CHAPTER FIVE

PROBABILITY DISTRIBUTION

5.1 DEFINITION OF PROBABILITY DISTRIBUTION

Probability Distribution
A probability distribution shows the possible outcomes of an experiment and the probability of

each of these outcomes. That is, probability distribution is a complete list of all possible of

values of a random variable and their corresponding probabilities.

A formula giving the probability of the different values of the random variable X for:

Discrete variable is the probability massy function (pmf) and is usually denoted by p(x). If X is
a discrete random variable taking at most a countable infinite number of values x1, x2, …, then
P (xi) = P(X = xi): i= 1, 2 …is called the probability mass function of random variable X. The
set of ordered pairs {xi, P (xi)} i= 1, 2 … gives the probability distribution of the random
variable X.
Continuous variable is the probability density function (pdf) and is usually denoted by f(x). A
random variable, X, is said to be a continuous random variable if there is a non–negative
function

The probability distribution for a random variable describes how the probabilities are

distributed over the values of the random variable. For a discrete random variable X, the

probability function is denoted by P(X). The probability function provides the probability for

each value of the random variable.

A probability distribution may in general be defined as follows:

Definition:

A probability distribution is a correspondence, which assigns probabilities to the values of a

random variable.

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Example 1: Construct a probability distribution for the number of heads in tossing two fair

coins simultaneously once.

Solution: The sample space of the experiment contains the following:

S = {HH, HT, TH, TT}

Let the random variable X denotes the ‘number of heads’. We then use the probability function

P(X) to assign probability to each out come consequently; the probability distribution is given

below:

Outcome, X 0 1 2

Probability, P(X) ¼ ½ ¼

The probability distribution shows that the probability that the random variable can assume the

value 0 is ¼, the value 1 is ½ and the value 2 is ¼. Note that the sum of these probabilities is 1.

Example 2: The number of mistakes a typist made in ten days of assessment is shown in the

following table.

No of mistakes 2 3 4 5

No of days 1 4 3 2

a) Construct a probability distribution for the number of mistakes she committed.

b) Represent graphically the probability distribution in part (a).

Solution:
a) In Constructing the probability distribution, our random variable assumes a value for

the number of mistakes the typist committed. Let the variable X denotes this random

variable. Then, we assign a probability for each of the number of days with respect to

the total number of days.

The probability distribution is shown below:

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 No of mistakes, X 2 3 4 5

Probability, P(X) 1/10 4/10 3/10 2/10

b) We emphasize at this point that a probability distribution can be displayed on the

coordinate plane. The value of the random variable X is shown on the horizontal axis

(x-axis) and the probability that the random variable X assumes these values is shown

on the vertical axis (y-axis). For the probability distribution in the example, the

random variable X, which is the number of mistakes the typist committed is labeled on

the x-axis and the corresponding probability, P(X) on the y-axis.

Y axis

0.4

P(X)

Probability 0.3

0.2

0.1

1 2 3 4 x axis (number of mistakes)

5.2 TYPES OF PROBABILITY DISTRIBUTION

A probability distribution can be classified as a discrete or continuous probability distribution

according to whether it assumes a discrete or continuous random variable.

This section discusses discrete probability distribution. Continuous probability distribution will

be seen in the next unit.

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In the construction of the probability distribution for a discrete random variable, the following

two conditions must be satisfied.

Properties (Required Conditions) for a Discrete Probability Distribution

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

i.e.  P(x) =1
The probability of each event in the sample space must be between or
equal to 0 and 1.
i.e. 0  P(x)  1

For instance, in the above example, these two conditions are satisfied since

 P(X) = P(2) + P(3) + P(4) + P(5) = 0.1+ 0.4 + 0.3 + 0.2 = 1 and

each of these probabilities is greater than or equal to 0 and less than or equal to 1.

For some discrete random variables, the probability distribution can be given as a formula that

yields (x) for every possible value of x.

Example 3: Suppose a probability distribution is given by the formula:

 (x) = x/5 for x = 0, 2, 3

Construct the probability distribution correspondence.

Solution:
The outcome x assumes the values 0, 2 and 3

Out come, x 0 2 3

Probability, (x) 0/5 2/5 3/5

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EXPECTED VALUE AND VARIANCE OF A PROBABILITY

DISTRIBUTION

Expected Value

The expected value, or mean, of a random variable is a measure of the central location for the

random variable. It is denoted by E(x) or . The mathematical expression for the expected

value of a discrete random variable x is as follows:

Expected value of a discrete random variable:

E(x)=  = x1 P(x1) + x2 . P(x2) +………..+ xn P(Xn) Or,

x . P(x )
n
E (x) = i i
i1

Where x1, x2,-------,xn are the outcomes and P(x1), P(x2)…P(xn) are the

corresponding probabilities.

The above formula shows that in order to compute the expected value of a discrete random

variable, we must multiply each value of the random variable by the corresponding probability

P(x) and then add the resulting products.

Variance

While the expected value provides the mean value for the random variable, we often need a

measure of dispersion, or variability, for the random variable just as we need variance in block

5 to summarize the dispersion in a data set. The mathematical expression for the variance of a

discrete random variable is as follows:

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 Variance of a discrete probability distribution, σ 2

x  .Px x Px .

n n
σ2 = i
2
i i
2
i
2
i1 i1

ó  ó
2
and the standard deviation is

Example 1: If three fair coins are tossed, find the expected number of heads that will occur and

obtain the variance.

Solution:
Begin by constructing the probability distribution for the number of heads in tossing the three

coins.

The probability distribution is constructed below:

No of heads, x 0 1 2 3

Probability, P(x) 1/8 3/8 3/8 1/8

Then,

 x .P( ) = x P(x ) + x . P(x ) + x . P(x ) + x . P(x )

4
E(x)= i xi i 1 2 2 3 3 4 4
i1

= 0·1/8 + 1·3/8 + 2·3/8 + 3·1/8

= 0 + 3/8 + 6/8 + 3/8 = 12/8 = 6/4 = 3/2 = 1.5

The theoretical mean  = 1.5 implies that if the experiment is done as many times as possible,

then on the average a head occurs 1.5 of the time.

 [(x -) ·P(x )]

4
2 = i
2
i
i1

= (x1 - )2 · P(x1) + (x2 - )2 · P(x2) + (x3 - )2 · P(x3) + (x4 - )2 ·P(x4)

= (0 - 1.5)2 · 1/8 + (1-1.5)2 · 3/8 + (2 - 1.5)2 · 3/8 + (3 - 1.5)2 · 1/8

2 = 0.5

Page 6 of 20
Example 2: One thousand tickets are sold at $1 each for a color television valued at $350.

What is the expected value if a person purchases one ticket?

Solution:

The problem can be seen as follows:

When a person purchases one ticket, he has two chances, to lose $1 or gain $349.

Gain, x $ 349 -$1

P(x) 1/1000 999/1000

Hence,

E(x) = $349 · 1/1000 + (-$1) · 999/1000 = -$0.65

Or,

E(x) = overall gain - $1 = $350 · 1/1000 - $1 = $0.65

i.e. The average loss is $0.65 for each of the 1000 ticket holders.

1. DISCRETE PROBABILITY DISTRIBUTIONS

A. THE BINOMIAL PROBABILITY DISTRIBUTION

The Binomial Probability Distribution is a discrete probability distribution that has many

applications. It is associated with a multi-step experiment that we call the Binomial

experiment, which is a probability experiment satisfying the following four requirements.

Properties of the Binomial Experiment

a) Each trial can have only two outcomes or outcomes that can be reduced

to two outcomes (success or failure).

b) There must be a fixed number of trials.

c) The outcomes of each trial must be independent.

d) The probability of a success must remain the same for each trial.

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Definition:

A probability distribution showing the outcomes of a Binomial experiment along with the

corresponding probabilities is termed as a Binomial Probability Distribution.

In a Binomial experiment, the probability of exactly x successes in n trials is given by:

Px n! . px .qnx
nx!x!
Where x is the number of successes

P(x) is the probability of success

n is the number of trials

P is the numerical probability of success

q is the numerical probability of failure

Note: q = 1 - p and 0  x  n

Example 1: Consider the experiment of tossing a coin three times. Show that it is a binomial

experiment and find the probability of getting exactly two heads.

Solution:

This is a binomial experiment since

i) There are only two outcomes, head and tail.

ii) The number of trials is fixed (three)

iii) The probability of success, getting a head, does not change from trial to trial.

iv) The trials or tosses are independent, since the outcome of any trial is not affected by

the outcome of any other trial

Now, to find the probability of getting two heads, let p denotes the probability of getting a head

on a single toss.

Then p = 1/2, q = 1-1/2 = 1/2

n = 3, x=2

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 Px  n! . px .qnx
n x!x!
 3! .  12 . 1 32  3! . 1. 1
P(2)
32!2!  2  2 1!2!  4  2
=
3 = 0.375
8
Example 2: A new drug is effective 60% of the time. What is the probability that in a random

sample of 4 patients, it will be effective on two of them?

Solution:
This is a Binomial experiment as the points of the experiment are satisfied. Define ‘effective’

as ‘success’ and ‘non effective’ as ‘failure’. Then,

p = 0.6, q = 1 - 0.6 = 0.4, n = 4, x=2

Required p (2) = ?

P(2)  4! . 0.62 . 0.42  60.0576  0.3456

42!2!
Hence, the drug will be effective on two of a random sample of 4 patients with a probability of

0.3456 (or 34.56%).

Remark: (Using the Binomial tables)

We recognized that it is tedious to calculate probabilities using the binomial formula when n is

a large number. For such cases, you may use the binomial probability distribution table that is

given at the end of this block.

Let’s demonstrate how to read the table with an illustrative example. Consider the experiment

of tossing a fair coin 4 times. What is the probability of getting three heads?

Clearly, this is a Binomial experiment where

n = 4 and p=1/2 = 0.5 and x = 3

Under the column `n’ choose the number 4, proceed horizontally and correspond it with x=3,

then read the number that matches p=0.5, which is of course.

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Mean, and Variance of a Probability Distribution

Definition

The mean, variance and standard deviation of a variable that has the Binomial

distribution is found as:

Mean =n·p
Variance 2 = n·p·q
Standard deviation  = npq

Example1: A coin is tossed four times. Find the mean, variance and SD of the number of

heads that will be obtained.

Solution:

Here n = 4, p = 1/2, and q = 1/2

=n.p=4.½=2

2 = n . p . q = 4 . 1/2 . 1/2 = 1

= 2 = 1= 1

Example 2: A die is rolled 240 times. Find the mean, variance and standard deviation for the

number of 3’s that will be rolled.

Solution:
n = 240,P=1/6

 = n . p = 240(1/6) = 40

2 = n . p . q = (24)(1/6)(5/6)  33.33

= 33.33  5.77

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 B. THE POISSON PROBABILITY DISTRIBUTION

A discrete probability distribution that is useful when n is large and p is small and when the

independent variables occur over a period of time is called the Poisson probability distribution.

The Poisson probability distribution assumes the following two conditions:

i) The probability of an occurrence is the same for any two intervals of equal length.

ii) The occurrence or non-occurrence in any interval is independent of the occurrence or

non-occurrence in any other interval.

The Poisson probability function

Px; e .
 x

x!
Where P(x, λ) is the probability of x occurrences in an interval of time, volume,

area etc for a variable, λ denotes the mean number of occurrences and e  2.7183

Example1: Past police records indicate a mean of five accidents per month while

investigating the safety of a dangerous intersection. The number of accidents is distributed

according to the probability in any month of

a) Exactly 3 accidents.

b) Fewer than 2 accidents.

Solution: By assumption the given distribution is a Poisson probability distribution.

Given that =5
Px   . e
x 
a)
x!
x=3

P3  5 . 2.7183  1250.00674


3 5

3! 6
= 0.1404

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 b) Fewer than 2 accidents comprise 0 and 1 accident during any month.



0 1

P0  P1  5 . 2.7183  5 2.7183
5 5

0! 1!
 0.0674 + 0.3370

 0.4044

Remark:- Although the above probability was determined by evaluating the probability

function, it is often easier to refer to the table for the Poisson probability distribution.

These table provides probabilities for specific values of x and . We have included the

table at the end of this block.

For convenience, in example 1a,  = 5 and x = 3. In the first column of the table choose

x = 3 and correspond it with  =5, the intersection of these two numbers gives you the

required probability, which is  0.1404.

Example 2: If there are 200 typographical errors randomly distributed in a 500-page

manuscript, find the probability that a given page contains exactly 3 errors.

Solution: First of all, find the mean number of errors

 200 0.4
500
Or, 0.4 error per page.

Since x = 3,

Px, e   2.7183 . 0.4 0.00715

 x 0.4 3

x! 3!
Thus, there is less than a 1% probability that a give page contains less than 3 errors.

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SUMMARY

This unit discussed the definitions of random variable as a variable assigned to a random

probability experiment and where the probability distribution of such experiment attains the

summarized table comprising the random variable together with the probability of occurrence

of the events. A random variable can be discrete or continuous, depending on the values it

assumes.

A probability distribution was seen as a distribution showing the correspondence of the

outcomes of a random variable with the respective probabilities .The two widely used discrete

probability distributions are the Binomial and Poisson probability distributions and each of

these distribution has its own property.

2. CONTINUOUS PROBABILITY DISTRIBUTION

INTRODUCTION

So far, we have been concerned with discrete probability distributions. We shall turn to cases

in which the variable can take on any value within a given range and in which the probability

distribution is continuous.

A common continuous probability distribution is the normal probability distribution. Several

mathematicians were instrumental in its development; among them is the eighteen-century

mathematician and astronomer Karl Gauss. In honor of his work, the normal probability

distribution is often called the Gaussian distribution.

There are two basic reasons why the normal distribution occupies such a prominent place in

statistics. First, it has some properties that make it applicable to a great many situations in

which it is necessary to make inferences by taking samples. Second, the normal distribution

comes close to fitting the actual observed frequency distributions of many phenomena,

including human characteristics (weights, heights and IQS)

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THE NORMAL PROBABILITY DISTRIBUTION

Many contentious variables such as height and weight have distributions that are bell-shaped

and are called approximately normally distributed variables, deriving the most important

probability distribution used to describe a continuous random variable called the normal

probability distribution.

The normal probability distribution is a continuous, symmetric, bell-shaped

distribution of a variable.
The form or shape of the normal probability distribution is shown below.

The shape and position of the normal distribution curve depends on two parameters, the mean

and the standard deviation. Each normally distributed variable will have its own normal

distribution curve.

Properties of the normal probability distribution

 The normal distribution curve is bell-shaped.

 The mean, median and mode are equal and are located at the center of the

distribution.

 The curve is Uni-modal

 The curve is symmetrical about the mean.

 The curve is continuous and never touches the x-axis

 The total area under the normal distribution curve is equal to 1, or 100%

 The area under the normal curve that lies within one SD of the mean is

approximately 0.68 or 68%, within two SD’s about 0.95 or 95% and

within three SD’s about 0.997 or 99.7%

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 34.13% 34.13%

13.59% 13.59%

2.28% 2.28%

-3 -2 -  + +2 +3

about 68%

about 95%

about 99.7%

8. The mathematical equation of the normal probability distribution is defined by the

probability density function.

x   2

f x  1 e 2 2  3.14159
2
Where  = mean e  2.7183
 = Standard deviation

The standard normal probability distribution

A random variable that has a normal distribution with a mean of 0 and a standard deviation of

1 is said to have a standard normal probability distribution.

Recall that the standard score (z-score) of a value is the number of standard deviations

that value is from the mean.

All normally distributed variables can be transformed into the standard normal distributed

variable by using the formula for the standard score:

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 𝑉𝑎𝑙𝑢𝑒 − 𝑚𝑒𝑎𝑛
𝑍=
𝑆𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝐷𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛
Or,

Z  X 

The standard normal curve

-3 -2 -1  1 2 3

AREA UNDER THE NORMAL CURVE

As with other continuous random variables, probability calculations with any normal

probability distribution are made by computing areas under the graph of the probability density

function. Thus, to find the probability that a normal random variable lies within any specific

interval, we must, compute the area under the normal curve over that interval.

For the standard normal probability distribution, areas under the normal curve have been

computed and are available in tables that can be used in computing probabilities. The normal

probability distribution table is available at the end of this block.

For the solution of problems using the normal distribution, the following steps are used.

1. Draw a picture

2. Transform the given value to z-value

3. Shade the area desired

4. Read the area from the standard normal distribution table.

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Example 1: Find the area under the normal curve between z=0 and z=2.34

Solution:
The standard normal curve

Representation is shown: From

the table the intersection 0 2.34

of z = 2.3 with 0.04 gives 0.4904 or

49.04% which is the required area.

Example 2 : Find the area under the normal distribution curve between z = -1.93 and z = 2.35

Solution: For easy look, draw

the normal curve and locate the two z-scores.

The total area (the shaded region) is the area

between –1.93 and 0 plus the -1.93 0 2.35

area between 0 and 2.35;

Hence, from the normal distribution table

Area = 0.4732 + 0.4906 = 0.9638 or 96.38%. Note that it is equivalent to say that the

probability of the z-value lying between z = -1.93 and z = 2.35 is 96.38%. This can also be

written as:

P(-1.93 < z > 2.35) = 0.9638

Example 3: Find the probability that the z-value of a normally distributed variable lies to the

left of 1.65

Solution
The probability that the z-value

lies to the left of 1.65 is equivalent to

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finding the area under the standard

normal curve, which is to the left of 1.65

Hence, total area = area to the left of 0 0 1.65

plus area between 0 and 1.65 = P(z < 1.65)

= 0.5000 + 0.4505 = 0.9505 or 95.05%

Which is required probability.

Example 4: find P(z > 1.91)

Solution

P(z > 1.91) = area to the right of 0 area between 0 and 1.91.

i.e

P(Z > 1.91) = P(z > 0) - P(0 < z < 1.91) 0 1.91

= 0.5000 - 0.479

= 0.021 or 2.1%

APPLICATIONS OF THE NORMAL DISTRIBUTION

The area under the normal curve is used to solve practical application problems such as finding

probabilities or percentages of values. In order to solve such problems you need only transform

the values of the variable into the z values and read the standard normal distribution table.

Example 1: The scores for an IQ test are normally distributed with a mean of 100 and a

standard deviation of 15. Find the percentage of IQ scores that will fall below 112.

Solution
Step 1: Draw a figure and represent the area

Step 2: Find the z-value

Corresponding to an IQ

Score 112.
𝑥− 112−100
𝑍 = = = 0.80
𝛿 115

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Step3: From the table,

P(z < 0.8) = P(z < 0) + P(0 < z < 0.8) = 0.5000 + 0.2881 = 0.7881

Hence, 78.81% of the IQ scores fall below 112.

Example2: The monthly salaries of 2000 workers are normally distributed with a mean of birr

550 and of workers whose monthly salaries are

a) Between birr 600 and 700

b) Less than birr 700.

Solutions: the z – values corresponding to 600 and 700 are

Z  600550 0.625
80

Z  7005501.875 550 600 700

80
Hence, 96.99% x200=1939.8 0 0.625 1.875

Approximately 1940 of the workers earn a monthly salary less than birr 700.

Example 3 A college desires to accept only the top 10% of all graduating seniors on the

basis of the results o a national placement test. The test has a mean of 500 and a standard

deviation of 100. Find the cut-off score for the exam.

Solution:
The area is shown.

We solve the problem back ward.

We need to determine the point on 500 x

the axis that cuts the upper 10% of the area. 0 z

Let it be denoted by x

P(z < 0) = 0.5000 – 0.1000 = 0.4000

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From the table, the z – value that corresponds to the area 0.4000 is approximately 1.28.

Then, 1.28 
x500 x  628
100

Hence the score 628 should be used as a cut –off score. Any student scoring below 628 should

not be admitted.

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