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11-BS201: Probability and Statistics Department of Mathematics

K L University, Vaddeswaram Page 59



CHAPTER - 3
Probability
Probability Distributions
3.17 Binomial Distribution
A random variable X is said to follow a binomial distribution if it assumes only non
negative integral values and its probability mass function is given by
b(x; n, p) = , for x = 0, 1, ., n, p + q = 1
Where
n is the number of independent trails
p is the probability of success of each trail
q is the probability of failure of each trail
x is the number of success

Note
1) X ~ b(n, p) to denote that X follows binomial distribution with parameters n and p
2) Each trial has two possible outcomes, one called success and the other failure.
3) The outcomes are mutually exclusive and collectively exhaustive.
4) The probabilities of success p and of failure 1 p remain the same for all trials.
5) The outcomes of trials are independent of each other.
6) The mean of the binomial distribution is np
7) The variance of the binomial distribution is npq
8) The standard deviation of binomial distribution is
9) In binomial distribution, the mean is always greater than the variance

Example 3.37
It has been claimed that 60% of solar heat installations that utility bill is reduced by at
least one-third. Accordingly, what are the probabilities that the utility bill will be
reduced by at least one-third in (i) 4 of 5 installations (ii) at least 4 of 5 installations?

Solution
(i) Here, x = 4, n = 5, p = 0.60 and q = 0.40
n
x
p q
x n x
|
\

|
.
|

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K L University, Vaddeswaram Page 60

b(x; n, p) =
b(4; 5, 0.60) =



(ii) P(X4) = b(4; 5, 0.60)+b(5; 5, 0.60) =



Example 3.38
Of a large number of mass-produced articles, one-tenth is defective. Find the probabilities that a
random sample of 20 will obtain
(a) exactly two defective articles;
(b) at least two defective articles.

Solution
Let X be the number of defective articles in a random sample of 20. X ~ b(20,
10
1
)
(a) 28517 . 0
10
9
10
1
2
20
) 2 (
18 2
=
|
.
|

\
|
|
.
|

\
|
|
|
.
|

\
|
= = X P
(b)
60825 . 0 27017 . 0 12158 . 1
10
9
10
1
1
20
10
9
10
1
0
20
1
) 1 ( ) 0 ( 1 ) 2 (
19 20 0
= =
|
.
|

\
|
|
.
|

\
|
|
|
.
|

\
|

|
.
|

\
|
|
.
|

\
|
|
|
.
|

\
|
=
= = = > X P X P X P


Example 3.39
A test consists of 6 questions, and to pass the test a student has to answer at least 4
questions correctly. Each question has three possible answers, of which only one is
correct. If a student guesses on each question, what is the probability that the student
will pass the test?

Solution
Let X be the no. of correctly answered questions among 6 questions. X ~ b(6,
3
1
)
( ) ( )
x x
x x
x
x X P X P

= =

|
|
.
|

\
|
= = = >
6
6
4
6
4
3
2
3
1
6
) ( ) 4 (
n
x
p q
x n x
|
\

|
.
|

11-BS201: Probability and Statistics Department of Mathematics
K L University, Vaddeswaram Page 61

( ) ( ) ( ) ( ) ( ) ( ) 10014 . 0
3
2
3
1
6
6
3
2
3
1
5
6
3
2
3
1
4
6 0 6 1 5 2 4
=
|
|
.
|

\
|
+
|
|
.
|

\
|
+
|
|
.
|

\
|
=

Example 3.40
A packaging machine produces 20 percent defective packages. A random sample of ten
packages is selected, what are the mean and standard deviation of the binomial
distribution of that process?

Solution
Let X be the no. of defective packages in a sample of 10 packages. X ~ b(10, 0.2)
Its mean is = np = (10)(0.2) = 2
Its standard deviation is 265 . 1 ) 8 . 0 )( 2 . 0 )( 10 ( = = = npq o

3.18 Poisson Distribution
A random variable X is said to follow a Poisson distribution if it assumes only non
negative integral values and its probability mass function is given by
f(x; ) = for x = 0, 1, 2, ., >0
Note
1) X ~ P(x, ) to denote that X follows Poisson distribution with parameter
2) In a Poisson distribution mean and variance are equal, which is equal to the
parameter
3) A Poisson experiment has the following properties:
The number of successes in any interval is independent of the number of
successes in other interval.
The probability of a single success occurring during a short interval is
proportional to the length of the time interval and does not depend on the
number of successes occurring outside this time interval.
The probability of more than one success in a very small interval is negligible.
4) The following are the some of the examples of random variables following Poisson
distribution:
The number of customers arrived during a time period of length t.
e
x
x

!
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The number of telephone calls per hour received by an office.
The number of typing errors per page.
The number of accidents occurred at a junction per day.
5) Poisson approximation to the binomial distribution: If n is large and p is near 0 or near
1.00 in the binomial distribution, then the binomial distribution can be approximated by
the Poisson distribution with parameter np.
General speaking, the Poisson distribution will provide a good approximation to
binomial when
(i) n is at least 20 and p is at most 0.05; or
(ii) n is at least 100, the approximation will generally be excellent provided p< 0.1.


Example 3.41
It is known that 5% of the books bound at a certain bindery have defective bindings.
Find the probability that 2 of 100 books bound by this bindery will have defective
bindings using (i) the formula for the binomial distribution (ii) the Poisson approximation
to the binomial distribution

Solution
(i) Here x=2, n =100, and p = 0.05,
b(x; n, p) =
b(2; 100, 0.05) =



(ii) Here x =2 and = np = 100*0.05 = 5
f(x; ) =
f(2; 5) =

= 0.084

Example 3.42
The average number of radioactive particles passing through a counter during 1
millisecond in a laboratory experiment is 4. What is the probability that 6 particles enter
the counter in a given millisecond?
n
x
p q
x n x
|
\

|
.
|

e
x
x

!
11-BS201: Probability and Statistics Department of Mathematics
K L University, Vaddeswaram Page 63


Solution
Let X be the no. of particles entering the counter in a given millisecond. X ~ P(4)
1042 . 0
! 6
4
) 6 (
6 4
= = =

e
X P

Example 3.43
Ships arrive in a harbour at a mean rate of two per hour. Suppose that this situation can
be described by a Poisson distribution. Find the probabilities for a 30-minute period that
(a) No ships arrive;
(b) Three ships arrive.

Solution
Let X be the no. of ship arriving in a harbour for a 30-minute period. X ~ P
o
( 1
2
2
= )
(a) 3679 . 0
! 0
1
) 0 (
0 1
= = =

e
X P
(b) 0613 . 0
! 3
1
) 3 (
3 1
= = =

e
X P

Example 3.44
If the prob. that an individual suffers a bad reaction from a certain injection is 0.001,
determine the prob. that out of 2000 individuals, more than 2 individuals will suffer a
bad reaction.

Solution
Using Poisson distribution:
P(x=0 suffers) = = np = 2
P(x=1 suffers) =
2
2 1
2
! 1
2
e
e
=


P(x=2 suffers) =
2
0
1
0 2
2
e
e

=
!
2
2!
2
2 2
2
e
e

=
11-BS201: Probability and Statistics Department of Mathematics
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Then the required probability =
Example 3.45
Two percent of the output of a machine is defective. A lot of 300 pieces will be
produced. Determine the probability that exactly four pieces will be defective.

Solution
Let X be the no. of defective pieces among 300 pieces. X ~ b(300, 0.02)
1338 . 0 ) 98 . 0 ( ) 02 . 0 ( ) 4 (
296 4
4 300
= = = C X P
By Poisson Approximation:
6 ) 02 . 0 )( 300 ( = = = np
1338 . 0
! 4
6
) 4 (
4 6
= = =

e
X P

3.19 Geometric Distribution
A random variable X is said to follow a geometric distribution if it assumes only non
negative integral values and its probability mass function is given by


Where p is probability of success, which is the parameter of the distribution.
Note
The mean of geometric distribution is


Example 3.46
If the probability is 0.05 that a certain kind of measuring device will show excessive drift,
what is the probability that the 6
th
measuring device tested will be the first to show
excessive dirft?

Solution
Here p = 0.05 and x = 6,
By using geometric distribution formula we get



1
5
0323
2
=
e
.
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3.20 Normal Distribution
The Normal Distribution (N.D.) was first discovered by De-Moivre as the limiting form of
the binomial model in 1733, later independently worked Laplace and Gauss.

The Normal distribution is the most important distribution in statistics. It is a probability
distribution of a continuous random variable and is often used to model the distribution
of discrete random variable as well as the distribution of other continuous random
variables. The basic from of normal distribution is that of a bell, it has single mode and is
symmetric about its central values. The flexibility of using normal distribution is due to
the fact that the curve may be centered over any number on the real line and it may be
flat or peaked to correspond to the amount of dispersion in the values of random
variable.

3.20.1 Definition
A random variable X is said to follow a Normal Distribution with parameter mean () and
variance (

) if its density function is given by the probability law



Symbolically we can represent the normal variate as X ~ N(, o
2
)

3.21 The Normal Probability Curve
The graph of the normal distribution depends on two factors the mean and the
standard deviation. The mean of the distribution determines the location of the center
of the graph, and the standard deviation determines the height and width of the graph.
When the standard deviation is large, the curve is short and wide; when the standard
deviation is small, the curve is tall and narrow. All normal distributions look like a
symmetric, bell-shaped curve, as shown below.

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The curve on the left is shorter and wider than the curve on the right, because the curve
on the left has a bigger standard deviation.

3.22 Standard Normal Distribution
If X is a normal variate with mean () and standard deviation (o) then

is a
standard normal variate with mean (0) and standard deviation (1).
The probability density function of the standard normal variate Z is given by the
probability law


Symbolically we can represent the standard normal variate as Z ~ N(0, 1)
A graph representing the density function of the Normal probability distribution is also
known as a Normal Curve or a Bell Curve (see Figure below). To draw such a curve, one
needs to specify two parameters, the mean and the standard deviation. The graph
below has a mean of zero and a standard deviation of 1, i.e., ( =0, o =1). A Normal
distribution with a mean of zero and a standard deviation of 1 is also known as the
Standard Normal Distribution.

3.23 Characteristics of Normal distribution and normal curve:
The normal probability curve with mean and standard deviation o is given by the
equation


and has the following properties
i) The mean, median and mode of the normal distribution coincide, i.e., mean = median
= mode = . (The height of normal curve is at its maximum at the mean. Hence the mean
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and mode of normal distribution coincides. Also the number of observations below the
mean in a normal distribution is equal to the number of observations above the mean.
Hence mean and median of N.D. coincides.)
ii) The curve is bell shaped
iii) The normal curve is symmetrical about the line x=
iv) As x increases numerically, f(x) decreases rapidly, the maximum probability occurring
at the point x = , and given by


v) Linear combination of independent normal variates is also a normal variate
vii) The total area under the normal curve (

is distributed as follows
covers 68.26% of the area
covers 95.44% of the area
covers 99.74% of the area, and it can be represented
as follows

Note
1) The standard normal distribution, N (0, 1), is very important because
probabilities of any normal distribution can be calculated from the probabilities
of the standard normal distribution.
2) If X is a normal random variable with mean and standard deviation o, then
is a standard normal random variable and hence

3) Suppose Z ~ N(0, 1) is standard normal variate then by using the standard normal
distribution area tables, we can calculate the various probabilities as explained
below:
Z
X
=

o
P x X x P
x
Z
x
( ) ( )
1 2
1 2
< < =

< <

o

o
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i) P(Z<a)~P(Za) is Directly from the table we can get the value and the
corresponding probability as shown below

ii) P(Z>b) = this probability can be represented by using the following graph
of standard normal distribution and it cannot be obtained directly from
the tables

P(Z>b)=1- P(Zb), where P(Zb) available directly from table.
iii) P(aZb) = this probability can be represented by using the following
graph of normal distribution


P(aZb) = P(Zb) P(Za), where P(Zb) and P(Za) available directly
from the tables.
4) The Normal Approximation to the Binomial Distribution
Given X is a random variable which follows the binomial distribution with
parameters n and p, then the limiting form of the distribution function of
standard normal variate is

provided, if n is large
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and p is not close to 0 or 1. If both np and nq are greater than 5, the
approximation will be good.

Example 3.47
If a random variable having standard normal distribution, find the probabilities that it
will take on a value: (a) less than 1.50; (b) greater than 2.16; (c) less than -1.20; (d)
greater than -1.75; (e) between 0.87 and 1.28; (f) between -0.34 and 0.62

Solution
Given that a random variable is having standard normal distribution, i.e., Z ~ N(0, 1),
then we have to find the probability that it will take on a value
a) Less than 1.50 i.e., P(Z<1.50) ~ P(Z1.50) = 0.9332 * from area tables and by using
3(i)]
b) Greater than 2.16 i.e.,
P(Z>2.16) = 1 - P(Z2.16) = 1 0.9846 = 0.0154 [ from area tables and by using 3(ii)]
c) Less than -1.20 i.e., P(Z<-1.20) ~ P(Z-1.20) =0.1151[ from area tables and by using
3(i)]
d) Greater than -1.75 i.e.,
P(Z>-1.75) = 1 - P(Z-1.75) = 1 0.0401 = 0.9599 [ from area tables and by using 3(ii)]
e) Between 0.87 and 1.28 i.e.,
P(0.87Z1.28) = P(Z1.28) P(Z0.87) = 0.8997 0.8078 = 0.0919 [ from area tables
and by using 3(iii)]
f) Between -0.34 and 0.62 i.e.,
P(-0.34Z0.62) = P(Z0.62) P(Z-0.34) = 0.7324 0.3669 = 0.3655 [ from area
tables
and by using 3(iii)]

Example 3.48
If the amount of cosmic radiation to which a person is exposed while flying by jet across
the US is a random variable having normal distribution with mean = 4.35mrem and
standard deviation o = 0.59mrem. Find the probabilities that the amount of cosmic
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radiation to which a person will be exposed on such flight is (i) between 4.00 and
5.00mrem and (ii) atleast 5.50mrem.

Solution
Given that X - be (the amount of cosmic radiation to which a person is exposed) a
normal random variable with mean = 4.35mrem and standard deviation o =
0.59mrem.
i.e. X ~ N( 4.35, o = 0.59)
We have to find the probabilities that the amount of cosmic radiation to which a person
will be exposed on such flight is
(i) between 4.00 and 5.00mrem
i.e.,P(4.00<X<5.00) ~ P(4.00X5.00)
= P(X5.00) P(X4.00)
=


=
= 0.8634 0.2776
= 0.5867
(ii) atleast 5.50mrem
i.e.,P(X>5.50) = 1 P(X5.50)
= 1


= 1 -
= 1 0.9744
= 0.0256
Example 3.49
The charge account at a certain department store is approximately normally distributed
with an average balance of $80 and a standard deviation of $30. What is the probability
that a charge account randomly selected has a balance
(a) over $125;
(b) between $65 and $95.

Solution
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Let X be the balance in the charge account. X ~ N(80,
2
30 )
(a) )
125
( ) 125 (
o

o

>

= >
X
P X P
0668 . 0 ) 5 . 1 ( )
30
80 125
( = > =

> = Z P Z P
(b)
|
.
|

\
|
<

<

= < <
o

o

o
95 65
) 95 65 (
X
P X P

|
.
|

\
|
< <

=
30
80 95
30
80 65
Z P

3830 . 0
) 5 . 0 5 . 0 (
=
< < = Z P


Example 3.50
A process yields 10% defective items. If 100 items are randomly selected from the
process, what is the probability that the number of defective exceeds 13?

Solution
Let X be the no. of defective in a random sample of 100 items. X ~ b(100, 0.1)
10 ) 1 . 0 )( 100 ( = = = np , 3 ) 9 . 0 )( 1 . 0 )( 100 ( = = = npq o
) 5 . 13 ' ( ) 13 ( > ~ > X P X P by normal approximation
121 . 0 ) 167 . 1 (
3
10 5 . 13 5 . 13 '
= > =
|
.
|

\
|
> =
|
.
|

\
|
>

= Z P Z P
X
P
o

o



Example 3.51
A multiple-choice quiz has 200 questions each with four possible answers of which only
one is the correct answer. What is the probability that sheer guesswork yields from 25
to 30 correct answers for 80 of the 200 problems about which the student has no
knowledge?

Solution
Let X be the no. of correct answers for 80 with sheer guesswork. X ~ b(80, 0.25)
20 ) 25 . 0 )( 80 ( = = = np , 15 ) 75 . 0 )( 25 . 0 )( 80 ( = = = npq o
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) 5 . 30 ' 5 . 24 ( ) 30 25 ( < < ~ s s X P X P by normal approximation
1196 . 0 00336 . 0 1230 . 0 ) 71 . 2 16 . 1 (
15
20 5 . 30
15
20 5 . 24
= = < < =
|
|
.
|

\
|
< <

= Z P Z P
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K L University, Vaddeswaram Page 73




11-BS201: Probability and Statistics Department of Mathematics
K L University, Vaddeswaram Page 74

3.24 Exponential Distribution
The exponential distribution (exponential p.d.f) often arises, in practice, as being the
distribution of the amount of time until some specific value of the variable (event)
occurs. For example: the time until a new car breaks down, time until an arrival at
emergency room, ... etc.

3.24.1 Definition
A continuous random variable X is said to have an exponential distribution with
parameter (=

> 0 then the probability density function of exponential distribution is


given by






3.25 Properties of Exponential Distribution
- Mean: = 1/
- Variance:
2
= 1/
2
,
- Standard Deviation = 1/

3.26 Cumulative Distribution Function of Exponential Distribution
Let X be exponential random variable with f(x) as its probability density function then its
cumulative distribution is given by having parameter (=

> 0
P(X a) = 1 e
a

Example 3.52
Suppose that the length of a phone call in minutes is an exponential random variable
with parameter = 1/10. If someone arrives immediately ahead of you at a public
telephone booth, find the probability that you will have to wait (i) more than 10
minutes, and (ii) between 10 and 20 minutes.

Solution
Let X be the be the length of a phone call in minutes by the person ahead of you is an
exponential random variable with = 1/10.
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i) P(more than 10 minutes) = P(X >10) = e
a
= e
1
=0.368
(ii) P( between 10 and 20 minutes) = P(10 < X < 20) = e
1
e
2
= 0.233

Example 3.53
The amount of time, in hours, that a computer functions before breaking down is an
exponential random variable with = 1/100.
(i) What is the probability that a computer will function between 50 and 150 hours
before breaking down?
(ii) What is the probability that it will function less than 100 hours?

Solution
Given that the amount of time (hrs) that a computer functions before breaking down is
an exponential random variable with = 1/100.
i) The probability that a computer will function between 50 and 150 hours before
breaking down is given by
P(50 X 150) = e
50/100
e
150/100
= e
1/2
e
3/2
=0 .384
ii) The probability that it will function less than 100 hours is given by
P(X<100) ~ P(X 100) = 1 - e
1
=0.368

Exercise
3.1 If ten men , among whom are A and B , stand in a row ,what is the probability that
there will be exactly 3men between A and B?
3.2 There are four hotels in a certain town .If 3 men check into hotels in a day ,what is
the probability that each checks into a different hotel?
3.3 A bag contains eight balls ,five being red and three white.If a man selects two balls at
random from the bag, what is the probability that he will get one ball of each
colour?
3.4 Four cards are drawn from a full pack of cards. Find theprobability that two are
spades and two are hearts?
3.5 Probability that a man will be alive 25 years hence is 0.3 and the probability that his
wife will be alive 25 years hence is 0.4.Find the probability that 25 years hence
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(i)both will be alive (ii)only the man will be alive (iii)only the woman will be
alive (iv)none will be alive (v)at least one of them will be alive.
3.6 A problem in statistics is given to two students A and B.The odds in favour of A
solving the problem are 6 to 9 and against B solving the problemare 12 to 10.If
both A and B attempt.Find the probability of the problem being solved.
3.7 A problem in statistics is given to three students A,B and C whose chances of solving
it are

and

respectively.Find the probability that the problem will be solved if


they all try independently.
3.8 A piece of equipment will function only when all the three components A,B and C are
working. The probability of A failing during one year is 0.15,that of B failing is
0.05 and that of C failing is 0.10.What is the probability that the equipment will
fail before the end of one year?
3.9 The probability that a management trainee will remain with a company is 0.60.The
probability that an employee earns more than Rs.10,000 per month is 0.50.The
probability that an employee is a management trainee who remained with the
company or who earns more than Rs.10,000 per month is 0.70.What is the
probability that an employee earns more than Rs.10,000 per month,given that he
is a management trainee who stayed with the company?
3.10 A box of 100 gaskets contain 10 gaskets with type A defects,5 gaskets with type B
defects and 2 gaskets with both types of defects.Find the probabilities that (i)a
gasket to be drawn has a type B defect under the condition that it has a type A
defect.(ii)a gasket to be drawn has no type B defect under the condition that it
has no typed A defect.
3.11 There are 12 balls in a bag, 8 red and 4 green.Three balls are drawn successively
without replacement.What is the probability that they are alternately of the
same colour?
3.12 If the probability is 0.05 that a certain wide- flange column will fail under a given
axial load, what are the probabilities that among 16 such columns
(i) At most two will fail
(ii) At least four will fail?

3.13 During one stage in the manufacture of integrated circuit chips, a coating must be
applied. If 70% of chips receive a thick enough coating, find the probabilities
that, among 15 chips:
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(i) atleast 12 will have thick enough coating
(ii) atmost 6 will have thick enough coating
(iii) exactly 10 will have thick enough coating

3.14 Find the mean and variance of a binomial distribution of the number of heads
obtained in 3 flips of a balanced coin

3.15 In a given city, 6% of all drivers get at least one parking ticket per year. Use the
Poisson approximation to the binomial distribution to determine the
probabilities that among 80 drivers (i) 4 will get at least one parking ticket in any
given year (ii) at least 3 will get atleast one parking ticket in any given year (iii)
anywhere from 3 to 6, inclusive, will get atleast one parking ticket in any given
year.

3.16 If 0.8% of the fuses delivered to an arsenal are defective, use the Poisson
approximation to determine the probability that 4 fuses will be defective in a
random sample of 400.

3.17 Prove that for the Poisson distribution

for x = 0,1,2,..

3.18 If X is normally distributed with mean 12 and standard deviation is 4. Find the
probability of the following : (i) X20 (ii) Xs20 (iii) 0sXs12

3.19 The mean yield for one-acre plot is 662kilos with a s.d. of 32kilos. Assuming normal
distribution, how many one-acre plots in a batch of 1000 plots would you expect
to have yield (i) over 700kilos, (ii) below 650kilols (iii) what is the lowest yield of
the best 100 plots.

3.20 The local authorities in a certain city install 10,000 electric lamps in the streets of
the city. If these lamps have an average life of 1,000 burning hours with a s.d. of
200 hours, assuming normality, what number of lamps might be expected to fail
(i) in the first 800 burning hours (ii) in between 800 and 1200 burning hours?
After what period of burning hours would you expect that (i) 10% of the lamps
would fail (ii) 10% of the lamps would be still burning?
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3.21 In a distribution exactly normal, 10.03% of the items are under 25 kilogram weight
and 89.7% of the items are under 70 kilogram weight. What are the mean and
standard deviation of the distribution?