STA 115

Probability I
ii
Ibadan Distance Learning Centre Series

STA 115
Probability I

By
Oyedeji Isola Osowole
Department of Statistics
University of Ibadan

Published by
Distance Learning Centre
University of Ibadan

iii
© Distance Learning Centre
University of Ibadan
Ibadan

All rights reserved No part of this publication may be reproduced, stored

in a retrieval system, or transmitted in any form or by any means,
electronic, mechanical, photocopying, recording, or otherwise, without the
prior permission of the copyright owner.

First published in 2007

ISBN 978-021-272-8

General Editor: Prof. Francis Egbokhare

Series Editor: O.I. Adeyemo and O.O. Akisanya

Typeset @ Distance Learning Centre, University of Ibadan

Printed by: Dabfol Prints & Pack Ltd. N4/134 Ekotedo Near Queens
Cinema, Dugbe Ibadan.

iv
Table of Contents
Page
Vice-Chancellor’s Message … … … … … vi
Foreword … … … … … … … vii
General Introduction … … … … … … viii
Lecture One: Permutation and Combination … … 1
Lecture Two: Concepts and Principles of Probability… 5
Lecture Three: Random Variables … … … … 13
Lecture Four: Probability Distributions … … … 17
Lecture Five: Distribution Functions … … … 23
Lecture Six: Basic Distribution I: Bernoulli Distribution 26
Lecture Seven: Basic Distribution II: Binomial Distribution 29
Lecture Eight: Basic Distribution III: Poisson Distribution 34
Lecture Nine: Basic Distribution IV: Hyper Geometric
Distribution… … … … … 39
Lecture Ten: Basic Distribution V: Normal Distribution 43

v
Vice-Chancellor’s Message
I congratulate you on being part of the historic evolution of our Centre for
External Studies into a Distance Learning Centre. The reinvigorated Centre,
is building on a solid tradition of nearly twenty years of service to the
Nigerian community in providing higher education to those who had hitherto
been unable to benefit from it.
Distance Learning requires an environment in which learners themselves
actively participate in constructing their own knowledge. They need to be
able to access and interpret existing knowledge and in the process, become
autonomous learners.
Consequently, our major goal is to provide full multi media mode of
teaching/learning in which you will use not only print but also video, audio
and electronic learning materials.
To this end, we have run two intensive workshops to produce a fresh
batch of course materials in order to increase substantially the number of texts
available to you. The authors made great efforts to include the latest
information, knowledge and skills in the different disciplines and ensure that
the materials are user-friendly. It is our hope that you will put them to the best
use.

Professor Olufemi A. Bamiro, FNSE

Vice-Chancellor

vi
Foreword
The University of Ibadan Distance Learning Programme has a vision of
providing lifelong education for Nigerian citizens who for a variety of reasons
have opted for the Distance Learning mode. In this way, it aims at
democratizing education by ensuring access and equity.
The U.I. experience in Distance Learning dates back to 1988 when the
Centre for External Studies was established to cater mainly for upgrading the
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Since then, it has gathered considerable experience in preparing and
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programme to cover Agriculture and the need to review the existing materials
have necessitated an accelerated process of course materials production. To
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resulted in a substantial increase in the number of course materials. The
writing of the courses by a team of experts and rigorous peer review have
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which are at the core of education, even in an ICT age.
The materials have had the input of experienced editors and illustrators
who have ensured that they are accurate, current and learner friendly. They
are specially written with distance learners in mind, since such people can
often feel isolated from the community of learners. Adequate supplementary
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course materials.
The Distance Learning Centre also envisages that regular students of
tertiary institutions in Nigeria who are faced with a dearth of high quality
textbooks will find these books very useful. We are therefore delighted to
present these new titles to both our Distance Learning students and the
University’s regular students. We are confident that the books will be an
invaluable resource to them.
We would like to thank all our authors, reviewers and production staff for
the high quality of work.
Best wishes.

Professor Francis O. Egbokhare

Director

vii
General Introduction
The importance of statistics is increasing by the day and this is justified by
its being taught in almost all courses, both in universities and
polytechnics; as well as colleges of education. However, students tend to
have difficulties in statistics and other mathematical courses due to the
fact that many of them consider these courses to be very abstract.
This material intends to correct this malady by presenting the concept
of probability in a reader-friendly style. In doing this, no assumptions are
made. Each lecture begins with the fundamental principles on which the
main contents of the lecture are based.
It is hoped, therefore, that you will go through the book diligently,
thereby grasping the themes surrounding PROBABILITY.

Overall Objectives
At the end of the entire course, you should be able to:
1. understand the basic concept of probability.
2. distinguish between permutation and combination.
3. define a random variable and explain its different types.
4. define probability distributions.
5. specify Bernoulli, binomial, Poisson and normal distributions.

viii
LECTURE ONE

Permutation and Combination

Introduction
This lecture gives a review of the underlying concepts of permutation and
combination required in solving practical problems in probability.

Objectives
At the end of this lecture, you should be able to:
1. discuss and clearly define the concept of permutation;
2. discuss and define the concept of combination;
3. solve problems involving permutations and combinations; and
4. recognize the basic notations of permutations and combinations.

Pre-Test
1. What is permutation?
2. What is combination?
3. What is nPr?
4. What is nCr?
5. Differentiate between permutation and combination.

CONTENT
Section 1: Definition of Permutation
Often, it is of interest to consider ways items or objects could be arranged.
For example, letters A and B could be arranged as AB or BA. That is,
there are two ways of arranging letters A and B. Generally, we shall be

1
interested in the number of ways n items or objects will be arranged in this
lecture.

Notation of Permutation
The number of permutations of n different items taking r items at a time is
given as nPr and defined as
n
Pr = n!(factorial n)
(n-r)!(factorial n-r)
5
For example, P2 = 5! = 5!
(5-2)! 3!
= 5x4x3x2x1
3x2x1
= 120 = 20
6
In other words, the total number of ways of arranging 5 items taking
2 at a time is 5P2 = 20 ways.

Section 2: Definition of Combination

Combination refers to a situation where objects or items are selected
without any reference to their relative positions (or order of appearances).
For example, two letters may be selected in the way described above in
only one way since AB and BA are the same combinations (or selections).
Generally, the concept used above will be generalized to take care of
the case where there are n items or objects.

Notation of Combination
The number of combinations of n different items taking r at a time is given
n!
as nCr and defined as nCr =
r ! n  r  !

For example, 5C2 = 5! = 5!

2!(5-2)! 2!3!

2
 = 5x4x3x2x1
2x3x2x1
= 120 = 10
12
This means that the number of ways of selecting 2 items at a time from 5
available items is 5C2 = 10 ways.
It should be noted that arrangement is synonymous to permutation while
selection is synonymous to combination.

Section 3: Further Definitions

1. The number of permutations of n items in a circle is (n-1)!
2. The number of permutations of n things such that n1 items are of
one kind, n2 items are of another kind, n3 items are still of
another kind, up to and including nk items such that n1+n2+ …
+nk = n is

 n 
 
 n1, n 2 ,..., n k  = n!

n1!n2!n3!…nk!

3. Factorial 0, 0! = 1

Summary
In this lecture, we have learnt how to use the concepts of permutation
and combination as well as the distinction between the two concepts.
Specifically, when order is of no importance, combination should be
used and when it is of paramount importance, permutation should be
used.

3
Post-Test
Attempt the questions posed under Pre-test again and consider the
following questions:
1. Find (a) 7P5 (b) 7C5 (c) 4P4 (d) XP3
2. In how many ways can 10 people be seated on a bench if only 4
seats are available?
3. How many permutations are possible with the letters of the word
MISSIONARY?
4. It is required to seat 5 men and 4 women in a row so that the
women occupy the even places. How many of such arrangements
are possible?
5. How many ways can you draw 4 aces from a deck of well-shuffled
cards?

References
Adamu, S.O. and Johnson, T.L. (1997). Statistics for Beginners.
Bodija, Ibadan: SAAL Publications.
Omotosho, Y.M. (2002). College and University Statistics.
Moniya, Ibadan: Yosode Book Publishers.

4
LECTURE TWO

Concepts and Principles of Probability

Introduction
This lecture introduces you to the elementary concepts and principles of
probability. Here, a concise definition of probability shall be given as well
as definitions of some other basic terms.

Objectives
At the end of this lecture, you should be able to:
1. define some basic terms;
2. define probability, using three different approaches; and
3. use the addition and multiplication rules of probability in solving
problems.

Pre-Test
1. Define the following terms:
a. Experiment (b) Event (c) Sample space (d) A Null Event
b. A Sure Event, e.t.c.
2. Explain the concept of probability, using the three fundamental
approaches.

CONTENT
Section 1: Definition of Terms
The terms to be considered here are essential to the understanding of
problems in probability.

5
1. Experiment
Any process of observation or measurement is called an experiment.

2. Sample space
The set containing all possible outcomes of an experiment is called a
sample space.

3. Event
A particular outcome of an experiment is called an event. In other words,
an event is a subset of the sample space. That is, an event is contained in
the sample space.

4. A Null Event
An event that cannot happen is called a null event. For example, the event
of having an orange fruit on a mango tree is a null event.

5. A Sure Event
An event that will ultimately happen is called a sure event. Thus, an event
that is certain to occur is indeed a sure event. For example, the event of
plucking an orange fruit from an orange tree is a sure event.

6. Mutually Exclusive Events

Events are said to be mutually exclusive, when they cannot happen
together. In essence, the simultaneous occurrence of the events is doubtful.
The event that a boy is playing football and table tennis at the same time is
mutually exclusive.

7. Independent Events
Events are independent when the occurrence or non-occurrence of one
does not affect the occurrence or non-occurrence of the other. In other
words, the events can occur independently.

6
Section 2: Set Theory
1. Set
A set is defined as a collection of well defined objects, items, animals,
people, etc. For example, the number of oranges in a basket could be
regarded as a set.

2. A Universal Set,

A set containing all items under consideration at a particular point in time

is called the Universal Set. Another name for it is the sample space.

3. A Subset

When a set B is contained in , B is called a subset of .

4. A Null Set
A set having no member is called a null set and is denoted by  .

5. Union of Sets A and B

The union of 2 sets, A and B, denoted by A  B is the set containing all
items in A or B or both.

6. Intersection of sets A and B

The intersection of 2 sets, A and B denoted by A  B is the set containing
all items common to both A and B. In other words, A  B has elements
jointly present in A and B.

7. Complement of a set A
The complement of a set A, denoted by AC is the set containing elements
in and not in A. Hence, A  AC = and

7
 A  AC =  .
Illustrative Diagrams

Suppose = {1, 2, 3, 4, 5, 6}, A = {2, 4, 6} and B = {1, 3}

a. A B

2,4, 1,3
6

The Venn diagram, showing , A and B.

b. A B

2,4,6
1,3

The Venn diagram, showing A  B where A  B =  .

c. 
A B

2,4,6
1,3

The Venn Diagram, showingAB

AB where AB = {1, 2, 3, 4, 6}

8
Some Set Relations
1. n(AB) = n(A) + n(B) – n(AB)
2. n(AB) = n(A) + n(B), if A and B are mutually exclusive events
3. p(A) = n(A)
n()
Section 3: Definition of Probability
Here, we shall attempt to define probability, using three basic approaches.
These are classical, subjective and axiomatic approaches.

1. Classical Approach
If an experiment results in “n” equally likely, mutually exclusive and
exhaustive, outcomes such that “m” of them are favourable to the
occurrence of an event A, then the probability of event A occurring, P(A)
is defined as P(A) = number of favourable outcomes
number of total possibilities
= m
n

2. Subjective Approach
Here, probability is defined as the degree of one’s belief in the occurrence
or non-occurrence of an event. If a person believes strongly in the
occurrence of an event, then such an event is likely to have a high
probability.

3. Axiomatic Approach
Here, probability is seen as the long run frequency of an event performed
repeatedly.
n ( A)
Thus, P(A) = limn
n

9
Section 4: Fundamental Probability Rules
1. P(AB) = P(A) + P(B) - P(AB)
2. P(AB) = P(A) + P(B), if A and B are mutually exclusive
3. P(ABC) = P(A) + P(B) + P(C) – p(AB) – P(AB) – P(AC)
– P(BC) + P(ABC)
4. P(ABC) = P(A) + P(B) + P(C), if A, B and C are mutually
exclusive.
5. P(AB) = P(A) x P(B), if A and B are independent
6. P(ABC) = P(A) x P(B) x P(C), if A, B and C are independent
7. P(AB) = P(A/B) P(B)
= P(B/A) P(A)
C
8. P(A ) = 1-P(A)
Examples
1. Find the probability of scoring a total of 7 points in a single toss of
a pair of fair dice.

Solution
P(A) = number of favourable outcomes
Number of possible outcomes
For a pair of fair dice, possible outcomes = 62 = 36
Total = 7  (1,6), (2,5) (3,4), (4,3), (5,2), (6,1).
6 1
 P(of 7 points) = =
36 6
2. One basket contains 4 oranges and 3 lemons; another basket
contains 3 oranges and 2 lemons. If one fruit is drawn from each
basket, find the probability that
a. both fruits are oranges.
b. both fruits are lemons.

10
Solution
4 3 12
a. P(both oranges) =x = (both selections are independent).
7 5 35
3 2 6
b. P(both lemons) = x = (both selections are independent).
7 5 35

Summary
In this lecture, we have examined the definition of probability, using the
three fundamental approaches – classical, subjective and axiomatic, which
you should by now understand. All the various basic terms required in
solving probability problems have also been treated.

Post-Test
You should consider the pre-test questions again and also answer the
following questions:
1. A sample poll of 200 voters revealed the following information:
15 would vote for A and C but not B.
65 would vote for B only
51 would vote for C only
15 would vote for both A and B
117 would vote for either A or B, or both A and B but not C
128 would vote for either B or C, or both B and C but not A. How
many would vote for
a. all the 3 contestants?
b. only one of the contestants?
c. A only?
d. A and B but not C?
e. A irrespective of B or C?
2. A man tosses two fair dice. What is the conditional probability that
the sum of the two dice will be seven, given that
a. the sum is odd?
b. the sum is greater than 6?

11
 3. A box contains 50 razor blades; five of these are known to be used,
the remainder unused. What is the probability that:
a. 5 razor blades selected from the box will be unused?
b. exactly 3 will be unused?
4. How many odd numbers greater than 600,000 can be made from
the digits 5, 6, 7, 8, 9 and 0
a. if repetitions are not allowed?
b. if repetitions are allowed?
 n  1 n
5. a. Find the value of n if 3   =7  
 3   2
b. What is the probability of winning a state lottery in which one is
required to choose 6 of the numbers 1, 2,…, 40 in any order?

References
Adamu, S.O. and Johnson, T.L. (1997). Statistics for Beginners.
Bodija, Ibadan: SAAL Publications.
Gupta, C.B. (1982). An Introduction to Statistical Methods.
Delhi: Vikas Publishing House Pvt Limited.
Spiegel, M.R. and L.J. Stephens (1999). STATISTICS: Theory and
Problems (3rd Edition) Schaum’s Outline Series. New York: McGrawHill.

12
LECTURE THREE

Random Variables

Introduction
In this lecture, we shall examine the meaning of a random variable as used
in statistics and several operations defined on it.

Objectives
At the end of this lecture, students should be able to:
1. define a random variable;
2. explain the different types of a random variable; and
3. define the mean and variance of a random variable.

Pre-Test
1. What is a random variable?
2. Explain the types of a random variable you are familiar with.
3. Give 3 examples each for a discrete variable and a continuous
variable.

CONTENT
Section 1: Definitions
In most applications of probability theory, we are interested only in a
particular aspect (or in two or a few particular aspects) of the outcomes of
experiments. For instance, when we roll a pair of dice, we are usually
interested only in the total, but not in the outcome for each die.

13
 In this example, we are interested in numbers, which are associated
with the outcomes of chance experiments; namely, in the values which are
taken on by so-called random variables. Therefore, if S is a sample space
with a probability measure, and X is a real-valued function defined over
the elements of S, then X is called a random variable. In other words, a
random variable is a function, which assigns to every element of a sample
space a real value. It should be noted that capital letters are used to denote
random variables, while small letters are used for the values assumed by
the random variables. For example, if a coin is tossed 2 times and we are
interested in the number of heads occurring, then X stands for the number
of heads. The table below shows the possible outcomes, X and
probabilities for each outcome.
Possible Outcome X Probability
HH 2 1
4
HT 1 1
4
TH 1 1
4
TT 0 1
4
Total - 1

To further drive home the points raised above, we shall consider

another example. If two socks are selected at random and removed in
succession from a drawer, containing five brown socks and three green
socks, list the elements of the sample space, the corresponding
probabilities, and the corresponding values of X, the number of brown
socks selected.

Solution
Let B and G stand for brown and green socks. The probabilities for BB,
BG, GB, and GG are, respectively, 5/8 x 4/7 = 5/14, 5/8 x 3/7 = 15/56, 3/8 x 5/7 =
15
/56, and 3/8 x 2/7 = 3/28, and the results are shown in the table below.

14
 Elements of sample Probability X
space
5
BB /14 2
15
BG /56 1
15
GB /56 1
3
GG /28 0
Total 1 -

Discrete and Continuous Random Variables

When values assumed by a random variable are all whole numbers, for
example, the number of children in a family, the number of oranges in a
basket, the number of voters in an election, e.t.c. then they are all
examples of discrete random variables.
It is clear from the definition above that experiments involving
counting of items, objects, animals and people will return discrete random
variables.
Continuous random variables are those whose values are contained
in an interval. It means that the values lie between two other values.
Variables like weight, height, length, volume, temperature, etc. are all
examples of continuous random variables.

Expectation of a Random Variable

The mathematical expectation of a random variable denoted by E(X) is
defined as

n
E(X) = 
i 1
xi p( x) -for a discrete random variable


=  xf ( x)dx -for a continuous random variable

15
It should be noted that the mean of a random variable is the expectation of
the random variable.

Variance of a random variable

The variance, V(X) of any random variable is defined as:
V(X) = E(X2) – [E(X)]2
n
Where E(X2) = 
i 1
xi2 p( x) – for a discrete random variable



x
2
= f ( x)dx – for a continuous random variable


Summary
In this lecture, the definition of a random variable has been given and the
various types at random variables have also been discussed. The
relationship between mean and expectation of a random variable should
now be understood.

Post-Test
Go back to the pre-test and attempt it once again.

References
Freund, J. E. and Walpole, R.E. (1987). Mathematical Statistics.
th
(4 Edition). New Delhi: Prentice Hall of India Private Limited.
Gupta, C. B. (1982). An Introduction to Statistical Methods.
Delhi: Vikas Publishing House Pvt Limited.

16
LECTURE FOUR

Probability Distributions

Introduction
In the last lecture, the definition of a random variable and expectation
were considered. Now, we shall consider the meaning and uses of
probability distributions.

Objective
At the end of this lecture, you should be able to differentiate between
discrete and continuous probability distributions.

Pre-Test
1. Define a discrete probability distribution function.
2. Define a continuous probability density function.
3. State the properties of both functions.

CONTENT
Section 1: Probability Distribution Function
Every random variable has associated with it a probability function, which
can be used to determine the mean and variance of the random variable.

A Probability Distribution Function

Any function P(x) = P(X = x) defined for a discrete random variable such
n
that P(x)  0 for each x and  xi p( x) = 1, for all xi is called a
n i 1
probability distribution function for a random variable X.
17
Examples
1. A coin is tossed three times. What is the probability function of the
appearance of the heads? And show that the probability function is
indeed a proper probability distribution function.

Solution
The list of outcomes and the attached probabilities are:
Outcome Probability

TTT ⅛
TTH ⅛
THT ⅛
THH ⅛
/ HTT ⅛
HTH ⅛
HHT ⅛
HHH ⅛
TOTAL 1

If x represents the number of heads appearing, this will lead to the table
below:
X P(x)
0 1/8
1 3/8
2 3/8
3 1/8
TOTAL 1
Since  P(x) = 1 and the values of x are all discrete, therefore P(x) is a
proper probability distribution function.
2. A pair of fair dice is tossed and the sum of points obtained is
observed. Find the probability distribution of the event.

18
Solution
Let x be the sum of points obtained. The probability distribution is shown
below:
X 2 3 4 5 6 7 8 9 10 11 12
P(x) /36 2/36 /36 /36 /36 /36 /36 /36 336 2/26 1/36
1 3 4 5 6 5 4

A Probability Density Function

Any function f(x) defined for a continuous random variable x such that

f(x)  0 for each x and  xf ( x)dx  1is called a probability density
function.

Example
1. A continuous random variable X having values only between 0 and 4

has a density function given by f(x) =

1 -a x, where a is constant.
2

a. Calculate a
b. Find Pr(1x2)
Solution
a. f(x) being a density function means that:
4 4 2
0 f ( x)dx  1   ( 1  ax)dx  1  ( 2x  ax2 ) 4
=1
0
2 0

a1
8

19
 f(x) =
1x
2 8
2
1 x x x2 2
b. Pr (1x2) = 1 (  )dx  ( 
2 8
)
2 16 1

= 2 -4 -1 + 1
2 16 2 16

=
83  5
16 16
Mean and Variance of a Probability Function
The mean and variance of any given probability function is given as:
Mean = E (X)= ∑ x P (x) – when x is discrete

=  xf ( x)dx -when x is continuous

Variance = V (X) = E (X2)- [E(X)]2

= ∑x2 p(x) - [∑ x p(x)]2 - when X is discrete
  2
 
x f ( x)dx  ( xf ( x)dx) - when X is continuous
= 2
 

Examples
1. Obtain the mean and the variance of X from the table below:
x 0 1 2
¼ 2 1
p(x) /4 /4

20
Solution
Mean = E(x) = ∑x p(x)
= 0(¼) + 1(2/4) + 2(1/4)
= 2/4 +2/4 = 4/4 =1
Variance = V(X) = E(X2)- [E(X)]2
E(X2)= ∑X2 p(x)
= 02(1/4)+ 12 (2/4) + 22 (1/4)
= 2/4 + 4/4 = 6/4
 V(X) = 6/4 – (4/4)2
1
= 6/4 - 1 =
2

1
 Variance =
2

2. A continuous random variable X has the density function,

1 x
f(x) =  , 0 x4. Obtain the mean and variance of X
2 8

Solution
4 4
1  x )dx  x  x2 dx x2 x3 ) 4
Mean of X = E(X) = 0 2 8
x ( 0 2 8 = (
4

24 0
96  64 32 4
=
 
24 24 3
Variance = V(X) = E(X2)- [E(X)]2
4 4
x2 ( 1  x )dx  ( x  x3 )dx
0 0 2 8
2
E(X ) =
2 8

21
=(
x3  x4 ) 4  64  256  512
6 32 0 6 32 192
14536
 V ( X )  512  ( 4 )2 =  0.889
192 3 1728

Summary
In this lecture, we have seen that a probability function has a value
between 0 and 1, and the main distinction between a probability
distribution function and a probability density function has also been
presented.

Post-Test
1. Review the questions under pre-test.
2. Find E(X) and E(X2) from the given probability distribution:
x 8 12 16 20 24
1/8 1/6 3/8 1/4 1/12
p(x)
3. a given business venture, a man can make a profit of N300 with
probability 0.6, or take a loss of N100 with probability 0.4.
Determine his expectation.
4. Find E(x), E(x2) and E(x3) for the probability distribution.

x - 10 -20 30
1/5 3/10 1/2
p(x)

References
Adamu, S. O. and Johnson, T. L (1997). Statistics for Beginners.
Bodija, Ibadan: SAAL Publications
Freund, J. E and Walplole, R.E. (1987). Mathematical Statistics
th
(4 Edition). New Delhi: Prentice Hall of India Private Limited.
Gupta, S.C and Kapoor, V. K (1999) Elements of Mathematical
Statistics. 23, Daryaganj, New Delhi: Sultan Chand & Sons Publishers.

22
LECTURE FIVE

Distribution Functions

Introduction
In this lecture, you will be introduced to the concept of distribution
functions.

Objective
At the end of this lecture, you should be able to determine the distribution
functions of simple probability functions.

Pre-Test
1. Define a cumulative distribution of a random variable X.
2. List the properties of a distribution function.

CONTENT
Section 1: Cumulative Distribution Function
There are many problems in which it is of interest to know the probability
that the value of a random variable is less than or equal to some real
number x. These problems are solved by making use of cumulative
distribution functions or simply distribution functions.
The function, F(x) = P(X  x)
=  f (t ) , -  x   ;
q x
X is discrete

where f(t) is the value of the probability distribution of X at t, is called the

distribution function or cumulative distribution function of X.

23
 x
Also, the function F(X) = P (X  x) =  f (t )dt ; X is continuous
where f(t) is the value of the probability density function of X at t, is
called the distribution function or cumulative distribution function of the
continuous random variable X.

Properties of a distribution function

1. F(- ) = 0
2. F(+ ) = 1
3. If a b, then F(a)  F(b)
4. P (a  x  b) = F(b) – F(a)

5. For a continuous variable,

dF ( x)  f ( x)
dx
Examples
1. Given the table below, find F(3)
0 1 2 3 4

1/16 4/16 6/16 4/16 1/16

Solution
F(3) = P (X  3)
= p(0) + p(1) + p(2) + p(3)

=
1464
16 16 16 16
=15
16
2. Given that f(x) = 3e-3x, x 0, find F(x).

24
Solution
x x
x
  3e f (t )dt = (e ) 0
3t 3t
F(x) = f (t )dt =

3 x
= 1e
0, x  0
F(x) = 
1e
3 x
 ,x 0

Summary
In the course of this lecture, the definition and uses, as well as,
properties of a distribution function have been covered. Now you should
be able to define a distribution function properly.

Post-Test

1. The probability density function of the continuous random variable

X is given by f(x) = 1/5 for 2  x 7
Find (a) F(x) (b) P (3X5)
2x
2. a. Show that p( x)  , x  1, 2, ..., k is a proper probability
k (k 1)
distribution function.
b. Find F (4)

Reference
Gupta, S. C and Kapoor, V. K (1999). Elements of Mathematical
Statistics. 23, Daryaganj New Delhi Sultan Chand & Sons Publishers.

25
LECTURE SIX

Basic Distribution I: Bernoulli Distribution

Introduction
In this lecture, the Bernoulli distribution will be introduced to you in order
to enable you to specify the distribution and state its properties.

Objectives
At the end of this lecture, you should be able to:
1. explain clearly the Bernoulli distribution; and
2. derive the mean and the variance of the Bernoulli distribution.

Pre-Test
1. Write the Bernoulli distribution.
2. State the mean and variance of the Bernoulli distribution.

CONTENT
Section 1: Definition of the Bernoulli Distribution
In this lecture and subsequent ones, we shall study some probability
distributions of special importance in statistical theory and its applications.
Also, their parameters, especially the mean (  ) and variance ( 
2
) shall
be derived.
If an experiment has two possible outcomes, “success” and “failure”,
and their probabilities are, respectively, p and 1-p, then the number of
success, has a Bernoulli distribution.

26
 It, therefore, follows that if a random variable X has a Bernoulli
distribution, then its probability distribution function is given by
 1 x
p (1 p) , x  0,1
x

P (X=x) = 
 0,otherwise


Properties of the Bernoulli Distribution

1. It is a proper probability distribution function.
It has been established earlier that a probability function is that
function, whose sum gives one. Now, we shall confirm this
property for the distribution under study.
 1 x
p (1 p) , x  0,1
x

P(X=x) = 
 0,otherwise

1
 p( x) =
0
Sum of p(x) = p (1 p)1  p1(1 p)0
x 0
= 1-p + p = 1
Therefore, the Bernoulli distribution is a proper probability
distribution function

2. The mean and variance are p and p(1-p)

Mean
By definition, mean of X, μ = E(X)
1
= 
x0
xp( x) , X is discrete
1 1 x
 x( p (1 p)
x
= )
x0
= 0 +p= p

27
  The mean of the Bernoulli distribution =p
Variance
By definition, variance of X, V(X) = E(X2) -E(X)2
1
2
E(X ) = 
x 0
x2 p( x)
1
= 
x 0
x2 ( p x (1  p)1 x )

= p1(1 p)0  p
Now, V(X) = p p 2
 p(1  p)

Summary
In this lecture, the Bernoulli distribution has been presented with its
properties, especially, the mean and variance. The mean is p and the
variance is P(1-P). It is a discrete probability distribution.

Post-Test
1. If X has a Bernoulli distribution with p = 0. 1, find its mean and
variance.
2. If X has a Bernoulli distribution with p = 0.4, find E(X2) and
E (X3)
3. If X has a Bernoulli distribution with p = 0.7, find E (X-1)2 and
E (X-2)2.

Reference
Freund, J. E. and Walpole, R. E. (1987) Mathematical Statistics
(4th Edition). New Delhi: Prentice Hall of India Private Limited.

28
LECTURE SEVEN

Basic Distribution II: Binomial Distribution

Introduction
This lecture explores the binomial distribution, where it is generally
assumed that there are n trials. The usual notations are x, p and q
respectively. x stands for the number of successes, p is the probability of
success and q = 1-p is the probability of failure.

Objectives
At the end of this lecture, you should be able to:
1. define clearly the binomial distribution;
2. specify the mean and the variance of the binomial distribution;
3. derive the mean and the variance of the binomial distribution; and
4. solve practical problems involving the binomial distribution.

Pre-Test
1. What are the mean and variance of the binomial distribution?
2. Write a binomial distribution, having n=5 and p=0.4 as parameters.
3. What is P(X=3)? where X ~ b (10,0.01).

CONTENT
Section 1: Definition
Repeated trials play a very important role in probability and statistics,
especially, when the number of trials is fixed, the parameter p, the

29
probability of success is the same for each trial, and the trials are all
independent.
Of interest is the probability of getting “x success in n trials” under
the conditions stated above. This probability is cr  p x qn x and
n
obviously, the number of successes in n trials is a random variable having
a binomial distribution with the parameters n and p.
Therefore a random variable X has a binomial distribution if its
probability distribution function,
n x
 Cx

P ( X=x)=  p x q n x , x  0,1,2,..., n

 0,otherwise
The Mean and Variance of the Binomial Distribution
As it was shown in the last lecture that the mean and variance of the
Bernoulli distribution are p and pq respectively, the corresponding mean
and variance for the binomial distribution shall also be derived.
The Mean of the Binomial Distribution
By definition, mean of X, μ = E(X)
1
= 
x0
xp( x) , X is discrete
n
=  x( c px (1 p)nx )
n
x
x0
n
=  x( n c x p x (1 p)nx )
x1
n
= np  ( n1c x1 p x1(1 p)nx )
x1

30
 n
= 1,  ( n1c x1 p x1(1 p)nx ) 1
x1
  E( X )  np
The Variance of the Binomial Distribution
By definition, variance of X, V(X) = E(X2) -E(X)2
n
E(X2) = 
x0
x2 ncx p xqn x
But X2 = X (X-1) + X
 E (X2) = E[X(X-1)] + E (X)
=E[X(X-1)] + np
n
Now, E [X(X-1)] = 
x1
x( x 1) ncx p xq n x
n
= 
x 2
x( x 1) ncx p xq nx
=
n
n(n 1) p2  n2c
x2
p x2qn x
x2
= n(n 1) p2
n
Note that  n2c
x2
p x2qn x 1
x2
V ( X )  n(n 1) p2  np  (np)2
 np  np2

31
  np(1 p)  npq

V ( X )  npq
Examples
1. Find the probability that 7 of 10persons will recover from a tropical
disease, given that the probability is 0.80 that any one of them will
recover from the disease.

Solution
X=7, n=10, and p=0.80

p(7)  
10

7
7
( 0.8) (1  0.8)
10  7
 0.2

2. Find the mean and variance of a binomial distribution having

n = 15 and p= 0.75 as parameters.

Solution
The mean of a binomial distribution = np
= 15x0.75
= 11.25 ~11
The variance of a binomial distribution = npq
= 15x 0.75 x 0.25
= 2.8125 ~ 3
3. Suppose it is known from past experience that approximately 90% of
human beings contracting HIV Virus die within 10 years of infection.
Given that 5 people in a certain town contract the disease, use the
binomial probability distribution to find the probability that exactly 4
of them will die within10 years.

32
Solution
n=5, p = 90% = 0.9, p(4) = ?

Now, p(4)  
5

4
4
(0.9) (1  0.9)
5 4
 0.32805 ~ 0.33

Summary
In this lecture, you have been taught that a binomial distribution is a
Bernoulli experiment performed “n’’ number of times. The mean is np and
the variance is npq.

Post – Test
1. Review the Pre-Test.
2. Find the probability that in 4 tosses of a fair dice, a 5 appears (a) 2
times (b) at least 3 times. Correct your answers to 3 decimal
places.
3. If 40% of cocoa seeds bought by a produce buyer are defective,
find the probability that out of 5 cocoa seeds selected at random,
(a) exactly 3 (b) at most 2 are defective. Correct your answers to 2
decimal places.
4. The probability that Jacob beats Isaac in a game of
Ayo = 0.8. Find the probability that in 5 such games, Jacob will
beat Isaac (a) exactly 4 times (b) between 1 and 3 times (c)
between 3 and 5 times inclusive. Correct your answers to 2
decimal places.

References
Freund, J.E and Walpole, R.E (1987) Mathematical Statistics (4th
Edition). New Delhi: Prentice Hall of India Private Limited.
Omotosho, M.Y (2002). College and University Statistics. Moniya
Ibadan: Yosode Book Publishers.

33
LECTURE EIGHT

Basic Distribution III: Poisson Distribution

Introduction
In many practical problems, the values of n are usually large and applying
the binomial distribution becomes a tedious task. In the course of this
lecture, a distribution, the Poisson distribution, which has been found
suitable to handle such problems, shall be considered.

Objectives
At the end of this lecture, you should be able to:
1. define clearly the Poisson distribution;
2. specify the mean and the variance of the Poisson distribution;
3. derive the mean and the variance of the Poisson distribution; and
4. solve practical problems involving the Poisson distribution.

Pre-Test
1. What are the mean and variance of the Poisson distribution?
2. Write a Poisson distribution, having 
= 0.1 as its parameter.
3. State the conditions under which the Poisson distribution can
be applied.

34
CONTENT
Section 1: Definition
As already mentioned, we shall be interested in finding the limiting form
of the binomial distribution when n→ 
and p→0, while np remains
constant. The distribution that results is called the Poisson distribution.
Thus, a random variable X has a Poisson distribution if its probability
distribution function is given by
e   x
p( x)  , x  0,1,2,...
x!
It is named after the French mathematician, Simeon Poisson (1781-1840).
In general, the Poison distribution provides a good approximation to
binomial probability when n>20 and p≤ 0.05. The approximation will
generally be excellent when n 
100 and np 10. 
The mean of the Poisson distribution
By definition, mean of X, μ = E(X)
1
= 
x0
xp( x) , X is discrete

xe  x

= 
x0 x!
, x  0,1,2,...

xe  x
= 
x1 x!

 e 
  x1
=
x1 ( x 1)!
= e e  
  E( X )  

35
The Variance of the Poison Distribution
By definition, variance of X, V(X) = E(X2) -E(X)2

x 2e   x
E(X2) = 
x 0 x!

But X2 = X (X-1) + X
 E (X2) = E[X(X-1)] + E (X)
=E[X(X-1)] + 

x(1 x)e  x
Now, E [X(X-1)] = 
x0 x!

x(1 x)e  x
= 
x 2 x!

2  e 
  x 2
=
x 2 ( x  2)!
=  e e  
2 2


e   x  2
Note that 
x 2 ( x  2)!
=1

V ( X )   2
   2  

Examples
1. If the probability is 0.05 that any one person attending a parade on a
very hot day will suffer from heat exhaustion, what is the probability
that 18 of the 3,000 persons attending the parade will suffer from heat
exhaustion?

36
Solution
x =18,  =np = 3000 (0.005) = 15
1518 e15
p(15)   0.071  0.07
18!

2. Five percent of the inhabitants of a village who were attacked by

cholera died. Find the probability that out of a sample of 60 cholera
patients selected at random in the village, (a) exactly two (b) at least
two will die.

Solution
P= 5% = 0.05, n= 60 ,  = np= 60x0.05 = 3
2 3
3e
(a) p(2)   0.2241  0.22
2!
(b) p( x  2)  1 p( x  2)  1[ p(0)  p(1)]  1[e3  3e3 ]
= 1 – 0.1992=0.8008  0.8

3. If the probability that any marriage contracted in a local government

collapses is 0.001, determine the probability that out of 4000 such
marriages (a) exactly 3 (b) more than 1will collapse.

Solution
p = 0.001, n = 4000,  = np = 4000x 0.001 = 4

43 e4
(a) P(X=3) = p(3)=  0.1952
3!
(b) p( x  1)  1 p( x  1)  1[ p(0)  p(1)]  1[e4  4e4 ]
= 0.9085.

37
Summary
In the lecture, an approximation to the binomial distribution has been
presented when n is large, p small and np <5. It can be seen also that the
mean and variance of the distribution are the same. Both are .
Post-Test
1. The number of deaths by road as recorded in a country is 2 per
50,000 of the population. Find the probability that in a town of
100,000 inhabitants within the country
a. between one and three inclusive, and
b. between two and five deaths by road will be recorded.
2. An electronic company manufactures a specific component for a
tuner amplifier. It finds that out of every 1,000 components
produced, 8 are defectives. If the components are packed in boxes
of 250, find
a. the probability of 0,1,2 and 3 defectives in a box
b. the probability that the box contains at least 3 defectives.
3. It is observed that cars pass through the gate of a university in
Nigeria at the average of 3 per hour. Assume that the instances at
which the cars pass are independent. Given that X number of cars
passes this point in a 20 minute interval, calculate
a. P (X=0) b. P (X ≥ 2).

References
Adamu, S.O and Johnson,T.L (1997) Statistics for Beginners
(Book 1). Bodija, Ibadan: SAAL Publications.
Freund, J.E.and Walpole, R.E. (1987) Mathematical Statistics (4th
Edition). New Delhi: Prentice Hall of India Private Limited.
Omotosho, M.Y. (2002) College and University Statistics Moniya
Ibadan: Yosode Book Publishers.

38
LECTURE NINE

Basic Distribution IV: Hyper Geometric

Distribution

Introduction
In this lecture, the hyper geometric distribution will be discussed. The
specific properties of the distribution will also be considered.

Objectives
At the end of this lecture, you should be able to:
1. define the hyper geometric distribution;
2. state the mean and the variance of the distribution; and
3. solve practical problems, involving the distribution.

Pre- Test
1. What are the parameters of the hyper geometric distribution?
2. Define the hyper geometric distribution.
3. State the mean and the variance of the hyper geometric
distribution.

CONTENT
Section 1: Definition
A random variable X has a hyper geometric distribution, and it is referred
to as a hyper geometric random variable, if and only if, its probability
distribution is given by

39
  k  N  k 
  
 x  n  x 
p ( X  x)  , x  0,1, 2,..., n
N
 
n 

It should be noted that the above distribution is analogous to the binomial

distribution where trials are independent of one another.
The mean and variance of the hyper geometric distribution
The mean and variance shall be stated without proof. The mean of the
nk
hyper geometric distribution, μ = E(X)= and the variance, V(X) =
N
nk ( N  k )( N  n) nk ( N  k )( N  n)
N 2 ( N  1) N 2 ( N  1)
Examples
1. Among the 120 applicants for a job, only 80 are actually
qualified. If 5 of these applicants are randomly selected for an “in-
depth” interview, find the probability that only 2 of the 5 will be
qualified for the job by using
(a) the hyper geometric distribution
(b) the binomial distribution as an approximation
Solution
a. Use x = 2, n = 5, N = 120, and K = 80 into the formula for the
hyper geometric distribution,
 80 120  80 
  
 2  5  2 
p( X  2)   0.164
120 
 
5 
b. Use x = 2, n = 5, P = 80/120 = 2/3 into the formula for the
binomial distribution,

P(X=2)= 5

2
(
2
3
2
) (1 
2
3
)
3
 0.165

40
 2. Out of 10 applicants for a foreign scholarship, 5 are Nigerians. If
5 applicants are awarded the scholarships at random, find the
probability that
a. all the 5 are Nigerians
b. only one is a Nigerian

Solution
a. N = 10, K = 5, n = 5, N-k = 5, x = 5
 5  5 
  
p( X  5)      0.004
5 0
10 
 
5 

b. N= 10, K = 5, n = 5, N-k=5, x= 1
 5  5 
  
p( X  1)      0.099
1 4
10 
 
5 

Summary
In this lecture, the hyper geometric distribution has been introduced. We
have stated that it is usually used when there are N items consisting K
units of item A and N-K units of items B. If n items are drawn without
replacement from the N items in such a way that x of the items drawn
come from item A, then the probability of selecting the said x is as defined
as it has been done in the lecture.

41
Post-Test
1. Among the 16 applicants for a job, ten have college degrees. If
three of the applicants are randomly chosen for interviews, what is
the probability that
a. none has a college degree.
b. one has a college degree.

2. A shipment of 80 burglar alarms contains 4 that are defective. If

3 of these are randomly selected and shipped to a customer, find
the probability that the customer will get exactly one bad unit.

References
Freund, J.E and Walpole, R.E (1987). Mathematical Statistics (4th
Edition). New Delhi: Prentice Hall of India Private Limited.
Omotosho, M.Y (2002). College and University Statistics. Moniya
Ibadan: Yosode Book Publishers.

42
LECTURE TEN

Basic Distribution V: Normal Distribution

Introduction
In this lecture, the most important distribution in statistics will be
discussed. That is, the normal probability density functions.

Objectives
At the end of this lecture, you should be able to:
1. use the normal distribution in a more detailed manner; and
2. state the mean and the variance of the normal distribution.

Pre- Test
1. State the properties of the normal distribution.
2. State the mean and the variance of a normal distribution without
proof.

CONTENT
Section 1: Definition
A random variable X has a normal distribution, and it is referred to as a
normal random variable, if and only if its probability density is given by
 )2
 1 ( x
e 2
p( x)  
,   x  
2

43
The normal distribution is the cornerstone of modern statistical theory. It
was investigated first in the 18th Century when scientists observed an
astonishing degree of regularity in errors of measurement.

The Mean and the Variance of the Normal Distribution

The mean and the variance shall be stated without proof. The mean of the
normal distribution is  and the variance is 
2
.
Properties of the Normal Distribution
1. The curve of a normal distribution is bell shaped

f(x)

X
2. The mean, median and mode of the normal distribution coincide
because the distribution is symmetrical and single peaked.
3. Areas under the curve can be approximated as follows:
a 68.27% of this area is between    i.e.
1 standard deviation from the mean.
b. 95.45% of this area falls within   2 i.e
2 standard deviations from the mean.
c. 99.73% of this area falls within   3 i.e
3 standard deviations from the mean.

Rather than using the raw value of the normal variable, X, it is more
convenient to use its standardized form given as
x
z

This means that X has mean  and standard deviation  but the variable
Z has mean 0 and standard deviation 1. Z is the standard normal variate or
44
score. The standard normal curve for different values of Z is tabulated for
use and is called the table of standard normal distribution.

Examples
1. Suppose that the per capital income of all countries in Africa is
normally distributed with mean N230 and standard deviation N20.
Use the normal distribution to find the probability that a particular
country selected in Africa has a per capital income that is
a. greater than N280
b. less than N220

Solution
a.  = 230,  = 20, X = 280

x 280  230

z    2.5
 20

P (X>280) = P (Z >2.5)
= 0.0062 (see table in the appendix)
x 220  230
b.
z   0.5
 20

P( X< 220)= P( Z < - 0.5)

= P(Z >0.5)
= 0.3085 (see table in the appendix)
2. The mean weight of cocoa produced by 20 farmers is 750 kg and the
standard deviation is 65kg. If the weight is normally distributed, find
how many farmers produce (a) less than 650kg (b) more than 780kg.

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Solution
x 650  750

a.  = 750,  = 65, X = 650,

z   1.54
 65
P (X< 650) = P (Z <-1.54)= P (Z >1.54)
= 0.0606 ( see table)
b. P( X >780) = P (Z > 0.46)
= 0.3102 (see table).

Summary
In this lecture, the distribution that underlies modern statistical theory has
been presented. It is a continuous probability density function and can be
used to approximate a binomial distribution when n is large, p is not too
small, np > 5 and nq > 5.

Post –Test
Consider the pre-test again and review the questions given under
examples.

References
Freund, J.E and Walpole, R.E. (1987). Mathematical Statistics (4th
Edition). New Delhi; Prentice Hall of India Private Limited.
Gupta, C.B. (1982). An Introduction to Statistical Methods. Delhi:
Vikas Publishing House Private Limited.
Omotosho, M. Y (2002). College and University Statistics,
Moniya, Ibadan: Yosode Book Publishers.
Spiegel, M. R. et al (2000). Probability and Statistics (2nd Editions)
Schaum’s Outline series. New York: McGraw Hill.

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