Probability Distribution

Poisson Distribution

If denotes the mean number of events per unit time

then the random variable X=Number of events in unit
time follow Poisson Distribution whose probability mass
function is given by

e r
p (r ) P( X r ) r 0,1, 2,...
r!
Some examples of random variables that follow Poisson
distribution

1. The number of customers entering into a shop

2. Number of misprints on a page (or group of pages)
3. The number of wrong telephone numbers that are
dialed in a day.
4. The number of -particles discharged in a fixed period
of time from some radio active material.
In binomial distribution if n is large and p is small then it
can be approximated by Poisson distribution with =np.
If n30 and np5, the approximation is good.
 Exercise

1. Suppose that the number of typographical errors on a

single page of a book has Poisson distribution with =0.5
Calculate the probability that there is at least one error in
a page randomly chosen from this book.

2. Suppose that the probability that an item produced by

certain machine will be defective is 0.01 Find the probability
that a sample of 30 items will contain at most 1 defective.
3. Between the hours of 2 and 4 p.m. the average number of
phone calls per minute coming into the switch board of a
company is 2.5 Find the probability that during one
particular minute there will be (a) 0 (b) 3 or less phone
calls
4. Assuming that on average one car driver in 1000 is colour
blind and that such drivers pay a surcharge on their car
insurance premiums. Calculate the approximate
probability that at least two of a random sample of 5000
car drivers will have to the surcharge.

5. Average number of defectives in batches of 20 items is

1.6. Find the probability that a batch will contain
(a) 3 or more defectives
(b) exactly 3 defectives
using an exact method and using approximate method.
Continuous Random Variables

Let X be a continuous random variable. Let f(x) be a

Continuous, nonnegative real valued function such that
b P(aXb)
P(a X b) f ( x)dx
a
then f(x) is called probability density function of the random
variable X

Note:

f ( x)dx 1
Normal Distribution - N(,2)

The probability density function of the normally

distributed random variable is given by
1(x-)2
1
f ( x) e 2 2
- x
2
Normal Distributions with the Same
Variance but Different Means
Normal Distributions with the Same Mean
but Different Standard Deviation
Theorem: If X ~ N ( , 2 ) then X
Z ~ N(0,1)

Exercise
If X ~ N (6,16) find
(i) P(4X 8)
(ii) P(7X 9)
X
(a) Let Z

46
(b) When X=4, Z 0.50
4
86
When X=8, Z 0.50
4

(c) P(4X 8)= P(-0.5Z 0.5)

Exercise

1. Assume the mean height of the soldiers to be

68.22 inches with variance of 10.8 (in)2 . How
many soldiers in a regiment of 1000 would you
expect to be over 6ft tall? Assume normal
distribution for height.

2. If the weights of the ball bearings are normally

distributed with mean 0.6140 newtons and
standard deviation 0.0025 newtons , determine
the percentage of ball bearings with weights
(a) between 0.610 and 0.618 newtons
(b) greater than 0.617 newtons.
3. A gun is firing at a rectangular target of length
60 mt situated 3 km away . The mean
point of impact is the center of the target and at this
range the standard deviation of the shots is 70 mts.
Find the probability of hitting the target.

4. If X ~ N ( , 2 ) Find

(i ) P( X )
(ii ) P ( 2 X 2 )
(iii ) P ( 3 X 3 )
In binomial distribution if n is large and p is not too
small then it can be approximated by normal
distribution with

np and npq

Continuity correction
P(10 X 20) P(9.5 X 20.5)

9 10
Exercise

1. Find the probability that 200 tosses of a coin will

result in (a) less than 90 heads (b) less than 85
or more than 115 heads

2. A vaccine is to be tested on a group of 500

individuals. If the probability of success for the
vaccine is 0.8, what is the probability that the
vaccine will be successful on more than 415
individuals?
 Exercise

3. In a distribution exactly normal 7% of the items are

under 35 and 89% are under 63. What are the
mean and standard deviation of the distribution?
 Sampling distribution of Means

Sample 1 x1, x2,.,xn X1

Population
Sample 2 X2
Sample 3 X3

What is
population
?
 X

When the sample size n is large the distribution

of sample means is normal with mean and standard
deviation where is standard deviation of
n

population. This fact is used to estimate from X

 68.27%

n n
X

P(

X ) 0.6827
n n

X about 68.27% times.
n n
X
X
about 68.27% times
n n
X 1
X 1 about 68.27% times
n n

X 2
X 2 about 95.45% times
n n

X 3
X 3
about 99.73% times
n n

X 1.96
X 1.96 about 95% times
n n

X 2.58
X 2.58 about 99% times
n n

X 1.96 , X 1.96 is called 95 % confidence interval for
n n

X 2.58 n , X 2.58 is called 99 % confidence interval for
n

When (population standard deviation) is unknown use

s (sample standard deviation) as an estimator of .
Exercise
1. The mean standard deviation of the maximum loads
supported by 60 cables are given by 11.09 kN and 0.73kN
respectively. Find a 95% and 99% confidence intervals for
the mean of the maximum load of all cables produced by
the company.

2. If the standard deviation of the life times of the television

tubes is estimated as 100 hours and if the mean life time
of a sample of 75 tubes is 1400 hours, find 95 % and 99%
confidence interval for mean life time of all the tube lights.
 Testing of Hypothesis

Suppose you want to test the claim : population mean

is .

Pick up a sample of size n (n30) (for smaller n you

need to use other distributions)
Find Sample mean X
X X
Calculate Z
or
s where s is sample
n n
standard deviation
If z< -1.96 OR z > 1.96 reject the claim at 0.05
significance level.

If z< -2.58 OR z > 2.58 reject the claim at 0.01

significance level.
Exercise

1. A sample of 900 members has a mean 3.5 cms.

Is the sample from a large population of
mean 3.25 cms and s.d. 2.61?

2. If a sample of 50 tube lights have mean life equal

to 975 hours. Test at 0.05 % significance level
the sample is from a population with mean 1050 hrs
and standard deviation 60 hrs.