Chapter: Probability Distribution

Probability Distribution

A probability distribution shows the possible outcomes of an experiment and the

probability of each of these outcomes.

Or

A listing of all the outcomes of an experiment and the probability associated with each
outcome.

Example

To begin our study of probability distribution, let’s go back to the idea of a fair coin,
suppose we toss a fair coin twice the possible outcomes are:

First toss Second toss Number of Probability of the

heads on four possible
two tosses outcomes
Possible T T 0 0.5*0.5 = 0.25
outcomes from
two tosses of a T H 1 0.5*0.5 = 0.25
fair coin
H T 1 0.5*0.5 = 0.25

H H 2 0.5*0.5 = 0.25

Total 1.0

Types of probability distribution

 Probability distribution

Probability Distribution

Discrete probability distribution Continuous probability distribution

Bernoulli distribution Uniform distribution

Binomial distribution Exponential distribution

Poisson distribution Normal distribution

Geometric distribution Gamma distribution

Negative binomial
distribution Lognormal distribution

Cauchy distribution

Discrete probability distribution

A discrete probability can take on only a limited number of values which can be listed.

Example

The probability that you were born in a given month is also discrete because there are 12
possible values.

Continuous probability distribution

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 Probability distribution

In a continuous probability distribution the variable under consideration is allowed to

take on any within a given range. So we can not list all the possible values.

Example

Suppose we were examining the level of effluent in a variety of streams and we measured
the level of effluent by parts of effluent per million parts of water. We would expect quite
a continuous range of parts per million (ppm), all the way from very low levels is clear
mountains streams of extremely high levels in polluted streams. We would call the
distribution of this variable (ppm) a continuous distribution.

Bernoulli distribution
Bernoulli trial

A random experiment whose outcomes have been classified into two categories namely
“success” and “failure” represented by letters S and F respectively is called a Bernoulli
trail.

Bernoulli distribution

A discrete random variable X is said to have a Bernoulli distribution if its probability

function is given by

 p x q1− x for x = 0,1

f ( x, p ) = 
 0, otherwise

where p is the parameter of the distribution satisfying 0  p  1 and p + q = 1 .

Example

A coin is tossed in which the outcome “head” is a success and the probability of head is
p . Then q = 1 − p is the probability of failure or tail. If the number of heads or success is
a random variable X , the X can take values 0 or 1 according to the outcome is tail
(failure) or head (success). Then the probability function of X is

 p x q1− x for x = 0,1

f ( x, p ) = 
 0, otherwise
Binomial distribution

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 Probability distribution

Introduction

Binomial distribution was first derived by Swiss mathematician James Bernoulli (1654-
1705) and was first published posthumously in 1913, eight years after his death.

Definition

A discrete random variable X is said to have a binomial distribution if its probability

function is defined by

 n  x n − x
 p q for x = 0,1, 2,..., n
f ( x; n, p ) =  x 
 0; otherwise


where the two parameters n and p satisfy 0  p  1 and p + q = 1, also n is positive

integer.

Conditions for Binomial distribution

Each trial results in two outcomes, termed as success and failure.

The number of trials n is finite.
The trials are independent of each other.
The probability of success p is constant for each trial.

Mean of Binomial distribution

Mean = np , where n = number of trials and p = probability of success.

Variance of Binomial distribution

Variance = npq , where, n = number of trials, p = probability of success and

q = probability of failure = 1 − p .

Example

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 Probability distribution

2
In a community, the probability that a newly born child will be boy . Among the 4
5
newly born children in that community, what is the probability that

(a) All the four boys

(b) No boys
(c) Exactly one boy.

Solution

Let us consider the event that a newly born child is a boy as success in Bernoulli trial
2
with probability of success . Let the number of boys be a random variable X . Then X
5
can take values 0, 1, 2, 3, and 4.

According to binomial law, the probability function of X is

4− x
2   4 2   3 
x

f  x, 4,  =       for x = 0,1, 2,3, 4 .
 5   x 5   5 

4−4
 4 2   3 
4

a) p ( all boys ) = p ( x = 4) =      = 0.0256 .

 4 5   5 
4−0
 4 2   3 
0

b) p ( no boys ) = p ( x = 0) =      = 0.1296 .
 0 5   5 
4−1
 4 2   3 
1

c) p ( exactly one boy ) = p ( x = 1) =      = 0.3456 .

1 5   5 

Example

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 Probability distribution

A fair coin is tossed 5 times. Find the probability of

a) exactly two heads
b) no head

Solution

Let the number of heads be a random variable X which can take values 0, 1, 2, 3, 4 and
1
5. Then X is binomial variate with p = and n = 5 .
2

The probability function of X is

5− x
1   5 1   1 
x

f  x,5,  =       for x = 0,1, 2,3, 4,5
 2   x 2   2 
5− 2
 5 1   1 
2

a) p ( exactly two heads ) = p ( x = 2) =      = 0.3125 .

 2 2   2 
5− 0
 5 1   1 
0

b) p ( no heads ) = p ( x = 0) =      = 0.03125 .
 2 2   2 

Example

Determine the binomial distribution for which mean is 4 and variance is 3.

Solution

Let X be a binomial variate with parameters n and p . Here, we have, np = 4 and

npq 3 3 3 1 4 4
npq = 3 . Thus = q= and p = 1 − q = 1 − = . Then n = = = 16 .
np 4 4 4 4 p 1
4
Hence, the binomial distribution is

16   1  x  3 16− x
 for x = 0,1, 2,...,16.
f ( x; n, p ) =  x   4   4 

 0; otherwise

Example

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 Probability distribution

We can consider the probability of passing a multiple choice exam paper comprising 20
questions each with 5 answers by random guessing.

The Bernoulli trial is a guess at the question, for which the probability of a pass is 0.2
(one fifth). It is important to distinguish between the fact there happen to be five answers
but only two outcomes (you pick the right answer or you do not). If there were five
possible outcomes, then this would not be a Bernoulli trial.

There are 20 trials (questions) so the probability of getting none right is,

 20 
p(0) =   0.20 (1 − 0.2 ) = 0.820 = 0.011529
20

0

The probability of getting one right is,

 20 
p(1) =   0.21 (1 − 0.2 ) = 0.2  0.819 = 0.057646
19

1

As you can see, getting 4 out of 20 is the most likely score.

The probability of getting a score of less than 10, in other words the probability of failing,
is the sum of the probabilities p(0) through to p(9) which is,

0.011529 + 0.057646 + 0.136909 + + 0.022161+ 0.007387 = 0.997405

So the probability of getting 10 or more answers right and therefore passing the
examination by random guesswork is,

1 − 0.997405 = 0.002595  0.26%

Home works

Book By D. Lind Page 212, Exercises: 9, 10, 11, 12, 13, 14, 15, 17, 18. (Use p for  ).

Poisson distribution

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 Probability distribution

Introduction

Poisson distribution was developed by France mathematician and physicist Simeon Denis
Poisson (1781-1840), who published it in 1837.

Definition

A discrete random variable X is said to have a Poisson distribution if its probability

function is given by

 e-  x
 for x = 0,1, 2,..., .
f ( x;  ) =  x !
0; otherwise


where, e = 2.71828 and  is the parameter of the distribution which is the mean number
of success and  = np .

Theorem

If X is a poisson variate with parameter  , then mean =  and variance =  . Hence,

mean and variance of poisson distribution are equal.

Examples

The number of cars passing a certain street in time t .

Number of suicide reported in a particular day.
Number of faulty blades in a packet of 100.
Number of printing mistakes at each page of a book.
Number of air accidents in some unit of time.
Number of deaths from a disease such as heart attack or cancer or due to snake
bite.
Number of telephone calls received at a particular telephone exchange in some
unit of time.
The number of defective materials in a packing manufactured by a good concern.
The number of letters lost in a mail on a given day in a certain big city.
The number of fishes caught in a day in a certain city.

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 Probability distribution

The number of robbers caught on a given day in a certain city.

Example

Suppose that the number of emergency patients in a given day at a certain hospital is a
Poisson variable X with parameter  = 20 . What is the probability that in a given day
there will be

a) 15 emergency patients.
b) At least 3 emergency patients.
c) More than 20 but less than 25 patients.

Solution

We know that,
 e-   x
f ( x;  ) =  for x = 0,1, 2,...,  .
 x!

 e ( 20 )
 -20 x

Here,  = 20 ,  f ( x; 20 ) =  for x = 0,1, 2,...,  .


 x !

e-20 ( 20 )
15

a) p (15 emergency patients ) = p ( x = 15) = = 0.0516 .

15!
b) p ( at least 3 patients ) = p ( x  3) = 1 − p ( x  3)
= 1 − p ( x = 0) − p ( x = 1) − p ( x = 2)
e-20 ( 20 ) e-20 ( 20 ) e-20 ( 20 )
0 1 2

= 1− − − = 1.
0! 1! 2!

c) p ( 20  x  25) = p ( x = 21) + p ( x = 22) + p ( x = 23) + p ( x = 24)

e-20 ( 20 ) e-20 ( 20 ) e-20 ( 20 ) e-20 ( 20 )

21 22 23 24

= + + + = 0.2841.
21! 22! 23! 24!

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 Probability distribution

Example

If the probability that a car accident happens is a very busy road in on hour is 0.001. If
2000 cars passed in one hour by the road, what is the probability that

a) exactly 3
b) more than 2 car accidents happened on that hour of the road.

Solution

We know that,
 e-   x
f ( x;  ) =  for x = 0,1, 2,...,  .
 x!

Here, p = 0.001 , n = 2000 .   = np = 2000*0.001 = 2 .

 e ( 2)
 -2 x

 f ( x; 2 ) =  for x = 0,1, 2,...,  .


 x !
e-2 ( 2 )
3

a) p ( exactly 3 accidents ) = p ( x = 3) = = 0.18 .

3!
b) p ( more than 2 accidents ) = p ( x  2) = 1 − p ( x  2)
= 1 − p ( x = 0) − p ( x = 1) − p ( x = 2)
e-2 ( 2 ) e-2 ( 2 ) e-2 ( 2 )
0 1 2

= 1− − − = 0.323 .
0! 1! 2!

Example

A factory produces blades in a packet of 10. The probability of a blade to be defective is

0.2%. Find the number of packets having two defective blades in a consignment of
10,000 packets.

Solution

We know that,
 e-   x
f ( x;  ) =  for x = 0,1, 2,...,  .
 x!

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 Probability distribution

Here, p = 0.2% = 0.002 , n = 10 .   = np = 10*0.002 = 0.02 .

e-0.02 ( 0.02 )
2

 p ( 2 defective blades ) = p ( x = 2) = = 0.000196 .

2!
Therefore, the total number of packets having two defective blades in a consignment of
10,000 packet is 10000  0.000196 = 1.96 2 .

Example

What probability model is appropriate to describe a situation where 100 misprints are
distributed randomly throughout the 100 pages of a book? For this model, what is the
probability that a page observed at random will contain at least three misprints?

Solution

We know that,
 e-   x
f ( x;  ) =  for x = 0,1, 2,...,  .
 x!

1
we have, p = = 0.01 (because there is only one mistake on the average in a page) ,
100
n = 100 .   = np = 100  0.01 = 1 .

 p ( at least 3 misprints ) = p ( x  3) = 1 − p ( x  3)
= 1 − p ( x = 0) − p ( x = 1) − p ( x = 2)
e-1 (1) e-1 (1) e-1 (1)
0 1 2

= 1− − − = 0.0803
0! 1! 2!

Home works

Book by D. Lind, page 203, Exercise: 31, 32, 33,34,35,36

Book by Paul Newbold page 160, Exercise: 5.40, 5.41.

Book by Paul Newbold page 158 & 159, Example: 5.13, 5.14.

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 Probability distribution

Normal Distribution

Introduction

Normal distribution is the most important probability distribution in Statistics. The

normal distribution was first developed in 1733 by English mathematician De Moivre.

Definition

A continuous random variable X is said to have a normal distribution if its density

function is given by

( x −  )2
f ( x,  ,  ) =
1 −
2
e 2 ;
2
−  x   (1)
 2
where, the parameters  and  2 satisfy −     and  2  0 .

The variable X whose density function given in (1) is called normal variate with
parameters  and  2 and is denoted by N (  ,  2 ) . The parameters  and  2 are
actually the mean and variance of the normal variate X . The graph of the normal curve is

Standard Normal variate

X −
If X is a normal variate with parameters  and  2 , then Z = is a standard

normal variate with mean zero and variance unity. The density function of Z is

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 Probability distribution

2
1 − z2
f ( z , 0,1) = e ; −  z  
2
Importance of Normal Distribution

Most of the distributions occurring in practice can be approximated by normal

distribution. Moreover, many of the sampling distributions e., g., Student’s t ,
Snedecor’s F , Chi-square distributions etc tend to normal for large samples.
Normal distribution finds large applications in Statistical Quality Control in
industry for setting control limits.

Note: Let X be a continuous random variable with a cumulative distribution function

F ( x ) and let a and b be two possible values of X , with a  b . The probability that X
lies between a and b is

p ( a  x  b ) = F (b ) − F ( a )

Example

A company produces light bulbs whose life times follows a normal distribution with
mean 1200 hours and standard deviation 250 hours. If a light bulb is chosen randomly
from the company’s output, what is the probability that it’s life time will be between 900
and 1300 hours?

Solution

Let X represent life time in hours. Then

 900 −  X −  1300 −  
p ( 900  x  1300 ) = p    
    
 900 − 1200 1300 − 1200 
= p z 
 250 250 
= p ( −1.2  z  0.4)
= p ( −  z  0.4) − p ( −  z  −1.2)
= 0.65542 − 0.11507
(By using Normal table)
= 0.54035

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 Probability distribution

Hence, the probability is approximately 0.54 that a light bulb will last between 900 and
1300 hours.

Example

A very large group of students obtains test scores that are normally distributed with mean
60 and standard deviation 15. What proportion of students obtained scores
a) Less than 85.
b) More than 90.
c) Between 85 and 95.

Solution

Let X denote the test score. Then

 X −  85 −    85 − 60 
a) p ( x  80) = p    = p z  
     15 
= p ( z  1.67 ) = p ( −  z  1.67 )
= 0.9525 . (By using Normal table).

That is 95.25% of the students obtained scores less than 80.

 X −  90 −    90 − 60 
b) p ( x  90) = p    = p z  
     15 
= p ( z  2) = 1 − p ( z  2) = 1 − p ( −  z  2)
= 1 − 0.9772 = 0.0228 . (By using Normal table).

That is 2.28% of the students obtained scores more than 90.

 85 −  X −  95 −  
p ( 85  x  95 ) = p   
 
c)
  
 85 − 60 95 − 60 
= p z 
 15 15 
= p (1.67  z  2.33)
= p ( −  z  2.33) − p ( −  z  1.67 )
= 0.9901 − 0.9525
(By using Normal table)
= 0.03756

That is 3.76% of the students obtained scores in the range 85 to 95.

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 Probability distribution

Example

The average daily sales of 500 branch office were Tk. 150 thousands and the standard
deviation Tk. 15 thousands. Assuming the distribution to be normal indicate how many
branches have sales between
a) Tk. 120 thousands and Tk. 145 thousands.
b) Tk. 140 thousands and Tk. 165 thousands.

Solution

Let X be the average daily sales of 500 branch office.

 120 −  X −  145 −  
p (120  x  145 ) = p   
 
a)
  
 120 − 150 145 − 150 
= p z 
 15 15 
= p ( −2  z  −0.33)
= p ( −  z  −0.33) − p ( −  z  −2)
= 0.3707 − 0.02275 = 0.34795 (By using Normal table)

Hence, the expected number of branches having sales between Tk. 120 thousands and Tk.
145 thousands are
0.3479  500 = 173.95 174 .

 140 −  X −  165 −  
b) p (140  x  165 ) = p   
    
 140 − 150 165 − 150 
= p z 
 15 15 
= p ( −0.67  z  1)
= p ( −  z  1) − p ( −  z  −0.67 )
= 0.84434 − 0.25143 = 0.58991 (By using Normal table)

Hence, the expected number of branches having sales between Tk. 140 thousands and Tk.
165 thousands are
0.58991 500 = 294.955 295 .

Home work

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 Probability distribution

Book: By Lind, page 233,237, 239Exercise: 9,10,11,12,13,14,15, 16, 17, 18, 19, 20.
Book: By Paul Newbold, page 193, Example: 6.4, 6.5, 6.6.

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