Probability and Statistics Unit 7

Unit 7 Distributions
Structure :
7.1 Introduction
Objective
7.2 Bernoulli Trials
7.3 Binomial Distribution
7.4 Poisson Distribution
7.5 Continuous Distribution
7.6 Summary
7.7 Terminal Questions
7.8 Answers

7.1 Introduction
All the information of a random variable is contained in its probability
distribution. In practice the probability distribution of a random variable may
not be known, but we may be able to find out what type of random variable
is at hand by examining the causes that makes it random. Knowing this we
can often approximate the random variable to a standard one for which the
convenient formulas are available. There are some probability models for
random experiments of the discrete & continuous type that occur frequently
in applications. These will be described in this chapter.

Objectives:
At the end of the unit the student should be able to :
Explain the concept of discreet and continuous probability distribution
function.
Find mean, median , mode, mgf of discreet and continuous distributions.

7.2 Bernoulli Trials

Trials are called Bernoulli trials if they meet the following requirements
i) Each trial has only two possible outcomes called success and failure.
ii) The probability of the outcome of any trial remains fixed.
iii) All the trials are statistically independent.

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7.3 Binomial Distribution

Definition :
Let the random variable X be defined as follows :
X = No: of successes.
Then we call X a binomially distributed random variable with parameters n
and p if its probability distribution is given by
p (1 p)n x, x = 0, 1, . n.
x
p (X = x) = nC X
where p the probability of success
(1 p) = q the probability of failure,
we write X ~ B (n, p)
Example :
Suppose an operator produces n pins, one by one, on a lathe that has
probability p of making a good pin at each trial. If this p remains constant
throughout, then independence is guaranteed and the sequence of success
and failures (1 or 0) denoting the good and bad pins produced in each of the
n trials (Bernoulli trials).
An X that counts the number of success (number of good pins produced) in
fixed number of trials i.e. n is called to follow the Binomial Distribution and X
is called a Binomial random variable.
Conditions for a Binomial Random Variable :
i) The trials must be Bernoulli trials in that the outcomes can only be
either success or failure.
ii) The out comes of the trials must be independent.
iii) The probability of success in each trial must be constant.
Mean & Variance of Binomial distribution:
Mean

n
E(X) x p (x)
x0

n
x. n C p x qn x .
x
x 1

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n!
x. p x qn x
x 1 (n x ) ! x !

n
(n 1) !
np
x 1 (n x ) ! ( x 1) !
p x 1 qn x

= np

Variance:
V( X) E( X 2 ) [E( X)] 2
n
E( X 2 )
x 1
x 2 p (x)

n
n!

x 1
x2
(n x ) ! x !
p x qn x

n
x ( x 1) n ! x n x n

x 1 (n x ) ! x !
p q x p( x )
x 1
n
(n 2) !
n(n 1) p 2
x2 (n x ) ! ( x 2) !
p x 2 qn x np

n 2 p 2 np 2 np
V ( X ) n 2 p 2 np 2 np n 2 p 2 np (1 p) npq

Standard deviation = V( X) npq.

Mode:
We have to find that value of the random variable X following Binomial
distribution for which the probability of occurrence is maximum. Thus, if X=k
is the modal value its definition provides
P( X k ) P( X k 1) and P( X k ) P( X k 1) .

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P( X k ) C n p k q nk P( X k ) C n p k q nk
n k k 1 n k 1 1 and n k k 1 n k 1 1
P( X k 1) C k 1 p q P( X k 1) C k 1 p q
(k 1)q (n k 1) p
1 and 1
(n k ) p kq
k np q (n 1) p 1 and k (n 1) p
combining
(n 1) p 1 k (n 1) p
Now two cases arise
Case1. Let (n+1)p be an integer then k can take two values namely
k=(n+1)p and k=(n+1)p-1. Thus there are two modes and the distribution is
said to be bimodal.
Case2. Let (n+1)p be a fraction then since k is an integer it will take only
one value that is k=greatest integer less than (n+1)p and the distribution is
unimodal.
Moments:
Let X ( r ) X ( X 1)( X 2).............( X r 1)

Simple factorial moments:

n
n ( r ) nr
(r ) E ( X ( r ) ) C kn p k q n k .k ( r ) C kn C k r
k 0 k (r )
n
n ( r ) p r C knrr q n r p k r n ( r ) p r (q p) n r n ( r ) p r
k r

(1) np
(2 ) n ( 2 ) p 2
(3) n (3) p 3
(4 ) n ( 4 ) p 4

Simple moments:
2 E ( X 2 ) EX ( 2) X n ( 2) p 2 np

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3 E ( X 3 ) EX (3) 3 X ( 2) X n (3) p 3 3n ( 2) p 2 np
4 E ( X 4 ) EX ( 4) 6 X (3) 7 X ( 2) X n ( 4) p 4 6n (3) p 3 7n ( 2) p 2 np

Central moments:

2 2 1 2 n(n 1)p 2 np (np ) 2 np np 2 npq
3 3 3 2 1 21 3

n(n 1)(n 2)p 3 3n(n 1)p 2 np 3 n(n 1)p 2 np np 2(np )3
np(1 3p 2p 2 ) np(1 p)(1 2p) npq(q p)
4 4 4 3 1 6 2 1 2 31 4

n(n 1)(n 2)(n 3)p 4 6n(n 1)(n 2)p 3 7n(n 1)p 2 np

4np n(n 1)(n 2)p 3 3n(n 1)p 2 np 6(np ) 2 n(n 1)p 2 np 3(np ) 4
3n 2p 2 q 2 npq(1 pq) npq(1 3npq 6pq)

Moment generating function (mgf):

Let X is a Binomial random variable with parameter n and p its moment
generating function is defined as
n n
M X (t ) E (e tX ) C kn p k q n k .e tk C kn ( pe t ) k q nk (q pe t ) k
k 0 k 0

Example:. 6 coins are tossed. Find the probability of getting (i) exactly 3
heads, (ii) at most 3 heads, (iii) at least 3 heads.
Solution: Let X = No. of heads that appear.

Probability of getting a head, p=

n=6

i) P (getting exactly 3 heads) = p (X = 3)

6 C3 123 1 126 3
5
16

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ii) P (getting at most 3 heads) = p(X 3)

= p (X = 0) + p (X = 1) + p(X= 2) + p(X = 3)

21 .
= 32

iii) P (getting at least 3 heads) = P (X 3)

= 1 P(X < 3)
= 1 [P(X = 0) + P(X = 1) + P(X = 2)]

21 .
= 32

Example: Probability that a car driving the entire length of the certain
turnpike will have a blow out is 0.05. Find the probability that among 17 cars
travelling the length of turnpike
a) exactly one will have a blow out.
b) 2 or more will have a blow out.

Solution: Let X = No. of cars' having a blow out

P(X = x) = n C p x qn x .
x

n =17, p = 0.05, q = 0.95

a) P(exactly one car will have a blow out) = Pr (X = 1)

= 17 C 0.05 1 0.95 16
1

= 0.374

b) P (two or more will have a blow out) = Pr (X 2)

= 1 P (X < 2)
= 1 [P(X = 0) + P(X = 1)]
= 0.27

Example: A perfect die is tossed 100 times in sets of 8. The occurrence of a

5 or 6 is called a success. How many times do you expect to get 3 success ?

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Solution: P(success) = P(getting 5 or 6)

1
6 1
6 1 .
3

p 1 ,
3 q 2 3 , n 8.

8
PX 3 13 3 2 3 5
P (getting 3 success) =
3
= 0.2731

E (3 success) = 100 x 0.2731 = 27.31 27

Example: An unbiased coin is tossed six times. What is the probability that
the tosses will result in:
i) Exactly two heads
ii) At least five heads
iii) At most two heads
iv) Not greater than one head
v) Not less than five heads
vi) At least one head
Solution: Let A be the event of getting head. Given that:
p = 12, q = 12, n = 6

Therefore by binomial distribution, x6 Cx ( 12 )6- x ( 12 ) x

i) The probability that the tosses will result in exactly two heads is given by:

26C2 1
2
62

1
2
2

6 5 1 1 15

1 2 24 22 64

Therefore, the probability that the tosses will result in exactly two
heads is 15/64.
ii) The probability that the tosses will result in at least five heads is given by:
5 5 6 6C5 1 2 1 2
6 5 5
6C6 1 2
66
2
1
6

5 6 1 2 1 2
6 6
7
64
Therefore, the probability that the tosses will result in at least five
heads is 7/64.

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iii) The probability that the tosses will result in at most two heads is given
by:
2 0 1 2

2 C 1 2 1 2 C 1 2 1 2
1
6 6
1
61 1 6
2
6 2 2

1 6 5 1 1 6 15 22 11
2
1
6
64 64 1 2 64 64 64 32
Therefore, the probability that the tosses will result in at most two
heads is 11/32.
iv) The probability that the tosses will result in not greater than one head
is given by:

1 0 1
1 6 7

64 64 64
Therefore, the probability that the tosses will result in not greater than
one head is 7/64.
v) The probability that the tosses will result in not less than five heads is
given by:

5 5 6
6 1 7
6
6
2 2 64
Therefore, the probability that the tosses will result in not less than five
heads is 7/64.
vi) The probability that the tosses will result in at least one head is given
by:

1 1 P( X 1) 1 0 1
1 1 63
6
1 .
2 64 64
Therefore, the probability that the tosses will result in at least one head
is 63/64.

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The graph shown below illustrates the binomial distribution of probability of

x number of head occurring when a coin is tossed 6 times.

Binomial probability distribution

Example: The probability that an employee getting occupational disease is

20%. In a firm having five employees, what is the probability that:
i) None of the employees get the disease
ii) Exactly two will get the disease
iii) More than four will contract the disease
Solution: Let A be the event of employee contracting the disease. Given
that: 0.2 p

q 1 0.2 0.8
n=5

Therefore by binomial distribution, x 5 Cx (0.8)5- x (0.2) x

i) The probability that none of the employees get the disease is given by:
0 0.85 0.3277
Therefore, the probability that none of the employees get the disease
is 0.3277.
ii) The probability that exactly two employees will get the disease is given
by:

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25C2 0.83 0.22 10 0.512 0.04 0.2048

Therefore, the probability that exactly two employees will get the
disease is 0.2048.
iii) The probability that more than four employees will get the disease is
given by:
4 5 0.25 0.00032
Therefore, the probability that more than four employees will get the
disease is 0.00032.
SAQ 1: The latest nationwide political poll indicates that for Americans who
are randomly selected, the probability that they are conservative is 0.55, the
probability that they are liberal is 0.30, and the probability at they are
middle-of-the-road is 0.15. Assuming that these probabilities are accurate,
answer the following questions pertaining to a randomly chosen group of 10
American
a) What is the probability that four are liberal?
b) What is the probability that none are conservative?
c) What is the probability that two are middle-of-the-road?
d) What is the probability that at least eight are liberal?
SAQ 2: If the chance that a vessel arrives safely at a port is 9/10, find the
chance that out of an expected number of 5 vessels, at least 4 will arrive
safely?
7.4 Poisson Distribution
Definition:
Let X be a discrete random variable assuming the possible values 0, 1, ...
n

e k
If P X k , k 0, 1, 2, .......... ...n, .........
k!
We say that X has a Poisson distribution with parameter > 0.
Note: Let X be a binomially distributed variable with parameter p (based
on n repetition of an experiment). That is
n
P X k p k (1 p)n k
k

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Suppose that as n , np = (const), or equivalently, as n , p o

such that np
Under these conditions we have

The Poisson distribution with parameters .

e k
PX k
Lt
n k!
Mean:
Let X is a random variable following Poisson distribution with parameter
then the mean of X is defined as

e k

k 1
E ( X ) k.P( X k ) k e

e e
k 0 k 0 k! k 1 (k 1)!

Variance:
V ( X ) E ( X 2 ) ( E ( X )) 2

e k
k 2
E ( X 2 ) E ( X ( X 1)) E ( X ) k (k 1) 2 e
k 0 k! k 2 (k 2)!

V (X ) 2 2

Mode:
We have to find that value of the random variable X following Poisson
distribution for which the probability of occurrence is maximum. Thus, if X=k
is the modal value its definition provides
P( X k ) P( X k 1) and P( X k ) P( X k 1)

P( X k ) P( X k 1) k 1
P( X k ) P( X k 1) k
Combining both the equations
1 k

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Case 1: Let be a positive integer then k can take two values

and 1 and the distribution will have two modes.
Case 2: Let be a fraction then k is the greatest integer less than .

Moments:
Let X ( r ) X ( X 1)( X 2).............( X r 1)

Simple factorial moments:

e k ( r )
k r
(r ) E ( X ( r ) ) .k e r r e e r
k 0 k! k r ( k r )!

(1)
(2 ) 2
(3) 3
(4 ) 4

Simple moments:
2 E ( X 2 ) EX ( 2) X 2
3 E ( X 3 ) EX (3) 3 X ( 2) X 3 3 2
4 E ( X 4 ) EX ( 4) 6 X (3) 7 X ( 2) X 4 6 3 7 2
Central moments:
2 2 1 2 ( 2 ) 2
3 3 3 2 1 21 3 3 3 2 3( 2 ) 2 3
4 4 4 3 1 6 2 1 2 31 4 4 6 3 7 2 4( 3 3 2 ) 6( 2 ) 2 3 4
3 2

Moment generating function (mgf):

Let X is a Poisson random variable with parameter its moment
generating function is defined as

e k
(e t ) k
M X (t ) E (e tX ) e tk e e ee e ( e 1)
t t

k 0 k! k 0 k!

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Example: Suppose that a container contains 10,000 particles. The

probability that such a particle escapes from the container equals 0.0004.
What is the probability that more than 5 such escapes occur ?
Solution: Let X = No. of particles escaping from the container
n = 10,000, p = 0.0004
= np = 4.
Pr {more than 5 particles escape} = Pr {X > 5}
= 1 Pr {X 5}

5 e 4 4k
1 k!
k0

= 0.2148

Example: If X has a Poisson distribution with parameter and if P(X = 0) =

0.2 evaluate P(X > 2).

Solution: P ( X 0) e
0 .2
O!
e 0 .2
0.6989.

P (X > 2) = 1 P(X 2)
= 1 [P(X = 0) + P (X = 1) + P(X = 2)]
= 0.33.

Example: An Insurance Company has discovered that only about 0.1% of

the population is involved in a certain type of accident each year. If its
10,000 policy holders were randomly selected from the population, what is
the probability that not more than 5 of its clients are involved in such an
accident next year?

Solution: X = No. of people involved in an accident.

= 0, 1, 2, 10,000
n = 10000, p = 0.001
= np = 10.

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Pr {Not more than 5 people involved in an accident}

5
e 10 10 k
Pr { X 5} k!
0.067 .
k0
1
Example: In a certain factory producing blades there is a small chance 500
for any blades to be defective. The blades are supplied in packets of 10.
Calculate the approximate no. of packets containing (i) No defective blades
(ii) one defective in a consignment of 10,000 packets.

Solution:
1
n 10 P nP 0.02.
500

e
i) Pr (No defective blades } = P {X = 0} =
O!

e 0.02 0.98.

No. of packets having no defective blades = 10000 x Pr {X = 0}

= 9800

0.02
ii) Pr {One defective blade} = P {X = 1} = e 0.02
1!
= 0.0196

No. of packets having one defective blade = 10000 x 0.0196

= 196
SAQ 3: There are 300 misprints in a book of 500 pages. What is the
probability that a given page will contain at the most 2 misprints?

SAQ 4: A car hire firm has two cars, which are hired out everyday. The
number of demands for a car on each day is distributed as a Poisson
distribution with mean 1.5. Calculate the proportion of days on which a

demand cannot be met due to lack of cars e 1.5 0.2231

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7.5 Continuous Distributions

Normal Distribution:
Let and be two real constants such that < < and > 0. Then
the probability distribution for which

2
x
1 1


f ( x ) N (, , x )
2
e .
2
is the density function is called the normal distribution and the
corresponding continuous random variable X is called the normal variate.

Note:
The function N(, , x) is symmetric about the line x = . The graph is
a bell shaped curve called normal curve.
Mean:

1
1 ( x )2
E( X )

x f ( x) dx

x 2
e 2 2
dx

x
let z x z and dx dz.

z 2/ z2
1 2
(.z )e
2
E( X) dz
2

2 z2

2
e 2 dz
0
z2

ze
2 dz 0 the fn. is odd


Put t = dt = zdz

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2 t dt
E ( X)
2

0
e
2t


e
t 1
dt ( 12 )
1
t 2

0
( 12 )

Variance:
V (X) = E [ X E(X)]2
= E [X )2

2
1 x

1
( x )
2 2
e dx .

2
x
let z x z and dx dz

1
1 z2
V ( x) z e
2 2 2
dz
2

let t z 2/ 2 dt zdz
1
2 2
V (X )
2
t
0
2
e t dt 2

Mode: Mode is the value for which the density function f(x) is maximum,
i.e. mode is a solution of
f ( x) 0 and f ( x) 0
For normal distribution
1 x
2

1
2
f ( x) e
2

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1 (x )2 f ( x) x
log f ( x) log 2
2 2 2
f ( x)
1
f ( x) ( x ) f ( x) and
2
And also
1 1
f ( x) f ( x) ( x ) f ( x)
2
2

1
f ( x) ( x ) f ( x)
2
f ( x) ( x ) 2
1
2 2
now f ( x) 0 gives x
1
and also f ( x) at x is 0
2
2
Hence x is the mode of the distribution.
Median: Since the probability distribution function of the normal distribution
is symmetric about x the median will also be at x .

Hence for normal distribution mean = median = mode.

Standard Normal Distribution:

The Normal distribution for which the mean is zero and the variance 1 is
called the standard normal distribution and the corresponding random
variable z is called the standard normal variate.

The density function for the standard normal distribution is

1
e Z / 2 .
2
( z)
2

The curve represented by this function is called standard normal curve and
it is symmetrical about the line z = 0.

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Note:
1) The cdf of the standardized normal distribution will be denoted by .
That is
s
1
e x / 2 dx.
2
( s)
2

2) If Z N (0,1)
P (a z b) = (b) (a)

3) If X ~ N (, 2) then

X
z ~ N (0, 1).

a b
P z
Hence P (a X b)
b a


4) ( x) = 1 (x).

p( X ) 0.68
5) p( 2 X 2 ) 0.95
p( 3 X 3 ) 0.99

Example: Suppose X has normal distribution X ~ N (2, 0.16 ). Use the

normal distribution table and evaluate.
(i) Pr (X 2.3 ) (ii) Pr (1.8 X 2.1)

Solution :
(i) = 2, 2 = 0.16, = 0.4
X
Put Z , then Z ~ N (0, 1)

2.3 2
Pr ( X 2.3) Pr Z
0.4
= P (Z 0.75) = 1 P (Z < 0.75)
= 1 (0.75) = 0.2266.

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1.8 2 2.1 2
(ii) Pr (1.8 X 2.1) Pr Z
0.4 0.4

= Pr ( 0.5 Z 0.25)

= (0.25) ( 0.5) = 0.2902

Example: Suppose that X has distribution N( , 2 ). Determine C as a

function of and such that Pr (X C) = 2 P ( X > C).
Solution: Given X ~ N (, 2)

Put Z X then Z ~ N (0, 1)

Pr (X C) = 2 P (X > C) = 2 [ 1 P (X C)]
= 2 2 P (X C)
2
P (X C) = 3.

C 2
P Z 3 0.6667 .

From the table C

0.43

C = 0.43 + .

Example: The heights of 500 soldiers are found to have normal distribution.
Of them 258 are found to be within 2 cm of the mean height of 170 cm. Find
standard deviation of X.

Solution:
Let X denotes heights of 500 soldiers.
Given X ~ N ( 170, 2)
X 170
Let Z = then Z ~ N (0, 1).

258
0.516
500

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Given Pr (170 2 < X < 170 + 2) =

Pr (168 < X < 172) = 0.516

168 170 172 170

Pr Z 0.516 .

Pr 2

Z
2
0.516 .
2 2 0.516
2
0.7 2.85

Example: If X N (75, 25 ) find P (X > 80/X > 77)

Solution:

Let X 75
Z then Z ~ N ( 0 , 1)
5
P { ( X 80) ( X 77)}
Pr ( X > 80 / X > 77)
P ( X 77)

P ( X 80 )

P ( X 77 )

80 75
P Z
5 1 (1)

77 75 1 ( 0 .4 )
P Z
5
= 0.4605.

SAQ 5: The mean and standard deviation of the I.Q. of a group of 500
children is 90 and 20 respectively. Assuming that the I.Q. is normally
distributed, find the number of children with I.Q. >100.

SAQ 6: In a normal distribution, 8% of the items are under 50 and 10% are
over 60. Find the mean and standard deviation of the distribution.

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7.6 Summary
In this chapter several standard random variables, the associated formulas
are given. Identification of the probability distribution is must. With Bernoulli
trials the Binomial distribution could be good guess. The number of
occurrences of a rare event during finite period X could follow Poisson
distribution. Normal distributions could be used independently as well as
approximation to many probability distributions.

7.7 Terminal questions

1. Of two equally strong ping-pong players A and B, is it more probable
that A will beat B in 3 games out of 4, than in 5 games out of 8.
2. Find the most possible number of heads in 7 tossings of an unbiased
coin and 50 tossings of a biased coin with p = 1/16.
3. The random variable X has Poisson distribution with p(X=1) = p(X=2).
Find p(X=4).
4. If the probability that an individual suffers a bad reaction from injection of
a given serum is 0.001, find the probabilitythat out of 2000 individuals
(a) exactly 3, (b) more than 2, individuals will suffer from a bad reaction.
5. In n(15,3.52) population, it is known that 647 observations exceed 16.25.
What is the total number of observations in the population?
6. Suppose diameters of shafts are normally distributed with mean 10cm
and s.d. 0.1cm. If the shaft must meet the specification that its diameter
fall between 9.9 and 10.2cm, what proportion of shafts will meet
specification?

7.8 Answers
Self Assessment Questions
1. a) 0.2001 b) 0.0003 c) 0.2759 d) 0.0016
2. 0.9185
3. 0.977
4. 0.2231
5. 15
6. mean = 55.2, s.d. = 3.7

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Terminal Questions:
1. Yes
2. 3 and 4, 8
3. 0.0902
4. a) 0.180447 b) 0.3233235
5. 1800
6. 0.8185

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