TAIBAH UNIVERSITY ‫ﺟﺎﻣﻌﺔ طﯾﺑﺔ‬

Faculty of Science ‫ﻛﻠﯾﺔ اﻟﻌﻠوم‬

Department of Math.
‫ﻗﺳم اﻟرﯾﺎﺿﯾﺎت‬

Probability and Statistics for Engineers

STAT 301
Second Semester 1435/1436 H

Teacher :
 Lesson
21
Binomial Distribution
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Theorem 2:
The mean and the variance of the binomial distribution
b(x;n,p) are:
as µ = n p
s2 = n p (1 -p)
Example4 :
In the previous example, find the expected value (mean) and
the variance of the number of defective items.

Solution:
· X = number of defective items
· We need to find E(X)=µ and Var(X)=s2
· We found that X ~ Binomial(n,p)=Binomial(3,1/4)
· .n=3 and p=1/4
The expected number of defective items is
E(X)=µ = n p = (3) (1/4) = 3/4 = 0.75
The variance of the number of defective items is
Var(X)=s2 = n p (1 -p) = (3) (1/4) (3/4) = 9/16 = 0.5625

do 41 8
Example5 :
In the previous example, find the following probabilities:
(1) The probability of getting at least two defective items.
(2) The probability of getting at most two defective items.

Solution:
ìæ 3 ö 1 x 3 3- x I
X ~ Binomial(3,1/4)
1 ïçç ÷÷ ( ) ( ) for x = 0, 1, 2, 3
f ( x) = P( X = x) = b( x;3, ) = íè x ø 4 4
4 ï
î0 otherwise

x .f(x)=P(X=x)=b(x;3,1/4)
0 27/64
1 27/64
2 9/64
3 1/64
 (1) The probability of getting at least two defective items:
9 1 10
P(X³2)=P(X=2)+P(X=3)= f(2)+f(3)= + =
64 64 64
(2) The probability of getting at most two defective item:
P(X£2) = P(X=0)+P(X=1)+P(X=2)
27 27 9 63
= f(0)+f(1)+f(2) = + + =
64 64 64 64

or
1 63
P(X£2)= 1-P(X>2) = 1-P(X=3) = 1- f(3) = 1 - =
64 64

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 TAIBAH UNIVERSITY ‫ﺟﺎﻣﻌﺔ طﯾﺑﺔ‬
Faculty of Science ‫ﻛﻠﯾﺔ اﻟﻌﻠوم‬
Department of Math.
‫ﻗﺳم اﻟرﯾﺎﺿﯾﺎت‬

Probability and Statistics for Engineers

STAT 301
Second Semester 1435/1436 H

Teacher :
 Lesson
24
Poisson Distribution
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1 - Poisson Process, Poisson Distribution

2 - Properties of Poisson Distribution

Properties of the Poisson Process
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1. The number of outcomes occurring in one time interval
or specified region of space is independent of the number
that occur in any other disjoint time interval or region. In
this sense we say that the Poisson process has no memory.
2. The probability that a single outcome will occur during
a very short time interval or in a small region is
proportional to the length of the time interval or the size
of the region and does not depend on the number of
outcomes occurring outside this time interval or region.
3. The probability that more than one outcome will occur
in such a short time interval or fall in such a small region
is negligible.
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Example 5.21. The number of traffic accidents per week in a
small city has a Poisson distribution with mean equal to 3. What
is the probability of exactly 2 accidents occur in 2 weeks?

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 Approximation of Binomial Distribution by a
Poisson Distribution Binomial consideras paisson
if n big b small

Example 5.19:
In a certain industrial facility, accidents occur infrequently. It is
known that the probability of an accident on any given day is
0.005 and accidents are independent of each other.
(a) What is the probability that in any given period of 400 days
there will be an accident on one day?
(b) What is the probability that there are at most three days with an
accident?
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 TAIBAH UNIVERSITY
Faculty of Science

.Department of Math

Probability and Statistics for Engineers

Second Semester 1435/1436 H

Teacher :
 Lesson
22
Some Continuous
Probability Distributions
 Contents
❑ Continuous Uniform dist.

❑ Normal Distribution

3
Continuous Uniform
distribution
The probability density function of
the continuous uniform random
variable X on the interval [A, B] is
given by:

We write X~Uniform(A,B). k
Continuous Uniform
distribution
Continuous Uniform
distribution
The density function for a random
variable on the interval [1,3].
Continuous Uniform
distribution
Theorem
6.1
The mean and the variance of the
continuous uniform distribution on
the interval [A, B] are:
Continuous Uniform dist.
(Ex 6.1)that, for a certain company,
Suppose
the conference time, X, has a
uniform distribution on the interval
[0,4] (hours).

(a) What is the probability density

function of X?
(b)]What is the probability that any
conference lasts at least 3 hours?
Continuous Uniform dist.
(Ex 6.1)
Solution
Normal distribution
The graph of the probability density
function (pdf) of a normal distribution,
called the normal curve, is a bell-shaped
curve.
Normal distribution
If the random variable X has a
normal distribution with mean μ and
variance σ2, we write:
X ~ Normal(μ,σ) or X ~ N(μ,σ)
The pdf of X ~ Normal(μ,σ) is given
by:
Normal distribution
The mean and the variance of the
Normal distribution are:

The pdf of the normal distribution

depends on two parameters: mean μ
and variance σ2.
Normal distribution
The location of the normal
distribution depends on μ and its
shape depends on σ.
Suppose we have two
normal distributions:
N(μ1, σ1)
N(μ2, σ2)
Normal distribution

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Normal distribution
serchabout
Normal table
Normal distribution
Normal distribution
Some properties of the normal
curve f(x) of N(μ,σ):
1. f(x) is symmetric about the mean μ.
2. f(x) has two points of inflection at
x= μ±σ.
3. The total area under the curve of
f(x) =1.
Area Under the
Normal
Curve
Standard Normal Distribution
Definition
6.1:
The normal distribution with μ=0 and
σ2=1 is called the standard normal
distribution and is denoted by
Normal(0,1) or N(0,1).
If the random variable Z has the
standard normal distribution, we
Standard Normal Distribution
The pdf of Z~N(0,1) is given by:

table insted
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Standard Normal Distribution
The original and transformed
normal distributions.
Standard Normal Distribution
We can transfer any normal dist.
X~N(μ,σ) to the standard
normal distribution, Z~N(0,1) by
using the following result.

Result: If X~N(μ,σ), then

Areas Under the Normal Curve of X~N(μ,σ)

The probabilities of the normal

dist. N(μ,σ) depends on μ and σ.
Probabilities of Z~N(0,1):
Suppose Z ~ N(0,1).

P(Z≤a) =From P(Z≥b) = 1−P(Z≤b) P(a≤Z≤b) =

Table
(A.3) P(Z≤b)−P(Z≤a)

Note: P(Z=a)=0 for every a .

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Example 6.2
Given a standard normal
dist., find the area under
the curve that lies:
(a) to the right of z = 1.84.

(b) Between z = -1.97 and z =

0.86.
Example 6.2
Areas for Example 6.2.
Example 6.2 (Solution)
(a) The area in Figure (a) to the right

of Z = 1.84 is equal to 1 minus the

area

in Table A.3 to the left of Z = 1.84,

namely, 1 - 0.9671 = 0.0329.

Example 6.2 (Solution)
(b) The area in Figure (b) between z
= -1.97 and z = 0.86 is equal to the area
to the left of z = 0.86 minus the area to
the left of z = -1.97. From Table A.3 we
find the desired area to be 0.8051 -
0.0244 = 0.7807.
Example 6.2 (Solution)

z <=
Example 6.2 (Solution)

P(Z <= -1.97) = 1- 0.9756

=0.0244
Example: Suppose Z~N(0,1).

Z 0.00 0.01 …
(1)
: ⇓
P(Z≤1.50)=0.933
2 1.5 0.933
⇒ 2
(2) :
Z 0.00 … 0.08
P(Z≥0.98)=1−P(Z≤0.98 : : : ⇓
)
: … … ⇓
=1 − 0.8365
= 0.1635 0.9⇒ ⇒ ⇒ 0.836
(3) 5
Z … 0.02 0.03
P(−1.33≤ Z≤2.42) : : ⇓ ⇓
= P(Z≤2.42)− P(Z≤−1.33)
−1.3 ⇒ 0.091
= 0.9922 − 0.0918 8
= 0.9004
: ⇓
(4) P(Z≤0)=P(Z ≥0)=0.5 2.4 ⇒ 0.992
Example 6.3 :
Given a standard normal dist. ,
find the value of k such that :
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ax to0 f k
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Example 6.3 (Solution)
(a) In Figure 6.10(a) we see that the A:
value leaving an area of 0.3015 to the
right must then leave an area of
0.6985 to the left. From Table A.3 it
follows
(b) From that k = A.3
Table 0.52.
we note that the
total area to the left of -0.18 is equal
to 0.4286. In Figure 6.10(b) we see that
the area between k and -0.18 is
0.4197 so that the area to the left, of k
must be 0.4286 - 0.4197 = 0.0089. Hence,
Example 6.4
Given a random variable X
having a normal distribution
with μ = 50 and σ = 10.
find the probability that X
assumes a value between 45
and 62 .
Example 6.4 (Solution)
The z values corresponding to
x1= 45 and x2 = 62 are
Example 6.4 (Solution)
Area for example 6.4
Example 6.5
Given a random variable X
having a normal distribution
with μ = 300 and σ = 50.
find the probability that X
assumes a value greater than
362 .
Example 6.5 (Solution)
Area for example 6.5
Example 6.5 (Solution)
We need to find P(X>362) .
The z values corresponding to
x= 362 is:
Using the Normal Curve in
Reverse
we reverse the process and
begin with a known area or
probability, find the z value,
and then determine x by
rearranging the formula.
Example 6.6
Given a normal distribution with
μ = 40 and σ = 6.
find the value of x that has :

(a) 45% of the area to the left

(b) 14% of the area to the right.
Example 6.6 (Solution)
Area for example 6.6

46
Example 6.6 (Solution)
(a) An area of 0.45 to the left of the
desired x value is shaded in Figure (a).
We require a z value that leaves an
area of 0.45 to the left. From Table A.3
we find P(Z < -0.13) = 0.45 so that
the desired z value is -0.13. Hence:

= (6)(-0.13) + 40 =
39.22.
Example 6.6 (Solution)
In Figure (b) we shade an area equal
to 0.14 to the right of the desired x
value. This time we require a z value
that leaves 0.14 of the area to the
right and hence: an area of 0.86 to the
left. from Table A.3,
we find P(Z < 1.08) = 0.86
so that the-desired z value is 1.08 and
= (6)( 1.08) +40 =
46.48.
The End

49