MODULE NO.
4
PROBABILITY DISTRIBUTIONS
RANDOM VARIABLE
A numerical variable whose measured value can change
from one replicate of the experiment to another.
A discrete random variable is a random variable with a
finite (countably infinite) set of real numbers for its range.
A continuous random variable is a random variable with
an interval (either finite or infinite) of real numbers for its
range.
DISCRETE PROBABILITY DISTRIBUTIONS
The set of ordered pairs 𝑥, 𝑓 𝑥 is called the probability
function or probability distribution of the discrete random
variable 𝑋, if for each possible outcome 𝑥,
𝑛
𝑎 𝑓 𝑥 ≥ 0; 𝑏 𝑓 𝑥𝑖 = 1 ; 𝑐 𝑃 𝑋 = 𝑥𝑖 = 𝑓 𝑥𝑖
𝑖=1
a. If 𝑥1 , 𝑥2 , . . . , 𝑥𝑛 are the values assumed by a random
variable with respective probabilities 𝑃 𝑥1 , 𝑃 𝑥2 , . . . , 𝑃 𝑥𝑛 ;
then its mean 𝜇 is given by: 𝑛
𝜇 = 𝑥1 ∙ 𝑃 𝑥1 + 𝑥2 ∙ 𝑃 𝑥2 + . . . +𝑥𝑛 ∙ 𝑃 𝑥𝑛 = 𝑥𝑖 ∙ 𝑃 𝑥𝑖
𝑖=1
b. The variance of the probability distribution of a discrete
random variable𝑛 𝑋 is defined as; 𝑛
𝜎 2 = 𝑥𝑖 − 𝜇 2
∙ 𝑃 𝑥𝑖 = 𝑥𝑖2 ∙ 𝑃 𝑥𝑖 − 𝜇 2
𝑖=1 𝑖=1
c. The cumulative distribution 𝐹 𝑥 of a discrete random
variable 𝑋 with probability distribution 𝑓 𝑥 is given by:
𝐹 𝑥 = 𝑃 𝑋 ≤ 𝑥 = 𝑓 𝑡 ; for − ∞ < 𝑥 < ∞
𝑡≤𝑥
EXAMPLES
1. What are the possible outcomes and the value of 𝑥 of a
random variable 𝑋 where 𝑋 is the number of tails when a coin
is tossed three times? Find also the probability distribution and
the cumulative distribution.
Solution:
a. determine 𝑆; the possible outcomes or the sample space.
Solving for 𝑆;
𝑋 𝑇𝑇𝑇 𝑇𝑇𝐻 𝑇𝐻𝑇 𝐻𝑇𝑇 𝑇𝐻𝐻 𝐻𝑇𝐻 𝐻𝐻𝑇 𝐻𝐻𝐻
𝑥 3 2 2 2 1 1 1 0
𝑆 = 𝑇𝑇𝑇, 𝑇𝑇𝐻, 𝑇𝐻𝑇, 𝐻𝑇𝑇, 𝑇𝐻𝐻, 𝐻𝑇𝐻, 𝐻𝐻𝑇, 𝐻𝐻𝐻 ← 𝐴𝑛𝑠𝑤𝑒𝑟
b. determine 𝑓 𝑥 ; the probability distribution
Solving for 𝑓 𝑥
𝑥 0 1 2 3
𝑓 𝑥 1/8 3/8 3/8 1/8
c. determine 𝐹 𝑥 ; the cumulative distribution
Solve for 𝐹 0 , 𝐹 1 , 𝐹 2 , and 𝐹 3
1
𝐹 0 =𝑓 0 =
8
𝐹 1 =𝑓 0 +𝑓 1
1 3
= +
8 8
1
𝐹 1 =
2
𝐹 2 =𝑓 0 +𝑓 1 +𝑓 2
1 3 3
= + +
8 8 8
7
𝐹 2 =
8
𝐹 3 =𝑓 0 +𝑓 1 +𝑓 2 +𝑓 3
1 3 3 1
= + + +
8 8 8 8
𝐹 3 =1
Solve for 𝐹 𝑥 0 ; for 𝑥 < 0
1
; for 0 ≤ 𝑥 < 1
8
1
𝐹 𝑥 = ; for 1 ≤ 𝑥 < 3 ← 𝐴𝑛𝑠𝑤𝑒𝑟
2
7
; for 2 ≤ 𝑥 < 3
8
1 ; for 𝑥 ≥ 3
2. The number of accidents in a certain town during a week is
a random variable with the following probability function:
𝑁𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝐴𝑐𝑐𝑖𝑑𝑒𝑛𝑡𝑠 0 1 2 3
𝑃 𝑥 0.50 0.30 0.15 0.05
Find the probability that during a week there will be (a) no
accident, (b) at least one accident, and (c) at most one
accident.
Solution:
a. determine 𝑃 𝑋 = 0 ; the probability that no accident occur
Solve for 𝑃 𝑋 = 0
𝑃 𝑋=0 =𝑃 0
𝑃 𝑋 = 0 = 0.50 ← 𝐴𝑛𝑠𝑤𝑒𝑟
b. determine 𝑃 𝑋 ≥ 1 ; the probability that at least one
accident occur
Solve for 𝑃 𝑋 ≥ 1
𝑃 𝑋 ≥1 =𝑃 1 +𝑃 2 +𝑃 3
= 0.30 + 0.15 + 0.05
𝑃 𝑋 ≥ 1 = 0.50 ← 𝐴𝑛𝑠𝑤𝑒𝑟
c. determine 𝑃 𝑋 ≤ 1 ; the probability that at most one
accident occur
Solve for 𝑃 𝑋 ≤ 1
𝑃 𝑋 ≤1 =𝑃 0 +𝑃 1
= 0.50 + 0.30
𝑃 𝑋 ≤ 1 = 0.80 ← 𝐴𝑛𝑠𝑤𝑒𝑟
3. The distribution of the number of raisins in a cookie is given
as follows::
𝑁𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑟𝑎𝑖𝑠𝑖𝑛𝑠; 𝑥 0 1 2 3 4 5
𝑃 𝑋 0.04 0.12 0.23 0.32 0.16 0.13
Find the mean and variance of the number of raisins in a
cookie.
Solution:
a. determine 𝜇; the mean
Solve for 𝜇
5
𝜇 = 𝑥𝑖 ∙ 𝑃 𝑥𝑖
𝑖=0
= 𝑥0 ∙
𝑃 𝑥0 + 𝑥1 ∙ 𝑃 𝑥1 + 𝑥2 ∙ 𝑃 𝑥2 + 𝑥3 ∙ 𝑃 𝑥3
+𝑥4 ∙ 𝑃 𝑥4 + 𝑥5 ∙ 𝑃 𝑥5
= 0 0.04 + 1 0.12 + 2 0.23 + 3 0.32
+ 4 0.16 + 5 0.13
𝜇 = 2.83 ← 𝐴𝑛𝑠𝑤𝑒𝑟
b. determine 𝜎 2 ; the variance
Solve for 𝜎 2
5
𝜎 2 = 𝑥𝑖 − 𝜇 2
∙ 𝑃 𝑥𝑖
𝑖=1
𝜎 2 = 0 − 2.83 2
0.04 + 1 − 2.83 2
0.12
+ 2 − 2.83 2 0.23 + 3 − 2.83 2 0.32
+ 4 − 2.83 2 0.16 + 5 − 2.83 2 0.13
𝜎 2 = 1.721 ← 𝐴𝑛𝑠𝑤𝑒𝑟
CONTINUOUS PROBABILITY DISTRIBUTIONS
The function 𝑓 𝑥 is a density function for the continuous random
variable 𝑋 defined over the set of real numbers 𝑅, if:
𝑎. 𝑓 𝑥 ≥ 0; for all 𝑥 ∈ 𝑅
∞
𝑏. න 𝑓 𝑥 𝑑𝑥 = 1
−∞ 𝑏
𝑐. 𝑃 𝑎 < 𝑋 < 𝑏 = න 𝑓 𝑥 𝑑𝑥
𝑎
The cumulative distribution 𝐹 𝑥 of a continuous variable 𝑋
with density function 𝑓 𝑥 is given by:
𝑥
𝐹 𝑥 = 𝑃 𝑋 ≤ 𝑥 = න 𝑓 𝑡 𝑑𝑡; for − ∞ < 𝑥 < ∞
−∞
EXAMPLES
1. A continuous random variable 𝑋 that can assume values 𝑥 = 2
2
and 𝑥 = 5 has a density function given by 𝑓 𝑥 = 1 + 𝑥 . Find:
∞ 27
(a) 𝑃 𝑋 < 4 and (b) 𝑃 3 < 𝑋 < 5 . (c) Verify −∞ 𝑓 𝑥 𝑑𝑥 = 1.
Solution:
a. determine 𝑃 𝑋 < 4
Solve for 𝑃 𝑋 < 4
∞
𝑃 𝑋 < 4 = න 𝑓 𝑥 𝑑𝑥
−∞
4
2
=න 1 + 𝑥 𝑑𝑥
2 27
2 42 22
= 4+ − 2+
27 2 2
16
𝑃 𝑋<4 = ← 𝐴𝑛𝑠𝑤𝑒𝑟
27
b. determine 𝑃 3 < 𝑋 < 5
Solve for 𝑃 3 < 𝑋 < 5
∞
𝑃 3 < 𝑋 < 5 = න 𝑓 𝑥 𝑑𝑥
−∞
5
2
𝑃 3<𝑋<5 =න 1 + 𝑥 𝑑𝑥
3 27
2 52 32
= 5+ − 3+
27 2 2
20
𝑃 3<𝑋<5 = ← 𝐴𝑛𝑠𝑤𝑒𝑟
27
∞
c. Verify න 𝑓 𝑥 𝑑𝑥 = 1
−∞
∞
Solve for න 𝑓 𝑥 𝑑𝑥
−∞ ∞ 5
2
න 𝑓 𝑥 𝑑𝑥 = න 1 + 𝑥 𝑑𝑥
−∞ 2 27
2 𝑥2 5
= 𝑥+
27 2
2
2 52 22
= 5+ − 2+
27 2 2
∞
න 𝑓 𝑥 𝑑𝑥 = 1
−∞
2. For the density function of the previous problem; find 𝐹 𝑥 and
use this to evaluate 𝑃 2 < 𝑋 < 4 .
Solution:
a. determine 𝐹 𝑥
Solving for 𝐹 𝑥
𝑥
𝐹 𝑥 = න 𝑓 𝑡 𝑑𝑡
−∞
𝑥
2
=න 1 + 𝑡 𝑑𝑡
2 27
2 𝑡2
= 𝑡+
27 2
2 𝑥2 22
= 𝑥+ − 2+
27 2 2
1 2
𝐹 𝑥 = 𝑥 + 2𝑥 − 8 ← 𝐴𝑛𝑠𝑤𝑒𝑟
27
b. determine 𝑃 2 < 𝑋 < 4
Solve for 𝑃 2 < 𝑋 < 4
𝑃 2<𝑋 <4 =𝐹 4 −𝐹 2
1
= 42 + 2 4 − 8 − 22 + 2 2 − 8
27
16
𝑃 2<𝑋<4 = ← 𝐴𝑛𝑠𝑤𝑒𝑟
27
EXERCISE NO. 1
Solve the following problems.
1. Let 𝑋 denote the number or bars of service on your cell phones
whenever you are at an intersection with the following
probabilities:
𝒙 0 1 2 3 4 5
𝑃 𝑋=𝑥 0.10 0.15 0.25 0.25 0.15 0.10
Determine the following probabilities: (a) two or three bars; (b)
fewer than 2 bars; (c) more than three bars; and (d) at least
one bar.
2. Mary , a substitute teacher, lives 10 miles from Freshwater
School, 15 miles from Sweetwater School, and 6 miles from
Clearwater School. On any school day the probability that she
goes to teach at Freshwater School is 0.40, at Sweetwater
School is 0.35, and at Clearwater School is 0.25. Find the
expected distance that Mary drives school on a school day.
3. A wheel of fortune is divided into 10 equal areas. Of these
areas, 3 are labeled “no prize”, 2 are labeled “$100”, 4 are
labeled “$500”, and one is labeled “jackpot.” Find the
probability distribution of the rotation variable 𝑋 where 𝑋 is the
number of spins required before at least $100 is won.
4. A certain class of 33 students contains 5 girls and 5 boys
who are blonds, 7 girls and 2 boys who are redheads, and 6
girls and 8 boys who have dark hair. Three students are
selected at random. Find the sample probability distribution of
the random variable 𝑋, where 𝑋 is the number of blond girls.
5. From the box containing 4 black balls and 2 green balls, 3
balls are drawn in succession, each ball being replaced in the
box before the next draw is made. Find the probability
distribution for the number of green balls.
6. Suppose in an eight round match between two boxers, the
number of rounds, denoted by random variable 𝑋 that the
match lasts has the following distributions.
𝒙 1 2 3 4 5 6 7 8
𝑃 𝑋=𝑥 0.05 0.15 0.20 0.20 0.15 0.10 0.10 0.05
Find the probability that a match will last (a) more than four
rounds, (b) less than four rounds, (c) more than two rounds
and less than or equal to four rounds. Determine also the
expected number of rounds that a match lasts and the
variance of the number of rounds.
7. Suppose the distance 𝑋 between a point target and a shot
aimed at the point in a coin operated target game is a
continuous random variable with density function
3 2
𝑓 𝑥 = ቐ4 1 − 𝑥 − 1 ≤ 𝑥 ≤ 1
0 elsewhere
Compute: (a) 𝑃 𝑋 > 0 , (b) 𝑃 −0.50 < 𝑋0.50 ,
(c) 𝑃 𝑋 < −0.25 or 𝑋 > 0.25
8. The actual tracking weight of a stereo cartridge that is set to
track at 3 grams on a particular changer can be regarded as a
continuous random variable 𝑋 with density function
2
𝑓 𝑥 =ቊ 𝑘 1 − 𝑥 − 3 2 ≤ 𝑥 ≤ 4
0 elsewhere
(a) Evaluate 𝑘. (b) Find 𝐹 𝑥 and use this to evaluate
𝑃 2.50 < 𝑋 < 3.50 .
9. In commuting to work, I must first get on a bus near my house
and then transfer to a second bus. If the waiting time in minutes at
each stop has a uniform distribution, then it can be shown that my
total waiting time 𝑌 has the density function
1
𝑦 0≤𝑦≤5
25
𝑓 𝑦 = 2 1
− 𝑦 5 ≤ 𝑦 ≤ 10
5 25
0 𝑦 < 0 or 𝑦 > 10
∞
(a) Verify −∞ 𝑓 𝑦 𝑑𝑦 = 1.
(b) Find the probability that the total time is at most eight minutes
(c) What is the probability that the total waiting time is between
three and eight minutes?
10. Suppose the density function of the magnitude 𝑋 of a
dynamic load on a bridge in Newtons is given by
1 3
𝑓 𝑥 = ቐ8 8 + 𝑥 0 ≤ 𝑥 ≤ 2
0 elsewhere
(a) Find the cumulative probability distribution. (b) What is the
probability that the load is between 1 and 1.50 Newtons? (c)
What is the probability that the load exceeds 1 Newton?