Probability Distribution
Probability Distribution
Random Variable:
A random variable is a variable which takes specific values with specified probabilities.
The probabilities are specified by the way in which the random experiment is conducted
and the way in which the random variable is defined and observed on the random
experiment. In probability and statistics, a random variable is a variable whose possible
values are outcomes of a random phenomenon.
For example, when tossing a fair coin the final outcome of heads or tails depend on the
uncertain physics. Which outcome will be observed is not certain. The coin could get
caught in a crack in the floor. But such a probability is excluded from the consideration.
Let X is a discrete random variable with probability distribution, P(X), then the expected
value E(X) is given by
E(X) = ∑ X. P(X) ; X=1,2,3,…..
Thus the variance of the discrete random variable X is given by
Var(X) = =E =∑ . P(X)
Let X is a Continuous random variable with probability density function, f(X), then the
expected value E(X) is given by
E(X) = ∫ X. f(X) .dx ;X≥0
Thus the variance of the discrete random variable X is given by
Var(X) = =E =∫ . f(X). dx
Properties of Expected Value and Variance:
1. The expected value of a constant c is equal to the constant.
E(c) = c
2. The expected value of the product of a constant c and a random variable X is
equal to the constant times the expected value of the random variable.
E(cX) = c .E(X)
3. The expected value of the sum of a random variable X and a constant c is the sum
of the expected value of the random variable and the constant.
E(X+c) = E(X) + c
4. The expected value of the product of two independent random variables is equal
to the product of their individual expected values.
E(XY) = E(X).E(Y)
5. The expected value of the sum of the two independent random variables is equal
to the sum of their individual expected values.
E( X+Y) = E(X) + E(Y)
6. The variance of the product of a constant and a random variable X is equal to the
constant squared times the variance of the random variable X.
Var(cX) = .Var(X)
Probability Distribution:
A probability distribution shows the possible outcomes of an experiment and the
probability of each of these outcomes.
Or
A listing of all the outcomes of an experiment and the probability associated with each
outcome.
Example
To begin our study of probability distribution, let’s go back to the idea of a fair coin,
suppose we toss a fair coin twice the possible outcomes are:
H H 2 0.5*0.5 0.25
Total 1.0
Probability Distribution
Negative binomial
distribution Lognormal distribution
Cauchy distribution
Bernoulli distribution
Bernoulli trial
A random experiment whose outcomes have been classified into two categories namely
“success” and “failure” represented by letters S and F respectively is called a Bernoulli
trail.
Bernoulli distribution
A discrete random variable X is said to have a Bernoulli distribution if its probability
function is given by
Binomial distribution
Introduction:
Binomial distribution was first derived by Swiss mathematician James Bernoulli (1654-
1705) and was first published posthumously in 1913, eight years after his death.
Definition :
A discrete random variable X is said to have a binomial distribution if its probability
function is defined by
n x n x
p q for x 0,1, 2,..., n
f x; n, p x
0; otherwise
Example
2
In a community, the probability that a newly born child will be boy . Among the 4
5
newly born children in that community, what is the probability that
Solution
Let us consider the event that a newly born child is a boy as success in Bernoulli trial
2
with probability of success . Let the number of boys be a random variable X . Then X
5
can take values 0, 1, 2, 3, and 4.
4 x
2 4 2 3
x
f x, 4, for x 0,1, 2,3, 4 .
5 x 5 5
44
4 2 3
4
b) p no boys p x 0 0.1296 .
0 5 5
4 1
4 2
1
3
c) p exactly one boy p x 1 0.3456 .
1 5 5
Example
A fair coin is tossed 5 times. Find the probability of
a) exactly two heads
b) no head
Solution :
Let the number of heads be a random variable X which can take values 0, 1, 2, 3, 4 and
1
5. Then X is binomial variate with p and n 5 .
2
The probability function of X is
5 x
1 5 1 1
x
f x,5, for x 0,1, 2,3, 4,5
2 x 2 2
5 2
5 1 1
2
b) p no heads p x 0 0.03125 .
2 2 2
Example :
Determine the binomial distribution for which mean is 4 and variance is 3.
Solution:
Let X be a binomial variate with parameters n and p . Here, we have, np 4 and
npq 3 3 3 1 4 4
npq 3 . Thus q and p 1 q 1 . Then n 16 .
np 4 4 4 4 p 1
4
Hence, the binomial distribution is
16 1 x 3 16 x
for x 0,1, 2,...,16.
f x; n, p x 4 4
0; otherwise
Example:
We can consider the probability of passing a multiple choice exam paper comprising 20
questions each with 5 answers by random guessing.
The Bernoulli trial is a guess at the question, for which the probability of a pass is 0.2
(one fifth). It is important to distinguish between the fact there happen to be five answers
but only two outcomes (you pick the right answer or you do not). If there were five
possible outcomes, then this would not be a Bernoulli trial.
There are 20 trials (questions) so the probability of getting none right is,
20
p(0) 0.20 1 0.2 0.820 0.011529
20
0
20
p(1) 0.21 1 0.2 0.2 0.819 0.057646
19
1
The probability of getting a score of less than 10, in other words the probability of failing,
is the sum of the probabilities p(0) through to p(9) which is,
So the probability of getting 10 or more answers right and therefore passing the
examination by random guesswork is,
Poisson distribution
Introduction:
Poisson distribution was developed by France mathematician and physicist Simeon Denis
Poisson (1781-1840), who published it in 1837.
Definition:
A discrete random variable X is said to have a Poisson distribution if its probability
function is given by
e- x
for x 0,1, 2,..., .
f x; x !
0; otherwise
where, e 2.71828 and is the parameter of the distribution which is the mean number
of success and np .
Examples
Suppose that the number of emergency patients in a given day at a certain hospital is a
Poisson variable X with parameter 20 . What is the probability that in a given day
there will be
a) 15 emergency patients.
e-20 20 x
Here, 20 , f x; 20 for x 0,1, 2,..., .
x!
e-20 20
15
1 1.
0! 1! 2!
0.2841 .
21! 22! 23! 24!
Example :
If the probability that a car accident happens is a very busy road in on hour is 0.001. If
2000 cars passed in one hour by the road, what is the probability that
a) exactly 3
b) more than 2 car accidents happened on that hour of the road.
Solution
We know that,
e- x
f x; for x 0,1, 2,..., .
x!
e-2 2 x
f x; 2 for x 0,1, 2,..., .
x !
e-2 2
3
1 0.323 .
0! 1! 2!
Example
A factory produces blades in a packet of 10. The probability of a blade to be defective is
0.2%. Find the number of packets having two defective blades in a consignment of
10,000 packets.
Solution:
We know that,
e- x
f x; for x 0,1, 2,..., .
x!
Example:
What probability model is appropriate to describe a situation where 100 misprints are
distributed randomly throughout the 100 pages of a book? For this model, what is the
probability that a page observed at random will contain at least three misprints?
Solution:
We know that,
e- x
f x; for x 0,1, 2,..., .
x!
1
we have, p 0.01 (because there is only one mistake on the average in a page) ,
100
n 100 . np 100 0.01 1.
p at least 3 misprints p x 3 1 p x 3
1 p x 0 p x 1 p x 2
1 0.0803
0! 1! 2!
Normal Distribution
Introduction:
x 2
f x, , 2
1
e 2 ;
2
x 1
2
where, the parameters and 2 satisfy and 2 0 .
The variable X whose density function given in (1) is called normal variate with
parameters and 2 and is denoted by N , 2 . The parameters and 2 are
actually the mean and variance of the normal variate X . The graph of the normal curve is
p a x b F b F a
Example
A company produces light bulbs whose life times follows a normal distribution with
mean 1200 hours and standard deviation 250 hours. If a light bulb is chosen randomly
from the company’s output, what is the probability that it’s life time will be between 900
and 1300 hours?
Solution
Let X represent life time in hours. Then
900 X 1300
p 900 x 1300 p
900 1200 1300 1200
p z
250 250
p 1.2 z 0.4
p z 0.4 p z 1.2
0.65542 0.11507
(By using Normal table)
0.54035
Hence, the probability is approximately 0.54 that a light bulb will last between 900 and
1300 hours.
Example
A very large group of students obtains test scores that are normally distributed with mean
60 and standard deviation 15. What proportion of students obtained scores
a) Less than 85.
b) More than 90.
Solution:
X 85 85 60
a) p x 80 p p z
15
p z 1.67 p z 1.67
0.9525 . (By using Normal table).
X 90 90 60
b) p x 90 p p z
15
p z 2 1 p z 2 1 p z 2
1 0.9772 0.0228 . (By using Normal table).
85 X 95
p 85 x 95 p
c)
85 60 95 60
p z
15 15
p 1.67 z 2.33
p z 2.33 p z 1.67
0.9901 0.9525
(By using Normal table)
0.03756
Example
The average daily sales of 500 branch office were Tk. 150 thousands and the standard
deviation Tk. 15 thousands. Assuming the distribution to be normal indicate how many
branches have sales between
a) Tk. 120 thousands and Tk. 145 thousands.
b) Tk. 140 thousands and Tk. 165 thousands.
Solution
120 X 145
p 120 x 145 p
a)
120 150 145 150
p z
15 15
p 2 z 0.33
p z 0.33 p z 2
0.3707 0.02275 0.34795 (By using Normal table)
Hence, the expected number of branches having sales between Tk. 120 thousands and Tk.
145 thousands are
0.3479 500 173.95 174 .
140 X 165
b) p 140 x 165 p
140 150 165 150
p z
15 15
p 0.67 z 1
p z 1 p z 0.67
0.84434 0.25143 0.58991 (By using Normal table)
Hence, the expected number of branches having sales between Tk. 140 thousands and Tk.
165 thousands are
0.58991 500 294.955 295 .