BE, IV Semester

2022 Scheme

Department of Mathematics
MA241TA: Probability Theory and Linear Programming

UNIT – II - PROBABILITY DISTRIBUTIONS

Topic Learning Objectives:

 To apply the knowledge of the statistical analysis and theory of probability in the study of
uncertainties.
 To use probability theory to solve random physical phenomena and implement appropriate
distribution models.

Introduction:

In this section, discrete probability distributions and continuous probability distributions

are discussed. Discrete probability distribution is used when the sample space is discrete
but not countable, whereas continuous probability distribution is used when the sample
space is continuous or sample space is defined in a continuous interval.

In discrete distributions, the variables are distributed according to some definite

probability law which can be expressed mathematically. The present study will also
enable us to fit a mathematical' model or a function of the form y = p(x) to the observed
data. In discrete distributions Binomial distributions and Poisson distributions are
discussed. In continuous distributions, Exponential distributions and Normal
distributions are discussed.

Bernoulli distribution: A trial with only two possible outcomes is called a Bernoulli
trial. The outcomes of the trial can be described using terms like success or failure,
defective or non-defective, 1 or zero. One example of Bernoulli trial is the coin-tossing
experiment in which the outcome results in heads or tails. In another example, the
condition of the parts in a machine may be categorized as defective or non-defective. For
the two outcomes, we have to assign a probability whose sum is equal to one. If p is the
probability of success then (1 – p) is the probability of failure. We can assign a random
variable X such that when the outcome of the trial is success, we defi ne X = 1 and when
the outcome is a failure, we defi ne X = 0. The random variable X is called Bernoulli
random variable.

The probability of getting a head or a tail on tossing a coin is 1/2. If a coin is tossed
thrice, the sample space S = {HHH, HHT, HTH, THH, TTH, THT, HTT, TTT}.
The probability of getting one head and two tails = 3/8. i.e., {HTT, TTH, THT}.
The probability of each one (one head, one tail, one tail) of these being (1/2) * (1/2) *
(1/2)
i.e., (1/2)3, their total probability shall be 3 * (1/2)3.
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Similarly if a trial is repeated „n‟ times and if „p‟ is the probability of a success and „q‟
that of a failure, then the probability of „r‟ successes and „n – r‟ failures is given by
„ ‟. But these „r‟ successes and „n – r‟ failures can occur in any of ways in
each of which the probability is same. Thus the probability of „r‟ successes in
. The probability of at least „r‟ successes in „n‟ trials = Sum of probabilities of
„r, r + 1, ..., n‟ successes.
= .

Binomial distribution: Binomial distribution was discovered by James Bernoulli (1654-

1705) in the year 1700. It is concerned with trials of a repetitive nature in which only the
occurrence or non-occurrence, success or failure, acceptance or rejection, yes or no of a
particular event is of interest.
If a series of independent trials are performed such that for each trial „p‟ is the
probability of success and „q‟ that of a failure, then the probability of „r‟ successes in a
series of „n‟ trials is given by , where „r‟ takes any integral value from 0 to n.
The probabilities of 0, 1, 2, ..., r,..., n successes are, therefore, given by

The probability of the number of successes so obtained is called the Binomial

distribution. The sum of the probabilities
( ) .
The most obvious application deals with the testing of items as they come off an assembly
line, where each trial may indicate a defective or a non-defective item. One may choose to
define either outcome as a success. The process is referred to as a Bernoulli process. Each
trial is called a Bernoulli trial. The number X of successes in n Bernoulli trials is called a
binomial random variable. The probability distribution of this discrete random variable
is called the binomial distribution, and its values will be denoted by b(x; n, p) since they
depend on the number of trials and the probability of a success „p‟ on a given trial.
To prove that for a binomial distribution ∑ ( )
Proof:
∑ ( ) ∑

( )
Note:
In a binomial distribution
1. n, the number of trials is finite.
2. each trial has two possible outcomes called success & failure.
3. all the trials are independent
4. p & q are constants for all the trials.

Mean and Variance of a Binomial distribution:

∑ ( )
∑ ( )
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But for Binomial distribution ∑ ( )

∑ ( )
∑

( )
( ( ) )
( )

∑ ( )
∑ ( )
But for Binomial distribution ∑ ( )
∑ ( )
( )
( ) ( )( )
( )
( ( ) ( )( ) ) ( )
,( ( ) ( )( ) )
(( ) )( ( ) ( ) )- ( )
,( ) ( ) ( ( ) )- ( )
,( ) ( ) ( ) - ( )
,( ) ( ) ( ) - ( )
, ( ) -

( )

Standard deviation = √

Problems:

1. The mean and variance of a binomial variate are respectively 16 & 8. Find (i) ( )
(ii) ( )
Solution: Given, and

i.e.,

(i) ( ) . / . / . /
(ii) ( ) ( ) ( ) ( )
. / . / . /

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2. Six dice are thrown 729 times. How many times do you expect at least 3 dice to shown a 5 or
6?
Solution: Here n = 6, N = 729
( )
Let p be the probability of getting 5 or 6 with 1 dice
i.e., p = 2/6 = 1/3. Thus, q = 1 – 1/3 = 2/3
( ) ( )
( ) ( ) ( ) ( )
= 0 .3196
Therefore, number of times = 729*0.3196 = 233.

3. A basket contains 20 good oranges and 80 bad oranges. 3 oranges are drawn at random from
this basket. Find the probability that out of 3 (i) exactly 2 (ii) at least 2 (iii) at most 2 are good
oranges.
Solution: Let p be the probability of getting a good orange i.e.,
p = 0.8 and q = 1- 0.8 = 0.2
(i) p (x = 2) = (0.8)2(0.2)1 = 0.384
(ii) p (x ≥ 2) = p(2) + p(3) = 0.896
(iii) p (x ≤ 2) = p(0) + p(1) + p(2) = 0.488.

4. In a sampling a large number of parts manufactured by a machine, the mean number of

defective in a sample of 20 is 2. Out of 1000 such samples how many would expected to contain at
least 3 defective parts.
Solution: Given; n = 20, n p = 2
i.e., p = 1/10 and q = 1-p = 9/10
p (x ≥ 3) = 1 – p (x < 3 )
= 1 – p (x = 0,1,2) = 0.323
Number of samples having at least 3 defective parts = 0.323 * 1000 = 323.

5. The probability that a patient recovers from a rare blood disease is 0.4. If 15 people are
known to have contracted this disease, what is the probability that
(i) at least 10 survive, (ii) from 3 to 8 survive.
Solution: Let X be the number of people who survive.
(i) ( ) ( ) ∑ ( )
(ii) ( ) ∑ ( ) ∑ ( ) ∑ ( )
= 0.9050 - 0.0271 = 0.8779

Exercise:
1. During October, Chennai has rainfall on an average three days a week. Obtain the probability
that (a) rain will fall on at least 2 days of a given week, (b) fi rst three days of a given week will be
rainy and the remaining 4 days will be wet. (Ans: 0.87395, 0.0063)
2. The random variable X has a binomial distribution with n = 8 and p = 0.5. Determine the
following probabilities. ( ) ( )( ) ( )( ) ( )( ) ( )
(Ans: 0.273, 0.14063, 0.0351, 0.492)

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3. A machine produces items in which 10% are defective. Every hour the mechanic draws a
sample of size 20 for inspection. If the sample contains no defective items, the operator does not
stop the machine. What is the probability that the machine will not be stopped? (Ans:0.1216)
4. An irregular 6-faced dice is such that the probability that it gives 3 odd numbers in 7 throws is
twice the probability that it gives 4 odd numbers in 7 throws. How many sets of exactly 7 trials can
be expected to give no odd number out of 5000 sets? (Ans: 293)
5. A certain airline, having observed that not all persons making reservation show up for the
flight sells 125 seats for a flight that holds only 120 seats. The probability that a passenger does
not show up is 0.1 and the passengers behave independently. (a) What is the probability that every
passenger who shows up can take the flight? (b) What is the probability that the flight departs with
empty seats? (Ans: 0.9961, 0.9885)
6. Ten coins are thrown simultaneously. Find the probability of getting at least seven heads.
(Ans: )
7. In 256 sets of 12 tosses of a coin, in how many cases one can expect 8 heads and 4 tails.
(Ans: ( ))
8. Let „x‟ be a binomial variate with mean 6 and variance 4. Find the distribution of „x‟.
(Ans: . / . / )
9. In a binomial distribution consisting of 5 independent trials, probability of 1 & 2 successes
are 0.4096 & 0.2048 respectively. Find the parameter „p‟ of the distributive function.
(Ans: )
10. A and B play a game in which their chances of winning are in the ratio 3:2. Find A‟s chance
of winning at least three games out of five games played. (Ans: )

Poisson distribution:
Poisson distribution was discovered by the French mathematician and physicist Simeon
Denis Poisson (1781-1840) who published it in 1837. Poisson distribution is a limiting
case of the binomial distribution under the following conditions:
i) n, the number of trials is indefinitely large, i.e., .
ii) p, the constant probability of success for each trial is indefinitely small, i.e., .
iii) , (say), is finite. Thus p = /n, q = 1 - /n, where is a positive real number.

The probability function of the Poisson distribution is given by

( ) ( ) where is known as the parameter of poisson distribution.

Definition: A random variable X is said to follow a Poisson distribution if it assumes only

non-negative values and its probability mass function is given by

( ) ( )
= 0, otherwise
Remarks:
1. It should be noted that ∑ ( ) ∑
2. The corresponding distribution function is:
( ) ( ) ∑ ( ) ∑

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3. Poisson distribution occurs when there are events which do not occur as outcomes of a
definite number of trials (unlike that in binomial) of an experiment but which occur at random
points of time and space wherein our interest lies only in the number of occurrences of the event,
not in its non-occurrences.
4. Following are some instances where Poisson distribution may be successfully employed.
i) Number of deaths from a disease (not in the form of an epidemic) such as heart attack or
cancer or due to snake bite.
ii) Number of suicides reported in a particular city.
iii) The number of defective material in a packing manufactured by a good concern.
iv) Number of faulty blades in a packet of 100.
v) Number of air accidents in some unit of time.
vi) Number of printing mistakes at each page of the book.
vii) Number of telephone calls received at a particular telephone exchange in some unit of time or
connections to wrong numbers in a telephone exchange.
viii) Number of cars passing a crossing per minute during the busy hours of a day.
ix) The number of fragments received by a surface area 't' from a fragment atom bomb.
x) The emission of radioactive (alpha) particles.

Mean and Variance of a Poisson distribution

∑ ( )
∑ ( )
But for Poisson distribution ∑ ( )
∑ ( )
∑ ∑
( )

∑
( )

( )

( )

∑ ( )
∑ ( )
But for Poisson distribution ∑ ( )
∑ ( )
∑, ( ) - ( ) ∑, ( ) -

∑ ( ) ∑

∑ ∑
( )

. /

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Standard deviation = √
Problems
1. It is known that the chance of an error in the transmission of a message through a
communication channel is 0.002. 1000 messages are sent through the channel; find the
probability that at least 3 messages will be received incorrectly.
Solution: Here, the random experiment consists of finding an error in the transmission of
a message. It is given that n = 1000 messages are sent, a very large number, if p denote the
probability of error in the transmission, p = 0.002, relatively a small number, therefore,
this problem may be viewed as Poisson oriented. Thus, average number of messages with
an error is
Therefore, required probability function is
( ) .
( ) .
Here, the problem is about finding the probability of the event, namely,
( ) ( ) * , - , - , -+
= 0∑ 1
=1- ( ) .

2. A Car-hire firm has two cars it hires out daily. The number of demands for a car on
each day is distributed as Poisson variate with mean 1.5. Obtain the proportion of days on
which i) there was no demand ii) demand is refused.
Solution: Here λ = 1.5
( )
i) ( )
ii) ( ) ( ) ( )
( ) ( ) ( )
( ) ( ) ( )

3. Assuming that the probability of an individual being killed in a mine accident during a
year is 1/2400. Use Poisson distribution to calculate the probability that in a mine
employing 200 miners there will be at least one fatal accident in a year?
Solution: Here p = 1/2400, n = 200, λ= np = 0.083
( ) ( ) ( )
.

4. In a Poisson distribution if ( ) ( ) ( ) Find also its mean and standard

deviation.
Solution: ( )
Given ( ) ( )

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i.e., ( ) ( )

Thus, ( )

and standard deviation = √ √ .

5. The incidence of occupational disease in an industry is such that the workmen have a 10%
chance of suffering from it. What is the probability that in a group of seven, 5 or more will suffer
from it.
Solution: p = 10% = 0.1, n = 7

( ) ( ) ( ) ( )

( ) ( ) ( )
.

Exercise:
1. The accident rate in a year is one per thousand people. Given that an insurance company has
insured 5,000 persons from the population, find the probability that at most two persons will incur
this accident. (Ans: 0.1247)
2. A manufacturer of cotton pins knows that 5% of his products are defective. If he sells pins in
boxes of 100 and guarantees that not more than 4 pins will be defective, what is the approximate
probability that a box will fail to meet the guaranteed quality? (Ans: 0.5595)
3. Wireless sets are manufactured with 25 soldered joints, each on the average of 1 joint in 500
defective. How many sets can be expected to be free from defective joints in a consignment of
10000 sets? (Ans: 9512)
4. In a lot of semiconductor diodes, 1 in 400 diodes is defective. If the diodes are packed in
boxes of 100, what is the probability that any given box of diodes will contain (a) no defective, (b)
1 or more defective, and (c) less than 2 defectives diodes? (Ans: 0.7788, 0.2212, 0.9735)
5. The number of page requests that arrive at a Web server is a Poisson random variable with an
average of 3000 requests per minute (a) Find the probability that there are no requests in a 100 ms
period. (b) Find the probability that there are between 2 and 4 requests in a 100 ms period.
(Ans: 0.4)
6. For a Poisson variable ( ) ( ) , find standard deviation. (Ans: 2.45)
7. If the probability of a bad reaction from a certain injection is 0.001, determine the chance that
out of 2000 individuals more than two will get a bad reaction. (Ans: 0.32)
8. Fir a Poisson distribution to the set of observations given below.
x 0 1 2 3 4
f(x) 122 60 15 2 1
( )
Ans: ( ) ( )
9. In a certain factory turning out razor blades there is a small chance of 0.002 for any blade to
be defective. The blades are supplied in packets of 10. Use Poisson distribution to calculate the

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approximate number of packets containing no defective, one defective two blades defective
respectively in a consignment of 10,000 packets. (Ans: 9802, 196, 2)
10. A manufacturer of cotter pins knows that 5% of his product is defective. If he sells cotter pins
in boxes of 100 and guarantees that not more than 10 pins will be defective, what is the
approximate probability that a box will fail to meet the guaranteed quality?
( )
(Ans: ∑ )

Geometric Distribution
Suppose that an experiment perform repetitively such that the repetitions are independent
and on each repetition the probability of success is p and that of failure is q. Then the pdf
of the random variable X for which the number of repetitions required until a first success
occurs is given by
P(X = n) = p(1 – p) n – 1; n = 1, 2, …
In order for X to equal n, the first (n – 1) attempts must result a failure and the nth trial is a
success.

∑ ( )
∑ ( )
.
∑ ( )
∑ ( )

Properties of Geometric Distributions

1. The geometric distribution has memory less property. Suppose that an event A has not
occurred in the first n trials. Then the probability it will not occur in the next n trials is
same.
2. The sum of geometric random variables is negative binomial.

1. The probability that rain will occur on any given day during summer (May to June) equals
0.15. Assuming independence from day to day, what is the probability that it rains on May 4?
Solution: We have P(X = n) = pqn–1. Here, n = 4.
Therefore, ( ) ( )( )
.

2. A dice is thrown repeatedly until 5 appears. What is the probability that it must be thrown
more than 4 times?
Solution: Given n = 4
The probability of getting 5 in throwing a dice is

( )
( ) * ( ) ( ) ( ) ( )+
* +
( )
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( )

. / .

3. Suppose that a trainee soldier shoots a target in an independent fashion. The probability that
the target is hit on any one shot is 0.7.
(a) What is the probability that the target would be hit on 10th attempt?
(b) What is the probability that it takes him less than 4 shots?
(c) What is the probability that it takes him an even number of shots?
Solution: Given: p = 0.7 and q = 0.3
(a) P(target hit on 10th attempt)
( ) ( )( )
(b) P(target hit in less than 4 shots)
( ) ( ) ( ) ( ) ( )

( )

( )
(c) P(taret hit in even number of shots)
( ) ( ) ( )

( )
( )( )
( )

Exercise:
1. An expert shooter can hit a target 95% of the time. What is the probability that he will hit the
target continuously 14 times and will miss it at the 15th attempt. (Ans:0.2438)
2. If the probability that a student solves a problem correctly is 0.6, find the probability that (i) he
misses the very first problem (ii) he misses the 10th problem having solved the first 9 problems
correctly. (Ans: 0.4, 0.004031 ).
3. In a certain locality, the probability that rain occurs on any day in Monsoon season i.e., during
May, June, July is 0.4. Find the probability that it will occur for the first time in the 15th of
May. (Ans: 0.000313)

Continuous Probability Distribution:

Exponential distribution
Many experiments involve the measurement of time X between an initial point of time and
the occurrence of some phenomenon of interest. Exponential distribution deals with such
type of continuous random variable X.
A continuous random variable X assuming non-negative values is said to have an
exponential distribution with parameter , if its probability density function is given
by
( ) {
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Examples such as time between two successive job arrivals, duration of telephone calls,
life time of a component or a product, server time at a server in a queue can be taken under
Exponential distribution.
Mean and variance of Exponential distribution

∫ ( )

∫
∫
0 1
( ) ( )

∫ ( )

∫ . /

0 1 . /
( ) ( ) ( )

. /
Standard deviation =
Problems:
1. Let the mileage (in thousands of miles) of a particular tyre be a random variable X having the

probability density ( ) { .

Find the probability that one of these tyres will last (i) at most 10,000 miles
(ii) anywhere between 16,000 to 24,000 miles (iii) at least 30,000 miles. Also, find
The mean and variance of the given probability density function.
Solution: (i) ( ) ∫ ( ) ∫ ∫
(ii) ( ) ∫ ( ) ∫ ∫
(iii) ( ) ∫ ( ) ∫ ∫

and . /
. /

2. The length of time for one person to be served at a cafeteria is a random variable X having an
exponential distribution with a mean of 4 minutes. Find the probability that a person is served in
less than 3 minutes on at least 4 of the next 6 days.
Solution: Given, Mean = 4. i.e.,

The probability density function is ( )

( ) ( ) ∫ ( )

∫
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Let D represents the number of days on which a person is served in less than 3 minutes. Then
using the binomial distribution, the probability that a person is served in less than 3 minutes on at
least 4 of next 6 days is;
( ) ( ) ( ) ( )

. / ( ) ( ) ( ) ( ) ( )
.

3. The increase in sales per day in a shop is exponentially distributed with Rs 800 as the
average. If sales tax is paid at the rate of 6%, find the probability that increase in sales tax return
from that shop will exceed Rs 30 per day.
Solution: Given, Mean = 800
i.e.,

The probability density function is ( )

Let X denotes the sales per day. Total sales tax on X items =
Given total sales tax exceeds Rs 30 per day. i.e.,
Probability of sales tax exceeding Rs 30 = Probability of sales per day exceeding 500
( ) ( )
∫ ( )

∫ .

4. After the appointment of a new sales manager the sales in a 2 wheeler showroom is
exponentially distributed with mean 4. If 2 days are selected at random what is the probability that
(i) on both days, the sales is over 5 units (ii) the sales is over 5 times at least 1 of 2 days.
Solution: Given, Mean = 4. i.e.,

The probability density function is ( )

Let X represents the sales per day
( ) ∫ ( ) ∫ ∫
Let D = number of days on which sales is over 5 units
(i) ( ) ( ) . /
(ii) ( ) ( ) ( )

( ) . / ( ) . / .

Exercise:
1. The sales per day in a shop are exponentially distributed with average sale amounting to Rs
100 and net profit is 8%. Find the probability that net profit exceed Rs 30 on 2 consecutive days.
2. Let X and Y have common p.d.f . Find the p.d.f of
(i) 3 + 2X (ii) X – Y.
3. If X has exponential distribution with mean 2, find ( | ).

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4. The life (in years) of a certain electrical switch has an exponential distribution with an
average life of 2 years. If 100 of these switches are installed in different systems, find the
probability that at most 30 fail during the first year.
( )
Answers: 1. ( ) 2. . / ( | |)
( )
3. ( 4. ( ) ∑ ( ) ( )
)

Uniform distribution
A continuous random variable X is said to be uniformly distributed over the interval [a, b]
if the pdf of X is given by
( )
{

where a and b are real constants with a < b.

The CDF of a continuous uniform random variable is

1. If X is uniformly distributed over (0, 5), calculate the probability that

( ) ( ) ( )

2. The thickness of a sheet in an automobile component is uniformly distributed between 0.9 and
1.10 millimetres.
(a) Determine the CDF of sheet thickness.
(b) Determine the proportion of sheets that exceed 1.0 mm thickness.
(c) What thickness is exceeded by 20% sheets?

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3. If X has a uniform distribution in ( ) , find a such that

(| | ) (| | )

4. The number of personal computers sold daily at a Computer World is uniformly distributed
with a minimum of 2000 PCs and a minimum of 5000 PCs.
(a) the probability that daily sales will fall between 2,500 and 3,000 PC.
(b) what is the probability that Computer World will exactly sell 2500 PCs?
(c) what is the probability that Computer World will exactly sell 2500 PCs?

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Exercise:
1. A random variable X has uniform distribution over (–3, 3).
Compute (a) P(X < 2) (b) P(|X| < 2) (c) P(1X – 21 < 2) (d) Find k for which P(X > k) = 1/3.
2. If X is uniformly distributed over (0, 10), calculate the probability that
(a) X > 6 (b) 3 < X < 8.
3. Buses arrive at a specified stop at 15-minutes interval starting at 7 a.m. That is, they arrive at
7, 7.15, 7.30, 7.45 and so on. If a passenger arrives at the stop at a random time that is uniformly
distributed between 7 and 7.30 a.m. find the probability that he waits (a) less than 5 minutes for a
bus, and (b) at least 12 minutes for a bus. (Ans. (a) 1/3 (b) 1/5)
4. A point is chosen at random on the line segment [0, 10]. What is the probability that the
chosen point lies between 5 and 7. (Ans. 0.2)
5. If the random variable k is uniformly distributed over (1, 7), then what is the probability that
the roots of the equation x 2 + 2k x + (2k + 3) = c are (a) real (b) equal. (Ans. 2/3)

Normal distribution
The normal distribution was first discovered in 1733 by English mathematician De-
Moivre, who obtained this continuous distribution as a limiting case of the binomial
distribution and applied it to problems arising in the game of chance.
Among all the distribution of a continuous random variable, the most popular and widely
used one is normal distribution function. Most of the work in correlation and regression
analysis, testing of hypothesis, has been done based on the assumption that problem
follows a normal distribution function or just everything normal. Also, this distribution is

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extremely important in statistical applications because of the central limit theorem, which
states that “under very general assumptions, the mean of a sample of n mutually
Independent random variables (having finite mean and variance) are normally distributed
in the limit ”. It has been observed that errors of measurement often possess this
distribution.

Definition: A random variable X is said to have a normal distribution with parameters

(called "mean") and (called "variance") if its density function is given by the
probability law:
( ) [ 2 3 ]
√
Examples such as marks scored by students and life span of a product can be included
under normal distribution.

Remarks:
1. A random variable X with mean and variance and following the normal law is expressed
by ( ).
2. If ( ), then , is a standard normal variate with E(Z) = 0 and
Var (Z) = 1 and we write ( ).
3. The p.d.f of standard normal variate Z is given by ( )
√
and the corresponding distribution function, denoted by ( )
( ) ( ) ∫ ( ) ∫ .
√
Also, ( ) ∫ ( ) ( )
4. The graph of f(x) is a famous „bell-shaped‟ curve. The top of the bell is directly above the
mean . For large values of , the curve tends to flatten out and for small values of it has a sharp
peak.
5.
Note: The limiting form of the binomial distribution for large values of n with neither p
nor q is very small, is the normal distribution.

Properties of Normal Distribution:

1. All normal curves are bell-shaped.
2. All normal curves are symmetric about the mean .
3. The area under an entire normal curve is 1.
4. All normal curves are positive for all x. i.e., f(x) > 0 for all x.
5. The shape of any normal curve depends on its mean and the standard deviation.

The probabilities are computed numerically and recorded in a special table called the
normal distribution table (the probabilities can also be computed using a standard
calculator). Use the following results for the calculation of probabilities.
(i) ( ) ( ) ( )
(ii) ( ) ( ) ( )
(iii) ( ) ( ) ( )

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(iv) ( ) ( ), where b is positive.

The distributions of some variables including aptitude-tests scores, heights of women/men,
have roughly the shape of a normal curve (bell shaped curve)

Normally Distributed Variable

A variable is said to be normally distributed or to have a normal distribution if its
distribution has the shape of a normal curve.

Problems:
1. A sample of 100 battery cells is tested to find the length of life, gave the following results.
Mean = 12 hrs. Standard Deviation = 3 hrs. Assuming the data to be normally distributed what %
of battery cells are expected to have life (i) more than 15 hrs. (ii) less than 6hrs. (iii) between 10 &
14 hrs .
Solution: (i) when x = 15 for given mean = 12 hrs and standard deviation = 3 hrs;
( ) ( ) ( )
( )
= 0.5 - 0.3413 = 0.1587 = 16%
(ii) When x = 6
( ) ( ) ( )
( )
= 0.5 - 0.4772 = 0.0228 = 2.28%
(iii) ( ) . /
( )
( )
= 2*0.2485 = 0.497 = 50%.

2. Find the mean and standard deviation of an examination in which grades 70 and 88
corresponds to standard scores of -0.6 and 1.4 respectively.
Solution: Standard variable
Here,

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and
by solving the above equations, .

3. The marks X obtained in mathematics by 1000 students is normally distributed with mean
78% and standard deviation 11%. Determine how many students got marks above 90%.
Solution: Here, mean = 78% = 0.78 and standard deviation = 11% = 0.11.
Thus,
For X = 0.9, write
( ) ( ) ( )

4. X is a normal variate with mean 30 and standard deviation 5. Find the probabilities that
(i) (ii) (iii) | | .
Solution: Given, mean = 30 and standard deviation = 5
Thus,
(i) For X = 26, and
For X = 40,
Therefore, ( ) ( )
( ) ( )

(ii) For X = 45,

( ) ( ) ( )
( )
(iii) (| | ) (| | )
( )
( )
( )
( ( ) ( ))
= 1- (0.84134 - 0.15866) = 0.31732

Exercise:
1. In a test of 2000 electric bulbs, it was found that the life of a particular make was
normally distributed with an average life of 2040 hours and standard deviation of 60
hours. Estimate the number of bulbs likely to burn for (i) more than 2150 hours (ii)
less than 1950 hours (iii) more than 1920 hours but less than 2060 hours.
2. Assume that the reduction of a person‟s oxygen consumption during a period of
transcendental meditation (T M) is a continuous random variable X normally distributed
with mean 37.6 cc/min and standard deviation 4.6 cc/min. Determine the probability that
during a period of T M a person‟s oxygen consumption will be reduced by (i) at least 44.5
cc/min (ii) at most 35 cc/min (iii) anywhere from 30 cc/min to 40 cc/min/

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3. An analog signal received at a detector (measured in micro volts) may be modeled as

a Gaussian random variable N (200, 256) at a fixed point in time. What is the probability
that the signal will exceed 240 micro volts? What is the probability that the signal is larger
than 240 micro volts, given that it is larger than 210 micro volts.
4. In an examination it is laid down that a student passes if he secures 30 percent or
more marks. He is placed in the first, second or third division according as he secures 60%
or more marks, between 45% to 60% marks and marks between 30% and 45%
respectively. He gets distinction in case he secures 80% or more marks. It is noticed from
the result that 10% of the students failed in the examination, whereas 5% of them obtained
distinction. Calculate the percentage of students placed in the second division. (Assume
normal distribution of marks).
Answers: 1. 0.0336 (67 bulbs), 0.0668 (134 bulbs), 0.6065 (1213). 2. 0.0668, 0.2877,
0.649 3. 0.0062, 0.02335 4. 34%.

Weibull Distribution:
The pdf of a random variable X that has Weibull distribution is given by

The Weibull random variable is a good model for a failure time with time invariance or
time-varying failure rate. In a situation where a system consists of many part may fail due
to failure in any of the parts. It has been shown that a Weibull distribution provides an
excellent model for describing the life time of the system. The distribution function of
Weibull random variable X is

If , the Weibull distribution reduces to the exponential distribution.

When = 2 and , the Weibull distribution becomes Rayleigh distribution

Probability density function of a Weibull Distribution

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1. The life time of a semiconductor diode is a random variable having a Weibull

distribution with the parameters = 0.025 and . What is the probability that the
diode will still be in operating condition for more than 4000 hours.
Given: X is Weibull random variable

2. An electronic circuit that consists of 6 transistors has a life length (in years) can be
considered as a random variable that follows Weibull distribution with parameters
and . If these transistors functions independent of one another what is the
probability that no transistor will have to be replaced during the first 3 months of service.

3. Find the probability of failure-free performance of a dc motor over a period of 5000

hours. The life expectancy of the motor is defined by Weibull distribution with parameters
and .

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Exercise:
1. If the life of a semiconductor is a random variable having a Weibull distribution with
parameters a = 0.01 and b = 0.5, what is the probability that the semiconductor will be in
operating condition after 5000 hours? (Ans. e –0.707)
2. The lifetime of a component measured in hours is Weibull distributed with parameters a = 10–
3 and b = 2. Find the probability that such a component will last more than 100 hours.
(Ans. e –0.1)

Video Links:

https://www.youtube.com/watch?v=82Ad1orN-NA
https://www.youtube.com/watch?v=c06FZ2Yq9rk
https://www.youtube.com/watch?v=N-IVFB8Rlfo
https://www.youtube.com/watch?v=d5iAWPnrH6w
https://www.youtube.com/watch?v=vjXLH7FXrj8

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