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Probability Distribution
Mathematical Expectation

Definition :- Let x be a discrete random variable. Let 𝑥1 , 𝑥2 ….. 𝑥𝑛 be the possible values of 𝑥. Each
possible out-come 𝑥; We also associate a number 𝑝(𝑥𝑖 ) = 𝑝(𝑥 = 𝑥𝑖 ) called the probability of 𝑥𝑖

1) 0≤P (𝑥𝑖 ) ≤ 1
2) ∑𝑛𝑖=1 𝑝 (𝑥𝑖 ) = 1

Definition : A Continuous function y = f(x) such that

(i) f(x) is integrable
(ii) f(x) ≥0
∞
(iii) ∫−∞ 𝑓(𝑥)𝑑𝑥 = 1
𝛽
(iv) P(∝≤ 𝑥 ≤ 𝛽) = ∫∝ 𝑓(𝑥)𝑑𝑥 a<∝< 𝛽 < 𝑏

Is called probability density function of a continuous random variable ’x’

Important Points:-

Discrete Continous
∞
1 ∑𝑛𝑖=1 𝑝1 = 1
∫ 𝑓(𝑥)𝑑𝑥 = 1
−∞

2 E (𝑥) = Mean = ∑𝑛𝑖=1 𝑥𝑖 𝑝𝑖 Mean = E (𝑥) =

𝑏
∫𝑎 𝑥 𝑓(𝑥) 𝑑𝑥

3 𝜇2 = 𝐸(𝑥 2 ) = ∑𝑛𝑖=1 𝑥 2 𝑝(𝑥𝑖 ) 𝜇2 = 𝐸(𝑥 2 )

𝑏
= ∫ 𝑥 2 𝑓(𝑥)𝑑𝑥
𝑎

4 𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒(𝑥) = E (𝑥 2 ) − {𝐸(𝑥)}2
5 𝑆. 𝐷. = √𝑣𝑎𝑟𝑖𝑎𝑛𝑐𝑒

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1) The probability mass function of a random variable x in zero except at the points x = 0 , 1 , 2.
At these point it has the value 𝑝(0) = 3𝑐 3 ; 𝑝(1) = 4𝑐 − 10𝑐 2 ; 𝑝(2) = 5𝑐 − 1
𝑝(0) + 𝑝(1) + 𝑝(2) = 1
3𝑐 + 5𝑐 − 1 + 4𝑐 − 10𝑐 2 = 1
3

3𝑐 3 − 10𝑐 2 + 9𝑐 − 2 = 0
[3𝑐 − 1][𝑐 − 2 ] [𝑐 − 1] = 0
1
∴ 𝑐 = 1 ; 𝑐 = 2 𝑎𝑛𝑑 𝑐 =
3
0 ≤ 𝑝𝑖 ≤ 1
1
∴𝑐=
3
1 2 2
∴ 𝑝(0) = 9 ; 𝑝(1) = 9 ; p(3) = 3
x 0 1 2
P(x=x) 1 2 2
9 9 3

1
𝑝(𝑥 < 1) = 𝑝 (𝑥 = 0) = 9
2
𝑝(1 < 𝑥 ≤ 2) = 𝑝 (𝑥 = 2) = 3
2 2 8
𝑝(0 < 𝑥 ≤ 2) = 𝑝(𝑥 = 1) + 𝑝(𝑥 = 2) = + =9
9 3

Q.2)

X 1 2 3 4 5 6 7
P(x=x) K 2K 3K 𝐾2 𝐾2 + 𝐾 2𝐾 2 4𝐾 2

𝑥<5
Find i) k ii) p(𝑥 < 5) iii) p(𝑥 > 5) iv) p(2<𝑥 ≤6)
𝑥=4
v) p( )
3≤𝑥 ≤5

⇒ 2) i) ∑𝑛𝑖=1 𝑝1 = 1
∴ K+2K+3K+𝐾 2 + 𝐾 2 + 𝐾 + 2𝐾 2 + 4𝐾 2 = 1
8𝐾 2 + 7𝐾 − 1 = 0
1
∴ K= 8

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X 1 2 3 4 5 6 7
P(x=x) 1 2 3 1 𝐾2 + 2𝐾 2 4
K= 2K= 8 3K= 8 𝐾 2 =64 2
4𝐾 2 = 64
8 9
𝐾=64 =
64

𝑖𝑖) p(𝑥 < 5) = 𝑝 ( 𝑥 = 1) + 𝑝 ( 𝑥 = 2) + 𝑝 ( 𝑥 = 3) + 𝑝 ( 𝑥 = 4)

1 2. 3. 1
=8+ 8 +8 + 64
49
= 64
iii) p(𝑥 > 5) = 𝑝 ( 𝑥 = 6) + 𝑝 ( 𝑥 = 7)
1 2 1 2
=2.(8) + 4 (8)
3
= 32

𝑥<5 𝑝(𝑥<5𝑛 2<𝑥 ≤6) 𝑃(2<𝑥<5)

iv) p(2≤𝑥≤6) = = 𝑝(2<𝑥 ≤6)
𝑝(2<𝑥 ≤6)

𝑝 (𝑥=3)+𝑝 (𝑥=4)
= 𝑝 (𝑥=3)+ 𝑝 (𝑥=4)+𝑝 (𝑥=5)+𝑝 (𝑥=6)
3 1
+
8 64
= 3 1 9 4
+ + +
8 64 64 64
𝑥<5 25
p(2≤𝑥≤6) = 36
1
𝑥=4 𝑝 (𝑥=4) 64 1
v) p(3≤𝑥≤5) = = 3 1 9 = 34
𝑝 (𝑥=3)+ 𝑝 (𝑥=4)+𝑝 (𝑥=5) + +
8 64 64

3) A continuous random variable ‘x’ has the following probability low

F(x) = kx 2 0≤ x ≤ 2
Determine K and find the probabilities that
3 1
i) 0.2 ≤ x ≤ 0.5 ii) x ≥ 4 given that x ≥ 2

2
P(0≤x≤2) = ∫0 kx 2 dx = 1
2
x3
∴k[ ] =1
3 0
8k
= 1
3
3
∴ k=8

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3 0.5
i) P(0.2≤x≤0.5)= 8 ∫0.2 x 2 dx

0.5
3 X3
= [3]
8 0.2
= 0.0123

3
3 1 p(4 ≤ x ≤ 2)
ii) P(x4 given x ≥ 2) = 1
p(xz2)

3 2 2
∫ x dx
8 3
4
= 3 2 2
∫ x dx
8 1
2
0.947
= 0.984
= 0.96

Problems for practice

1. Let x be a continuous random variable with probability distribution.
x
f(x)= 6 + k 0≤ x ≤ 3

0 o.w. find k, mean and variance

2. The probability that a person will die in the time interval (t1, t2) if given by

t2
P = (t1 < t < t2 ) = ∫t1 f(t)dt
Where f(t) = 3 x 10−9 (10t + t 2)2 , 0 < t < 100

0 o.w

Find i) The probability that Mr. X will die between the ages 60 to 70
ii) The probability that he will die between the ages 60 and 70, given that he has
survived up to age 60.

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1. The daily consumption of electric power [in million Kw/h] is a random variable X. With
probability distribution function.

x⁄
f(x) = kxe− 3
for x > 0

0 for x ≤ 0

Find the value of ‘K’ and probability that on a given day the electric consumption is more
than expected value.
∞
⇒ ∫−∞ f(x)dx = 1 ` by defination

∞ x⁄
∴ k ∫0 xe− 3 dx =1

−x⁄ −x⁄ ∞
xe 3 e 3
∴k[ 1 − 1 ] =1
−3 9 0

∴k[0+9]=1

9k=1
1
k=9

∞ 1 ∞ x⁄
E(x) = ∫−∞ x f(x) = 9
∫0 x 2 e− 3 dx

x ⁄ x x
∞
⁄
1 x 2 e− 3 2x e− 3 2e− ⁄3
= [ 1 − 1 + 1 ]
9 − −9 −27
3 0

1
= [ 0- 0 + 0 + 54]
9

Mean = E(x) = 6

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1 ∞ x⁄
P (x >6) = 9 ∫6 x. e− 3 dx

−x⁄ −x⁄ ∞
1 xe 3 e 3
= [ 1 − 1 ]
9 −3 9 6

1
= [ 0 – 0 –[ -18 e−2 - 9 e−2 ] ]
9

= 0.406

2) A discreate random variable has the probability dersify function given below.

X -2 -1 0 1 2 3
P(x=x) 0.2 k 0.1 2k 0.1 2k

Find k, mean and Variance

⇒ ∑Pi = 1

0.2 + k + 0.1 +2k + 0.1 +2k = 1

5k = 0.6
3
K= 25

x -2 -1 0 1 2 3 Total

2 3 1 6 1 6
P(x=x) 1
10 25 10 25 10 25

−4 −3 6 2 18 6
Xp(xi) 0 = E (x)
10 25 25 10 25 25

8 3 6 4 54 73
x 2 p (xi) 0 = E (x 2 )
10 25 25 10 25 250

6
Mean = 25

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73 36 293
Var (x) = E (x 2 ) – [E(x)]2 = - = 625
250 625

3)
X 8 12 16 20 24
P(x=x) 1⁄ m n 1⁄ 1⁄
8 4 12

Find m, n and variance

If mean = 16

⇒ ∑Pi = 1
1 1 1
+m+n + + 12 = 1
8 4

13
m+n= → (1)
24

∑ P i xi = 16
1 1 1
8x + 12m + 16 m + 20 x 4 + 24 x 12 = 16
8

∴ -12 m + 16 n= 8

3m+4n=2 → (2)

Solving (1) & (2) we get

1 3
M= and n =
6 8

x 8 12 16 20 24

1 1 3 1 1
P(x) 8 6 8 4 12

x 2 .p(xi) 8 24 96 100 48

E(x 2 ) = ∑ x 2 P (x) = 276

Var (x) = E(x 2 )- { E(x)}2 =276 –(16)2 = 20

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Problem for Practice(6 marks)

1 Find the expectation of (i) The sum; (ii) The product of the number of points
on the throw of ‘n’ dice.
2 A box contains ‘n’ tickets numbered 1,2,------- n. If m tickets are drawn at
random from the box. What is the expectation of the Sum of the numbers on
the tickets drawn
3 Three urns contain respectively 3 green & 2 white balls, 5 green and 6 white
balls, 2 green & 4 white balls. One ball drawn from each urns. Find the
expected numbers of white balls drawn.
4 A continuous random variable x has the p.d.f. defined by
1
f(x) = A + AB 0 ≤ x ≤ 1 if the mean of the distribution is 3
Find A and B
5 A Continuous random variable x has the p.d.f
F(x) = kx 2 e−x x≥0
Find k, mean and variance.
5 A continuous random variable has probability density function
F(x) = 6 [x - x 2 ] 0≤x≤1
Find (i) Mean (ii) Variance

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Some standard Distribution

Discrete Continous
Binomial Distribution Poission Distribution Normal Distribution
P(x = r) = ncr pr 𝑞𝑛−𝑟 e−m mx p(a ≤ x ≤ b) = p(c ≤ z ≤ d)
P(X = x) = x!
Where p + q =1 where m = mean x−m
where z = σ

Mean = np Mean = variance

Variance = npq

Problems
4
1) If x is Binomial distributed with E(x)=2 and var (x) = 3. Find the probability distribution
and the probability of at least one success.
4
⇒ E(x) = 2 and var (x) = 3
4
i.e np = 2 → (1) and npq = → (2)
3
(2)÷(1)
2
q=3
1
∴p=3 ∵p+q=1
1
∴ n(3) = 2 ⇒ n = 6
P(x) = ncx px qn−x
1 x 2 6−x
P(x) = 6cx px q6−x = 6cx (3) (3)
X 0 1 2 3 4 5 6
P(x) 64 192 240 160 60 12 1
729 729 729 729 729 729 729

64
p( to get at least 1 success) = p(x>1) = 1-p(x= 0 ) = 1- 729
665
∴ p( at least 1 success) = 729

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2) With usual notation find ‘p’ of binomial distributions

If n = 6, 9p(x=4) = p(x=2)
⇒
P(x) = ncx px qn−x
P(x) = 6cx px q6−x
∴ 9p(x = 4) = p(x=2)
∴ 9 6c4 p4 q2 = 6c2 px2 q4
∴9p2 = q2
∴ 3p = q
3p = 1-p
4p = 1
1 1
P =4 ⇒ q =4
3) A factory turns out an article by mass reduction methods. From the past experience it is
found that 20 articles on an average are rejected out of every batch of 100. Find the
mean & variance of the number of rejected articles.
⇒ the number of rejected articles in a batch is a binomial variation with n = 100 & p
20
= 100 = 0.2
Mean = np = 100 × 0.2 = 20
Variance = npq = 16

1
4) The probability that a bomb dropped from a plane will strike the target is 5. If six
such bombs are dropped, find the probability that (i) exactly two bombs hit the
target
1 4
⇒p= ;q= &n=6
5 5
By binomial distribution
i) P(2) = 6c2 p2 q4
1 2 4 4
= 6c2 (5) (5)
= 0.24576
ii) p[at least two] = p(x > 2)
= 1-p(x=1)
1 2 4 5
= 1- 6c1 (5) (5)
= 1-0.3932

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= 0.6068

Problem for Practice (6 marks)

1) The probability that a man aged 60 will live upto 70 is 0.65. What is the probability that out
of 10 such men now at 60 atleast 7 wil live upto 70?
2) The ratio of the probability of 3 successess in 5 independent trials to the probability of 2
successes in 5 independent trials is ¼ . What is the probability of 4 successes in 6 independent
trials?
3) The incidence of an occupational disease in an industry is such that the workers have 20%
Chance of suffering from it. What is the probability that out of 6workers chosen at random 4
or more will be suffering from the disease?
4) In a precision bombing attack there is a 50% chance that any one bomb will strike the target.
Two direct hits are required to destroy the target completely. How many bombs must be
dropped to give atleast 99% chance of destroying the target?
5) Seven dice are thrown 729 times. How many times do you expect at least four dice to shown
three or five?
6) If hens of a certain breed lay egg on 5 days a week on an average; find on how many days
during a season of 100 days, a poultry keeper with 5hens of this breed, will expect to receive
atleast 4 eggs?
7) Seven coins are tossed and the number of heads obtained is noted. The experiment is
repeated 128 times and following distribution is obtained.
No of 0 1 2 3 4 5 6 7 Total
heads
Frequency 7 6 19 35 30 23 7 1 128
Fit a binomial distribution if (i) the coins are unbiased (ii) If the nature of the coin is not known.

8) Derive the first two moments about the origin by poisson’s distribution and binomial
distribution also find its mean and variance.

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Problems based on poission distribution

1) Find out the fallacy if any in the following statement “ if x is a poisson variate such
that p(x=2) = 9p(x=4) +90p(x=6) then mean of x = 1
⇒ Let m be the mean of x
e−m mx
∴ p(x=x) = x!
P(x = 2) = 9p(x=4) +90p(x=6)
e−m m2 9e−m m4 90e−m m6
= 4! +
2! 6!
1 3 2 m4
= 8m + 8
3
∴ m4 + 3m2 – 4 = 0
m2 = – 4 or m2 = 1
Mean = 1 if m > 0
∴ The statement is correct
2) A car hire firm has 2 cars which it hires out day by day. The number of demands
for a car on each day is distributed as poission variate with mean 1.5. Calculate
the proportion of days on which
(i) Neither car is used
(ii) Some demand is refuse
e−m mx e−1.5 (1.5)x
⇒ p(x) = =
x! x!
i) Probability that there is no demand
i.e. p(x=0) = e−1.5 = 0.2231

ii) P (some demand is refused means there was demand for more that 2 cars)
= p(x>2)

= 1 – p(x≤2)

= 1-{p(x = 0) + p(x = 1) + p(x = 2)}

= 1-[0.2231 + 0.3347 + 0.2510]= 0.1912

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3) If a random variable x follows poisson distribution such that p(x=1) = 2p(x=2).

Find the mean & variance of the distribution. Also find p(x=3)
e−m mx
⇒p(x=x) = = x!
P(x=1) = 2p(x=2)
e−m m2 9e−m m2
=
x! 2!
m
∴ = 1
2
∴M=1
Mean = variance = 1
e−m m3 e−1
P(x=3) = = = 0.0613
3! 6

Problem for Practice (6 marks)

Problem for Practice(6 Marks)

1) A hospital switch board receives an average of 4 emergency calls in a 10minutes interval. What
is the probability that (i) there are atleast 2 emergency calls. (ii) there are exactly 3 emergency
call in an interval of 10minutes?
2) An insurance company found that only 0.01% of the population is involved in a certain type of
accident each year. If its 1000 Policy holders were randomly selected from the population, what
is the probabililty that no more than two of its clients are involved in such accident next year?
3) Find the probability that atmost 4 defective bulbs will be found in a box of 200 bulbs if it is known
that 2 percent of the bulbs are defective. (Given 𝑒 −4 = 0.0183)
4) Using Poisson distribution find the approximate value of
300𝐶2 (0.02)2 (0.98)298 + 300𝐶3 (0.02)3 (0.98)297
5) Fit a Poisson distribution to the following data
No. Of deaths 0 1 2 3 4
Frequencies 123 59 14 3 1
6) In a certain factory turning out blades, there is a small chance 1/500 for any blade to be defective.
The blades are supplied in packets of 10. Use the poission distribution to calculate the
approximate number of packets containing no defective, one defective, two defective blades in a
consignment of 10,000 packets. (given 𝑒 −0.02 = 0.9802)

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Problem based on normal distribution

1) If x is a normal variable with mean 10 and standard derivative 4 find

i) P(|x − 14| < 1) ii) p(5≤ x ≤ 18 ) iii) p(x ≤ 12)

⇒ Let x̅ = 10 & σ = 4
x− x̅ x−10
Z= =
σ 4

14 −10
i) When x = 14 ; Z = = 1
4
P(|x − 14| < 1) = p(|z|≤ 1)
= p(|≤ z ≤|)
= area between (z = −1 & 𝑧 = 1)
= 2 (area between z = 0 & z = 1 )
= 2(0.3413)

= 0.6828
5−10
ii) When x = 5; z = = -1.25
4
18−10
When x = 18; z= 4 =2

p(5≤ x ≤ 18 ) = p(−1.25 < 𝑧 ≤ 2)

= p area between (z = −1.25 to z = 2)

= area between {z = 0 to z = 1.25}+

Area between {z = 0 to z = 2}

= 0.3944 + 0.4772

= 0.8716
12−10
iii) When x = 12; z = = 0.5
4
p(x ≤ 12) = p(z ≤ 0.5)
= 0.5 + ( area under z = 0 to z = 0.5 )

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P(x ≤ 12) = 0.5 + 0.1915

p(x ≤ 12) = 0.6915

2) The marks obtained by students in a college are normally distributed with mean
65 and variance 25. If 3 students are selected at random form this college what
is the probability that atleast one of them would have score more than 75 marks
x−m x−65
⇒ S.N.V. z = = 5
σ

75−65
When x = 75, z = 5
= 2 Z=2

∴ p(x > 75) = p(z > 2) = 0.5 – (area from z = 0 to z = 2 )

= 0.5 – 0.4772
= 0.0228
This is the probability that a student chosen at random has score more than
75 = 1-0.0228
= 0.9772
P ( all these students have not scored more than 75 marks )
= 0.9772 × 0.9772 × 0.9772
= 0.93
P( at least one of 3 has scored more than 75 marks) = 1- 0.93
= 0.07
3) In a distribution exactly normal 7% of items are under 35 & 89% are under 63.
What are the mean & S.D.
⇒ since 7% items are below 35, 50 – 7 = 43% items are between 35 & m1 &
since 89% items are below 63
89-50 = 39% items are between m1 & 63
For area 0.43, z = 1.48
Since 35< m, z = 1.48 & for area 0.39, z = 1.23
35−m 63−m
∴ = -1.48 & = -1.23
σ σ
M + 1.48σ = 35

7%

M + 1.23σ = 63 m
Z = 1.48
63
Z = 1.23

Solving simultaneously we get

M = 50.3 & σ = 10.33

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Problem for Practice (6 Marks)

1) A normal population has mean 0.1 and standard deviation 2.1. Find the probability that the
value of the mean of the sample of size 900 drawn from this population will be negative.
2) In an examination marks obtained by students in mathematics, Physics and Chemistry are
normally distributed with mean 51,53 and 46 with standard deviation 15,12 and 16
respectively. Find the probability of securing total marks (i) 180 or above (ii) 80 or below
3) In a competitive examination the top 15% of the students appeared will get grade A, while
the bottom 20% will be declared fail. If the grades are normally distributed with mean % of
marks 75 and S.D. 10, determine the lowest % of marks to receive grade A and the lowest %
of marks that passes.
4) The Probability that an electronic component will fail in less 1200 hours of continuous use is
0.25. Using normal approximations to Binomial distribution. Find the probability that among
200 such components fewer than 45 will fail in less than 1200 hours of continuous use.
5) Using normal distribution find the probability of getting 55heads in the toss of 100 fair coins.

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TUTORIAL-
Applied Mathematics –IV
Branch-COMPUTER AND IT(S.E)

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