Notes on Probability Distributions and Binomial Distribution
AI Assistant
August 19, 2025
1 Continuous Probability Distributions: Practice Questions
A Continuous Random Variable is a variable that can take any value within a given range. Its
probability distribution is described by a Probability Density Function (PDF), denoted as f (x).
1.1 Properties of a PDF
For a function f (x) to be a valid PDF, it must satisfy two conditions:
1. Non-negativity: f (x) ≥ 0 for all x.
R∞
2. Total Area is 1: The total area under the curve is 1, which means −∞
f (x) dx = 1.
1.2 Practice Questions
1. Verifying a PDF: Question: Show that the function f (x) = 21 x for 0 ≤ x ≤ 2 is a valid PDF.
Hint: Check both conditions. Is the function non-negative in the given interval? Does the integral
from 0 to 2 equal 1?
2. Finding a Constant (k): Question: Find the value of the constant k that makes the function
f (x) = kx for 0 ≤ x ≤ 3 a valid PDF. Hint: Use the second property of a PDF. Set the integral
of f (x) from 0 to 3 equal to 1 and solve for k.
3. Calculating Probability: Question: For the PDF f (x) = 41 x for 0 ≤ x ≤ 2, find the probability
P (X ≥ 1). Hint: Calculate the definite integral of the function from 1 to 2.
4. Finding a Constant and Probability: Question: The lifetime (in years) of a certain type of
electronic component is a continuous random variable with PDF f (x) = ke−x/2 for x ≥ 0.
• a) Find the value of k.
• b) Find the probability that a component lasts for more than 4 years.
Hint: For part a, integrate from 0 to ∞. For part b, integrate from 4 to ∞.
2 Mean and Variance for Probability Distributions
2.1 For Discrete Random Variables
• Mean (Expected Value): E(X) = µ = all x x · P (X = x)
P
• Variance: V ar(X) = σ 2 = all x (x − µ)2 · P (X = x) = E(X 2 ) − [E(X)]2
P
2.2 For Continuous Random Variables
R∞
• Mean (Expected Value): E(X) = µ = −∞ x · f (x) dx
R∞ R∞
• Variance: V ar(X) = σ 2 = −∞ (x − µ)2 · f (x) dx = E(X 2 ) − [E(X)]2 , where E(X 2 ) = −∞ x2 ·
f (x) dx.
1
2.3 Practice Questions
1. Question: For a discrete random variable X with the following PMF, find the mean and variance.
x 0 1 2
P (X = x) 0.2 0.5 0.3
Hint: Use the discrete formulas. First, find E(X) by summing the products of x and P (X = x).
Then, use the variance formula.
2. Question: For the continuous PDF f (x) = 21 x for 0 ≤ x ≤ 2, find the mean and variance. Hint:
Use the continuous formulas and integrate over the interval [0, 2].
3 The Binomial Distribution
The Binomial distribution is a type of discrete probability distribution used to model the number of
successes in a fixed number of independent trials. It’s a special and very common case.
3.1 Key Concepts
• Trial: A single, well-defined experiment with a clear outcome.
• Success/Failure: Each trial has only two possible outcomes, which we label as ”success” or
”failure.”
• Probability Mass Function (PMF): The function that gives the probability of a specific out-
come. For a binomial variable X, the PMF is:
n x
P (X = x) = p (1 − p)n−x
x
3.2 Conditions for a Binomial Experiment
A random variable X is a binomial random variable if the following conditions are met:
1. There is a fixed number of trials, n.
2. Each trial is independent of the others.
3. Each trial has only two possible outcomes (success or failure).
4. The probability of success, p, is the same for each trial.
3.3 Parameters of the Binomial Distribution
The binomial distribution is fully described by two parameters:
• n: The total number of trials.
• p: The probability of success on a single trial.
The distribution is commonly denoted as B(n, p).
3.4 Examples and Questions
Example 1: Multiple-Choice Quiz A student takes a 10-question multiple-choice quiz. Each question
has 4 options, and the student guesses randomly. Let X be the number of correct answers.
• This is a binomial experiment:
– n = 10 (fixed number of questions).
– Trials are independent (guessing one question doesn’t affect another).
– Two outcomes: correct (success) or incorrect (failure).
– p = 1/4 = 0.25 (probability of a correct guess) is constant.
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• Question: What is the probability that the student gets exactly 3 questions correct? Hint: Use
the binomial PMF with n = 10, p = 0.25, and x = 3.
Example 2: Manufacturing Defects A factory produces light bulbs, and 2% of them are defective.
A quality control inspector randomly selects 50 light bulbs. Let Y be the number of defective light bulbs
in the sample.
• Parameters: n = 50 and p = 0.02.
• Question: What is the probability that the sample contains exactly one defective light bulb?
Hint: Use the PMF with n = 50, p = 0.02, and x = 1.
Example 3: Finding the Probability of Success (p) A binomial random variable has n = 4 trials.
The probability of getting exactly 2 successes is 6 times the probability of getting exactly 4 successes.
• Question: Find the value of p. Hint: Set up an equation using the binomial PMF: P (X = 2) =
6 · P (X = 4). Solve for p.