1

PROBABILITY
 2
PROBABILITY

Refers to the study of randomness and uncertainty.

The theory of probability provides methods for
quantifying the chances, or likelihood, associated
with various outcomes.
2.1 Sample Spaces and Events 3

An 𝑬𝒙𝒑𝒆𝒓𝒊𝒎𝒆𝒏𝒕 is any action or process that generates data.

The set of all possible outcomes of an experiment is the
𝒔𝒂𝒎𝒑𝒍𝒆 𝒔𝒑𝒂𝒄𝒆, 𝑺. Each outcome in a sample space is called an
𝒆𝒍𝒆𝒎𝒆𝒏𝒕 or a 𝒔𝒂𝒎𝒑𝒍𝒆 𝒑𝒐𝒊𝒏𝒕.
 4
Method of Describing a Sample
Space. (The Roster Method)
1. If the sample space has a finite number of sample points, we
may 𝒍𝒊𝒔𝒕 the elements separated by commas and enclosed
in braces. Example,
A list (or roster method) is defined as a
way to show the elements of a set by listing
the elements inside of brackets.
𝑺 = 𝑨, 𝑩
𝑨 & 𝑩 are the elements or the sample
points.
 5
2. If the sample has large or infinite number of sample points,
describe the set by a 𝒔𝒕𝒂𝒕𝒆𝒎𝒆𝒏𝒕 or 𝒓𝒖𝒍𝒆 𝒎𝒆𝒕𝒉𝒐𝒅. Example,

𝑆 = 𝑥|𝑥 𝑖𝑠 𝑎 𝑛𝑎𝑡𝑢𝑟𝑎𝑙 𝑛𝑢𝑚𝑏𝑒𝑟 𝑎𝑛𝑑 𝑥 𝑖𝑠 𝑙𝑒𝑠𝑠 𝑡ℎ𝑎𝑛 8

Reading: “the set of all 𝑥 such that 𝑥 is a natural number and 𝑥 is

less than 8”
 6
Example 2.1 (Roster Method of
Describing a Sample Space)
1. An experiment consists of examining a bulb to determine
whether it is defective. Using D for defective and N for not
defective, the sample space for this experiment is, 𝑺 = {𝑫, 𝑵}

2. Another such experiment is tossing a single coin. The set of all

possible outcomes is, 𝑺 = {𝑯, 𝑻}

3. If we are interested in the number that shows up when a die is

tossed, the sample space would be, 𝑺 = {𝟏, 𝟐, 𝟑, 𝟒, 𝟓, 𝟔}
 7
Example 2.2 (The Rule Method of
Describing a Sample Space)
1. If the possible outcomes of an experiment are the set of
universities in the Philippines with a population over 5,000, the
sample space is written
- 𝑺 = 𝒙|𝒙 𝒊𝒔 𝒂 𝒖𝒏𝒊𝒗𝒆𝒓𝒔𝒊𝒕𝒚 𝒊𝒏 𝒕𝒉𝒆 𝑷𝒉𝒊𝒍𝒊𝒑𝒑𝒊𝒏𝒆𝒔 𝒘𝒊𝒕𝒉 𝒂 𝒑𝒐𝒑𝒖𝒍𝒂𝒕𝒊𝒐𝒏 𝒐𝒗𝒆𝒓 𝟓, 𝟎𝟎𝟎 .

2. Similarity, if 𝑆 is the set of all points in the first quadrant inside a

circle of radius 3 centered at the origin, the sample space is
𝑺 = {(𝒙, 𝒚)| 𝒙𝟐 + 𝒚𝟐 < 𝟗 , 𝒙 > 𝟎, 𝒚 > 𝟎 }
TREE DIAGRAM 8

In some experiments, it will be

helpful to list the elements of
systematically by means of a
𝑥
𝑡𝑟𝑒𝑒 𝑑𝑖𝑎𝑔𝑟𝑎𝑚. A tree diagram is a
tool used in probability and branches Probable
statistics to calculate the number outcomes
of possible outcomes of an event, 𝑦
as well as list those possible
outcomes in an organized manner.
𝑥 & 𝑦 𝑎𝑟𝑒 𝑡ℎ𝑒 𝑝𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑖𝑒𝑠
Example of a probability problem 9

involving flipping a coin

Head Tail

Consider the experiment of

flipping a coin three times.
Construct the tree diagram.
The two faces of a coin
Source:
[Link]
a/probability-problems-involving-coins
 Solution to the example of a probability 10
problem involving flopping a coin

The branches of the tree Figure 2.1)

give the distinct sample points, Starting
at the top and by following the paths
of the branches,

the sample space S has outcomes

Figure 2.1 Tree Diagram for Tossing a Coin 3 Times
Source: h[Link] 𝑆 = { 𝐻𝐻𝐻, 𝐻𝐻𝑇, 𝐻𝑇𝐻 , 𝐻𝑇𝑇, 𝑇𝐻𝐻, 𝑇𝐻𝑇, 𝑇𝑇𝐻, 𝑇𝑇𝑇 }
[Link]
 11
EVENTS

- In the study of probability, we will be interested in any

collection of outcomes in S rather than the individual
outcomes of S. Any collection (subset) of outcomes in
the sample space S is called an event.
EVENT 12

For instance, in tossing a

die, A = {1,3,5} is the Six faces of a die
event that odd numbers
show up. B = {3,4,5,6} is
the event that a
number greater than Source:
[Link]
two shows up. learning/2016/05/24/spotless-dice/
 13

Some Relations
from
Set Theory
 14
𝑨∪𝑩

𝐴 ∪ 𝐵 is the event “𝑒𝑖𝑡ℎ𝑒𝑟 𝐴 𝑜𝑟 𝐵 𝑜𝑟 𝑏𝑜𝑡ℎ” will happen. This

connotes the event of 𝐴 and 𝐵, or the simultaneous
occurrence of 𝐴 and 𝐵. For instance, if

𝐴 = 1, 2, 3 and 𝐵 = 4, 5, 6, 7 ,

then,
𝐴 ∪ 𝐵 = 1, 2, 3, 4, 5, 6, 7
 15
𝑨∩𝑩

𝐴 ∩ 𝐵 is the event “𝑏𝑜𝑡ℎ 𝐴 𝑎𝑛𝑑 𝐵” will happen. This connotes

occurrence of 𝐴 and 𝐵.

If 𝐴 ∩ 𝐵 = ∅, A and B are mutually exclusive events.

Mutually exclusive events are events that cannot occur

simultaneously.
 16
𝑨∩𝑩

Examples are

𝐴 = 1, 2, 3 and 𝐵 = 2, 4, 6, 8

Then, 𝐴∩𝐵 = 2

Also, 𝐴 = 1, 2, 3 and 𝐵 = 4, 6, 8

Then, 𝐴∩𝐵 = ∅
 ′ 17
𝐴

𝐴′ , the complement of 𝐴, is the event “𝑛𝑜𝑡 𝐴” will happen.

𝐴′ s the set of all outcomes in 𝑆 that are not in 𝐴. Some
illustrations of complement are as follows:

If, 𝐴 = 𝑇𝑅𝑈𝐸 then, 𝐴′ = 𝐹𝐴𝐿𝑆𝐸 .

Also, if 𝐴 = 𝑂𝑃𝐸𝑁 then, 𝐴′ = 𝐶𝐿𝑂𝑆𝐸𝐷

2.2 Counting Techniques 18

If the number of possible outcomes in an

experiment is quite large, the effort of constructing the
list of outcomes is prohibitive. By exploiting some
counting rules, it is possible to determine the number
of outcomes without listing.
 19
Fundamental Principle: (Multiplication
Rule)

If an operation can be performed in 𝑛1 ways, and if for

each of these a second operation can be performed in 𝑛2
ways, and for each of the first two a third operation can be
performed in 𝑛3 ways, and so forth, then the sequence of
𝑘 operations can be performed in 𝑛1 ∙ 𝑛2 ∙ 𝑛3 ∙ ⋯ ∙ 𝑛𝑘 ways.
 20

Permutation
 21
Permutation

A permutation is an arrangement of all or part of a group of objects or

elements. Order is an important aspect of permutation. This means that
objects are arranged in a definite order.

For example, the permutation of the set two numbers (1, 6) is 2, such as

1, 6 , 6, 1
 Representation and Types of 22

Permutation

Permutation can be
𝑃 𝑛, 𝑘
represented in many
 𝑃𝑘𝑛

ways, these are as  𝑛𝑃 𝑟

 𝑃𝑛, 𝑘
follows:
 nP k
 Representation and Types of 23

Permutation

1. The number of permutation of n distinct objects taken

n at a time is 𝑃 = 𝑛! (𝑤𝑒 𝑠𝑎𝑦 𝑛! 𝑎𝑠 "𝑛 𝑓𝑎𝑐𝑡𝑜𝑟𝑖𝑎𝑙)
𝑛! = 𝑛(𝑛 − 1)(𝑛 − 2)(𝑛 − 3) ⋯ (2)(1)
 Representation and Types of 24

Permutation

Example: How many ways can five different door prizes

be distributed among five people?
𝑛! = 𝑛(𝑛 − 1)(𝑛 − 2)(𝑛 − 3) ⋯ (2)(1)

𝑃 = 𝑛! = 5 ∙ 4 ∙ 3 ∙ 2 ∙ 1 = 120 𝑤𝑎𝑦𝑠
 Representation and Types of 25

Permutation

The following are the standard truths about 𝑛!

 0! =1

 1! − 1

 𝑛! only exists when 𝑛 ≥ 0 and does not exist for 𝑛 < 0.

 Representation and Types of 26

Permutation

2. The number of permutations of n distinct objects taken 𝑟

at a time is

𝑛!
𝑃 = 𝑛𝑃𝑟 =
𝑛−𝑟 !
 Representation and Types of 27

Permutation

Example: 8 students competed in a quiz show. In how

many different ways can the 1st, 2nd, and 3rd prizes be
awarded?
𝑛!
𝑃 = 𝑛𝑃𝑟 =
𝑛−𝑟 !

𝑛=8 𝑃=
8!
=
8∙7∙6∙5∙4∙3∙2∙1
= 336 𝑤𝑎𝑦𝑠
𝑟=3 8−3 ! 5∙4∙3∙2∙1
 Representation and Types of 28

Permutation

3. The number of permutations of n objects of which

𝑛1 are identical, 𝑛2 are identical,…, 𝑛𝑚 are identical is

𝑛!
𝑃=
𝑛1 ! ∙ 𝑛2 ! ∙ ⋯ ∙ 𝑛𝑚 !
 Representation and Types of 29

Permutation

Example: In how many different linear arrangements of

the letters of the word PHILIPPINES are there?

𝑛!
𝑃=
𝑛1 ! ∙ 𝑛2 ! ∙ ⋯ ∙ 𝑛𝑚 !
P= 3 L=1 S=1
H=1 N=1 ======
11!
𝑃= = 1108800 ways
I=3 E=1 n = 11 3! ∙ 1! ∙ 3! ∙ 1! ∙ 1! ∙ 1! ∙ 1!
 Representation and Types of 30

Permutation

4. The number of permutation of n distinct objects

arranged in a circle is
𝑃 = 𝑛−1 !
 Representation and Types of 31

Permutation

Example: In how many ways can 6 people be seated at

a round table?
𝑃 = 𝑛−1 !

𝑃 = 6 − 1 ! = 5! = 5 ∙ 4 ∙ 3 ∙ 2 ∙ 1 = 120 ways
 32

Combination
 33
Combination

 Combination is the number of ways of selecting r objects

from n without regard to order.

The number of combinations of n objects taken r at a time has

the formula

𝑛 𝑛! 𝑛𝑃𝑟
𝑛𝐶𝑟 = = =
𝑟 𝑟! 𝑛−𝑟 ! 𝑟!
 34
Example 2.3

A man wishes to travel from Town A to Town D. There are

two roads connecting towns A and B, 3 roads connecting
towns B and C, and 4 roads connecting town C to town
D. In how many ways can the man travel from town A to
D.

Solution:
N = n1.n2.n3 = 2(3)(4) = 24 ways
 35
Example 2.4

From the digits 1, 2, 5, 6, and 9

a. How many distinct three digit numbers can be formed?
b. How many of these are even?

Solution
a) n1= number of choices for the ones place value = 5 digits as choices
n2 = number of choices for the tens place value = 4 digits
n3 = number of choices for the hundreds value = 3 digits

n = 5(4)(3) = 60 distinct three digit numbers.

 36
Example 2.4

Solution
b) n1= number of choices for the ones place value = 2 digits as
choices
n2 = number of choices for the tens place value = 4 digits
n3 = number of choices for the hundreds value = 3 digits

n = 2(4)(3) = 24 distinct three digit numbers.

 37
Example 2.4

Alternative Solution for question a.)

Since the digits should be distinct, there are 5 digits to be

arranged by 3’s, such number of arrangement is

n = 5P3 = 5!/(5-3)! = 5!/2! = 60

 38
Example 2.5

How many numbers can be formed using all the digits 1, 2, 3, and 4?

Solution:

To form different numbers, arrange all the 4 digits and the number
of arrangements are the numbers formed.

P = 4! = 24 numbers
 39
Example 2.6

How many distinct permutations are there in the word

MILLENNIUM?

Solution:
There are 2M’s, 2L’s, 2I’s, 2N’s

P = ___10!____ = 226, 800

2! 2! 2! 2!
 40
Example 2.7

a) In how many ways can 4 letters a, b, c, and d be arranged

in a circle?

b) How many arrangements are there if a and b must always

be together?
 41
Example 2.7
Solution
a. P = ( 4-1)! = 3! = 6 ways
b. So that a and b be always, together , arrange only three
positions in a circle thus
n1 = (3-1)! = 2! =2
n = 2! = number of ways two letters a and b be
2

arranged

n = 2(2) = 4 arrangements
 42
Example 2.8

From a group of 4 men and 5 women, how many

committees of size 3 are possible,

a) with no restrictions
b) with 1 man and 2 women
c) with 2 men and 1 woman if a certain man must be on
the committee
 43
Example 2.8
Solution
a) n= number of committees = number of ways of selecting 3 from 9
n= 9C3 = 9!/3!(9-3)! = 9!/3!6! = 84 committees
b) n= number of committees with 1 man & 2 women
n1= no. of ways of selecting 1 man from 4 men
n2= no. of ways of selecting 2 women from 5 women
n= 4C1· 5C2 = 4!/1!3!· 5!/2!3! = 4(10) = 40 committees
c) n= no. of committees with 2 men and 1 woman with a certain man on the
committee
n1= no. of ways of selecting 1 man from 3 men
n2= no. of ways of selecting 1 woman from 5 women
n= 3C1· 5C1 = 3!/1!2!· 5!/1!4! = 3(5) = 15 committees
 44
2.3 Probability of an Event

The objective of probability is to assign to each event A a number

P(A), called the probability of the event A, which will give a precise
measure of the chance that A will happen.
The probability of an event A is the ratio of the outcomes
favorable to A to the total number of outcomes. Thus,
𝒏 𝑨
𝑷 𝑨 =
𝒏 𝑺

where n(A) = number of outcomes favorable to A

n(S) = total number of outcomes
= number of outcome in the sample space
Properties of Probability 45

1. Positiveness
0 ≤ P(A) ≤ 1

2. Certainty
P(S) = 1, the probability of a sure event
Example 2.9 46

A coin tossed 3 times. Find the probability of the

following events:

a. Exactly two heads appear.

b. At least two heads appear.

Example 2.9 47

Solution
The sample space for this experiment is
S = {HHH, HHT, HTH, HTT, THH, THT, TTH, TTT}
a. A= The event that exactly two heads appear
A = {HHT, HTH, THH} n(A) = 3 n(S) = 8
P(A) = 3/8
b. B = The event that atleast two head appear
B = {HHH, HHT, HTH, THH} n(B) =4
P(B) = 4/8 = 1/2
Example 2.10 48

In a poker hand consisting of 5 cards, find the probability

of holding

a. 3 aces

b. 4 hearts and 1 diamond

 Example 2.10 49

Solution
a. A = the event of having 3 aces and two of any kind other than aces
4 C3 = number of ways of having 3 aces
48 C2 = number of ways of having 2 of any kind
n(A) = 4C3 · 48C2 = 4512
n(S) = 52C5 = 2598960
P(A) = 4512/2598960 = 94/54,145
b. B = the event of holding 4 hearts and 1 diamond
n(B) = 13C4 · 13C1 = 9295
P(B) = 9295/2598960 = 143/39,984
Additive Rules 50

1. If A & B are any two event, then,

P(A ∪ B) = P(A) + P(B) – P(A ∩ B)
2. If A & B are mutually exclusive events, then
P(A ∪ B) = P(A) + P(B)
3. If A and A’ are complementary events, then
P(A) + P(A’) = 1
Also, P(A ∪ B) – P(A) = P(B) – P(A ∩ B) = P(B ∩ A’)
Example 2.11 51

In a class of 100 students, 69 are taking algebra, 54 are taking

trigonometry and 35 are taking both algebra and
trigonometry. If one of these students is selected at random,

a. The student is taking algebra or trigonometry.

b. The student did not take either of these subjects.
c. The student is taking algebra but not trigonometry
 Example 2.11 52

Solution
Let A = the event that the student takes algebra
B = the event that the student takes trigonometry
A ∩ B = the event that the student take both algebra &
trigonometry

P(A) = 69/100 P(B) = 54/100 P(A ∩ B ) = 35/100

 Example 2.11 53

a. P(student takes algebra or trigonometry) = P(A or B) = P(A ∪ B)

P(A ∪ B) = P(A) + P(B) – P(A ∩ B) = 69/100 + 54/100 - 35/100 = 88/100
P(student takes algebra or trigonometry) = 22/25
b. P(student did not take either subjects) = P(not “algebra or
trigonometry”) = P(A ∪ B)’
P(A ∪ B)’ = 1- P(A ∪ B) = 1 – 22/25
P (student did not take either subjects) = 3/25
c. P(student takes algebra but not trigonometry) = P(A and B’) = P(A ∩ B’)
= P(A) – P(A ∩ B) = 69/100 – 35/100 = 34/100
P(student takes algebra but not trigonometry) = 17/50
Conditional Probability 54

The conditional probability of A is given that B has

occurred is defined by

P(A/B) = P(A ∩ B)
P(B)
 Example 2.12 55

The probability that an automobile being filled with gasoline will

also need an oil change 0.25; the probability that it needs new oil
filter is 0.40 and the probability that both oil and filter need
changing is 0.14.

a. If the oil had to be changed, what is the probability that a new

oil filter is needed?
b. If a new oil filter is needed, what is the probability that the oil has
to be changed?
 Example 2.12 56

Solution
Let A = need oil change
B = need new oil filter
P (A) = 0.25 P(B) = 0.40 P(A ∩ B) = 0.14
a. P(need new oil filter/ need oil change) = P(B/A)
P(A ∩ B)/P(A) = 0.14/0.25 = 0.56
b. P(need oil change/ need oil filter) = P(A/B)
P(A ∩ B)/P(B) = 0.14/0.40 = 0.35
Multiplicative Rule 57

If the events A and B can both occur, then

P ( A ∩ B ) = P(A/B) · P(B)

Since P ( A^B ) = P ( B^A ), then

P ( A ∩ B ) = P(B/A) · P(A)
Independent Events 58

Two events A & B are independent if and only if

P(A/B) = P(A) and P(B/A) = P(B)
So that
P(A∩B) = P(A) · P(B)
Example 2.13 59

A petroleum company exploring for oil has decided to

drill two wells, one after the other. The probability of
striking oil in the first well is 0.2. Given that the first attempt
is successful, the probability of striking oil in the second
attempt is 0.8. What is the probability of striking oil in both
wells?
Example 2.13 60

Solution
Let W1 = the event of striking oil in the 1st well
W2 = the event of striking oil in the 2nd well

P(striking oil in both wells) = P(W1 and W2)

P (W1 ∩ W2) = P(W1)· P(W1/W2) = 0.2(0.8)
P(striking oil in both wells) = 0.16
Example 2.14 61

A town has two fire engine operating independently.

The probability that a specific engine is available when
needed is 0.96.

a. Whatis the probability that neither is available when

needed?
b. Whatis the probability that a fire engine is available
when needed?
62
Example 2.15 63

Suppose current flows through switches A and

B to a radio and back to the battery as shown in
fig. 2.2 if the probability that switch A is closed is 0.8,
and given that switch A is closed the probability
that switch B is closed is 0.7. Find the probability
that the radio is playing.
64
Example 2.16 65

Suppose current flows through switches A and B to a

radio and back to the battery as shown in fig. 2.3.
Suppose the probability that switch A is closed is 0.8, the
probability that switch B is closed is 0.6, and given that
switch A is closed the probability that switch B is closed
0.7, find the probability that the radio is playing.
66
 67

Chapter 3
PROBABILITY
DISTRIBUTIONS
3.1 Random Variables 68

A random variable is a function that assigns

numerical values to the outcomes of a sample
space.

We shall use capital letter to denote a

random variable and its corresponding small letter
for one of its values.
Classification of Random Variables 69

Random Variables are classified as discrete or

continuous, depending upon their range of values.

1. Discrete Random Variable is one whose set of

possible values is finite or countably infinite.
2. Continuous Random Variable is one that can
assume values on a continuous scale.
3.2 Probability Distribution of 70

Discrete Random Variables

A probability distribution is a formula or a table listing all
possible values that a random variable can take on.
The probability distribution or probability mass function (pmf)
of a discrete random variable X is defined for every number x
by f(x) = P(X=x)

Properties of a discrete probability function

1. f(x) ≥ 0
2. Σ f(x) = 1
Example 3.1 71

Find the probability distribution for the number of heads that

appear when a coin is tossed 3 times.
Pmf of the no. of heads

Solution X F(x)
0 1/8
Let X = number of heads that appear
1 3/8
x = 0, 1, 2, 3
2 3/8
f(x) = P(X=x) 3 1/8
Σ 1
Example 3.2 72

Find the probability mass function of the random

variable M which represents the number of red
balls out of three balls drawn at random from an
urn containing 5 red balls and 6 black balls.
 Example 3.2 73

Solution
M = number of red balls
m = 0,1,2,3 Pmf of the no. of red balls
f(0) = P(M=0) = 5C0 · 6C3 = 20 = 4 m F(m)
11C3 =165 = 33 0 4/33
f(1) = P(M=1) = 5C1 · 6C2 = 75 = 5 1 5/11
11C3 =165 = 11 2 4/11
f(2) = P(M=2) = 5C2 · 6C1 = 60 = 4
3 2/33
11C3 =165 = 11
Σ 1
f(3) = P(M=3) = 5C3 · 6C0 = 10 = 2
11C3 =165 = 33
 Example 3.2 74

Alternative Solution
f(0) = P(BBB) = (6/11)(5/10)(4/9) = 4/33

f(1) = P(RBB or BRB or BBR) = 5/11(6/10)(5/9)+(6/11)(5/10)(5/9)+(6/11)(5/10)(5/9) = 5/11

f(2) = P(RRB or RBR or BRR) = 5/11(4/10)(6/9)=(5/11)(6/10)(4/9)=(6/11)(5/10)(4/9) = 4/11

f(3) = P(RRR) = (5/11)(4/10)(3/9) = 2/33

Distribution Functions for Discrete 75

Random Variables

The cumulative distribution function (cdf)

F(x) for a discrete random variable X is defined
by

F(x) = P ( X ≤ x ) = Σ f(u)
u≤x
Example 3.3 76

Find the cdf for the number of heads that appear when a
coin is tossed 3 times.

Solution
F(0) = P(X ≤ 0) = f(0) = 1/8
F(1) = P(X ≤ 1) = f(0)+f(1) = 1/8 + 3/8= 4/8 = ½
F(2) = P(X ≤ 2) = f(0)+f(1)+f(2) = F(1)+f(2) = 7/8
F(3) = P(X ≤ 3) = f(0)+f(1)+f(2)+f(3) = F(2)+f(3) = 1
The Mean and Variance of a 77

Discrete Random Variable

 For a discrete random variable X, the mean or expected value

of x is given as
µ = E(X) = Σ x f(x)

 The variance of a discrete random variable X with mean µ is

σ = E(X-µ) 2 = Σ(x-µ) 2 f(x)
or σ = Σx 2 f(x) - µ 2
3.3 Probability Distribution of 78

Continuous Random Variables

The Mean and Variance of a 79

Continuous Random Variable

 For a continuous random variable X, the mean or

expected value of X is given as
µ = E (X) = x f(x) dx

 The variance of a continuous random variable X with

mean µ is given by
σ = (x-µ) 2 f(x) dx
80
81
 82

Chapter 4
SOME DISCRETE
PROBABILITY DISTRIBUTIONS
 4.1 The Binomial Distributions 83

If an experiment consists of n repeated trials, each trial has two

possible outcomes which may be labeled as success or failure, and
if the repeated trials are independent, the probability of a success
remains constant from trial to trial, the experiment is called a
binomial experiment.

The number of success in n independent trials is called a binomial

random variable. The probability distribution if this discrete random
variable is called the binomial distribution.
 84

If a binomial trial can result in a success with probability p and a

failure with probability q = 1 – p, then the probability distribution of
the binomial random variable X, the number of success in n
independent trials is
f(x) = b (x ; n , p) = nCx p x q n-x
The mean and variance of the binomial distribution are
µ = np and σ 2 = npq
Example 4.1 85

A safety engineer claims that only 40% of all workers

wear safety helmets when they eat lunch at the
workplace. Assuming that his claim is right, find the
probability that 4 of 6 workers randomly chosen will be
wearing their helmets while having lunch at the
workplace.
 Example 4.1 86

Solution
Let X = number of workers wearing helmets
p = 0.40 q = 0.60 n=6

P(4 workers wear helmets) = P(X=4) = f(4) = 6C4 p 4 q 2

= 6! / (4!2!) (0.4) 4 (0.6) 2
P(4 workers wear helmets) = 0.1382
Example 4.2 87

If the probability that a fluorescent light has a useful life of

at least 800 hours is 0.9, find the probabilities that among
20 such lights.

a. Exactly 18 will have a useful life of at least 800 hours

b. At least 15 will have a useful life of at least 800 hours
c. At least 2 will not have a useful life of at least 800 hours
88
89
4.2 The Poisson Distribution 90

An experiment that yields the number of outcomes

occurring during a given time interval or a specified region
is a Poisson Experiment. The number of outcomes occurring
in a Poisson experiment is called a Poisson random vaiable
and its probability distribution is called a Poisson
Distribution.
4.2 The Poisson Distribution 91
Example 4.3 92

On the average a certain intersection results in 3

traffic accidents per month. What is the probability
that in any given month at this intersection

a. Exactly 5 accidents will occur?

b. Less than 3 accidents will occur?
c. At least two accidents will occur?
93
The Poisson Distribution as a 94

Limiting Form of the Binomial

Distribution
If in a binomial experiment, n is large (n → ∞) and p
is small (p→ 0) and µ = np remains constant, the
Poisson distribution can be used to approximate
the binomial distribution.
Example 4.4 95

In proof testing of circuit boards, the probability that any particular diode will
fail is 0.01. Suppose a circuit board contains 200 diodes. What is the probability
that at least four diodes will fail on a randomly selected board?
Solution :
Let X = number of diodes that fail
p = 0.01 n = 200
µ = np = 200 (0.01) = 2
P (at least 4 diodes will fail) P(X ≥ 4 = 1 – P(X<4)
Using the Poisson probability sum table with µ = 2
P(at least 4 diodes will fail ) = 1 – 0.8571 = 0.1429
4.3 The Hypergeometric Distribution 96

The probability distribution of the hypergeometric random

variable X. the number of success in a random sample of size n
selected from N items of which k are labeled success and N-k
labeled failure, is
Example 4.5 97

To avoid detection at customs, a traveler has

placed 6 narcotic tablets in a bottle containing 9 vitamin
pills that are similar in appearance. If the customs official
selects 3 of the tablets at random for analysis, what is the
probability that the traveler will be arrested for illegal
possession of narcotics?
Example 4.5 98

Solution:
X = number of narcotic tablets
N = 15 n=3 k=6
P(traveler will be arrested) = P(X≥1) = f(1)+f(2)+f(3)
= 6C1· 9C2 /15C3 + 6C2 · 9C /15C3 + 6C3.9C0
/15C3
= 216/455 + 135/455 + 20/455 = 371/455
P(traveler will be arrested) = 53/65
 Example 4.6 99

A manufacturing company uses an acceptance scheme on

production items before they are shipped. The plan is a two-stage
one. Boxes of 25 are readied for shipment and a sample of 3 are
tested for defectives. If any defectives are found, the entire box is
sent back for 100% screening. If no defectives are found, the box
is shipped.
a. What is the probability that a box containing 3 defectives will
be shipped?
b. What is the probability that a box containing on;y one
defective will be sent back for screening?
Example 4.6 100
4.4 The Negative Binomial 101

Distribution

If repeated trials can result in a success with probability p

and a failure with probability q =1 – p, then the probability
distribution of the random variable X, the number of the
trial on which the kth success occurs, is given by

f(x) = b*(x; k, p) = x-1C k-1 p k q x-k

Example 4.7 102

Find the probability that a person flipping a coin

gets

a. The third head on the seventh flip.

b. The first head on the fourth flip.
Example 4.7 103
 104

Chapter 5
SOME CONTINUOUS
PROBABILITY DISTRIBUTIONS
 105
CONTINUOUS PROBABILITY DISTRIBUTIONS
5.1 NORMAL DISTRIBUTION
❖ It is the most important probability distribution in the
entire field of statistics. The graph of a normal distribution,
called the normal curve, is bell-shaped which
approximately describes many phenomena that occur in
nature, industry and research. Examples include physical
measurements in meteorological experiments, rainfall
studies, manufactured parts, including errors in scientific
measurements. The normal distribution is often referred to
as the Gaussian distribution, in honor of Karl Friedrich
Gauss (1977-1855).
 106

❖A continuous random variable X having the bell-shaped

distribution is called a normal random variable.
❖ Thedensity function of the normal random variable X, with
the mean μ and variance σ2, is
 THE NORMAL CURVE 107
Properties of the normal curve as shown in
fig.5.1
1. The mode occurs at x = μ
2. It is symmetric about a vertical axis through μ
3. The point of inflection is at x = μ ± σ
4. It approaches the horizontal axis
σ
asymptomatically in either direction away
from μ.
5. The total area under the curve and the X
horizontal axis is equal to 1. μ
Fig. 5.1 The Normal Curve
AREAS UNDER THE NORMAL CURVE 108
❖ The probability that a continuous random variable X assumes
numerical value between x = x1 and x = x2 is equal to the area
under the normal curve bounded by x = x1 and x = x2, thus,

Is presented by the shades

Fig. 5.2 P(x1<X<x2)
region of the normal curve
area in Fig. 5.2

The difficulty encountered in integrating the density function

requires the tabulation of normal curve areas for quick reference.
1.5 STANDARD NORMAL DISTRIBUTION 109

❖ Theproblem of providing a table for normal curve areas

with different values of μ and σ has been solved by
transforming all observations of any normal random
variable X into a new set of observations of a normal
random variable Z. with μ = 0 and σ = 1.
❖ Thenormal random variable X will be transformed intoa
standard normal variable Z by
Z=X–μ
σ
 110
If X falls between x = x1 and x = x2, the random
variable Z will fall between z = z1 and z = z2. hence,

The distribution of a normal random variable with mean zero

And variance 1 is called a standard normal distribution.
 111
The probability of the original and transformed
distributions is shown in Fig. 5.3. the shaded area under
the X-curve equals the shaded area under the Z-curve.

Fig. 5.3 (a) the normal distribution and (b) the standard normal distribution
 112
Table A3 gives the area under the standard normal curve
corresponding to P(Z<z), the area to the left of z. To illustrate
the use of the table, let us find P(z<1.96). In the left column
we locate 1.9, then move along the row to the column 0.06
we read 0.9750. the process is reversed when we find the
z-value corresponding to a given probability.

The following illustrates the use of the table corresponding to

the required probability.

P(Z>z1)= the area to the right of z = 1-P(Z<z1)

P (z1<Z<z2)= the area between z1 and z2 = P(Z<z2) - P(Z<z1)