Module-4

PROBABILITY DISTRIBUTIONS

1. DISCRETE
A discrete random variable (r.v.) has following type of the distributions as given
below
 Discrete Uniform
 Bernoulli
 Binomial
 Geometric
 Negative Binomial
 Hypergeometric
 Poisson
Bernoulli’s trials:
Suppose, associated with random trial there is an event called „success‟ and the
complementary event is called „failure‟.
Let the probability for success be and probability for failure be . Suppose a trial
has only two outcomes, denoted by S for success and F for failure with P(S) = p
and P(F)=q = 1 – p.
Such a trial is called a Bernoulli trial.

For example, a coin toss where a Head is a success S and a Tail is a failure F.
Bernoulli’s Distribution:

A random variable which takes two values 0 and 1 with probability respectively. That
is ( ) ( ) is called a Bernoulli‟s discrete random
variable. The probability function of Bernoulli‟s distribution can be written as

( ) ( )
Note:

1. Mean of Bernoulli‟s distribution discrete random variable

( ) ∑ ( ) ( ) ( )

2. Variance of is

( ) ( ) ( ) ∑ ( )

( ) ( ) ( )

The standard deviation is √

Binomial Distribution:

If we perform a random experiment by repeating n independent Bernoulli trials,

then the random variable X representing the number of successes in the n trials has
a binomial distribution.
Let a random experiment be performed repeatedly and let the occurrence of an
event ( ) in any trial be called success and non-occurrence ( ̅), a failure .
Consider a series of independent Bernoulli trials ( being finite) in which the
probability of success ( ) or ( ̅) in any trial is constant for
each trial. If „X‟ represents a random variable with the number of success that
occur in the n trials. Then the probability of „X=x‟ can be obtained as

( )

Since the probabilities of 0,1,2, 3,…,n successes, namely

are the successive terms of the Binomial
expansion of ( ) , the probability distribution so obtained is called Binomial
probability distribution and the r.v. X is called binomial r.v.

The possible values for binomial random variable X depends on the number of
Bernoulli trials independently repeated, and is {0, 1, 2, . . . , n}.
Definition of Binomial random variable:
Suppose there are n independent Bernuli‟s trials. Each of which results in a
“success” with probability „p‟ and “failure” with probability “1-p=q”. If „X‟
represents a random variable with the number of success that occur in the n trials,
then „X‟ is said to be a binomial random variable with parameters (n,p) and if it
assumes only non-negative values and its probability mass function is given by

( ) ( ) {

Where are known as parameters.

Note:
 is also known as the degree of the distribution
 ∑ ( )
 The Binomial distribution is important not only because of its wide range
applicability, but also because it gives rise to many other probability
distributions.
 Any variable which follows Binomial distribution is known as Binomial
variate.
Conditions for Binomial Experiment:

The Bernoulli process involving a series of independent trials, is based on certain

conditions as under:

 There are only two mutually exclusive and collective exhaustive outcomes
of the random variable and one of them is referred to as a success and the
other as a failure.
 The random experiment is performed under the same conditions for a fixed
and finite (also discrete) number of times, say n. Each observation of the
random variable in a random experiment is called a trial. Each trial
generates either a success denoted by or a failure denoted by .
 The outcome (i.e., success or failure) of any trial is not affected by the
outcome of any other trial.
 All the observations are assumed to be independent of each of each other.
This means that the probability of outcomes remains constant throughout the
process.

Example:

To understand the Bernoulli process, consider the coin tossing problem where 3
coins are tossed.
Suppose we are interested to know the probability of two heads. The possible
sequence of outcomes involving two heads can be obtained in the following three
ways:
HHT, HTH, THH.
Binomial Probability Function:

In general, for a binomial random variable , the success (occurrence of desired

outcome) number of times in independent trials, regardless of their order of
occurrence is given by the formula:

( )
( )

Where,
n = number of trials (specified in advance) or sample size
p = probability of success
q = (1 – p), probability of failure
X = discrete binomial random variable
r = number of successes in n trials
Problem 1:
A fair coin is tossed six times, then find the probability of getting four heads.
Solution:
Let getting head in outcome be the success.
i.e., X: getting head in outcome
= probability of getting a head=1/2
= probability of not getting a head=1/2

( )

( ) ( ) ( )

( )

Problem 2:

The incidence of an occupational disease in an industry is such that the workers

have a 20% chance of suffering from it. What is the probability that out of 6
workers chosen at random, four or more will suffer from disease?
Solution:
Let worker suffering from disease be the success in this case.
i. e. X: worker suffering from disease.
The probability of a worker suffering from disease= p=20%=0.2
The probability that of no worker suffering from disease= q=80%=0.8

The probability that four or more workers suffer from disease ( )

( ) ( ) ( ) ( )

( ) ( ) ( ) ( ) ( )

Problem 3:

Six dice are thrown 729 times. How many times do you except at least three dice to
show a 5 or 6.

Solution:
X: dice to show a 5 or 6.

probability of occurrence of 5 or 6 in one throw

The probability of getting at least three dice to show a 5 or 6
( ) ( ) ( ) ( ) ( )

( ) ( ) ( ) ( ) ( ) ( ) ( )

( )
( )
The expected number of such cases in 729 times

( )

Relationship between mean and variance:

Mean of a Binomial distribution:
The Binomial probability distribution is given by
( )

Mean of is

( ) ∑ ( ) ∑

( ) ( )( )

( )( )
[ ( ) ]

( )

( )
Variance of a Binomial distribution:
Variance ( ) ( ) ( )

∑ ( )

∑[ ( ) ] ( )

∑ ( ) ∑ ( )

[ ( ) ]
( ) ( )( )
[ ( ) ]

( )( )
( ) [ ( ) ]

( ) ( )
( ) ( )
( )
( )
Cumulative binomial distribution:

( ) ( ) ∑ ( ) ∑

The binomial probabilities can be obtained from cumulative distribution as follows

( ) ( ) ( )

Note: B(-1)=0
By using the binomial table these can also be obtained.
Ex. The manufacture of large high-definition LCD panels is difficult, and a
moderately high proportion have too many defective pixels to pass inspection. If
the probability is 0.3 that an LCD panel will not pass inspection, what is the
probability that 6 of 18 panels , randomly selected from production will not pass
inspection?
Sol: X: LCD panel not pass in inspection.
n=18, p=0.30 and x=6
( ) ( ) ( )
( ) ( ) ( )

Moment generating function:

( ) ( ) ∑ ( ) ( )

Problem 4:

If the probability of a detective bolt is 0.2, find

(i) Mean and
(ii) Standard deviation for the bolts in a total of 400.
Solution:
Given
(i) Mean is
(ii) Standard deviation is √ √ √

Problem 5:
Find the maximum such that the probability of getting no head in tossing a fair
coin times is greater than 0.1.

Solution:
X: getting head in tossing a fair coin n times.
probability of getting a head = ½
probability of not getting a head = 1- ½ = ½
Probability of getting no head in tossing a fair coin times is greater than 0.1.
i.e. ( )

( )

.
Hence the required maximum .
Problem 6:
Fit a binomial distribution to the following frequency distribution
0 1 2 3 4 5 6
13 25 52 58 32 16 4

Solution:
The number of trials is
∑ Total frequency
∑
Mean ∑

Mean

Binomial distribution to be fitted is ( ) ( )

[ ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
( ) ( ) ( ) ]
[
]

The successive terms in the expansion give the expected or theoretical frequencies
which are
 0 1 2 3 4 5 6

6 28 56 60 36 12 2
(expected
or
theoretical
frequencies)

Try yourself:

1. A die is tossed thrice. A success is getting 1 or 6 on a toss. Find the mean

and variance of the number of successes.
2. The mean and variance of a binomial distribution are 4 and 4/3 respectively.
Then find ( ).
3. Fit a binomial distribution to the following frequency distribution
0 1 2 3 4 5
2 14 20 34 22 8
Poisson Distribution:
S.D. Poisson (1837) introduced Poisson distribution as a rare distribution of rare
events.
i.e. The events whose probability of occurrence is very small but the no. of trials
which could lead to the occurrence of the event, are very large.
Ex: The no. of printing mistakes per page in a large text.

Definition:
A r.v X taking on one of the non-negative values 0,1,2,3,4,………(i.e. which do
not have a natural upper bound) with parameter λ , λ >0, is said to follow Poisson
distribution if its probability mass function is given by

( ) ( ) {

Then X is called the Poisson r.v. and the distribution is known as Poisson
distribution.
And the Poisson parameter, >0

Conditions to follow in P.D.

 The no. of trials „n‟ is very large
 The probability of success „p‟ is very small
 is finite.
Mean of Poisson distribution:

( ) ∑ ( ) ∑

( )

Variance of Poisson distribution:

Variance ( ) ( ) ( )

∑ ( )

( )

Cumulative Poisson distribution:

( ) ( ) ∑ ( ) ∑

Moment generating function:

( ) ( ) ∑ ( ) ∑ ( )
=

( ) ( )
Problem 1:

A hospital switch board receives an average of 4 emergency calls in a 10-minute

interval. What is the probability that
i. there at most 2 emergency calls in a 10-minute interval
ii. there are exactly 3 emergency calls in a 10-minute interval.

Solution:

Mean =

( ) ( )

i. P(at most 2 calls) = ( )

( ) ( ) ( )

( )

ii. P(Exactly 3 calls) = ( )

Problem 2:

If a random variable has a Poisson distribution such that P (1) =P (2). Find
i. Mean of the distribution
ii. P(4)
iii. ( )
iv. ( )

Solution:

Therefore
i. Mean of the distribution is

ii. ( )

( )

iii. ( ) ( ) ( )

iv. ( ) ( ) ( )
Problem 3:

Fit a Poisson distribution to the following data

0 1 2 3 4 5
142 156 69 27 5 1

Solution:

∑
Mean ∑

Mean of the distribution is

So, theoretical frequency for successes are given by ( ).

( )

i.e.,
i.e.,

The expected frequencies are

0 1 2 3 4 5
Theoretical 142 156 69 27 5 1
frequency
Expected 147 147 74 25 6 1
frequency
Problem 4:

( )
If the moment generating function of the random variable is (
), where and are the mean and variance of the Poisson random variable
X.

Solution:

( ) ( ) ( )

Mean=Variance=
Standard deviation = √ =2
( ) ( ) ( )

( ) ( )

Try yourself:

1. The distribution of typing mistakes committed by a typist is given below.

Assuming the distribution to be Poisson, find the expected frequencies

0 1 2 3 4 5
42 33 14 6 4 1