Unit 3

Probability distribution
Suppose x is a random variable assuming values x1, x2, …, xn with corresponding probabilities p1, p2,
…, pn

Then probability distribution is

X p(x)
X1 p1
X2 p2
Xn pn
The probability distribution has the following properties

P(x)≥0

Σ ( p ( x ) ) =1

e.g., let x stands for number of heads obtained when 3 coins are tossed

3
x takes values 0, 1, 2, and 3 with corresponding probabilities 1 8 , 1
,
8 8
so, the probability distribution of x is

x$p(x)

1
0$
8
3
1$
8
3
2$
8
1
3$
8
All p(x) ≥0 and Σ ( p ( x ) ) =1

Therefore, the distribution is probability distribution

Q: examine whether the following distribution is probability distribution

X,-1,0,1,2,3

P(x),0.01,0.1,0.5,0.3,0.09

Here, all p(x) ≥0 and Σ(p(x))=1. Therefore, the distribution is probability distribution

Expectation of x

If x is a random variable assuming values x1,x2,…,xn with corresponding probabilities p1,p2,…,pn

Then expectation of x is defined as

expectation ( x )=Σ ¿
expectation of x is the mean value of x

variants of x

if x is a random variable assuming values x1,x2,…,xn with corresponding probabilities p1,p2,…,pn

then variants of x are defined as

v ( x )=Σ ( x 2 p ( x )−e ( x )2 )

Q: Find mean and variants of x from the following probability distribution:

1
f ( 0 )=
8
3
f ( 1) =
8
3
f ( 2 )=
8
1
f ( 3 )=
8
X 0 1 2 3
P(x) 1 3 3 1
8 8 8 8
x p(x) 0 3 6 3
8 8 8
x
2
0 1 4 9
2
x p(x ) 0 3 12 9
8 8 8
Q: let f (x)=0.2 when x=1 f(x)=0.3 when x=2 f(x)=0.5 when x = 3. Find e (x) and v (x)

E(x)=2.3

V(x)=0.63

Discrete and continues probability distribution

A random variable is said to be discrete if it assumes only specified values in a given interval

e.g., in tossing 2 coins, the number of heads obtainable can be 0, 1, and 2

therefore, the variable takes the values 0, 1, and 2. This is a discrete variable and the probability
distribution of a discrete variable is a discrete probability distribution

e.g., binomial distribution, poison distribution

if a random variable is assuming any real value in a given interval (a, b) then the variable is said to be
continues

the probability distribution of a continues variable is a continues probability distribution

e.g., normal distribution.

Q: evaluate k if the following function is probability distribution, also find p(1≤x≤3)

X 0 1 2 3
P(x) 1/6 ½ k/10 1/30
Given the distribution is probability distribution, so we know that Σ p (x) = 1

i.e., 1/6, ½, k/10, 1/30 = 1

7 k
+ =1
10 10
k 7
=1−
10 10
k 3
=
10 10
10 k =30
30
k=
10
k =3
Therefore, the distribution becomes

X 0 1 2 3
P(x) 1/6 ½ 3/10 1/30
p(1≤x≤3)=1/2+3/10+1/30=5/6

Q: evaluate k if the following function is a probability distribution. Also find p(x≤2) p (0<x<3)

F(0)=k/2

F(1)=k/5

F(2)=k/20

F(3)=k/4

F(x)= 0 else where

X 0 1 2 3

P(x) k/2 k/5 k/20 k/4

Given distribution is probability distribution. Therefore, Σ p (x) = 1

k/2+k/5+k/20+k/4=1

k (1/2+1/5+1/20+1/4) =1

k ×1=1
k =1
Therefore, the distribution becomes
 X 0 1 2 3

P(x) 1/2 1/5 1/20 1/4

p(x≤2)= 1/2+1/5+1/20=3/4

p (0<x<3)= (1/5)+(1/20)=1/4

Probability mass function

Let x be a discrete random variable assuming the values x1,x2,…,xn with corresponding probabilities
f(x1),f(x2),…,f(xn)

Then, p(x)=xi=f(xi)

I=1,2,…,n

The function f(x) is called a probability mass function provided satisfied conditions:

F(xi)≥0

Σ f(x) = 1

Probability density function

Let x be a continues random variable. Let the possible range of values of x be (a, b) i.e., x lies
between a and b

Consider a small interval with in (a, b) say (x,x+dx)

Let probability for x lying between x and x+dx is p (x)<x+dx is denoted by f(x, dx) then f(x) is called
the density function of x

Properties of probability density function

F(x)≥0
b

∫ f ( x ) dx=1
a

Where, (a, b) is the range of values of x

c b b

∫ f ( x ) dx +∫ f ( x ) dx=∫ f ( x ) dx
a c a

Q: Show that f(x)=e^(-x), x≥0 is a probability density function

Let f(x)=e^(-x)

F(x)=1/e^x

Therefore f(x)≥0 is satisfied

Now we have to prove that

b

∫ f ( x ) dx=1
a
 ( )
∞ −x ∞
e
∫ e dx= −1
−x

0 0

−x ∞
¿ ( (−e ) 0)

( )
∞
−1
¿ x
e 0

¿
( −1e )−( −1e )
∞ 0

−1 1
¿ +
∞ 1
¿ 0+1=1
Q: for 0≤x≤1. Find k.

Given distribution is probability distribution function

b
So we know that ∫ f ( x ) dx=1
a

Q: examine whether f (x) as defined below is probability density function

F(x)=0,x<2,1/18,3+2x,2≤x≤4

0,x>4
b
We have to prove that ∫ f (xdx )=1
a

∫ f ( xdx )=¿
a

Q: examine whether f(x) is a density function if f(x)=2x, 0≤x≤1

Here, f(x)≥0 is satisfied

b
We have to prove that ∫ f (xdx )=1
a

Q: find the value of k if f(x)=kx for 0<x<1

b
We know that ∫ f ( x ) dx=1
a

Binomial distribution

A random variable x is said to follow binomial distribution with parameters n and p if its probability
function is
x n− x
f ( x )=n c x p q
Where, x = 0,1,2,…,n

P lies between 0 and 1

P+q=1

Q=1-p

N stands for number of trials

Properties of binomial distribution

Binomial distribution is a discrete probability distribution

Binomial distribution has 1 or 2 modle values

Mean of the binomial distribution increases as n increases with p remaining constant

Binomial distribution has mean=np and sd=√(npq) v=npq

If 2 independent random variable follow binomial distribution they’re sum also follows binomial
distribution

Q: 4 coins are tossed simultaneously what is the probability of getting 2 heads

x n−x
F(x)=n c x p q

N=number of coins tossed=4

P=p(getting head in a single trial)=1/2

Q=1-(1/2)

X=number of heads to be determined = 2

( )( )
2 2
1 1
P (getting 2 heads)=4 C2 =¿
2 2
Fitting a binomial distribution

Q: 8 coins tossed together 256 times

Find the expected frequencies of head and find mean and sd

n=8

N=256

p=1/2

q=1-(1/2)
x ( n−x )
f(x)=n c x p q

mean=np

sd=√(npq)

v=npq
putting x=0,1,2,3,4,5,6,7,8 we get all the terms of binomial distribution

| x | f(x) | N * f(x) |

|----|--------------------|-----------|

| 0 | 1/256 |1 |

| 1 | 1/32 |8 |

| 2 | 7/64 | 28 |

| 3 | 7/32 | 56 |

| 4 | 35/128 | 70 |

| 5 | 7/32 | 56 |

| 6 | 7/64 | 28 |

| 7 | 1/32 |8 |

| 8 | 1/256 |1 |

Q: fit a binomial distribtuion for the following data

X,0,1,2,3,4,5

F,6,20,28,12,8,6

Fx,0,20,56,36,64,30

σ(fx)=

i.e., np = mean

here, n=5

calculate as normal

poison distribution

a discrete random variable (x) is said to follow poison distribution if its probability density function is
−m x
e m
p(x)=
x!
for x assuming values 0,1,2,…,∞

m is the parameter of the poison distribution. It is the mean of the poison distribution.

Characteristics of poison distribution

Poison distribution is a discrete probability distribution

If x follows a poison distribution, then x takes the values 0,1,2,…,∞

Poison distribution has a single parameter m

Mean=m, sd = √(m), v=m

For a poison distribution, mean = v

Poison distribution is a positively skewed distributionx

Fitting a poison distribution

Q: fit a poison distribution to the following data

X,0,1,2,3,4

F,123,59,14,3,1

Fx,0,59,28,9,4

σ(fx)= 100

N=200

Σ ( fx )
m= =0.5
N

−m x
e m
p(x)=
x!
−0.5 x
e 0.5
=
x!
Q: fit a poison distribution for the following data

X,0,1,2,3,4,5,6

F,48,27,12,7,4,1,1

Normal distribution

A continues random variable x is said to follow normal distribution if its probability function is f(x)=
1
( )
2
−1 x−μ
×
√2 π σ ×e 2 σ

Where, μ and σ are constants (mu=mean, Σ = sd)

The variable x varies between -∞ to +∞

Normal distribution is a continues curve

The normal curved bell shaped

It is symmetrical about the mean

Mean, median, and mod is equal for a normal distribution

The Hight of normal curve is at its maximum at the mean

Normal distribution is mesokurtic

No possion of the curve exist below the x axis

Coeffient of skewness is 0

Fitting normal distribution

Q: fit a normal distribution to the following data

Marks,10-20,20-30,30-40,40-50,50-,60,60-70,70-80

F,4,22,48,66,40,16,4

X,15,25,35,45,55,65,75

Fx,60,550,1680,2970,2200,1040,100

X^2,225,625,1225,2025,3025,4725,5625

Fx^2,900,13750,58700,133650,121000,67600,22500

N=200

σ (fx)= 8800

σ(fx^2)= 418200

Σ ( fx )
mean=
N
8800
¿
200
¿ 44

√
Σ ( f x ) ∑ ( fx )
2 2
sd= −
N N

¿
√ 418200 8800 2
200
−
200

¿
√ 418200 8800 2
200
−
200
¿ √ 155
¿ 12.5
1
f ( x )=
( )
2
−1 x− μ
×
√2 π σ × e 2 σ

1
¿
( )
2
−1 x−44
×
√2 π 12.5 × e 2 12.5

Class 10 20 30 40 50 60 70 80
limit (x)
x−μ -2.72 -1.92 -1.12 -0.32 0.48 1.28 2.08 2.88
σ
Aria .5 .4726 .3686 .1255 .1844 .3997 .4812 .5
from
table
Aria
from
™interval