SSMD Stats Unit-1 Part-2
SSMD Stats Unit-1 Part-2
Semester-VI
DA304T
▶ Probability Distribution
▶ Discrete and Continuous Distribution
▶ Mathematical Expectations
▶ Binomial Distribution
▶ Poisson Distribution
▶ Uniform Distribution
▶ Exponential Distribution
▶ Normal Distribution, Normal Curve and Its Characteristics
▶ Area Under The Normal Curve
Example 1:
A coin is tossed. It has two possible outcomes- Head and Tail.
𝐻, 𝑖𝑓𝐻𝑒𝑎𝑑 𝑎𝑝𝑝𝑒𝑎𝑟𝑠
Consider a variable, X= outcome of a coin toss= ቊ𝑇,
𝑖𝑓 𝑇𝑎𝑖𝑙 𝑎𝑝𝑝𝑒𝑎𝑟𝑠
Here, S= {H, T}.
But, these are not numerical values.
Example 1(contd.):
Consider a variable, X= Number of heads obtained in a trial
1, 𝑖𝑓 𝐻𝑒𝑎𝑑 𝑎𝑝𝑝𝑒𝑎𝑟𝑠
Then, 𝑋 = ቊ
0, 𝑖𝑓 𝑇𝑎𝑖𝑙 𝑎𝑝𝑝𝑒𝑎𝑟𝑠
For a fair coin, we can write, P(X=1) = ½ and P(X=0) = ½
So, X is a random variable.
Examples:
Discrete Random Variable:
1. X= Number of correct answers in a 100-MCQ test= 0, 1, 2, …, 100
2. X= Number of cars passing a toll both in a day= 0, 1, 2, …, ∞
3. X= Number of balls required to take the first wicket = 1, 2, 3, …, ∞
Examples:
Discrete probability distribution-
• Tossing a coin 2 times.
X= Number of Heads appeared
S= {HH, HT, TH, TT}
x 0 1 2
P(x) ¼ 2/4 ¼
Probability
1. Bernoulli Distribution
2. Binomial Distribution
3. Poisson Distribution etc.
Continuous probability distribution- Values
1. Uniform Distribution
Probability
2. Normal Distribution
3. Exponential Distribution
4. t-distribution etc.
Values
BVCOE, New Delhi
PMF and PDF 11
• For a discrete random variable X with pmf p(x), the mathematical expectation
of X is-
𝜇=𝐸 𝑋 = 𝑥𝑝 𝑥
𝑥
• For a continuous random variable X with pdf f(x), the mathematical
expectation of X is-
𝜇 = 𝐸 𝑋 = න𝑥 𝑓 𝑥
𝑥
𝑥2 𝑝 𝑥 , 𝑖𝑓 𝑥 𝑖𝑠 𝑎 𝑑𝑖𝑠𝑐𝑟𝑒𝑡𝑒 𝑟. 𝑣.
𝑥
𝐸 𝑋2 =
න𝑥 2 𝑓 𝑥 , 𝑖𝑓 𝑥 𝑖𝑠 𝑎 𝑐𝑜𝑛𝑡𝑖𝑛𝑢𝑜𝑢𝑠 𝑟. 𝑣.
𝑥
Variance:
𝜎 2 = 𝑉𝑎𝑟 𝑋 = 𝐸 𝑋 − 𝐸 𝑋 2 = 𝐸 𝑋2 − 𝐸 𝑋 2 = 𝐸 𝑋 2 − 𝜇2
1. E(c) = c 1. Var(c) = 0
2. E(c X) = c E(x) 2. Var(c X) = c2 Var(x)
3. E(X + c) = E(x) + c 3. Var(X + c) = Var(x)
4. E(X+Y) = E(X) + E(Y) 4. Var(X+Y) = Var(X) + Var(Y)
5. E(X-Y) = E(X) - E(Y) 5. Var(X-Y) = Var(X) + Var(Y)
6. E(XY) = E(X) . E(Y)
Example 2-
A company estimates the net profit on a new product, it is launching, to be Rs. 3
million during first year, if it is ‘successful’, Rs. 1 million if it is ‘moderately
successful’, and a loss of Rs. 1 million if it is ‘unsuccessful’.
The company assigns the following probabilities to first year prospects for the
product-
Successful: 0.25, Moderately successful: 0.40, and Unsuccessful: 0.35
What are the expected value and standard deviation of the first year net profit
for the product? Also, find the expected value of net profit if there is a fixed cost
of Rs. 0.2 million, whatever the success status is.
Solution-
Let,
X= Net profit on the new product in the 1st year (Rs. Million)
Given that,
x 3 1 -1
P(x) 0.25 0.4 0.35
Solution (contd.)-
If there is a fixed cost of Rs. 0.2 million, then expected net profit-
𝐸 𝑋 − 0.2 = 𝐸 𝑋 − 0.2 = 0.8 − 0.2 = 0.6 𝑚𝑖𝑙𝑙𝑖𝑜𝑛
Bernoulli trial:
A trial that has only two possible outcomes (often called ‘Success’ and ‘Failure’)
Let,
• n independent Bernoulli trials are performed
• Each trial has the same probability of success, p
Let,
X= number of success in n trials
𝑝 𝑥 = 𝑛𝐶𝑥 𝑝 𝑥 1 − 𝑝 𝑛 − ; 𝑥 = 0, 1, 2, … , 𝑛
𝑛!
= 𝑝𝑥 1 − 𝑝 𝑛 −
𝑛 − 𝑥 ! 𝑥!
Example 3:
There are 3 multiple choice questions in a MCQ test. Each MCQ consists of four
possible choices and only one of them is correct. If an examinee answers those
MCQ randomly (without knowing the correct answers)
a. What is the probability that exactly any two of the answers will be correct?
b. What is the probability that at least two of the answers will be correct?
c. What is the probability that at most two of the answers will be correct?
d. What will be the average or expected number of correct answers?
e. Also, find the standard deviation of number of correct answers.
Solution:
Let,
X= number of correct answers selected in 3 MCQs
∴ 𝑋 ~ 𝑏𝑖𝑛𝑜𝑚𝑖𝑎𝑙 𝑛 = 2, 𝑝 = 0.25
Solution (contd.):
a. probability that exactly any two of the answers will be correct-
3!
𝑃 𝑋=2 = 0.25 2 0.75 3−2
3 − 2 ! 2!
3! 2 1
3∗2∗1
= 0.25 0.75 = ∗ 0.0625 ∗ 0.75 = 0.141
1! 2! 1∗ 2∗1
Solution (contd.):
c. probability that at most two of the answers will be correct-
𝑃 𝑋 ≤ 2 =𝑃 𝑋 =0 +𝑃 𝑋 = 1 +𝑃 𝑋 =2
3! 3!
= 0.25 0 0.75 3−0 + 0.25 1 0.75 3−1
3 − 0 ! 0! 3 − 1 ! 1!
3!
+ 0.25 2 0.75 3−2
3 − 2 ! 2!
3! 3! 3!
= 0.25 0 0.75 3 + 0.25 1 0.75 2 + 0.25 2 0.75 1
3! 0! 2! 1! 1! 2!
= 0.422 + 0.422 + 0.141 = 0.985
d. 𝐸 𝑋 = 𝑛𝑝 = 3 ∗ .25 = 0.75
e. 𝑆𝐷 𝑋 = 𝑛𝑝𝑞 = 3 ∗ 0.25 ∗ 0.75 = 0.75
X 0 1 2 3
P(x) 0.422 0.422 0.141 0.016
Probability 0.4
0.2
0
0 1 2 3
Number of correct answers
Let,
X= a random variable usually counts or number of occurrences
𝑒 −𝜆 𝜆𝑥
𝑝 𝑥 = ; 𝑥 = 0, 1, 2, …
𝑥!
Example 4:
The average number of errors on a page of a certain magazine is 0.2.
What is the probability that the next page (or a randomly selected page)
you read contains
i. 0 (zero) error?
ii. 2 or more errors?
iii. What is the average error per page?
iv. Also, find standard deviation of the number of errors.
Solution:
Let,
X= number of errors in a page
∴ 𝑋 ~ 𝑃𝑜𝑖𝑠𝑠𝑜𝑛 𝜆 = 0.2
𝑒 −𝜆 𝜆𝑥
𝑝 𝑥 = 𝑥! ; 𝑥 = 0, 1, 2, …
𝑒−0.2 0.2𝑥
=
𝑥!
BVCOE, New Delhi
Poisson Distribution 30
Solution:
e−0.2 0.2 x e−0.2 0.20 e −0.2 ∗1
i. P X=0 = = = = 0.8187
X! 0! 1
x p(x)
0 0.82
1 0.16 Poisson (λ=0.2)
2 0.02 0.90
3 0.00 0.80
4 0.00
5 0.00
0.70
6 0.00 0.60
7 0.00 0.50
8 0.00 0.40
9 0.00
0.30
10 0.00
15 0.00 0.20
20 0.00 0.10
30 0.00 0.00
40 0.00
0 1 2 3 4 5 6 7 8 9 10 15 20 30 40 50 100
50 0.00
100 0.00 p(x)
Let,
X is a continuous random variable
1
𝑓 𝑥 = ; 𝑎<𝑥<𝑏
𝑏−𝑎 1
𝑏−𝑎
We write it as, 𝑋 ~ 𝑢𝑛𝑖𝑓𝑜𝑟𝑚 𝑎, 𝑏
Mean, 𝐸 𝑋 = 𝑎+𝑏
2
𝑏−𝑎 2 a b
Variance, 𝑉 𝑋 =
12
x
Example 5:
The waiting time (in minutes) for train is uniform (10, 50).
Find-
a. The probability that you have to wait at least 20 minutes.
b. Average waiting time.
c. Standard deviation of waiting time.
Solution:
Let,
X= waiting time (in minutes)
∴ 𝑋 ~ 𝑢𝑛𝑖𝑓𝑜𝑟𝑚 10, 50
1
𝑓 𝑥 = 𝑏−𝑎 ; 𝑎 <𝑥 <𝑏
1
= 50 − 10 ; 10 < 𝑥 < 50
1
=
40
Solution:
a. Probability that you have to wait at least 20 minutes-
50 50
1 1 50
P 𝑋 ≥ 20 = න 𝑓 𝑥 𝑑𝑥 = න 𝑑𝑥 = න 1 𝑑𝑥
20 20 40 40 20
1 1 30 3
= 𝑥 50
20 = 50 − 20 = = = 0.75
40 40 40 4
Solution:
c. Standard deviation of waiting time-
𝑏−𝑎 2 50 − 10 2 40 2
𝑆𝐷 𝑋 = = = = 3.65 𝑚𝑖𝑛𝑢𝑡𝑒𝑠
12 12 12
Variance, 𝑉 𝑋 = 1
𝜆2
Example 6:
Average time required to repair a machine is 0.5 hours. What is the
probability that the next repair will take more than 2 hours?
Solution:
Let,
X is a continuous random variable
1 1
− 2 𝑥−𝜇 2
𝑓 𝑥 = 𝑒 2𝜎 ; −∞ < 𝑥 < ∞
𝜎 2𝜋
We write it as, 𝑋 ~ 𝑁 𝜇, 𝜎 2
Mean, 𝐸 𝑋 = 𝜇
-∞ μ ∞
Variance, 𝑉 𝑋 = 𝜎2
x
BVCOE, New Delhi
Standard Normal Distribution 40
Let,
𝑋−𝜇
𝑍=
𝜎
Then, Mean, 𝐸 𝑍 = 0
Variance, 𝑉 𝑍 = 1
And, if Z has a probability density function (pdf),
1 1
−2 𝑧 2
𝑓 𝑧 = 𝑒 ; −∞ < 𝑧 < ∞
2𝜋
-∞ 0 ∞
We write it as, 𝑍 ~ 𝑁 0, 1
z
-∞ μ-σ μ μ+σ ∞
-∞ μ ∞ -∞ 0 ∞
x z
Example 7:
The number of viewers of a TV show per week has a mean of 29 million with a
standard deviation of 5 million. Assume that, the number of viewers of that show
follows a normal distribution.
What is the probability that, next week’s show will-
a. Have between 30 and 34 million viewers?
b. Have at least 23 million viewers?
c. Exceed 40 million viewers?
Solution:
Let, X= Number of viewers of the show per week (in million)
-∞ 0 0.2 1 ∞
∴ 𝑋 ~ 𝑁 𝜇, 𝜎 2 z
a. the probability that, next week’s show will have between 30 and 34 million viewers-
30 − 𝜇 𝑋 − 𝜇 34 − 𝜇 30 − 29 𝑋 − 𝜇 34 − 29
𝑃 30 ≤ 𝑋 ≤ 34 = 𝑃 ≤ ≤ =𝑃 ≤ ≤
𝜎 𝜎 𝜎 5 𝜎 5
= 𝑃 0.20 ≤ 𝑍 ≤ 1 = 𝑃 0 ≤ 𝑍 ≤ 1 − 𝑃 0 ≤ 𝑍 ≤ 0.2 = 0.3413 − 0.0793
= 0.262
Solution (contd.):
b. the probability that, next week’s show will have at least 23 million
viewers-
𝑋 − 𝜇 23 − 𝜇 𝑋 − 𝜇 23 − 29
𝑃 𝑋 ≥ 23 = 𝑃 ≥ =𝑃 ≥
𝜎 𝜎 𝜎 5 -∞ -1.2 0 ∞
= 𝑃 𝑍 ≥ −1.2 = 𝑃 −1.2 ≤ 𝑍 ≤ 0 + 𝑃 𝑍 ≥ 0 = 0.3849 + 0.5 z
= 0.8849
c. the probability that, next week’s show will exceed 40 million
viewers-
𝑋 − 𝜇 40 − 𝜇 𝑋 − 𝜇 40 − 29
𝑃 𝑋 > 40 = 𝑃 > =𝑃 >
𝜎 𝜎 𝜎 5 0 2.2 ∞
= 𝑃 𝑍 > 2.2 = 𝑃 𝑍 ≥ 0 − 𝑃 0 ≤ 𝑍 ≤ 2.2 = 0.5 − 0.4861 = 0.0139 -∞ z
Example 8:
a. For what value of ‘a’, P[Z≤a] = 0.95?
b. For what value of ‘a’, P[Z≥a] = 0.05?
c. For what value of ‘a’, P[Z≤a] = 0.975?
Solution:
a. P[Z≤a] = 0.95
Or, P[Z≤0] + P[0<Z≤a] = 0.95
0.95
Or, 0.5+ P[0<Z≤a] =0.95
Or, P[0<Z≤a] =0.95-0.5= 0.45
-∞ 0 1.645 ∞
For a= 1.645, P[0<Z≤a] =0.45 z
0.975
0.05
-∞ 0 1.645 ∞ -∞ 0 1.96 ∞
z z
BVCOE, New Delhi