ENGINEERING DATA

ANALYSIS
MATH14
PROBABILITY
DISTRIBUTION
MATH14 – Engineering Data Analysis
RANDOM VARIABLES
Suppose that to each point of a sample space we assign a
number. We then have a function defined on the sample
space. This function is called a random variable or more
precisely a random function. It is usually denoted by a
capital letter such as X or Y. In general, a random variable
has some specified physical, geometrical or other
significance.
A random variable which takes on a finite or countably
infinite number of values is called a discrete random
variable while one which takes on a noncountably infinite
number of values is called a nondiscrete or continuous
random variable.
PROBABILITY FUNCTION
If for a random variable 𝑥 the real valued function 𝑃(𝑥) is
such that 𝑃 𝑥 = 𝑥 = 𝑃 𝑥 is called the probability function if
it satisfies the following conditions:

0≤𝑃 𝑥 ≤1
𝑛

෍ 𝑃(𝑥𝑖 ) = 1
𝑖=1
DISCRETE PROBABILITY DISTRIBUTIONS
Probability distribution of a random variable is the set of its
possible values together with its respective probabilities.
Suppose, 𝑥 is a discrete random variable with possible
outcomes 𝑥1 , 𝑥2 , 𝑥3 , … , and 𝑃 𝑥1 , 𝑃(𝑥2 ) , … will be the
respective probabilities

𝑥 = 𝑥𝑖 𝑥1 𝑥2 𝑥3 … 𝑥𝑛

𝑃(𝑥 = 𝑥𝑖 ) 𝑃 𝑥1 𝑃 𝑥2 𝑃 𝑥3 … 𝑃 𝑥𝑛

is called as probability distribution

DISCRETE PROBABILITY DISTRIBUTIONS
Let 𝑥 be the random variable which takes number of heads
in tossing a coin for 2 times
DISCRETE PROBABILITY DISTRIBUTIONS
Let 𝑥 be the number of heads in a single toss of four fair
coins then determine 𝑃(𝑥 < 2) and 𝑃(1 < 𝑥 ≤ 3).

Draw the probability distribution:

DISCRETE PROBABILITY DISTRIBUTIONS
Let 𝑥 be the number of heads in a single toss of four fair
coins then determine 𝑃(𝑥 < 2) and 𝑃(1 < 𝑥 ≤ 3).

Draw the probability distribution:

𝑥 = 𝑥𝑖 0 1 2 3 4

𝑃(𝑥 = 𝑥𝑖 ) 1 4 6 4 1
16 16 16 16 16
DISCRETE PROBABILITY DISTRIBUTIONS
𝑥 = 𝑥𝑖 0 1 2 3 4

𝑃(𝑥 = 𝑥𝑖 ) 1 4 6 4 1
16 16 16 16 16
𝑃 𝑥<2
𝑃 𝑥 <2 =𝑃 𝑥 =0 +𝑃 𝑥 =1
1 4 𝟓
𝑃 𝑥<2 = + =
16 16 𝟏𝟔
𝑃 1<𝑥≤3
𝑃 1<𝑥 ≤3 =𝑃 𝑥 =2 +𝑃 𝑥 =3
6 4 𝟏𝟎 𝟓
𝑃 1<𝑥≤3 = + = ≈
16 16 𝟏𝟔 𝟖
EXPECTATION/MEAN OF A RANDOM
VARIABLE
Suppose a random variable 𝑥 assumes 𝑥1 , 𝑥2 , …, 𝑥𝑛 with
probabilities 𝑃(𝑥1 ), 𝑃(𝑥2 ), …, 𝑃(𝑥𝑛 ). Then, the mathematical
expectational or mean or expected value of 𝑥 is
𝑛

𝐸 𝑥 = ෍ 𝑥𝑖 𝑃(𝑥𝑖 )
𝑖=1
VARIANCE OF A RANDOM VARIABLE
Variance characterizes the variability in the distributions
since two distributions with same mean can still have
different dispersion of data about their means.

𝑉 𝑥 = 𝐸 𝑥𝑛2 − 𝐸 𝑥 2

𝐸 𝑥 2 = ෍ 𝑥𝑖2 ⋅ 𝑃 𝑥𝑖
𝑖=1
STANDARD DEVIATION

𝑆. 𝐷. = 𝑉 𝑥
RANDOM VARIABLE | Example
A random variable 𝑥 has following probability function

𝑥 0 1 2 3 4 5 6 7
𝑃(𝑥) 0 𝑘 2𝑘 2𝑘 3𝑘 𝑘2 2𝑘 2 7𝑘 2 + 𝑘
i. Determine 𝑘
ii. Evaluate 𝑃(𝑥 < 6), 𝑃(𝑥 ≥ 6), 𝑃(0 < 𝑥 < 5) and 𝑃(0 ≤ 𝑥 ≤
4)
1
iii. If 𝑃 𝑥 ≤ 𝑥 > , find the min value of 𝑥
2
iv. Determine the distribution function of 𝑥
v. Mean
vi. Variance
RANDOM VARIABLE | Example
A random variable 𝑥 has following probability function

𝑥 0 1 2 3 4 5 6 7
𝑃(𝑥) 0 𝑘 2𝑘 2𝑘 3𝑘 𝑘2 2𝑘 2 7𝑘 2 + 𝑘
i. Determine 𝑘
7

෍𝑃 𝑥 = 1
𝑥=0
𝑘 + 2𝑘 + 2𝑘 + 3𝑘 + 𝑘 2 + 2𝑘 2 + 7𝑘 2 + 𝑘 = 1
10𝑘 2 + 9𝑘 − 1 = 0
𝑘 = 0, 𝟎. 𝟏𝟎
RANDOM VARIABLE | Example
A random variable 𝑥 has following probability function
𝑥 0 1 2 3 4 5 6 7
𝑃(𝑥) 0 𝑘 2𝑘 2𝑘 3𝑘 𝑘2 2𝑘 2 7𝑘 2 + 𝑘
Evaluate:
𝑃(𝑥 < 6) = 1 − 𝑃 𝑥 ≥ 6
=1−𝑃 𝑥 =6 −𝑃 𝑥 =7
= 1 − 0.02 − 0.17 = 𝟎. 𝟖𝟏
𝑃 𝑥 ≥ 6 = 𝑃 𝑥 = 6 + 𝑃 𝑥 = 7 = 0.02 + 0.17 = 𝟎. 𝟏𝟗
𝑃 0<𝑥<5 =𝑃 𝑥=1 +𝑃 𝑥=2 +𝑃 𝑥=3 +𝑃 𝑥=4
= 0.10 + 0.20 + 0.20 + 0.30 = 𝟎. 𝟖𝟎
𝑃 0 ≤ 𝑥 ≤ 4 = 𝑃 0 < 𝑥 < 5 = 𝟎. 𝟖𝟎
RANDOM VARIABLE | Example
A random variable 𝑥 has following probability function
𝑥 0 1 2 3 4 5 6 7
𝑃(𝑥) 0 𝑘 2𝑘 2𝑘 3𝑘 𝑘2 2𝑘 2 7𝑘 2 + 𝑘

iii. Evaluate 𝑃 𝑥 ≤ 𝑘 > 1/2 = 𝑥 = min{4, 5, 6, 7}

=4
RANDOM VARIABLE | Example
A random variable 𝑥 has following probability function
𝑥 0 1 2 3 4 5 6 7
𝑃(𝑥) 0 𝑘 2𝑘 2𝑘 3𝑘 𝑘2 2𝑘 2 7𝑘 2 + 𝑘

𝑃(𝑥) 0 0.10 0.20 0.20 0.30 0.01 0.02 0.17

𝐹 𝑥 = 𝑃(𝑥 ≤ 𝑥) 0 0.10 0.30 0.50 0.80 0.81 0.83 1

𝑥 0 1 2 3 4 5 6 7
𝐹 𝑥 = 𝑃(𝑥 ≤ 𝑥) 0 0.10 0.30 0.50 0.80 0.81 0.83 1
RANDOM VARIABLE | Example
Mean

𝐸 𝑥 = ෍ 𝑥𝑖 𝑃(𝑥𝑖 )
𝑖=0
= 0 0 + 1 𝑘 + 2 2𝑘 + 3 2𝑘 + 4 3𝑘 + 5 𝑘 2 + 6 2𝑘 2 + 7 7𝑘 2 + 𝑘
𝐸 𝑥 = 𝟑. 𝟔𝟔
RANDOM VARIABLE | Example
Variance

𝑉 𝑥 = ෍ 𝐸 𝑥2 − 𝐸 𝑥 2

𝑖=0
= 0 + 𝑘 + 22 2𝑘 + 32 2𝑘 + 42 3𝑘 + 52 𝑘 2 + 62 2𝑘 2 + 72 7𝑘 2 + 𝑘 − 3.662

= 𝑘 + 8𝑘 + 18𝑘 + 48𝑘 + 25𝑘 2 + 72𝑘 2 + 343𝑘 2 + 49𝑘 − 3.662

= 𝟑. 𝟒𝟎𝟒𝟒
PROBABILITY | Binomial Distribution
Let us visualize a practical situation where an experiment
results in only 2 outcomes: success and failure
Example:
1. Tossing a fair coin – H or T
2. Auditing a bill – contains and error or not
3. Grade in MATH 14 – Pass or Fail
PROBABILITY | Binomial Distribution
Define:
A random variable 𝑥 has a binomial distribution if it assumes
only non-negative values and its probability mass function is
given by
𝑛𝐶𝑥 ⋅ 𝑝 𝑥 ⋅ 𝑞𝑛−𝑥 , 𝑥 = 0, 1, 2, … , 𝑛
𝑃 𝑋=𝑥 =ቊ
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Where: 𝑛 = no. of times the experiment to be conducted
𝑝 = probability of success
𝑞 = probability of failure
𝑥 = no. of times the success expected
𝑝+𝑞 =1
PROBABILITY | Binomial Distribution
Examples:
1. The number of defective bolts in a box containing 𝑛
bolts.
2. The number of machines lying idle in a factory having 𝑛
machines.
3. The number of post graduates in a group of 𝑛 men.
4. The number of oil wells yielding natural gas in a group of
𝑛 wells.
5. The number of students that will pass in a batch of 𝑛
students.
PROBABILITY | Binomial Distribution
Conditions for Binomial Distribution
The binomial distribution holds under the following
conditions:
1. Trials are repeated under identical conditions for a fixed
number of times, say 𝑛.
2. They should have only a possible outcomes i.e. success
or failure for each trial.
3. The probability of success in each trial remains constant
and does not change from trial to trial.
4. The trials are independent, i.e the probability of an event
in any trial is not affected by the results of any other trial.
PROBABILITY | Binomial Distribution
Example:
1. A fair coin is tossed 6 times, find the probability of getting
4 heads.
Given that a fair coin is tossed for 6 times, and since the
random experiment having only 2 outcomes. i.e head, tail
One can apply Binomial Distribution
No. of times experiment conducted, 𝑛 = 6
1
Probability of success, getting a head 𝑝 = 1/2 ∴ 𝑞 = 1 − 𝑝 =
2
Required no. of heads = 4
PROBABILITY | Binomial Distribution
Example:
1. A fair coin is tossed 6 times, find the probability of getting
4 heads.
𝑃 𝑋 = 𝑥 = 𝑛𝐶𝑥 ⋅ 𝑝 𝑥 ⋅ 𝑞𝑛−𝑥 , 𝑥 = 0, 1, 2, 3, 4
4 6−4
1 1
𝑃 𝑋 = 4 = 6𝐶4 ⋅ ⋅
2 2
𝑃 𝑋 = 4 = 𝟎. 𝟐𝟑𝟒𝟑𝟕𝟓
PROBABILITY | Binomial Distribution
Example:
2. A die is thrown 6 times, if getting an even no. is a
success, find the probability of:
a. At least 1 success
b. <= 3 success
c. 4 success
PROBABILITY | Binomial Distribution
Example:
2. A die is thrown 6 times, if getting an even no. is a
success, find the probability of at least 1 success

𝑃 𝑋 =1 =1−𝑃 𝑋 <0
0 6
1 1
= 1 − 6𝐶0 = 1 − 0.015625
2 2
𝑃 𝑋 = 1 = 𝟎. 𝟗𝟖𝟒𝟑𝟕𝟓
PROBABILITY | Binomial Distribution
Example:
2. A die is thrown 6 times, if getting an even no. is a
success, find the probability of ≤ 3 success

𝑃 𝑋 ≤3 =𝑃 𝑋 =0 +𝑃 𝑋 =1 +𝑃 𝑋 =2 +𝑃 𝑋 =3
0 6 1 5 2 4 3 3
1 1 1 1 1 1 1 1
= 6𝐶0 + 6𝐶1 + 6𝐶2 + 6𝐶3
2 2 2 2 2 2 2 2

= 0.015625 + 0.09375 + 0.234375 + 0.3125 = 𝟎. 𝟔𝟓𝟔𝟐𝟓

PROBABILITY | Binomial Distribution
Example:
2. A die is thrown 6 times, if getting an even no. is a
success, find the probability of 4 success

4 2
1 1
𝑃 𝑋 = 4 = 6𝐶4 ⋅ ⋅
2 2
𝑃 𝑋 = 4 = 𝟎. 𝟐𝟑𝟒𝟑𝟕𝟓
PROBABILITY | Poisson Distribution
Poisson Distribution is a rare distribution of rare events i.e the
events whose probability of occurrence is very small, but
the number of trials which could lead to the occurrence of
the event are very large.

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 defined as:
𝜆𝑥 𝑒 −𝜆
𝑃 𝑋 = 𝑥 = ቐ 𝑥! 𝑥 = 0, 1, 2, …
0 otherwise
here 𝜆 > 0, is the parameter mean and variance
PROBABILITY | Poisson Distribution
Example situation:
1. Number of defective electric bulbs manufactured by a
company.
2. Number of telephone calls permitted at a switchboard.
3. Number of cars passing through a certain coin in 1
minute.
4. Number of printing mistakes per page in a large
textbook.
5. Number of persons born blind per year in a large city.
PROBABILITY | Poisson Distribution
Conditions:
1. The number of occurrences is a discrete random
variable.
2. The occurrences are rare.
3. Number of trials 𝑛 is large.
4. The probability of success (𝑝) is very small (very close to
zero).
5. 𝑛𝑝 = 𝜆 is finite.
PROBABILITY | Poisson Distribution
Example:
1. If the probability that an individual suffers a bad reaction
from a certain injection is 0.001. Determine the
probability that out of 2000 individuals:
1. Exactly 3
2. More than 2
3. None
4. More than 1 individual suffer a bad reaction

Given:
𝑝 = 0.001
𝑛 = 2000
𝜆 = 𝑛𝑝 = 2
PROBABILITY | Poisson Distribution
Given:
𝑝 = 0.001
𝑛 = 2000
𝜆 = 𝑛𝑝 = 2

1. 𝑃 𝑋 = 3
𝜆𝑥 𝑒 −𝜆 23 𝑒 −2
𝑃 𝑋=3 = = = 0.18044704432 ≈ 𝟎. 𝟏𝟖𝟎𝟒
𝑥! 3!
2. 𝑃 𝑋 > 2
𝑃 𝑋 >2 =1−𝑃 𝑋 ≤2 =1−𝑃 𝑋 =0 −𝑃 𝑋 =1 −𝑃 𝑋 =2
𝑃 𝑋 > 2 = 𝟎. 𝟑𝟐𝟑𝟐𝟒
PROBABILITY | Poisson Distribution
Given:
𝑝 = 0.001
𝑛 = 2000
𝜆 = 𝑛𝑝 = 2

3. 𝑃 𝑋 = 0
20 𝑒 −2
𝑃 𝑋=0 = = 𝟎. 𝟏𝟑𝟓𝟑𝟑𝟓
0!

4. 𝑃 𝑋 > 1
𝑃 𝑋 >1 =1−𝑃 𝑋 ≤1 =1−𝑃 𝑋 =0 −𝑃 𝑋 =1
𝑃(𝑋 > 1) = 1 − 0.0135335 − 0.270671
𝑃 𝑋 > 1 = 𝟎. 𝟓𝟗𝟑𝟗𝟗𝟒
THANK YOU!