Supplementary Exercises Set - 2 (1)

Discrete Random Variables and their Probability Distributions

(1) Discrete Uniform Distribution
A random variable X has a discrete uniform distribution if each of the n values in its range, say,
x1, x2, … , xn with equal probability. Then
f(x) = 1/n
Suppose the range of the discrete random variable X is the consecutive integers a, a+1, a+2, …, b,
for a < b. The range of X contains b – a + 1 values each with probability 1 / (b-a+1).
Now
b 1
 =  k (b-a+1 )
k =a
b b(b+1) - (a-1)a
The algebraic identity  k = 2 can be used to simplify the result to
k =a
b+a
= 2
and the variance of X is
2
(b-a+1) -1
2 = 12 (verify!)

Examples (1)
The first digit of a part‟s serial number is equally likely to be any one of the digits 0 through 9. If one
part is selected from a large batch and X is the first digit of the serial number, X has a discrete uniform
distribution with probability 0.1 for each value in . That is, for each value in R. The probability mass function
of X is shown in Figure.
Which is a probability mass function for a discrete uniform random variable
Examples (2)
A voice communication system for a business contains 48 external lines. At a particular time, the
system is observed, and some of the lines are being used. Let the random variable X denote the number of
lines in use. Then, X can assume any of the integer values 0 through 48. Then,
E(X) = (48 + 0)/2 = 24
And  = {[(48 – 0 + 1)2  1]/12}1./2 = 14.14
Exercise 1.
Suppose that X has a discrete uniform distribution on the integers 0 through 9. Determine the mean, variance,
and standard deviation of the random variable Y = 5X and compare to the corresponding results for X.
(Problem 3.71, page 79 “Probability and Statistics for Engineers” by Douglas and Montgomery)
Exercise 2.
Thickness measurements of a coating process are made to the nearest hundredth of a millimeter. The
thickness measurements are uniformly distributed with values 0.15, 0.16, 0.17, 0.18, and 0.19. Determine the
mean and variance of the coating thickness for this process.
(Problem 3.49, page 71 “Probability and Statistics for Engineers” by Douglas and Montgomery)
Supplementary Exercises Set - 2 (2)

(2) Bernoulli Distribution

(i). Bernoulli Experiment:
Suppose a random experiment has two outcomes, namely Success and Failure. Let
probability of success be p and probability of failure be q = 1  p. Such an experiment is called
Bernoulli experiment or Bernoulli trial.
Trials of random experiment are called Bernoulli trials, if they satisfy the following conditions:
1. There is finite number of trials
2. The trials should be independent.
3. Each trial has exactly two outcomes: success or failure.
4. The probability of success remains the same in each trial.
(ii). Bernoulli Distribution:
Bernoulli distribution has one constant, namely p. This constant p is called a parameter of
the Bernoulli distribution.
Bernoulli distribution can also be written as P(x) = px q1−x, x = 0,1
Here, occurrence of the value 1 may be termed as success and the occurrence of the value 0
may be termed as failure.
Therefore P (success) = p and P(failure) = q = 1  p.
We denote the Bernoulli random variable X ~ BER(p) where p is its parameter.
We can calculate its expectation and variance as follows.
E(X) = 0  (1  p) + 1  p = p
E(X2) = 02  (1  p) + 12  p = p
Var (X) = E(X2)  [E(X)]2
= p  p2
= p(1  p)
= pq
Examples
1. A fair coin is tossed. Let the variable x take values 1 and 0 according to as the toss results in
„Head„ or „Tail‟. Then, X is a Bernoulli variable with parameter p = 1/2. Here, X denotes the
number of heads obtained in the toss. Probability of success = 1/2 and the probability of
failure = 1/2.
2. In a single throw of a dice, the outcome "5" is called a success and any other outcome is
called a failure, then the successive throws of a dice will contain Bernoulli trials. The
probability of success = 1/6 and the probability of failure = 5/6.
Examples (3)
What is the probability of getting a score of not less than 5 in a throw of a six-sided die?
Solution
Although there are six possible scores {1, 2, 3, 4, 5, 6}, we are grouping them into two sets, namely
{1, 2, 3, 4} and {5, 6}. Any score in {1, 2, 3, 4} is a failure and any score in {5, 6} is a success. Thus, this is
a Bernoulli trial with
P(X = 0) = P(failure) = 4/6, and P(X = 1) = P(success) = 2/6
Hence, the probability of getting a score of not less than 5 in a throw of a six-sided die is 2/6.
Supplementary Exercises Set - 2 (3)

(2) Binomial Probability Distribution

Consider a fixed number of mutually independent Bernoulli trails. Suppose these trials have same
probability of success, say p. A random variable X is called a binomial random variable if it represents the
total number of successes in n independent Bernoulli trials.
Thus, to find the probability density function of X we have to find the probability of successes in n
independent trails. If we have successes in trails, then the probability of each n-tuple with x successes
and n − x failures is
px (1 − p)n−x.

However, there are  x  tuples with x successes and n − x failures in n trials.

n

Hence P[X = x] =  x  p q
n x nx
( x = 0, 1, 2, … ,n )
Therefore the probability density function of X is

f(x) =  x  p q
n x nx
( x = 0, 1, 2, … ,n )
The random variable X is called the binomial random variable with parameters and if its
probability density function is of the form

f(x) =  x  p q
n x nx
( x = 0, 1, 2, … ,n )

Examples (4)
On a five-question multiple-choice test there are five possible answers, of which one is correct. If a
student guesses randomly and independently.
(i) what is the probability that she is correct only on questions 1 and 4?
(ii) what is the probability that she is correct only on two questions?
Examples (5)
Tests for impurities commonly found in drinking water from private wells showed that 30% of all
wells in a particular county have impurity A. If a random sample of five wells is selected from the large
number of wells in the county, what is the probability that:
a. Exactly three will have impurity A?
b. At least three?
c. Fewer than three?
Examples (6)
A large chain retailer purchases a certain kind of electronic device from a manufacturer. The
manufacturer indicates that the defective rate of the device is 3%.
(a) The inspector of the retailer randomly picks 20 items from a shipment. What is
the probability that there will be at least one defective item among these 20?
(b) Suppose that the retailer receives 10 shipments in a month and the inspector randomly tests
20 devices per shipment. What is the probability that there will be 3 shipments containing at
least one defective device?
(Example 5.6, Book: Probability and Statistics by Walpole 8th Ed)
Supplementary Exercises Set - 2 (4)

(4) The Poisson Probability Distribution

The random variable X that equals the number of counts in the interval is a Poisson random variable with
parameter 0 < , and the probability mass function of X is
xe-
P(X ; ) = x! , x = 0, 1, 2, …

Characteristics
 the experiment consist of counting the number X of times a particular event occur during a given
unit of time, or in a given area of volume (or weight, distance, or any other unit of measurement).
 The probability that an event occurs in a given unit of time, area, or volume is the same for all the
units.
 The number of events that occur in one unit of time, area, or volume is independent of the number
that occurs in other units.
 The mean (or expected) number of events in each unit will be denoted by the Greek letter meu, 
The Mean and Variance
Mean =  and 2 =  (Verify !)
 is called the parameter of a Poisson distribution.
Examples (7)
In a certain industrial facility, accidents occur infrequently. It is known that the probability of an
accident on any given day is 0.005 and accidents are independent of each other.
(a) What is the probability that in any given period of 400 days there will be an accident on one day?
(b) What is the probability that there are at most three days with an accident? (Walpole Example 5.19)
Examples (8)
In a manufacturing process where glass products are made, defects or bubbles occur, occasionally
rendering the piece undesirable for marketing. It is known that, on average, 1 in every 1000 of these items
produced has one or more bubbles. What is the probability that a random sample of 8000 will yield fewer
than 7 items possessing bubbles?
Exercise 3.
Suppose that, on average, 1 person in 1000 makes a numerical error in preparing his or her income
tax return. If 10,000 returns are selected at random and examined, find the probability that 6, 7, or 8 of them
contain an error. (Walpole 5.61) Ans. 0.2657
Exercise 4.
Potholes on a highway can be a serious problem, and are in constant need of repair. With a particular
type of terrain and make of concrete, past experience suggests that there are, on the average, 2 potholes per
mile after a certain amount of usage. It is assumed that the Poisson process applies to the random variable “
number of potholes.” (Walpole Problem 5.72)
(a) What is the probability that no more than one pothole will appear in a section of 1 mile?
(b) What is the probability that no more than 4 potholes will occur in a given section of 5 miles?
Examples (9)
If there are 200 typographical errors randomly distributed in a 500-page manuscript, find the
probability that a given page contains exactly 3 errors. (Bluman Example 5.27)
Supplementary Exercises Set - 2 (5)

Examples (10)
Suppose that number Y of a company‟s employees absent on Mondays has approximately a Poisson
probability distribution. Furthermore, assume that the average number of Monday absent is 2.5.
Find the mean and the standard deviation of Y, the number of employees absent on Monday.
Find the probability that exactly 5 employees are absent on a given Monday.
Find the probability that 2 or more employees are absent on a Monday.
Examples
(i) If on the average 2 cars enter a certain parking lot per minute, what is the probability that during any
given minute 4 or more cars will enter the lot? Ans. 14.3% (Kreyszig 10th Ed)
(ii) A business receives order at an average rate of 1 per minute. What is the probability of getting three
orders in one minute? (0.0613 or 6%)
(iii) An emergency service receives an average of 2.1 false alarms per day. What is the probability of
getting four false alarms in a given day? (0.0992 or 10%)
(iv) On average the demand for a certain product is four per week. If the stock at the beginning of each
week is renewed so that there are always 6 in store, what is the probability of running out of stock in
any week (13.4 %)
(v) A call centre has a capacity to deal with 25 calls per minute on average. What is the probability of
getting 30 calls in any minute period? (4.5%)
(vi) The average time taken for a worker to assemble a certain product is 45 minutes. There are 10
workers employed to make these assemblies. What is the probability of assembling 10 units in an
hour? (8%)
Examples (11)
The probability that a man aged 50 years will die within a year is 0.01125. What is the probability
that of 12 such men at least 11 will reach their fifty-first birthday?
Exercise 5.
Ten is the average number of oil tankers arriving each day at a certain port. The facilities at the port
can handle at most 15 tankers per day. What is the probability that on a given day tankers have to be turned
away? (Walpole 9th Example 5.18) And 0.0487
Exercise 6.
An automobile manufacturer is concerned about a fault in the braking mechanism of a particular
model. The fault can, on rare occasions, cause a catastrophe at high speed. The distribution of the number of
cars per year that will experience the catastrophe is a Poisson random variable with = 5.
(a) What is the probability that at most 3 cars per year will experience a catastrophe?
(b) What is the probability that more than 1 car per year will experience a catastrophe?
(Walpole 9th , Problem 5.65) Ans. (a) 0.2650; (b) 0.9596
(4) The Negative Binomial Probability Distribution
Instead of the probability of x successes in n trials, where n is fixed, we are now interested in the
probability that the kth success occurs on the xth trial. Experiments of this kind are called negative binomial
experiments.
The number X of trials required to produce k successes in a negative binomial experiment is called a
negative binomial random variable, and its probability distribution is called the negative binomial
distribution. Since its probabilities depend on the number of successes desired and the probability of a
success on a given trial, we shall denote them by b*(x; k, p).
Supplementary Exercises Set - 2 (6)

The probability of a success on the xth trial preceded by k − 1 successes and x − k failures in some
specified order is
pk-1 qx – k p = pk qx - k
The total number of sample points in the experiment ending in a success, after the occurrence of k−1
successes and x−k failures in any order, is equal to  k - 1 
x-1

Probability Mass Function

If repeated independent 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

b*(x; k, p). =  k - 1  pk qx – k ,
x-1
x = k, k+1, k+2, …
The mean and variance of a negative binomial random variable are, respectively,
k kq
=p and 2 = p2 (Verify)

Examples (12)
For a certain manufacturing process, it is known that, on the average, 10 in every 100 items is
defective. What is the probability that the 20th item inspected is the third defective item found?
Exercise 7.
To attach the housing on a motor, a production line assembler must use electrical too to select and
tighten four bolts. Suppose that the probability of setting and tightening a bolt in any 1-second is p = 0.8. if if
the assembler fails in the first second, the probability of success during the second 1-second interval is 0.8,
find
(i) probability distribution of X, the length of time until complete housing is attached.
(ii) probability at X = 6
(iii) the mean and variance of X
Exercise 8.
The probability that a person will install a black telephone in a residence is estimated to be 0.3. find
the probability that the 10th phone installed in a new sub-division is the 5th black phone.
Exercise 9.
A Web site randomly selects among 10 products to discount each day. The color printer of interest to
you is discounted today.
(a) What is the expected number of days until this product is again discounted?
(b) What is the probability that this product is first discounted again exactly 10 days from now?
(c) If the product is not discounted for the next five days, what is the probability that it is first
discounted again 15 days from now?
(d) What is the probability that this product is first discounted again within three or fewer days?
(5) The Geometric Probability Distribution
An example would be the tossing of a coin until a head occurs. We might be interested in the
probability that the first head occurs on the fourth toss. The negative binomial distribution reduces to the
form
Supplementary Exercises Set - 2 (7)

b∗(x; 1, p) = pqx−1, x= 1, 2, 3, . . . .
This special case is termed as Geometric Distribution.
Probability Mass Function
If repeated independent 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 first
success occurs, is
g(x; p) = p qx -1 , x = 1, 2, 3, …
The mean and variance of a geometric random variable are, respectively,
1
=
p
1-p
and 2 = p2 (Verify)

Examples (13)
For a certain manufacturing process, it is known that, on the average, 1 in every 100 items is
defective. What is the probability that the fifth item inspected is the first defective item found?
Geometric and Negative Binomial Distributions
Exercise 10.
The probability of a successful optical alignment in the assembly of an optical data storage product is
0.8. Assume the trials are independent.
(a) What is the probability that the first successful alignment requires exactly four trials?
(b) What is the probability that the first successful alignment requires at most four trials?
(c) What is the probability that the first successful alignment requires at least four trials?
(Douglas Montgomery 3rd Problem 3.73)
Exercise 11.
A particularly long traffic light on your morning commute is green 20% of the time that you
approach it. Assume that each morning represents an independent trial.
(a) What is the probability that the first morning that the light is green is the fourth morning that you
approach it?
(b) What is the probability that the light is not green for 10 consecutive mornings?
(Douglas Montgomery 3rd Problem 3.73 and 3.75)
Exercise 12.
For a certain manufacturing process, it is known that, on the average, 1 in every 100 items is
defective. What is the probability that the fifth item inspected is the first defective item found?
(Douglas Montgomery 5th Example 5.15)
Exercise 13.
Consider a sequence of independent Bernoulli trials with p = 0.2.
(a) What is the expected number of trials to obtain the first success?
(b) After the eighth success occurs, what is the expected number of trials to obtain the ninth success?
(Douglas Montgomery 3rd Problem 3.79)
Supplementary Exercises Set - 2 (8)

(6) The Hypergeometric Probability Distribution

Characteristics of Hypergeometric Random Variable
The probability of selecting successes from the k items labeled successes and n − x failures from
the N − k items labeled failures when a random sample of size n is selected from N items. This is known as a
hypergeometric experiment, that is, one that possesses the following two properties:
1. A random sample of size n is selected without replacement from N items.
2. Of the N items, k may be classified as successes and N − k are classified as failures.
The Probability Distribution Function
The number X of successes of a hypergeometric experiment is called a hypergeometric random
variable. Accordingly, the probability distribution of the hypergeometric variable is called the
hypergeometric distribution, and its values are denoted by h(x;N, n, k),
The hypergeometric probability distribution is given by
 r  N-r
x n-x
P(X = x) = [x = Maximum {0,n-(n-r)}, … ,Minimum (r,n)]
N
n
Where
N = total no. of elements
r = no. of S‟s in the N elements
n = no. of elements drawn
x = no. of S‟s drawn in the n elements
The mean and variance of the hypergeometric random variable are, respectively,
nr r(N-r) n (N-n)
= and 2 = N2(N-1)
N
Exercise 14.
A lot of 12 compressor tanks is checked to see whether there are any defective tanks. Three tanks are
checked for leaks. If 1 or more of the 3 is defective, the lot is rejected. Find the probability that the lot will be
rejected if there are actually 3 defective tanks in the lot. (Bluman)
Exercise 15.
Lots of 40 components each are deemed unacceptable if they contain 3 or more defectives. The
procedure for sampling a lot is to select 5 components at random and to reject the lot if a defective is found.
What is the probability that exactly 1 defective is found in the sample if there are 3 defectives in the entire lot?
(Example 5.9, Book: “Probability and Statistics for Engineers and Scientists” by Walpole 9th Ed)
Exercise 16.
A shipment of 24 electric typewriters is rejected if 3 are checked for defects and at least 1 is found to
be defective. Find the probability that the shipment will be returned if there are actually 6 typewriters that are
defective. (Problem 5.4.21, “Introductory Statistics” by Bluman)
Exercise 17.
A batch of parts contains 100 parts from a local supplier of tubing and 200 parts from a supplier of
tubing in the next state. If four parts are selected randomly and without replacement, what is the probability
they are all from the local supplier? (Douglas Montgomery 3rd Example 3.27)
Supplementary Exercises Set - 2 (9)

Exercise 18.
A lot of 75 washers contains 5 in which the variability in thickness around the circumference of the
washer is unacceptable. A sample of 10 washers is selected at random, without replacement.
(a) What is the probability that none of the unacceptable washers is in the sample?
(b) What is the probability that at least one unacceptable washer is in the sample?
(c) What is the probability that exactly one unacceptable washer is in the sample?
(d) What is the mean number of unacceptable washers in the sample?
(Douglas Montgomery 3rd problem 3.90)
Exercise 19.
Lots of 40 components each are deemed unacceptable if they contain 3 or more defectives. The
procedure for sampling a lot is to select 5 components at random and to reject the lot if a defective is found.
a) What is the probability that exactly 1 defective is found in the sample if there are 3
defectives in the entire lot?
b) we have a lot of 100 items of which 12 are defective. What is the probability that in a sample
of 10, 3 are defective?
c) Find the mean and variance of the random variable (Walpole Example 5.9)