PROBABILITY DISTRIBUTION

Probability Distribution
A listing of all the outcomes of an experiment
and the probability associated with each
outcome.
Random Variable
A quantity resulting from an experiment that,
by chance, can assume different value.
Discrete Random Variable
A variable that can assume only certain clearly separated
values resulting from account of some items of interest.
 
Continuous Random Variable
Is one that can assume an infinite number of possible
values, within a specified range.

Types of Probability Distribution :

# Discrete Probability Distribution
# Continuous Probability Distribution
 Sample space, Outcome, and Probability of
Planning of Having Three Children in a Family

      Outcome Simbol Probabilita

       B B B = e1 1/8
      B B G = e2 1/8
      B G B = e3 1/8
      B G G = e4 1/8
      G B B = e5 1/8
G B G = e6 1/8
G G B = e 1/8
Discrete Probability Distribution
Example :
Probability Distribution for the Events of Zero, One,
Two and Three Heads (Girls)
Showing Face Up on Three Tosses of a Coin (Planning
3 children)
  Number of Member/ Probability
Heads/Girls Outcome of Outcomes
(x) P(x)
0  e1  1/8
1  e2, e3, e5  3/8
2  e4, e6, e7  3/8
3  e8  1/8
 3/8 3/8

1/8 1/8

0 1 2 3
Mean, Variance and Standard Deviation.
of the probability Distribution

Mean : μ  E(x)    xP(x)

Variance :
2

σ   (x  μ) P(x) 2

Standard Deviation :

σ σ 2
 (x  μ) 2
P(x) 
μ  E(x)    xP(x)
= {(0x1/8)+(1x3/8)+(2x3/8)+(3x1/8}
= 12/8 = 1,5


σ   (x  μ) P(x)
2 2

= (0-1,5)2(1/8)+(1-1,5)2(3/8)+(2-1,5)2(3/8)+
(3-1,5)2(1/8)
= (9/4x1/8)+(1/4x3/8)+(1/4x3/8)+(9/4x1/8)

= 24/32 = 0,75
Binomial Probability Distribution
Is an example of a discrete probability distribution.
n x
P(x)  nCx.π (1  π) x

n! n x
 π (1  π)
x

x!(n  x)!
where :
n is the number of trials
x is the number of successes
 is the probability of a success on each trial
 Contoh soal :
Setelah diadakan penyelidikan bertahun-tahun lamanya terhadap hasil stensilan
mesin Roneo, diketahui bahwa pada tiap penstensilan 1450 lembar kertas stensil
ukuran folio akan terdapat 145 lembar yang rusak. Dalam menstensil 5 lembar
kertas stensil ukuran folio di atas, berapakah probabilita untuk menemukan
0, 1. 2, 3, 4, dan 5 helai yang rusak?
     
 
Jawab : Probabilita kerusakan 145/1450 = 0,1 berarti  = 1/10.
        n=5
 
      P = {0, 1, 2, 3, 4, 5}

  P(x  0)    (0,1)
5
0
0
(0,9)5  0.59049
  P ( x  1)  (0,1) (0,9)  0.32805
5
1
1 4

P ( x  2)   (0,1) (0,9)  0.0729

5
2
2 3

P( x  3)   (0,1) (0,9)  0.0081

5
3
3 2

P( x  4)   (0,1) (0,9)  0.00045

5
4
4 1

P( x  5)   (0,1)
5
5
5
(0,9) 0  0.00001
Dari contoh soal di muka, kita juga dapat mencari berapa
probabilita kerusakan paling banyak 2 lembar, paling
sedikit 3 lembar. Persoalan seperti ini dapat dipecahkan
dengan mencari distribusi binomial kumulatif.
Misalnya Probabilita kerusakan paling banyak
2 lembar berarti sebesar jumlah probabilita kerusakan 0
lembar, 1 lembar dan 2 lembar;
sehingga probabilitanya menjadi

      P(x  2) = 0,59049 + 0,32805 + 0,0729

= 0,99144
P(X>2) = 0,0081 + 0,00045 + 0,00001 = 0,00856
Rumus rata-rata hitung variabel binomial adalah
       x = n
= 5 x 1/10
= 0,5
Rumus varians bagi variabel binomial adalah
2 = n(1-)    
= 5x1/10x9/10
= 0,45
Sedangkan deviasi standarnya adalah akar pangkat dua
dari varians tersebut.
 = 2
= 0,45 = 0,67082
Contoh : Probabilita jumlah timbulnya mata dadu 6 dalam percobaan
pelemparan
dadu sebanyak 4 kali adalah sebagai berikut
 

X   n
x
x
(1   ) ( n  x ) P(x)
0

4
0
1
6
0
(1  1 ) ( 4  0)
6
0,482

1
 
4
1
1
6
1
(1  1 ) ( 4 1)
6
0,388

2   16
4
2
2
(1  1 ) ( 4  2 )
6
0,116

3   16
4
3
3
(1  1 ) ( 4 3)
6
0,015

4
 
4
4
1
6
4
(1  1 ) ( 4  4)
6
0,001
Oleh karena itu, rata-rata probabilita timbulnya mata dadu 6 =
x = 0(0,482) + 1(0,386) + 2(0,116) + 3(0,015) + 4(0,001)
= 0,669
Dengan rumus x = n
= 4(1/6) = 0,669

Varians = 2 = n(1-)
= 4(1/6)(5/6)     
      = 20/36
Deviasi standarnya =  = n π (1  π)
      = 4(1 / 6)(1  1 / 6)

 0,745355…
Finite Population
A population consisting of a small number of individuals,
objects, or measurements.

Hypergeometric Distribution
(S C x )( N S C n  x )
P(x) 
N Cn

where :
N is the size of population
S is the number of successes in the population
x is the number of successes of interest. It may be 0, 1, 2, 3, …
n is the number of the sample or the number of trials
C is the symbol of combination
Example :
Suppose 50 PS were manufactured this week (N= 50). Forty operated perfectly
(S=40) and ten had at least one defect. A sample of 5 is selected at random
(n=5).
Using the hypergeometric formula, what is the probability that 4 (x=4) 0f the 5
will operate perfectly? (Note that sampling is done without replacement, and the
sample size of 5 is 5/50, or 10 percent of the population.
This is greater than the 5 percent recruitment.)
Solution :
In this problem : N = 50, the number of PS manufactured.
n = 5, the size of the sample.
S = 40, the number of PS in the pop’n operating perfectly.
x = 4, the number in the sample operating perfectly.
Inserting these values in the formula of Hyperg.Distr., we get :
(S C x )( N S C n  x )
P(x) 
N Cn  40!  10! 
  
( 40 C 4 )( (50 40) C (5 4) ) 
4!36!  1!9!    91.39010   0.431
P(4)  50! 2.118 .760
50 C5 5!45!
Poisson Probability Distribution
x μ x
μ xe
P(x)  f(x) 
x!
where :
 is the arithmetic mean number of occurrences (successes) in a
particular interval of time
e is the constant 2,71828
x is the number of occurrences (successes)
P(x) is the probability to be computed for a specified value of x

Mean of a Poisson Distribution  = n

 
Variance of a Poisson Distribution 2 = n
The Normal Probability Distribution
 The family of Normal Probability Distributions
The normal probability distribution and its accompanying normal
curve have the following characteristics :
1. The normal curve is bell shaped and has a single peak at the
center of the distribution;
2. The normal probability distribution is symmetrical about its
mean.
3. The normal curve falls off smoothly in either direction from the
central value. It is asymptotic.

The normal distribution function

1  ( 1 σ 2X )(X μ X ) 2
f(X)  e 2
σ X 2π
or :
X μ 2
1 1
 ( )( )
f(X)  e 2 σ

σ 2π
where :e = 2,71828
 = 22/7 = 3,14

There are some normal distribution  family of the

normal distribution, with their means and standard
deviations. Need to be standardized  Variable Z.
The Standard Normal Probability Distribution
Z Value
The distance between a selected value, designed X, and
the mean , divided by the standard deviation, .
The Standard Normal Value
Xμ
Z
σ
where :
X is the value of any particular observations or
measurement
 is the mean of the distribution
 is the standard deviation of the distribution.
The function of the standard normal probability
distribution :
1  ( 1 )(Z)2
f(Z)  e 2
2π
 -2 -1 0 1 2

Areas under the normal curve

  Right hand tail
For negative values, use symmetric principle

Z0,05 = 1,65 Z0,025 = 1,96

Z0,01 = 2,33 Z0,005 = 2,58

Demand (x) : 40 50 60 70 80 90
Probability P(x) : .05 .15 .41 .34 .04 .01

a. What is the expected (mean) demand? What is the

standard deviation?
b. If 60 are ordered, what is the chance they will all
be sold? What is the chance some will be left over
(undesired inventory)?
c. To be almost sure (95%) of having enough
bicycles how many should be ordered?
A salesperson has an 80% chance of making a
sale when she calls on a certain drugstore.
She makes 3 calls per year, and is interested
in S = the total number of times she makes a
sale in the next 3 years.
a. Graph the distribution of S.
b. What is the chance she will make a sale at
least 5 times?
The Swedish population of men’s heights
is approximately normally distributed
with a mean of 69 inches and standard
deviation of 6 inches.

Find the proportion of the men who are :

a. Under 5 feet (60 inches).
b. Over 6 feet (72 inches).
c. Between 5 and 6 feet.
A family has four smoke alarms in their
home, all battery operated and working
independently of each other. Each has
a reliability of 90% - that is, has a 90%
chance of working. If fire breaks out
that engulfs all four in smoke, what is
the chance that at least one of them will
sound the alarm?