ENGGMATH 3 / Engineering Data Analysis

Probability Distributions

Some Discrete Probability Distributions

A. Uniform Distribution
If the random variable 𝑋 assumes the values (or outcomes) 𝑥1 , 𝑥2 , . . . , 𝑥𝑘 where 𝑥1 , 𝑥2 , . . . , 𝑥𝑘 occur with equal
probabilities, then the distribution is uniform.
The discrete uniform distribution is given by

1
𝑓(𝑥; 𝑘) = , 𝑥 = 𝑥1 , 𝑥2 , . . . , 𝑥𝑘
𝑘

Problem 1. Present the probability distribution for the outcomes of the experiment tossing a balanced die.

Problem 2. Present the probability distribution for the outcomes of the experiment tossing a balanced coin.

Problem 3. A light bulb is selected at random from a box that contains a 40-watt bulb, a 60-watt bulb, a 75-
watt bulb, and a 100-watt bulb. Find the probability distribution.

B. Binomial Distribution
Properties:
- the experiment consists of n repeated trials
- each trial results to an outcome that can be classified as success or failure.
p probability of success
q=1–p probability of failure
- the probability of success remains constant from trial to trial.
- the repeated trials are independent.

The binomial distribution is given by

𝑏(𝑥; 𝑛, 𝑝) = 𝑛𝐶𝑥(𝑝) 𝑥 (𝑞)𝑛−𝑥

Problem 1. The random variable X has a binomial distribution with n=10 and p=0.5. Determine the following
probabilities.
a.) 𝑃(𝑋 = 5) b.) 𝑃(𝑋 ≤ 2) c.) 𝑃(𝑋 ≥ 9) d.) 𝑃(3 ≤ 𝑋 < 5)

Sir H
ENGGMATH 3 / Engineering Data Analysis

Problem 2. Assume that the probability that a pupil will pass a given physical test is 3/4. Find the probability
that exactly 2 of the next 4 pupils who takes the test will pass.

Problem 3. In a certain city district, the need for money to buy drugs is given as the reason for 75% of all thefts.
Find the probability that among the next 5 theft cases reported in this district
a.) exactly 2 resulted from the need for money to buy drugs.
b.) at most 3 resulted from the need for money to buy drugs.

Problem 4. The probability that a patient recovers from a delicate heart operation is 0.9. What is the
probability that exactly 5 of the next 7 patients having this operation will survive?

*Mean and Variance of a binomial random variable

If 𝑋 is a binomial random variable with parameters 𝑝 and 𝑛, then
𝜇 = 𝐸(𝑋) = 𝑛𝑝 and 𝜎 2 = 𝑉(𝑋) = 𝑛𝑝𝑞 = 𝑛𝑝(1 − 𝑝)

Sir H
ENGGMATH 3 / Engineering Data Analysis

C. Multinomial Distribution
- It is an extension of the binomial distribution
- There are more than 2 possible outcomes for each trial.
- The individual trials are independent.

*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 variable 𝑋1 , 𝑋2 , . . . , 𝑋𝑘 , representing the number of occurrences for 𝐸1 , 𝐸2 , . . . , 𝐸𝑘 in 𝑛
independent trials is

𝑛! 𝑥 𝑥 𝑥
𝑓(𝑥1 , 𝑥2 , … , 𝑥𝑘 ; 𝑝1 , 𝑝2 , . . . , 𝑝𝑘 , 𝑛) = 𝑝 1 𝑝 2 ⋯ 𝑝𝑘 𝑘
𝑥1 ! 𝑥2 ! ⋯ 𝑥𝑘 ! 1 2

𝑤𝑖𝑡ℎ ∑𝑘𝑖=1 𝑥𝑖 = 𝑛𝑎𝑛𝑑 ∑𝑘𝑖=1 𝑝𝑖 = 1

Problem 1. A card is drawn from a well shuffled deck of 52 playing cards, the result recorded, and the card
replaced. If the experiment is repeated 5 times, what is the probability of obtaining 2 spades and 1 heart?

Problem 2. The probabilities are 0.4, 0.2, 0.3, and 0.1 respectively, that a delegate to a certain convention
arrived by air, bus, automobile, or train. What is the probability that among 9 delegates randomly selected
at this convention, 3 arrived by air, 3 arrived by bus, 1 arrived by automobile, and 2 arrived by train?

Problem 3. If a pair of dice are tossed 6 times, what is the probability of obtaining a total of 7 or 11 twice, a
matching pair once, and any other combination 3 times?

Sir H
ENGGMATH 3 / Engineering Data Analysis

D. Negative Binomial Distribution

It can be thought of as a “reversal” of the binomial distribution. Here, the random variable represents the
number of trials to obtain exactly k number of successes.

Properties:
1. The experiment consists of a series of independent and identical trials, each with probability p of success.
2. The trials are observed until exactly 𝑘 successes are obtained, where 𝑘 is fixed by the experimenter.
3. The random variable 𝑋 is the number of trials needed to obtain the k successes.

Notation:
𝑓(𝑥) = (𝑥−1 𝐶𝑘−1 )𝑝𝑘 𝑞 𝑥−𝑘 𝑤𝑖𝑡ℎ 𝑘 = 1,2,3, . . . 𝑎𝑛𝑑 𝑥 = 𝑘, 𝑘 + 1, 𝑘 + 2, . ..

Problem 1. The probability that a person living in a certain city owns a dog is estimated to be 0.3. Find the
probability that the 10th person interviewed in this city is the 5th one to own a dog.

Problem 2. A scientist inoculates several mice one at a time with a disease germ until he finds 2 that have
contracted the disease. If the probability of contracting the disease is 1/6, what is the probability that 8 mice
are required?

Problem 3. Cotton linters used in the production of rocket propellant are subjected to a nitration process that
enables the cotton fibers to go into solution. The process is 90% effective in a way that the material produced
can be shaped as desired in a later processing stage with probability 0.9. What is the probability that exactly
20 lots will be produced in order to obtain the third defective lot?

*Mean and Variance of a Negative binomial random variable

Let 𝑋 be a negative binomial random variable with parameters k and p. Then
𝜇 = 𝐸(𝑋) = 𝑘/𝑝 2 = 𝑉(𝑋) = 𝑘𝑞/𝑝2
Sir H
ENGGMATH 3 / Engineering Data Analysis

E. Geometric Distribution
If in the negative binomial experiment, we are interested in having the first success in a number of trials,
then the negative binomial distribution becomes a geometric distribution.

Properties:
1. The experiment consists of a series of trials. The outcome of each trial can be classified as being either a
“success” or a “failure”.
2. The trials are identical and independent in the sense that the outcome of one trial has no effect on the
outcome of any other. The probability of success, p, remains the same from trial to trial.
3. The random variable 𝑋 denotes the number of trials needed to obtain the first success.

Notation:
𝑓(𝑥) = 𝑞 𝑥−1 𝑝 𝑤ℎ𝑒𝑟𝑒 0 < 𝑝 < 1 𝑎𝑛𝑑 𝑥 = 1,2,3, . ..

Problem 1. Find the probability that a person flipping a coin gets the first head on the fourth flip.

Problem 2. In 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?

Problem 3. Suppose that the probability is 0.8 that any given person will believe a tale about life after death.
What is the probability that the third person to hear this tale is the first one to believe it?

Sir H
ENGGMATH 3 / Engineering Data Analysis

F. Hypergeometric Distribution
In a binomial distribution, sampling of items is done with replacement, thus, making the trials independent.
In a Hypergeometric distribution, trials are not independent, that is, sampling of items is done without
replacement.

Properties:
1. The experiment consists of drawing a random sample of size 𝑛 without replacement and without regard to
order from a collection of 𝑁 objects.
2. 𝑘 of the 𝑁 objects/items may be classified as successes while the other 𝑁 − 𝑘 as failures.
3. The random variable 𝑋 is the number of successes.

Notation:
(𝑘 𝐶𝑥 )(𝑁−𝑘𝐶𝑛−𝑥 )
ℎ(𝑥; 𝑁, 𝑛, 𝑘) = 𝑁𝐶𝑛

Note: If the number of items sampled is small relative to the number of objects from which the sample is
drawn, then the binomial distribution can be used to approximate hypergeometric probabilities. A rule of the
thumb is that the approximation is usually satisfactory if (𝑛/𝑁) ≤ 0.05.

Problem 1. If 7 cards are dealt from an ordinary deck of 52 playing cards, what is the probability that
a.) exactly 2 of them will be face cards?
b.) at least 1 of them will be a queen?

Problem 2. Lots of 40 components each are called unacceptable if they contain as many as 3 defectives or
more. The procedure for sampling the 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?

Sir H
ENGGMATH 3 / Engineering Data Analysis

Problem 3. From a lot of 10 missiles, 4 are selected at random and fired. If the lot contains 3 defective missiles
that will not fire, what is the probability that
a.) all 4 will fire?
b.) at most 2 will not fire?

The hypergeometric distribution can be extended to treat the case where the 𝑁 items can be partitioned
into 𝑘 cells 𝐴1 , 𝐴2 , . . . , 𝐴𝑘 with 𝑎1 elements in the first cell, 𝑎2 in the second cell, . . . 𝑎𝑘 elements in the 𝑘 𝑡ℎ cell
where this is called the multivariate hypergeometric distribution. The probability that a random sample of size
𝑛 yields 𝑥1 elements from 𝐴1 , 𝑥2 elements from 𝐴1 , ..., 𝑥𝑘 elements from 𝐴𝑘 .

(𝑎1 𝐶𝑥1 )(𝑎2 𝐶𝑥2 )⋯(𝑘𝐶𝑥 )

ℎ(𝑥1 , 𝑥2 , . . . , 𝑥𝑘 ; 𝑎1 , 𝑎2 , . . . , 𝑎𝑘 , 𝑁, 𝑛) = 𝑁𝐶𝑛

Problem 4. A group of 10 individuals are used for a biological case study. The group contains 3 people with
blood type O, 4 with blood type A, and 3 with blood type B. What is the probability that a random sample of
5 will contain 1 person with blood type O, 2 people with type A, and 2 people with type B?

*Mean and Variance of the Hypergeometric Distribution

𝜇 = 𝐸(𝑋) = 𝑛𝑘/𝑁 2 = 𝑉(𝑋) = [(𝑁 − 𝑛)/(𝑁 − 1)] (𝑛) (𝑘/𝑁) [1 – (𝑘/𝑁)]
Sir H
ENGGMATH 3 / Engineering Data Analysis

G. Poisson Distribution
Poisson random variable usually arises in connection with what are called Poisson processes/experiments.
Poisson processes/experiments involve observing discrete events in a continuous “interval” of time, length or
space. For example, we might observe the number of white blood cells in a drop of blood. The discrete event
of interest is the observation of a white cell whereas the continuous “interval” involved is a drop of blood. The
variable of interest in a Poisson process is 𝑋, the number of occurrences of the event in an interval of length
units. Hence, a Poisson experiment might generate observations, in a given “interval” of time, for the random
variable 𝑋 representing the number of telephone calls per hour received by an office, or the number of
postponed games due to rain during a baseball season. A space could be a line segment, an area, a volume
or perhaps a piece of material. In this case 𝑋 might represent the number of field mice per acre, the number
of bacteria in a given culture, or the number of typing errors per page.

Notation:
𝑒 −𝜆𝑡 (𝜆𝑡)𝑥
𝑝(𝑥; 𝜆𝑡) = , 𝑓𝑜𝑟𝑥 = 0,1,2,3, . ..
𝑥!

Where: t is the specific “time” or “region” of interest

 is the average number of outcomes per unit time or region
(Note: the variance of the Poisson distribution is equal to its mean)
e = 2.71828...

Problem 1. The average number of radioactive particles passing through a counter during 1 millisecond in a
laboratory experiment is 4. What is the probability that 6 particles enter the counter in a given millisecond?

Problem 2. A secretary makes 2 errors per page on the average. What is the probability that on the next page
she makes.
a.) 4 or more errors.
b.) no errors.
c.) at most 4 errors.

Sir H
ENGGMATH 3 / Engineering Data Analysis

Problem 3. The number of telephone calls that arrive at a phone exchange is often modeled as a Poisson
random variable. Assume that on the average there are 10 calls per hour.
a.) What is the probability that there are exactly 5 calls in one hour?
b.) What is the probability that there are 3 or less calls in one hour?
c.) What is the probability that there are exactly 15 calls in two hours?
d.) What is the probability that there are exactly 5 calls in 30 minutes?

Problem 4. On the average a certain intersection results in 3 traffic accidents per month. What is the
probability that in any given month in this intersection
a.) exactly 5 accidents will occur?
b.) less than 3 accidents will occur?
c.) at least 2 accidents will occur?

References:
WALPOLE, R.E. Introduction to Statistics
HSU, H.P. Theory and Problems of Probability, Random Variables, and Random Processes
MONTGOMERY and RUNGER. Applied Statistics and Probability for Engineers.

Sir H