 RAVA - Example 2A

Let the random variable X of the discrete type

have the p.d.f
x
P(X = x) = , x = 1, 2, 3.
6
Find

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 RAVA - Example 2A

Let the random variable X of the discrete type

have the p.d.f
x
P(X = x) = , x = 1, 2, 3.
6
Find
1
P(X = 1)

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 RAVA - Example 2A

Let the random variable X of the discrete type

have the p.d.f
x
P(X = x) = , x = 1, 2, 3.
6
Find
1
P(X = 1)
2
P(X ≤ 3)

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 RAVA - Example 2A

Let the random variable X of the discrete type

have the p.d.f
x
P(X = x) = , x = 1, 2, 3.
6
Find
1
P(X = 1)
2
P(X ≤ 3)
 
7
3
P X <
3
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 RAVA - Solution to Example 2A

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 RAVA - Solution to Example 2A

1
1
P(X = 1) = .
6

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 RAVA - Solution to Example 2A

1
1
P(X = 1) = .
6
2

P(X ≤ 3) = P(1) + P(2) + P(3)

1 2 3
= + + = 1.
6 6 6

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 RAVA - Solution to Example 2A

1
1
P(X = 1) = .
6
2

P(X ≤ 3) = P(1) + P(2) + P(3)

1 2 3
= + + = 1.
6 6 6
 
7 1
3
P X < = P(1) + P(2) = .
3 2
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 RAVA - Example 2B

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 RAVA - Example 2B

A random variable X has the following probability

distribution table:
x 0 1 2 3
P(X = x) 1/4 1/8 1/4
1
Complete the table.
2
What is the probability of getting 1 or 2?

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 RAVA - Solution to Example 2B

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 RAVA - Solution to Example 2B

1
P(0) + P(1) + P(2) + P(3) = 1 giving
P(2) = 1 − [P(0) + P(1) + P(3)]
 
1 1 1
=1− + +
4 8 4
5 3
=1− = .
8 8

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 RAVA - Solution to Example 2B

1
P(0) + P(1) + P(2) + P(3) = 1 giving
P(2) = 1 − [P(0) + P(1) + P(3)]
 
1 1 1
=1− + +
4 8 4
5 3
=1− = .
8 8

2
P(1or 2) = P(1) + P(2) = 1/8 + 3/8 = 1/2.
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 RAVA - Exercise

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 RAVA - Exercise

1
Toss two fair coins and let X equal the number
of heads observed. Find the probability
distribution for X .

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 RAVA - Exercise

1
Toss two fair coins and let X equal the number
of heads observed. Find the probability
distribution for X .
2
Construct the probability distribution table for
a random variable X with p.d.f given by
1
P(X = x) = (x 2 − 4x + 5) where
25
x = 0, 1, 2, 3, 4, 5. Hence or otherwise find
P(X ≤ 3).

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 RAVA - The Mean of a Discrete Random Variable

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 RAVA - The Mean of a Discrete Random Variable

The expected value or mean of a discrete

random variable X with p.d.f P(X = x) is
given by
X
E [X ] = xP(X = x).
all x

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 RAVA - Example 3

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 RAVA - Example 3

The probability distribution for X , the daily

demand for laptops in a big shop is as shown in
the table below.
x 0 1 2 3 4 5
P(X = x) 0.1 0.4 0.2 0.15 0.1 0.05
Find the mean of X .

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 RAVA - Solution to Example 3

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 RAVA - Solution to Example 3

The mean is

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 RAVA - Solution to Example 3

The mean is
X
E [X ] = xP(X = x)
all x
= 0(0.1) + 1(0.4) + 2(0.2)
+ 3(0.15) + 4(0.1) + 5(0.05)
= 0.4 + 0.4 + 0.45 + 0.4 + 0.25
= 1.9.

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 RAVA - The Variance of a Discrete Random Variable

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 RAVA - The Variance of a Discrete Random Variable

The Variance of a discrete random variable X

with p.d.f P(X = x) is given by

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 RAVA - The Variance of a Discrete Random Variable

The Variance of a discrete random variable X

with p.d.f P(X = x) is given by
Var [X ] = E [(X − E [X ])2]
X
= (x − E [X ])2P(X = x).
all x

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 RAVA - Example 4

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 RAVA - Example 4

The probability distribution for X , the daily

demand for laptops in a big shop is as shown in
the table below.
x 0 1 2 3 4 5
P(X = x) 0.1 0.4 0.2 0.15 0.1 0.05
Find the variance of X .

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 RAVA - Solution to Example 4

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 RAVA - Solution to Example 4
By Example 3, the mean is 1.9.

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 RAVA - Solution to Example 4
By Example 3, the mean is 1.9. Therefore

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 RAVA - Solution to Example 4
By Example 3, the mean is 1.9. Therefore
X
Var [X ] = (x − E [X ])2P(X = x)
all x
= (0 − 1.9)2(0.1) + (1 − 1.9)2(0.4)
+ (2 − 1.9)2(0.2) + (3 − 1.9)2(0.15)
+ (4 − 1.9)2(0.1) + (5 − 1.9)2(0.05)
= 0.361 + 0.324 + 0.002
+ 0.1815 + 0.441 + 0.4805
= 1.79.
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 RAVA - The Standard Deviation of a Random Variable

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 RAVA - The Standard Deviation of a Random Variable

The standard deviation σ of a random variable X

is equal to the positive square root of its variance,
i.e., p
σ = Var [X ].

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 RAVA - Example 5

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 RAVA - Example 5

Toss a fair coin three times and let X equal the

number of heads observed. Find the expected
value, variance and standard deviation of X .

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 RAVA - Solution to Example 5

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 RAVA - Solution to Example 5

The probability distribution is;

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 RAVA - Solution to Example 5

The probability distribution is;

x P(X = x)
0 1/8 = 0.125
1 3/8 = 0.375
2 3/8 = 0.375
3 1/8 = 0.125

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 RAVA - Solution to Example 5 cont...

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 RAVA - Solution to Example 5 cont...

The mean is

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 RAVA - Solution to Example 5 cont...

The mean is
X
E [X ] = xP(X = x)
all x
1 3 3 1
=0× +1× +2× +3×
8 8 8 8
3 6 3
= + +
8 8 8
12
= = 1.5.
8

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 RAVA - Solution to Example 5 cont...

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 RAVA - Solution to Example 5 cont...

The variance is

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 RAVA - Solution to Example 5 cont...

The variance is
Var [X ] = (0 − 1.5)2(0.125) + (1 − 1.5)2(0.375)
+ (2 − 1.5)2(0.375) + (3 − 1.5)2(0.125)
= 0.28125 + 0.09375 + 0.09375
+ 0.28125
= 0.75.

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 RAVA - Solution to Example 5 cont...

The variance is
Var [X ] = (0 − 1.5)2(0.125) + (1 − 1.5)2(0.375)
+ (2 − 1.5)2(0.375) + (3 − 1.5)2(0.125)
= 0.28125 + 0.09375 + 0.09375
+ 0.28125
= 0.75.
The standard deviation is

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 RAVA - Solution to Example 5 cont...

The variance is
Var [X ] = (0 − 1.5)2(0.125) + (1 − 1.5)2(0.375)
+ (2 − 1.5)2(0.375) + (3 − 1.5)2(0.125)
= 0.28125 + 0.09375 + 0.09375
+ 0.28125
= 0.75.
The standard
p deviation
√ is
σ = Var [V ] = 0.75 = 0.866.
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 RAVA - Some Discrete Random Variables

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 RAVA - Some Discrete Random Variables

Binomial

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 RAVA - Some Discrete Random Variables

Binomial
Poisson

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 RAVA - Some Discrete Random Variables

Binomial
Poisson
Hypergeometric

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 RAVA - Some Discrete Random Variables

Binomial
Poisson
Hypergeometric
Multinomial

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 RAVA - The Binomial Random Variable

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 RAVA - The Binomial Random Variable

Some practical experiments result in data

similar to the head or tail outcomes of the coin
toss.

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 RAVA - The Binomial Random Variable

Some practical experiments result in data

similar to the head or tail outcomes of the coin
toss.
Such experiments are called binomial
experiments.

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 RAVA - Characteristics of Binomial Experiments

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 RAVA - Characteristics of Binomial Experiments

1
The experiment consists of n identical trials.

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 RAVA - Characteristics of Binomial Experiments

1
The experiment consists of n identical trials.
2
Each trial results in one of two outcomes,
success or failure.

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 RAVA - Characteristics of Binomial Experiments

1
The experiment consists of n identical trials.
2
Each trial results in one of two outcomes,
success or failure.
3
The probability of success on a single trial is p
and remains constant from trial to trial.
The probability of failure is q = 1 − p.

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 RAVA - Characteristics of Binomial Experiments

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 RAVA - Characteristics of Binomial Experiments

4. The trials are independent i.e., the outcome

of previous trials has no influence on the
outcome of the next trial.

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 RAVA - Characteristics of Binomial Experiments

4. The trials are independent i.e., the outcome

of previous trials has no influence on the
outcome of the next trial.
5. The binomial random variable, X is the number
of successes in the n independent trials.

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 RAVA - Examples of Binomial Experiments

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 RAVA - Examples of Binomial Experiments

1
A researcher is interested in the proportion of
secondary school teachers who are women.

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 RAVA - Examples of Binomial Experiments

1
A researcher is interested in the proportion of
secondary school teachers who are women.
2
A politician wants to know the proportion of
people who will vote for him in the forth
coming elections.

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 RAVA - Examples of Binomial Experiments

1
A researcher is interested in the proportion of
secondary school teachers who are women.
2
A politician wants to know the proportion of
people who will vote for him in the forth
coming elections.
3
A soft-drink marketer is interested in the
proportion of drinkers who prefer her brand.

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 RAVA - The Binomial Probability Distribution

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 RAVA - The Binomial Probability Distribution

A binomial experiment consists of n identical

trials with probability of success p and
probability of failure q = 1 − p on each trial.
The numbers n and p are called parameters
of the distribution.

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 RAVA - The Binomial Probability Distribution

A binomial experiment consists of n identical

trials with probability of success p and
probability of failure q = 1 − p on each trial.
The numbers n and p are called parameters
of the distribution.
The probability of x successes in n trials is
 
n x n−x
P(X = x) = p q
x
for x = 0, 1, 2, 3, ..., n.
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 RAVA - Example 6

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 RAVA - Example 6

If a basketball player takes 10 independent free

throws with a probability of 0.7 of getting a
basket on each shot, what is the probability that
he gets exactly 2 baskets?.

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 RAVA - Solution to Example 6

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 RAVA - Solution to Example 6

n = 10, p = 0.7 and q = 1 − p = 0.3.

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 RAVA - Solution to Example 6

n = 10, p = 0.7 and q = 1 − p = 0.3.

 
10
P(X = 2) = (0.7)2(0.3)10−2
2
 
10
= (0.7)2(0.3)8
2
= 45(0.49)(0.000066)
= 0.00146.

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 RAVA - Example 7

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 RAVA - Example 7

Peter is taking a quiz with 6 multiple choice

questions. Each question has 5 options for the
answer. Peter, who hasn’t studied for the quiz,
randomly guesses at each answer. Find the
probability that

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 RAVA - Example 7

Peter is taking a quiz with 6 multiple choice

questions. Each question has 5 options for the
answer. Peter, who hasn’t studied for the quiz,
randomly guesses at each answer. Find the
probability that
1
Peter gets exactly 4 questions correct.

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 RAVA - Example 7

Peter is taking a quiz with 6 multiple choice

questions. Each question has 5 options for the
answer. Peter, who hasn’t studied for the quiz,
randomly guesses at each answer. Find the
probability that
1
Peter gets exactly 4 questions correct.
2
Peter gets at least 2 questions correct.

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 RAVA - Solution to Example 7

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 RAVA - Solution to Example 7
1 4
1
n = 6, p = = 0.2 and q = = 0.8.
5 5

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 RAVA - Solution to Example 7
1 4
1
n = 6, p = = 0.2 and q = = 0.8.
5 5
 
6
P(X = 4) = (0.2)4(0.8)6−4
4
6!
= (0.2)4(0.8)2
4!2!
= 15(0.0016)(0.64)
= 0.01536.

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 RAVA - Solution to Example 7 cont...

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 RAVA - Solution to Example 7 cont...

2.
P(X ≥ 2) = 1 − P(X < 2)
= 1 − [P(X = 0) + P(X = 1)].

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 RAVA - Solution to Example 7 cont...

2.
P(X ≥ 2) = 1 − P(X < 2)
= 1 − [P(X = 0) + P(X = 1)].

 
6
P(X = 0) = (0.2)0(0.8)6
0
= (0.8)6
= 0.2621.

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 RAVA - Solution to Example 7 cont...

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 RAVA - Solution to Example 7 cont...
2.  
6
P(X = 1) = (0.2)1(0.8)5
1
= 6(0.2)(0.3277)
= 0.3932.

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 RAVA - Solution to Example 7 cont...
2.  
6
P(X = 1) = (0.2)1(0.8)5
1
= 6(0.2)(0.3277)
= 0.3932.
Hence
P(X ≥ 2) = 1 − (0.2621 + 0.3931)
= 1 − 0.6552
= 0.3448.
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 RAVA - Mean and Variance

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 RAVA - Mean and Variance

If X is a binomial random variable with

parameters n and p, then

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 RAVA - Mean and Variance

If X is a binomial random variable with

parameters n and p, then
E [X ] = np and

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 RAVA - Mean and Variance

If X is a binomial random variable with

parameters n and p, then
E [X ] = np and
VAR[X ] = npq where q = 1 − p.

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 RAVA - Example 8

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 RAVA - Example 8

The probability is p = 0.80 that a patient with a

certain disease will be successfully treated with a
new medical treatment. Suppose that the
treatment is used on 40 patients, what is the
expected value of the number of patients who are
successfully treated?

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 RAVA - Solution to Example 8

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 RAVA - Solution to Example 8

Let X be the number of patients who are

successfully treated.

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 RAVA - Solution to Example 8

Let X be the number of patients who are

successfully treated. Then X is a binomial random
variable with parameters n = 40 and p = 0.80.
The expected value of X is
E [X ] = np = 40(0.80) = 32.

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 RAVA - Solution to Example 8

Let X be the number of patients who are

successfully treated. Then X is a binomial random
variable with parameters n = 40 and p = 0.80.
The expected value of X is
E [X ] = np = 40(0.80) = 32.
Therefore 32 patients are expected to be treated
successfully.

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 RAVA - Example 9

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 RAVA - Example 9

In a family, the number of children with blue eyes

is a binomial random variable X with n = 4 and
p = 0.20. What is the variance for the number of
children with blue eyes?

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 RAVA - Solution to Example 9

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 RAVA - Solution to Example 9

n = 4, p = 0.20 and q = 1 − 0.20 = 0.80.

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 RAVA - Solution to Example 9

n = 4, p = 0.20 and q = 1 − 0.20 = 0.80.

Var [X ] = npq
= 4(0.20)(0.80)
= 0.64.

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 RAVA - The Bernoulli Random Variable

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 RAVA - The Bernoulli Random Variable

The Bernoulli random variable is a binomial

random variable in which there is only one trial
with two possible outcomes: success and
failure.

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 RAVA - The Bernoulli Random Variable

The Bernoulli random variable is a binomial

random variable in which there is only one trial
with two possible outcomes: success and
failure.
The probability of success is p and the
probability of failure is 1 − p.

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 RAVA - The Bernoulli Random Variable

The Bernoulli random variable is a binomial

random variable in which there is only one trial
with two possible outcomes: success and
failure.
The probability of success is p and the
probability of failure is 1 − p.
The Bernoulli random variable X is the
number of successes (0 or 1) in a single trial.

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 RAVA - The Bernoulli Random Variable cont...

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 RAVA - The Bernoulli Random Variable cont...

The difference between bernoulli and binomial

random variables is the number of trials n: for
bernoulli n = 1 while for binomial n > 1.

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 RAVA - The Bernoulli Random Variable cont...

The difference between bernoulli and binomial

random variables is the number of trials n: for
bernoulli n = 1 while for binomial n > 1.
The p.d.f for bernoulli random variable is
P(X = x) = p x (1 − p)1−x , x = 0, 1.

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 RAVA - The Bernoulli Random Variable cont...

The difference between bernoulli and binomial

random variables is the number of trials n: for
bernoulli n = 1 while for binomial n > 1.
The p.d.f for bernoulli random variable is
P(X = x) = p x (1 − p)1−x , x = 0, 1.

Clearly the mean is E [X ] = p and the variance

is Var [X ] = p(1 − p).
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 RAVA - Examples of Bernoulli Random Variables

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 RAVA - Examples of Bernoulli Random Variables

A student without studying, guesses the

answer for a multiple choice question.

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 RAVA - Examples of Bernoulli Random Variables

A student without studying, guesses the

answer for a multiple choice question.
A randomly chosen student in the class is
left-handed.

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 RAVA - The Multinomial Random Variable

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 RAVA - The Multinomial Random Variable

The multinomial distribution is a generalisation

of the binomial distribution.

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 RAVA - The Multinomial Random Variable

The multinomial distribution is a generalisation

of the binomial distribution.
There are n independent trials and in each trial
there are k possible outcomes.

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 RAVA - The Multinomial Random Variable

The multinomial distribution is a generalisation

of the binomial distribution.
There are n independent trials and in each trial
there are k possible outcomes.
On any given trial, the probability that a
particular outcome will occur is constant.

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 RAVA - The Multinomial Random Variable

The multinomial distribution is a generalisation

of the binomial distribution.
There are n independent trials and in each trial
there are k possible outcomes.
On any given trial, the probability that a
particular outcome will occur is constant.
Each possible outcome can occur with
probabilities p1, p2, ..., pk which satisfy
p1 + p2 + ... + pk = 1.
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 RAVA - The Multinomial Random Variable cont...

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 RAVA - The Multinomial Random Variable cont...

The probability distribution of the multinomial

random variable is
P(X1 = x1, X2 = x2, ..., Xk = xk )
n! x
= p1x1 p2x2 ...pkk .
x1!x2!...xk !

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 RAVA - The Multinomial Random Variable cont...

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 RAVA - The Multinomial Random Variable cont...

If n = 1 and k = 2, then the multinomial

random variable becomes the bernoulli random
variable.

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 RAVA - The Multinomial Random Variable cont...

If n = 1 and k = 2, then the multinomial

random variable becomes the bernoulli random
variable.
If n > 1 and k = 2, then we have the binomial
random variable.

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 RAVA - Example 10

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 RAVA - Example 10

Suppose we have a bowl with 10 marbles - 2 red

marbles, 3 green marbles, and 5 blue marbles. We
randomly select 4 marbles from the bowl, with
replacement. What is the probability of selecting
no red marble, 2 green marbles and 2 blue
marbles?

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 RAVA - Solution to Example 10

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 RAVA - Solution to Example 10

Here n = 4 and k = 3.

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 RAVA - Solution to Example 10

Here n = 4 and k = 3.
Let x1 = red, x2 = green and x3 = blue.

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 RAVA - Solution to Example 10

Here n = 4 and k = 3.
Let x1 = red, x2 = green and x3 = blue.
Then
2
P(X = x1) = p1 = = 0.2
10
3
P(X = x2) = p2 = = 0.3
10
5
P(X = x3) = p3 = = 0.5.
10

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 RAVA - Solution to Example 10 cont...

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 RAVA - Solution to Example 10 cont...

P(X1 = 0, X2 = 2, X3 = 2)
4!
= (0.2)0(0.3)2(0.5)2
0!2!2!
= 6(0.09)(0.25)
= 0.135.

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 RAVA - The Poisson Random Variables

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 RAVA - The Poisson Random Variables

The Poisson distribution is a discrete

probability distribution for the counts of events
that occur randomly in a given interval of time
(or space).

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 RAVA - The Poisson Random Variables

The Poisson distribution is a discrete

probability distribution for the counts of events
that occur randomly in a given interval of time
(or space).
The counts or events occur independently of
one another.

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 RAVA - The Poisson Random Variables

The Poisson distribution is a discrete

probability distribution for the counts of events
that occur randomly in a given interval of time
(or space).
The counts or events occur independently of
one another.
The expected number (the mean) of events per
interval or space is denoted λ.

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 RAVA - Examples of Poisson Random Variables

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 RAVA - Examples of Poisson Random Variables

The number of machine breakdowns during a

given day.

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 RAVA - Examples of Poisson Random Variables

The number of machine breakdowns during a

given day.
The number of hits on a web site in one hour.

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 RAVA - Examples of Poisson Random Variables

The number of machine breakdowns during a

given day.
The number of hits on a web site in one hour.
The number of cracks in a rail track.

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 RAVA - Examples of Poisson Random Variables

The number of machine breakdowns during a

given day.
The number of hits on a web site in one hour.
The number of cracks in a rail track.
The number of traffic accidents at a given
intersection during a given time period.

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 RAVA - The Poisson Probability Distribution

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 RAVA - The Poisson Probability Distribution

The probability of observing x events in a

given interval is given by
λx e −λ
P(X = x) = , x = 0, 1, 2, 3, 4, ...
x!
where λ is the average number of times that
an event occurs in a certain period of time or
space and e ≈ 2.718282.

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 RAVA - The Mean and Variance of the Poisson Random
Variable

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 RAVA - The Mean and Variance of the Poisson Random
Variable

The mean and variance of the Poisson random

variable X are
E [X ] = Var [X ] = λ.

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 RAVA - The Mean and Variance of the Poisson Random
Variable

The mean and variance of the Poisson random

variable X are
E [X ] = Var [X ] = λ.

The number λ is called the parameter of the

Poisson random variable.

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 RAVA - Example 11

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 RAVA - Example 11

The mean number of bacteria in the single cell of

a haemocytometer is 2. Let X be the number of
bacteria actually observed in a cell. Find:

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 RAVA - Example 11

The mean number of bacteria in the single cell of

a haemocytometer is 2. Let X be the number of
bacteria actually observed in a cell. Find:
1
P(X = 0)

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 RAVA - Example 11

The mean number of bacteria in the single cell of

a haemocytometer is 2. Let X be the number of
bacteria actually observed in a cell. Find:
1
P(X = 0)
2
P(X = 3)

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 RAVA - Example 11

The mean number of bacteria in the single cell of

a haemocytometer is 2. Let X be the number of
bacteria actually observed in a cell. Find:
1
P(X = 0)
2
P(X = 3)
3
P(X > 2)

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 RAVA - Solution to Example 11

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 RAVA - Solution to Example 11

X is a Poisson random variable with λ = 2.

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 RAVA - Solution to Example 11

X is a Poisson random variable with λ = 2.

Therefore
2x e −2
P(X = x) = , x = 0, 1, 2, 3, ....
x!

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 RAVA - Solution to Example 11

X is a Poisson random variable with λ = 2.

Therefore
2x e −2
P(X = x) = , x = 0, 1, 2, 3, ....
x!

20e −2
1
P(X = 0) = = e −2 = 0.1353.
0!

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 RAVA - Solution to Example 11

X is a Poisson random variable with λ = 2.

Therefore
2x e −2
P(X = x) = , x = 0, 1, 2, 3, ....
x!

20e −2
1
P(X = 0) = = e −2 = 0.1353.
0!
3 −2
2e 8e −2
2
P(X = 3) = = = 0.1804.
3! 6
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 RAVA - Solution to Example 11 cont...

3.
P(x > 2)
= P(X = 3) + P(X = 4) + P(X = 5) + ...
= 1 − P(X ≤ 2)
= 1 − [P(X = 0) + P(X = 1) + P(X = 2)].

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 RAVA - Solution to Example 11 cont...

3. Now
P(X = 0) = 0.1353,
21e −2
P(X = 1) = = 0.2706
1!
and
22e −2
P(X = 2) = = 0.2706.
2!

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 RAVA - Solution to Example 11 cont...

3. Now
P(X = 0) = 0.1353,
21e −2
P(X = 1) = = 0.2706
1!
and
22e −2
P(X = 2) = = 0.2706.
2!
Hence
P(X > 2) = 1 − [0.1353 + 0.2706 + 0.2706]
= 1 − 0.6765 = 0.3235.
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 RAVA - Exercise

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 RAVA - Exercise

The average number of traffic accidents on a

certain section of highway is two per week.
Assume that the number of accidents follows a
Poisson distribution with λ = 2.

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 RAVA - Exercise

The average number of traffic accidents on a

certain section of highway is two per week.
Assume that the number of accidents follows a
Poisson distribution with λ = 2.
1
Find the probability of no accidents on this
section of highway during a 1-week period.

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 RAVA - Exercise

The average number of traffic accidents on a

certain section of highway is two per week.
Assume that the number of accidents follows a
Poisson distribution with λ = 2.
1
Find the probability of no accidents on this
section of highway during a 1-week period.
2
Find the probability of at most three accidents
on this section of highway during a 2-week
period.
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 RAVA - Exercise (Binomial or Poisson?)

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 RAVA - Exercise (Binomial or Poisson?)

1
Weak spots in a magnetic tape occur 2 in 5
metres. If a roll of 50 metres is obtained, find
the chance that we will have less than 3 weak
spots.

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 RAVA - Exercise (Binomial or Poisson?)

1
Weak spots in a magnetic tape occur 2 in 5
metres. If a roll of 50 metres is obtained, find
the chance that we will have less than 3 weak
spots.
2
The chance that traffic lights will work is 0.9.
If there have been 30 observations, find the
probability that the lights work only 20 times
(or in 20 observations).

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 RAVA - The Hypergeometric Random Variable

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 RAVA - The Hypergeometric Random Variable

If a sample of size n is drawn without

replacement from a population of size N of
which M have a specified characteristic or
attribute, and hence N − M do not have the
specified attribute, then the number X of items
with specified attributes, from this sample, is
the Hypergeometric Random Variable.

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 RAVA - The Hypergeometric Random Variable cont...

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 RAVA - The Hypergeometric Random Variable cont...

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 RAVA - The Hypergeometric Random Variable cont...

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 RAVA - The Hypergeometric Random Variable cont...
A population of size N contains M ‘successes’ and
N − M ‘failures’.

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 RAVA - The Hypergeometric Random Variable cont...
A population of size N contains M ‘successes’ and
N − M ‘failures’.
The probability of exactly x successes in a random
sample of size n is
M N−M



x n−x
P(X = x) = N


n
for values of x that depend on N, M, and n with
 
N N!
= CnN = .
n n!(N − n)!
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 RAVA - Examples of the Hypergeometric Random Variable

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 RAVA - Examples of the Hypergeometric Random Variable

The number of students with an A grade in a

sample of 20 students from the mathematics
class with 100 students out of which 40 have
an A grade.

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 RAVA - Examples of the Hypergeometric Random Variable

The number of students with an A grade in a

sample of 20 students from the mathematics
class with 100 students out of which 40 have
an A grade.
The number of bottles of spoiled wine in a
sample of 5 bottles from a case of 15 bottles 3
of which contain spoiled wine.

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 RAVA - Mean and Variance

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 RAVA - Mean and Variance

If X is a hypergeometric random variable with

parameters N, M and n, then

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 RAVA - Mean and Variance

If X is a hypergeometric random variable with

parameters N, M and n, then
 
M
E [X ] = n
N
and

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 RAVA - Mean and Variance

If X is a hypergeometric random variable with

parameters N, M and n, then
 
M
E [X ] = n
N
and
M N −M N −n
Var [X ] = n × × × .
N N N −1

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 RAVA - Example 12

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 RAVA - Example 12

Abatch of 10 rocker cover gaskets contains 4

defective gaskets. If we draw samples of size 3
without replacement, from the batch of 10, find
the probability that a sample contains 2 defective
gaskets.

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 RAVA - Solution to Example 12

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 RAVA - Solution to Example 12

N = 10, n = 3 and M = 4.

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 RAVA - Solution to Example 12

N = 10, n = 3 and M = 4.
M N−M



x n−x
P(X = x) = N


n
4! 6!
4

6
×
P(X = 2) = 10
1 = 2!2! 1!5!
2
10!
3
3!7!
6×6 3
= = = 0.3.
120 10
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 RAVA - Exercise

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 RAVA - Exercise

A box contains 4 red balls and 10 blue balls. 5

balls are drawn at random without replacement
from this box.

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 RAVA - Exercise

A box contains 4 red balls and 10 blue balls. 5

balls are drawn at random without replacement
from this box.
1
What is the probability that exactly 2 red balls
are drawn?

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 RAVA - Exercise

A box contains 4 red balls and 10 blue balls. 5

balls are drawn at random without replacement
from this box.
1
What is the probability that exactly 2 red balls
are drawn?
2
Find the probability that exactly 3 blue balls
are drawn.

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 RAVA - Continuous Random Variable

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 RAVA - Continuous Random Variable

Continuous random variables can take any

value in an interval.

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 RAVA - Continuous Random Variable

Continuous random variables can take any

value in an interval.
They are used to model physical characteristics
such as time, height, length, position, etc.

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 RAVA - Continuous Random Variable

Continuous random variables can take any

value in an interval.
They are used to model physical characteristics
such as time, height, length, position, etc.
We use f (x) to denote probability density
function (p.d.f) for continuous random variable
X.

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 RAVA - Properties for the p.d.f of Continuous Random
Variable

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 RAVA - Properties for the p.d.f of Continuous Random
Variable

Properties of the p.d.f

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 RAVA - Properties for the p.d.f of Continuous Random
Variable

Properties of the p.d.f

Let x ∈ X where X is a continuous random vari-
able. Then

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 RAVA - Properties for the p.d.f of Continuous Random
Variable

Properties of the p.d.f

Let x ∈ X where X is a continuous random vari-
able. Then
1
f (x) ≥ 0 for all x.

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 RAVA - Properties for the p.d.f of Continuous Random
Variable

Properties of the p.d.f

Let x ∈ X where X is a continuous random vari-
able. Then
1
f (x) ≥ 0 for all x.
R∞ R
2
−∞ f (x)dx = all x f (x)dx = 1.

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 RAVA - Further Properties

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 RAVA - Further Properties

Let x ∈ X where X is a continuous random vari-

able. Then

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 RAVA - Further Properties

Let x ∈ X where X is a continuous random vari-

able. Then
1
P(X = x) = 0 for all x.

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 RAVA - Further Properties

Let x ∈ X where X is a continuous random vari-

able. Then
1
P(X = x) = 0 for all x.
Rb
2
P(a < X < b) = a f (x)dx where a, b ∈ R.

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 RAVA - Further Properties

Let x ∈ X where X is a continuous random vari-

able. Then
1
P(X = x) = 0 for all x.
Rb
2
P(a < X < b) = a f (x)dx where a, b ∈ R.
The second property above implies that
P(a < X < b) is the area under the curve f (x)
from a to b.

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 RAVA - P(a < X < b) = P(a ≤ X ≤ b)

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 RAVA - P(a < X < b) = P(a ≤ X ≤ b)

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 RAVA - Example 13

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 RAVA - Example 13

Suppose we have a continuous random variable X

with probability density function
(
cx 2, 0 < x < 3,
f (x) =
0, otherwise.
Find

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 RAVA - Example 13

Suppose we have a continuous random variable X

with probability density function
(
cx 2, 0 < x < 3,
f (x) =
0, otherwise.
Find
1
the value of c.

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 RAVA - Example 13

Suppose we have a continuous random variable X

with probability density function
(
cx 2, 0 < x < 3,
f (x) =
0, otherwise.
Find
1
the value of c.
2
P(1 < X < 2).

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 RAVA - Example 13

Suppose we have a continuous random variable X

with probability density function
(
cx 2, 0 < x < 3,
f (x) =
0, otherwise.
Find
1
the value of c.
2
P(1 < X < 2).
3
P(X > 1.5).
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 RAVA - Solution to Example 13

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 RAVA - Solution to Example 13
1
To find
R the value of c, we use the property of
p.d.f all x f (x)dx = 1:

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 RAVA - Solution to Example 13
1
To find
R the value of c, we use the property of
p.d.f all x f (x)dx = 1:
Therefore
Z 3 Z 3
1= cx 2dx = c x 2dx
0 0
 3 3  3
03

x 3
=c =c −
3 0 3 3
= 9c.

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 RAVA - Solution to Example 13
1
To find
R the value of c, we use the property of
p.d.f all x f (x)dx = 1:
Therefore
Z 3 Z 3
1= cx 2dx = c x 2dx
0 0
 3 3  3
03

x 3
=c =c −
3 0 3 3
= 9c.
Hence c = 1/9.
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 RAVA - Solution to Example 13 cont....

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 RAVA - Solution to Example 13 cont....
2.
2  2
1 x3
Z
1 2
P(1 < X < 2) = x dx =
1 9 9 3 1
 
1 8 1
= −
9 3 3
1 7
= ×
9 3
7
=
27
= 0.2593.
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 RAVA - Example 14

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 RAVA - Example 14

The length of a telephone call made to a company

is denoted by the continuous random variable X .
It is modelled
( by the probability density function
kx, 0 < x < 10,
f (x) = .
0, otherwise

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 RAVA - Example 14

The length of a telephone call made to a company

is denoted by the continuous random variable X .
It is modelled
( by the probability density function
kx, 0 < x < 10,
f (x) = .
0, otherwise
1
(a) Show that the value of k is .
50

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 RAVA - Example 14

The length of a telephone call made to a company

is denoted by the continuous random variable X .
It is modelled
( by the probability density function
kx, 0 < x < 10,
f (x) = .
0, otherwise
1
(a) Show that the value of k is .
50
(b) Find P(X > 6).

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 RAVA - Example 14

The length of a telephone call made to a company

is denoted by the continuous random variable X .
It is modelled
( by the probability density function
kx, 0 < x < 10,
f (x) = .
0, otherwise
1
(a) Show that the value of k is .
50
(b) Find P(X > 6).
(c) Find P(X ≤ 4).
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 RAVA - Solution to Example 14

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 RAVA - Solution to Example 14

(a)
Z 10 Z 10
1= kxdx = k xdx
0 0
 2 10
x 100
=k = k
2 0 2
= 50k.

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 RAVA - Solution to Example 14

(a)
Z 10 Z 10
1= kxdx = k xdx
0 0
 2 10
x 100
=k = k
2 0 2
= 50k.
1
Hence k = .
50
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 RAVA - Solution to Example 14 cont...

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 RAVA - Solution to Example 14 cont...

(b)
P(X > 6) = P(6 < X < 10)
Z 10
1 10
Z
1
= xdx = xdx
6 50 50 6
 2 10  2
62

1 x 1 10
= = −
50 2 6 50 2 2
64 16
= =
100 25
= 0.64.
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 RAVA - The Mean and Variance of a Continuous Random
Variable

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 RAVA - The Mean and Variance of a Continuous Random
Variable

If X is a continuous random variable with p.d.f

f (x) then

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 RAVA - The Mean and Variance of a Continuous Random
Variable

If X is a continuous random variable with p.d.f

f (x) then Z
E [X ] = xf (x)dx
all x
and

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 RAVA - The Mean and Variance of a Continuous Random
Variable

If X is a continuous random variable with p.d.f

f (x) then Z
E [X ] = xf (x)dx
all x
and
Z
Var [X ] = (x − E [X ])2 f (x)dx.
all x

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 RAVA - Example 15

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 RAVA - Example 15

For the continuous random variable


 1 x, 0 ≤ x ≤ 2,
f (x) = 2 ,
0, elsewhere

find E [X ] and Var [X ].

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 RAVA - Solution to Example 15

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 RAVA - Solution to Example 15

Z Z 2  
1
E [X ] = xf (x)dx = x x dx
all x 0 2
Z 2  3 2
1 1 x
= x 2dx =
2 0 2 3 0
 3
03

1 2 1 8
= − = ×
2 3 3 2 3
4
= .
3
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 RAVA - Solution to Example 15 cont...

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 RAVA - Solution to Example 15 cont...

Z
Var [X ] = (x − E [X ])2f (x)dx
all x
Z 2 2  
4 1
= x− x dx
0 3 2
1 2 2 8
Z  
16
= x − x+ xdx
2 0 3 9
Z 2 
1 8 16
= x 3 − x 2 + x dx
2 0 3 9
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 RAVA - Solution to Example 15 cont...

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 RAVA - Solution to Example 15 cont...

 2
1 x4 8 x3 16 x 2
  
Var [X ] = − +
2 4 3 3 9 2 0
 4 3 2

1 2 8(2 ) 8(2 )
= − +
2 4 9 9
   
1 64 32 1 36 64 32
= 4− + = − +
2 9 9 2 9 9 9
1 4 2
= × = .
2 9 9
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 RAVA - Example 16

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 RAVA - Example 16

The length of a telephone call made to a company

is denoted by the continuous random variable X .
It is modelled by the probability density function
 x , 0 < x < 10,


f (x) = 50 .
0, otherwise

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 RAVA - Example 16

The length of a telephone call made to a company

is denoted by the continuous random variable X .
It is modelled by the probability density function
 x , 0 < x < 10,


f (x) = 50 .
0, otherwise
(a) Find the expected value of X .

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 RAVA - Example 16

The length of a telephone call made to a company

is denoted by the continuous random variable X .
It is modelled by the probability density function
 x , 0 < x < 10,


f (x) = 50 .
0, otherwise
(a) Find the expected value of X .
(b) Find the variance of X .

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 RAVA - Solution to Example 16

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 RAVA - Solution to Example 16

(a)
10
1 10 2
Z   Z
1
E [X ] = x x dx = x dx
0 50 50 0
 3 10  3
1 x 1 10
= =
50 3 0 50 3
1000
=
150
20
= .
3
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 RAVA - Solution to Example 16 cont...

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 RAVA - Solution to Example 16 cont...

(b)
Z 10  2  
20 1
Var [X ] = x− x dx
0 3 50
Z 10  
1 40 400
= x2 − x + xdx
50 0 3 9
1 10 3 40 2 400
Z  
= x − x + x dx
50 0 3 9
2 10
 4 3

1 x 40x 400x
= − +
50 4 3×3 9×2 0
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 RAVA - Solution to Example 16 cont...

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 RAVA - Solution to Example 16 cont...

(b)
1 104 40(103) 400(102)
 
Var [X ] = − +
50 4 9 18
 
1 10000 40000 40000
= − +
50 4 9 18
 
1 90000 160000 80000
= − +
50 36 36 36
 
1 10000 200 50
= = = .
50 36 36 9
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 RAVA - The Normal Distribution

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 RAVA - The Normal Distribution

We say that X is a normal random variable (or

simply that X is normally distributed) with
parameters µ and σ if the p.d.f of X is given
by:

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 RAVA - The Normal Distribution

We say that X is a normal random variable (or

simply that X is normally distributed) with
parameters µ and σ if the p.d.f of X is given
by:
1 x −µ 2
!

1 −
f (x) = √ e 2 σ ,
σ 2π
where −∞ < x < ∞.

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 RAVA - The Normal Distribution

We say that X is a normal random variable (or

simply that X is normally distributed) with
parameters µ and σ if the p.d.f of X is given
by:
1 x −µ 2
!

1 −
f (x) = √ e 2 σ ,
σ 2π
where −∞ < x < ∞.
µ and σ are mean and standard deviation
respectively.
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 RAVA - The Normal Distribution cont...

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 RAVA - The Normal Distribution cont...

The density function of the normal random

variable gives a bell-shaped curve that is
symmetric about µ.

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 RAVA - The Normal Distribution cont...

The density function of the normal random

variable gives a bell-shaped curve that is
symmetric about µ.
The total area under the curve is 1.

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 RAVA - The Normal Distribution cont...

The density function of the normal random

variable gives a bell-shaped curve that is
symmetric about µ.
The total area under the curve is 1.
By symmetry, the area under the curve to the
right of µ equals the area under the curve to
1
the left of µ, and it is .
2

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 RAVA - The Normal Distribution cont...

The density function of the normal random

variable gives a bell-shaped curve that is
symmetric about µ.
The total area under the curve is 1.
By symmetry, the area under the curve to the
right of µ equals the area under the curve to
1
the left of µ, and it is .
2
The Mean, Median and Mode are equal.
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 RAVA - The Normal Curve

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 RAVA - The Normal Curve

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 RAVA - The Standard Normal Distribution

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 RAVA - The Standard Normal Distribution

Let variable X be normally distributed with

mean µ and standard deviation σ. Let
X −µ
Z= . Then Z is standard normal with
σ
mean 0 and standard deviation 1.

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 RAVA - The Standard Normal Distribution

Let variable X be normally distributed with

mean µ and standard deviation σ. Let
X −µ
Z= . Then Z is standard normal with
σ
mean 0 and standard deviation 1.
The density function for Z is
1
1 − z2
f (z) = √ e 2 .
2π

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 RAVA - The Standard Normal Distribution cont...

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 RAVA - The Standard Normal Distribution cont...

The standard normal curve is symmetric about

z = 0.

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 RAVA - The Standard Normal Distribution cont...

The standard normal curve is symmetric about

z = 0.
The values of z to the left of centre are
negative.

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 RAVA - The Standard Normal Distribution cont...

The standard normal curve is symmetric about

z = 0.
The values of z to the left of centre are
negative.
The values of z to the right of centre are
positive.

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 RAVA - The Standard Normal Distribution cont...

The standard normal curve is symmetric about

z = 0.
The values of z to the left of centre are
negative.
The values of z to the right of centre are
positive.
The total area under the curve is 1.

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 RAVA - The Standard Normal Curve

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 RAVA - The Standard Normal Curve

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 RAVA - Probabilities for the Standard Normal Distribution

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 RAVA - Probabilities for the Standard Normal Distribution

We will use the z table to find probabilities.

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 RAVA - Probabilities for the Standard Normal Distribution

We will use the z table to find probabilities.

The area under the standard normal curve to
the left of a specified value of z is the
probability P(Z ≤ z).

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 RAVA - Probabilities for the Standard Normal Distribution

We will use the z table to find probabilities.

The area under the standard normal curve to
the left of a specified value of z is the
probability P(Z ≤ z).
Therefore to calculate P(Z ≤ z) which is the
area to the left of a z-value, we find the area
directly from z table.

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 RAVA - Part of the z Table

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 RAVA - Part of the z Table

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 RAVA - Example 17

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 RAVA - Example 17

Find P(Z ≤ 1.32).

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 RAVA - Solution to Example 17

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 RAVA - Solution to Example 17 cont...

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 RAVA - Solution to Example 17 cont...

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 RAVA - Solution to Example 17 cont...

P(Z ≤ 1.32) = 0.9066.

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 RAVA - Probabilities for the Standard Normal Distribution
cont...

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 RAVA - Probabilities for the Standard Normal Distribution
cont...

To calculate the area to the right of a z-value,

we find the area in z table and subtract from
1, i.e., P(Z ≥ z) = 1 − P(Z ≤ z).

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 RAVA - Probabilities for the Standard Normal Distribution
cont...

To calculate the area to the right of a z-value,

we find the area in z table and subtract from
1, i.e., P(Z ≥ z) = 1 − P(Z ≤ z).

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 RAVA - Example 18

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 RAVA - Example 18

Find P(Z ≥ 1.32).

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 RAVA - Solution to Example 18

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 RAVA - Solution to Example 18

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 RAVA - Solution to Example 18

P(Z ≥ 1.32) = 1 − P(Z ≤ 1.32)

= 1 − 0.9066 = 0.0934.
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 RAVA - Probabilities for the Standard Normal Distribution
cont...

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 RAVA - Probabilities for the Standard Normal Distribution
cont...
To calculate the area between two values of Z ,
find the two areas in z table and subtract one
area from the other, i.e.,
P(z1 ≤ Z ≤ z2) = P(Z ≤ z2) − P(Z ≤ z1).

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 RAVA - Probabilities for the Standard Normal Distribution
cont...
To calculate the area between two values of Z ,
find the two areas in z table and subtract one
area from the other, i.e.,
P(z1 ≤ Z ≤ z2) = P(Z ≤ z2) − P(Z ≤ z1).

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 RAVA - Example 19

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 RAVA - Example 19

Find P(0.26 ≤ Z ≤ 1.36).

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 RAVA - Solution to Example 19

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 RAVA - Solution to Example 19

P(0.26 ≤ Z ≤ 1.36) = P(Z ≤ 1.36)

− P(Z ≤ 0.26)
= 0.9131 − 0.6026
= 0.3105.

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 RAVA - Probabilities for the Standard Normal Distribution
cont...

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 RAVA - Probabilities for the Standard Normal Distribution
cont...

To find the area to the left of a negative z

value we read this in the page for negative
values.

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 RAVA - Probabilities for the Standard Normal Distribution
cont...

To find the area to the left of a negative z

value we read this in the page for negative
values.
If this page is not provided, we use symmetry
and observe that P(Z < −z) = P(Z > z).

FRANCISCO CHAMERA BUNDA RANDOM VARIABLES August 7, 2024 107 / 117

 RAVA - Probabilities for the Standard Normal Distribution
cont...

To find the area to the left of a negative z

value we read this in the page for negative
values.
If this page is not provided, we use symmetry
and observe that P(Z < −z) = P(Z > z).

FRANCISCO CHAMERA BUNDA RANDOM VARIABLES August 7, 2024 107 / 117

 RAVA - Example 20

FRANCISCO CHAMERA BUNDA RANDOM VARIABLES August 7, 2024 108 / 117

 RAVA - Example 20

P(Z < −1.25) = P(Z > 1.25)

= 1 − P(Z < 1.25)
= 1 − 0.8944
= 0.1056.

FRANCISCO CHAMERA BUNDA RANDOM VARIABLES August 7, 2024 108 / 117

 RAVA - Example 21

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 RAVA - Example 21

Find the value of z0 such that

P(Z ≤ z0) = 0.8900.

FRANCISCO CHAMERA BUNDA RANDOM VARIABLES August 7, 2024 109 / 117

 RAVA - Solution to Example 21

FRANCISCO CHAMERA BUNDA RANDOM VARIABLES August 7, 2024 110 / 117

 RAVA - Solution to Example 21

FRANCISCO CHAMERA BUNDA RANDOM VARIABLES August 7, 2024 110 / 117

 RAVA - Solution to Example 21 cont...

FRANCISCO CHAMERA BUNDA RANDOM VARIABLES August 7, 2024 111 / 117

 RAVA - Solution to Example 21 cont...

From the z table, the two numbers which are

close to 0.8900 are 0.8888 and 0.8907.

FRANCISCO CHAMERA BUNDA RANDOM VARIABLES August 7, 2024 111 / 117

 RAVA - Solution to Example 21 cont...

From the z table, the two numbers which are

close to 0.8900 are 0.8888 and 0.8907.
Now 0.8900 − 0.8888 = 0.0012 and
0.8907 − 0.8900 = 0.0007. So we take 0.8907
which is in row 1.2 and column .03.

FRANCISCO CHAMERA BUNDA RANDOM VARIABLES August 7, 2024 111 / 117

 RAVA - Solution to Example 21 cont...

From the z table, the two numbers which are

close to 0.8900 are 0.8888 and 0.8907.
Now 0.8900 − 0.8888 = 0.0012 and
0.8907 − 0.8900 = 0.0007. So we take 0.8907
which is in row 1.2 and column .03.
Hence z0 = 1.23.

FRANCISCO CHAMERA BUNDA RANDOM VARIABLES August 7, 2024 111 / 117

 RAVA - Probabilities for the General Normal Distribution

FRANCISCO CHAMERA BUNDA RANDOM VARIABLES August 7, 2024 112 / 117

 RAVA - Probabilities for the General Normal Distribution

To find an area for a normal random variable

X with mean µ and standard deviation σ,
standardise the interval in terms of
X −µ
Z=
σ
the standard normal random variable.

FRANCISCO CHAMERA BUNDA RANDOM VARIABLES August 7, 2024 112 / 117

 RAVA - Probabilities for the General Normal Distribution

To find an area for a normal random variable

X with mean µ and standard deviation σ,
standardise the interval in terms of
X −µ
Z=
σ
the standard normal random variable.
Then proceed into using the z table as before.

FRANCISCO CHAMERA BUNDA RANDOM VARIABLES August 7, 2024 112 / 117

 RAVA - Example 22

FRANCISCO CHAMERA BUNDA RANDOM VARIABLES August 7, 2024 113 / 117

 RAVA - Example 22

Let X be a normally distributed random variable

with mean 10 and standard deviation 2. Find the
probability that x lies between 11 and 13.6.

FRANCISCO CHAMERA BUNDA RANDOM VARIABLES August 7, 2024 113 / 117

 RAVA - Solution to Example 22

FRANCISCO CHAMERA BUNDA RANDOM VARIABLES August 7, 2024 114 / 117

 RAVA - Solution to Example 22

P(11 ≤ X ≤ 13.6)
 
11 − 10 13.6 − 10
=P ≤Z ≤
2 2
= P(0.5 ≤ Z ≤ 1.8)
= P(Z ≤ 1.8) − P(Z ≤ 0.5)
= 0.9641 − 0.6915
= 0.2726.

FRANCISCO CHAMERA BUNDA RANDOM VARIABLES August 7, 2024 114 / 117

 RAVA - Example 23

FRANCISCO CHAMERA BUNDA RANDOM VARIABLES August 7, 2024 115 / 117

 RAVA - Example 23

Suppose we know that the birth weight of babies

is normally distributed with mean 3500g and
standard deviation 500g . What is the probability
that a baby is born that weighs less than 3100g ?

FRANCISCO CHAMERA BUNDA RANDOM VARIABLES August 7, 2024 115 / 117

 RAVA - Solution to Example 23

FRANCISCO CHAMERA BUNDA RANDOM VARIABLES August 7, 2024 116 / 117

 RAVA - Solution to Example 23

 
3100 − 3500
P(X < 3100) = P Z <
500
400
= P(Z < − )
500
= P(Z < −0.8)
= P(Z > 0.8)
= 1 − P(Z < 0.8)
= 1 − 0.7881
= 0.2119.
FRANCISCO CHAMERA BUNDA RANDOM VARIABLES August 7, 2024 116 / 117
 RAVA - Exercise.

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 RAVA - Exercise.
1
Find P(Z < −0.76).

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 RAVA - Exercise.
1
Find P(Z < −0.76).
2
Compute P(Z ≥ 1.18).

FRANCISCO CHAMERA BUNDA RANDOM VARIABLES August 7, 2024 117 / 117

 RAVA - Exercise.
1
Find P(Z < −0.76).
2
Compute P(Z ≥ 1.18).
3
Find the value of z0 such that
P(Z > z0) = 0.6647.

FRANCISCO CHAMERA BUNDA RANDOM VARIABLES August 7, 2024 117 / 117

 RAVA - Exercise.
1
Find P(Z < −0.76).
2
Compute P(Z ≥ 1.18).
3
Find the value of z0 such that
P(Z > z0) = 0.6647.
4
Calculate P(−0.64 ≤ Z ≤ 0.44).

FRANCISCO CHAMERA BUNDA RANDOM VARIABLES August 7, 2024 117 / 117

 RAVA - Exercise.
1
Find P(Z < −0.76).
2
Compute P(Z ≥ 1.18).
3
Find the value of z0 such that
P(Z > z0) = 0.6647.
4
Calculate P(−0.64 ≤ Z ≤ 0.44).
5
Family income of a certain city is normally
distributed with mean K 25000 and standard
deviation K 10000. If poverty level is K 10000,
what percentage of the population lives in
poverty?
FRANCISCO CHAMERA BUNDA RANDOM VARIABLES August 7, 2024 117 / 117