Probability and Statistics

EL/MC/CE/RN

SEMESTER ONE

By

Dr Paul Boye

2020/2021

Mathematical Sciences Department

 DISCRETE RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS

Concept of a Discrete Random Variable

▪ Making inferences about populations and population characteristics.

▪ Experiments are conducted with results that are subject to chance.
Example
Statistical experiment of picking two balls in succession without replacement from an urn containing 4 red balls and 3
black balls.
Sample Size Number of Red balls
RR 2
RB 1
BR 1
BB 0
• Each point in the sample space has been assigned a numerical value0,1, 2 .

• 0,1, 2 are random quantities determined by the outcome of the experiment.

• They may be viewed as values assumed by the random variable X, the number of Red Balls.

X = 0,1, 2 .

• Definition 1.1
• A random variable is a function that associates a real number with each element in the sample space.

• A capital letter, say X, will be used to denote a random variable and its corresponding small letter x in this case, for
one of its values.
P ( x) = P ( X = x)

• Example
• P ( x ) = P ( X = 2)
• Definition 1.2

• If a sample space contains a finite number of possibilities or an unending sequence with as many elements as there
are whole numbers, it is called discrete sample space.

• Definition 1.3

• If a sample space contains an infinite number of possibilities equal to the number of points on a line segment, it is
called a continuous sample space.
• Discrete Probability Distributions

• Definition 1.4

• The set of ordered pairs ( x, p ( x ) ) is a probability function, probability mass function, or probability
distribution of the discrete random variable 𝑋 if for each possible outcome x,

• 𝑝 𝑥 ≥ 0;

෍ 𝑝 𝑥𝑖 = 1,
𝑖=0

𝑝 𝑥 =𝑃 𝑋=𝑥
• Definition 1.5
• The Cumulative Distribution Function 𝐹 𝑥 of a discrete random variable 𝑋 with probability distribution 𝑝 𝑥 is

• Example
• A fair coin is tossed three times. Find the probability distribution for the number of heads if tosses are independent.

F ( x) = P ( X  x) =  p ( t ), for −   x  
t  x

Outcome Number of heads Probability

HHH 3 1/8
HHT 2 1/8
THH 2 1/8
HTH 2 1/8
HTT 1 1/8
TTH 1 1/8
THT 1 1/8
TTT 0 1/8
• Solution
Number of heads 0 1 2 3
Probability; 𝑝 𝑋 1/8 3/8 3/8 1/8

• Bar Chart/ Probability Histogram

• Theorem

• For any discrete probability distribution, the following must be true:

• The sum of the probabilities of all the events in the sample space must equal 1.

 p ( x ) = 1.
• The probability of each event in the sample space must be between or equal to 0.

0  p ( x )  1.
• Question

Construct a probability distribution for throwing a fair coin twice for the number of heads.
Solution

Simple Event Coin 1 Coin 2 P (E )

j No. of Heads P( X )
E1 H H (1/2) (1/2) 2 1/4
E2 H T (1/2) (1/2) 1 1/4
E3 T H (1/2) (1/2) 1 1/4
E4 T T (1/2) (1/2) 0 1/4
 p ( x) = 1

Number of heads, X 0 1 2
P ( x) = P ( X = x) 1/4 2/4 1/4
 P ( X = x) = 1
• TRY 1

• Consider the following probability distribution function:

( x) -3 -1 1 3 5
p ( x) 0.1 0.4 a 2a 0.2

• Find
P ( X = 3)

P ( X  1)

P ( −1  x  5 )
• TRY 2

 k ( x − 1) , for x = 2, 3

• Consider the probability distribution function P ( X = x ) =  k ( 8 − x ) , for x = 4, 5, 6

0, otherwise


• Find
• The value of k.
P ( X = 5)

P ( X  5)
• Question

• Consider the following probability distribution of a fair coin flipped twice:

𝑥 0 1 2
P ( X = x) 1/4 2/4 1/4

• Construct a cumulative distribution function and use it to answer the following questions.

F (1)

F (1.7 )

•X
Mathematical Expectation (Mean)

• Definition
x possible values xi for i = 1, 2,... Then the mathematical expectation of
• Consider any discrete random variable X with i

• X , denoted by E ( X ) is defined by

E ( X ) =  xi P ( X = xi ) =  xi p ( xi )
i i

• Linearity of Expectation
• Theorem

E ( X + Y ) = E ( X ) + E (Y )

E ( cX ) = cE ( X ) .
• Example
• Consider the probability distribution:
x 1 2 3 4
P (x) 0.1 0.3 0.4 0.2

E(X ) =  x P(X
i
i = xi )

= 1( 0.1) + 2 ( 0.3) + 3 ( 0.4 ) + 4 ( 0.2 )

= 2.7
Variance and Standard Deviation of Discrete Random Variables

• Definition
• If Xis a random variable with mean E ( X ) =  , then the variance of X is defined by

Var ( X ) = E (( X −  ) ).
2

• Calculated as
Var ( X ) =  ( x −  ) p ( x )
2

• Easier to work with formula

Var ( X ) = E  X  −  E ( X )  .
2 2
• Proof
Let  = E ( X ). Expand E ( X −  ) and use linearity:
2

Var ( X ) = E ( X −  )
2

=  ( x −  ) p ( x)
2

=  ( X 2 − 2 X +  2 ) p ( x )
x

=  ( x 2 ) p ( x ) − 2 E ( X )  xp ( x ) +  2  p ( x )
x x x

= E ( x2 ) − 2E ( X ) E ( X ) +  2

= E ( X 2 ) − 2
• In conclusion
• Standard deviation (SD):
SD ( X ) = Var ( X )
Example

• Consider the probability distribution:

𝑥 1 2 3 4
x2 1 4 9 16
P ( X = x) 0.1 0.1 0.5 0.3

Var ( X ) = E ( X ) −  E ( X )
2 2

Var ( X ) = 1( 0.1) + 4 ( 0.1) + 9 ( 0.5 ) + 16 ( 0.3 ) − 1( 0.1) + 2 ( 0.1) + 3 ( 0.5 ) + 4 ( 0.3 ) 
2

= 9.8 − 32

= 0.8
 FIRST ASSIGNMENT

x+k
• Given that F ( x) = , for x = 1, 2, 3, 4.
6

• 1) Find k.
• 2) Find the probability distribution.
• 3) Calculate the mathematical expectation.
• 4) Calculate the standard deviation.
• 5) Calculate the P ( x  2 ) .

Submission Date: Monday, February 8, 2021

Submission Time: On or before (12.30 -1.00) pm
To: Elvis, Mathematical Sciences Department MSc room
Bernoulli Experiment

• A Bernoulli experiment involves n a fixed repeated independent trials of an experiment such that

▪ Each experiment has two possible outcomes called success and failure. The possible outcomes are exactly the same
for each trial.

▪ The probability p of success on each experiment is the same for each experiment, and this probability is not
affected by any knowledge of previous outcomes. The probability q of failure is given by q =1- p.

▪ We are interested in the random variable X

where X = the number of successes
= 0, 1, 2, …, n.
Examples

• A coin
1
is tossed ten times. The two possible outcomes are heads and tails. The probability of heads on any one toss
is 2 .

• A bag contains 6 red marbles and 4 blue marbles. Five marbles are drawn from the bag without replacement and the number of
red marbles is observed. Here, a trial consists of drawing a marble from the bag and success be getting a red.

This is not Bernoulli experiment since the trials are not independent (the mix of red and blues changes on each trial since
marbles are not replaced) and the probability of success and failure vary from trial to trial.
The Bernoulli Distribution

• In general, if X is the number of successes in a Bernoulli experiment with n independent trials, where the
probability of successes is p in each trial, then

P ( X = k ) = C ( n, k ) P K q n − k for k = 0, 1, 2, n.

= ( nk ) P k q n − k

• Definition

• A random variable X has a Bernoulli distribution and it is referred to as a Bernoulli random variable if and only if
its probability distribution is given by

P ( X = k ) = C ( n, k ) P K q n −k for k = 0, 1, 2, n.
Binomial Distribution

• This distribution applies to repeated trials with only two possible outcomes.
• The outcomes are independent of one another.
• The number of trials, n, must be fixed.

• Definition

• The binomial distribution is the distribution of the number of successes in a fixed number of independent Bernoulli
trials.

• Binomial Random Variables

• For a Bernoulli experiment with n trials, let X denote the number of successes in the n trials, where the probability
of success in each trial is p. This distribution of random the variable X is called a binomial distribution with
parameters n and p.
Example

• On the basis of past experience, the probability that a certain electrical component will be satisfactory is 0.98. The
components are sampled item by item from continuous production. In a sample of five components, what are the
probabilities of finding:

• Zero;

• Exactly one;

• Exactly two; and

• Two or more defectives.

Solution

Let n = number of electrical components sampled = 5.

x = number of defective electrical components.
p = probability that an item will be defective.
q = probability that an item will be satisfactory; and
• It is known that
n x
P ( x defective items ) =   p (1 − p ) ; x = 0,1, 2, 3,..., n.
n− x

 x
5
P ( x = 0 ) =   (0.02) 0 ( 0.98 )
5− 0
= 0.9039
0
p ( x  2 ) = 1 − p ( x = 0 ) − p ( x = 1)

= 1 − 0.9039 − 0.0922 = 0.0038.

Tutorial 1

• A company is considering drilling four oil wells. The probability of success for each well is 0.40, independent of
the results for any other well. The cost of each well is $200,000. Each well that is successful will be worth
$600,000.
 Multinomial Distribution

The binomial experiment becomes a multinomial experiment if each trial have more than 2 possible discrete number
of outcomes to each n repeated trials.

If a given trial can result in the k outcomes E1 , E2 ,..., Ek with probabilities p1 , p2 ,..., pk then the probability
distribution of the random variables X 1 , X 2 , ... , X k representing the number of occurrences for E1 , E2 ,..., Ek in
n independent trials is

n!
Pr = . p1x1 . p2 x2 .... pk xk
X 1 !, X 2 !,..., X k !
k

X
i =1
i =n

• p
i =1
i =1
Moments of Multinomial Distribution

For Xi B ( n, pi ) ; i = 1, 2,..., k .

E ( X i ) = npi

Var ( X i ) = npi (1 − pi ) ; i = 1, 2,..., k .

Example 1

• In a large city, 50% of the people choose a movie, 30% choose dinner and a play, and 20% choose shopping as a
leisure activity. If a sample of five people is randomly selected, find the probability that three are planning to go to
a movie, one to a dinner and a play, and one to a shopping mall.
Solution 1
• Let X 1 = number of people attended movie.

X 2 = number of people attended dinner.

X 3 = number of people for shopping.

p1 = probability for movie.

p2 = probability for dinner.
p3 = probability for shopping.

n!
P( X ) = . p1 X1 . p2 X 2 .... pk X k
X 1 !. X 2 !.... X k !

5!
= . ( 0.50 ) . ( 0.30 ) . ( 0.20 )
3 1 1

3!.1!.1!

= 0.15
Example 2

The probabilities that the diameter of any item is less than, greater than or equal to some accepted value are
respectively 0.05, 0.10 and 0.85. From the total lot, one selects 100 random samples. Find the probability that among
them there will be five items with a smaller diameter and five with a larger diameter than the acceptable diameter.

Solution 2

n!
P( X ) = . p1 X1 . p2 X 2 .... pk X k
X 1 !. X 2 !.... X k !

100!
= . ( 0.05 ) . ( 0.10 ) . ( 0.85 )
5 5 90

5!.5!.90!

= 0.0061
Tutorials

According to Chemical Engineering Progress (Nov. 1990), approximately 30% of all pipework failures in chemical
plants are caused by operator error.

(a) What is the probability that out of the next 20 pipework failures at least 10 are due to operator error?
(b) What is the probability that no more than 4 out of 20 such failures are due to operator error?

(c) Suppose, for a particular plant, that out of the random sample of 20 such failures, exactly 5 are operational errors.
Do you feel that the 30% figure stated above applies to this plant? Comment.
 Geometric Probability Distribution

• The geometric distribution is a special case of the negative binomial distribution. It deals with the number of trials
required for a single success.

• Consider a sequence of independent Bernoulli trials, each with the same success probability p  ( 0,1) with trials
performed until a success occurs.

• Let X be the number of trials needed for the first success as shown:

Event = S , FS , FFS , FFFS , FFFFS ,...

P ( X = 1) = P ( S on first trial ) = p
X Geo ( p )


E( X ) =  xP ( x )
X =1
X

1
=
p

Var ( X ) = E ( x ) − E ( x )

2 2

1− p
Var ( X ) =
p2
 P ( X = 2) = P (F on first and S on second ) = (1 − p ) p

P ( X = 3) = (1 − p )(1 − p ) p = (1 − p ) p
2

• In general P ( X = x ) = (1 − p )
x −1
p for x = 1, 2, 3, ...

• Example 1

• If the probability is 0.75 that an applicant for driver’s license will pass the road test on any given try, what is the
probability that an applicant will finally pass the test on the fourth try?

• Solution

• Let X be the number of trials needed for the first success.

P ( X = x ) = (1 − p )
x −1
• p for x = 1, 2, 3, ...
= (1 − 0.75 ) 0.75 = 0.0117
3
• Example 2

• The probability that a bit transmitted through a digital transmission channel is received in error is 0.1. What is the
probability that the fifth bit received was okay?

• Solution

• Let X be the number of trials needed for the first success. Assume X Geom ( p ) , then

• P ( X = x ) = (1 − p )
x −1
p for x = 1, 2, 3,...

P ( X = 5 ) = ( 0.1) ( 0.9 )
5 −1

= 0.00009
Tutorials

• The number of people who changed residences in the United States has declined steadily since 1985. However,
perhaps due to the sluggish economy, the U.S. Census Bureau estimates that approximately 12% of all people
changed residences in 2012. Suppose research at Bekins randomly call people in the United States and ask if they
have moved in the last year.

• i. What is the probability that the fourth person called will be the first to have moved in the past year?

• ii. What is the probability that it will take at least six calls before speaking to someone who has move in the past
year?
 Announcement
Quiz 1 and 2
Phones are not allowed in the quiz room.
Quiz 1
Date: 12 March, 2021
Time: ( 8 – 9 )pm
Entering Time: 7.30 pm
Venue: New Petroleum Block (SpetS)

Quiz 2
Date: 19 March, 2021
Time: ( 8 – 9 )pm
Entering Time: 7.30 pm
Venue: New Petroleum Block (SpetS)

By Dr P. Boye
Negative Binomial Distribution

It is a probability distribution of number of occurrences of successes and failures in a sequence of independent trials
before a specific number of success occurs.

The Negative Binomial distribution generalizes the geometric distribution: instead of waiting for just one success, we
can wait for any predetermined number r of successes.

In a sequence of independent Bernoulli trials with success probability p , if X is the number of failures before the
rth success, then X is said to have Negative Binomial distribution with parameters r and p , denoted

X NBin ( r , p ) .
▪ Both the Binomial and the Negative Binomial distributions are based on independent Bernoulli trials.

▪ They differ in the stopping rule and in what they are counting.

▪ The Binomial counts the number of successes in a fixed number of trials.

▪ The Negative Binomial counts the number of failures until a fixed number of successes.

Theorem

• If X NBin ( r , p ) , then the Probability Mass Function (PMF) of X is

 x − 1 r x − r
P ( X = x) =  p q for x = r , r+1, r+2,...
 r − 1
• where q = 1 − p.
Moments of Negative Binomials

If X NBin ( r , p )

r
E(X ) =
p

r (1 − p )
Var ( X ) =
p2
Example 1

Suppose that the probability that a bit transmitted through a digital transmission channel is received in error is 0.1.
Find the probability that the fourth error was received on the tenth bit transmission.

Solution

Assume that bit transmissions are independent.

Let X = number of bits transmitted until the fourth error occurred.

 x − 1 r x − r
p ( X = x) =   p q , x = r , r + 1,...
 r − 1
9
P ( X = 10 ) =   ( 0.1) ( 0.9 )
4 6

 3

= 0.00446
Example 2

A geological study indicates that an exploratory oil well drilled in a particular region should strike oil with probability
0.2. Find the probability that the third oil strike comes on the fifth well drilled.

Solution

Let X = number of oil wells drilled until the third oil strike.

 x − 1 r
p ( X = x) =   ( )
x−r
p 1 − p
 r − 1 

 4
P ( X = 5 ) =   ( 0.2 ) ( 0.8 )
3 2

 2

= 0.0307
Tutorial

• The employees of a firm that manufactures insulation are being tested for indication of asbestos in their lungs. The
firm is requested to send three employees who have positive indications of asbestos on to a medical center for
further testing. If 40% of the employees have positive indications of asbestos in their lungs, find the probability that
ten employees must be tested in order to find three positives.
 Hypergeometric Distribution

▪ Consider a total population of size N with only two types of objects (females and males, defective and non-
defective, successes and failures, etc.)

▪ That there are K items of successes and

▪ N − K items of failures.

▪ A sample of size n objects is selected randomly (without replacement) from the objects N

where K  N and n  N .

Let X = the number of successes in the sample

If X Hyper ( N , n, r ) and
P ( X ) is the probability of selecting the random variable X of the K successes is
  number of ways of selecting   number of ways of selecting 
  
p ( X successes in n trail ) =   
X of the K successes n - X of the N - K failures
 number of ways of selecting 
 
 n things from N objects 

 K  N − K 
  
−
=    , X = 0,1, 2,..., n; n − X  N − K
X n X
N
 
 n 
Moments of Hypergeometric distribution

nr
E(X ) =
N

 N −n  r  r 
Var ( X ) = n   . 1 −   
 N −1   N  N 
Example 1

Consider an urn containing 4 red balls and 6 black balls. Random, five balls are selected without replacement. Find

the probability of selecting one red ball.

Solution

Let X = number of red balls selected without replacement.

N = 10
n=5

 4  6
  . 
P ( X = 1) =  1  4
 0.238
 10 
 
5
Example 2

Ten people apply for a job as assistant manager of a restaurant. Five have completed college and five have not. If the
manager selects 3 applicants at random, find the probability that all 3 are college graduates.

Solution
a = 5 college graduates
b = 5 nongraduates
X =3
n=3
C x .b Cn − X
p( X ) = a

a + b Cn

C3 .5 C0 10 1
= 5
= =
10 C3 120 12
Tutorial

A batch of parts contains 100 from a local supplier of tubing and 200 from a supplier of tubing in the next state. If
four parts are selected randomly and without replacement, what is the probability that:

i. They are all from the local supplier?

ii. Two or more parts in the sample are from the local supplier?
 Poisson Distribution

Models the number of occurrences of events in a period of time of length 1.

Events occur randomly at a mean rate  per unit time.

Examples of such events:

▪ The number of cases of a disease in different towns.

▪ The number of particles emitted by a radioactive source in a given time.
▪ The number of births per hour during a given day.
▪ Number of atoms of a radioactive substance that disintegrate in a unit time interval.
▪ The number of calls that come into a telephone exchange in a unit time interval.
▪ The number of misprints on a page of a book.
▪ The number of bacterial colonies that grow on a Petri dish that has been smeared with a bacterial suspension.
Let X = number of events in a given interval.
If X Poisson (  )
 k −
P ( X = k ) = e , k = 0,1, 2,...,   0
k!
Here,
 = E(X )
▪ Mean number of events per interval.

• Moments

E(X ) = 

Var ( X ) = 
• Example 1

Suppose that a random system of police patrol is devised so that a patrol officer may visit a given beat location

Y = 0,1, 2,3,... times per half-hour period, with each location being visited on an average of once per time period.
Assume that Y possesses, approximately, a Poisson probability distribution.

i. Calculate the probability that the patrol officer will miss a given location during a half-hour period.

What is the probability that the beat location will be visited:

ii. Once?

iii. Twice?

iv. At least once?

Solution
Time period: half-hour.
Mean number of visits per half-hour interval is  = 1.

Let X Po (  )
 k −
P ( X = k ) = p ( k ,  ) = e , k = 0,1, 2,...,   0
k!

e−1
p ( X = 0) = = 0.368
0!

e −1
p (1) = = 0.368
1!

e−1
p ( 2) = = 0.184
2!

p ( X  1) =  p ( X ) = 1 − p (0)
x =1
Example 2

Suppose that the births in a hospital occur randomly at an average rate of 1.8 births per hour. What is the probability
that 5 births were observed in a 2-hour interval?
Solution
Time period: 1-hours.
Average rate of births 1.8 births per hour.

If Y ~Pos ( k  )

 k −
P ( X = k ) = p ( k ,  ) = e , k = 0,1, 2,...,   0
k!

( 3.6 )
5

p ( Y = 5) =
−( 3.6 )
e
5!
= 0.13768
Sum of two Poisson variables

Suppose X Po ( 1 ) on 1-unit interval and Y Po ( 2 ) on 1-unit interval. Then (X +Y) Po ( 1 + 2 )

on 1 unit interval.

Example 3
Suppose in hospital A births occur randomly at an average rate of 2.3 births per hour and in hospital B births occur
randomly at an average rate of 3.1 births per hour. What is the probability that 7 births in total were observed from the
two hospitals?
Solution
( 1 + 2 )
k

P ( X = k ) = p ( k , ( 1 + 2 ) ) = , k = 0,1, 2,..., ( 1 + 2 )  0
− ( 1 + 2 )
e
k!
( 5.4 )
7

p ( ( X + Y ) = 7) = e −5.4 = 0.11999
7!
Poisson approximate to Binomial distribution

• Here, Poisson's law can be used to approximate the binomial distribution.

• This can occur when the probability of an event A in each trial is small, say < 0.1, and the number n of trials is
large, say > 50.

Thus,
 
P  n, k success  = C k p k q n−k
  n

 k e−

k!
Where  = np
Example 4

A radio device consists of 1000 electronic elements. The probability of nonoperation for one element during one year
of operation is 0.001 and is independent of the condition of the other elements. What is the probability that at least
two elements will fail to operate during a year?

Solution

Let X = non − operating element

If X Po (  )
 
P  n, k success  = C k p k q n−k
  n

 k e−

k!
 = np = 1
 1
p ( X  2) =  p ( x) = 1 −  p ( x)
x=2 x =0

2
= 1− = 0.264
e
Tutorial 1

Suppose 5% of a population is left-handed, use the Poisson distribution to estimate the probability that a random
sample of 100 people contains 2 or more left-handed people.
 CONTINUOUS RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS

Definition

A probability distribution for a continuous random variable X is given by smooth curve called a probability density
curve, or a probability density function (pdf). The curve is defined so that the probability that X takes on a value
between a and b (a < b) is the area under the curve between a and b.
A continuous random variable can be defined either by a cumulative distribution function F(x) or by a probability
density function f(x).

The cumulative distribution function

t=x
F ( x) = P ( X  x) =  f ( t ) dt
t =−

where x is an arbitrary real number.

Basic properties

P ( a  X  b ) = F (b ) − F ( a )
Probability density function, f(x)

Fundamental properties

i.
f ( x)  0

ii. dF ( x )
f ( x) =
dx

+

iii.  f ( x ) dx = 1
−

iv. P (a  X  b) =  f ( x ) dx
a
Example

The mileage (in 1000’s of miles) for which a certain type of tyre will last is a random variable with probability density
function

 1 e− 20x ,
 20 x  0
f ( x) = 
for

 0


0 for x

Find the probability that the tyre will last:

i. At most 10 000 miles.
ii. Between 16 000 and 24 000 miles.
iii. At least 30 000miles.
 b
• Solution
p (a  X  b) =  f ( x ) dx
a

10  x 
1 − 
p ( X  10 ) =  e  20  dx
−
20
10
10
1
 x 
−    x
−  
= e  20 
dx =  −e  20 
 = 0.3934
0
20   0
24  x 
1 − 20 
ii. p (16  X<24 ) =  e dx
16
20
24
  x 
−    16 
− 
 24 
− 
=  −e  20 
 = e  20  − e  20  = 0.148
 16
iii. 
1
 x 
− 
p ( X  30 ) = 30 20 e  20 
dx
 
  x 
−  
=  −e  20 


 
 30

 30 
−  1
=e  20 
−   
 
 20 
e

= 0.223
Expected Values for Continuous Random Variables

Definition
The expected value of a continuous variable X is

E(X ) =  xf ( x ) dx
−
provided that the integral exists.

Theorem

Let k be a constant and f ( x ) , f1 ( x ) , f 2 ( x ) ,..., f n ( x ) be functions of a continuous random variable X . Then

the following results hold:

i.
E (k ) = k
ii. E ( kf ( x ) ) = kE ( f ( x ) )

iii. E  f1 ( x ) + f 2 ( x ) + ..., f n ( x )  = E  f1 ( x )  + E  f 2 ( x )  + ... + E  f n ( x ) 

Try 1
The probability density function of a continuous random variable X is given as


 8 x for 0
3 2
 x  2
f ( x) = 

 0 elsewhere

Find
i. E (X)
ii. Var (X)
Continuous Uniform Distribution

If a and b are parameters of a uniform distribution and a < b , a random variable X is said to have a continuous
uniform probability distribution on the interval (a, b) if and only if the density function of X is


 b − a for a
1
 x  b
f ( x) = 

 0 elsewhere

P ( a  X  b ) = area under the density curve

 = area of a rectangle
= width  height
 1 
= (b − a )  
b−a
=1

Moments
a+b
E(X ) =
2

(b − a )
2

Var ( X ) =
12
Example

Suppose the amount of gasoline sold daily at a service station is uniformly distributed with a minimum of 2 000
gallons and a maximum of 5 000 gallons.
1. What is the probability that daily sales will fall between 2 500 and 3 000 gallons?
2. What is the probability that the service station will sell at least 4 000 gallons?
3. What is the probability that the service station will sell exactly 2 500 gallon?

Solution
Let X = amount of gasoline sold per day.

1
p ( 2500  X  3000 ) = ( 3000 − 2500 )
5000 − 2000

= 0.1667
1
p ( X  4000 ) = ( 5000 − 4000 ) = 0.3333
3000

p ( X=2 500 ) = 0
Normal Probability Distribution

Definition

If a continuous random variable X has a distribution that is symmetric and bell-shaped, then it can be described by
the equation

1  x− 
2
−  
2  
e
y =
 2
Definition

A normal random variable X with  = 0 and  =1 is called a standard normal random variable and is
denoted as Z.

The cumulative distribution function of a standard normal random variable is denoted as

( z) = P(Z  z)

Thus, the Standard Normal Distribution Table provides such probabilities.

Standard Normal Distribution Table

z 0 0.01 0.02 0.03

0 0.50000 0.50399 0.50398 0.51197

⁞ ⁞ ⁞ ⁞ ⁞

1.5 0.93319 0.93448 0.93574 0.93699

 0 z -z 0 -z 0 0 z

To the left of any z value given in the figure, look up z value in a Table and use the given area as the probability
value.
 -z 0 0 z

• To the right of any z value in the figure, look up z value and subtract that probability from 1.
 -z 0 z 0 z z -z -z 0

Between any two z values , look up z values and subtract the corresponding areas
Example 1
Use Tables to find P ( Z  1.5 ) .
Go to row 1.5 and column 0.00. The probability is 0.93319.

Example 2

P ( Z  1.53) =  (1.53)
Go to row 1.5 and column 0.03. The probability is 0.93699..

Example 3

P ( Z  1.26 ) = 1 − P ( Z  1.26 )

= 1 − 0.89616 = 0.10384
Example 4
By the application of symmetry.

P ( Z  −1.37 ) = P ( Z  1.37 ) = 0.91465

Alternatively:

P ( Z  −1.37 ) = 1 − P ( Z  −1.37 ) = 0.9147

Example 5

P ( −1.25  Z  0.37 ) = P ( Z  0.37 ) − P ( Z  −1.25 ) = 0.53866

Standardizing a normal distribution

If X is a normal random variable with mean and standard deviation  , then a standard normal random variable
X −
is given by Z =


 X − x−
P ( X  x) = P  
   

= P(Z  z)
Applications of the normal distribution

Example

According to the Kaiser Family Foundation, U. S. workers who had employer-provided health insurance paid an
average premium of $4129 for family coverage during 2011. Suppose that the premiums for family coverage paid this
year by all such workers are normally distributed with a mean of $4129 and a standard deviation of $600. Find the
probability that such a premium paid this year by a randomly selected such worker is between $3331 and $4453.

Solution
 = $4129  = $600 Z =
X −


x = $3331: Z =
3331 − 4129
= −1.33
600

4453 − 4129
Z= = 0.54
x = 4453 600
P ( $3331  x  $4453 ) = P ( −1.33  z  0.54 )

=  ( 0.54 ) −  ( −1.33)

= 0.7054 − 0.0918

= 0.6136