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PQTU2 - PQT Unit 2

Probability and Queuing Theory (SRM Institute of Science and Technology)

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2. A fair die is tossed 720 times. Use Tchebycheff inequality to find a lower bound for the probability of getting 100
to 140 sixes.
& `
Solution: Let ¬ – no. of sixes obtained when a fair die is tossed 720 times. • = , ƒ = , = 720
_ _
¬ follows a binomial distribution with mean • = 120 and variance •ƒ = 100, that is È = 120, í = 10
&
By Tchebycheff inequality P|¬ − È| ≤ [íQ ≥ 1 −
!a
&
P|¬ − 120| ≤ 10[Q ≥ 1 −
!a
&
P−10[ < (¬ − 120) < 10[Q ≥ 1 −
!a
&
P120 − 10[ < ¬ < 120 + 10[Q ≥ 1− a
!
&
„• [ = 2, P100 < ¬ < 140Q ≥ 1−\
•
4PF>> < ¬ < 1¤>Q ≥
¤
F • F
3. A discrete RV X takes the values – F, >, F with probabilities , , respectively. Evaluate 4P|º − | ≥ œ Qand
¥ ¤ ¥
compare it with the upper bound given by Tchebycheff inequality.
Solution:
& ) &
(¬) = ∑&¯³& - (-) = ©−1 × ª + ©0 × ª + ©1 × ª = 0
b \ b
& ) & & & &
(¬ ( ) = ∑&¯³& - ( (-) = ©1 × ª + ©0 × ª + ©1 × ª = , °(¬) = (¬ ( ) − [ (¬)]( = − 0 =
b \ b \ \ \
& & &
P|¬ − È| ≥ 2íQ = P¬ ≥ 1Q = (¬ = −1 ˆS ¬ = 1) = + =
b b \
&
By Tchebycheff inequality, P|¬ − È| ≥ [íQ ≤
!a
F
4P|º − | ≥ œ Q ≤
¤
UNIT – II - THEORETICAL DISTRIBUTIONS
Syllabus
• Binomial Distribution
• Poisson Distribution
• Geometric Distribution
• Uniform Distribution
• Exponential Distribution
• Normal Distribution
Theoretical Distributions

Discrete Distribution Continuous Distribution

Binomial Poisson Geometric Uniform Exponential Normal

DISCRETE DISTRIBUTION
Moment Generating
Mean Variance
é(º) ê(º)
Discrete Probability Mass Function (p.m.f.) Function (m.g.f.)
÷º (å)
Binomial (¬ = -) = ¢ • ƒ ³
, - = 0,1, … (ƒ + •T ) • •ƒ
T³ Ü
Poisson (¬ = -) = , - = 0,1, … ∞ T ¶ ô ³&¸ Ü Ü
-!

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Dr. V. Poongothai, Assistant Professor, Dept of Maths, SRM University, Kattankulathur, Mobile: 9941740137, Email: [email protected]

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•T 1 ƒ
(¬ = -) = • ƒ ³&
, - = 1, … ∞
1−ƒT • •(
Geometric

CONTINOUS DISTRIBUTION
Moment Generating
Mean Variance
é(º) ê(º)
Continuous Probability Density Function (p.d.f.) Function (m.g.f.)
÷º (å)
1 T −T W+Y (W − Y)(
‰(-) = , Y<-<W
W−Y •(W − Y) 2
Uniform
12
Ü 1 1
‰(-) = Ü T ³ , -≥0
Ü−• Ü Ü(
Exponential
] óü" a
& ³ © ª
‰(-) = T a # , $% x
ôa # a
& È í(
Normal Á √( T a
−∞ < - < ∞, −∞ < È < ∞, í > 0

BINOMIAL DISTRIBUTION
Bernoulli Distribution : A Bernoulli distribution is one having the following properties
(i) The experiment consists of repeated trials.
(ii) Each trial results in an outcome that may be classified under two mutually exclusive categories as a success or as a
failure.
(iii) The probability of success denoted by •, remains constant from trial to trial.
(iv) The repeated trials are independent.
Binomial Distribution:
A Bernoulli trial can result in a success with probability • and a failure with probability ƒ = 1 − •. Then the
probability distribution of the binomial random variable ¬, the number of successes in independent trials
4(º = Ï) = £Ï ÐÏ ' ³Ï , Ï = >, F, …
The quantities & • are called the parameters of binomial distribution.
Areas of Application:
1. Quality control measures and Sampling processes in industries to classify items as defective or non defective.
2. Medical applications as success or failure of a surgery, cure or no cure of a patient.
Moment Generating Function (m.g.f.) in Binomial Distribution
ÊÀ (•) = ∑ ¯t T •(-) = ∑ ¯t T ¢ • ƒ ³ = ∑ ¯t ¢ (•T ) ƒ ³
= ¢t (•T )t ƒ ³t + ¢& (•T )& ƒ ³& + ¢( (•T )(ƒ ³( + ⋯ + ¢ (•T ) ƒ ³
= ƒ + ¢& (•T )& ƒ ³& + ¢( (•T )( ƒ ³( + ⋯ + (•T )
÷º (å) = (' + оå )
Mean and Variance using Moment Generating Function in Binomial Distribution
Ç Ç
(¬) = õ ÊÀ (•)ö = õ (ƒ + •T ) ö = [ (ƒ + •T ) ³&
•T ] ¯t = (ƒ + •T t ) ³&
•T t = Ð
Ç ¯t Ç ¯t
Ça Ç
(¬ ( ) = õ Ê (•)ö =õ • (ƒ + •T ) ³&
T ö = •[( − 1)(ƒ + •T ) ³(
•T + (ƒ + •T ) ³&
T ]
Ç a À ¯t Ç ¯t
¯t
t ) ³(
= •[( − 1)(ƒ + •T •T + (ƒ + •T t t ) ³& t ]
T = •[( − 1)• + 1] = Ð − Ð + Ð œ œ œ

°(¬) = (¬ ( ) − [ (¬)]( = • − • + • − • = − •( + • = •(1 − ƒ) = Ð'

( (
( ( (

Problems in Binomial Distribution

1. Four coins are tossed simultaneously. What is the probability of getting 2 heads and at least 2 heads?
& & &
Solution : = 4, • = , ƒ = 1 − • = 1 − = , (¬ = -) = ¢ • ƒ ³
, - = 0,1, … .
( ( (
& ( & \³( )
(i) (2 ℎTYU…) = (¬ = 2) = 4¢( © ª © ª =
( ( b
(ii) (Y•XTY…• 2 ℎTYU…) = (¬ ≥ 2) = (¬ = 2) + (¬ = 3) + (¬ = 4)
& ( & \³( & ) & \³) & \ & \³\ ) & & &&
= 4¢( © ª © ª + 4¢) © ª © ª + 4¢\ © ª © ª = + + =
( ( ( ( ( ( b \ &_ &_
2. The probability that a patient recovers from a disease is 0.3. If 18 people are affected from this disease,
What is the probability that (i) At least 10 survive (ii) Exactly 6 survive (iii) 4 to 7 survive
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Dr. V. Poongothai, Assistant Professor, Dept of Maths, SRM University, Kattankulathur, Mobile: 9941740137, Email: [email protected]

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Solution: = 18, • = 0.3, ƒ = 1 − • = 1 − 0.3 = 0.7, (¬ = -) = 18¢ (0.3) (0.7)&b³

(i) (¬ ≥ 10) = 1 − (¬ < 10) = 1 − [ (0) + (1) + ⋯ + (9)] = 1 − 0.9790 = 0.021
(ii) (¬ = 6) = 18¢_ (0.3)_ (0.7)&b³_ = 0.1873
(iii) (4 •ˆ 7 …„S ‹ZT) = (¬ = 4) + (¬ = 5) + (¬ = 6) + (¬ = 7)
= 18¢\ (0.3)\ (0.7)&b³\ + 18¢` (0.3)` (0.7)&b³` + 18¢_ (0.3)_ (0.7)&b³_ + 18¢y (0.3)y (0.7)&b³y = 0.6947
3. In a large consignment of electric bulbs 10% are defective. A random sample of 20 is taken for inspection. Find
the probability that (i) All are good (ii) At most there are 3 defective (iii) Exactly there are 3 defective bulbs.
&t
Solution : = 20, • = 10% = = 0.1, ƒ = 1 − • = 1 − 0.1 = 0.9, (¬ = -) = 20¢ (0.1) (0.9)(t³
&tt
(i) (¬ = 0) = 20¢t (0.1)t (0.9)(t³t
= 0.1216
(ii) (¬ ≤ 3) = (¬ = 0) + (¬ = 1) + (¬ = 2) + (¬ = 3)
= 20¢t (0.1)t (0.9)(t³t + 20¢& (0.1)& (0.9)(t³& + 20¢( (0.1)( (0.9)(t³( + 20¢) (0.1)) (0.9)(t³)
= 0.8671
(iii) (¬ = 3) = 20¢) (0.1)) (0.9)(t³) = 0.1901
4. It is known that the probability of an item produced by a certain machine will be defective is 5%. If the produced
items are sent to the market in packets of 20, find the number of packets containing (i) At least 2 defective items
(ii) At most 2 defective items in a consignment of 1000 packets using Binomial distribution.
`
Solution : = 20, • = 5% = = 0.05, ƒ = 1 − • = 0.95 , (¬ = -) = 20¢ (0.05) (0.95)(t³
&tt
(i) (¬ ≥ 2) = 1 − (¬ < 2) = 1 − [ (¬ = 0) + (¬ = 1)]
= 1 − 20¢t (0.05)t (0.95)(t³t − 20¢& (0.05)& (0.95)(t³& = 1 − 0.3585 − 0.3774 = 0.2641
) (¬ ≥ 2) = 1000 × 0.2641 = 264
(ii) (¬ ≤ 2) = (¬ = 0) + (¬ = 1) + (¬ = 2)
= 20¢t (0.05)t (0.95)(t³t + 20¢& (0.05)& (0.95)(t³& + 20¢( (0.05)( (0.95)(t³( = 0.9246
) (¬ ≤ 2) = 1000 × 0.9246 = 925
5. Out of 800 families with 4 children each, how many families would be expected to have (i) 2 boys and 2 girls
(ii) At least 1 boy (iii) At most 2 girls (iv) Children of both genders. Assume equal prob. for boys and girls.
& &
Solution : Considering each child as a trial = 4. Assuming that birth of a boy is a success, • = , ƒ= .
( (
& & \³
Let X denote the no. of successes (boys). (¬ = -) = ¢ • ƒ ³
, - = 0,1, … . (¬ = -) = 4¢ © ª ©( ª
(
& ( & \³( )
(i) (2 WˆÅ… Y U 2 ·‹SX…) = (¬ = 2) = 4¢( © ª © ª =b
( (
)
Number of families having 2 boys and 2 girls = ) (¬ = 2) = 800 © ª = 300
b
& t & \³t
(At least 1 boy) = (¬ ≥ 1) = 1 − (¬ = 0) = 1 − 4¢t © ª © ª
& &`
(ii) =1− =
( ( &_ &_
&`
Number of families having At least 1 boy = ) (¬ ≥ 1) = 800 ©&_ª = 750
(iii) (At most 2 girls ) = (exactly 0 , 1 or 2 girls) = (4) + (3) + (2) = 1 − [ (0) + (1)]
& t & \³t & & & \³& &&
= 1 − 4¢t © ª © ª − 4¢& © ª © ª =
( ( ( ( &_
&&
Number of families having At most 2 girls = 800 © ª = 550
&_
(iv) (Children of both sexes ) = 1 − (children of the same sex) = 1 − 6 (all are boys) + (all are girls)]
& \ & \³\ & t & \³t y
= 1 − (4) − (0) = 1 − 4¢\ © ª © ª − 4¢t © ª © ª =
( ( ( ( b

Number of families having Children of both sexes = 800 ©bª = 700

y

6. For a binomial distribution the mean is 6 and variance is 2. Find the distribution and find 4(º = F).
,-
Solution : Mean = • = 6, °ariance = •ƒ = 2 , = ⇒' = , • = 1−ƒ = 1− =
( F & œ
, _ • ) •
_ _ &b œ F ( & & €³&
•=6 ⇒ = ⇒ = a = = 9, = «, Ð = , '= , (¬ = 1) = 9¢& © ª © ª = 0.0012
, © ª ( • • ) )
Ž
7. A Binomial variable º satisfies the relation «4(º = ¤) = 4(º = œ) when = á. Find the parameter Ð.
Solution : = 6, (¬ = -) = ¢ • ƒ ³ , - = 0,1, …
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Dr. V. Poongothai, Assistant Professor, Dept of Maths, SRM University, Kattankulathur, Mobile: 9941740137, Email: [email protected]

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9 (¬ = 4) = (¬ = 2) ⇒ 9 × 6¢\ •\ ƒ _³\ = 6¢( •( ƒ_³( ⇒ 9 × 6¢\ •\ ƒ ( = 6¢( •( ƒ \

9 × 6¢\•( = 6¢( ƒ( ⇒ 135•( = 15ƒ ( ⇒ 9•( − ƒ ( = 0 ⇒ 9•( − (1 − •)( = 0 ⇒ 8•( + 2• − 1 = 0
& & F
• = − ( (ˆS) \, Ð=¤(∵Ð Ÿ äå ¾ ¾¹Ÿå» ¾)
F • ›
8. A discrete RV X has moment generating function ÷º (å) = © + ¾å ª . Find é(º), ꟿ(º) Ÿ ¡ 4(º = œ).
¤ ¤
) & &` &`
Solution : ÊÀ (•) = (ƒ + •T ) , • = \ , ƒ = \ , = 5, (¬) = • =
\
, °(¬) = •ƒ = &_
) ( & `³( \`
(¬ = 2) = 5¢( © ª © ª =
\ \ `&(
9. Fit a binomial distribution for the following data. Find the parameters of the distribution.
Ï 0 1 2 3 4 5 6 Total
â 5 18 28 12 7 6 4 80
Solution : Fitting a binomial distribution means assuming that the given distribution is approximately binomial and
hence finding the probability mass function and the finding the theoretical frequencies.
To find the binomial frequency distribution )(ƒ + •) , which fits the given data, we require ), Y U •.
We assume ) = total frequency = 80 and = no. of trials = 6 from the given data.
- 0 1 2 3 4 5 6 Total
‰ 5 18 28 12 7 6 4 80
‰- 0 18 56 36 28 30 24 192
∑ &€(
-̅ = ∑
= = 2.4 , • = 2.4 ⇒ 6• = 2.4 , • = 0.4, ƒ = 1 − • = 0.6
bt
Theoretical frequencies are given by N (¬ = -) = ) ¢ • ƒ ³ , - = 0,1, …
80 (¬ = 0) = 80 × 6¢t (0.4)t (0.6)_³t = 3.73, 80 (¬ = 1) = 80 × 6¢& (0.4)& (0.6)_³& = 14.93
80 (¬ = 2) = 80 × 6¢( (0.4)( (0.6)_³( = 24.88, 80 (¬ = 3) = 80 × 6¢) (0.4)) (0.6)_³) = 22.12
80 (¬ = 4) = 80 × 6¢\ (0.4)\ (0.6)_³\ = 11.06, 80 (¬ = 5) = 80 × 6¢` (0.4)` (0.6)_³` = 2.95
80 (¬ = 6) = 80 × 6¢_ (0.4)_ (0.6)_³_ = 0.33
Converting these values into whole numbers consistent with the condition that the total frequency is 80, the
corresponding binomial frequency distribution is as follows
X 0 1 2 3 4 5 6 Total
Theoretical f 4 15 25 22 11 3 0 80

POISSON DISTRIBUTION
Definition : The probability distribution of the Poisson random variable ¬, representing the number of outcomes
¾üÔ ÔÏ
occurring in a given time interval or specified region represented as •, is 4(º = Ï) = , Ï = >, F, … ∞. where Ü is
Ï!
the average number of outcomes per unit time or region.
Poisson distribution as Limiting Form of Binomial Distribution
Poisson distribution is a limiting case of binomial distribution under the following conditions
(i) , the number of trials is indefinitely large, i.e., → ∞.
(ii) •, the constant probability of success in each trial is very small, i.e., • → 0.
(iii) Ü = • is finite or • = and ƒ = 1 − , where Ü is a positive real number.
Areas of Application:
1. The number of misprints on a page of a book.
2. The number of deaths due to accidents in a month on national highway 47.
3. The number of break downs of a printing machine in a day.
4. The number of vacancies occurring during a year in a particular department.
Moment Generating Function (m.g.f.) in Poisson Distribution
ü. ó ó ¶ ô ¸ó Ï Ïœ
ÊÀ (•) = ∑®¯t T •(-) = ∑®¯t T = T ³ ∑®¯t T = T ³ ∑®¯t ©∵ ¾Ï = F + F! + + ⋯ª
! ! ! œ!
¶ ô ¸z ¶ ô ¸] ¶ ô ¸a ¶ ô ¸] ¶ ô ¸a
= T³ ñ + + + ⋯ ò = T ³ ñ1 + + + ⋯ ò = T³ T = ¾Ô¶¾ ³F¸
ô å
t! &! (! &! (!

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Dr. V. Poongothai, Assistant Professor, Dept of Maths, SRM University, Kattankulathur, Mobile: 9941740137, Email: [email protected]

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Mean and Variance Using Moment Generating Function in Poisson Distribution

Ç
(¬) = õ ÊÀ (•)ö =õ T ¶ ô ³&¸
ö = T ¶ ô ³&¸
ÜT =T ¶ z ³&¸
ÜT t = Ô ¶∵ ¾> = F¸
Ç
Ç ¯t Ç ¯t ¯t
Ça Ç
(¬ ( ) = õ Ê (•)ö = õÇ ÜT T ¶ ô ³&¸
ö =Ü T T ¶ ô ³&¸
ÜT + T T ¶ ô ³&¸
= Ô(Ô + F)
Ç a À ¯t ¯t ¯t
°(¬) = (¬ ( ) [ (¬)](
− = Ü( + Ü − Ü( = Ô
Problems in Poisson distribution
1. On an average a typist makes 2 mistakes per page. What is the prob. that she will make (i) No errors on a page
(ii) 4 or more errors on a particular page?
ü. ó
Solution : Ü = 2, Let ¬ represent the number of errors on a page. (¬ = -) = , - = 0,1, … ∞
!
üa (z
(i) (¬ = 0) = = T ³( = 0.1353
t!
üa(z üa (] üa (a üa(Ž
(ii) (¬ ≥ 4) = 1 − (¬ < 4) = 1 − [ (0) + (1) + (2) + (3)] = 1 − © + + + ª
t! &! (! )!
(] (a (Ž
=1−T ³(
©1 + + + ª = 0.1434
&! (! )!
2. The number of monthly breakdown of a computer is a random variable having a Poisson distribution with mean
equal to 1.8. Find the probability that this computer will function for a month (i) Without a breakdown (ii) With
only 1 breakdown (iii) With at least 1 breakdown
Solution : λ = 1.8, Let ¬ denote the number of breakdown of the computer in a month.
ü].0 (&.b)z
(i) (¬ = 0) = = T ³&.b = 0.1653
t!
ü].0 (&.b)]
(ii) (¬ = 1) = = T ³&.b (1.8) = 0.2975
&!
(iii) (¬ ≥ 1) = 1 − (¬ = 0) = 0.8347
3. It is known that the probability of an item produced by a certain machine will be defective is 5%. If the produced
items are sent to the market in packets of 20, find the number of packets containing (i) At least 2 defective items
(ii) At most 2 defective items in a consignment of 1000 packets using Poisson distribution
` ü. ó
Solution : • = 5% = 0.05, q = 0.95, = 20, Ü = • = 20 × = 1, (¬ = -) = , - = 0,1, … ∞
&tt !
ü] (&)z ü] (&)]
(i) (¬ ≥ 2) = 1 − (¬ < 2) = 1 − õ + ö = 1 − [T ³& + T ³& ] = 0.2642
t! &!
) (¬ ≥ 2) = 1000 × 0.2642 = 264
ü] (&)z ü] (&)] ü] (&)a ü]
(ii) (¬ ≤ 2) = (0) + (1) + (2) = + + = T ³& + T ³& + = 0.9197
t! &! (! (
) (¬ ≤ 2) = 1000 × 0.9197 = 920
4. 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 approximate probability that a box will fail
to meet the guaranteed quality?
` ü. ó
Solution: • = 5% = 0.05, q = 0.95, = 100, Ü = • = 100 × &tt = 5, (¬ = -) = , - = 0,1, … ∞
!
(¬ > 10) = 1 − (¬ ≤ 10)
= 1 − [ (0) + (1) + (2) + (3) + (4) + (5) + (6) + (7) + (8) + (9) + (10)]
`z `] `a `Ž `l `Ú ` `Û `0 `2 `]z
= 1 − T ³` õ + + + + + + + + + + ö = 0.014
t! &! (! )! \! `! _! y! b! €! &t!
5. In a book of 520 pages, 390 typographical errors occur. Assuming Poisson law for the number of errors per
page, find the probability that a random sample of 5 pages will contain no error.
)€t üz.ÛÚ (t.y`)z
Solution : Ü= = 0.75, (1 •Y·T Zˆ •Y‹ … ˆ TSSˆS) = (¬ = 0) = = T ³t.y`
`(t t!
(5 •Y·T… Zˆ •Y‹ … ˆ TSSˆS) = (T ³t.y` )` = 0.0235
6. Let X be a RV following Poisson distribution such that 4(º = œ) = «4(º = ¤) + «>4(º = á). Find the mean
and standard deviation of X.
ü. ó
Solution : (¬ = -) = , - = 0,1, … ∞
!
ü. a ü. l ü.
(¬ = 2) = 9 (¬ = 4) + 90 (¬ = 6) ⇒ =9 + 90 , ì‹ ‹U‹ · WÅ T ³ Ü(
(! \! _!

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Dr. V. Poongothai, Assistant Professor, Dept of Maths, SRM University, Kattankulathur, Mobile: 9941740137, Email: [email protected]

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& € a €t l & ) a l l ) a &

= + ⇒ = + ⇒ + − =0
(! \! _! ( b b b b (
Ü + 3 Ü − 4 = 0 ⇒ Ü = 1, −4 , Mean = Ô = F , Variance = Ô = F ,
\ (
S.D. = √ꟿ»Ÿ ¾=F
7. Fit a Poisson distribution for the following data:
Ï 0 1 2 3 4 5 Total
â 142 156 69 27 5 1 400
Finding the probability mass function and then finding the theoretical frequencies.
Solution :
- 0 1 2 3 4 5 Total
‰ 142 156 69 27 5 1 400
‰- 0 156 138 81 20 5 400

∑ \tt ü. ó \tt ü] &ó

Ü= ∑
= \tt = 1, ) = 400, Theoretical frequencies are given by ) (¬ = -) = !
= !
\tt ü] &z \tt ü] &]
400 (¬ = 0) = t!
= 147.15, 400 (¬ = 1) =
&!
= 147.15
\tt ü] &a \tt ü] &Ž
400 (¬ = 2) = (!
= 73.58 , 400 (¬ = 3) =
)!
= 24.53
\tt ü] &l \tt ü] &Ú
400 (¬ = 4) = \!
= 6.13 , 400 (¬ = 5) =
`!
= 1.23
- 0 1 2 3 4 5 Total
Theoretical ‰ 147 147 74 25 6 1 400

GEOMETRIC DISTRIBUTION
Definition: If repeated independent trials can result in a success with probability • and a failure with probability
ƒ = 1 − •, then the probability distribution of the random variable ¬, the number of trials on which the first success
occurs, is 4(º = Ï) = Ð 'ϳF , Ï = F, œ, … ∞ .
Application: Geometric distribution has important application in queueing theory, related to the number of units which
are being served or waiting to be served at any given time.
Moment Generating Function (M.G.F.) in Geometric Distribution
, ,
ÊÀ (•) = ∑®¯t T •(-) = ∑®¯& T • ƒ ³& = ∑®¯&(ƒ T ) = [(ƒ T )& + (ƒ T )( + (ƒ T )) + ⋯ ]
- -
, оå
= (ƒ T )[1 + (ƒ T )& + (ƒ T )( + ⋯ ] = •T [1 − ƒ T ]³& = ∵ (F − Ï)³F = F + Ï + Ïœ + ⋯
- F³' ¾å
Mean and Variance using Moment Generating Function in Geometric Distribution
Ç Ç , ô ¶&³- ô ¸, ô ³, ô ¶³- ô ¸ ¡ 3³ 3
(¬) = õ ÊÀ (•)ö =õ © ªö =õ ö õ∵ ¡Ï © ª = ö
Ç ¯t Ç &³- ô ¯t (&³- ô )a ¯t
œ

, ô ³, - aô x, - aô , ô , z , F
= õ ö = õ(&³- ô )a ö = (&³- z )a = a = (∵ Ð + ' = F)
(&³- ô )a ¯t ¯t , Ð
a ]
Ça Ç , ô ¶&³- ô ¸ , ô ³, ô (¶&³- ô ¸ ¶³- ô ¸ ¡
(¬ ( ) = õ ÊÀ (•)ö =õ ö =ñ ò õ∵ ¡Ï ( )= É
+ É
ö
Ç a
¯t Ç (&³- ô )a ¯t (&³- ô )l
¯t
a ]
¶&³- z ¸ , z ³, z (¶&³- z ¸ ¶³- z ¸ ,Ž x(,a - ,x(- Fx'
=ñ (&³- )
ò = = •( © ª =
z l ,l ,l М
&x- & &x-³& '
°(¬) = (¬ ( ) − [ (¬)]( = a − a = a = œ
, , , Ð
ANOTHER FORM OF GEOMETRIC DISTRIBUTION
Definition: If X denotes the number of failure before the first success, then 4(º = Ï) = Ð 'Ï , Ï = >, F, œ, … ∞ .
Moment Generating Function (M.G.F.) in Geometric Distribution
ÊÀ (•) = ∑®¯t T •(-) = ∑®¯t T • ƒ = • ∑®¯t(ƒ T ) = •[1 + (ƒ T )& + (ƒ T )( + (ƒ T )) + ⋯ ]
Ð
= •[1 − ƒ T ]³& = ∵ (F − Ï)³F = F + Ï + Ïœ + ⋯
å F³' ¾
Mean and Variance using Moment Generating Function in Geometric Distribution
Ç Ç , Ç
(¬) = õ ÊÀ (•)ö =õ © ªö = õ• (1 − ƒ T )³& ö = [•(−1)(1 − ƒ T )³&³& (−ƒ T )] ¯t
Ç ¯t Ç &³- ô ¯t Ç ¯t
'
= [•ƒT (1 − ƒ T )³( ] ¯t = •ƒT t (1
− ƒ T t )³( = (∵ Ð + ' = F)
Ð

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Dr. V. Poongothai, Assistant Professor, Dept of Maths, SRM University, Kattankulathur, Mobile: 9941740137, Email: [email protected]

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a ]
Ç ,- ô ¶&³- ô ¸ , - ô ³, - ô (¶&³- ô ¸ ¶³- ô ¸ ¡ 3³ 3
Ê (•)ö =õ ö =ñ ò õ∵ ¡Ï © ª = ö
Ça
(¬ ( ) = õ
Ç a À ¯t Ç (&³- ô )a ¯t (&³- ô )l œ
¯t
a ]
¶&³- z ¸ , - z ³, - z (¶&³- z ¸ ¶³- z ¸ ,Ž -x(,a - a ,x(- 'œ x'
(¬ ( ) = ñ ò= = •( ƒ © ª=
(&³- z )l ,l ,l Ðœ
- a x- -a -a x-³- a '
°(¬) = (¬ ( ) − [ (¬)]( = − = =
,a ,a ,a М
Memory less Property of Geometric Distribution
If º is a RV with geormetic distribution, then º lacks memory, in the sense that 4(º > ¼ + å⁄º > …) = 4(º > •).
Proof : (¬ = -) = • ƒ ³& , - = 1, … ∞
×(ÀÙ x ∩ ÀÙ ) ×(ÀÙ x )
(¬ > … + •⁄¬ > …) = =
×(ÀÙ ) ×(ÀÙ )
(¬ > [) = ∑®¯!x& • ƒ ³& = • ƒ!x&³& + • ƒ!x(³& + • ƒ !x)³& + ⋯ = • ƒ ! + • ƒ!x& + • ƒ!x( + ⋯
, -4
= • ƒ ! (1 + ƒ& + ƒ ( + ⋯ ) = • ƒ ! (1 − ƒ)³& = ,
='
Hence (¬ > … + • ) = ƒ x
and (¬ > …) = ƒ
- 56ô -5 -ô
(¬ > … + •⁄¬ > …) = = = ƒ = 4(º > •)
-5 -5
Problems in Geometric Distribution
1. If the probability that an applicant for a drivers license will pass the road test on any given trial is 0.8. What is
the probability that he will finally pass the test (i) On the fourth trial (ii) In less than 4 trials?
Solution : • = 0.8, ƒ = 1 − • = 0.2, (¬ = -) = • ƒ ³& , - = 1, … ∞
(i) (¬ = 4 ) = (0.8) (0.2)\³& = 0.0064
(ii) (¬ < 4) = (1) + (2) + (3) = (0.8) [(0.2)&³& + (0.2)(³& + (0.2))³& ] = 0.992
2. A typist types 2 letters erroneously for every 100 letters. What is the probability that the 10th letter typed is the 1st
erroneous letter?
(
Solution : • = = 0.02, ƒ = 1 − • = 0.98, (¬ = 10 ) = (0.02) (0.98)&t³& = 0.0167
&tt
3. A die is tossed until 6 appears. What is the probability that it must be tossed more than 5 times?
& `
Solution : • = , ƒ =1−• = , (¬ = -) = • ƒ ³&
, - = 1, … ∞
_ _
(¬ > 5 ) = 1 − (¬ ≤ 5) = 1 − [ (1) + (2) + (3) + (4) + (5)]
& ` &³& ` (³& ` )³& ` \³& ` `³&
= 1 − ñ© ª +© ª +© ª +© ª +© ª ò = 0.4019
_ _ _ _ _ _
4. A trainee soldier shoots a target in an independent fashion. If the probability that the target is shot on any one
shot is 0.8. (i) What is the probability that the target would be first hit at the 6th attempt? (ii) What is the
probability that it takes less than 5 shots?
Solution : • = 0.8, ƒ = 1 − • = 0.2, (¬ = -) = • ƒ ³& , - = 1, … ∞
(i) (¬ = 6 ) = (0.8) (0.2)_³& = 0.00026
(ii) (¬ < 5) = (1) + (2) + (3) + (4) = (0.8) [(0.2)&³& + (0.2)(³& + (0.2))³& + (0.2)\³& ] = 0.9984
5. The probability that a candidate can pass in an exam is 0.6. (i) What is the probability that he pass in the 3rd trial
(ii) What is the probability that he pass before the 3rd trial?
Solution : : • = 0.6, ƒ = 1 − • = 0.4, (¬ = -) = • ƒ ³& , - = 1, … ∞
(i) (¬ = 3 ) = (0.6) (0.4))³& = 0.096
(ii) (¬ < 3) = (1) + (2) = (0.6) [(0.4)&³& + (0.4)(³& ] = 0.84
6. A discrete RV X has moment generating function ÷º (å) = (› − ¤ ¾å )³F find 4(º = › ä¿ á).
Solution : (¬ = -) = • ƒ , - = 0, 1, … ∞, ÊÀ (•) = •(1 − ƒ T )³&
& \ ³& & \
ÊÀ (•) = (5 − 4 T )³& = ©1 − T ª , •= , ƒ=
` ` ` `
& \ ` & \ _
(¬ = 5 ˆS 6) = (- = 5) + (¬ = 6) = © ª © ª + © ª © ª = 0.118
` ` ` `
7. A coin is tossed until the first head occurs. Assuming that the tosses are independent and the probability of a
head occurring is Ð, find the value of Ð so that the probability that an odd number of tosses is required is equal
to 0.6. Can you find a value of Ð so that the probability is 0.5 that an odd number of tosses is required?
21
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Solution : (¬ = -) = • ƒ ³& , - = 1, … ∞
(¬ = ˆUU „ŠWTS) = (1) + (3) + (5) + ⋯ = • (ƒ&³& + ƒ )³& + ƒ`³& + ⋯ )
= •(1 + ƒ( + ƒ \ +. . . ) = •[1 + (ƒ( ) + (ƒ( )( +. . . ]
, , , &
= •(1 − ƒ( )³& = = (&³-)(&x-) = =
&³- a ,(&x-) &x-
& & &
)ˆ7 = 0.6 ⇒ = 0.6 ⇒ 0.6(2 − •) = 1 ⇒ 0.6• = 0.2 ⇒ • =
&x- (³, )
& &
)ˆ7 = 0.5 ⇒ = 0.5 ⇒ 0.5(2 − •) = 1 ⇒ 0.5• = 0 ⇒ • = 0
&x- (³,
Though we get • = 0 it is meaningless. Hence the value of • cannot be found out.
8. A man with keys wants to open his door and tries the keys independently and at random. Find the mean and
variance of the number of trials required to open the door, (i) If unsuccessful keys are not eliminated from
further selection (ii) If they are eliminated from further selection.
Solution : (i) Let the 1st success be got at the x 89 trial and not before. Then the RV X (denoting the number of
& &
trials required to open the door) follows geometric distribution (¬ = -) = • ƒ ³&
, - = 1, … ∞, • = , ƒ = 1 −
]
& & - ©&³ ª
Mean = (¬) = , = ] = , Variance = °(¬) = ,a = Î
] a
= ( − 1)
© ª © ª
Î Î
(ii) Let X be the number of trials required to open the door. If unsuccessful keys are eliminated then X will take
values 1, 2, . . . n. P(Success in 1:8 trial) =
&
;
P(1:8 Success in 2;< trial) = P(failure in 1:8trial) × P¶Success in 2;< trial¸ = ©1 − ª © ª =
& & &
; ;³& ;
& & & &
P(1:8 Success in 3;< trial) = ©1 − ª ©1 − ª ©;³(ª = ;and so on(∵ in r 89 trial there are n − r + 1 keys
; ;³&
P(X = -) = P(1:8 Success in - trial)
& & & & ( x&) x&
Mean = (¬) = ∑ ¯& - •(-) = ∑ ¯& - © ª= ∑ ¯& - = (1 + 2 + ⋯ + ) = õ ö= (
(
& & & & ( x&)(( x&) ( x&)(( x&)
(¬ ( ) = ∑ ¯& -
(
•(-) = ∑ ¯& -
(
© ª= ∑ ¯& -
(
= (1( + 2( + ⋯ + ()
= õ ö=
_ _
( x&)(( x&) x& ( ( x&)(( x&) a x( x& a ³&
Variance = °(¬) = (¬ ( ) − [ (¬)]( = −© ª = − =
_ ( _ \ &(
• ›
9. A and B shoot independently until each has hit his own target and they have probabilities of , of hitting the
› Ñ
targets at each shot respectively. Find the probability that B will require more shots than A.
Solution : Let X and Y are the number of shots fired by A and B respectively. ∵ X and Y are independent
) ( ³& ` ( ³&
geometric variates. (¬ = -, ´ = Å) = (¬ = -) (´ = Å) = © ª © ª ©yª ©yª , -, Å = 1,2,3 …
` `
) ( ³& ` ( ³& ) ( ³& ( ³&
(´ > ¬) = ∑®¯& (¬ = -, ´ > ¬) = ∑®¯& ∑®¯ x& ©`ª ©` ª ©yª ©yª = © ª ∑®¯& ∑®¯ x& ©` ª ©y ª
y
) ( ³& ( ³& ) ( ³& ( ( x& ( x(
= ©yª ∑®¯& ©`ª ∑®¯ x& ©yª = ©yª ∑®¯& ©`ª ñ©yª + ©yª + ©y ª +⋯ò
) ( ³& ( ( & ( ( ) ( ³& ( ( ³& ) ( ³& (
= ©yª ∑®¯& ©`ª ©y ª ñ1 + ©yª + ©yª + ⋯ ò = ©yª ∑®¯& ©`ª ©y ª ©1 − yª = ©`ª ∑®¯& ©`ª ©y ª
) ( ( ) \ ) \ & \ ( \ )
= © ª ∑®¯& © ª © ª = © ª ∑®¯& © ª = © ª ñ© ª + © ª + © ª + ⋯ ò
( ` y ( )` ( )` )` )`
) \ \ & \ ( _ \ ³& _
= © ª © ª ñ1 + © ª + © ª + ⋯ ò = © ª ©1 − ª =
( )` )` )` )` )` )&
UNIFORM DISTRIBUTION
F
, Ÿ<-<W è
Definition : A continuous RV X with parameters Y and W is uniform, if it has the p.d.f is â(Ï) = ã ³Ÿ
>, äå澿综¾
Moment Generating Function (M.G.F.) in Negative Binomial Distribution
® & & & ôó ¾ å ³¾Ÿå
ÊÀ (•) = ²³® T ‰(-) U- = ² T U- = ² T U- = õ ö =
³ ³ ³ å( ³Ÿ)
Mean and Variance using Moment Generating Function in Negative Binomial Distribution
® & & & a a³ a ( ³ )( x ) xŸ
(¬) = ²³® - ‰(-) U- = ² - U- = ² - U- = õ ( ö = (( = =
³ ³ ³ ³ ) (( ³ ) œ

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® & & & Ž Ž³ Ž ( ³ )¶ a x x a¸ œ xŸ xŸœ

(¬ ( ) = ²³® - ( ‰(-) U- = ² - ( U- = ² - ( U- = õ ) ö = )( = =
³ ³ ³ ³ ) )( ³ ) •
ax x a x ( ax x a a x( x a ( ³Ÿ)œ
°(¬) = (¬ ( ) − [ (¬)]( = )
−© (
ª = )
− \
= Fœ
Problems in Uniform Distribution
F
1. If the MGF of a uniform distribution for a random variable º is å
¶¾›å − ¾¤å ¸, find é(º).
=ô ³ >ô x `x\
Solution: ÊÀ (•) = ( ³ )
, W = 5, Y = 4, (¬) = = = 4.5
( (
2. A random variable º has a uniform distribution over (−•, •).
F
(i) 4(º < 2) (ii) 4(|º| < 2) (iii) 4(|º − œ| < 2) (iv) Find Ó for which 4(º > Ó) =
•
& &
Solution: ‰(-) = ³
, Y < - < W, ‰(-) = _ , − 3 < - < 3
( & & `
(i) (¬ < 2) = ²³) U- = [-](³) =
_ _ _
( & & (
(ii) (|¬| < 2) = ²³( _ U- = [-](³( =
_ )
)& & &
(iii) (|¬ − 2| < 2) = (−2 < (- − 2) < 2) = (0 < - < 4) = ²t U- = [-])t =
_ _ (
& )& & & &
(iv) ( ¬ > [) = ⇒ ²! U- = ⇒ [-])! = ⇒ 3 − [ = 2 ⇒ =F
) _ ) _ )
3. Busses arrive at a specified stop at 15 min intervals starting at 7 am this 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 am find
the probability that he waits (i) Less than 5 min for a bus. (ii) At least 12 min for a bus.
& &
Solution: ‰(-) = , Y < - < W, ‰(-) = , 0 < - < 30
³ )t
(i) ( ?T…… •ℎY 5 Š‹ „•T…) = (10 < ¬ < 15) + (25 < ¬ < 30)
&` & )t & & & &
= ²&t U- + ²(` U- = [-]&`
&t + [-])t
(` =
)t )t )t )t )
(ii) ( •XTY…• 12 Š‹ „•T… ) = (0 < ¬ < 3) + (15 < ¬ < 18)
) & &b & & & &
= ²t U- + ²&` U- = [-])t + [-]&b
&` =
)t )t )t )t `
4. Trains arrive at a station at 15 minutes intervals starting at 4 am. If a passenger arrive to the station at a time
that is uniformly distributed between 9.00 and 9.30, find the probability that he has to wait for the train for
(i) Less than 6 minutes (ii) More than 10 minutes.
& &
Solution: ‰(-) = ³
, Y < - < W, ‰(-) = )t , 0 < - < 30
(i) (?T…… •ℎY 6 Š‹ „•T…) = (9 < ¬ < 15) + (24 < ¬ < 30)
&` & )t & & & & & (
= ²€ )t
U- + ²(\ )t
U- = )t [-]&`
€ + )t [-](\ = )t (15 − 9) + )t (30 − 24) = `
)t

(ii) (ʈST •ℎY 10 Š‹ „•T…) = (0 < ¬ < 5) + (15 < ¬ < 20)
` & (t & & & &
= ²t )t
U- + ²&` )t
U- = )t [-]t̀ + )t [-]&`
(t
=)
5. If X is a RV with a continuous distribution function Ò(Ï), prove that = Ò(º) has a uniform distribution in
F
(Ï − F), F ≤ Ï ≤ •è
(>, F). Further if â(Ï) = 㜠find the range of corresponding to the range F. F ≤ º ≤ œ. «.
>, äå澿综¾
Solution: The distribution function of Y is given by
@ (Å) = (´ ≤ Å) = (±(¬) ≤ Å) = [¬ ≤ ± ³& (Å)] = ±[± ³& (Å)] = Å ,
Ç
·(Å) = @ (Å) = 1, Also the range of Y is 0 ≤ y ≤ 1, since the range of F(x) is (0, 1).
Ç
EXPONENTIAL DISTRIBUTION
Definition: A continuous RV X defined in (0, ∞) is said to follow an exponential distribution if the probability density
function is â(Ï) = Ô ¾³ÔÏ , Ï ≥ >.
Application: Exponential distribution is useful in queueing theory and reliability theory. Time to failure of a component
and time between arrivals can be modeled using exponential distribution.
Moment Generating Function (M.G.F.) in Exponential Distribution
ü(.üô)ó ®
® ® ® Ô
ÊÀ (•) = ²³® T ‰(-) U- = ²t T Ü T³ U- = Ü ²t T ³( ³ )
U- = Ü ñ )
ò =
³( ³ Ô³å
t
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Mean and Variance using Moment Generating Function in Exponential Distribution

Ç Ç F
(¬) = õ ÊÀ (•)ö = õ © ªö = Ü õ (Ü − •)³& ö = Ü[(−1)(Ü − •)³( (−1)] =
Ç
Ç Ç ³ Ç ¯t Ô
¯t ¯t ¯t
Ça Ç œ
(¬ ( ) = õ Ê (•)ö =õ Ü (Ü − •)³( ö = Ü [(−2)(Ü − •)³) (−1)] =
Ç a À ¯t Ç ¯t
¯t Ôœ
( & F
°(¬) = (¬ ( ) [ (¬)](
− = a − a =
Ԝ
Memory less Property of Exponential Distribution
Statement: If º is exponential distributed with parameter Ô, then for any 2 positive integers s and t
4(º > ¼ + å⁄º > …) = 4(º > •).
×(ÀÙ x ∩ ÀÙ ) ×(ÀÙ x )
Proof : (¬ > … + •⁄¬ > …) = = , ‰(-) = Ü T ³ , - ≥ 0
×(ÀÙ ) ×(ÀÙ )
ü.ó ®
® ®
(¬ > [) = ²! ‰(-) U- = ²! Ü T ³ U- = Ü õ ö = ¾³Ô
³ !
Hence (¬ > … + • ) = T ³ ( x )
and (¬ > …) = T ³
ü.(56ô)
(¬ > … + •⁄¬ > …) = ü.5 = T³ = 4(º > •)
Problems in Exponential Distribution
F
1. The time (in hours) required to repairs a machine is exponential, distributed with parameter Ô = . (i) What is
œ
the probability that the repair time exceeds 2 hours? (ii) What is the conditional prob. that a repair takes at least
10h given that its duration exceeds 9h?
ó
&
Solution: ‰(-) = Ü T ³ , - > 0, ‰(-) = T ³a , - > 0
(
ó ®
ó ü üB ³ ü]
® ®& ³ &
(¬ > 2) = ²( ‰(-)U- = ²(
a
(i) T a U- = û ] ý = = T ³& = 0.3679
( ( ³ ³&
a (
ó ® ]
ó ü üB ³ üa ]
® ®& ³ &
(¬ ≥ 10⁄¬ > 9) = (¬ > 1) = = T ³a = 0.6065
a
(ii) ²& ‰(-)U- = ²& ( T a U- = û ý
( ³]
= ³&
a &

2. The mileage which car owners get with a certain kind of radial tire is a RV having an exponential distribution
with mean 40,000 km. Find the prob. that one of these tires will last (i) Atleast 20,000 km (ii) At most 30,000 km
ó
& & & ³
Solution: ÊTY = = 40,000 [Š, Ü = , ‰(-) = Ü T ³ , - > 0, ‰(-) = T lz,zzz , ->0
\t,ttt \t,ttt
ó ®
ó ü ]
® ® & ³ & lz,zzz
(i) (¬ ≥ 20,000) = ²(t,ttt ‰(-)U- = ²(t,ttt \t,ttt T lz,zzz U- = û
\t,ttt ³ ]
ý = T ³a = 0.6065
lz,zzz (t,ttt
ó )t,ttt
ó ü Ž
)t,ttt )t,ttt & ³ & lz,zzz
(ii) (¬ ≤ 30,000) = ²t ‰(-)U- = ²t T lz,zzz U- = û ] ý = 1 − T ³l = 0.527
\t,ttt \t,ttt ³
lz,zzz t
3. The length of time a person speaks over phone follows exponential distribution with mean 6. What is the
probability that the person will talk for (i) More than 8 min (ii) Less than 4 min (iii) Between 4 and 8 min
ó
& & &
Solution: ÊTY = = 6, Ü = , ‰(-) = Ü T ³ , - > 0, ‰(-) = T³ , - > 0
_ _
ó ®
ó ü l
® ® & &
(i) (¬ > 8) = ²b ‰(-)U- = ²b T ³ U- = û ] ý =T ³
Ž = 0.2635
_ _ ³
b
ó \
ó ü a
\ \ & ³ &
(¬ < 4) = ²t ‰(-)U- = ²t _ T U- = û ý = 1 − T ³Ž = 0.4865
_ ³]
(ii)
t
ó b
ó ü a l
b & &
(iii) (4 ≤ ¬ ≤ 8) = ²\ T ³ U- = û ] ý =T
³
Ž − T ³Ž = 0.5134 − 0.2635 = 0.2499
_ _ ³
\
4. The amount of time that a watch can run without having to be reset is a random variable having exponential
distribution, with mean 120 days. Find the prob. that such a watch will have to be reset in less than 24 days.
ó
& & &
Solution:, ÊTY = = 120 UYÅ…, Ü = , ‰(-) = Ü T ³ , - > 0, ‰(-) = T ³]az , - > 0
&(t &(t

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Dr. V. Poongothai, Assistant Professor, Dept of Maths, SRM University, Kattankulathur, Mobile: 9941740137, Email: [email protected]

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ó (\
ó ü ]
(\ & ³ &
= 1 − T ³Ú = 0.1813
]az
T U- = û ý
(\
(¬ < 24) = ²t ‰(-)U- = ²t &(t ]az
&(t ³ ]
]az t

5. The number of kilo meters that a car can run before its battery has to be replaced is exponentially distributed
with an average of 10,000 kms. If the owner desires to take a tour consisting of 8000 kms, what is the probability
that he will be able to complete is his tour with our replacing the battery?
ó
& & & ³
Solution:, ÊTY = = 10,000, Ü = , ‰(-) = Ü T ³ , - > 0, ‰(-) = T ]z,zzz , ->0
&t,ttt &t,ttt
ó ®
ó ü l
® ® & ³ & ]z,zzz
(¬ > 8000) = ²bttt ‰(-)U- = ²bttt &t,ttt T ]z,zzz U- = û ý = T ³Ú = 0.4493
&t,ttt ³ ]
]z,zzz bttt

6. In a construction site, 3 lorries unload materials per hour, on an average. What is the probability that the time
between arrival of successive lorries will be (i) at least 30 minutes (ii) less than 10 minutes?
Solution: Ü = 3, ‰(-) = Ü T ³ , - > 0, ‰(-) = 3 T ³) , - > 0
&
(i) Probability that the time between arrival of successive lorries equal to 30 minutes or hour
(
üŽó ® Ž
& ® ® ³
©¬ ≥ (
ª = ²] ‰(-)U- = ²] 3 T ³)
U- = 3 õ ö
³) ]
=T a = 0.223
a a a
&
(ii) Probability that the time between arrival of successive lorries equal to 10 minutes or _ hour
]
] ] üŽó ]
& ³
©¬ < _
ª = ²t ‰(-)U- = ²t 3 T ³)
U- = 3 õ
³)
ö = 1 − T a = 0.393
t
7. The life length X of an electronic component follows an exponential distribution. There are 2 processes by
which the component may be manufactured. The expected life length of the component is 100h. if process I is
used to manufacture, while it is 150 h if process II is used. The cost of manufacturing a single component by
process I is Rs. 10, while it is Rs. 20 for process II. Moreover if the component lasts less than the guaranteed life
of 200 h, a loss of Rs. 50 is to be borne by the manufacturer. Which process is advantageous to the
manufacturer?
Solution: If process I is used, the density function of X is given by
ó
& & &
ÊTY = = 100, Ü = , ‰(-) = Ü T ³ , - > 0, ‰(-) = T ³]zz , - > 0
&tt &tt
ó ®
ó ü
® & ³ & ]zz
(¬ ≥ 200) = ²(tt T ]zz U- = &tt û ] ý = T ³(
&tt ³
]zz (tt
ó (tt
ó ü
(tt & ³ & ]zz
(¬ < 200) = ²t T ]zz U- = &tt û ] ý = 1 − T ³(
&tt ³
]zz t
Similarly, if process II is used, the density function of X is given by
ó
& & &
ÊTY = = 150, Ü = , ‰(-) = Ü T ³ , - > 0, ‰(-) = T ³]Úz - > 0
&`t &`t
ó ®
ó ü l
® & ³ &
(¬ ≥ 200) = ²(tt = T ³Ž
]Úz
T ]Úz U- = û ] ý
&`t &`t ³
]Úz (tt
ó (tt
ó ü l
(tt & ³ &
= 1 − T ³Ž
]Úz
(¬ < 200) = ²t T ]Úz U- = û ] ý
&`t &`t ³
]Úz t
Let £F and £œ be the costs per component corresponding to the processes I and II respectively.
10, ¬ ≥ 200 è
Then ¢& =
60, ¬ < 200
(¢& ) = 10 × (¬ ≥ 200) + 60 × (¬ < 200) = 10 × T ³( + 60 × (1 − T ³( ) = 60 − 50T ³( = 53.235
20, ¬ ≥ 200 è
Now ¢( =
70, ¬ < 200
l l l
(¢( ) = 20 × (¬ ≥ 200) + 70 × (¬ < 200) = 20 × T ³Ž + 70 × ©1 − T ³Ž ª = 70 − 50T ³Ž = 56.765
Since (¢& ) < (¢( ), process I is advantageous to the manufacturer.

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NORMAL DISTRIBUTION
The Normal distribution was first described by De Moive in 1933 as the limiting form of Binomial distribution as the
number of trials becomes infinite. This discovery came into limelight after its discovery by both Laplace and Gauss half
a century later. So this distribution is also called Gaussion distribution.
Definition: A continuous RV X, with parameters È and í ( is normal if it has a probability density function
F Ïü œ
F ³ © ª
â(Ï) = ¾ œ , −∞ < - < ∞
√œ
Standard Normal distribution:
À³%
If X is a RV following normal distribution with parameter È and í, then C = is called a Standard Normal variate
Á
Eœ
F ³
and the p.d.f. of the standard variate Z is given by D(E) = ¾ œ , −∞ < C < ∞
√œ
Application: (i) The most important continuous probability distribution in the statistics field is Normal distribution.
(ii) In nature like rainfall and meteorological studies (iii) In industry (iv) In error calculation of experiments
(v) Statistical quality control (vi) Radar applications and in research.
Moment Generating Function (M.G.F.) in Normal Distribution
] óü" a ] óü" a
® ® & ³ © ª & ® ³ © ª
ÊÀ (•) = ²³® T ‰(-) U- = ²³® T T a # U- = ²³® T T a # U-
Á √( Á √(
³% Ç
Put C = Á
⇒ UC = Á
, - = È + íC
- = −∞, C = −∞ Y U - = ∞, C = ∞
Ga "ô Ga "ô Ga
& ® ® ® ³$ ³ ÁF&
ÊÀ (•) = ²³® T (%xÁF)
T ³ a í UC = ²³® T ÁF
T ³ a UC = ²³® T a UC
Á √( √( √(
"ô ] "ô ]
® ³ ¶F a ³( ÁF¸ ®³ ¶F a ³( ÁFxÁa a ³Áa a ¸
= ²³® T a UC = ²³® T a UC
√( √(
#a ôa
"ô ] #a ô a "ô6 ]
® ³ (F³Á )a a ® ³ (F³Á )a
= ²³® T a T a UC = ²³® T a UC
√( √(
Put „ = C − í• ⇒ U„ = UC
C = −∞, „ = −∞ Y U C = ∞, „ = ∞
#a ô a #a ô a
"ô6 Ha "ô6 Ha
® ³ ( ³ ®
ÊÀ (•) =
a a
²³® T a U„ = ²t T a U„
√( √(
a
Put • =
(
(
⇒ 2• U• = „ U„, U„ = √2 U•, „ = • √2 , „ = 0, • = 0 Y U „ = ∞, • = ∞
#a ô a #a ô a
"ô6 "ô6
( ® ( ®
ÊÀ (•) =
a a
²t T ³ √2 U• = ²t T ³ U•
a a

√( √
Ç ®
Put - = • ( ⇒ U- = 2• U•, U• = , • = √- , • = 0, - = 0 Y U • = ∞, - = ∞ ∵ I( ) = ²> ¾³Ï Ï ³F
¡Ï
(√
#a ôa # a ôa # a ôa
"ô6 "ô6 ] "ô6 ]
( ® Ç ® ³ ® ©&³ ª
ÊÀ (•) =
a a a
²t T ³
= ²t T ³
- a U- = ²t T ³ - a U-
√ (√ √ √
# a ôa # a ôa œ åœ
"ô6 "ô6
åx
ÊÀ (•) =
a a
Γ(1) = √ = ¾ œ
√ √
Mean and Variance using Moment Generating Function in Normal Distribution
# a ôa #a ô a
Ç Ç
(¬) = õ ÊÀ (•)ö = û K T% x
a Lý = ñ T% x
a (È + í ( •)ò =
Ç ¯t Ç
¯t ¯t
#a ô a # a ôa # a ôa
Ça Ç % x % x
(¬ ( ) = õ a ÊÀ
(•)ö =ñ T a (È + í ( •)ò = ñT a (í ( ) + T % x
a (È + í ( •)( ò = œ
+ œ
Ç ¯t Ç
¯t ¯t
°(¬) = (¬ ( ) − [ (¬)]( = í ( + È( − È( = œ
Problems in Normal Distribution
1. If º is normally distributed and the mean º is 12 and the SD is 4. Find out the probability of the following
(i) º ≥ œ> (ii) º ≤ œ> (iii) > ≤ º ≤ Fœ
Solution: È = 12, í = 4
À³% (t³% (t³&(
(i) (¬ ≥ 20) = © ≥ ª= ©M ≥ ª = (M ≥ 2) = 0.5 − (0 ≤ M ≤ 2) = 0.5 − 0.4772 = 0.0228
Á Á \
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(M ≤ 2) = 0.5 + (0 ≤ M ≤ 2) = 0.5 + 0.4772 = 0.9772

À³% (t³% (t³&(
(ii) (¬ ≤ 20) = © ≤ ª = ©M ≤ \ ª =
Á Á

≤M≤ = (−3 ≤ M ≤ 0) = (0 ≤ M ≤ 3) = 0.4987

t³% À³% &(³% ³&( &(³&(
(iii) (0 ≤ ¬ ≤ 12) = © Á ≤ Á ≤ Á ª= © \ ª
\
2. In an examination the marks obtained by the students in Maths, Physics and Chemistry are normally distributed
about mean 50, 52, 48 and S.D. 15, 12, 16 respectively. Find the prob. of securing a total mark of 180 or above.
Solution: Let ¬, ´, M be the marks of respective subjects. The total marks = ¬ + ´ + M
È = ( ) = (¬ + ´ + M) = (¬) + (´) + (M) = 50 + 52 + 48 = 150
í ( = °( ) = °(¬ + ´ + M) = °(¬) + °(´) + °(M) = 15( + 12( + 16( = 225 + 144 + 256 = 625 , í = 25
= (M ≥ 1.2) = 0.5 − (0 ≤ M ≤ 1.2) = 0.5 − 0.3849 = 0.1151
&bt³&`t
( ≥ 180) = ©M ≥ ª
(`
3. If the actual amount of instant coffee which a filling machine puts into ‘6 – ounce’ jars is a RV having a normal
distribution with S.D. is 0.05 ounce and if only 3% of the jars are to contain less than 6 ounce of coffee, what
must be the mean fill of these jars?
Solution: Let X be the actual amount of coffee put into the jars. Then X follows N(μ, σ), σ = 0.05
) _³% %³_
(¬ < 6) = 3% = = 0.03 ⇒ ©−∞ < M < t.t`ª = 0.03 ⇒ ©0 < M < ª = 0.5 − 0.03 = 0.47
&tt t.t`
%³_
From the table, t.t`
= 1.808, = á. >«>¤ ä ¾¼
4. In an engineering examination, a student is considered to have failed, secured second class, first class and
distinction, according as he scores less than 45%, between 45% and 60%, between 60% and 75% and above 75%
respectively. In a particular year 10% of the students failed in the examination and 5% of the students got
distinction. Find the percentages of students who have got first class and second class.
Solution: Let X follow the distributionN(μ, σ).
Given: (¬ < 45) = 0.10 and (¬ > 75) = 0.05
À³% \`³% y`³% À³%
©−∞ < Á
<
Á
ª = 0.1 and © Á
<
Á
< ∞ª = 0.05
\`³% y`³%
©−∞ < M < Á ª = 0.1 and © Á < M < ∞ª = 0.05
%³\` y`³%
©0 < M < Á
ª = 0.4 and ©0 < M < Á
ª = 0.45
%³\` y`³%
From the table, = 1.28 and = 1.64
Á Á
È − 1.28í = 45 (1) and È + 1.64í = 75 (2)
Solving equations (1) and (2), È = 58.15 and í = 10.28
_t³% À³% y`³% _t³`b.&` y`³`b.&`
($•„UT •… ·T•… ‰‹S…• ZXY……) = (60 < ¬ < 75) = © < < ª= © <M< ª
Á Á Á &t.(b &t.(b
= (0.18 < M < 1.64) = (0 < M < 1.64) − (0 < M < 0.18)
= 0.4495 − 0.0714 = 0.3781
Percentage of students getting first class = 38
Now percentage of students getting second class = 100 – (students who have failed, got 1st class and got distinction)
Percentage of students getting second class = 100 − (10 + 38 + 5) = 47.
5. The savings bank account of a customer showed an average balance of Rs. 150 and a S.D. of Rs. 50. Assuming
that the account balances are normally distributed (i) What percentage of account is over Rs. 200?
(ii) What percentage of account is between Rs. 120 & Rs. 170? (iii) What % of account is less than Rs. 75?
Solution: È = 150, í = 50
(tt³&`t
(i) (¬ ≥ 200) = ©M ≥ ª = (M ≥ 1) = 0.5 − (0 ≤ M ≤ 1) = 0.5 − 0.3413 = 0.1587
`t
Percentage of account is over Rs. 200 is 15.87%
&(t³&`t &yt³&`t
(ii) (120 < ¬ < 170) = © <M< ª = (−0.6 < M < 0.4)
`t `t
= (0 < M < 0.6) + (0 < M < 0.4) = 0.2257 + 0.1554 = 0.3811
Percentage of account is between Rs. 120 & Rs. 170 is 38.11%
y`³&`t
(iii) (¬ < 75) = ©M < ª = (M < −1.5) = 0.5 − (0 < M < 1.5) = 0.5 − 0.4332 = 0.0668
`t
Percentage of account is less than Rs. 75 is 6.68%

27
Dr. V. Poongothai, Assistant Professor, Dept of Maths, SRM University, Kattankulathur, Mobile: 9941740137, Email: [email protected]

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6. In a newly constructed township, 2000 electric lamps are installed with an average life of 1000 burning hours
and standard deviation of 200hours. Assuming the life of the lamps follows normal distribution, find
(i) The number of lamps expected to fail during the first 700 hours.
(ii) In what period of burning hours 10% of the lamps fail.
Solution: È = 1000, í = 200
À³% ytt³&ttt
(i) (¬ ≤ 700) = © < ª = (M < −1.5) = (M > 1.5) = 0.5 − (0 < M < 1.5)
Á (tt
= 0.5 − 0.4332 = 0.0668 (∵From Normal Table)
The no. of lamps that fail to burn in the first 700 hours = 2000 × 0.0668 = 133.6 ≈ 134
(ii) Let • be the period at which 10% of lamps fail.
À³% ³&ttt &ttt³
(¬ ≤ •) = 0.1 ⇒ © ≤ ª= 0.1 ⇒ ©M ≥ ª = 0.1
Á (tt (tt
&ttt³ &ttt³
©0 ≤ M ≤ (tt
ª = 0.5 − 0.1 = 0.4 ⇒ (tt
= 1.28 (∵From Normal Table)
å = Ѥ¤
7. The marks obtained by a number of students in a certain subject are approximately normally distributed with
mean 65 and standard deviation 5. If 3 students are selected at random from this group, what is the probability
that at least 1 of them would have scored above 75?
Solution: È = 65, í = 5
À³% y`³% y`³_`
(¬ > 75) = © > ª = ©M > ª = (M > 2) = 0.5 − (0 < M < 2) = 0.5 − 0.4772 = 0.0228
Á Á `
• = (Y …•„UT • …ZˆST… YWˆ T 75) = 0.0228 , ƒ = 1 − • = 0.9772 and = 3
(Å) = ¢ • ƒ ³ , Å = 0,1, … , (Å) = 3¢ (0.0228) (0.9772))³ , Å = 0,1, …
(´ ≥ 1) = 1 − (´ < 1) = 1 − (0) = 1 − 3¢t (0.0228)t (0.9772))³t = 0.0667
8. In a normal distribution 31% of the items are under 45 and 8% are over 64. Find the mean and S.D.
Solution: Let mean by μ and standard deviation σ
31% of the items are under 45 and 8% are over 64
(¬ < 45) = 31% and (¬ > 64) = 8%
À³% \`³% À³% _\³%
© < ª = 0.31 and © > ª = 0.08
Á Á Á Á
\`³% _\³%
©M < Á
ª = 0.31 and ©M > Á ª = 0.08
%³\` _\³%
©0 < M < Á
ª = 0.5 − 0.31 = 0.19 and ©0 < M < Á ª = 0.5 − 0.08 = 0.42
%³\` _\³%
= 0.5 and = 1.4
Á Á
È − 0.5í = 45 and È + 1.4í = 64
Solving for μ and σ, we get Q = ›> and R = F>
9. In a distribution exactly normal 7% of the items are under 35 and 89% are under 63. What are the mean and
S.D. of the distribution?
Solution: Let mean by μ and standard deviation σ
7% of the items are under 35 and 89% are over 63
(¬ < 35) = 7% and (¬ < 63) = 89%
À³% )`³% À³% _)³%
© < ª = 0.07 and © < ª = 0.89
Á Á Á Á
)`³% _)³%
©M < Á
ª = 0.07 and ©M < Á ª = 0.89
%³)` _)³%
©0 < M < Á
ª = 0.5 − 0.07 = 0.43 and ©0 < M < Á ª = 0.89 − 0.5 = 0.39
%³)` _)³%
= 1.48 and = 1.23
Á Á
È − 1.48í = 35 and È + 1.23í = 63
Solving for μ and σ, we get Q = ›>. • and R = F>. ••
10. In a normal distribution of a large group of men 5% are under 60 in height and 40% are between 60 and 65.
Find the mean height and S.D.
Solution: Let mean by μ and standard deviation σ
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Dr. V. Poongothai, Assistant Professor, Dept of Maths, SRM University, Kattankulathur, Mobile: 9941740137, Email: [email protected]

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5% of the items are under 60 and 40% are between 60 and 65

(¬ < 60) = 5% and (60 < ¬ < 65) = 40% = 0.4
À³% _t³%
© < ª = 0.05 and (¬ < 65) = (¬ < 60) + (60 < ¬ < 65)
Á Á
_t³% À³% _`³%
©M < Á
ª = 0.05 and © Á
<
Á
ª = 0.05 + 0.4 = 0.45
%³_t %³_`
©0 < M < Á
ª= 0.5 − 0.05 = 0.45 and ©0 < M < Á
ª = 0.5 − 0.45 = 0.05
%³_t %³_`
= 1.645 and = 0.13
Á Á
È − 1.645í = 60 and È + 0.13í = 65
Solving for μ and σ, we get Q = á›. ¤œ and R = •. œ«
11. If X is S(•, ¤). Find so that 4(|º − •| > [) = >. >›.
À³% À³)
Solution: Let mean by μ and standard deviation σ. È = 3, í ( = 4, í = 2, M = =
Á (
À³) ! ! !
(|¬ − 3| > [) = 0.05 ⇒ © > ª = 0.05 ⇒ ©|M| > ª = 0.05 ⇒ 2 ©M > (ª = 0.05
( ( (
! ! ! !
©M > (ª = 0.025 ⇒ 0.5 − ©0 < M < ª = 0.025 ⇒ ©0 < M < ( ª = 0.475 ⇒ ( = 1.96 ⇒ = •. «œ
(
12. The percentage º of a particular compound contained in a rocket fuel follows the distribution S(••, •),
through the specification for º is that it should lie between 30 and 35. The manufacturer will get a net profit
(per unit of the fuel) of Rs. 100, if •> < º < 35, Rs. 50, if œ› < º ≤ •> ä¿ •› ≤ º < 40 and incur a loss of
Rs. 60 per unit of the fuel otherwise. Find the expected profit of the manufacturer. If he wants to increase his
expected profit by 50% by increasing the net profit on that category of the fuel that meets the specification, what
should be the new net profit per unit of the fuel of this category?
Solution: )(È, í), )(33, 3), È = 33, í = 3
)t³% À³% )`³% )t³)) )`³))
(30 < ¬ < 35) = © < < ª = © <M< ª = (−1 < M < 0.67)
Á Á Á ) (
= (−1 < M < 0) + (0 < M < 0.67) = (0 < M < 1) + (0 < M < 0.67)
= 0.3413 + 0.2486 = 0.5899 (∵From Normal Table)
(`³% À³% )t³% (`³)) )t³))
(25 < ¬ ≤ 30) = © < < ª = © <M< ª = (−2.67 < M < −1)
Á Á Á ) (
= (1 < M < 2.67) = (0 < M < 2.67) − (0 < M < 1) = 0.4962 − 0.3413 = 0.1549
)`³% À³% \t³% )`³)) \t³))
(35 ≤ ¬ < 40) = © < < ª = © <M< ª = (0.67 < M < 2.33)
Á Á Á ) (
= (0 < M < 2.33) − (0 < M < 0.67) = 0.4901 − 0. .2486 = 0.2415
[(25 < ¬ ≤ 30) ˆS (35 ≤ ¬ < 40)] = (25 < ¬ ≤ 30) + (35 ≤ ¬ < 40) = 0.1549 + 0.2415 = 0.3964
(¬ < 25 ˆS ¬ > 40) = 1 − (0.5899 + 0.3964) = 0.0137
Profit / Unit Probability
Rs. 100 0.5899
Rs. 50 0.3964
Rs. -60 0.0137
( Sˆ‰‹• •TS „ ‹•) = T…. (100 × 0.5899 + 50 × 0.3964 − 60 × 0.0137) = T…. 79
Let the revised net profit per unit of the first category fuel be [.
(TT ‹…TU Sˆ‰‹• •TS „ ‹•) = T…. ([ × 0.5899 + 50 × 0.3964 − 60 × 0.0137) = T…. (0.5899[ + 18.998)
(TT ‹…TU Sˆ‰‹• •TS „ ‹•) = T…. 79 + T…. 39.5
&&b.`³&b.€€b
0.5899[ + 18.998 = 118.5 ⇒ [ = = 168.68 ⇒ = Fá«
t.`b€€

All the Best

Dr. V. Poongothai
Assistant Professor
Department of Mathematics
SRM University, Kattankulathur – 603 203
Email : [email protected], Mobile : 9941740137

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Dr. V. Poongothai, Assistant Professor, Dept of Maths, SRM University, Kattankulathur, Mobile: 9941740137, Email: [email protected]

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Normal Distribution Table

Dr. V. Poongothai
Assistant Professor, Department of Mathematics, SRM University, Kattankulathur
Email : [email protected], Mobile : 9941740137
30
Dr. V. Poongothai, Assistant Professor, Dept of Maths, SRM University, Kattankulathur, Mobile: 9941740137, Email: [email protected]

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