CHAPTER 3: IMPORTANT PROBABILITY DISTRIBUTIONS

DISCRETE PROBABILITY DISTRIBUTIONS CONTINUOUS PROBABILITY DISTRIBUTIONS

Discrete Uniform Distribution Continuous Uniform Distribution
Bernoulli Distribution Exponential Distribution
Binomial Distribution Normal Distribution (Gaussian Distribution)
Poisson Distribution Standard Normal Distribution
Geometric Distribution Chi-Squared Distribution
(Pascal) Negative Binomial Distribution Student’s t-Distribution
For these discrete random variables, For these continuous random variables,
• PMF • PDF
• Expectation • CDF
• Variance • Expectation
• Mode value for Binomial Distribution r.v • Variance
• Memoryless property of Exponential Distribution
Approximation of Binomial Distribution by a Poisson Distribution
Normal Approximation to the Binomial Distribution

Problem 3.1. Traffic accidents at a particular intersection follow Poisson distribution with an
average rate of 1.4 per week (7 days) (so that the mean number of accidents in a given period
of time will be proportional to the length of time).
(a) What is the probability that the next week is accident-free?
(b) What is the probability that there will be exactly 3 accidents next week?
(c) What is the probability that there will be at most 2 accidents next week?
(d) What is the probability that there will be at least 2 accidents during the next two weeks?
(e) What is the probability that there will be exactly 5 accidents during the next four weeks?
(f ) What is the probability that there will be exactly 2 accidents tomorrow?
(g) What is the probability that the next accident will not occur for three days?
(h) What is the probability that there will be exactly three accident-free weeks during the next
eight weeks?
(i) What is the probability that there will be exactly five accident-free days during the next
week?
(j) What is the probability that during the next week there are less than 2 days in which there
are at least 2 accidents in a single day?

Problem 3.2. The lifetime of a light bulb is X hours, where X can be modeled by an expo-
nential distribution with parameter λ = 0.0125.
(a) Find the mean and variance of the lifetime of a light bulb.
(b) Find the probability that the lifetime of a bulb is less than 100 hours.
(c) Find the probability that the lifetime of a bulb is between 50 hours and 150 hours.

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Problem 3.3. The time, T seconds, between the arrival of successive vehicles at a zebra cross-
ing on a road can be modeled by an exponential distribution with parameter λ = 0.025.
(a) Write down the mean and the variance of T .
(b) A pedestrian takes 30 seconds to cross the road using this zebra crossing. Calculate the
probability that:
(b1) no vehicle arrives whilst the pedestrian is crossing;
(b2) no vehicle arrives whilst the pedestrian makes two independent crossings.
(c) A person starts crossing the road immediately after a vehicle has passed. How long should
this person take to cross the road to ensure the probability of a vehicle arriving before they
have crossed is less than 0.2?

Problem 3.4. The probability that the lifetime, H, of a certain type of electrical component is
more than h hours is given by
h
P(H > h) = e− 1000 , h > 0.

(a) Calculate the probability that a randomly selected component has a lifetime of
(a1) more than 1500 hours;
(a2) between 1000 and 2000 hours;
(a3) precisely 1200 hours.
(b) Calculate the probability that three components, chosen at random, all have lifetimes of
more than 1500 hours.
(c) Derive the probability density function for H, and hence state the mean and variance of
the component lifetime.

Problem 3.5. The lifetime of a computer is X years, where X can be modeled by an expo-
nential distribution with parameter λ.
(a) Know that P(X > 10) = 0, 286, determine the value of λ.
(b) Find the probability that the lifetime of the computer is less than 6 months.
(c) Know that the computer worked for 8 years, what is the probability that the lifetime of the
computer is more than 10 years?

Problem 3.6. A clothing store has determined that 30% of the people who enter the store
will make a purchase. Eight people enter the store during a one-hour period.
(a) Find the probability that exactly four people will make a purchase
(b) Find the probability that at least one person will make a purchase.
(c) Find the average number of people that make a purchase.
(d) Find the most likely number of people that make a purchase.

Problem 3.7. Let X be a continuous uniform random variable on (−5, 5). Find
(a) the PDF and the CDF
(b) E[X], Var(X), E[X 5 ], E[eX ].

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Problem 3.8. A manufacturer claims that a newly-designed computer chip has a 1% chance
of failure because of overheating. To test their claim, a sample of 120 chips are tested. What is
the probability that at least two chips fail on testing?

Problem 3.9. A manufacturer of electric light globes knows from past experience that 2%
of globes produced are defective. What is the probability that, out of the next 200 globes, less
than 2 are defective?
(i) Use the Binomial distribution
(ii) Use the Poisson distribution to approximate that probability.

Problem 3.10. The lifetime of a computer chip is T hours, where T follows an exponential
distribution with E[T ] = 800 hours and the following PDF

 1 e− λx

x > 0,
fT (x) = λ
0 x ≤ 0.

(a) Find λ and the CDF of T .

(b) Find the probability that the lifetime of the computer chip is more than 1600 hours.