Because learning changes everything.

Statistics
for Engineers
and Scientists
Sixth Edition

William Navidi

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 Chapter 4

Commonly Used
Distributions

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 Learning Outcomes

• Understand the different discrete probability distributions.

• Understand the different continuous probability distributions.

• Explain the central limit theorem.

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 The Bernoulli Distribution 1

• An experimental trial can result in two outcomes, success or

failure.
• The probability of success is denoted by p, and the probability of
failure is denoted by (1−p). Such a trial is called a Bernoulli trial.

Example: The toss of a coin. The two outcomes are heads and
tails.
• For any Bernoulli trial, a random variable X can be defined as: If
the experiment results in success, then X = 1. Otherwise, X = 0.
• The probability mass function p ( x) is defined as
p (0) P ( X 0)  1  p
p (1) P ( X 1)  p
p ( x) 0 for any value of x other than 0 or 1

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 The Bernoulli Distribution 2

• The random variable X is said to have the Bernoulli distribution with

parameter p. The notation is X ~ Bernoulli ( p ).

Mean μ X  p, and Variance X  p (1  p).

2
•
Example

A coin has probability 0.5 of landing heads

when tossed. Let X = 1 if the coin comes
up heads, and X = 0 if the coin comes up
tails. What is the distribution of X?

Solution

Since X = 1 when heads comes up, heads

is the success outcome. The success
probability, P ( X 1), is equal to 0.5. Bernoulli(0.5)
Therefore X ~ Bernoulli (0.5). probability histogram
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 The Binomial Distribution 1

If several independent Bernoulli trials are conducted, then the number

of successes is a random variable, which has a binomial distribution.
If a total of n Bernoulli trials are conducted, and
• The trials are independent,
• Each trial has the same success probability p,
• X is the number of successes in the n trials,
then X has the binomial distribution with parameters n and p, denoted
by X ~ Bin (n, p ).
The probability mass function of X is given by,
 n! x n x
 x! n  x ! p (1  p ) x 0,1, ... , n
p ( x )  P ( X  x )   
 0 otherwise


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 The Binomial Distribution 2

• If X ~ Bin (n, p ), then the mean and variance of X are given by,

Mean:  X np
Variance:  X2  np(1  p)

• If the success probability p associated with a certain Bernoulli trial is

unknown, then the sample proportion pˆ  X / n is used to estimate
the success probability p.

• The uncertainty in p̂ is given by,

p (1  p )
 pˆ 
n

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 Example

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Example: A fair coin is tossed 10 times. Let X be the number of heads that
appear. What is the
distribution of X?
Solution
There are 10 independent Bernoulli trials, each with success probability p
= 0.5.
The random variable X is equal to the number of successes in the 10 trials.
Therefore
X ∼ Bin(10, 0.5).
Example
A lot contains several thousand components, 10% of which are defective.
Seven components
are sampled from the lot. Let X represent the number of defective
components
in the sample. What is the distribution of X?
Solution
Example
Since the sample size is small compared to the population (i.e., less than
A5%),
quality
the engineer is testing the calibration of a machine that packs ice
cream
number into
of successes in the sample approximately follows a binomial
containers.
distribution.In a sample of 20 containers, 3 are underfilled. Estimate the
probability
Therefore wep model X with the Bin(7, 0.1) distribution
that the machine underfills a container.
Solution
The sample proportion of underfilled containers is ̂p = 3∕20 = 0.15. We
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 Example

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 The Normal Distribution 1

• The normal distribution or Gaussian distribution is continuous

rather than discrete.

• The probability density function of a normal random variable

 2 is given by
with mean μ and variance
1  ( x   )2 /(2 2 )
f ( x)  e
 2
• If X is a random variable whose probability density function is
normal with mean μ and variance  2 , X  N (  ,  2 ).

• If X  N (  ,  2 ), then the mean and variance of X are given by

 X 
 X2  2

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 The Normal Distribution 2

• The normal probability

density function is
sometimes called the
normal curve.

• The normal curve is

symmetric around μ, so that
Probability density function of a
μ is the median as well as normal random variable with
the mean. mean μ and variance σ²
• About 68% of the population is in the interval μ ± σ.

• About 95% of the population is in the interval μ ± 2σ.

• About 99.7% of the population is in the interval μ ± 3σ.

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 The Normal Distribution 3

• If x is an item sampled from a normal population with mean μ and

variance σ², the standard unit equivalent of x is
x 
z

The number z is sometimes called the “z-score” of x.

Example
Ball bearings manufactured for a certain application have diameters
(mm) that are normally distributed with mean 5 and standard deviation
0.08. A particular ball bearing has a diameter of 5.06 mm. Find the z
score.
Solution
5.06  5
z 0.75
0.08

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 Example

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 Example

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 Example

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 Example

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 Example

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 The Normal Distribution 4

• Linear Functions of Normal Random Variables.

Let X  N (  ,  2 ) , and let a 0 and b be constants. Then

aX  b  N (a   b, a 2 2 )

• Linear Combinations of Independent Normal Random Variables.

Let X 1 , X 2 , ... , X n be independent and normally distributed with

means 1 , 2 , ... , n and variances  12 ,  22 , ... ,  n2 . Let c1 , c2 , ... , cn be
constants, and c1 X 1  c2 X 2  ...  cn X n be a linear combination.
Then

c1 X 1  c2 X 2  ...  cn X n
 N (c1 1  c2 2  ...  cn  n , c12  12  c22  22  ...  cn2  n2 )

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 Example

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 The Normal Distribution 5

• Let X 1 , ... , X n be independent and normally distributed with mean μ

and variance  2 .

Then

 2 
X N  , 
 n 

• Let X and Y be independent, with X  N (  X ,  X2 ) and

Y  N ( Y ,  Y2 ) .

Then
X  Y ~ N (  X  Y ,  X2   Y2 )
X  Y ~ N (  X  Y ,  X2   Y2 )

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 The Central Limit Theorem 1

• The central limit theorem says that if we draw a large enough

sample from a population, then the distribution of the sample mean
is approximately normal, no matter what population the sample
was drawn from.

• Let X 1 , ... , X n be a simple random sample from a population with

mean μ and standard deviation  2 .

X 1  ...  X n
• Let X  be the sample mean.
n

• Let S n  X 1  ...  X n be the sum of the sample observations.

Then if n is sufficiently large,

 2 
X N  ,  approximately. And
 n 
S n  N (n  , n 2 ) approximately.
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 Example

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 The Central Limit Theorem 2

• Normal Approximation to the Binomial.

If X ~ Bin (n, p ) , and if np > 10 and n(1  p )  10, then

X  N (np, np (1  p )) approximately
 p (1  p ) 
pˆ  N  p,  approximately
 n 

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 Overview

• Discrete Probability Distributions.

• Continuous Probability Distributions.

• The Central Limit Theorem.

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