CONDITIONAL PROBABILITY ADDITIONAL EXAMPLES AND

EXERCISE

Example 1: Your neighbor has 2 children. You learn that he has a son, Joe. What is the
probability that Joe’s sibling is a brother?
Solution
The “obvious” answer that Joe’s sibling is equally likely to have been born male or female
suggests that the probability the other child is a boy is 1/2. This is not correct!
Consider the experiment of selecting a random family having two children and recording
whether they are boys or girls.
Then, the sample space is
𝑆 = {𝐵𝐵, 𝐵𝐺, 𝐺𝐵, 𝐺𝐺},
where, e.g., outcome “𝐵𝐺” means that the first-born child is a boy and the second-born is a girl.
Assuming boys and girls are equally likely to be born, the 4 elements of S are equally likely.
The event, E, that the neighbor has a son is the set
𝐸 = {𝐵𝐵, 𝐵𝐺, 𝐺𝐵}.
The event, F, that the neighbor has two boys (i.e., Joe has a brother) is the set
𝐹 = {𝐵𝐵}.
We want to compute
𝑃(𝐹 ∩ 𝐸)
𝑃(𝐹|𝐸) =
𝑃(𝐸)

𝑃({𝐵𝐵}) 1/4 1
= = =
𝑃({𝐵𝐵, 𝐵𝐺, 𝐺𝐵}) 3/4 3

EXAMPLE 2: A machine produces parts that are either good (90%), slightly defective (2%), or
obviously defective (8%). Produced parts get passed through an automatic inspection machine,
which is able to detect any part that is obviously defective and discard it. What is the quality of
the parts that make it through the inspection machine and get shipped?

1
 Solution
Let
SD = slightly defective
OD = obviously defective
Let G (resp., SD, OD) be the event that a randomly chosen shipped part is good (resp., slightly
defective, obviously defective).
We are told that 𝑃(𝐺) = 0.90, 𝑃(𝑆𝐷) = 0.02, 𝑎𝑛𝑑 𝑃(𝑂𝐷) = 0.08.
We want to compute the probability that a part is good given that it passed the inspection
machine (i.e., it is not obviously defective meaning OD-Complement = 𝑂𝐷ˈ), which is

P(𝐺 ∩ 𝑂𝐷ˈ)
P(𝐺|𝑂𝐷ˈ) =
𝑃(𝑂𝐷ˈ)
𝑃(𝐺) 0.9
= = = 0.978
1 − 𝑃(𝑂𝐷) 1 − 0.08

Example 3: Suppose that five good fuses and two defective ones have been mixed up. To find
the defective fuses, we test them one-by-one, at random and without replacement. What is the
probability that we are lucky and find both of the defective fuses in the first two tests?

Solution
Let
D1 be the event that we find a defective fuse in the first test
D2 be the event that we find a defective fuse in the second test
In the first test, probability of testing a defective fuse is
2
𝑃(𝐷1 ) =
7
In the second test, probability of testing a defective fuse without replacement (i.e. the one tested
during the first test was not retBoxed so the total number of fuses reduced to 6 and that of
defectives reduced to 1 assuming that the first is defective)
1
𝑃(𝐷2 |𝐷1 ) =
6

2
Probability that the first and second test were defective is
𝑃(𝐷1 ∩ 𝐷2 ) = 𝑃(𝐷1 ). 𝑃(𝐷2 |𝐷1 )
2 1 1
= (7) (6) = 21

EXERCISES:

QUESTION 1: Two fair dice are rolled. What is the conditional probability that at least one
lands on 6 given that the dice land on different numbers?

QUESTION 2: A coin is flipped twice. Assuming that all four points in the sample space S =
{(HH), (HT), (TH), (TT)} are equally likely, what is the conditional probability that both flips
land on heads, given that
(a) The first flip lands on heads?
(b) At least one flip lands on heads?

QUESTION 3: If two fair dice are rolled, what is the conditional probability that the first one
lands on 6 given that the sum of the dice is i? Compute for all values of i between 2 and 12.

QUESTION 4: A Box contains 6 white and 9 black balls. If 4 balls are to be randomly selected
without replacement, what is the probability that the first 2 selected are white and the last 2
black?

QUESTION 5: Each person has two genes for eye colour. Each gene is either B or b. A child
receives one gene from each of its parents. The gene it receives from its father is one of its
father’s two genes, each with probability 1/2; and similarly for its mother. The genes received
from father and mother is independent. If your genes are BB or Bb or bB, you have brown eyes;
if your genes are bb, you have blue eyes.

Suppose that John has brown eyes, so do both of John’s parents. His sister has blue eyes. What is
the probability that John’s genes are BB?

3
 ADDITIONAL EXAMPLES ON BAYE’S THEOREM AND EXERCISES

Example 1: Box 1 contains 5 white balls and 7 black balls. Box 2 contains 3 whites and 12
black. A fair coin is flipped; if it is Heads, a ball is drawn from Box 1, and if it is Tails, a ball is
drawn from Box 2. Suppose that this experiment is done and you learn that a white ball was
selected. What is the probability that this ball was in fact taken from Box 2? (i.e., that the coin
flip was Tails).
Solution:
Let T be the event that the coin flip was Tails. Let W be the event that a white ball is selected.
From the given data, we know that
𝑃(𝑊|𝑇) = 3/15 𝑎𝑛𝑑 𝑡ℎ𝑎𝑡 𝑃(𝑊|𝑇ˈ) = 5/12.
Since the coin is fair, we know that
𝑃(𝑇) = 𝑃(𝑇ˈ) = 1/2.
We want to compute P(T|W), which we do using the definition (and the same simple
manipulation that results in Bayes Formula):

𝑃(𝑇 ∩ 𝑊) 𝑃(𝑊|𝑇)𝑃(𝑇)
𝑃(𝑇|𝑊) = =
𝑃(𝑊) 𝑃(𝑊|𝑇)𝑃(𝑇) + 𝑃(𝑊|𝑇ˈ)𝑃(𝑇ˈ)

3 1
(15) (2)
=
3 1 5 1
(15) (2) + (12) (2)

12
=
37

Example 2: One half percent of the population has a particular disease. A test is developed for
the disease. The test gives a false positive 3% of the time and a false negative 2% of the time.
a) What is the probability that Joe (a random person) tests positive?
b) Joe just got the bad news that the test came back positive; what is the probability that Joe has
the disease?

4
 Solution:

Let D be the event that Joe has the disease.

T be the event that Joe’s test comes back positive.
We are told that 𝑃(𝐷) = 0.005, since 1/2% of the population has the disease, and Joe is just

and average guy.

We are also told that 𝑃(𝑇|𝐷) = 0.98, since 2% of the time a person having the disease is

missed (“false negative”).

We are told that 𝑃(𝑇|𝐷ˈ) = 0.03, since there are 3% false positives.

a) We want to compute P(T). We do so by conditioning on whether or not Joe has the

disease:
𝑃(𝑇) = 𝑃(𝑇|𝐷)𝑃(𝐷) + 𝑃(𝑇|𝐷ˈ)𝑃(𝐷ˈ) = (0.98)(0.005) + (0.03)(0.995)
b) We compute
𝑃(𝐷 ∩ 𝑇) 𝑃(𝑇|𝐷)𝑃(𝐷)
𝑃(𝐷|𝑇) = =
𝑃(𝑇) 𝑃(𝑇|𝐷)𝑃(𝐷) + 𝑃(𝑇|𝐷ˈ)𝑃(𝐷ˈ)

(0.98)(0.005)
=
(0.98)0(0.005) + (0.03)(0.995)

= 0.14
What a relief! There is only a 14% chance Joe has the disease, even though the test came back
positive! The issue here is that the false-positive and false-negative percentages are in fact high,
relative to the occurrence of the disease.
You can draw a tree diagram to illustrate the cases, first branching according to whether Joe has
the disease or not, then branching according to whether the test is positive or not.

5
Example 3: Consider the game of Let’s Make a Deal in which there are three doors (numbered
1, 2, 3), one of which has a car behind it and two of which are empty (have “booby prizes”). You
initially select Door 1, then, before it is opened, Monty Hall tells you that Door 3 is empty (has a
booby prize). You are then given the option to switch your selection from Door 1 to the
unopened Door 2. What is the probability that you will win the car if you switch your door
selection to Door 2? Also, compute the probability that you will win the car if you do not switch.
(What would you do?)
Solution:
The sample space will be S = {1, 2, 3},
Let 𝐸 = { 𝐷𝑜𝑜𝑟 3 𝑖𝑠 𝑒𝑚𝑝𝑡𝑦 }
𝐸 = { 1,2 }

The probability that you win by switching to Door 2, given that he tells you Door 3 is empty is:
𝑃({2}|{1, 2})
Also
𝑃({2}) = 1/3
2
𝑃({1,2}) =
3

P({2} ∩ {1, 2})

𝑃({2}|{1, 2}) =
P({1, 2})

1/3 1
= =
2/3 2
Similarly, the probability that you win by staying with Door 1, given that he tells you Door 3 is
empty, is 1/2. Thus, it does not matter if you switch or stay!
The difference between this situation and that of the Monty Hall problem done in class, in which
Monty “shows” an empty door, according to a specific set of guidelines (he must pick an empty
one to show, and if he has a choice, he picks at random), is this: the event “Door 3 is empty” is
not the same event as “Monty shows Door 3 is empty”. (If Monty shows Door 3 is empty, then
Door 3 is empty; but the converse is not necessarily true: just because Door 3 is empty does not
mean that Monty shows you an empty Door 3.)

6
EXERCISE:

QUESTION 1: A factory has three machines, M1, M2 and M3, that produce items (say, light
bulbs). It is impossible to tell which machine produced a particular item, but some are defective.
Here are the known numbers:

Machine Proportion Of Items Made Prob. Any Made Item Is Defective

M1 0.2 0.001
M2 0.3 0.002
M3 0.5 0.003

You pick an item, test it, and find it is defective. What is the probability that it was made by
machine M2?

QUESTION 2: In a clinical test. Suppose that 1 in 1000 of the population is a carrier of the
disease. Suppose also that the probability that a carrier tests negative is 1%, while the probability
that a non-carrier tests positive is 5%. (A test achieving these values would be regarded as very
successful.).
a) A patient has just had a positive test result. What is the probability that the patient is a
carrier?
b) A patient has just had a negative test result. What is the probability that the patient is a
carrier?

QUESTION 3: If an aircraft is present in a certain area, a radar correctly registers its presence
with probability 0.99. If it is not present, the radar falsely registers an aircraft presence with
probability 0.10. We assume that an aircraft is present with probability 0.05. What is the
probability of false alarm (a false indication of aircraft presence), and the probability of missed
detection (nothing registers, even though an aircraft is present)?
A sequential representation of the sample space is
A = {an aircraft is present},
B = {the radar registers an aircraft presence},

7
and consider also their complements
Aˈ = {an aircraft is not present},
Bˈ = {the radar does not register an aircraft presence}.

QUESTION 4: You enter a chess tournament where your probability of winning a game is 0.3
against half the players (call them type 1), 0.4 against a quarter of the players (call them type 2),
and 0.5 against the remaining quarter of the players (call them type 3). You play a game against a
randomly chosen opponent.
Suppose that you win. What is the probability that you win given that you had an opponent of
type 1?

QUESTION 4: Box A contains 2 white balls and 1 black ball, whereas Box B contains 1 white
ball and 5 black balls. A ball is drawn at random from Box A and placed in Box B. A ball is then
drawn from Box B. It happens to be white. What is the probability that the ball transferred was
white?

QUESTION 5: Consider 3 Boxes. Box A contains 2 white and 4 red balls, Box B contains 8
white and 4 red balls, and Box C contains 1 white and 3 red balls. If 1 ball is selected from each
Box, what is the probability that the ball chosen from Box A was white given that exactly 2 white
balls were selected?

8
 CONDITIONAL PROBABILITY ADDITIONAL EXAMPLES

Example 1: Your neighbor has 2 children. You learn that he has a son, Joe. What is the
probability that Joe’s sibling is a brother?
Solution
The “obvious” answer that Joe’s sibling is equally likely to have been born male or female
suggests that the probability the other child is a boy is 1/2. This is not correct!
Consider the experiment of selecting a random family having two children and recording
whether they are boys or girls.
Then, the sample space is
𝑆 = {𝐵𝐵, 𝐵𝐺, 𝐺𝐵, 𝐺𝐺},

where, e.g., outcome “𝐵𝐺” means that the first-born child is a boy and the second-born is a girl.
Assuming boys and girls are equally likely to be born, the 4 elements of S are equally likely.
The event, E, that the neighbor has a son is the set
𝐸 = {𝐵𝐵, 𝐵𝐺, 𝐺𝐵}.
The event, F, that the neighbor has two boys (i.e., Joe has a brother) is the set
𝐹 = {𝐵𝐵}.
We want to compute
𝑃(𝐹 ∩ 𝐸)
𝑃(𝐹|𝐸) =
𝑃(𝐸)

𝑃({𝐵𝐵}) 1/4 1
= = =
𝑃({𝐵𝐵, 𝐵𝐺, 𝐺𝐵}) 3/4 3

EXAMPLE 2: A machine produces parts that are either good (90%), slightly defective (2%), or
obviously defective (8%). Produced parts get passed through an automatic inspection machine,
which is able to detect any part that is obviously defective and discard it. What is the quality of
the parts that make it through the inspection machine and get shipped?

9
 Solution
Let
SD = slightly defective
OD = obviously defective
Let G (resp., SD, OD) be the event that a randomly chosen shipped part is good (resp., slightly
defective, obviously defective).
We are told that 𝑃(𝐺) = .90, 𝑃(𝑆𝐷) = 0.02, 𝑎𝑛𝑑 𝑃(𝑂𝐷) = 0.08.
We want to compute the probability that a part is good given that it passed the inspection
machine (i.e., it is not obviously defective meaning OD-Complement = 𝑂𝐷ˈ), which is
P(𝐺 ∩ 𝑂𝐷ˈ)
P(𝐺|𝑂𝐷ˈ) =
𝑃(𝑂𝐷ˈ)
𝑃(𝐺) 0.9
= = = 0.978
1 − 𝑃(𝑂𝐷) 1 − 0.08

Example 3: Suppose that five good fuses and two defective ones have been mixed up. To find
the defective fuses, we test them one-by-one, at random and without replacement. What is the
probability that we are lucky and find both of the defective fuses in the first two tests?
Solution
Let
D1 be the event that we find a defective fuse in the first test
D2 be the event that we find a defective fuse in the second test
In the first test, probability of testing a defective fuse is
2
𝑃(𝐷1 ) =
7
In the second test, probability of testing a defective fuse without replacement (i.e. the one tested
during the first test was not retBoxed so the total number of fuses reduced to 6 and that of
defectives reduced to 1 assuming that the first is defective)
1
𝑃(𝐷2 |𝐷1 ) =
6
Probability that the first and second test were defective is
𝑃(𝐷1 ∩ 𝐷2) = 𝑃(𝐷1). 𝑃(𝐷2|𝐷1)
2 1 1
= (7) (6) = 21

10
 EXERCISE

QUESTION 1: Two fair dice are rolled. What is the conditional probability that at least one
lands on 6 given that the dice land on different numbers? (ROSS 8th EDITION pg 102)

QUESTION 2: A coin is flipped twice. Assuming that all four points in the sample space S =
{(HH), (HT), (TH), (TT)} are equally likely, what is the conditional probability that both flips
land on heads, given that
(a) The first flip lands on heads?
(b) At least one flip lands on heads?
(ROSS 8th EDITION page 59)

QUESTION 3: If two fair dice are rolled, what is the conditional probability that the first one
lands on 6 given that the sum of the dice is i? Compute for all values of i between 2 and 12.
(ROSS 8th EDITION pg 102)

QUESTION 4: An Box contains 6 white and 9 black balls. If 4 balls are to be randomly selected
without replacement, what is the probability that the first 2 selected are white and the last 2
black?
(ROSS 8th EDITION pg 102)

QUESTION 5: Each person has two genes for eye colour. Each gene is either B or b. A child
receives one gene from each of its parents. The gene it receives from its father is one of its
father’s two genes, each with probability 1/2; and similarly for its mother. The genes received
from father and mother is independent. If your genes are BB or Bb or bB, you have brown eyes;
if your genes are bb, you have blue eyes.
Suppose that John has brown eyes, so do both of John’s parents. His sister has blue eyes. What is
the probability that John’s genes are BB?
(PROB page 26)

11
 ADDITIONAL EXAMPLES ON BAYE’S THEOREM

Example 1: Box 1 contains 5 white balls and 7 black balls. Box 2 contains 3 whites and 12
black. A fair coin is flipped; if it is Heads, a ball is drawn from Box 1, and if it is Tails, a ball is
drawn from Box 2. Suppose that this experiment is done and you learn that a white ball was
selected. What is the probability that this ball was in fact taken from Box 2? (i.e., that the coin
flip was Tails).
Solution
Let T be the event that the coin flip was Tails. Let W be the event that a white ball is selected.
From the given data, we know that
𝑃(𝑊|𝑇) = 3/15 𝑎𝑛𝑑 𝑡ℎ𝑎𝑡 𝑃(𝑊|𝑇ˈ) = 5/12.
Since the coin is fair, we know that
𝑃(𝑇) = 𝑃(𝑇ˈ) = 1/2.
We want to compute P(T|W), which we do using the definition (and the same simple
manipulation that results in Bayes Formula):

𝑃(𝑇 ∩ 𝑊) 𝑃(𝑊|𝑇)𝑃(𝑇)
𝑃(𝑇|𝑊) = =
𝑃(𝑊) 𝑃(𝑊|𝑇)𝑃(𝑇) + 𝑃(𝑊|𝑇ˈ)𝑃(𝑇ˈ)

3 1
(15) (2)
=
3 1 5 1
(15) (2) + (12) (2)

12
=
37

Example 2: One half percent of the population has a particular disease. A test is developed for
the disease. The test gives a false positive 3% of the time and a false negative 2% of the time.

c) What is the probability that Joe (a random person) tests positive?

d) Joe just got the bad news that the test came back positive; what is the probability that Joe has
the disease?

12
 Solution

Let D be the event that Joe has the disease.

T be the event that Joe’s test comes back positive.
We are told that 𝑃(𝐷) = 0.005, since 1/2% of the population has the disease, and Joe is just

and average guy.

We are also told that 𝑃(𝑇|𝐷) = 0.98, since 2% of the time a person having the disease is

missed (“false negative”).

We are told that 𝑃(𝑇|𝐷ˈ) = 0.03, since there are 3% false positives.

c) We want to compute P(T). We do so by conditioning on whether or not Joe has the

disease:
𝑃(𝑇) = 𝑃(𝑇|𝐷)𝑃(𝐷) + 𝑃(𝑇|𝐷ˈ)𝑃(𝐷ˈ) = (0.98)(0.005) + (0.03)(0.995)
d) We compute
𝑃(𝐷 ∩ 𝑇) 𝑃(𝑇|𝐷)𝑃(𝐷)
𝑃(𝐷|𝑇) = =
𝑃(𝑇) 𝑃(𝑇|𝐷)𝑃(𝐷) + 𝑃(𝑇|𝐷ˈ)𝑃(𝐷ˈ)

(0.98)(0.005)
=
(0.98)0(0.005) + (0.03)(0.995)

= 0.14
What a relief! There is only a 14% chance Joe has the disease, even though the test came back
positive! The issue here is that the false-positive and false-negative percentages are in fact high,
relative to the occurrence of the disease.

You can draw a tree diagram to illustrate the cases, first branching according to whether Joe has
the disease or not, then branching according to whether the test is positive or not.

13
Example 3: Consider the game of Let’s Make a Deal in which there are three doors (numbered
1, 2, 3), one of which has a car behind it and two of which are empty (have “booby prizes”). You
initially select Door 1, then, before it is opened, Monty Hall tells you that Door 3 is empty (has a
booby prize). You are then given the option to switch your selection from Door 1 to the
unopened Door 2. What is the probability that you will win the car if you switch your door
selection to Door 2? Also, compute the probability that you will win the car if you do not switch.
(What would you do?)
Solution

The sample space will be S = {1, 2, 3},

Let 𝐸 = { 𝐷𝑜𝑜𝑟 3 𝑖𝑠 𝑒𝑚𝑝𝑡𝑦 }
𝐸 = { 1,2 }
The probability that you win by switching to Door 2, given that he tells you Door 3 is empty is:
𝑃({2}|{1, 2})
Also
𝑃({2}) = 1/3
2
𝑃({1,2}) =
3
P({2} ∩ {1, 2})
𝑃({2}|{1, 2}) =
P({1, 2})
1/3 1
= =
2/3 2

Similarly, the probability that you win by staying with Door 1, given that he tells you Door 3 is
empty, is 1/2. Thus, it does not matter if you switch or stay!

The difference between this situation and that of the Monty Hall problem done in class, in which
Monty “shows” an empty door, according to a specific set of guidelines (he must pick an empty
one to show, and if he has a choice, he picks at random), is this: the event “Door 3 is empty” is
not the same event as “Monty shows Door 3 is empty”. (If Monty shows Door 3 is empty, then
Door 3 is empty; but the converse is not necessarily true: just because Door 3 is empty does not
mean that Monty shows you an empty Door 3.)

14
 EXERCISE

QUESTION 1: A factory has three machines, M1, M2 and M3, that produce items (say, light
bulbs). It is impossible to tell which machine produced a particular item, but some are defective.
Here are the known numbers:

Machine Proportion Of Items Made Prob. Any Made Item Is Defective

M1 0.2 0.001
M2 0.3 0.002
M3 0.5 0.003

You pick an item, test it, and find it is defective. What is the probability that it was made by
machine M2?

QUESTION 2: In a clinical test. Suppose that 1 in 1000 of the population is a carrier of the
disease. Suppose also that the probability that a carrier tests negative is 1%, while the probability
that a non-carrier tests positive is 5%. (A test achieving these values would be regarded as very
successful.).
c) A patient has just had a positive test result. What is the probability that the patient is a
carrier?
d) A patient has just had a negative test result. What is the probability that the patient is a
carrier?

QUESTION 3: If an aircraft is present in a certain area, a radar correctly registers its presence
with probability 0.99. If it is not present, the radar falsely registers an aircraft presence with
probability 0.10. We assume that an aircraft is present with probability 0.05. What is the
probability of false alarm (a false indication of aircraft presence), and the probability of missed
detection (nothing registers, even though an aircraft is present)?
A sequential representation of the sample space is
A = {an aircraft is present},
B = {the radar registers an aircraft presence},
and consider also their complements
Aˈ = {an aircraft is not present},
Bˈ = {the radar does not register an aircraft presence}.

15
QUESTION 4: You enter a chess to Boxament where your probability of winning a game is 0.3
against half the players (call them type 1), 0.4 against a quarter of the players (call them type 2),
and 0.5 against the remaining quarter of the players (call them type 3). You play a game against a
randomly chosen opponent.
Suppose that you win. What is the probability that you win given that you had an opponent of
type 1?

QUESTION 4: Box A contains 2 white balls and 1 black ball, whereas Box B contains 1 white
ball and 5 black balls. A ball is drawn at random from Box A and placed in Box B. A ball is then
drawn from Box B. It happens to be white. What is the probability that the ball transferred was
white? ((ROSS 8th EDITION pg 114)

QUESTION 5: Consider 3 Boxs. Box A contains 2 white and 4 red balls, Box B contains 8
white and 4 red balls, and Box C contains 1 white and 3 red balls. If 1 ball is selected from each
Box, what is the probability that the ball chosen from Box A was white given that exactly 2 white
balls were selected? (ROSS 8th EDITION pg 102)

16
 STA 1311
CONDITIONAL PROBABILITY

Here we will develop the technique of conditional probability to deal with cases where
events are not independent. If A and B are dependent events, then event A having occurred will
affect the probability of the occurrence of event B. let us see an example

Alice and Bob are going out to dinner. They toss a fair coin ‘best of three’ to decide who
pays: if there are more heads than tails in the three tosses then Alice pays, otherwise Bob pays.

The sample space is

𝑆 = {𝐻𝐻𝐻, 𝐻𝐻𝑇, 𝐻𝑇𝐻, 𝐻𝑇𝑇, 𝑇𝐻𝐻, 𝑇𝐻𝑇, 𝑇𝑇𝐻, 𝑇𝑇𝑇},

and the events ‘Alice pays’

𝐴 = {𝐻𝐻𝐻, 𝐻𝐻𝑇, 𝐻𝑇𝐻, 𝑇𝐻𝐻},

the events ‘Bob pays’

𝐵 = {𝐻𝑇𝑇, 𝑇𝐻𝑇, 𝑇𝑇𝐻, 𝑇𝑇𝑇}.

Clearly each has a 50% chance of paying.

Now they toss the coin once and the result is heads; call this event E.

𝐸 = {𝐻𝐻𝐻, 𝐻𝐻𝑇, 𝐻𝑇𝐻, 𝐻𝑇𝑇},

How should we now reassess their chances given E?

If we are given the information that the result of the first toss is heads, then E now
becomes the sample space of the experiment, since the outcomes not in E are no longer possible.
In the new experiment, the outcomes ‘Alice pays’ and ‘Bob pays’ are

𝐴 ∩ 𝐸 = {𝐻𝐻𝐻, 𝐻𝐻𝑇, 𝐻𝑇𝐻},

𝐵 ∩ 𝐸 = {𝐻𝑇𝑇}.

17
 Thus the new probabilities that Alice and Bob pay for dinner are 3/4 and 1/4 respectively.
In general, suppose that we are given that an event E has occurred, and we want to compute the
probability that another event A occurs. In general, we can no longer count, since the outcomes
may not be equally likely. The correct definition is as follows.

Let E be an event with non-zero probability, and let A be any event. The conditional
probability of A given E is defined as

𝐴∩𝐸
𝑃(𝐴|𝐸) =
𝑃(𝐸)

Again I emphasize that this is the definition. If you are asked for the definition of conditional
probability, it is not enough to say “the probability of A given that E has occurred”, although this
is the best way to understand it. There is no reason why event E should occur before event A

Note: also that the definition only applies in the case where P(E) is not equal to zero, since we
have to divide by it, and this would make no sense if P(E) = 0. To check the formula in our
example:

3⁄
𝐴∩𝐸
𝑃(𝐴|𝐸) = = 8
𝑃(𝐸) 1⁄
2
1⁄
𝐵∩𝐸
𝑃(𝐵|𝐸) = = 8
𝑃(𝐸) 1⁄
2
It may seem like a small matter, but you should be familiar enough with this formula that you
can write it down without stopping to think about the names of the events. Thus, for example,

𝐴∩𝐵
𝑃(𝐴|𝐵) = 𝑃(𝐵) (𝑖𝑓 𝑃(𝐵) 6 ≠ 0. )

Example: Assume that you have a bag with 11 cubes, 7 of which have a fuzzy surface and 4 are
smooth. Out of the 7 fuzzy ones, 3 are red and 4 are blue; out of 4 smooth ones, 2 are red and 2

18
are blue. So, there are 5 red and 6 blue cubes. Other than color and fuzziness, the cubes have no
other distinguishing characteristics.

You plan to pick a cube out of the bag at random, but forget to wear gloves. Before you start
your experiment, the probability that the selected cube is red is 5/11. Now, you reach into the
bag, grab a cube, and notice it is fuzzy (but you do not take it out or note its color in any other
way). Clearly, the probability should now change to 3/7!

Your experiment clearly has 11 outcomes. Consider the events R, B, F, S that the selected cube is
red, blue, fuzzy, and smooth, respectively. We observed that P(R) = 5/11. For the probability of a
red cube, conditioned on it being fuzzy, we do not have notation, so we introduce it here:
𝑃(𝑅|𝐹) = 3/7. Note that this also equals

𝑃(𝑅 ∩ 𝐹) 𝑃(𝑠𝑒𝑙𝑒𝑐𝑡𝑒𝑑 𝑏𝑎𝑙𝑙 𝑖𝑠 𝑟𝑒𝑑 𝑎𝑛𝑑 𝑓𝑢𝑧𝑧𝑦)

𝑅|F = =
𝑃(𝐹) (𝑠𝑒𝑙𝑒𝑐𝑡𝑒𝑑 𝑏𝑎𝑙𝑙 𝑖𝑠 𝑓𝑢𝑧𝑧𝑦)

Example: A random car is chosen among all those passing through Trafalgar Square on a certain
day. The probability that the car is yellow is 3/100: the probability that the driver is blonde is
1/5; and the probability that the car is yellow and the driver is blonde is 1/50. Find the onditional
probability that the driver is blonde given that the car is yellow.
Solution
If Y is the event ‘the car is yellow’ and B the event ‘the driver is blonde’, then we are given that
𝑃(𝑌) = 0.03, 𝑃(𝐵) = 0.2, 𝑎𝑛𝑑 𝑃(𝑌 ∩ 𝐵) = 0.02. So
𝐴∩𝑌 0.02
𝑃(𝐵|𝑌) = = = 0.667 𝑡𝑜 3 𝑑. 𝑝
𝑃(𝑌) 0.03
Note that we haven’t used all the information given.
There is a connection between conditional probability and independence:

Let A and B be events with 𝑃(𝐵) ≠ 0. Then A and B are independent if and only if
𝑃(𝐴|𝐵) = 𝑃(𝐴).
Proof: The words ‘if and only if’ tell us that we have two jobs to do: we have to show that if A
& B is independent, then

19
 𝑃(𝐴|𝐵) = 𝑃(𝐴);
and that if
𝑃(𝐴|𝐵) = 𝑃(𝐴),
then A and B are independent.
So first suppose that A and B are independent. Remember that this means that
𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴) · 𝑃(𝐵)
Then,

𝐴∩𝐵 𝑃(𝐴) · 𝑃(𝐵)

𝑃(𝐴|𝐵) = =
𝑃(𝐵) 𝑃(𝐵)

that is, 𝑃(𝐴|𝐵) = 𝑃(𝐴), as we had to prove.

Now suppose that 𝑃(𝐴|𝐵) = 𝑃(𝐴). In other words,
A∩B
= 𝑃(𝐴)
𝑃(𝐵)

using the definition of conditional probability. Now clearing fractions gives

𝑃(𝐴|𝐵) = 𝑃(𝐴) · 𝑃(𝐵),

which is just what the statement ‘A and B are independent’ means. This proposition is most
likely what people have in mind when they say ‘A and B are independent means that B has no
effect on A’.

20
 BAYES’ THEOREM

There is a very big difference between 𝑃(𝐴|𝐵) and 𝑃(𝐵|𝐴). Suppose that a new test is
developed to identify people who are liable to suffer from some genetic disease in later life. Of
course, no test is perfect; there will be some carriers of the defective gene who test negative, and
some non-carriers who test positive. So, for example, let A be the event ‘the patient is a carrier’,
and B the event ‘the test result is positive’.

The scientists who develop the test are concerned with the probabilities that the test result
is wrong, that is, with 𝑃(𝐵|𝐴ˈ) and 𝑃(𝐵ˈ|𝐴). However, a patient who has taken the test has
different concerns. If I tested positive, what is the chance that I have the disease? If I tested
negative, how sure can I be that I am not a carrier? In other words, 𝑃(𝐴|𝐵) and 𝑃(𝐴ˈ|𝐵ˈ).
These conditional probabilities are related by Bayes’ Theorem

Theorem: Let A and B be events with non-zero probability. Then

𝑃(𝐵|𝐴). 𝑃(𝐴)
𝑃(𝐴|𝐵) =
𝑃(𝐵)
The proof is not hard. We have

𝑃(𝐴|𝐵) · 𝑃(𝐵) = 𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐵 | 𝐴) · 𝑃(𝐴),

using the definition of conditional probability twice. (Note that we need both A and B to have
non-zero probability here.) Now divide this equation by P(B) to get the result.

If 𝑃(𝐴) ≠ 0,1 𝑎𝑛𝑑 𝑃(𝐵) ≠ 0, then we can use Corollary 17 to write this as

𝑃(𝐵|𝐴). 𝑃(𝐴)
𝑃(𝐴|𝐵) =
𝑃(𝐵|𝐴). 𝑃(𝐴) + 𝑃(𝐵|𝐴ˈ). 𝑃(𝐴ˈ)

Bayes’ Theorem is often stated in this form.

21
 STA 1311

EXERCISES ON CONTINUOUS RANDOM VARIBLES

1) Show that the function f(x) is a probability density function (pdf).

24
3≤𝑥≤6
𝑓(𝑥) = { 𝑥 3
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

2) Let X be a continuous random variable with the following pdf;

𝑥 2 + kx + 1 0≤𝑥≤2
𝑓(𝑥) = {
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

Determine the constant k, such that f(x) is a valid probability density function (pdf)

3) Consider the random variable X having the following pdf

12𝑥 2 (1 − x) 0≤𝑥≤1
𝑓(𝑥) = {
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

a) Sketch the graph of f (x).

b) Find P(X < 0.5).
c) Shade the region which represents this probability on your sketch graph

4) Consider the random variable Y having the following pdf

𝑘𝑒 −𝑦 𝑦≥0
𝑓(𝑦) = {
0 y<0

a) Find the constant k

b) Find 𝑃(𝑌 ≤ 2)

22
5) The quarantine period for a certain disease is between 5 and 11 days after contact. The
probability of showing the first symptoms at various times during the quarantine period is
described by the probability density function
1
𝑓(𝑡) = (𝑡 − 5)(11 − 𝑡)
36

a) Sketch the graph of the function.

b) Find the probability that the symptoms will appear within 7 days of contact.

6) Let X be a continuous random variable with probability density function given by

3𝑥 2 0≤𝑥≤1
𝑓(𝑥) = {
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

a) Sketch the graph of f (x).

b) Find P(0.25 < X < 0.75) and sketch this on your graph

7) The life in hours, X, of a type of light globe has a probability density function with the rule:
𝑘
𝑥 ≥ 1000
𝑓(𝑥) = { 𝑥 2
0 x ≤ 1000
a) Evaluate k
b) Calculate the probability the globe will last atleast 2000hrs

8) The weekly demand of petrol X (in thousands of litres) at a particular service station is a

random variable with pdf

𝑘
2 (1 − ) 1≤𝑥≤2
𝑓(𝑥) = { 𝑥2
0 otherwise
a) Determine the probability that more than 1.5 thousand litres are demanded in 1 week.
b) Determine the probability that the demand for petrol in 1 week is less than 1.8 thousand
litres, given than it is more than 1.5 thousand litres.

23
9) The probability density function for a random variable X is:

1
0<𝑥<5
𝐹(𝑥) = {5
0 otherwise
a) Find F(x), the cumulative distribution function of X.
b) Hence find P(X ≤ 3).

10) The continuous random variable X has cumulative distribution function F given by
0 𝑥<0
𝐹(𝑥) = {𝑘𝑥 2 0≤𝑥≤6
0 𝑥>6
a) Determine the value of the constant k
1
b) Calculate 𝑃 (2 ≤ 𝑥 ≤ 1)

11) A continuous random variable X has the probability density function given by:
2𝑥 3 − x + 1 0≤𝑥≤1
𝑓(𝑥) = {
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
a) Find the Expected value, Variance and standard deviation of X.
b) Find the probability that X takes a value less than or equal to the mean.

12) The queuing time, X minutes, of a traveller at the ticket office of a large railway station has
probability density function, f(x) , defined by:
𝑘𝑥(100 − 𝑥 2 ) 0 ≤ 𝑥 ≤ 10
𝑓(𝑥) = {
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Find
a) the value of k
b) the mean of the distribution
c) The standard deviation of the distribution, correct to two decimal places.

24
13) The continuous random variable X has probability density function f(x) given by
𝑘(3 − 𝑥) 0≤𝑥≤6
𝑓(𝑥) = {
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Where k is a constant
a) Sketch the graph of f(x.
b) Hence or otherwise, find the value of k.
c) Verify that the mean of X is 3.
d) Find V(X).

14) Suppose we have a continuous random variable X with probability density function given by
𝑥2
0≤𝑥≤3
𝑓(𝑥) = { 9
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
a) Calculate 𝐸(𝑋).
b) Calculate 𝑉(𝑋).
c) Calculate the 𝜎(𝑋)

25
 STA 1311
EXERCISE 1

QUESTION 1: Consider an experiment involving two successive rolls of a 4-sided die in which
all 16 possible outcomes are equally likely and have probability 1/16.
(a) Are the events
Ai = {1st roll results in i}, Bj = {2nd roll results in j},
Independent?

b) Are the events

A = {1st roll is a 1}, B= {sum of the two rolls is a 5},
Independent?

(c) Are the events

A = {maximum of the two rolls is 2}, B= {minimum of the two rolls is 2},
Independent?

QUESTION 2: A factory has three machines, M1, M2 and M3, that produce items (say, light
bulbs). It is impossible to tell which machine produced a particular item, but some are defective.
Here are the known numbers:

Machine Proportion Of Items Made Prob. Any Made Item Is Defective

M1 0.2 0.001
M2 0.3 0.002
M3 0.5 0.003

You pick an item, test it, and find it is defective. What is the probability that it was made by
machine M2?

26
QUESTION 3: Consider the clinical test. Suppose that 1 in 1000 of the population is a carrier of
the disease. Suppose also that the probability that a carrier tests negative is 1%, while the
probability that a non-carrier tests positive is 5%. (A test achieving these values would be
regarded as very successful.).
a) A patient has just had a positive test result. What is the probability that the patient is a
carrier?
b) A patient has just had a negative test result. What is the probability that the patient is a
carrier?

QUESTION 4: If an aircraft is present in a certain area, a radar correctly registers its presence
with probability 0.99. If it is not present, the radar falsely registers an aircraft presence with
probability 0.10. We assume that an aircraft is present with probability 0.05. What is the
probability of false alarm (a false indication of aircraft presence), and the probability of missed
detection (nothing registers, even though an aircraft is present)?

A sequential representation of the sample space is

A = {an aircraft is present},
B = {the radar registers an aircraft presence},
and consider also their complements
Aˈ = {an aircraft is not present},
Bˈ = {the radar does not register an aircraft presence}.

QUESTION 5: You enter a chess tournament where your probability of winning a game is 0.3
against half the players (call them type 1), 0.4 against a quarter of the players (call them type 2),
and 0.5 against the remaining quarter of the players (call them type 3). You play a game against a
randomly chosen opponent.

Suppose that you win. What is the probability that you win given that you had an opponent of
type 1?

27
 EXPECTANCY

Expected Value:

Definition: The expected value of a random variable is the mean value of the variable X in the
sample space, or population, of possible outcomes (= population mean). Expected value, denoted
by E(X), can also be interpreted as the mean value that would be obtained from an infinite
number of observations on the random variable.

µ = 𝐸(𝑋) = ∑ 𝑥. 𝑝(𝑥𝑖 )
𝑥=1

Property of Expected Value;

a) Constants; Let X be a discrete random variable with probability function p(x) and c be a
constant. Then
𝐸(𝑐) = 𝑐.

Proof: Consider the function 𝑔(𝑋) = 𝑐. Then by theorem 1

𝐸(𝑐) = ∑ 𝑐. 𝑝(𝑥) = 𝑐 ∑ 𝑝(𝑥)

∑ 𝑝(𝑥) = 1

And hence

𝐸 (𝑐) = 𝑐 · (1) = 𝑐

Also

b) 𝐸 (𝑐𝑋) = 𝑐𝐸 (𝑋);

c) 𝐸 (𝑋1 + 𝑋2 +∶:: + 𝑋𝑛) = 𝐸 (𝑋1) + 𝐸 (𝑋2) +∶:: + 𝐸 (𝑋𝑛) ;

Variance:

28
 𝜎 2 = 𝑉(𝑋) = 𝐸((𝑋 − 𝜇)2 )
∞

𝑉(𝑋) = ∑(𝒙𝒊 − 𝝁)𝟐 . 𝒑(𝒙𝒊 )

𝒊=𝒊
Also
𝑉(𝑋) = 𝐸((𝑋 − 𝜇)2 ) = E((X − μ)2 )
= E(X 2 ) − 2μE(X) + μ2
= E(X 2 ) − 2μ2 + μ2
𝑽(𝑿) = 𝑬(𝑿𝟐 ) − [𝑬(𝑿)]𝟐,
Standard Deviation:

𝝈𝟐 = √𝑽(𝑿) = 𝑬√((𝑿 − 𝝁)𝟐 )

Two properties of expected value and variance can be used as a check on your calculations;
✓ The expected value of X always lies between the smallest and largest values of X.
✓ The variance of X is never negative

Example 1:

I toss a fair coin three times; X is the number of heads. What are the expected value and variance
of X?
Solution:
. For the sample space is
{𝐻𝐻𝐻, 𝐻𝐻𝑇, 𝐻𝑇𝐻, 𝐻𝑇𝑇, 𝑇𝐻𝐻, 𝑇𝐻𝑇, 𝑇𝑇𝐻, 𝑇𝑇𝑇},
And each outcome is equally likely. The event X = 1, for example, when written as a set of
outcomes, is equal to
{𝐻𝑇𝑇, 𝑇𝐻𝑇, 𝑇𝑇𝐻},
And has probability 3/8.
𝑋 0 1 2 3
𝑃(𝑋) 1 3 3 1
8 8 8 8

29
 a) Expected Value is given by
∞

µ = 𝐸(𝑋) = ∑ 𝑥. 𝑝(𝑥𝑖 )
𝑥=1

therefore

E(X) = 0 × (1/8) + 1 × (3/8) + 2 × (3/8) + 3 × (1/8) = 3/2,

b) Variance is given as
∞

𝑉(𝑋) = ∑(𝑥𝑖 − 𝜇)2 . 𝑝(𝑥𝑖 )

𝑖=𝑖

3 2 1 3 2 3 3 2 3 3 2 1
Var(X) = (0 − ) × ( ) + (1 − ) × ( ) + (2 − ) × ( ) + (3 − ) × ( )
2 8 2 8 2 8 2 8
= 3/4.

Example 2:

Suppose a random variable X has the following distribution:

𝑋 2 4 6 8
𝑃(𝑋) 0.1 0.2 0.3 0.4
Calculate the Mean, Variance and standard?

Solution:

The mean; µ = 𝐸(𝑋) = ∑8𝑥=2 𝑥. 𝑝(𝑥𝑖 )

= 2(0.1) + 4(0.2) + 6(0.3) + 8(0.4) = 6

The Variance;

30
 8

𝑉(𝑋) = ∑(𝑥𝑖 − 𝜇)2 . 𝑝(𝑥𝑖 )

𝑖=2
= (2 − 6)2 × 0.1 + (4 − 6)2 × 0.2 + (6 − 6)2 × 0.3 + (8 − 6)2 × 0.4

=4

Also, Variance can be calculated using the other formula

𝑉(𝑋) = 𝐸(𝑋2 ) − [𝐸(𝑋)]2 ,

8

𝐸(𝑋 2)
= ∑ 𝑥𝑖2 . 𝑝(𝑥𝑖 ) = 22 (0.1) + 42 (0.2) + 62 (0.3) + 82 (0.4) = 40
𝑖=2

Therefore

𝑉(𝑋) = 40 − (6)2

= 40 − 36 = 4

Standard Deviation:

𝜎 = √𝑉(𝑋)
= √4 = 2
Example 3:
Toss a die that has six sides. Observe the number that comes up. the probability distribution
function is given by
1
𝑝(𝑥𝑖 ) = 𝑃(𝑋 = 𝑥𝑖 ) = {6 𝑓𝑜𝑟 𝑖 = 1,2,3,4,5,6
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Calculate the Expected Value, Variance and Standard Deviation of the distribution.

Solution
We compute the expected value as

31
 6

µ = 𝐸(𝑋) = ∑ 𝑥𝑖 . 𝑝(𝑥𝑖 )
𝑥=1

1 1 1 1 1 1
= 1×( )+2×( )+3×( )+4×( )+5×( )+6×( )
6 6 6 6 6 6
21
=
6
We compute the variance by then computing the 𝐸(𝑋 2 ) as follows
6

𝐸(𝑋 2 ) = ∑ 𝑥𝑖2 . 𝑝(𝑥𝑖 )

𝑖=1
1 1 1 1 1 1
= 12 × ( ) + 22 × ( ) + 32 × ( ) + 42 × ( ) + 52 × ( ) + 62 × ( )
6 6 6 6 6 6
1 1 1 1 1 1
= 1 × ( ) + 4 × ( ) + 9 × ( ) + 16 × ( ) + 25 × ( ) + 36 × ( )
6 6 6 6 6 6
91
=
6
We can then compute the variance using the formula 𝑉(𝑋) = 𝐸(𝑋 2 ) − [𝐸(𝑋)]2 and the fact the
𝐸(𝑋) = 21/6
𝑉(𝑋) = 𝐸(𝑋 2 ) − [𝐸(𝑋)]2

91 21
= − ( )2
6 6

91 441 105
= − =
6 36 36

35
=
12

Standard Deviation:

𝜎 = √𝑉(𝑋)

35
=√ = 1.71
12

Probability distribution is usually given in the format in Example 3.

32
For example, let the experiment consist of two independent tosses of a fair coin, and let X be the
number of heads obtained. Then the PDF of X is
_
1
𝑖𝑓 𝑥 = 0 𝑜𝑟 𝑥 = 2
4
𝑝(𝑥) = 𝑃(𝑋 = 𝑥) 1
𝑖𝑓 𝑥 = 1
2
{0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

33
 STA 1311
NORMAL PROBAILITY DISTRIBUTION

A normal distribution is, perhaps, the most important example of a continuous random variable.
The probability density function of a normal distribution is

1 −(𝑥−𝜇)2
𝑓(𝑥) = 𝑒 2𝜎2
𝜎√2𝜋

This curve is always ‘bell-shaped’ with the center of the bell located at the value of μ. The depth
of the bell is controlled by the value of σ. As with all normal distribution curves it is symmetrical
about the center and decays exponentially as 𝑥 → ±∞.

As with any probability density function the area under the curve is equal to 1. See Figure 1.

Figure 1

Characteristics of a normal random variable:

✓ It is symmetric about its mean,
✓ Because 𝑚𝑒𝑎𝑛 = 𝑚𝑒𝑑𝑖𝑎𝑛 = 𝑚𝑜𝑑𝑒 there is a single peak and the highest point occurs at
𝑥=µ
✓ The area under the curve is 1.
✓ The area under the curve to the right of 𝜇 equals the area under the curve to the left of 𝜇
which equals 1/2
34
 ✓ As x increases without bound (gets larger and larger), the graph approaches, but never
reaches, the horizontal axis. As x decreases without bound (gets larger and larger in the
negative direction), the graph approaches, but never reaches, the horizontal axis.
✓ The Empirical Rule: Approximately 68% of the area under the normal curve is
between 𝑥 = 𝜇 − 𝜎 𝑎𝑛𝑑 𝑥 = 𝜇 + 𝜎 . Approximately 95% of the area under the normal
curve is between 𝑥 = 𝜇 − 2𝜎 𝑎𝑛𝑑 𝑥 = 𝜇 + 2𝜎 Approximately 99.7% of the area under
the normal curve is between 𝑥 = 𝜇 − 3𝜎 𝑎𝑛𝑑 𝑥 = 𝜇 + 3𝜎

Figure 2: Normal Distribution

A normal distribution is completely defined by specifying its mean (the value of μ) and its
standard deviation (the value of σ). The normal distribution with mean μ and standard deviation σ
is written N(μ, σ). Hence the distribution N(20, 5) has a mean of 20 and a standard deviation of 5;
Take for Example;

35
 𝑏

𝑃(𝑎 ≤ 𝑥 ≤ 𝑏) = ∫ 𝑓(𝑥)𝑑𝑥
𝑎
𝑏
1 −(𝑥−𝜇)2
=∫ 𝑒 2𝜎2
𝜎√2𝜋
𝑎

Figure 3

The integral of 𝑓(𝑥) for the normal distribution does not have a closed form, i.e. it can’t be
solved. Thus, the area under the normal curve must be calculated using numerical methods. This
is achieved using the Standard Normal Distribution.

The standard normal distribution

At this stage we shall, for simplicity, consider what is known as a standard normal distribution
which is obtained by choosing particularly simple values for μ and σ.

The standard normal distribution has a mean of 0 and a standard deviation of 1. In Figure 4
we show the graph of the standard normal distribution which has probability density function

1 𝑥2
𝑓(𝑥) = 𝑒− 2
√2𝜋

i. The standard Normal Probability Curve

36
 Figure 4: The standard normal distribution curve

The result which makes the standard normal distribution so important is as follows:
“Suppose that the random variable X is normally distributed with mean 𝜇 and standard
deviation 𝜎 Then the random variable
𝒙−𝝁
𝒛=
𝝈
is normally distributed 𝑁(𝜇, 𝜎) with mean 𝜇 = 0 and standard deviation 𝜎 = 1 The random
variable Z is said to have the Standard Normal Distribution i.e. 𝑁(0, 1)

Standardized values can be positive or negative:

✓ a positive z-value indicates that the data value it represents lies above the mean
✓ a negative z-value indicates that the data value lies below the mean.

We need only one table of areas corresponding to the standard normal distribution. If a normal
random variable has mean different from 0 or standard deviation different from 1, we transform
the normal random variable into a standard normal random variable Z, and then we use a table to
find the area and, therefore, the probability.

General Procedure:
As you might suspect from the formula for the normal density function, it would be difficult and
tedious to do the calculus every time we had a new set of parameters for μ and σ. So instead, we
usually work with the standardized normal distribution, where μ = 0 and σ = 1, i.e. N(0,1). That

37
is, rather than directly solve a problem involving a normally distributed variable X with mean μ
and standard deviation σ, an indirect approach is used.
1) We first convert the problem into an equivalent one dealing with a normal variable measured
in standardized deviation units, called a standardized normal variable. To do this, if 𝑋 ∼
𝑁(𝜇, 𝜎), then
𝑥−𝜇
𝑧= ~ 𝑁(0,1)
𝜎

2) A table of standardized normal values can then be used to obtain an answer in terms of the
converted problem.

3) If necessary, we can then convert back to the original units of measurement. To do this,
simply note that, if we take the formula for Z, multiply both sides by σ, and then add μ to
both sides, we get
𝜇𝜎 + 𝑍 = 𝑋
4) The interpetation of Z values is straightforward. Since 𝜎 = 1, 𝑖𝑓 𝑍 = 2, the corresponding
X value is exactly 2 standard deviations above the mean. 𝐼𝑓 𝑍 = −1, the corresponding X
value is one standard deviation below the mean. 𝐼𝑓 𝑍 = 0, then X = the mean, i.e. μ.

Example 1: The heights of a pediatrician’s 200 three-year-old female patients are approximately
normal with mean 𝜇 = 38.72𝑖𝑛𝑐ℎ𝑒𝑠 𝑎𝑛𝑑 𝜎 = 3.17𝑖𝑛𝑐ℎ𝑒𝑠.We wish to demonstrate that the area
under the normal curve between 35 and 38 inches is equal to the area under the standard normal
curve between the z-scores corresponding to heights of 35 and 38 inches.

38
Finding Area under the Standard Normal Curve:

The following shows a step by step approach on how to find the area under the normal standard
curve to the left of z-score.

39
40
Problem: Find the area under the standard normal curve between 𝑧 = −1.35 𝑎𝑛𝑑 2.01

Example 3: Suppose that X is a normal random variable with mean 𝜇 = 200 and standard
deviation 𝜎 = 40. What is the probability that X will take a value greater than 228?
Solution:
𝑋~𝑁(200, 40)

Therefore,

𝑥 − 𝜇 228 − 200
𝑍= = = 0.7
𝜎 40

From tables, 𝑃(𝑍 ≤ 0.7) = 0.75804 (i.e. area to the left of Z-Value)

Since the area under the curve is equals to 1, therefore

𝑃(𝑋 > 228) = 1 − 𝑃(𝑍 ≤ 0.7)

𝑃(𝑋 > 8) = 1 − 0.75804 = 0.2420

41
Example 4: Eggs laid by a particular chicken are known to have lengths normally distributed
with mean 𝜇 = 6𝑐𝑚 𝑎𝑛𝑑 𝑠𝑎𝑡𝑛𝑑𝑎𝑟𝑑 𝑑𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛 𝜎 = 1.4𝑐𝑚. What is the probability of
a) finding an egg bigger than 8cm in length
b) finding an egg smaller than 5cm in length

Solution
Let the random variable X represent the length of egg
Therefore, 𝑋~𝑁(6, 1.4)

a) the number of standard deviations that 8cm is above the mean is

𝑥−𝜇 8−6
𝑍= = = 1.429
𝜎 1.4
From tables, 𝑃(𝑍 ≤ 1.43) = 0.92364 (i.e. area to the left of Z-Value)

Since the area under the curve is equals to 1, therefore

𝑃(𝑋 > 8) = 1 − 𝑃(𝑍 ≤ 1.43)

𝑃(𝑋 > 8) = 1 − 0.92364 = 0.07646

Hence there is 7.65% chance of getting an egg bigger than 8cm

b) the number of standard deviations that 5cm is below the mean is

𝑥−𝜇 5−6
𝑍= = = −0.7143
𝜎 1.4

From tables, 𝑃(𝑍 ≤ −0.7142) = 0.2375 (i.e. area to the left of Z-Value)

𝑃(𝑋 > 8) = 𝑃(𝑍 = −0.7143)

𝑃(𝑋 > 8) = 0.2375

Hence there is 23.75% chance of getting an egg smaller than 5cm

42
Example 5: A machine produces bolts which are 𝑁(4, 0.3), where measurements are in mm.

bolts are measured accurately and any which are smaller than 3.5mm or bigger than 4.4mm are

rejected. Out of batch of 500 bolts, how many would be acceptable?

Solution

Let the random variable X represent the size of the bolts.

Therefore, 𝑋~𝑁(4, 0)

For 𝑋 < 4.4𝑚𝑚:

𝑥 − 𝜇 4.4 − 4
𝑍= = = 1.3333
𝜎 0.3
From tables, 𝑃(𝑍 ≤ 1.3333) = 0.90824

For 𝑋 < 3.5:

𝑥 − 𝜇 3.5 − 4
𝑍= = = −1.67
𝜎 0.3
From tables, 𝑃(𝑍 ≤ −1.67) = 0.04746

Hence
𝑃(3.5 < 𝑋 < 4.4) = 090824 − 0.04746
= 0.86078
The number of acceptable items is therefore
= 0.86078 × 500
= 430

Example 6: Family income 𝑁($25,000, $10,000). If the poverty level is $10,000, what
percentage of the population lives in poverty?

Solution
Let the random variable X = Family income.
We want to find P(X ≤ $10,000).
43
 𝑥 − 𝜇 10,000 − 25,000
𝑍= = = −1.5
𝜎 10,000

From tables, 𝑃(𝑍 ≤ 1.5) = 0.0668

Hence 6.68% or 7% of the population lives in poverty line

Example 7: Suppose that an automobile muffler is designed so that its lifetime (in months) is
approximately normally distributed with mean 26.4 months and standard deviation 3.8 months.
The manufacturer has decided to use a marketing strategy in which the muffler is covered by
warranty for 18 months. Approximately what proportion of the mufflers will fail the warranty?

Solution

Let the random variable X denote the lifetime of a muffler,

𝑋~𝑁(26.4𝑚𝑜𝑛𝑡ℎ𝑠, 3.8𝑚𝑜𝑛𝑡ℎ𝑠)
Therefore,
𝑥 − 𝜇 18 − 26.4
𝑍= = = −2.21
𝜎 3.8

From tables, 𝑃(𝑍 ≤ −2.21) = 0.01355 (i.e. area to the left of z-value)

Therefore 𝑃(𝑋 ≤ 18) = 𝑃(𝑍 ≤ −2.21) = 1.355%

From the manufacturer’s point of view, there is not a lot of risk in this warranty.

Example 8: The top 5% of applicants (as measured by GRE scores) will receive scholarships. If
𝐺𝑅𝐸 ~ 𝑁(500, 100), how high does your GRE score have to be to qualify for a scholarship?

44
 Solution:
Let the random variable X = GRE. We want to find X such that 𝑋~𝑁(500, 100)

𝑥 − 𝜇 𝑋 − 500
𝑍= =
𝜎 100
Now we need to find z for the problem,
From the diagram, 𝑃(𝑍 ≥ 𝑧) = 5% = 0.05 (This is the area to the right of the Z-Value)
Therefore,
𝑃(𝑍 ≤ 𝑧) = 1 − 𝑃(𝑍 ≥ 𝑧)
= 1 − 0.05 = 0.95
Now, 0.95 is the area to the left of the Z-Value i.e. 𝑃(𝑍 ≤ 𝑧) = 0.95

Now we look at the table for a value equals to or approximately equal to 0.95, and then take the Z-
Value for that number

Therefore from table 0.95 corresponds to a Z-Value of 1.65 (i.e. Z=1.65)

Therefore
𝑥 − 𝜇 𝑋 − 500
𝑍= =
𝜎 100

𝑋 − 500
1.65 =
100

𝑋 − 500 = (1.65 × 100)

𝑋 = (1.65 × 100) + 500

𝑋 = 665

Your GRE score needs to be 665 or higher to qualify for a scholarship.

45
 EXERCISES
1) The dressed weights of Excelsior Chickens are approximately normally distributed with
mean 3.20 pounds and standard deviation 0.40 pound. About what proportion of the chickens
have dressed weights greater than 3.60 pounds?
𝐴𝑛𝑠 = About 16% of the chickens will have dressed weights heavier than 3.60 pounds.

2) Suppose that the daily demand for change (meaning coins) in a particular store is
approximately normally distributed with mean $800.00 and standard deviation $60.00. What
is the probability that, on any particular day, the demand for change will be below $600?
𝐴𝑛𝑠 = 0.04% 𝑐ℎ𝑎𝑛𝑐𝑒 that the demand will be below $600.

3) A machine dispenses popcorn into cartons previously labeled “12 ounces.” The machine has
a setting to adjust the mean amount dispensed, but you have no idea about the standard
deviation. Suppose that you set the dispenser at 12.5 ounces, and you find that 9% of the
cartons are underweight (below 12 ounces). What is the standard deviation?
𝐴𝑛𝑠 = the standard deviation of the amount dispensed is about 0.37 ounce.

4) Suppose that the manufacturer in the Example 7 would like to extend the warranty time to 24
months. Approximately what proportion of the mufflers will fail the warranty?
𝐴𝑛𝑠 = 26.43% 𝑜𝑓 𝑡ℎ𝑒 𝑚𝑢𝑓𝑓𝑙𝑒𝑟 𝑤𝑖𝑙𝑙 𝑓𝑎𝑖𝑙 𝑡ℎ𝑒 𝑤𝑎𝑟𝑟𝑎𝑛𝑡𝑦

5) Limits of acceptability imposed on the lengths of a certain batch of metal rods are 1.925 cm
and 2.075 cm. It is observed that, on average, 5% are rejected as undersized and 5% are
rejected as oversized. Assuming that the lengths are normally distributed find the mean and
standard deviation of the distribution.
𝐴𝑛𝑠 = the mean μ = 2, standard deviation σ = 0.0456

6) The marks of a large number of students in a statistics examination are normally distributed
with a mean of 48 marks and a standard deviation of 15 marks.
a. If the pass mark is 53, find the percentage of students who passed the examination.
b. If 8% of students gained an A on the examination by scoring a mark of at least c, find the
value of c.
𝐴𝑛𝑠 (𝑎) = 37.07%, 𝑎𝑛𝑑 (𝑏) 𝑐 = 69 𝑚𝑎𝑟𝑘𝑠

46
 STA 1311
BINOMIAL PROBABILITY DISTRIBUTION

An experiment often consists of repeated trials, each of which may be considered as having only
two possible outcomes. For example, when a coin is tossed the two possible outcomes are ‘head’
and ‘tail’. When a die is rolled, the two possible outcomes are determined by the random variable
of interest for the experiment. If the event of interest is a ‘six’, then the two outcomes are ‘six’
and ‘not a six’. A Bernoulli sequence is the name used to describe a sequence of trials that
possess the following properties:

✓ Each trial results in one of two outcomes, which are usually, designated a success, S, or a
failure, F.
✓ The probability of success on a single trial, p, is constant for all trials, and thus the
probability of failure on a single trial is 𝑞 = (1 − 𝑝).
✓ The trials are independent (so that the outcome on any trial is not affected by the outcome of
any previous trial).

The number of successes in a Bernoulli sequence of n trials is called a binomial random

variable and is said to have a Binomial Probability Distribution

Such a binomial experiment will be denoted by

𝑩(𝒏, 𝒑)
The convention in these cases is to call one of the two possible results a success (𝑆) and the
other a failure (𝐹). It is also convenient to make the sample space defining the trial represent this
fact by containing just two elements {𝑆, 𝐹 }

Consider an experiment with only two outcomes, {𝑆, 𝐹}. Let 𝑝 denote the probability of success
in such experiment and let 𝑞 = 1 − 𝑝 denote the probability of failure. Then, given an
acceptable assignment of probabilities, 𝑝 + 𝑞 = 1.

47
Example 1: In a certain country the probability of a female child being born is 0.52. What is the
probability that a family with four children will have two daughters?

Solution
One way for a family with four children to have two daughters is for the two females to be born
first, followed by two males:
𝐹𝐹𝑀𝑀
Where 𝐹 𝑟𝑒𝑝𝑟𝑒𝑠𝑒𝑛𝑡𝑠 ‘𝑓𝑒𝑚𝑎𝑙𝑒’ 𝑎𝑛𝑑 𝑀 𝑟𝑒𝑝𝑟𝑒𝑠𝑒𝑛𝑡𝑠 ‘𝑚𝑎𝑙𝑒’. The probability of this particular
outcome is:
= 0.52 × 0.52 × 0.48 × 0.48
= (0.52)2 (0.48)2

Of course, this is only one of the possible ways in which the family could be arranged. How
many different arrangements of 𝐹𝐹𝑀𝑀 are there? There are 4! arrangements of 4 distinct objects
in a row. In this case there are repetitions, as there are 𝑡𝑤𝑜 𝐹’𝑠 𝑎𝑛𝑑 𝑡𝑤𝑜 𝑀’𝑠. To account for this
divide by 2! 𝑓𝑜𝑟 𝑡ℎ𝑒 𝐹’𝑠, 𝑎𝑛𝑑 2! 𝑓𝑜𝑟 𝑡ℎ𝑒 𝑀’𝑠, giving;
4!
2! 2!
4
which is the expansion of 4𝐶2 , usually denoted in the binomial distribution as ( )
2
4
Thus, the probability of obtaining exactly two females is given by: ( ) (0.52)2 (0.48)2
2

This logic can be repeated to find the probability of the random variable X taking any value from
0 to n where there are n trials.

In general, the probability of achieving x successes in n independent trials of a binomial

experiment is

𝒏
𝑷(𝑿 = 𝒙) = ( ) 𝒑𝒙 (𝟏 − 𝒑)𝒏−𝒙
𝒙
OR
𝒏
𝑷(𝑿 = 𝒙) = ( ) 𝒑𝒙 (𝒒)𝒏−𝒙
𝒙

48
Where
𝒏 𝒏!
( )=
𝒙 𝒙! (𝒏 − 𝒙)!

Notice also that the probability of no success is

𝒏
𝑷(𝑿 = 𝟎) = ( ) 𝒑𝒙 (𝒒)𝟎
𝟎
And, the probability of one or more successes is

𝑷(𝑿 ≥ 𝟏) = 𝟏 − 𝒒𝒏

The constants that determine the specific form of a probability distribution are called
parameters of the distribution. If a random variable X has a probability function of this form,
then X has a binomial distribution with parameters n and p.

Example 2: Find the probability of obtaining exactly three heads when a fair coin is tossed seven
times, correct to four decimal places.
Solution
Obtaining a head is considered a success here, and the probability of success on each of the
seven independent trials is 0.5.
Let X be the number of heads obtained. In this case the parameters are 𝑝 = 0.5 and 𝑛 = 7.

𝑞 = 1 − 𝑝 = 1 − 0.5 = 0.5

𝑛
𝑃(𝑋 = 𝑥) = ( ) 𝑝 𝑥 (𝑞)𝑛−𝑥
𝑥
7
𝑃(𝑋 = 3) = ( ) (0.5)3 (0.5)7−3
3

7!
𝑃(𝑋 = 3) = ( ) (0.5)3 (0.5)4
3! (7 − 3)!

5040
𝑃(𝑋 = 3) = ( ) (0.5)3 (0.5)4
6 × 24

= 35 × (0.5)7

= 0.2734

49
Example 3: The probability that a marksman hits a target at any time 𝑖𝑠 1/3. Suppose he fires at
a target 7 times.

a) What is the probability that he hits the target exactly 3 times?

b) What is the probability that the marksman hits the target at least 1 time?

Solution
1
This is a binomial experiment with 𝑛 = 7, 𝑝 = 3 𝑎𝑛𝑑 𝑞 = 1 − 𝑝 = 1 − 1/3 = 2/3

a) Let 𝑋 be the event of hitting the target. As such, we are interested in 𝑋 = 3.

𝑛
𝑃(𝑋 = 𝑥) = ( ) 𝑝 𝑥 (𝑞)𝑛−𝑥
𝑥
7
𝑃(𝑋 = 3) = ( ) (1/3)3 (2/3)7−3
3

7!
𝑃(𝑋 = 3) = ( ) (1/3)3 (2/3)4
3! (7 − 3)!

1 16
= 35 × ( )×( )
27 81

= 0.2560

b) the probability that he hits the target at least once is

𝑃(𝑋 ≥ 1) = 1 − 𝑞𝑛
2 7 128
= 1−( ) = 1−
3 2187
= 1 − 0.0585 = 0.94

Example 4: The probability that a person currently in prison has ever been imprisoned before is
0.72. Find the probability that of five prisoners chosen at random at least three have been
imprisoned before, correct to four decimal places.

Solution
If X is the number of prisoners who have been imprisoned before, then
𝑛 = 5, 𝑥 = 3, 𝑝 = 0.72 𝑎𝑛𝑑 𝑞 = 1 − 𝑝 = 1 − 0.72 = 0.28

50
 𝑛
𝑃(𝑋 = 𝑥) = ( ) 𝑝 𝑥 (𝑞)𝑛−𝑥
𝑥

𝑃(𝑋 ≥ 3) = 𝑃(𝑋 = 3) + 𝑃(𝑋 = 4) + 𝑃(𝑋 = 5)

= (53)(0.72)3 (0.28)5−3 + (54)(0.72)4 (0.28)5−4 + (55)(0.72)5 (0.28)5−5

5 5 5
= ( ) (0.72)3 (0.28)2 + ( ) (0.72)4 (0.28)1 + ( ) (0.72)5 (0.28)0
3 4 5
5! 5! 5!
=( ) (0.72)3 (0.28)2 + ( ) (0.72)4 (0.28)1 + ( ) (0.72)5 (0.28)0
3! (5 − 3)! 4! (5 − 4)! 5! (5 − 5)!

= (10 × 0.723 × 0.282) + (5 × 0.724 × 0.281 ) + (1 × 0.725 × 0.280 )

= 0.2926 + 0.3762 + 0.1935

= 0.8623

Example 5: A fair coin is tossed 6 times; call heads a success. What is the probability that

a) Exactly 2 heads occur?

b) What is the probability that at least 4 heads occur?

Solution:
This is a binomial experiment with 𝑛 = 6, 𝑝 = 0.5 𝑎𝑛𝑑 𝑞 = 1 − 𝑝 = 0.5.
Let X be the random variable representing number of heads

a) Probability that exactly 2 heads occur is

𝑛
𝑃(𝑋 = 𝑥) = ( ) 𝑝 𝑥 (𝑞)𝑛−𝑥
𝑥

6
𝑃(𝑋 = 2) = ( ) (0.5)2 (0.5)6−2
2
6!
=( ) (0.5)2(0.5)4
2! (6 − 2)!

= 15 × 0.25 × 0.0625

= 0.2343
51
b) Now we want to calculate the probability of getting at least 4 heads, that is, 𝑋 = 4, 𝑋 =
5, 𝑜𝑟 𝑘 = 6. Hence,
𝑃(𝑋 ≥ 4) = 𝑃(𝑋 = 4) + 𝑃(𝑋 = 4) + 𝑃(𝑋 = 4)

6 6 6
= ( ) (0.5)4 (0.5)6−4 + ( ) (0.5)5(0.5)6−5 + ( ) (0.5)6 (0.5)6−6
4 5 6

6! 6! 6!
=( ) (0.5)4 (0.5)2 + ( ) (0.5)5 (0.5)1 + ( ) (0.5)6 (0.5)0
4! (6 − 4)! 5! (6 − 5)! 6! (6 − 6)!

= (15 × 0.0625 × 0.25) + (6 × 0.03125 × 0.5) + (1 × 0.01562 × 1)

= 0.3437

EXPECTATION, VARIANCE AND STANDARD DEVIATION OF BINOMIAL

PROBABILITY DISTRIBUTION

In general, if X is the number of successes in n trials, each with probability of success p, then the
expected value and variance of X are:
𝑬(𝑿) = 𝒏𝒑

𝑽𝒂𝒓(𝑿) = 𝒏𝒑(𝟏 − 𝒑)

𝝈 = √𝒏𝒑𝒒

While it is not necessary in this course to be familiar with the derivations of these formulae, they
are included for completeness. First of all, consider the proof;

52
Example 6: The probability that a marksman hits a target is p = 1/4. She fires 100 times. What is
the expected number of times she will hit the target and the standard deviation?
Solution
1
It can be deduced that 𝑛 = 100, 𝑝 = 1⁄4 𝑎𝑛𝑑 𝑞 = 1 − 𝑝 = 1 − = 3⁄4
4

53
Expected Value (µ) :
𝜇 = 𝑛𝑝
1
= 100 × = 25
4
Variance (V):
𝑉 = 𝑛𝑝𝑞
1 3
= 100 × ×
4 4
= 18.75
Standard Deviation (𝜎) :
𝜎 = √𝑛𝑝𝑞

1 3
= √100 × ×
4 3

= 4.33

54
EXERCISE

1) Suppose that the probability that an item produced by a certain machine will be defective is
0.1. Find the probability that a sample of 10 items will contain at most1 defective item.
𝐴𝑛𝑠 = 0.7361

2) It is known that screws produced by a certain company will be defective with probability
0.01, independently of each other. The company sells the screws in packages of 10 and offers
a money-back guarantee that at most 1 of the 10 screws is defective. What proportion of
packages sold must the company replace?
𝐴𝑛𝑠 = 0.004, Thus, only0 .4 percent of the packages will have to be replaced.
𝑯𝒊𝒏𝒕: 𝐼𝑓 𝑋 𝑖𝑠 𝑡ℎ𝑒 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑑𝑒𝑓𝑒𝑐𝑡𝑖𝑣𝑒 𝑠𝑐𝑟𝑒𝑤𝑠 𝑖𝑛 𝑎 𝑝𝑎𝑐𝑘𝑎𝑔𝑒, 𝑡ℎ𝑒𝑛 𝑋 𝑖𝑠 𝑎 𝑏𝑖𝑛𝑜𝑚𝑖𝑎𝑙 𝑟𝑎𝑛𝑑𝑜𝑚 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒
𝑤𝑖𝑡ℎ 𝑝𝑎𝑟𝑎𝑚𝑒𝑡𝑒𝑟𝑠 (10, 0.01). 𝐻𝑒𝑛𝑐𝑒, 𝑡ℎ𝑒 𝑝𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦 𝑡ℎ𝑎𝑡 𝑎 𝑝𝑎𝑐𝑘𝑎𝑔𝑒 𝑤𝑖𝑙𝑙 ℎ𝑎𝑣𝑒 𝑡𝑜 𝑏𝑒 𝑟𝑒𝑝𝑙𝑎𝑐𝑒𝑑 𝑖𝑠
𝑃(𝑋 > 1) = 1 − (𝑃(𝑋 = 0) + 𝑃(𝑋 = 1)

3) Five fair coins are flipped. If the outcomes are assumed independent, find the probability
distribution function of the number of heads obtained.
1
𝑋 = 0, 5
32
5
𝐴𝑚𝑠 = 𝑋 = 1, 4
32
10
{32 𝑋 = 2, 3

𝑯𝒊𝒏𝒕: 𝐵(5, 0.5) 𝑎𝑛𝑑 𝑋 = 1,2,3,4,5,6

55
 STA 1311
POISSON PROBABILTY DISTRIBUTION

The Poisson distribution is a discrete probability distribution for the counts of events that occur
randomly in a given interval of time (or space).

If we let 𝑋 = 𝑇ℎ𝑒 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑒𝑣𝑒𝑛𝑡𝑠 𝑖𝑛 𝑎 𝑔𝑖𝑣𝑒𝑛 𝑖𝑛𝑡𝑒𝑟𝑣𝑎𝑙,

Then, if the mean number of events per interval is 𝜆

The probability of observing x events in a given interval is given by

−𝝀
𝝀𝒙
𝑷(𝑿 = 𝒙) = 𝒆
𝒙!
Note e is a mathematical constant. 𝑒 = 2: 718282. There should be a button on your calculator
𝑒 𝑥 that calculates powers of e.
If the probabilities of 𝑋 are distributed in this way, we write
𝑿~𝑷(𝝀)
𝝀 is the parameter of the distribution. We say X follows a Poisson distribution with parameter 𝝀
Note: A Poisson random variable can take on any positive integer value.

The distribution occurs when the events been counted occur

a) Independently
b) Such that the probability of two or more events occur simultaneously is zero
c) Randomly in space or time
d) Uniformly

Example 1: if the random variable X follows a poisson distribution with mean 3.4, Find the
probability of 𝑋 = 6.

Solution
This can be written more quickly as: If 𝑋~𝑃(3.4). Find 𝑃(𝑋 = 6)

56
Now
𝜆6
𝑃(𝑋 = 6) = 𝑒 −𝜆
6!
3.46
−3.4
𝑃(𝑋 = 6) = (𝑒 )
6!
1544.8
= 0.0333 ×
720
= 0.0716

Example 2: the number of industrial injuries per working week in a particular factory is known
to follow Poisson distribution with mean 0.5. find the Probability that
a) In a particular week, there will be
i. Less than two accidents
ii. More than two accidents
b) In a three week period there will be no accidents

Solution
a) Let 𝑋 𝑏𝑒 𝑡ℎ𝑒 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑎𝑐𝑐𝑖𝑑𝑒𝑛𝑡𝑠 𝑖𝑛 𝑜𝑛𝑒 𝑤𝑒𝑒𝑘
i. 𝑃(𝑋 < 2) = 𝑃(𝑋 ≤ 1) = 𝑃(𝑋 = 0) + 𝑃(𝑋 = 1)

−𝜆
𝜆0 −𝜆
𝜆1
=𝑒 +𝑒
0! 1!

0.50 0.51
= (𝑒 −0.5 ) + (𝑒 −0.5 )
0! 1!

= 𝑒 −0.5 + 0.5(𝑒 −0.5 )

= 1.5𝑒 −0.5

= 1.5 × 0.6065

= 0.9098

ii. 𝑃(𝑋 > 2)

Since 𝑃(𝑋 > 2) = 1 − 𝑃(𝑋 ≤ 2)

57
 𝑃(𝑋 ≤ 2) = 𝑃(𝑋 = 2) + 𝑃(𝑋 = 1) + 𝑃(𝑋 = 0)

−𝜆
𝜆0 −𝜆
𝜆1 −𝜆
𝜆2
=𝑒 +𝑒 +𝑒
0! 1! 2!

0.50 0.51 0.52

= (𝑒 −0.5) + (𝑒 −0.5) + (𝑒 −0.5 )
0! 1! 2!

= 𝑒 −0.5 + 0.5(𝑒 −0.5 ) + 0.125(𝑒 −0.5)

= 1.625(𝑒 −0.5)

= 1.625 × 0.6065

𝑃(𝑋 ≤ 2) = 0.9856

Therefore,

𝑃(𝑋 > 2) = 1 − 𝑃(𝑋 ≤ 2)

= 1 − 0.9856

= 0.0144

b) 𝑃(𝑋 = 0)𝑖𝑛 3 𝑤𝑒𝑒𝑘𝑠

= 𝑃(𝑋 = 0)𝑎𝑛𝑑 𝑃(𝑋 = 0)𝑎𝑛𝑑 𝑃(𝑋 = 0)

= 𝑃(𝑋 = 0) × 𝑃(𝑋 = 0) × 𝑃(𝑋 = 0)

3
= (𝑃(𝑋 = 0))

3
−𝜆
𝜆0
= ((𝑒 ) )
0!

3
−0.5
0.50
= ((𝑒 ) )
0!

= (𝑒 −0.5)3

= (0.6065)3 = 0.2231

58
Mean and Variance of the Poisson distribution: In general, there is a formula for the mean µ

of a Poisson distribution. There is also a formula for the standard deviation 𝜎 and variance 𝑉

𝝁=𝝀 𝑎𝑙𝑠𝑜 𝑽=𝝀 𝑤ℎ𝑖𝑙𝑒 𝝈 = √𝝀

EXERCISE

1) Births in a hospital occur randomly at an average rate of 1.8 births per hour.
a. What is the probability of observing 4 births in a given hour at the hospital?
b. What about the probability of observing more than or equal to 2 births in a given hour at
the hospital?
𝐴𝑛𝑠 = (𝑎)0.0723 (𝑏)0537

2) A shop sells a particular make of video recorder. If the weekly demand for the video recorder
is a Poisson variable with mean equal to 3, find the probability that the shop sells
a. Atleast 3 in a week
b. At most 7 in a week
c. More than 20 in a month (4 weeks)
𝐴𝑛𝑠 = (𝑎)0.5768, (𝑏) 0.9881, (𝑐)0.0116

59
 STA 2311

RANDOM VARIBLES

Definition: A random variable is a function that associates a unique numerical value with
every outcome of an experiment. The value of the random variable will vary from trial to trial
as the experiment is repeated.

There are two types of random variable - discrete and continuous. Discrete variables
are numerical variables measured at discrete points on the scale. Continuous variables are
numerical variables usually measured on the interval scale, i.e., not made up of discrete steps.

Examples:

a) A coin is tossed ten times. The random variable X is the number of tails that are noted. X
can only take the values 0, 1... 10, so X is a discrete random variable.
b) A light bulb is burned until it burns out. The random variable Y is its lifetime in hours. Y
can take any positive real value, so Y is a continuous random variable.
c) The number of newspaper sold by New York Times each month can take on a countable
number of values. Thus, this is discrete random variable
d) The amount of ink used in printing the Sunday edition of New York Times can take an
infinite number of different values. Thus this is a continuous random variable
e) The number of defective parts in a shipment of nuts and bolts can take on countable
number of values. Thus, is a discrete random variable.

A random variable X is discrete if the values it can take are separated by gaps. For example,
X is discrete if it can take only finitely many values or if the values of X are integers (for
example, the number of nuclear decays which take place in a second in a sample of radioactive
material – the number is an integer but we can’t easily put an upper limit on it.) A random
variable is continuous if there are no gaps between its possible values. In the first example, the
height of a student could in principle be any real number between certain extreme limits. A

60
random variable, whose values range over an interval of real numbers, or even over all real
numbers, is continuous. One could concoct random variables which are neither discrete nor
continuous (e.g. the possible, values could be 1, 2, 3, or any real number between 4 and 5), but
we will not consider such random variables.

DISTRIBUTION OF A RANDOM VARIABLE

A distribution of random variable is an assignment of probabilities to specific values of a random

variable (discrete) or to a range of values of a random variable (continuous). A probability
distribution is basically a relative frequency distribution organized in a table. Recall: The sum of
all probabilities must be one.

The distribution of a random variable is a probability model that shows us what values are possible
for that particular random variable and how often (how likely) those values are expected to occur.
The model can be expressed as a function or table or picture, depending on the type of variable it is.

A random variable has either an associated

✓ Probability distribution (discrete random variable) or

✓ Probability density function (continuous random variable).

Discrete Random Variables

Discrete variables are numerical variables measured at discrete points on the scale. A
discrete random variable, X, is a random variable with a finite or countable number of possible
outcomes.

Notation:
𝑿 = 𝑑𝑖𝑠𝑐𝑟𝑒𝑡𝑒 𝑟𝑎𝑛𝑑𝑜𝑚 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒,
𝒌 = 𝑎 𝑛𝑢𝑚𝑏𝑒𝑟 𝑡ℎ𝑎𝑡 𝑡ℎ𝑒 𝑑𝑖𝑠𝑐𝑟𝑒𝑡𝑒 𝑟𝑎𝑛𝑑𝑜𝑚 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝑐𝑜𝑢𝑙𝑑 𝑎𝑠𝑠𝑢𝑚𝑒,
𝑷(𝑿 = 𝒌) 𝑖𝑠 𝑡ℎ𝑒 𝑝𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦 𝑡ℎ𝑎𝑡 𝑡ℎ𝑒 𝑟𝑎𝑛𝑑𝑜𝑚 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝑿 𝑒𝑞𝑢𝑎𝑙𝑠 𝒌.

The probability distribution function (pdf) for a discrete random variable X is a table
or rule that assigns probabilities to the possible values of X.
61
One way to show the distribution is through a table that lists the possible values and their
corresponding probabilities:

𝑋 𝑥1 𝑥2 𝑥3 ……..
𝑃(𝑋) 𝑃(𝑋 = 𝑥) 𝑝(𝑥2 ) 𝑝(𝑥3 ) …......
= 𝑝(𝑥1)

Two main conditions:

(1) The sum of all the individual probabilities(𝑝1 , 𝑝2 … ) must equal to 1. ∑∞
𝑖=1 𝑝(𝑥𝑖 )

(2) The individual probabilities must be between 0 and 1.

A probability histogram can be also used to display the distribution for a discrete random
variable (use x-axis to represent the values or outcomes and y-axis for the corresponding
probabilities).

The cumulative distribution function (cdf) for a discrete random variable X is a table or rule
that provides the cumulative probabilities 𝑷(𝑿 ≤ 𝒌), i.e., the probabilities that X is less than or
equal to a particular value.

𝑋 𝑥1 𝑥2 𝑥3
𝑃(𝑋) 𝑃(𝑋 ≤ 𝑥) = 𝑝(𝑥1 ) 𝑃(𝑋 ≤ 𝑥) = 𝑝(𝑥1 ) + 𝑝(𝑥2) 𝑝(𝑥1 ) + 𝑝(𝑥2 ) + 𝑝(𝑥3 )

Example 1:

When a die is tossed, the number of outcomes obtained can be {1, 2, 3, 4, 5, 6}. Since the six
outcomes are equally likely, each one has a probability of 1/6. The probability distribution of X
may be summarized in tabular form;

𝑋 1 2 3 4 5 6
𝑃(𝑋) 1/6 1/6 1/6 1/6 1/6 1/6
The probability distribution may also be presented in the table below;

62
Example 2:
A fair coin is toss three times. The random variable X gives the number of heads recorded. Find
the possible values of X, and its probability distribution function.

Solution
For the sample space is
{𝐻𝐻𝐻, 𝐻𝐻𝑇, 𝐻𝑇𝐻, 𝐻𝑇𝑇, 𝑇𝐻𝐻, 𝑇𝐻𝑇, 𝑇𝑇𝐻, 𝑇𝑇𝑇},
And each outcome is equally likely. The event X = 1, for example, when written as a set of
outcomes, is equal to
{𝐻𝑇𝑇, 𝑇𝐻𝑇, 𝑇𝑇𝐻},
And has probability 3/8.

𝑋 0 1 2 3
𝑃(𝑋) 1 3 3 1
8 8 8 8

The probability distribution may also be presented in the table below;

63
Example 3:
Two dice are rolled once. Prepare a probability distribution table and also draw the probability
distribution digram.
Solution
We define the familiar sample space
𝑆 = {(1; 1); (1; 2); … . . (6; 6)}
Containing 36 elements, Let X denote the random variable whose value for any element of is the
sum of the numbers on the two dice.
Then the range of X is the set containing the 11 values of
𝑋: 2,3,4,5,6,7,8,9,10,11,12.
Each ordered pair of S has associated with it exactly one element of a range as required. But, in
general, the same value of X arises from many different outcomes.
For example 𝑋 = 5 is any one of the four elements of the event
{(1; 4); (2; 3); (3; 2); (4; 1)}

If both dice are fair and the rolls are independent, so that each sample point in has probability
1
then we compute the value of the probability function at 𝑥 = 5 as follows:
36
4
𝑃(𝑋 = 5) = 𝑃({(1; 4); (2; 3); (3; 2); (4; 1)}) = .
36

These values are summarized in the following table:

𝑋 2 3 4 5 6 7 8 9 10 11 12

64
 𝑃(𝑋) 1⁄ 2⁄ 3⁄ 4⁄ 5⁄ 6⁄ 5⁄ 4⁄ 3⁄ 2⁄ 1⁄
36 36 36 36 36 36 36 36 36 36 36

From the probability table of a random variable X, we can tell at a glance not only the various
values of X, but also the probability with which each value occurs. This information can also be
presented graphically

The event symbolized by X _ 1 is the null event of the sample space, since the sum of the
numbers on the dice cannot be at most 1. Hence
𝑃(𝑋 ≤ 1) = 0

The event 𝑋 ≤ 2 is the subset {(1,1)}, which is the same as the event X = 2. Thus,
𝑃(𝑋 ≤ 2) = 𝑃(2) = 1⁄36

The event 𝑋 ≤ 3 is the subset {(1; 1); (1; 2); (2; 1)}, which is seen to be the union of the
events X = 2 and X = 3. Hence,
P(X ≤ 3) = P(X = 2) + P(X = 3)
1 2 3
+ =
36 36 36
Similarly, the event 𝑋 ≤ 4 is the union of the events 𝑋 = 2, 𝑋 = 3, 𝑎𝑛𝑑 𝑋 = 4, so that

65
 1 2 3 6
+ + =
36 36 36 36

Example 4:
Continuing this way, we obtain the entries for the cumulative distribution table for the random
variable X:

𝑋 2 3 5 46 7 8 9 10 11 12
𝑃(𝑋) 1⁄ 3 6 10⁄ 15⁄ 21⁄ 26⁄ 30⁄ 33⁄ 35⁄ 36⁄
36 ⁄36 ⁄36 36 36 36 36 36 36 36 36

Hence, we must find the value 𝑃(𝑋) for all numbers x, not just those in the distribution table. For
example, to find P(2.6) we note that the event X = 2.6 is the subset {(1; 1)}, since the sum of the
numbers on the dice is less than or equal to 2.6 if and only if the sum is exactly 2. Therefore,
1
𝑃(2.6) = 𝑃(𝑋 ≤ 2.6) =
36

In fact, P(X) = 1/36 for all X in the interval 2 ≤ x < 3, since for any such x the event 𝑋 ≤ 𝑥 is
the same subset, namely {(1; 1)}. Note that this interval contains X = 2, but does not contain
𝑋 = 3,

These facts are shown on the following of cumulative distribution function below.

66
Example 6:
A psychology experiment on the behavior of young children involves placing a child in a
designed area with 5 toys. Over a fixed time period various observations were made, including
the number of toys the child plays with. Based on many kids, the following probability
distribution was determined:

a) What is the probability of 𝑃(𝑋 = 5)

b) Draw the probability distribution graph
𝑋 = 𝑇𝑜𝑦𝑠 0 1 2 3 4 5
𝑃(𝑋 = 𝑘) 0.03 0.16 0.3 0.23 0.17 −

c) Prepare a cumulative distribution function of X.

d) What is the probability that a child will play with at least 3 toys?
e) Given the child has played with at least 3 toys, what is the probability this child will play
with all 5 toys?
Solution;
a) Sum of all probabilities in an experiment equals to 1
∑𝑃(𝑋) = 1
Let’s call 𝑃(𝑋 = 5) = 𝑎
Therefore, 𝑃(𝑋 = 0) + 𝑃(𝑋 = 1) + 𝑃(𝑋 = 2) + 𝑃(𝑋 = 3) + 𝑃(𝑋 = 4) + 𝑃(𝑋 = 5) = 1
0.03 + 0.16 + 0.3 + 0.23 + 0.17 + 𝑎 = 1

0.89 + 𝑎 = 1
𝑎 = 0.11

b) Cumulative distribution function of X

𝑋 = 𝑇𝑜𝑦𝑠 0 1 2 3 4 5

67
𝑃(𝑋 = 𝑘) 0.03 0.19 0.49 0.72 0.89 1

c) Probability that a child will play with at least 3 toys

𝑃(𝑋 ≥) = 𝑃( 𝑋 = 3 𝑜𝑟 𝑋 = 4 𝑜𝑟 𝑋 = 5) = 𝑃(𝑋 = 3) + 𝑃(𝑋 = 4) + 𝑃(𝑋 = 5)
= 0.23 + 0.17 + 0.11 = 0. 51
Complement: at most 2 toys, 𝑃 (𝑋 ≤ 2) = 0.49, use the complement rule
𝑃(𝑋 ≥ 3) = 1 − 𝑃 (𝑋 ≤ 2) = 1 − 0.49 = 0.51

d) Given the child has played with at least 3 toys, what is the probability this child will play
with all 5 toys?
Event of interest: X = 5 Condition X ≥ 3
P(X = 5| X ≥ 3) = P(X = 5 and X ≥ 3)/P(X ≥ 3)
P(X = 5) 0.11
= = = 0.2156
P(X ≥ 3) 0.51

✓ Definition of a Discrete Random Variable. A random variable X is said to be discrete if

it can assume only a finite or countable infinite number of distinct values. A discrete
random variable can be defined on both a countable or uncountable sample space.

✓ 1.2. Probability for a discrete random variable. The probability that X takes on the
value x, P(X=x), is defined as the sum of the probabilities of all sample points in that are
assigned the value x. We may denote 𝑃(𝑋 = 𝑥) 𝑏𝑦 𝑝(𝑥). The expression 𝑝(𝑥) is a
function that assigns probabilities to each possible value x; thus it is often called the
probability function for X.

✓ 1.3. Probability distribution for a discrete random variable. The probability

distribution for a discrete random variable X can be represented by a formula, a table, or
a graph, which provides 𝑝(𝑥) = 𝑃(𝑋 = 𝑥) for all 𝑥. The probability distribution for a
discrete random variable assigns nonzero probabilities to only a countable number of
distinct x values. Any value x not explicitly assigned a positive probability is understood
to be such that 𝑃(𝑋 = 𝑥) = 0

68
69
 BAYERO UNIVERSITY KANO
FACULTY OF ENGINEERING
2013/2014 SESSION FIRST SEMESTER (MODEL EXAM QUESTIONS)

STA 1311: INTRODUCTION TO PROBABILTY

Answer any five (5) questions TIME: 3 HOURS
1. (a) Define the following:
i. Independent Events
ii. Mutually Exclusive Events
iii. Mutually Non-Exclusive Events
(b) Two fair dice are rolled at the same time. What is the probability that the sum score is
i. 6
ii. Greater than 9
iii. Less than 7
(c) Consider the experiment where we toss a fair coin three times and note the result;
𝐴 = 𝐸𝑣𝑒𝑛𝑡 𝑡ℎ𝑎𝑡 𝑡ℎ𝑒𝑟𝑒 𝑎𝑟𝑒 𝑚𝑜𝑟𝑒 𝐻𝑒𝑎𝑑𝑠 𝑡ℎ𝑎𝑛 𝑇𝑎𝑖𝑙𝑠
𝐵 = 𝐸𝑣𝑒𝑛𝑡 𝑡ℎ𝑎𝑡 𝑡ℎ𝑒 𝑟𝑒𝑠𝑢𝑙𝑡𝑠 𝑜𝑓 𝑡ℎ𝑒 𝑓𝑖𝑟𝑠𝑡 𝑡𝑤𝑜 𝑡𝑜𝑠𝑠𝑒𝑠 𝑎𝑟𝑒 𝑡ℎ𝑒 𝑠𝑎𝑚𝑒
Are A and B are independent? Why?

2. (a) Two unbiased dice were tossed independently. What is the probability that the faces are
equal given that the sum is 8?
(b) A coin is flipped twice. Assuming that all four points in the sample space S = {(HH),
(HT), (TH), (TT)} are equally likely, what is the conditional probability that both flips lands
on heads, given that
i. The first flip lands on heads?
ii. At least one flip lands on heads?

3. (a) If an aircraft is present in a certain area, a radar correctly registers its presence with
probability 0.99. If it is not present, the radar falsely registers an aircraft presence with
probability 0.10. We assume that an aircraft is present with probability 0.05. What is the
probability of false alarm (a false indication of aircraft presence), and the probability of
missed detection (nothing registers, even though an aircraft is present)?
(b) Toss a die that has six sides. Observe the number that comes up. The probability
distribution function is given by

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𝑝(𝑥𝑖 = 𝑃(𝑋 = 𝑥𝑖 = {6 𝑓𝑜𝑟 𝑖 = 1,2,3,4,5,6
) )
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Calculate the (i) Expected Value (ii) Variance (iii) Standard Deviation

4. (a) Define (i) Discrete Random Variables (ii) Continuous Random variables
(b) A psychology experiment on the behavior of young children involves placing a child in a
designed area with 5 toys. Over a fixed time period various observations were made,
including the number of toys the child plays with. Based on many kids, the following
probability distribution was determined:
i. What is the probability of 𝑃(𝑋 = 5)
ii. Draw the probability distribution graph
𝑋 = 𝑇𝑜𝑦𝑠 0 1 2 3 4 5

𝑃(𝑋 = 𝑘) 0.03 0.16 0.3 0.23 0.17 −

iii. Prepare a cumulative distribution function of X.

iv. What is the probability that a child will play with at least 3 toys?
v. Given the child has played with at least 3 toys, what is the probability this child will
play with all 5 toys?

5. (a) Show that the function 𝑓(𝑥) is a probability density function (pdf).
24
3≤𝑥≤6 12𝑥 2 (1 − x) 0≤𝑥≤1
𝑥3
i. 𝑓(𝑥) = { ii. 𝑓(𝑥) = {
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒 0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
(b) The life in hours, X, of a type of light bulb has a probability density function with the
rule:
𝑘
𝑥 ≥ 1000
𝑓(𝑥) = { 𝑥 2
0 x ≤ 1000
i. Find k
ii. Calculate the probability the globe will last atleast 2000hrs

6. Suppose a train arrives shortly after 1:00 PM each day, and that the number of minutes after
1:00 that the train arrives can be modeled as a continuous random variable(𝑋) with
probability density function;

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 2(1 − x) 0≤𝑥≤1
𝑓(𝑥) = {
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
a. Find the cumulative distribution function of X; 𝐹(𝑥).
1
b. Using the cumulative distribution function in (i) above, Calculate 𝑃(𝑋 ≤ 2)
c. Find (i) The Expected Value (ii) Variance (iii) Standard Deviation, of 𝑋

7. (a) Draw a labeled Diagram of

ii. The Normal Probability Distribution Curve
iii. The standard Normal Probability Curve
(b) State the characteristics of a normal random variable distribution curve.
(c) The marks of a large number of students in a statistics examination are normally
distributed with a mean of 48 marks and a standard deviation of 15 marks.
c. If the pass mark is 53, find the percentage of students who passed the examination.
d. If 8% of students gained an A on the examination by scoring a mark of at least c,
find the value of c.

8. (a) A fair coin is tossed 5 times; call tail a success. Using Binomial Probability Distribution,
what is the probability that
i. Exactly 2 tails occur?
ii. What is the probability that at least 3 tails occur?
(b) Accidents in a factory occur randomly at an average rate of 1.8 accidents per hour.
c. What is the probability of observing 4 accidents in a given hour at the factory?
d. What about the probability of observing more than or equal to 2 accidents in a given
hour at the factory?

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