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Understanding Probability Concepts

The document provides an overview of probability concepts, including sample space, probability definitions, and rules such as the multiplicative rule of counting and the additive law of probability. It also discusses conditional probability, independent events, and discrete probability distributions with examples. Additionally, it includes practical problems related to card drawing and newspaper subscriptions to illustrate these concepts.

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milan subedi
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0% found this document useful (0 votes)
3 views27 pages

Understanding Probability Concepts

The document provides an overview of probability concepts, including sample space, probability definitions, and rules such as the multiplicative rule of counting and the additive law of probability. It also discusses conditional probability, independent events, and discrete probability distributions with examples. Additionally, it includes practical problems related to card drawing and newspaper subscriptions to illustrate these concepts.

Uploaded by

milan subedi
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Sample space:

Probability A set of all possible outcomes from an experiment is called


sample space. Generally it is denoted by 𝑆

A probability is a number that reflects the


chance of occurrence or non occurrence of
events. It ranges from zero to one.

Rajan Nepal,Sr. Lecturer, National college of


Engineering
Mathematical definition

If there are n mutually exclusive and equally probable events


among them m are favorable to event A then probability of
Definition
occurrence of event A is denoted by 𝑝(𝐴) and defined as;

𝑓𝑎𝑣𝑜𝑢𝑟𝑎𝑏𝑙𝑒 𝑛𝑜 𝑜𝑓 𝑐𝑎𝑠𝑒𝑠 𝑓𝑜𝑟 𝑒𝑣𝑒𝑛𝑡 𝐴


𝑃 𝐴 =
𝑇𝑜𝑡𝑎𝑙 𝑝𝑜𝑠𝑠𝑖𝑏𝑙𝑒 𝑛𝑜. 𝑜𝑓 𝑐𝑎𝑠𝑒𝑠
𝑚
𝑃(𝐴) =
𝑛
Similarly, probability of non occurrence of event 𝐴 is denoted by
𝑃(𝐴) and defined as;

𝑓𝑎𝑣𝑜𝑢𝑟𝑎𝑏𝑙𝑒 𝑛𝑜 𝑜𝑓 𝑐𝑎𝑠𝑒𝑠 𝑓𝑜𝑟 𝑒𝑣𝑒𝑛𝑡𝐴


r 𝑃 𝐴 =
𝑇𝑜𝑡𝑎𝑙 𝑝𝑜𝑠𝑠𝑖𝑏𝑙𝑒 𝑛𝑜. 𝑜𝑓 𝑐𝑎𝑠𝑒𝑠
𝑛−𝑚 𝑚
𝑃 𝐴 = =1− =1−𝑃 𝐴
𝑛 𝑛
⟹𝑃 𝐴 +𝑃 𝐴 =1

Rajan Nepal,Sr. Lecturer, National college of


Engineering
Multiplicative rule of counting:

If an experiment is performed in two stages,


Combination
with m ways to conduct the first stage and n
ways to conduct the second stage, then there

The number of distinct combinations of n distinct are m*n ways to accomplish the experiment.

objects that can be formed, taking them r at a time is This rule is true for finite no. of cases

n!
C (n, r ) 
r !(n  r )!

𝐶 𝑛, 𝑟 = 𝑛𝑜 𝑜𝑓 𝑠𝑢𝑏𝑠𝑒𝑡𝑠
𝑐𝑜𝑛𝑡𝑎𝑖𝑛𝑖𝑛𝑔 𝒓 𝑒𝑙𝑒𝑚𝑒𝑛𝑡𝑠 𝑓𝑟𝑜𝑚
𝑡𝑕𝑒 𝑢𝑛𝑖𝑣𝑒𝑟𝑠𝑒 𝑜𝑓 𝑐𝑜𝑛𝑡𝑎𝑖𝑛𝑖𝑛𝑔 𝒏 𝑒𝑙𝑒𝑚𝑒𝑛𝑡𝑠
1,2,3
1,2 , 1,3 , *2,3+ Rajan Nepal,Sr. Lecturer, National college of
Engineering
If three cards are drawn at random, what is the
If a card is drawn at random from a pack of 52 probability that they are (K,Q and J)
cards, what is the probability that the card is
i. Red card 𝐶 4,1 ∗ 𝐶 4,1 ∗ 𝐶(4,1)
𝑃=
ii. King 𝐶(52,3)
iii. Spade
𝑐 26,1
𝑃 𝑅 =
𝐶 52,1
𝐶 4,1
𝑃 𝐾 =
𝐶 52,1 A box contains 6 white and 4 black balls.
𝐶 13,1 Remove two balls at random without
𝑃 𝑆 =
𝐶 52,1 replacement. What is the probability that the
If two cards are drawn at random, what is the
first one is white and the second one is black?
probability that both are king cards
𝐶 4,2
𝑃 𝐾𝐾 =
𝐶 52,2
If three cards are drawn at random, what is the
probability that all are photo cards;
12𝑐 3 6𝑐 1 ∗ 4𝑐
1
𝑃 𝐼𝐼𝐼 = 𝑃 𝑊𝐵 =
𝐶(52,3) 10𝑐 2

Rajan Nepal,Sr. Lecturer, National college of


Engineering
In a certain area, 60% of all household read newspaper A, 80% read
Additive law of Probability
newspaper B and 50% read both papers. If a household is selected at random,
what is the probability that
For any two joint events, A and B, the
(a) it subscribe to at least one of the two newspaper
probability of occurrence of at least one of
(b) it subscribe exactly one of the two newspaper
them is denoted by 𝑃(𝐴 ∪ 𝐵) and defined
(c) it subscribe to none of the newspaper
as;
𝑃 𝐴 ∪ 𝐵 = 𝑃 𝐴 + 𝑃 𝐵 − 𝑃(𝐴 ∩ 𝐵) (d) It subscribe newspaper A only
Define
Note:
𝐸1 = 𝐸𝑣𝑒𝑛𝑡 𝑤𝑕𝑖𝑐𝑕 𝑖𝑠 𝑟𝑎𝑛𝑑𝑜𝑚𝑙𝑦 𝑠𝑒𝑙𝑒𝑐𝑡𝑒𝑑 𝑕𝑜𝑢𝑠𝑒𝑕𝑜𝑙𝑑 𝑟𝑒𝑎𝑑𝑠 𝑛𝑒𝑤𝑠𝑝𝑎𝑝𝑒𝑟 𝐴
If 𝐴 𝑎𝑛𝑑 𝐵 𝑎𝑟𝑒 𝑚𝑢𝑡𝑢𝑎𝑙𝑙𝑦 𝑒𝑥𝑐𝑙𝑢𝑠𝑖𝑣𝑒
𝐸2 = 𝐸𝑣𝑒𝑛𝑡 𝑤𝑕𝑖𝑐𝑕 𝑖𝑠 𝑟𝑎𝑛𝑑𝑜𝑚𝑙𝑦 𝑠𝑒𝑙𝑒𝑐𝑡𝑒𝑑 𝑕𝑜𝑢𝑠𝑒𝑕𝑜𝑙𝑑 𝑟𝑒𝑎𝑑𝑠 𝑛𝑒𝑤𝑠𝑝𝑎𝑝𝑒𝑟 𝐵
𝑒𝑣𝑒𝑛𝑡𝑠 𝑡𝑕𝑒𝑛, 𝑃 𝐴 ∪ 𝐵 = 𝑃 𝐴 + 𝑃 𝐵
According to question,
𝑃 𝐸1 = 60% = 0.60
𝑃 𝐸2 = 80% = 0.80
A B 𝑃 𝐸1 ∩ 𝐸2 = 50% = 0.50
Now, probability of randomly selected household which subscribe o at least
s one of the two newspaper is 𝑃 𝐸1 ∪ 𝐸2 =
Probability of randomly selected household which subscribe exactly one of
the two newspaper is𝑃 𝐸1 ∪ 𝐸2 − 𝑃 𝐸1 ∩ 𝐸2 = 0.9 − 0.5
Probability of randomly selected household which subscribe none of the two
newspaper is𝑃(𝐸 ∪ 𝐸2 ) =college
Rajan Nepal,Sr. Lecturer,1 National
1 − 𝑃of 𝐸1 ∪ 𝐸2
Engineering
I II
Conditional probability 2𝑅, 6𝐵 6𝑅, 2𝐵

2𝑐 2
If A and Bare any two events then conditional 𝑃 2𝑅 𝐼 =
8𝑐 2
probability of event A when event B is already
𝑃 2𝑅 𝐼𝐼 = 6𝑐 2 /8𝑐 2
occurred is denoted by 𝑃 𝐴 𝐵 𝑎𝑛𝑑 𝑑𝑒𝑓𝑖𝑛𝑒𝑑
as
B M P D Total
𝑛 𝐴∩𝐵
𝑃 𝐴 𝐵 = Female 616 194 30 16 856
𝑛 𝐵 Male 529 171 44 26 770
Total 1145 365 74 42 1626
𝑛 𝐴∩𝐵
Similarly, 𝑃 𝐵 𝐴 =
𝑛 𝐴

𝑛 𝑀∩𝐷 26
𝑃 𝑀 𝐷 = =
𝑛 𝐷 42

Rajan Nepal,Sr. Lecturer, National college of


Engineering
For General Case
Multiplication rule for independent events
If A and B are any two events then probability of
If A and B are independent events, then the
probability that A and B both occur is simultaneous occurrence of them is denoted by
𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴) ∗ 𝑃(𝐵)
𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐴 𝑃 𝐵 𝐴 , 𝑃(𝐴) > 0
= 𝑃 𝐵 𝑃 𝐴 𝐵 , 𝑃(𝐵) > 0

Note :

If 𝑃 𝐴 𝐵 = 𝑃 𝐴 𝑡𝑕𝑒𝑛 𝐴 𝑎𝑛𝑑 𝐵 are independent


If A and B are independent events then events.
𝑃 𝐴 ∪ 𝐵 = 1 − 𝑃(𝐴) ∗ 𝑃 𝐵
Note :𝑃 𝐴 ∪ 𝐵 ∪ 𝐶 = 1 − 𝑃(𝐴) ∗ 𝑃 𝐵 ∗ 𝑃(𝐶 )

A problem in statistics is given to three students


A, B and C whose chances of solving are
½, ¾, and ¼ respectively. What is the probability
that the problem will be solved if
Rajan Nepal,Sr. Lecturer, National college of
all of them try independently? Engineering
Discrete Probability Distribution

𝑿; 𝒙 𝟐 𝟏 𝟎
Representation of values of discrete random
𝑝(𝑥) ¼ 2/4 1/4
variable together with respective probabilities
is called discrete probability distribution.

𝑆 = 𝐻𝐻, 𝐻𝑇, 𝑇𝐻, 𝑇𝑇 𝑆 = *𝐻𝐻𝐻, 𝐻𝐻𝑇, 𝐻𝑇𝐻, 𝑇𝐻𝐻, 𝑇𝑇𝐻, 𝑇𝐻𝑇, 𝐻𝑇𝑇, 𝑇𝑇𝑇+

𝑋 = 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝑤𝑕𝑖𝑐𝑕 𝑖𝑠 𝑜𝑐𝑐𝑢𝑟𝑟𝑒𝑛𝑐𝑒 𝑜𝑓 𝑕𝑒𝑎𝑑


𝑋 𝐻𝐻 = 2
𝑋 𝐻𝑇 = 1 𝑿; 𝒙 3 2 1 0

𝑋 𝑇𝐻 = 1 𝑃(𝑥) 1/8 3/8 3/8 1/8


𝑋 𝑇𝑇 = 0

Rajan Nepal,Sr. Lecturer, National college of


Engineering
Probability mass function(pmf) 𝑿; 𝒙 -2 -1 0 1 2 3
𝑃(𝑥) 0.1 K 0.2 2k 0.3 k
A probability function defined on
discrete random variable is called pmf if
it satisfies following properties;

1) p x ≥ 0, for all xϵX 1) K=?


2) P(X ≥ 2)
2) ∑p x = 1 , xϵX 3) P(X < 2)
𝑥
𝑓 𝑥 = 𝑤𝑕𝑒𝑛 𝑥 = 0,1,2,3
5

5 − 𝑥2
𝑓(𝑥) = , 𝑓𝑜𝑟 𝑥 = 0,1,2,3
6

x3
f ( x)  , for x=1, 2, and 3
15
Rajan Nepal,Sr. Lecturer, National college of
Engineering
A player tosses three fair coins. He win, Rs.10 if
3H appears, Rs.6 if 2H appears and Rs.2 if 1H
Mathematical Expectation
appears. On the other hand he looses Rs.25 if 3T
𝐸 𝑋 = 𝑥1 𝑝(𝑥1) + 𝑥2 𝑝 𝑥2 + 𝑥3 𝑝 𝑥3 + ⋯ … … appears. Find the expected gain of the player.
+ 𝑥𝑛 𝑝(𝑥𝑛 )
𝑋; 𝑥 10 6 2 -25
𝑛 𝑝(𝑥) 1/8 3/8 3/8 1/8
= 𝑥𝑖 𝑝(𝑥𝑖 )
𝑖=1
A businessman purchased machine in
E X =μ=X
Rs.140000 and probabilities that he will be
able to sell them for Rs.180000,170000 or
1) E X + Y = E X + E Y
150000 are 0.35,0.52 and [Link] is
2) E aX + b = aE X + b
expected gain of the businessman?
3) E XY = E X E Y ,
( for independent X &Y)

𝒙 40000 30000 10000


𝑝(𝑥) 0.35 0.52 0.13

Rajan Nepal,Sr. Lecturer, National college of


Engineering
Ten unbiased coins are tossed simultaneously find the
Binomial Probability Distribution
probability of obtaining

If X is a discrete random variable then it is said to have 1) Exactly 6H


binomial probability distribution if its pmf is given by 2) No head

𝐶 𝑛, 𝑥 𝑝 𝑥 𝑞𝑛−𝑥 𝑓𝑜𝑟 𝑥 = 0,1,2,3, … … 𝑛 3) At least 1H


𝑃 𝑥 =
0 ; 𝑜𝑡𝑕𝑒𝑟𝑤𝑖𝑠𝑒
4) Not more than 3H
𝑊𝑕𝑒𝑟𝑒 𝑛 = 𝑡𝑜𝑡𝑎𝑙 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑠𝑢𝑐𝑐𝑒𝑠𝑠
Solution:
𝑃 = 𝑝𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦 𝑜𝑓 𝑠𝑢𝑐𝑐𝑒𝑠𝑠 𝑎𝑡 𝑎 𝑡𝑟𝑖𝑎𝑙
Let us define,𝑋 = 𝑅𝑎𝑛𝑑𝑜𝑚 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝑡𝑕𝑎𝑡 𝑖𝑠 occurrence of
𝑞 = 𝑝𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦 𝑜𝑓 𝑓𝑎𝑖𝑙𝑢𝑟𝑒 𝑎𝑡 𝑎 𝑡𝑟𝑖𝑎𝑙
heads
𝑠𝑢𝑐𝑕 𝑡𝑕𝑎𝑡 𝑝 + 𝑞 = 1
Total no. of coin tossed(n)=10
Symbolically 𝑋~𝐵(𝑛, 𝑃)
1. Mean (𝑋 ) = 𝑛𝑝, Probability of occurrence of head at a trial (p)=1/2
2. variance 𝑉 𝑋 = 𝑛𝑝𝑞 Here 𝑋~𝐵(10,1/2) then 𝑖𝑡’𝑠 𝑝𝑚𝑓 ;
3. mean > variance
4. It has two parameters 𝑛 & 𝑝 1
𝑥
1
10−𝑥

5. 𝑝+𝑞 =1 𝑝 𝑥 = 𝐶 10, 𝑥
2 2

𝑝 𝑋 = 6 = 𝑝(6)
𝑝 𝑋 = 0 = 𝑝(0)
𝑝 𝑋 ≥ 1 = 1 − 𝑝 𝑋 < 1 = 1 − 𝑝(0)
Rajan Nepal,Sr. Lecturer, National college of
𝑝 𝑋 ≤ 3 = 𝑝 𝑋 = 3 + 𝑝 𝑋 = 2 + p X = 1 + p(X = 0)
Engineering
A fair coin is tossed 16 times. Find the expectation and
standard deviation of the variable X that is no. of heads.
𝑛 = 16
1
𝑝=
2
1
𝑞=
2
1
𝑚𝑒𝑎𝑛 = 𝑛𝑝 = 16 ∗
2
1 1
𝜎 = 𝑛𝑝𝑞 = 16 ∗ ∗
2 2

Rajan Nepal,Sr. Lecturer, National college of


Engineering
Poisson Probability From past experience it is known that there are on average 2
Distribution traffic accidents per week .Find the probability in a week
1) Less than two accidents
A discrete random variable 𝑋 is said to have 2) Exactly 2 accidents
𝑝𝑜𝑖𝑠𝑠𝑜𝑛 probability has it's 𝑝𝑚𝑓 is given by 3) More than 2 accidents
𝑋 = 𝑅. 𝑣. 𝑤𝑕𝑖𝑐𝑕 𝑖𝑠 𝑛𝑜, 𝑜𝑓 𝑎𝑐𝑐𝑖𝑑𝑒𝑛𝑡 𝑝𝑒𝑟 𝑤𝑒𝑒𝑘

𝑒 −𝜆 𝜆𝑥 𝜆=2
𝑃 𝑥 =
𝑥! Here 𝑋~𝑃(2), then it’s pmf is:
𝑊𝑕𝑒𝑟𝑒 𝜆 = 𝑚𝑒𝑎𝑛
𝑒 −2 2𝑥
𝑃 𝑥 =
Symbolically 𝑋~𝑃(𝜆) 𝑥!
𝑝 𝑋 <2 =𝑝 𝑋 =1 +𝑝 𝑋 =0
𝑝 𝑋=2 =
Mean = Variance
𝑝 𝑋 > 2 = 1 − 𝑝(𝑋 ≤ 2)
It has single parameter 𝜆
It is limiting case of Binomial distribution
(n is very large and p is very small)

Rajan Nepal,Sr. Lecturer, National college of


Engineering
If the probability that an individual suffers a bad reaction
Poisson distribution as limiting
from a certain injection is 0.001, determine the probability
case
that out of 2000 individuals

If 2% of electric bulbs manufactured by 1) Exactly 3


a company are defective find the 2) More than 2, individuals will suffer bad reaction
probability that in a sample of 20 bulbs 𝑋=
1)Less than 2 bulbs 𝑛 = 2000

2)More than 3 bulbs, are defective 𝑝 = 0.001


𝑋~𝐵 2000,0.001
𝑛 → ∞ 𝑎𝑛𝑑 𝑝 ≪
𝑛𝑝 = 𝜆 ⇒ 𝜆 = 2000 ∗ 0.001 = 2
𝑋~𝑝 2

𝑒 −2 2𝑥
𝑃 𝑥 =
𝑥!

Rajan Nepal,Sr. Lecturer, National college of


Engineering
Probability density function
Continuous probability
The probability function defined on continuous random
Distribution variables is calledpdf if it satisfies following conditions
1) p x ≥ o, for all real x

A variant 𝑋 has following 𝑝𝑑𝑓 2) ∫−∞ p x dx = 1
𝑐 12𝑥 + 𝑥 2 − 𝑥 3 ; 0 ≤ 𝑥 ≤ 4
𝑓 𝑥 =
0 ; 𝑂𝑡𝑕𝑒𝑟𝑤𝑖𝑠𝑒 𝑥; 0 ≤ 𝑥 < 1
𝐹𝑖𝑛𝑑 𝑐. 3−𝑥
𝑓 𝑥 = ;1 ≤ 𝑥 < 3
4
Mathematical Expectation 0; 𝑜𝑡𝑕𝑒𝑟𝑤𝑖𝑠𝑒

𝐸(𝑋) = 𝑥 𝑝 𝑥 𝑑𝑥
−∞

Rajan Nepal,Sr. Lecturer, National college of


Engineering
Probability distribution function
𝑥
𝐹 𝑥 = 𝑃 𝑋 ≤ 𝑥 = ∫−∞ 𝑝 𝑥 𝑑𝑥is called the (cumulative) probability
distribution function

Note :𝐹 ′ 𝑥 = 𝑝(𝑥)

𝑏
Note :𝑝 𝑎 ≤ 𝑋 ≤ 𝑏 = 𝑝 𝑎 < 𝑋 < 𝑏 = ∫𝑎 𝑝 𝑥 𝑑𝑥

2x, 0<x<1
f x =
0, othrrwise 1
Find, 1 2
1 p X< = 2𝑥 𝑑𝑥
1) p(X < ) 2 0
2
1 1
2) P( <X< )
4 2

Rajan Nepal,Sr. Lecturer, National college of


Engineering
Poisson Probability From past experience it is known that there are on average 2
Distribution traffic accidents per week .Find the probability in a week
1) Less than two accidents
A discrete random variable 𝑋 is said to have 2) Exactly 2 accidents
𝑝𝑜𝑖𝑠𝑠𝑜𝑛 probability has it's 𝑝𝑚𝑓 is given by 3) More than 2 accidents
𝑋 = 𝑅. 𝑣. 𝑤𝑕𝑖𝑐𝑕 𝑖𝑠 𝑛𝑜, 𝑜𝑓 𝑎𝑐𝑐𝑖𝑑𝑒𝑛𝑡 𝑝𝑒𝑟 𝑤𝑒𝑒𝑘

𝑒 −𝜆 𝜆𝑥 𝜆=2
𝑃 𝑥 =
𝑥! Here 𝑋~𝑃(2), then it’s pmf is:
𝑊𝑕𝑒𝑟𝑒 𝜆 = 𝑚𝑒𝑎𝑛
𝑒 −2 2𝑥
𝑃 𝑥 =
Symbolically 𝑋~𝑃(𝜆) 𝑥!
𝑝 𝑋 <2 =𝑝 𝑋 =1 +𝑝 𝑋 =0
𝑝 𝑋=2 =
Mean = Variance
𝑝 𝑋 > 2 = 1 − 𝑝(𝑋 ≤ 2)
It has single parameter 𝜆
It is limiting case of Binomial distribution
(n is very large and p is very small)

Rajan Nepal,Sr. Lecturer, National college of


Engineering
If the probability that an individual suffers a bad reaction
Poisson distribution as limiting
from a certain injection is 0.001, determine the probability
case
that out of 2000 individuals

If 2% of electric bulbs manufactured by 1) Exactly 3


a company are defective find the 2) More than 2, individuals will suffer bad reaction
probability that in a sample of 20 bulbs 𝑋=
1)Less than 2 bulbs 𝑛 = 2000

2)More than 3 bulbs, are defective 𝑝 = 0.001


𝑋~𝐵 2000,0.001
𝑛 → ∞ 𝑎𝑛𝑑 𝑝 ≪
𝑛𝑝 = 𝜆 ⇒ 𝜆 = 2000 ∗ 0.001 = 2
𝑋~𝑝 2

𝑒 −2 2𝑥
𝑃 𝑥 =
𝑥!

Rajan Nepal,Sr. Lecturer, National college of


Engineering
Normal Probability distribution
A continuous random variable is said to have normal probability
distribution if it’s probability density function is of the form;

1 x   2
1 ( )
p(x )  e 2  ,   x   𝑠𝑦𝑚𝑏𝑜𝑙𝑖𝑐𝑎𝑙𝑙𝑦, 𝑋~𝑁(𝜇, 𝜎 2 )
 2

A random variable having a normal distribution with a mean of 0 and


standard deviation of 1 is said to have a standard normal probability
distribution.

𝑋−𝜇
If 𝑋~𝑁 𝜇, 𝜎 2 , 𝑡𝑕𝑒𝑛 = 𝑧~𝑁(0,12 ) and it has probability density function of the form
𝜎

1 1 2
𝑝 𝑧 = 𝑒 −2𝑧 , −∞ < 𝑧 < ∞
2𝜋
Rajan Nepal,Sr. Lecturer, National college of
Engineering
PROPERTIES
1) Curve is bell shaped
2) Symmetrical about 𝑥 = 𝜇
3) 𝑀𝑒𝑎𝑛 = 𝑀𝑒𝑑𝑖𝑎𝑛 = 𝑀𝑜𝑑𝑒
4) Random Variable has infinite range
5) Baseline is asymptotic to the curve
6) Total area under the curve is one
7) Maximum area around central value
8) It has following area properties
i. Area within the interval 𝜇 − 𝜎, 𝜇 + 𝜎 =
68.26% 𝑒𝑡𝑐
9) It has two parameters
10) It is limiting case for Binomial and Poisson
distribution under certain conditions

Rajan Nepal,Sr. Lecturer, National college of


Engineering
Z  X    6.25  0.12
Standardizing Example
 10

Normal Distribution Standard Normal Distribution

1
10

0 z=0.12 Z
5 x =6.2 X

Rajan Nepal,Sr. Lecturer, National college of


Engineering
𝜇=5
𝜎 = 10
𝑃(2.9 < 𝑋 < 7.1)

x 2.9  5 x 7.1  5


z   0.21 z   0.21
 10  10

Normal Standard Normal


Distribution Distribution

 = 10  =1

.1664

0.0832 0.0832

2.9 5 7.1 X -0.21 0 0.21 Z

Rajan Nepal,Sr. Lecturer, National college of


Engineering
Normal distribution as limiting Define 𝑋 = 𝑟 𝑣 𝑠𝑢𝑓𝑓𝑒𝑟𝑖𝑛𝑔 𝑓𝑟𝑜𝑚 SARS−CoV−2

case for Binomial Distribution 𝑛 = 2400


𝑝 = 0.4
If 𝑋~𝐵 𝑛, 𝑝 𝑎𝑛𝑑 𝑞 = 0.6
1
𝑛 → ∞ 𝑎𝑛𝑑 𝑝 𝑖𝑠 𝑚𝑜𝑑𝑒𝑟𝑎𝑡𝑒(𝑝 ≈ ), then 𝑛𝑝 = 2400 ∗ 0.4 = 960
2

𝑋−𝑛𝑝
𝑛𝑝𝑞 = 960 ∗ 0.6 = 576
2
= 𝑧~𝑁(0,1 )
𝑛𝑝𝑞
Here𝑋~𝐵 2400,0.4 , 𝑏𝑢𝑡 𝑛 → ∞ 𝑎𝑛𝑑 𝑝 𝑖𝑠 𝑚𝑜𝑑𝑒𝑟𝑎𝑡𝑒
Continuity correction fraction of magnitude 0.5
So we use normal distribution as limiting case
may need.
𝑋−960
Now = 𝑧~𝑁(0,12 )
If the probability that an individual has Severe 576

acute respiratory syndrome coronavirus 𝑝 𝑋 > 970 = 1 − 𝑝(𝑋 ≤ 970)

2 (SARS-CoV-2) is 0.4 , determine the = 1 − 𝑝(𝑋 < 970.5)

probability that out of 2400 individuals 𝑋 − 960 970.5 − 960


=1−𝑝 <
1) More than 970 24 24

2) Between 970 to 1000 , = 1 − 𝑝 𝑧 < 0.44


= 1 − 𝐹(0.44)NormalTable. pdf
3) Exactly 1000 ,individuals will suffer from
𝑝 970 < 𝑋 < 1000
SARS-CoV-2
𝑝 𝑋 = 1000 = 𝑝(999.5 < 𝑋 < 1000.5)

Rajan Nepal,Sr. Lecturer, National college of


Engineering
Normal distribution as limiting case for
Poisson Distribution

Define , X=…..

𝜆 = 49

If 𝑋~𝑝 49 𝑎𝑛𝑑 49 → ∞

𝑋−𝜆 2
Use normal distribution as limiting case for
𝑋~𝑝 𝜆 𝑎𝑛𝑑 𝜆 → ∞ 𝑡𝑕𝑒𝑛 = 𝑧~𝑁 0,1
𝜆
poisson’s distribution
There are on average 49 suicides in a month in
𝑋−49
Now, = 𝑧~𝑁(0,12 )
lalitpur 7

𝑝 𝑋 ≥ 63 = 1 − 𝑝(𝑋 < 63)


a) What is the probability that in

december,2020 there will be at least 63

suicides

b) What is probability of suicides between 𝑝 42 ≤ 𝑋 ≤ 63

42 to 63 (inclusive) 𝑝(41.5 < 𝑋 < 63.5)

Rajan Nepal,Sr. Lecturer, National college of


Engineering
Example
Toss two dice and define
x = sum of two dice. x p(x)

2 1/36
3 2/36
4 3/36
5 4/36
6 5/36
7 6/36
8 5/36
9 4/36
10 3/36
11 2/36
12 1/36
END

Rajan Nepal,Sr. Lecturer, National college of


Engineering
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)}

Rajan Nepal,Sr. Lecturer, National college of


Engineering

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