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Probability Distributions

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12 views16 pages

Probability Distributions

notes

Uploaded by

trivedivedant4
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Binomial Distribution

Geometric Distribution
Poisson distribution

A random variable X is said to have a Poisson distribution if its probability density


function is given by
Continuous distribution

Normal Distribution
Standard deviation (X) = σ.
Exponential Distribution

A random variable X is said to have an exponential distribution with parameter λ > 0; if its
probability density function is given by:
−λ𝑥
𝑓(𝑥) = {λ𝑒 , 𝑥≥0 0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
𝑥
−λ𝑥
The cumulative distribution function F(x) is given by 𝐹(𝑥) = 𝑃(𝑋≤𝑥) = ∫ λ𝑒 𝑑𝑥
−∞
−λ𝑥
𝐹(𝑥) = {0, 𝑥 < 01 − 𝑒 , 𝑥≥0 1, 𝑥=∞
1 1
Mean= λ , Variance= 2
λ

Example- A random variable has an exponential distribution with probability density


function given by

−3𝑥
𝑓(𝑥) = {3𝑒 , 𝑥 > 0 0, 𝑥≤0
What is the probability, that X is not less than 4? Find mean and standard deviation. Show that
𝑚𝑒𝑎𝑛
Coefficient of variation = 𝑆.𝐷.
= 1
∞
−3𝑥 −12
Solution: 𝑃(𝑋≮4) = 𝑃(𝑋≥4) = ∫ 3𝑒 𝑑𝑥 = 𝑒
4
1 1 1
Mean= 3
, variance= 9
, S. D. = 3

****************
Let X be a normal random variable with distribution Then is the
standardized random variable with distribution N(0,1).

Here

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