Random Variable

A random variable is a variable whose possible values are numerical outcomes of a

random phenomenon/experiment.

A variable whose value is a real number determined by the outcome of a random

experiment is called a random variable. Generally, a random variable is denoted by
capital letters like X, Y, Z….., where as the values of the random variable are
denoted by the corresponding small letters like x, y, z …….

Suppose that two coins are tossed so that the sample space is S = {HH, HT, TH, TT}
Suppose X is the number of heads which can come up, with each sample point we
can associate a number for X as shown in the table below:
Suppose that two coins are tossed so that the sample space is S = {HH, HT,
TH, TT} Suppose X is the number of heads which can come up, with each
sample point we can associate a number for X as shown in the table below:

Sample point HH HT TH TT
X 2 1 1 0

Suppose when we throw the two dice, total number of points equal to 9
(x=9)
S={(6,3), (5,4), (4,5), (3,6)}
 Types of Random Variables
Discrete Random Variables
Continuous Random Variables

(1)A discrete random variable is one which may take on only a countable number
of distinct values such as 0,1,2,3,4,........ Discrete random variables are usually
(but not necessarily) counts.
If a random variable can take only a finite number of distinct values, then it
must be discrete.
Examples
when 3 coins are tossed, the number of heads obtained is the random variable X
assumes the values 0,1,2,3 which form a countable set.
Number of children in a family,
Number of defective light bulbs in a box of ten.
A continuous random variable is one which takes any value between
certain intervals or its domain

Examples include height, weight, the amount of sugar in an orange.

The Height of students in a particular class lies between 4 feet to 6 feet

A continuous random variable is not defined at specific values.

Instead, it is defined over an interval of values, and is represented by
the area under a curve (in advanced mathematics, this is known as an
integral). The probability of observing any single value is equal to 0,
since the number of values which may be assumed by the random
variable is infinite.
Suppose a random variable X may take all values over an interval of real
numbers. Then the probability that X is in the set of outcomes A, P(A), is defined
to be the area above A and under a curve. The curve, which represents a
function p(x), must satisfy the following:

1: The curve has no negative values (p(x) ≥ 0 for all x)

2: The total area under the curve is equal to 1.
 Probability distributions:
If all the possible outcomes of random experiment associated with
corresponding probability is called probability distributions.
Following condition should hold:
Suppose a random variable X may take k different values, with the probability that
X = xi defined to be P(X = xi) = pi. The probabilities pi must satisfy the following:

0 < pi < 1 for each i

p1 + p2 + ... + pk = 1
Example
Suppose a variable X can take the values 1, 2, 3, or 4.
The probabilities associated with each outcome are described by the following
table:
Outcome 1 2 3 4
Probability 0.10.30.40.2
The probability that X is equal to 2 or 3 is the sum of the two probabilities: P(X =
2 or X = 3) = P(X = 2) + P(X = 3) = 0.3 + 0.4 = 0.7. Similarly, the probability that X is
greater than 1 is equal to 1 - P(X = 1) = 1 - 0.1 = 0.9, by the complement rule.
 Probability Histogram for probability
distribution

p(x)
0.45

0.4
0.4
0.35

0.3
0.3
0.25

0.2
0.2
0.15

0.1
0.1
0.05

0
1 2 3 4
 Cumulative Distribution Function (CDF)
 It is a function giving the probability that the random variable X is less than or equal
to x, for every value x.
For a discrete random variable, the cumulative distribution function is found by
summing up the probabilities.
Example:
Outcome 1 2 3 4
Probability 0.10.30.40.2

The cumulative distribution function for the above probability distribution is

calculated as follows: 
The probability that X is less than or equal to 1 is 0.1, 
the probability that X is less than or equal to 2 is 0.1+0.3 = 0.4, 
the probability that X is less than or equal to 3 is 0.1+0.3+0.4 = 0.8, and 
the probability that X is less than or equal to 4 is 0.1+0.3+0.4+0.2 = 1.
Probability Histogram for cumulative probability
distribution
Construct the probability histogram for probability distribution and
cumulative probability distribution for following example.

(1) Number of heads as a random variable in tossing a four balanced coins.

Example2:
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 xi
of the random variable xi, xi is the number of brown socks selected.
 Distribution Function:
Let X be a random variable. The function F defined for all real value of x
by FX (x)= P(X ≤ x), -ꝏ <x< ꝏ, is called as distribution function of the
random variable X.
Properties of Distribution Function
(1)If FX(x) is the distribution function of r v X and If a < b then
P(a≤ X≤ b) =F(b) - F(a)
(2)If F(X) is a distribution function of monovariate X then 0 ≤ F(X)≤1
(3)x<y, then F(x) < F(y)
(4)If F(X) is distribution function of monovariate X then
F(-ꝏ) = lim x--> - ꝏ = F(X)=0

F(ꝏ) = lim x--> ꝏ = F(X)=1

 Probability Mass Function (PMF)
If X is a one dimensional discrete random variable taking at most a
countable infinite number of values x1, x2, x3……. Then its probabilistic
behaviour at each real point is described by a function called the probability
mass function (discrete density function) which is defined below
Definition:
If X is a discrete random variable with distinct values x1, x2, x3, ,,,, xn ,,,,,,
then the function p(x) defined as :

PX (x) = P(X=xi ) = pi , if x = xi , i=1,2,3,….

0 , if x ≠ xi
is called the probability mass function of r.v. X
• 
Remarks:
1. The number : i=1,2,3…must satisfy the following condition.
(i) ≥ 0, for all i
(ii)

FX (x)=
FX (x) is probability distribution function of random variable and also
called the step function and its graph is just like staircase having a jump
of magnitude pi at each i taking along abscissa.
Example:
Two dice are rolled. Let X denotes the random variable which counts the total
number of points on the upturned faces, Construct a table giving the non-zero
values of the probability mass function and draw the probability chart.
x 2 3 4 5 6 7 8 9 10 11 12
0.027 0.055 0.083 0.111 0.138 0.166 0.138 0.111 0.083 0.055 0.027
P(x) ('1/36) ('2/36) ('3/36) ('4/36) ('5/36) ('6/36) ('5/36) ('4/36) ('3/36) ('2/36) ('1/36)

Probability Function
0.180
0.160
0.140
0.120
0.100
P(x)

0.080
0.060
0.040
0.020
-
2 3 4 5 6 7 8 9 10 11 12

x
 x 2 3 4 5 6 7 8 9 10 11 12
0.027 0.82 0.165 0.276 0.414 0.580 0.0718 0.829 0.912 0.967 0.999
p(X≤x) ('1/36) (‘3/36) (‘6/36) (‘10/36) (‘15/36) (‘21/36) (‘26/36) (‘30/36) (‘33/36) (‘35/36) (‘36/36)
• 

• F(x)=
 Example2:
A Random variable X has the following
probability function
x 0 1 2 3 4 5 6 7
P(x) 0 k 2k 2k 3k k2 2k2 7k2+k

(i) Find the value of k

(ii) Evaluate P(X<6), P(X≥6) and P(0<x<5)
(iii) Determine the probability distribution function of X
•  Probability Density Function (pdf)
Let us consider the small interval (x, x+dx) of the length dx round the point x.
f(x) be any continuous function of x so that f(x)dx represents the probability that X falls in the
infinitesimal interval (x, x+dx).
Symbolically,
P(x ≤ X ≤ x+dx)= f(x)dx
Definition:

p.d.f f(x)of the r.v. X is defined as:

fX (x) =
•The
  probability for a variate value to lies in the interval dx is f(x)dx and
hence the probability for a variate values to fall in the finite interval
[α,β] is

P(α≤ X≤β) =
Which represent area between the curve y=f(x).

where [a,b] is range of random variable and total probability is unity.

•The
  probability density function(p.d.f) of random variable X , usually denoted by
or simply by f(x) has the following properties:

(i) f(x) ≥ 0,

(ii) =1

(iii) The probability P(E) given by: P(E) =dx is well defined for any event E
Remarks:
(i) P(X=c) is not zero in case discrete random variable
P(X=c) is zero in case continuous random variable
Where c is fixed constant

(ii) P(α ≤ X ≤ β)=P(α < X ≤ β)=P(α ≤ X < β)=P(α < X < β)

In case of random variable, it does not matter whether we include the
end points of the interval from α to β.
•Example1:
 
The Diameter of an electric cable, say X, is assumed to be a continuous random
variable with p.d.f. = 6x (1-x), 0≤ x≤ 1
(i) Check that f(x) is p.d.f.
(ii) Determine a number b such that P(X < b) = P(X > b)
Solutions:
If =1, then we conclude that is p.d.f

=6

=6

= 1, Hence is the p.d.f of r.v. X

•(ii).
  p(X<b) = P(X>b)

6= 6

(3b2 2b3 ) = (1-3b2+2b2 )

•   (2b-1)(2b2 -2b-1)=0

2b-1=0, b=1/2

or

(2b2 -2b-1)=0

b=
•Example
  2:
Let X be a continuous random variable with p.d.f :

(i) Determine the constant a

(ii) compute (X ≤ 1.5)
• Let
  or be the p.d.f of random variable X, where X is defined from
a to b . Then

(i) Arithmetic Mean = dx

(ii) Harmonic Mean H is given by : =dx

(iii) Geometric Mean G is given by : log G = dx

(iv) (About Origin)= dx

•(v)
  (About the point x=A)= dx

(vi) μr (About mean)= dx

(vii) (About Origin)= dx

(viii) (About Origin)= dx

(viiii) μ2 (Variance) = )2
• 
Median = dx = dx = 1/2
Example3:
A random variable X is distributed at random between the values 0 and 1 so that
its probability density function is : f(x)= kx2(1-x3), where k is a constant. Find the
values of k. Using this values of k, find its mean and variance.
Example4:
A variable X is distributed at random between the values 0 and 4 and its
probability density function is given by : f(x) = Kx3(4-x)2
Find the value of k, the mean and standard deviation of the distribution.
•Example
  5:
The number of minutes that a flight from Phoenix to Tucson is early or late is a
random variable whose probability density is given by

= (36-) for -6 < x < 6

0 , elsewhere

Where negative values are indicative of the flight’s being early and positive values
are indicative of its being late.
Find the probabilities that one of these flights will be
(a) At least 2 minutes early
(b) At least 1 minute late
(c) Anywhere from 1 to 3 minutes early
(d) Exactly 5 minutes late
 Two-Dimensional Random Variable
Let X and Y be two random variables defined on the same sample space S, then the
function (X,Y) that assigns a point in R2=(R x R), is called a two-dimensional
random variable.
Ex: Measuring height and weight of every person.

Two –dimensional or Joint Probability Mass Function

Let X and Y be random variables on a sample space S with respective image sets
X(S)={ x1, x2, x3……..xn } and Y(S) = {y1,y2,y3……..ym}. We make the product
set X(S) X Y(S)={x1, x2, x3….. xn) X {y1, y2, y3…….ym} into a probability space by
defining the probability of the ordered pair (xi, yj) to be P(X=xi, Y=yj) which we
write P(xi, yj). The function of the p on X(S) X Y(S) defined by: pij=P(X=xi ꓵ
Y=yj)= p(xi, yj) is called the joint probability function of X and Y and is usually
represented in the from of the following table
•  Definition of joint probability mass function
If (X,Y) is a two dimensional discrete random variable, then the joint discrete
function of X,Y, also called the joint probability mass function X, Y, denoted by
Px,y is defined as
Px,y (xi, yj) = P(X=xi, Y=yj) for a value (xi , yj) of (X,Y)
Px,y (xi, yj) = 0, otherwise
Remark:

Summation is taken over all possible value is 1

•  Marginal Probability Function

Let (X,Y) be a discrete two –dimensional r.v. which takes up countable number of

values (Xi, Yj). Then the probability distribution of X is determined as follows:

pX(xi)=P(X=xi )

= P(X=xi ꓵY=y1 ) + P(X=xi ꓵY=y2 ) + P(X=xi ꓵY=y3 ) +….+ P(X=xi ꓵY=ym )

= Pi1+ Pi2 + Pi3 +…….+ Pim =

is known as marginal probability mass function or discrete marginal density function X

• 

Py (y j )=P(Y=yj)= == P.j

which is the marginal probability mass function of Y

Example:2
The bivariate probability distribution of (X,Y) given below.
X Y 1 2 3 4 5 6
0 0 0 1/32 2/32 2/32 3/32
1 1/16 1/16 1/8 1/8 1/8 1/8
2 1/32 1/32 1/64 1/64 0 2/64

Find the value of

(i). P(X≤1)
(ii). P(Y≤3)
(iii). P(X≤1, Y≤3)
(iv). P(Y≤3 / X≤1)
(v). P(X+Y≤4)
Example 3:
Determine the value of K for following function. Check for Joint probability
distribution function.
f(x , y)= kxy for x=1,2,3 y=1,2,3

f(1,1)=k, f(1,2)=2k, f(1,3)=3k, f(2,1)=2k, f(2,2)=4k, f(2,3)=6k, f(3,1)=3k, f(3,2)=6k

and f(3,3)=9k.
Example 3:
The joint probability mass function of (X,Y) is given by p(x,y) = k(2x+3y), x=0,1,2;
y=1,2,3.
Find the marginal and conditional probability distributions.
The joint probability distribution of (X,Y) is given below.
X Y 1 2 3
0 3k 6k 9k
1 5k 8k 11k
2 7k 10k 13k
•Two-dimensional
  Distribution Function of continuous random variable
The Distribution function of the two-dimensional random variable(X,Y) is a
real valued function F defined for all real value of x and y by the relation.
FXY (x,y)=P(X ≤ x, Y ≤ y )
Properties of Joint Distribution Function
(i) The real number a b c d
P( a ≤ X ≤ b , c ≤ Y ≤ d )= FXY (b,d) + FXY (a,c) - FXY (a,d) - FXY (b,c)
(ii) FXY (-ꝏ,y) =0= FXY (x, -ꝏ)
(iii)FXY (ꝏ, ꝏ ) =1
(iii) P( a < X < b , Y ≤ y )= FXY (b,y) - FXY (a,y)
(iv) P(X ≤ x , c ≤ Y ≤ d )= FXY (x,d) - FXY (x,c)
(v) At point of continuity of f(x,y)
= f(x,y)
•  Marginal Distribution Function

From the knowledge of joint distribution function FXY (x,y), it is possible to obtain the individual

distribution functions, FX (x), and FY (y) which are termed as marginal distribution function of X

and Y respectively with respect to the joint distribution function FXY (x,y).

FX (x) = P(X ≤ x) = P(X ≤ x, Y < ꝏ ) =

f(x) = dy

Similarly

FY (y) = P(Y ≤ y) = P(X < ꝏ, Y ≤ y ) =

f(y) = dx
Important Remark:

If we know the joint p.d.f fXY (x,y) of two random variable X and Y,
we can obtain the individual distributions of X and Y in the form of
their marginal p.d.f’s fX (x) and fY (y). However, the converse is not
true, i.e., from the marginal distribution of two jointly distributed
random variables, we cannot determine the joint distributions of these
two random variable.
•  Conditional Probability Density Function
The conditional distribution function FY/X (y/x) denotes the distribution
function of Y when X has already assumed the particular value x . Hence
FY/X (y/x) = P(Y≤ y /X=x)

FY/X (y/x) =

The conditional distribution function FX/Y (x/y) denotes the distribution

function of X when Y has already assumed the particular value y .Hence
FX/Y (x/y) = P(X≤ x /Y=y)

FX/Y (x/y) =
 Independent Random Variable

Two r.v.’s X and Y with joint p.d.f fXY (x,y) and marginal p.d.f’s fX (x)

and fY (y) respectively are said to be stochastically independent if and

only if

fXY (x,y) = fX (x) fY (y)

•The
  joint probability density function of a two dimension random variable (X,Y) is
given by :
f(x,y)= 1, 0y 1;
0; elsewhere
• 
Mathematical Expectation Of Bivariate Variable
The mathematical expectation of a function g(x,y) of two
dimensional random variable (X,Y) with p.d.f f(x,y) is given by
E[g(X,Y)]=

In case of discrete variable

E[g(X,Y)]= P(X= , Y= )
•  Conditional Expectation and Conditional Variance
Discrete Case:
The conditional expectation or mean value of a function g(x,y) given
that Y=yj is defined by

E{g(X,Y)|Y=yj )=
• The
  conditional expectation of a discrete random variable X given Y=yj

E(X|Y=yj)=

Continuous Case:

The conditional expectation of g(X,Y) given Y=yj is defined by

E{g(X,Y)|Y=yj ) =

In particular, the conditional mean of X given Y=y is given by

E(X|Y=y) =
• 
In particular, the conditional mean of Y given X=x is given by

E(Y|X=x) =
 Moment Generating Function (MGF)
Moment generating function play an important role in the
characterization of various distributions. We need to find out the
moments, for this, the moment generating function is a good
device.

Moment generating function is a special form of mathematical

expectation and is very useful deriving a moment of probability
distributions.
•Definition:
 

If x is a random variable, then expected value of etx is

known as moment generating function, provided the
expected value exist for every value of t in a interval,
-h<t<h where h is a real no, the moment generating
function which is denoted as Mx (t) .

Mx (t)=E(etx ) =
•  In case of continuous random variable

Mx (t) = E (etx ) =

Properties of MGF

1. If X and Y are two independent variables and a, b any two real

constant , then
MX+Y (t)= M X (t). M Y (t)
This is know as the additive or reproductive properties
•2.  M aX (t) = M X (at), a being a constant

3.The moment generating function of the sum of a number of

independent random variables is equal to the product of their respective
moment generating functions
MX+Y+Z (t)= MX (t) . M Y (t). M Z (t)

4. Effect of change of origin and scale on MGF.

Let us transform X to the new variable U by changing both
origin and scale in X as follows.
U = where a and h are constants
MU(t) = MX (t/h)
•  Some limitations of Moment Generating Function
1. A Random variable X may have no moments although its m.g.f
exists.
For example, let us consider a discrete r. v with probability
function
F (x) = ; x=1,2,3……..
2. A random variable X can have m.g.f and some (or all ) moments, yet
the m.g.f does not generate the moments.
For example, let us consider a discrete r. v with probability
function
f (x)= ; x=0,1,2
•  Cumulants
Cumulate generating function K(t) is defined as KX(t)= loge MX(t)
( provided the right-hand side can be expanded as a convergent series in
powers of t)
Remarks:
1. Relationship between the moments and cumulant

K1 =
K2 =
K3 =
K4 + 3 =
 Properties of Cumulants
1. Additive property of cumulants:
The rth cumulant of the sum of the independent random variables is
to the rth cumulants of individual variable

Kr (x1+x2+x3+………..+ xn) =Kr (x1) + Kr (x2) + Kr (x3) +………+ Kr (xn)

xi ; i= 1,2,3,…n
• 
2. Effect of change of origin and scale on cumulants.
Let us take x is random variable

U=

Ku (t)= - kx (t/h)

Thus we see that except the first cumulant, all cumulants are independent
of change of origin. But the cumulants are dependent of change of scale
as the rth cumulant of U is (1/hr) times the rth cumulant of the distribution
of x
•  Characteristic Function
Let X is random variable, then its characteristic function can be defined as

In case of discrete r.v:

Øx (t) = E(eitx) =

In case of continuous r.v:

Øx (t) = E(eitx) =

Properties of characteristic function

1(a). Øx (0) =

1(b). | Øx(t)|≤ 1 = Øx (0)

• 
2. Øx(t) is continuous everywhere, i.e., Øx(t) is continuous function of t in (-ꝏ,

ꝏ). Rather Øx(t) is uniformly continuous in “ t ”.

3. Øx(-t) and Øx(t) are conjugate functions, i.e. Øx(-t) =

4. If distribution function of a r.v. X is symmetrical about zero, i.e.,

if F(x) = F(-x), then Øx(t) is real valued and even function of t

5. If X is some r. v with characteristic function Øx(t), and if =E (Xr) exists, then,

= | Øx(t)
•6.  Øcx(t) = Øx(ct), C being a constant

7. If X1 and X2 are independent random variables, then

Ø+ (t) = Øx1(t). Øx2(t)

8. Effect of change of Origin and scale on characteristic function.

If u= , a and h being constants, then Øu(t) = Øx(t/h)
 Discrete Probability Distribution:

Bernoulli Distribution

Binomial Distribution

Poisson Distribution

Geometric Distribution

Negative Binomial Distribution

Hyper geometric Distribution

 Continuous distributions:
Normal Distribution
Exponential Distribution
Uniform Distribution
Cauchy Distribution
Beta Distribution
Gamma Distribution
 Bernoulli distributions: (Given by Jacob Bernoulli):
Bernoulli distributions is based on Bernoulli trails. A Bernoulli trial is a random
experiment in which there are only two possible/dichotomous outcomes.

Condition/assumptions of Bernoulli distribution:

1) Only one trial in an experiment.
2) Outcomes of trail are exhaustive and mutually exclusive i.e. success or failure.
2) The probability of success ‘p’ is constant in a trial.
3) The trials are independent of each other.
Example:
Toss of a coin (head or tail)
Throw of a die (even or odd number)
Performance of a student in an examination (pass or fail)
Germination of seed (germinate or not) etc...
•Definition:
 
A random variable x is said to follow Bernoulli distribution, if it
takes only two possible values 1 and 0 with respective probability of
success ‘p’ and probability of failure ‘q’ i.e., P(x=1) = p and P(x=0) =
q, q = 1-p, then the Bernoulli probability mass function is given by

P(X=x) = ; x= 0,1
Where
x = Bernoulli variate,
p=probability of success
q=probability of failure
0≤p≤1
• 
Characteristics of Bernoulli distribution:

Parameter of distribution is p
Mean = E(X) = p
Variance = V(X) = p q
Standard Deviation = SD(X) =
Moment generating function = (q + pet)
Characteristic generating function = (q + peit)
 Binomial distributions:
Binomial distribution is a discrete probability distribution which arises when
Bernoulli trails are performed repeatedly for a fixed number of times say ‘n’.

Definition: A random variable ‘x’ is said to follow binomial distribution if it

assumes non negative values and its probability mass function is given by
P(X=x) = nCx px qn-x

where
q= 1-p, x = 0,1,2,….n

The two independent constants ‘n’ and ‘p’ in the distribution are known as
the parameters of the distribution.
 Condition/Assumptions of Binomial distribution:
1) The number of trials ‘n’ is finite.
2) Each trial must result in only two possible outcomes i.e. success or
failure.
3) The probability of success ‘p’ is constant for each trial.
4) The trials are independent of each other.

The problems relating to tossing of coins or throwing of dice or

drawing cards from a pack of cards with replacement lead to binomial
probability distribution
•  Characteristics of Binomial Distribution:
Parameter of model are n & p
1) Mean = E(X) = np
2) Variance = V(X)= npq
Standard Deviation = SD(X) =

3) Coefficient of Skewness =

4)Coefficient Kurtosis =3 +
5) Mode of the Binomial distribution is that value of the variable x, which occurs
with the largest probability. It may have either unimode or bimode.
6) Moment generating function = (q + pet)n
7) Characteristic generating function = (q + peit)n

Important features of Binomial Distribution :

1. If X ~ b (n1, p) and Y~ b (n2 , p) , then X+Y ~ b (n1+ n2 , p).
This property is known as additive or reproductive property
of binomial distribution.
2. If X is binomially distributed with parameters n and p , then
distribution of Y= n-X follows binomial with parameter n ,
q
i.e. Y~ b (n ,q)
• 

3. If X ~ b(n, p), the variable Y= X/n is called as relative

or pseudo binomial variate

4. If n=1, the binomial distribution reduces to Bernoulli

distribution is known as point binomial.

5. Recurrence formula for binomial distribution is

P(X=X+1) = P(X=X)= P(x)
Importance/Situation of Binomial Distribution:

• In quality control, officer may want to know & classify items as

defectives or nondirective.
• Number of seeds germinated or not when a set of seeds are sown
• To know the plants diseases occurrence or not occurrence among
plants.
• Medical applications such as success or failure, cure or no-cure.
Example1:
In tossing five fair coin find the chance of getting 3 heads.
Example 2:
A machine produces 10 per cent defective items. Ten items are selected at
random. Find the probability of not more two items being defective.
Example 3:
The chances of a bomber hitting the target and missing the target are 3:2.
Calculate the probability that the target will be hit at least once in five sorties.
• A coffee connoisseur claims that he can distinguish between a cup of
instant coffee and a cup of percolator coffee 75% of time. It is
agreed that his claims will be accepted if he correctly identifies at
least 5 of the 6 cups. Find his chances of having the claim (i)
accepted, (ii) rejected, when he does have the ability he claims.
• An irregular six-faced die is thrown and the expectation that in 10 throws it will
give five even numbers is twice the expectation that will give four even
numbers, How many items in 10000 sets of 10 throws each, would you expect it
to give no even number.
In a binomial distribution consisting of 5 independent trails, probabilities of 1
and 2 successes are 0.409 and 0.204 respectively. Find the parameter “P” of
the distribution.
•  The mean and variance of binomial distribution are 4 and 4/3 respectively. Find
P(X 0)
• Determine the binomial distribution for which the mean is 4 and variance 3 and
find its mode.
 Poisson Distribution:
The Poisson distribution, named after Simeon Denis
Poisson (1781-1840). It describes random events that
occur rarely over a unit of time or space. Also, it is
expected in cases where the chance or probability of
any individual events being success is very less to
describe the behaviour of rare events such as number of
accident on road, number of printing mistakes in a books
etc...
Some examples of Poisson variates are:
• The number of blinds born in a town in a particular year.
• Number of mistakes committed in a typed page.
• The number of students scoring very high marks in all subjects
• The number of plane accidents in a particular week.
• Number of suicides reported in a particular day.
• It is used in quality control statistics to count the number of defects of
an item.
• In biology, to count the number of bacteria.
• In determining the number of deaths in a district in a given period, by
rare disease.
• The number of plants infected with a particular disease in a plot of field.
• Number of weeds in particular species in different plots of a field.
Poisson distribution is derived as limiting cases of Binomial
distribution by relaxing following conditions i.e.

1) Number of trail “n” is very large i.e. n → ∞

2) Probability of success is very rare/small i.e. p →0
3) Product np = λ is non-negative and finite.
•  Definitions:
A random variable X is said to be follow a poisson distribution if it
assumes only non-negative values and its probability mas function is
given by

P(x, λ)= P(X=x) = ; x=0,1,2,3….: λ > 0

0, otherwise
λ is known as the parameter of the distribution.

The notation X ~ P(λ), to denote that X is a poisson variate with

parameter λ.
e=2.7183
•  Characteristics of Poisson Distribution
Parameter of distribution is λ
1) Mean = E(X) = λ
2) Variance = V(X)= λ
3) Standard Deviation = SD(X) =
4) Coefficient of Skewness is =
5) Coefficient Kurtosis = 3+
6) Moment generating function =
7) Characteristic function =
8) First three moments of Poisson distribution are equal, i.e., === λ and = λ +3
λ2
9) All cumulates are equal, i.e., == = =
• 
Mode of the poisson distribution is

10) Additive or Reproductive property of independent Poisson variates

Sum of independent Poisson variates is also a poisson variate, If Xi (i = 1,2,3,4,….n)

are independent poisson variates with parameters (i = 1,2,3,4,….n) respectively, then

11) If n is large (n  ꝏ ) and p small in a binomial distribution such that np remain

constant say, , the binomial distribution tends to poisson distribution , P(X=x)

• 
13. If X and Y are two poisson variates with parameter and

14. If X and Y are two poisson variates with parameter and

then, (X-Y) are is not a passion variate. This property of
poisson variate is know as the subtractive property.
Example 1:
A gear manufacturing company expects that the chance of a gear
being defective is 1/200. The gears are supplied in boxes of gears. Find
the probability that there are two defective gears in a box of 10 gears.
Also calculate the number of boxes containing two defective pieces
out of 10000 boxes.
Example 2:
It has been found that on an average number of mistakes per typed
page of a typist is 1.5. Find the probability that there are 3 or less
mistakes.
Example3:
If a poisson variate X is such that P(x=1)=P(x=2), work out P(x=4).
The number of monthly breakdowns of a computer is a RV having a poisson
distribution with mean equal to 1.8. Find the probability that this computer will
function for a month
(a) without a breakdown
(b) with only one breakdown
(c) with at least one breakdown
• It is known that the average number of suicides per week in delhi is 1.5. Let X
be the number of suicides which occurs in a month, which follows poisson
distribution, then find probability, that there will be five or more suicides in a
month.
• In a poisson frequency distribution, frequency corresponding to 3 successes is
2/3 times frequency corresponding to 4 successes. Find the mean and standard
deviation of the distribution.
 Negative Binomial Distribution
 It is also called the Pascal Distribution.

 The random variable is the number of repeated trials, X, that produce a

certain number of successes, r. In other words, it’s the number of
failures before a rth success.

 The main difference in binomial distribution: you’re looking at the

number of successes, but in case, negative binomial distribution, it’s
the number of failures that counts.
Following are the key points to be noted about negative binomial
experiment:
1. The experiment should be of n (x+r) repeated trail.
2. Each trail have two possible outcome, one is success, another is
failure.
3. Probability of success is same on every trail.
4. Result of one trail independent of result of another trail.
5. Experiment should be carried out until rth successes are observed,
where r is fixed before experiment.
•  Properties of Negative Binomial Distribution:
1. Number of successes is fixed and number of trials is a random variable.
2. Mean =
3. Variance =
4. Moment generating function of Binomial Distribution is (Q-P et) –r
where p = , q= or Q-P=1
5. Central moment and cumulates of NBD
μ1= k1 = r P
μ2= k2 = r P Q
μ3 = r P Q (Q+P)
μ4= k4 = r P Q(1+6PQ + 3rPQ)
•  Pearson’s coefficients of skewness
=
always positive hence negative binomial distribution is positively skewed

• Pearson’s coefficients of kurtosis

= +3
The values of > 3, reveals that negative binomial distribution is leptokutic.
•Definition:
 
A Random variable X, the number of failure before the rth success
occurs in a random experiment which results either in a success or
failure is said to follow a negative binomial distribution and its
probability function with probability p of a success and q that of a
failure is given by

P(X=x)=P(x)=
• Robert is a football player. His success rate of goal hitting is 70 %.
What is the probability that Robert hits his third goal on his fifth
attempt?
• A marker is to continue shooting at the target until he hits the target 6 times.
The probability that he hits the target on any shooting is 0.40. Calculate the
probability that the marker will have to shoot 9 time.
• If probability is 0.40 that a child exposed to a certain contagious disease will
catch it, what is the probability that the tenth child exposed to the disease will
be third to catch it?

Answer= 0.064
You are surveying people exiting from a polling booth and asking them if they
voted independent. The probability (p) that a person voted independent is 20%.
What is the probability that 15 people must be asked before you can find 5
people who voted independent?
•  Geometric Distribution:
Suppose we have a series of independent trails and each trail the probability of
success “p” remains the same. Then the probability that there are x failures
preceding the first success is given by qx p, where q=1-p
Definition:
A Random variable X is said to have a geometric distribution if it assumes only
non-negative values and its probability mass function is given by:

P(X=x)=P(x)=

It is usually denoted as geom (p)

•  Since probability of the events X=0,1,2,3…..etc., are in geometric
progression, it is named as geometric distribution.
• Also it is a particular case of negative binomial distribution for r=1

Properties of Geometric Distribution:

1.The mean of geometric distribution is
2. The variance of geometric distribution is
3. Moment generating function of geometric distribution is
4. Median of geometric distribution is
5. Mode of geometric distribution occurs when x = o.
If an event “E” has not occurred before the time k, then Y=X-k
is the additional time required for E to occur. The distribution
of Y= t for X ≥ k is p qt which is independent of k, the waiting
time k is forgotten. This property of geometric distribution is
known as the lack of memory or memory less property of
geometric distribution. This shows that shifting of origin does
not affect the geometric distribution.
Let X1, X2 be independent R V’s each having geometric distribution qk p; k=0,1,2,3,
… show that the conditional distribution of X1 given X1+X2 is uniform.
A Man rolls a fair die again and again until he obtains a 5 or 6. Calculate the
probability that he will require 5 throws.
Matthew is a high school basketball player and a 75% free throw shooter. What
is the probability that Matthew makes his first free throw on his fifth shot?
A representative from the National Football League's Marketing Division
randomly selects people on a random street in Kansas City, Kansas until
he finds a person who attended the last home football game. Let p, the
probability that he succeeds in finding such a person, equal 0.20. And,
let X denote the number of people he selects until he finds his first
success.
(1)What is the probability that the marketing representative must select 4
people before he finds one who attended the last home football game?
(2)What is the probability that the marketing representative must select
more than 6 people before he finds one who attended the last home
football game.
(3)How many people should we expect (that is, what is the average
number) the marketing representative needs to select before he finds
one who attended the last home football game?
If the probability is 0.75 that an applicant for a driver’s license will pass the road
test on any given try, what is the probability that an applicant will finally pass the
test on the fourth try?
 Hypergeometric Distribution:
The assumptions leading to the hyper geometric distribution
are as follows:
1.The population or set to be sampled consists of N individuals,
objects, or elements (a finite population).

2. Each individual can be characterized as a success (S) or a failure

(F), and there are M successes in the population.

3. A sample of n individuals is selected without replacement in

such a way that each subset of size n is equally likely to be chosen.
4. The random variable of interest is X = the number of S’s in the
sample (n).

5. The probability distribution of X depends on the parameters (n, M,

and N), so we wish to obtain P(X = x) = h(x; n, M, N).

We are interested in the probability of getting x successes in n trails,

but now we are choosing without replacement.
•Definition:
 
A random variable X has a hypergeometric distribution and it is
referred to as a hypergeometric random variable if and only if
its probability distribution is given by

h(x:n,N,M) =

For x=0,1,2,3,…..Min(n,M)
• 
Mean =

Variance =

Moments: using Raw moments

E[X r]=
• Approximation
  to Binomial Distribution:

Hypergeometric distribution tends to binomial distribution as N  ꝏ and  p

Among the 120 applicants for a job, only 80 are actually qualified. If 5 of the
applicants are randomly selected for an in-depth interview, find the probability
that only 2 of the 5 will be qualified for the job ?
During a particular period a university’s information technology office received 20
service orders for problems with printers, of which 8 were laser printers and 12
were inkjet models. A sample of 5 of these service orders is to be selected for
inclusion in a customer satisfaction survey. Suppose that the 5 are selected in a
completely random fashion. What is the probability that less than 2 of the
selected service orders were for inkjet printers?
Here, the population size is N = 20, the sample size is n = 5, and the number of S’s
(inkjet = S) and F’s in the population are M = 12 and N – M = 8, respectively.
Consider the value x ≤ 2. Because all outcomes (each consisting of 5 particular
orders) are equally likely

P(X ≤ 2) = h(≤ 2; 5, 12, 20)

• In an international film festival, a panel of 11 judges was formed to judge the best
film. At last two films FA and FB were considered to be the best where the opinion
of judges got divided. Six judges were the favour of FA whereas five in favour of
FB. A random sample of five judges were drawn from the panel. Find the
probability that out of five judges three were in favour of film FA .
 Continuous probability distribution:
Normal Distribution:
Normal probability distribution or simply normal distribution is
most important continuous distribution because it plays a vital
role in the theoretical and applied statistics. The normal
distribution was first discovered by De-Moivre, English
Mathematician in 1733 as limiting case of binomial distribution.
Later it was applied in natural and social science by Laplace
(French Mathematician) in 1777. The normal distribution is also
known as Gaussian distribution in honour of Karl Friedrich
Gauss (1809).
Definition:
• A continuous random variable X is said to follow normal distribution with mean µ
and standard deviation σ, if its probability density function is given as:

Where -ꝏ ≤ x ≤ ꝏ
-ꝏ ≤ μ ≤ ꝏ
σ>0
=3.14159
e=2.71828
Note: The mean µ and σ are called the parameters of Normal distribution.
The normal distribution is expressed by X ~ N(µ, σ2)
•  Standard Normal distribution:
Let X be a random variable which follows normal distribution with mean µ
and variance σ2 i.e. X ~ N(µ, σ2). The standard normal variate is defined as
Z= , which follows standard normal distribution with mean 0 and standard
deviation 1 i.e., Z ~ N (0,1).
The standard normal distribution is given by fX (x) =

where, - ꝏ ≤ Z ≤ ꝏ

The advantage of the above function is that it doesn’t contain any parameter.
This enables us to compute the area under the normal probability curve And
all the properties holds good for standard normal distributions. Standard
normal distributions also known as unit normal distribution
Standard Normal distribution curve
 Properties of normal distribution:
1. The normal curve is bell shaped and is symmetric at x =µ.
2. Mean, median, and mode of the distribution are coincide
3. Mean = Median = Mode = µ
4. It has only one mode at x = µ (i.e., unimodal)
5. Since the curve is symmetrical, coefficient of skewness (β1) = 0 and
coefficient of kurtosis (β2)= 3.
6. The points of inflection are at x = µ ± σ
7. The maximum ordinate occurs at x = µ and its value is =
•8.  The x axis is an asymptote to the curve (i.e. the curve continues to approach
but never touches the x axis).

9. The first quartile (Q1) and third quartile (Q3) are equidistant from median.

10. Q.D:M.D:S.D= 10:12:15.

or
 Area Property :
P (µ - σ < X< µ + σ) = 0.6826
P (µ - 2σ < X < µ +2σ) = 0.9544
•  Moment Generating Function of Normal Distribution:

MX(t)=

Characteristics Function of Normal Distribution :

ØX(t)=
If X and Y are two normal variates such that X ~ N(0,1) and Y ~
N(0,1). The variate X/Y follows Cauchy distribution.

If X ~ N(0,1), then X2 follows chi-square variate with 1 d.f.

 Condition of Normal Distribution
1.Normal distribution is a limiting form of the binomial distribution under the
following conditions.
i) The number of trials (n) is indefinitely large i.e.., n→ ∞
and
ii) Neither p nor q is very small.

2.Normal distribution can also be obtained as a limiting form of Poisson

distribution with parameter λ→∞.

3.Constants of normal distribution are mean =µ, variation =σ2.

 Normal probability curve:
• The curve representing the normal distribution is called the normal
probability curve. The curve is symmetrical about the mean (µ), bell-shaped
and the two tails on the right and left sides of the mean extends to the
infinity. The shape of the curve is shown in the following figure.
.

 
 Importance/ applications of normal distribution:
The normal distribution occupied a central place of theory of Statistics
1) ND has a remarkable property stated in the central limit theorem, which
state that sample size (n) increases, then distribution of mean of random
sample approximately normal distributed.
2) As sample size (n) becomes large, ND serves as a good approximation of many
discrete probability distribution viz. Binomial, Poisson, Hyper geometric etc..

3) Many of sampling distribution Ex: Student-t, Snedecor’s F, Chi-square

distribution etc... tends to normality for large sample.
4) In testing of hypothesis, the entire theory of small sample test viz. t, f, chi-
square test are based on the assumption that sample are drawn parents
population follows normal distribution.

5) ND is extensively used in statistical quality control in industries.

•  If X and Y are two independent normal variables such that
X ~ N(, ) and Y ~ N(, ) , then

X+Y ~ N (+, )

X-Y ~ N (, )

aX ~ N(, )

aX + b Y ~ N (+b, )
• 
If X1, X2, X3,…….., Xn are n independent random variables distributed
normally with mean , , ……. and variance , ,……. respectively, then
sum (X1+X2+X3,……..+ Xn ) is distributed with mean, (+ + +…….+ )
and variance, ( + + …….+ ).
• 
If X1, X2, X3,…….., Xn are n independent random variables distributed
normally with mean , , ,……. and variance , ,……. respectively, then
sum (X1-X2-X3,……..-Xn ) is distributed with mean, ( …….- ) and
variance, ( + + …….+ ).
 If birth weights in a population are normally distributed with a mean of 109 oz
and a standard deviation of 13 oz
(A). What is the chance of obtaining a birth weight of 141 oz or heavier when
sampling birth records at random?
(B). What is the chance of obtaining a birth weight of 120 or lighter?
Solutions:
(A). What is the chance of obtaining a birth weight of 141 oz or heavier when
sampling birth records at random?
141 109
Z  2.46
13

Area of: P(Z≥2.46) = 0.5 - (.0.4931)= .0069 or 0.69 %

(B). What is the chance of obtaining a birth weight of 120 or lighter?

Area of: P(Z≤ .85) = 0.5 + (0.3020)

= 0.8020 = 80.20%
1. If heights of soldiers are found to be normally distributed with mean 70 inches
and S.D 2 inches, then find the probability of soldiers whose height is
(a)Below 66 inches, (b) Above 73 inches, (c) Between 66 and 73 inches.

2. If Random variable X ~ N (40, 52). Find the probabilities for the values of X
specified as (i) 32 < X ≤ 50 (ii) X ≥ 44 (iii) 45 ≤ X ≤ 50 (iv) 31≤ X ≤ 35.
•3.  X is normally distributed and the mean is 12 and SD is 4.
Find the probability of the following.

A. (i) X ≥ 20, (ii) X ≤ 20, (iii) 0 ≤ X ≤12, (c) 15 ≤ X ≤ 20)

B. Find , when P(X > )= 0.24

C. Find, when P( < X < = 0.50 and P(X > ) =0.25

4. X is a normal variate with mean 30 and S.D is 5. Find the
probabilities that | X-30|>5
5. The mean yield for one-acre plot is 662 kilos with a S.D is 32
kilos. Assuming normal distribution, how many one-acre plot in
a batch 1000 plots would you expect to have yield
(i) over 700 kilos,
(ii) below 650 kilos,
(iii) what is the lowest yield of the best 100 plots?
• Prove that for the normal distribution, the quartile deviation, the mean
deviation and standard deviation are approximately 10:12:15.
• Prove area under normal curve property
• 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 % and 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 results 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)
• 
Uniform Distribution (Rectangular Distribution)
A random variable X is said to have a continuous uniform (Rectangular)
distribution over an interval (a,b), i.e.,(-ꝏ < a < b < ꝏ), if its p.d.f is given by:

f(x; a,b) =

 a and b are parameters of the distribution.

 The distribution is uniform on (a,b) since it assumes a constant(uniform) value
for all x in (a,b).
 A uniform or rectangular variate X on the interval (a,b) is written as : X~U(a,b)
or X~R(a,b).
• 
• The cumulative distribution function F(x) is given by:

F(x) =
 The total area under the curve is 1

 There is a direct correspondence between area and probability.

 Only the probability of an event occurring in some interval can be evaluated.

Cumulative distribution function of Uniform Distribution
• 
Mean =
Variance=

Median =
Moment generating function (MGF), mx(t) =
Mode does not exists as probability at each point in an interval (a,b) remains the
same.

Characteristic function, Øx(t) =

Coefficient of skewness, = 0 (symmetric)

Coefficient of kurtosis = (platykurtic)

The figure below depicts the probability distribution for temperatures in a
manufacturing process. The temperatures are controlled so that they range
between 0 and 5 degrees Celsius, and every possible temperature is equally
likely.

P(x)

0.2

0
x
0 1 2 3 4 5
Temperature (degrees Celsius)
• Note that the total area under the “curve” is 1.

P(x)
0.2

x
0 1 2 3 4 5
Temperature (degrees Celsius)
• Since we have a continuous random variable there are an infinite number of
possible outcomes between 0 and 5, the probability of one number out of an
infinite set of numbers is 0.
What is the probability the temperature is between 10C and 40C?

We know that the total area of the rectangle is 1, and we can see that the part
of the rectangle between 1 and 4 is 3/5 of the total, so P(1  x  4) = (4-
1)*(0.20)= 3/5 = 0.6.
Example:
The waiting time for the train that leaves every 30 minutes is uniformly
distributed from 0 to 30 minutes. Find the probability that a person arriving at a
random time will wait between 10 and 15 minutes.
Example:
Suppose a train is delayed by approximately 60 minutes. What is the probability
that train will reaches by 57 minutes to 60 minutes?
Example:
Suppose a flight is about to land and the announcement says that the expected
time to land is 30 minutes. Find the probability of getting flight land between 25
to 30 minutes?
If X has a uniform distribution in (0,1), then Y= -2 log X
follows chi-squre distribution with 2 degrees of freedom.

If X has a uniform distribution in (0,1), then Y= -2 log X

follows exponential distribution with parameter θ=1/2
•  Gamma Distribution:
A random variable is said to have a gamma distribution with parameter λ > 0, if its
p.d.f is given by

f(x) = , λ > 0, 0 < x < ꝏ

X is known as a Gamma variate with parameter λ and referred to as a Ꝩ (λ).
•A  Continuous random variate X having the following p.d.f is said to have
a gamma distribution with two parameter a and λ.

f(x) = , a >0, λ > 0, 0<x<ꝏ

X is known as a Gamma variate with parameter a and λ and referred to

as a Ꝩ (a,λ)

a is called as Scale parameter

λ is called as Shape parameter
•  Properties / Characteristics of Gamma distribution
 Mean = λ
 Variance = λ
 =λ
 =λ
 = 2λ
 = 6λ + 3

 =

=3+
•In  one parameter distribution:
Moment generating function (MGF) = (t) =

In Two parameter distribution:

Moment generating function (MGF) = (t) =
Mean =
Variance=
If, a > 1, Mean > Variance
a = 1, Mean = Variance
a < 1, Mean < Variance
•Additive
  property of Gamma Distribution:
The sum of independent gamma variates is also a gamma variate. If , , , ,……..
are independent gamma variates with parameters , , ,……… respectively then ++
+….+ is also Gamma variate with parameter +++,…….+

In case of two parameter distribution:

If ~ Ꝩ (a,), i= 1,2,3,……..n are independent random gamma variables, then

~ Ꝩ (a, )
• 
• As λ → ꝏ, gamma distribution tends to normal distribution. It is called the
limiting form of gamma distribution.

• X~ Ꝩ (a, λ), if, λ=1, then gamma distribution tends to Exponential distribution.

• If X and Y are two gamma variates distributed as ~γ () and ~ γ () respectively ,

then

(a) The variable (X+Y) ~ γ (+)

(b) The variable ~ ()

(C) The variable ~ ()

 Applications of Gamma Distribution:
 The gamma distribution is particularly useful when dealing with rates, such
as call arrival times, or wait times in a queue. A wide range of natural
phenomena having known averages but random occurrences, such as rainfall
rates and life expectancies, can make use of probabilities derived from a
gamma function.

 To Estimate flow of items through manufacturing and distribution processes.

 To Estimate load on web servers.
 To modelling insurance claims and the size of loan defaults.
Example:
The life of E.coli has a gamma distribution with shape parameter λ=2, and scale
parameter a=3. What is the probability that E.coli will live between 2 to 3 month.
Example:
In a certain city daily consumption of electric power in millions of kilowatt-hours
can be treated as random variable having a gamma distribution with a=1/2, λ=3.
If the power plant of this city has a daily capacity of 12 million kilowatt-hours,
What is the probability that power supply will be inadequate on any given day?

Anwser:
Let X represent the daily consumption of electric power (millions of kilowatt-
hours)
Example:
Suppose that the lifetime of a device (in years) has the gamma distribution with
shape parameter λ = 2 and scale parameter a=4.

a. Find the probability that the device will last more than 3 years.
Example:
Suppose you are fishing and you expect to get a fish once every ½ hour. Compute
the probability that you will have to wait between 2 to 4 hours before you catch 4
fish.
•  Exponential Distribution:
A random variable X is said to have an exponential distribution with parameter θ
>0, if its p.d.f is given by:

f(x,θ)= , x ≥ 0
0 , otherwise

Hence, If X ~ exp (θ).

Cumulative distribution function F(x) is given by
F(x)= , x ≥ 0
0 otherwise
•  Mean =
• Variance =
Variance > Mean, if 0<θ<1
Variance = Mean, if θ =1
Variance < Mean, if θ >1

Moment generating function of Exponential Distribution:

• 
• If i=0,1,2…..,n are identically distributed, following with parameter θ, then Z=
min(, , …, ) is also exponentially distributed with parameter nθ.

Standard Laplace (Double exponential) Distribution:

A continuous r.v. X is said to have standard laplace (Double exponential)
distribution if its p.d.f is given by:
f(x)= -ꝏ < x < ꝏ

Mean = 0
Variance = 2
=0
=6
•  Two Parameter Laplace Distribution:
A Continuous r.v X is said to have a double exponential (Laplace) distribution
with two parameters λ and μ if its p.d.f is given by:

f(x; μ, λ) = exp(-|x-μ|/λ); -ꝏ < x < ꝏ, λ>0

We can denoted as X ~ Lap(λ,μ)

 If X~ Lap(λ,μ), then Y= ~ Lap (1,0)

Y has standard Laplace distribution
Mean = μ
Variance= 2
The following examples which yield approximately exponentially
distributed variables:
The time until you have next car accident.
The time until a radioactive particle decays.
Time between telephone calls..
Time between machine breakdowns
Time between successive job arrivals at a computing centre.
Exponential variables can also be used to model situations where
certain events occur with a constant probability per unit distance:
The distance between mutations on a DNA strand.
The distance between road kill on a given street.
Failure of a battery over time (days of use)

Days in Use Probability of Failure

0 0
1 0.00995
2 0.0198
5 0.04877
10 0.095
18 0.16473
32 0.27385
43 0.34295
99 0.62842
•  On average lightening kills three people each year in the UK, So the rate is .
Probability the time till the next death is less than one year?
Example:
The time till failure of an electronic component has an Exponential distribution
and it is known that 10% of components have failed by 1000 hours.

(a) What is the probability that a component is still working after 5000 hours?

(b) Find the mean and standard deviation of the time till failure.
Example:
If jobs arrive every 15 seconds on average, θ=4 per minute, what is the
probability of waiting less than or equal to 30 seconds. i.e 0.5 minute?
Example:
The time intervals between successive barges passing a certain point on a busy
waterway have an exponential distribution with mean 8 minutes.
(a) Find the probability that the time interval between two successive barge is
less than 5 minutes?

(b) Find the probability that the time interval between two successive barge is
between 6 minutes to 8 minutes?
Example
The mileage which car owners get with a certain kind of radial tire is a random
variable having an exponential distribution with mean 40,000 km. Find the
probabilities that one of these tire will last
(i) at least 20,000 km
(ii) at most 30,000 km
Show that the exponential distribution ‘Lacks memory’,
i.e., if X has an exponential distribution, then for every
constant a ≥ 0, one has P(Y≤ x | X ≥ a)=P(X ≤ x) for all
x, Where Y=X-a
•  Beta Distribution of first kind
A random variable X is said to be have beta distribution of first kind with
parameters m and n (m > 0, n > 0) if its p.d.f is given by:

f(x) = ; (m, n)>0, 0<x<1

0 , otherwise

Where, B(m,n) is the beta function.

B(m,n)=
m and n are shape parameters

It is referred to as (m,n)
•  Cumulative distribution function of Beta first kind:

0, x<0
F(x)= , (m,n)>0, 0<x<1
1, x>1
 Characteristics / Properties of Beta first
•   kind
Mean =

Variance =

Coefficient of Skewness =

Coefficient of Kurtosis =
•Mode
  of beta distribution of first kind depends on the values of m and n.
• If m<1, x=0 is the model value
• If n<1, x=1 is the model value
• If m<1, x=0 is the model value
• If m<1, n< 1, then bimodal, one mode occurs at x=0 and the other at x=1.
• If m=1,n=1, then f(x)=1 for 0<x<1. In such situation each x Ꞓ(0,1) is mode.
• If m=1, n>1, x=0 is the mode
• If m>1, n=1, x=1 is the mode
• If m>1, n>1, x=is the mode
• 
• Characteristic function of beta distribution =
• Harmonic mean of (m,n) =

• In particular, if m=1 n=1, then f(x)= =1. 0<x<1, which is the p.d.f of uniform
distribution on (0,1)

• If X~ (m,n), then, (1-X)~ (n,m)

• If X~(m,n) and Y~(p,q) are independent variates such that p+q=m, then variate
XY is distributed as (p, n+q)
•  Beta Distribution of Second Kind
A continuous random variate X with parameters m and n is said to be follow
beta distribution of second kind if its probability density function is
f(x)= , m>0, n>0 and 0<x<ꝏ
0 , otherwise

It is generally denoted as = (m, n)

Remark:
Beta distribution of second kind (x) is transformed to Beta distribution of first
kind (y)by the transformation:
1+x=  y=
•  Characteristics / Properties of Beta second kind

Mean=

Variance=

Harmonic Mean=

Characteristic function =
Application:
1. It is used in Bayesian Statistics/ Bayesian Inference
2. It is used in modelling of time to complete a task
3. It is used in modelling of defective items in a shipment.
4. Wavelet Analysis
• Suppose that DVDs in a certain shipment are defective with a beta distribution
with m=2 and n=5. Compute the probability that the shipment has 20 % and 30
% defective DVDs?
• Tanya enters a raffle at the local fair, and is wondering what her
chances of winning. If her probability of winning can be modelled
by a beta distribution with m = 5 and n = 2, what is the probability
that she has at most a 10% chance of winning?
•  Cauchy Distribution:
It is also known as Lorentz distribution,
A random variable X is said to have Cauchy distribution with parameters λ and μ if its p.d.f
is given by:

fX(x) = ; -ꝏ<x<ꝏ, λ>0, -ꝏ<μ<ꝏ

It can be denoted as X~C(λ, μ)

Standard Cauchy distribution:

A random variable X is said to have a standard Cauchy distribution, if its p.d.f is given by:
fX(x) = ; -ꝏ<x<ꝏ

It can be denoted as X~C(1, 0)

•  Characteristics/Properties of Cauchy Distribution:

• Mean is undefined

• Variance is undefined

• Skewness is undefined

• Moment generating function does not exist.

• Characteristic function of Cauchy distribution is ФX(t)=

•  Additive Property of Cauchy distribution:
If and are independent Cauchy variates with parameters ( and (
respectively, then is a Cauchy variate with parameters ++).

If X is standard Cauchy variate, then, follows (

 Applications of Cauchy Distribution:
1.Its a popular distribution for robustness studies.
2. It models polar and non-polar liquids in porous glasses
3.In quantum mechanics, its models the distribution of energy
of an unstable state.
 CHEBYSHEV’S INEQUALITY / THEOREM
•  This theorem discovered in 1853 by Chebyshev’s and later on
discussed in 1856 by Bienayme.
• Using this theorem, we find the minimum / maximum percentage of a
data set that must lies within k standard deviation of the mean.

Definition:
If X is a random variable with mean μ and variance is , then for any
positive number k, we have
P≤
P ≥ 1-
• 
• P + P=1

(ii) In case of discrete random variable:

If we take

P≤

P ≥ 1-
•Generalised
  form of Bienayme –Chebychev’s inequality.
Let g(X) be a non-negative function of a random variable X. Then for every k>0,
we have
P{ g(X)≥k} ≤
•  A R.V X has mean μ=12 and variance =9 and an unknown
probability distribution. Find P(6<X<18).
• A fair die is tossed 720 times. Use chebychev’s inequality to find a lower bound
for the probability of getting 100 to 140 sixes.
• A discrete RV X takes the values -1,0,1 with probabilities 1/8,3/4,1/8
respectively. Evaluate P{|X-μ|≥ 2σ} and compare it with the upper bound given
by chebychev’s inequality.
• A RV X is exponentially distributed with parameter 1. Use chebychev’s
inequality to show that P(-1≤X≤3) ≥ 3/4. Find the actual probability also.
•  Convergence in probability:
Definition:
A sequence of random variables , , ,,,,,,,, is said to converge in
probability to a constant “a”, if for any >0,
- a|< ) =1

or its equivalent
- a|≥ ) = 0

And we write
a, as n → ꝏ
•  Weak Law of Large Numbers (W.L.LN):
Statement:
Let , , , ,……, be a sequence of random variables and , , , ,…….. be
their respective expectation and let = Var ( ) < ꝏ, Then,

P ≥ 1-ƞ

Where and ƞ are arbitrary small positive numbers.

Provided
→0
•Weak
  law of large numbers can also stated as follows:

→P →

“ With the probability approaching unity or certainty as near as we please, we

may expect that the arithmetic mean of values actually assumed by n random
variables will differ from the arithmetic mean of their expectations by less than
any given number, however small, provided the number of variables can be taken
sufficiently large and provided the condition”

→0 as n→ ꝏ
•  Strong Law of Large number:
Statement:
(i=1,2,3….n) be a sequence of independent and identically distributed
(iid) random variables with sample average and population mean
(expected value) μ, then sample average converges almost surely to the
expected value for infinitely large number of trails (n→ꝏ).

as μ as n →ꝏ
For example, a single roll of six-sided die produces one of the
number 1,2,3,4,5 and 6 , each with equal probability.
Therefore, the expected value of a single die roll is
=(1+2+3+4+5+6)/(6)
=3.5
According to the law of large numbers, if a large number of
six-sided die are rolled, the average of their values(Sample
mean) is likely to be close to 3.5, with the precision increasing
as more dice are rolled.
• For example, a fair coin is a Bernoulli trail. When a fair coin
is flipped once, the theoretical probability that the outcome
will be heads is equal to ½. Therefore, according to the law of
large numbers, the proportion of heads in a “large” number of
coin flips “should be roughly ½. In particular, the proportion
of heads after “n” flips will almost surely converge to ½ as
“n” approaches infinity.
•Remarks:
 
1. For existence of WLLN we assume the following conditions:
(i) E() exists for all i
(ii) = Var ( ) exists.
(iii) → 0 as n→ ꝏ

Conditions (i) is necessary, without it the law itself cannot be stated. But the
conditions (ii) and (iii) are not necessary; (iii) is however a sufficient condition.
 Central Limit Theorem (CLT):
This theorem was first stated by Laplace in 1812 and rigorous proof
under fairly general conditions was given by Liapounoff in 1901.

The Central Limit Theorem (CLT) is a statistical theory states that given
a sufficiently large sample size from a population with a finite level of
variance, the mean of all samples from the same population will be
approximately equal to the mean of the population.
•The
  Central Limit Theorem is the sampling distribution of the sampling means
approaches a normal distribution as the sample size gets larger, no matter what the
shape of the data distribution. An essential component of the Central Limit Theorem
is the average of sample means will be the population mean.
Mean of sample is same as mean of the population.
Standard deviation of the sample is equal to standard deviation of the population
divided by square root of sample size.
=
Central limit theorem is applicable for a sufficiently large sample sizes. The formula
for central limit theorem can be stated as follows:
=μ
=
•CLT
  also stated as:
If independent random variables such that E()= and V()= , then under
certain very general conditions, the random variable =+++…..+ is
asymptotically normal with mean μ and standard deviation σ where

μ= and =
A study involving stress is done on a college campus among the students. The
stress scores follow a uniform distribution with the lowest stress score equal to
1 and the highest equal to 5. Using a sample of 75 students.
THANK YOU