Unit - IV: Probability Distribuyions

In the present unit, we discuss the review of the random variables, Discrete random
variables, Continuous random variables, Problems on random variables, Probability
distributions, Discrete probability distributions, Binomial distribution, Poisson
distribution, Continuous probability distributions, Expoential distribution, Uniform
distribution, Gamma distribution and Normal distributin. Joint probability
distributions for both discrete joint probability distribution and continuous joint
probability distribution.

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 Continued Unit - IV on Introduction to Basic Probability ...

Introduction: Consciously or unconcisuouly, all of us sometimes use the phrases

like, ’most likely’, ’almost uncertain’, ’most probably’, ’no chance at all’,
etc.
Theory of probability: If we read these phrases carefully, we will find that all of
them involve an element of uncertainty. The measure of uncertainty is called the
theory of probability.
The study of the theory of probabilities is of great mathematical interest and of great
practical importance.
Basics of the Probability:
Experiment: A process which results in some well - defined outcomes is known as
an experiment.
Examples:
(i) When a coin is tossed, we shall be geting either a head or a tail i.e. its outcome
is a head or a tail, which ie well - defined.
(ii) When a die is thrown the possible outcomes are 1, 2, 3, 4, 5 and 6, wthich are also
well - defined.

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 Continued Unit - IV on Introduction to Basic Probability ... ...

An experiment can be classified into two types, they are

1 Deterministic experiment.
2 Undeterministic experiment or Random experiment.
Deterministic experiment: A deterministic experiment means all the outcomes of
the experiment are known in advance before conducting the experiment.
Undeterministic experiment OR Random experiment: Random experiment
means all the outcomes of the experiment are known in advance, but any specific
outcome of the experiment is not known inadvance.
Examples:
(i) Tossing a coin is a random experiment because there are only two possible
outcomes, head and tail and these outcomes are known well in advance. But the
specific outcome of the experiment i.e. whether a head or a tail is not known in
advance.
(ii) Throwing a die is a random experiment because we know in adavance that there
are only six possible outcomes of the experiment i.e. 1, 2, 3, 4, 5 and 6. But it is not
possible to know which of these six numbers will finally be the result.
Note: A random experiment may result in two or more outcomes, for examples (i)
Tossing a coin, (ii) Throwing a die.

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 Continued Unit - IV on Introduction to Basic Probability ...

Sample space:- The set of all possible outcomes of a random experiment is called as
a sample space. The sample space is denoted by S.
Example -01:- when tossing a coin, the sample space is S = {H, T }.
Example -02:- When tossing a coin twice, the sample space is
S = {HH, HT, T H, T T }.
Example -03:- When throwing a cubical die, the sample space is S = {1, 2, 3, 4, 5, 6}.
Event :- An outcome of a random experiment is called an event. In other words, an
event is something that happens. (OR)
An event is a subset of the sample space S of the random experiment. An events are
denoted by A, B, C, ....
Example -01:- when tossing a coin, there two events A = {H} and B = {T }.
Example -02:- When tossing a coin twice, then, (i) the event of one head is
A = {HT, T H}, (ii) the event of one tail is B = {HT, T H}, (iii) the event of both
are heads is C = {HH}.
Example -03:- When throwing a cubical die, then (i) the event of the odd numbers
is A = {1, 3, 5}, (ii) the event of the even numbers is B = {2, 4, 6}, (iii) the event of
the multiples of 2 is C = {2, 4, 6} and (iv) the event of the multiples of 3 is
C = {3, 6} .

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 Continued Unit - IV on Introduction to the Probability ...
Exhaustive event:- An event which containing all various possibilities is known as
an exhaustive event.
Mutually exclusive events:- Two or more events are said to be mutually exclusive
if the occurring of one event prevent the simultaneous occurring of the others.
Independent events:- Two or more events are said to be independent if the
occurring or non occurring of one event does not prevent the occurring or non
occurring of the others.
Probability of an event :- The numerical measure of uncertainty of an event of a
random experiment is called the probability of an event. The probability of an event
A is denoted by P (A) or P and is given by
N umberof f avourableoutcomesof anevent N (A)
P (A) = p = =
T otalnumberof allpossibleoutcomesof asamplespace N (S)
Axioms of the Probability:- Let S be the sample space and A be an event of a
random experiment, then the axioms of the probability are as follows.
1. The probability of the sample space of the random experiment S is one, that is,
P (S) = 1.
2. The probability of an event A is lies between 0 and 1, i.e. 0 ≤ P (A) ≤ 1.
3. If A1 , A2 , A3 , ..., An are mutually exclusive events, then
P (A1 ∪ A2 ∪ A3 ∪ ... ∪ An ) = P (A1 ) + P (A2 ) + P (A3 ) + ... + P (An )
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 Continued Unit - IV on Introduction to the Probability ...
Addition Theorem (OR) Addition Rule of Probability:-
Statement: If A and B are any two events in the sample space of a random
experiment which are not mutually exclusive then
P (A ∪ B) = P (A) + P (B) − P (A ∩ B)
Conditional Probability:- Let A and B be the events in the sample space of a
random experiment. The probability of the happening of the event A when the event
B has already happened is known as the conditional probability of the event A given
B and it is denoted by P (A/B). The conditional probability of the event A given B
is given by
P robabilityof theoccurrenceof bothAandB
P (A/B) =
P robabilityof theoccurrenceof thegivenB
P (A ∩ B)
P (A/B) =
P (B)
Similarly, the conditional probability of the event B given A is given by
P robabilityof theoccurrenceof bothAandB
P (B/A) =
P robabilityof theoccurrenceof thegivenA
P (A ∩ B)
P (B/A) =
P (A)
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 Continued Unit - IV on Introduction to the Probability ...

Multiplication rule of Probability:-

Statement: If A and B are any two independent events in the sample space of the
random experiment, then
P (A ∩ B) = P (A)P (B)
Baye’s Theorem of Probability:-
Statement: If A1 , A2 , A3 , ..., An are the set of exhaustive and mutually exclusive
events in the sample space S of a random experiment with P (Ai ) 6= 0 and P (B) 6= 0,
then
P (Ai )P (B/Ai )
P (Ai /B) = Pn
i=1 P (Ai )P (B/Ai )

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 Continued Unit - IV on Random Variables ...

Random Variables OR Stochastic Variables:

A random variable is function or mapping from sample space S of the random
experiment to the set of real numbers R. A random variable is a function which
assigns the real values to the every elements of the sample space of the random
experiment. The random variables are denoted by X, Y, Z, .... The set of all real
numbers of a random variable X is known as a range of a random variable X.
Example - 01: Tossing a coin the sample space is S = {H, T }. Let X be the
random variable representing the number of heads in each elements in the sample
space of the random experiment.

Sample space (S) T H

Random variable (X) 0 1

The range of the random variable X is {0, 1}. and the probabilities are
P (X = 0) = 12 , P (X = 1) = 21 . The values of x and p(x) enter in the table is called
as the probability distribution table.

X 0 1 Total
1 1
p(x) 2 2
1

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 Continued Unit - IV on Random Variables ...
Example - 02: Tossing a coin twice the sample space is S = {T T, HT, T H, HH}.
Let X be the random variable representing the number of heads in each elements in
the sample space of the random experiment.

Sample space (S) TT HT TH HH

Random variable (X) 0 1 1 2

The range of the random variable X is {0, 1, 2}. and the probabilities are
P (X = 0) = 14 , P (X = 1) = 42 = 12 , P (X = 2) = 14 . The values of x and p(x) enter
in the table is called as the probability distribution table.

X 0 1 2 Total
1 1 1
p(x) 4 2 4
1

Probability Distribution Table: Let x0 , x1 , x2 , ..., xn be the set of n values of the

random variable X and p(x0 ), p(x1 ), p(x2 ), ..., p(xn ) are the probabilities of the
random variable X. Entering these set of values in the table is called as probability
distribution table and it is as follows.
X x0 x1 x2 ... xn Total
p(x) p(x0 ) p(x1 ) p(x2 ) ... p(xn ) 1

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 Continued Unit - IV on Random Variables ...
Classification of Random variables:
A random variables can be classified into two types, they are
1 Discrete random varables (DRV).
2 Continuous random variables (CRV).
Discrete random varables (DRV): A random variable which takes the finite
values or cuntablely infinite values is called as discrete randon variables.
Examples:
1 Tossing a coin and observing the outcomes.
2 Tossing a coin and observing the number of tails turning up.
3 Throwing a die and observing the numbers on the face.
Continous random varables (CRV): A random variable which takes the infinite
values in the interval or any value in the interval is called as continous randon
variables.
Examples:
1 Weight of the artcles.
2 Length of nails produced by a machine.
3 Observing the pointer on a speedometer OR voltmeter.
4 Conducting a survey on the life of electric bulbs.
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 Continued Unit - IV on Discrete Random Variables ...
I - Discrete random varables (DRV):
(i) - Probability mass functiom (pmf ): If X be any discrete randon variable
which takes the set of n values x1 , x2 , ..., xn , then the function p(x) = P (X = xi ),
where i = 1, 2, 3, ..., n is said to be probabi;lity mass function if it satisfies the
following conditions.
1 p(x) ≥ 0, for all x.
P
2 p(x) = 1
(ii) - Cumulative Distribution function: Let X be the discrete random variable
and p(x) be the probability mass function, then the function F (x) = P (X ≤ x) is
said to be cumulative distribution function and is defined as
X
F (x) = P (X ≤ x) = p(x), f orallx
(iii) - Expected value OR Mean OR Average: If X be the discrete random
variable and p(x) be the probability mass function, then the mean is denoted by µ
OR E(X) and is given by
X
E(X) = µ = xp(x), f orallx
Similarly, the expected value of x2 is given by
X 2
E(X 2 ) = x p(x), f orallx

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 Continued Unit - IV on Discrete Random Variables ...
(iii) - Variance: If X be the discrete random variable and p(x) be the probability
mass function, then the variance is denoted by σ 2 OR V (X) and is given by
X
V (X) = σ 2 = (x − µ)2 p(x), f orallx

Theorem: Prove that

σ 2 = E(X 2 ) − (E(x))2
OR
σ 2 = E(X 2 ) − µ2
Proof: We know that, by variance
X
σ2 = (x − µ)2 p(x)

Now, expanding (x − µ)2 by (a − b)2 formulae

X 2
σ2 = (x + µ2 − 2xµ)p(x)
X X X
σ2 = x2 p(x) +
µ2 p(x) − 2xµp(x)
2
X 2 2
X X
σ = x p(x) + µ p(x) − 2µ xp(x)

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 Continued Unit - IV on Discrete Random Variables ...

xp(x) and E(X 2 ) =

P P P 2
but, p(x) = 1, µ = x p(x) then the above equation
becomes
σ 2 = E(X 2 ) + µ2 (1) − 2µ(µ)
σ 2 = E(X 2 ) + µ2 − 2µ2
σ 2 = E(X 2 ) − µ2
This is an alternative formulae to find the variance of the given data.
(iv) - Standard deviation: If X be the discrete random variable and p(x) be the
probability mass function, then the standard deviation is a positive square root of
the variance and it is denoted by σ. The standard deviation σ is given by
√
S.D = σ = V ariance

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 Continued Unit - IV Problems on Discrete Random Variables ...
Problem - 01: Calculate the mean and standard deviation of the probability
distribution given by the following table.
X 0 1 2 3 4
p(x) 0.2 0.35 0.25 0.15 0.05
Solution: We know that, the mean is given by
X
E(X) = µ = xp(x), f orallx

E(X) = µ = (0X0.2) + (1X0.35) + (2X0.25) + (3X0.15) + (4X0.05)

E(X) = µ = 0 + 0.35 + 0.5 + 0.45 + 0.2 = 1.5
We have, the Variance
σ 2 = E(X 2 ) − µ2
Therefore, X
E(X 2 ) = x2 p(x), f orallx
E(X 2 ) = (02 X0.2) + (12 X0.35) + (22 X0.25) + (32 X0.15) + (42 X0.05)
E(X 2 ) = 0 + 0.35 + 1 + 1.35 + 0.8 = 3.5
σ 2 = 3.5 − (1.5)2 = 1.25
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 Continued Unit - IV Problems on Discrete Random Variables ...
The standard deviation σ is given by
√ √
S.D = σ = V ariance = 1.25 = 1.11
Problem - 02: The probability mass function of a variate X is given by the
following table. Find (i) the value of the constant k, (ii) mean, (iii) standard
deviation, (iv) P (X < 4), (v) P (X ≥ 5) and (vi) P (3 < X ≤ 6).
X 0 1 2 3 4 5 6
p(x) k 3k 5k 7k 9k 11k 13k
Solution: (i) To find the value of the constant k, by probability mass function
X
p(x) = 1

k + 3k + 5k + 7k + 9k + 11k + 13k = 1
1
49k = 1, k =
49
(ii) We know that, the mean is given by
X
E(X) = µ = xp(x), f orallx

E(X) = µ = (0Xk) + (1X3k) + (2X5k) + (3X7k) + (4X9k) + (5X11k) + (6X13k)

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 Continued Unit - IV Problems on Discrete Random Variables ...

203
E(X) = µ = 0 + 3k + 10k + 21k + 36k + 55k + 78k = 203k = = 4.1429
49
(iii) We have, the Variance
σ 2 = E(X 2 ) − µ2
Therefore, X
E(X 2 ) = x2 p(x), f orallx
E(X 2 ) = (02 Xk) + (12 X3k) + (22 X5k) + (32 X7k) + (42 X9k) + (52 X11k) + (62 X13k)
973
E(X 2 ) = 0 + 3k + 20k + 63k + 144k + 275k + 468k = 973k = = 19.8571
49
2 2
σ = 19.8571 − (4.1429) = 2.6935
The standard deviation σ is given by
√ √
S.D = σ = V ariance = 2.6935 = 1.6412
(iv) P (X < 4),
P (X < 4) = P (X = 0) + P (X = 1) + P (X = 2) + P (X = 3)
16
P (X < 4) = k + 3k + 5k + 7k = 16k = = 0.3265
49
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 Continued Unit - IV Problems on Discrete Random Variables ...

(v) P (X ≥ 5)
24
P (X ≥ 5) = P (X = 5) + P (X = 6) = 11k + 13k = = 0.4898
49
(vi) P (3 < X ≤ 6)
33
P (3 < X ≤ 6) = P (X = 4) + P (X = 5) + P (X = 6) = 9k + 11k + 13k = = 0.6735
49

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 Continued Unit - IV on Continuous Random Variables ...
II - Continuous random varables (DRV):
(i) - Probability density functiom (pdf ): If X be any continuous randon
variable which takes and value in the interval then the function f (x) = P (X = x), is
said to be probabi;lity density function if it satisfies the following conditions.
1 f (x) ≥ 0, for all x.
R∞
2
=∞
f (x)dx = 1
Note: The geometrically representation of the second condition is the area bounded
by the curve y = f (x) between x = −∞ and x = ∞ is equal to unity. (ii) -
Cumulative Distribution function: Let X be the continuous random variable
and f (x) be the probability density function, then the function F (x) = P (X ≤ x) is
said to be cumulative distribution function and is defined as
Z x
F (x) = P (X ≤ x) = f (x)dx
−∞

(iii) - Expected value OR Mean OR Average: If X be the continuous random

variable and f (x) be the probability density function, then the mean is denoted by µ
OR E(X) and is given by
Z ∞
E(X) = µ = xf (x)dx
−∞

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 Continued Unit - IV on Continuous Random Variables ...

Similarly, the expected value of x2 is given by

Z ∞
E(X 2 ) = x2 f (x)dx
−∞

(iii) - Variance: If X be the contnuous random variable and f (x) be the probability
density function, then the variance is denoted by σ 2 OR V (X) and is given by
Z ∞
V (X) = σ 2 = (x − µ)2 f (x)dx
−∞

Theorem: Prove that

σ 2 = E(X 2 ) − (E(x))2
OR
σ 2 = E(X 2 ) − µ2
Proof: We know that, by variance
Z ∞
σ2 = (x − µ)2 f (x)dx
−∞

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 Continued Unit - IV on Continuous Random Variables ...

Now, expanding (x − µ)2 by (a − b)2 formulae

Z ∞
σ2 = (x2 + µ2 − 2xµ)f (x)dx
−∞
Z ∞ Z ∞ Z ∞
σ2 = x2 f (x)dx + µ2 f (x)dx − 2xµf (x)dx
−∞ −∞ −∞
Z ∞ Z ∞ Z ∞
σ2 = x2 f (x)dx + µ2 f (x)dx − 2µ xf (x)dx
−∞ −∞ −∞
R∞ R∞ R∞
but, −∞ f (x)dx = 1, µ = −∞ xf (x)dx and E(X 2 ) = −∞ x2 f (x)dx then the above
equation becomes
σ 2 = E(X 2 ) + µ2 (1) − 2µ(µ)
σ 2 = E(X 2 ) + µ2 − 2µ2
σ 2 = E(X 2 ) − µ2
This is an alternative formulae to find the variance of the given data.

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 Continued Unit - IV on Continuous Random Variables ...

(iv) - Standard deviation: If X be the continuous random variable and f (x) be

the probability density function, then the standard deviation is a positive square root
of the variance and it is denoted by σ. The standard deviation σ is given by
√
S.D = σ = V ariance

Note - 01: For the continuous random variable x with probanility density function
f (x) then the probanility in the interval (a, b) is given by
Z b
P (a < x < b) = f (x)dx
a

Note - 02: For the continuous random variable

P (a < x < b) = P (a ≤ x < b) = P (a < x ≤ b) = P (a ≤ x ≤ b)

Note - 03: For the continuous random variable x with probanility density function
f (x) and k be any real number then
Z k
P (x ≤ k) = f (x)dx
−∞

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 Continued Unit - IV on Continuous Random Variables ...

Note - 04: For the continuous random variable x with probanility density function
f (x) and k be any real number then
Z ∞
P (x ≥ k) = f (x)dx
k

Note - 05:
P (x ≥ k) = 1 − P (x < k)

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 Continued Unit - IV Problems on Continuous Random Variables ...

Problem - 01: A continuous random variable x has probability density function

given by (
2e−2x , x > 0
f (x) =
0, x ≤ 0
Calculate E(X) and E(X 2 ). Hence find variance and standard deviation of the
probability distribution.
Solution: By data (
2e−2x , x > 0
f (x) =
0, x ≤ 0
We know that, the mean is given by
Z ∞ Z 0 Z ∞
E(X) = µ = xf (x)dx = xf (x)dx + xf (x)dx
−∞ −∞ 0
Z 0 Z ∞ Z ∞
E(X) = x(0)dx + x(2e−2x )dx = 2 xe−2x dx
−∞ 0 0

integrating by parts using Bernoulli’s rule

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 Continued Unit - IV Problems on Continuous Random Variables ...

e−2x e−2x ∞
E(X) = 2[(x)( ) − (1)( )]0
−2 4
e0 1 1
E(X) = µ = 2[(0 − 0) − (0 − )] = 2( ) =
4 4 2
We have, Z ∞ Z 0 Z ∞
E(X 2 ) = x2 f (x)dx = x2 f (x)dx + x2 f (x)dx
−∞ −∞ 0
Z 0 Z ∞ Z ∞
E(X 2 ) = x2 (0)dx + x2 (2e−2x )dx = 2 x2 e−2x dx
−∞ 0 0

integrating by parts using Bernuolli’s rule

e−2x e−2x e−2x ∞

E(X 2 ) = 2[(x2 )( ) − (2x)( ) + (2)( )]0
−2 4 −8
e0 1 1
E(X 2 ) = 2[(0 − 0) − (0 − 0) + 2(0 − )] = 4( ) =
8 8 2

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 Continued Unit - IV Problems on Continuous Random Variables ...

We know that, the variance is given by

1 1 1 1 1
σ 2 = E(X 2 ) − (E(x))2 = − ( )2 = − =
2 2 2 4 4
The standard deviation σ is given by
√
r
1 1
S.D = σ = V ariance = = = 0.5
4 2
Problem - 02: A random variable x has probability density function
(
kx2 , −3 ≤ x ≤ 3
f (x) =
0, elsewhere

Evaluate (i) k. Hence find (ii) E(X), (iii) E(X 2 ), (iv) variance, (v)standard
deviation of the probability distribution. Also, find (vi) P (1 ≤ xle2), (vii) P (x ≤ 2)
and (viii) P (x > 1).
Solution: Given (
kx2 , −3 ≤ x ≤ 3
f (x) =
0, elsewhere

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 Continued Unit - IV Problems on Continuous Random Variables ...
(i) We have, by Probability density function
Z ∞
f (x)dx = 1
−∞
Z −3 Z 3 Z ∞
f (x)dx + f (x)dx + f (x)dx = 1
−∞ −3 3
Z −3 Z 3 Z ∞
(0)dx + (kx2 )dx + (0)dx = 1
−∞ −3 3
Z 3
k x2 dx = 1
−3

x3 3 (3)3 (−3)3 27 −27

]−3 = k[
k[ − ] = k[ − ]=1
3 3 3 3 3
1
k[9 − (−9)] = 1, 18k = 1 → k =
18
(ii) We know that, the mean is given by
Z ∞ Z −3 Z 3 Z ∞
E(X) = µ = xf (x)dx = xf (x)dx + xf (x)dx + xf (x)dx
−∞ −∞ −3 3

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 Continued Unit - IV Problems on Continuous Random Variables ...

Z −3 Z 3 Z ∞ Z 3
E(X) = x(0)dx + x(kx2 )dx + x(0)dx = k x3 dx
−∞ −3 3 −3

integrating

x4 3 (3)4 (−3)4 81 81
E(X) = k[ ]−3 = k[ − ] = k[ − ] = k(0) = 0
4 4 4 4 4
(iii) We have
Z ∞ Z −3 Z 3 Z ∞
E(X 2 ) = x2 f (x)dx = x2 f (x)dx + x2 f (x)dx + x2 f (x)dx
−∞ −∞ −3 3
Z −3 Z 3 Z ∞ Z 3
E(X 2 ) = x2 (0)dx + x2 (kx2 )dx + x2 (0)dx = k x4 dx
−∞ −3 3 −3

integrating
x5 3 (3)5 (−3)5
E(X 2 ) = k[ ]−3 = k[ − ]
5 5 5

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243 −243 1
E(X 2 ) = k[ − ] = k(48.6 + 48.6) = ( )(97.2) = 5.4
5 5 18
(iv) We have, the variance
σ 2 = E(X 2 ) − (E(x))2 = 5.4 − (0)2 = 5.4
(v) The standard deviation σ is given by
√ √
S.D = σ = V ariance = 5.4 = 2.3238
(vi) P (1 ≤ xle2)
2 2
x3 2
Z Z
7
P (1 ≤ xle2) = f (x)dx = (kx2 )dx = k[ ]1 = = 0.1296
1 1 3 54
(vii) P (x ≤ 2)
2 −3 2
x3 2
Z Z Z
35
P (x ≤ 2) = f (x)dx = (0)dx + (kx2 )dx = k[ ]−3 = = 0.6481
−∞ −∞ −3 3 54
(viii) P (x > 1)
∞ 3 ∞
x3 3
Z Z Z
2 13
P (x > 1) = f (x)dx = (kx )dx + (0)dx = k[ ]1 = = 0.4815
1 1 3 3 27
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 Continued Unit - IV on Probability Distribution ...

Probability Distributions The process of dividing the total probability into finite
number of divisions is called as a probability distributions. The probability
distributions can be classified into two types, they are
1 Discrete probability distributions.
2 Continuous probability distributions.

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 Continued Unit - IV on Discrete Probability Distribution ...
I - Discrete probability distributions In the present section, we discuss the two
discrete probability distributions, they are
1 Binomial probability distributions.

2 Poisson probability distributions.

I - Binimial probability distribution: A binimial probability distribution is one

of the discrete probability distribution. A discrte random variable X which has the
following probability mass function.
p(x) = ncx px q n−x
This probability distribution is said to be binomial probablity distribution. where, n
is the total number of trails.
x is the number of sucess out of n trails.
p is the probability of sucess.
q is the probability of the failures and q = 1 − p or p + q = 1. Here, n and p are the
parameters of the binomial probability distribution.
Note: The binimial sereis expansion
(a + b)n = nc0 an b0 + nc1 an−1 b1 + nc2 an−2 b2 + ... + ncn a0 bn
OR
n
X
(a + b)n = ncr an−r br
r=0
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 Continued Unit - IV Problems on Binomial Probability Distribution ...

Problem - 01: Obtain the expresion for the mean and standard deviation of the
binomial probability distribution.
Solution: We know that, the probability mass function for binomial probability
distribution is
p(x) = ncx px q n−x
To obtain the expression for mean:
We have,
Xn
E(X) = µ = xp(x), f orallx
x=0

substitute p(x)
n
X
E(X) = µ = xncx px q n−x
x=0
n
X n!
E(X) = µ = x px q n−x
x=0
x!(n − x)!
n
X n(n − 1)!
E(X) = µ = x px q n−x
x=0
x(x − 1)!(n − x)!

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 Continued Unit - IV Problems on Binomial Probability Distribution ...

n
X n(n − 1)!
E(X) = µ = px q n−x
x=1
(x − 1)!(n − x)!
n
X n(n − 1)!
E(X) = µ = ppx−1 q (n−1)−(x−1)
x=1
(x − 1)![(n − 1) − (x − 1)]!
n
X (n − 1)!
E(X) = µ = (np) px−1 q (n−1)−(x−1)
x=1
(x − 1)![(n − 1) − (x − 1)]!
n
X (n − 1)!
E(X) = µ = np px−1 q (n−1)−(x−1)
x=1
(x − 1)![(n − 1) − (x − 1)]!
n
X
E(X) = µ = np (n − 1)c(x−1) px−1 q (n−1)−(x−1)
x=1
by binomial series expanssion
E(X) = µ = np(p + q)n−1 = np(1)n−1
but, p + q = 1
E(X) = µ = np
This is the expression for the mean for binimial probability distribution.
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 Continued Unit - IV Problems on Binomial Probability Distribution ...
To obtain the expression for variance:
We know that, the variance is
σ 2 = E(X 2 ) − (E(x))2 (1)
we have, the mean
E(X) = µ = np (2)
Consider,
n
X
E(X 2 ) = x2 p(x)
x=0
by adding and subtracting x
n
X
E(X 2 ) = (x2 − x + x)p(x)
x=0
n
X n
X
E(X 2 ) = x(x − 1)p(x) + xp(x)
x=0 x=0
substitute p(x) in the first sumation and second sumation is E(X) = np,
n
X
E(X 2 ) = x(x − 1)ncx px q n−x + E(X)
x=0

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 Continued Unit - IV Problems on Binomial Probability Distribution ...

n
X n!
E(X 2 ) = x(x − 1) px q n−x + np
x=0
x!(n − x)!
n
X n(n − 1)(n − 2)!
E(X 2 ) = x(x − 1) px q n−x + np
x=0
x(x − 1)(x − 2)!(n − x)!
n
X n(n − 1)(n − 2)! x n−x
E(X 2 ) = p q + np
x=2
(x − 2)!(n − x)!
n
X n(n − 1)(n − 2)!
E(X 2 ) = p2 px−2 q (n−2)−(x−2) + np
x=2
(x − 2)![(n − 2) − (x − 2)]!
n
2
X (n − 2)!
E(X ) = n(n − 1)p2 px−2 q (n−2)−(x−2) + np
x=2
(x − 2)![(n − 2) − (x − 2)]!
n
X
E(X 2 ) = n(n − 1)p2 (n − 2)c(x−2) px−2 q (n−2)−(x−2) + np
x=2
by binomial series expansion
E(X 2 ) = n(n − 1)p2 (p + q)n−2 + np
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 Continued Unit - IV Problems on Binomial Probability Distribution ...
but, p + q = 1
E(X 2 ) = n(n − 1)p2 + np
E(X 2 ) = n2 p2 − np2 + np (3)
Substituting the equations (2) and (3) in equation (1)
σ 2 = n2 p2 − np2 + np − (np)2
σ 2 = −np2 + np = np(1 − p)
σ 2 = npq
This is the expression for the varaince for binimial probability distribution. To
obtain the expression for standard deviation:
We know that, the standard deviation is
√
S.D = σ = V ariance
√
S.D = σ = npq
Note - 01: The probability mass function for binomial probability distributin is
p(x) = ncx px q n−x
Note - 02: The expressions for mean, variance and standard deviation are
√
E(X) = µ = np, σ 2 = npq, σ = npq
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 Continued Unit - IV Problems on Binomial Probability Distribution ...
Problem - 02: Let x be a binomially distributed random variable with mean 2 and
standard deviation √23 . Find the probability mass function.
Solution: Given µ = 2 and σ = √23 . WKT, the probablity mass function for
binomial distribution is
p(x) = ncx px q n−x
√
Since np = 2 and npq = √3 → npq = 43
2

npq = 34 , → 2q = 43 , q = 23 and p = 1 − q = 1 − 32 = 13 , p = 13 .
np = 2 → n( 31 ) = 2, n = 6. Substituting the value of n, p and q in p(x), we get the
probablity mass function is
1 2
p(x) = 6cx ( )x ( )6−x , x = 0, 1, 2, 3, ..., 6
3 3
Problem - 03: If x be a binomially distributed random variable based on 6
repetitions of an experiment and p = 0.3. Evaluate the probabilities P (x = 3),
P (x ≤ 3), P(x = 4) and P (x > 4).
Solution: Given n = 6 and p = 0.3 → q = 1 − p = 1 − 0.3 = 0.7 . We have, the
probablity mass function for binomial distribution is
p(x) = ncx px q n−x
Substituting the value of n, p and q in p(x),
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 Continued Unit - IV Problems on Binomial Probability Distribution ...

p(x) = 6cx (0.3)x (0.7)6−x

p(x = 3) = 6c3 (0.3)3 (0.7)3 = 0.1852
p(x ≤ 3) = p(x = 0) + p(x = 1) + p(x = 2) + p(x = 3)
p(x ≤ 3) = 6c0 (0.3)0 (0.7)6 +6c1 (0.3)1 (0.7)5 +6c2 (0.3)2 (0.7)4 +6c3 (0.3)3 (0.7)3 = 0.1177+0.
p(x = 4) = 6c4 (0.3)4 (0.7)2 = 0.0595
p(x > 4) = p(x = 5) + p(x = 6) = 6c5 (0.3)5 (0.7)1 + 6c6 (0.3)6 (0.7)0 = 0.0109
OR
p(x > 4) = 1 − p(x ≤ 4) = 1 − [p(x = 0) + p(x = 1) + p(x = 2) + p(x = 3) + p(x = 4)]
p(x > 4) = 1 − [6c0 (0.3)0 (0.7)6 + 6c1 (0.3)1 (0.7)5 + 6c2 (0.3)2 (0.7)4 + 6c3 (0.3)3 (0.7)3 ]
p(x > 4) = 1 − [0.1177 + 0.3025 + 0.3241 + 0.1852 + 0.0595]0.011
Problem - 04: A pair dice is thrown twice. Find the probability of scoring 7 points
(i) once, (ii) twice and (iii) at least once.
Solution: When a pair dice thrown twice we get a sample space
S = {(x, y), x = 1, 2, 3, 4, 5, 6, y = 1, 2, 3, 4, 5, 6},
Here x is the number shown on the first die and y is the number shown on the second
die.
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 Continued Unit - IV Problems on Binomial Probability Distribution ...

The total number of possible outcomes are 36. Therefore, x + y = 7 occurs in six
outcomes out of 36 outomes, they are {(1, 6), (2, 5), (3, 4), (4, 3), (5, 2), (6, 1), }.
Here n = 2 and the probability of the sum of two numbers scoring 7 in a throw is
6
p = 36 = 61 → q = 1 − p = 1 − 16 = 56 . We have, the probablity mass function for
binomial distribution is
p(x) = ncx px q n−x
Substituting the value of n, p and q in p(x)
1 5
p(x) = 2cx ( )x ( )2−x
6 6
Let x be the number the sum scoring 7 (i) The probability of the sum scoring 7 once
is
1 5 5
p(x = 1) = 2c1 ( )1 ( )1 = = 0.2778
6 6 18
(ii) The probability of the sum scoring 7 twice is
1 5 1
p(x = 2) = 2c2 ( )2 ( )0 = = 0.0278
6 6 36

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 Continued Unit - IV Problems on Binomial Probability Distribution ...
(iii) The probability of the sum scoring 7 at least once is
1 5 1 5 5 1 11
p(x ≥ 1) = p(x = 1)+p(x = 2) = 2c1 ( )1 ( )1 +2c2 ( )2 ( )0 = + = = 0.3056
6 6 6 6 18 36 36
OR
1 5 25 11
p(x ≥ 1) = 1 − p(x < 1)+ = 1 − 2c0 ( )0 ( )2 = 1 − = = 0.3056
6 6 36 36
Problem - 05: The probability that a man aged 60 will live to be 70 is 0.65. What
is the probability that out of 10 men, now aged 60, at least 7 will live to be 70.
Solution: Given the probability that a man aged 60 will live to be 70 is p = 0.65 so
that q = 1 − p = 1 − 0.65 = 0.35 and n = 10 We have, the probablity mass function
for binomial distribution is
p(x) = ncx px q n−x
Substituting the value of n, p and q in p(x)
p(x) = 10cx (0.65)x (0.35)10−x
Let x be the number of person aged 60 will live to be 70. The probability that a man
aged 60 at least 7 will live to be 70 is
p(x ≥ 7) = p(x = 7) + p(x = 8) + p(x = 9) + p(x = 10)
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 Continued Unit - IV Problems on Binomial Probability Distribution ...

p(x ≥ 7) = 10c7 (0.65)7 (0.35)3 +10c8 (0.65)8 (0.35)2 +10c9 (0.65)9 (0.35)1 +10c10 (0.65)10 (0.3
p(x ≥ 7) = 0.2522 + 0.1757 + 0.0725 + 0.0135 = 0.5139
Problem - 06: The number of telephone lines busy at an instant of tome is a
binomial variate with probability 0.2. If at an instant 10 lines are chosen at random.
What is the probability that (i) 5 lines are busy, (ii) at most 2 lines are busy, (iii) all
lines are busy and (iv) at least 2 lines are busy.
Solution: Given the probability that a telephone lines are busy is p = 0.2 so that
q = 1 − p = 1 − 0.2 = 0.8 and n = 10 We have, the probablity mass function for
binomial distribution is
p(x) = ncx px q n−x
Substituting the value of n, p and q in p(x)
p(x) = 10cx (0.2)x (0.8)10−x
Let x be the number of telephone lines are busy.
(i) The probability that 5 lines are busy is
p(x = 5) = 10c5 (0.2)5 (0.8)5 = 0.02642
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 Continued Unit - IV Problems on Binomial Probability Distribution ...

(ii) The probability that at most 2 lines are busy is

p(x ≤ 2) = p(x = 0) + p(x = 1) + p(x = 2)

p(x ≤ 2) = 10c0 (0.2)0 (0.8)10 + 10c1 (0.2)1 (0.8)9 + 10c2 (0.2)2 (0.8)8
p(x ≤ 2) = 0.1074 + 0.2684 + 0.302 = 0.6778
(iii) The probability that all lines are busy is

p(x = 10) = 10c10 (0.2)10 (0.8)0 = 1.024X10−7

(iv) The probability that at least 2 lines are busy is

p(x ≥ 2) = 1 − P (x < 2) = 1 − [p(x = 0) + p(x = 1)]

p(x ≥ 2) = 1 − [10c0 (0.2)0 (0.8)10 + 10c1 (0.2)1 (0.8)9 ]

p(x ≥ 2) = 1 − [0.1074 + 0.2684] = 0.6242
Problem - 07: The probability that a pen manufactured by a company will be
defective is 0.1. If 12 such pens are selected at random. Find the probability that (i)
exactly 2 will be defective, (ii) at least 2 will be defective, (iii) none will be defective
and (iv) at most 2 will be defective.
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 Continued Unit - IV Problems on Binomial Probability Distribution ...
Solution: Given the probability that a pen will be defective is p = 0.1 so that
q = 1 − p = 1 − 0.1 = 0.9 and n = 12 We have, the probablity mass function for
binomial distribution is
p(x) = ncx px q n−x
Substituting the value of n, p and q in p(x)

p(x) = 12cx (0.1)x (0.9)12−x

Let x be the number of defective pens.

(i) The probability that exactly 2 pens will be defective is

p(x = 2) = 12c2 (0.1)2 (0.9)10 = 0.2301

(ii) The probability that at least 2 pens will be defective is

p(x ≥ 2) = 1 − p(x < 2) = 1 − [p(x = 0) + p(x = 1)]

p(x ≥ 2) = 1 − [12c0 (0.1)0 (0.9)12 + 12c1 (0.1)1 (0.9)11 ] = 0.3410

(iii) The probability that none will be defective is

p(x = 0) = 12c0 (0.1)0 (0.9)12 = 0.2824

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 Continued Unit - IV Problems on Binomial Probability Distribution ...
(iv) The probability that at most 2 pens will be defective is
p(x ≤ 2) = p(x = 0) + p(x = 1)
p(x ≤ 2) = 12c0 (0.1)0 (0.9)12 + 12c1 (0.1)1 (0.9)11 = 0.6590
Problem - 08: In 800 families with five children each, how many families would be
expected to have (i) 3 boys or 2 girls, (ii) 2 boys or 3 girls, (iii) no girls and (iv) at
most 2 girls, by assuming that the probability of births of boys and girls to be equal.
Solution: Given the probability that a child is a boy is p = 21 so that the probability
that a child is a girl is q = 1 − p = 1 − 12 = 12 and the number of chidrens in each
family n = 5
We have, the probablity mass function for binomial distribution is
p(x) = ncx px q n−x
Substituting the value of n, p and q in p(x)
p(x) = 5cx (0.5)x (0.5)5−x
Let x be the number of boys in the family.
(i) The probability that a 3 boys or 2 girls is

p(x = 3)orp(x = 0) = p(x = 3)+p(x = 0) = 5c3 (0.5)3 (0.5)2 +5c0 (0.5)0 (0.5)5 = 0.3125+0.0
The expected number of families having 3 boys or 2 girls is 800X0.3438 = 275.
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(ii) The probability that a 2 boys or 3 girls is

p(x = 2)orp(x = 0) = p(x = 2)+p(x = 0) = 5c2 (0.5)2 (0.5)3 +5c0 (0.5)0 (0.5)5 = 0.3125+0.0

The expected number of families having 3 boys and 2 girls is 800X0.3438 = 275.
(iii) The probability that a no girls is

p(x = 0) = 5c0 (0.5)0 (0.5)5 = 0.0313

The expected number of families having no girls is 800X0.0313 = 25.04 ≈ 25.

(iv) The probability that at most 2 girls means that the families can have 5 boys and
0 girls, 4 boys and 1 girls and 3 boys and 2 girls,

p(x ≤ 2) = p(x = 0)+p(x = 1)+p(x = 2) = 5c0 (0.5)0 (0.5)5 +5c1 (0.5)1 (0.5)4 +5c2 (0.5)2 (0.5

The expected number of families having at most 2 girls is 800X0.5001 = 400.

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 Continued Unit - IV on Poisson Probability Distribution ...

II - Poisson probability distribution: A poisson probability distribution is also

one of the discrete probability distribution. A discrte random variable X which has
the following probability mass function.

mx e−m
p(x) = , x = 0, 1, 2, ..., ∞
x!
This probability distribution is said to be poisson probablity distribution. where, x is
the number of sucess out of n trails and m = np is the parameter of the poisson
distribution.
Note: The poisson probability distribution is a limiting case of binomial probability
distribution when the number of trails are very large i.e.n → ∞ and the probability
of sucess is very small i.e.p → 0. np = m is a constant.
Problem - 01: Obtain the expresion for the mean and standard deviation of the
poisson probability distribution.
Solution: We know that, the probability mass function for poisson probability
distribution is
mx e−m
p(x) = , x = 0, 1, 2, ..., ∞
x!

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 Continued Unit - IV Problems on Poisson Probability Distribution ...
To obtain the expression for mean:
We have,
∞
X
E(X) = µ = xp(x), f orallx
x=0

substitute p(x)
∞
X mx e−m
E(X) = µ = x
x=0
x!
∞
X mx e−m
E(X) = µ = x
x=0
x(x − 1)!
∞
X mx e−m
E(X) = µ =
x=1
(x − 1)!
∞
X mmx−1 e−m
E(X) = µ =
x=1
(x − 1)!
∞
X mx−1
E(X) = µ = me−m
x=1
(x − 1)!

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 Continued Unit - IV Problems on Poisson Probability Distribution ...

Expanding the sumation in the RHS

m0 m1 m2
E(X) = µ = me−m [ + + + ... + ∞]
(0)! (1)! (2)!

m m2
E(X) = µ = me−m [1 + + + ... + ∞]
(1)! (2)!
We know that, by exponential series

x x2
ex = 1 + + + ... + ∞
(1)! (2)!

E(X) = µ = me−m [em ] = me0

E(X) = µ = m
This is the expression for the mean for poisson probability distribution.
To obtain the expression for variance:
We know that, the variance is

σ 2 = E(X 2 ) − (E(x))2 (4)

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 Continued Unit - IV Problems on Poisson Probability Distribution ...
we have, the mean
E(X) = µ = m (5)
Consider,
∞
X
E(X 2 ) = x2 p(x)
x=0
by adding and subtracting x
∞
X
E(X 2 ) = (x2 − x + x)p(x)
x=0
∞
X n
X
E(X 2 ) = x(x − 1)p(x) + xp(x)
x=0 x=0

substitute p(x) in the first sumation and second sumation is E(X) = m,

∞
X mx e−m
E(X 2 ) = x(x − 1) + E(X)
x=0
x!
∞
X mx e−m
E(X 2 ) = x(x − 1) +m
x=0
x(x − 1)(x − 2)!
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 Continued Unit - IV Problems on Poisson Probability Distribution ...

∞
X m2 mx−2 e−m
E(X 2 ) = +m
x=2
(x − 2)!
∞
X mx
E(X 2 ) = m2 e−m +m
x=2
(x − 2)!
Expanding the sumation in the RHS

m0 m1 m2
E(X 2 ) = m2 e−m [ + + + ... + ∞] + m
(0)! (1)! (2)!

m m2
E(X 2 ) = m2 e−m [1 + + + ... + ∞] + m
(1)! (2)!
by exponential series

E(X 2 ) = m2 e−m [em ] + m = m2 e0 + m

E(X 2 ) = m2 + m (6)
Using the equations (5) and (6) in equation (4)

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 Continued Unit - IV Problems on Poisson Probability Distribution ...

σ 2 = m2 + m − (m)2
σ2 = m
This is the expression for the variance of the poisson probability distribution. we can
observe from this the mean and variance of poisson probability distribution is equal.
We have, the standard deviation σ is given by
√ √
S.D = σ = V ariance = m.

Note - 01: The probability mass function for poisson distribution is

mx e−m
p(x) = , x = 0, 1, 2, ..., ∞
x!
Note - 02: The mean, variance and S.D. for the poisson distribution are
√
E(X) = µ = m, σ 2 = m, σ = m

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 Continued Unit - IV Problems on Poisson Probability Distribution ...
Problem - 01: Fit a poisson distribution for the following data.

x 0 1 2 3 4
f 122 60 15 2 1
P
Solution: We have the mean = m = Pxf f
0+60+30+6+4
= 122+60+15+2+1 100
= 200 = 1
2
= 0.5,
m = 0.5.
We have the probability mass function for the poisson distribution is
mx e−m
p(x) = , x = 0, 1, 2, ..., ∞
x!
substitute the value of m
(0.5)x e−0.5
p(x) = , x = 0, 1, 2, ..., ∞
x!
This is the poisson probability distribution for the given data.
Problem - 02: If the probability of a bad reaction from a certain injection is 0.001,
determine the chance that out of 2000 individuals, more than two will get a bad
reaction.
Solution: Given the probability of a bad reaction is p = 0.001 (very small) and
n = 2000 (very large), so that m = np = (2000X0.001) = 2, m = 2.
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 Continued Unit - IV Problems on Poisson Probability Distribution ...

We have the probability mass function for the poisson distribution is

mx e−m
p(x) = , x = 0, 1, 2, ..., ∞
x!
substitute the value of m
(2)x e−2
p(x) = , x = 0, 1, 2, ..., ∞
x!
Let x be the number of bad reactions of the injection. The chance that, more than
two will get a bad reaction is

p(x > 2) = 1 − p(x ≤ 2) = p(x = 0) + p(x = 1) + p(x = 2)

(2)0 e−2 (2)1 e−2 (2)2 e−2

p(x > 2) = 1 − + + = 1 − 0.6767 = 0.3233
0! 1! 2!
Problem - 03: A communication channel receives independent pulses at the rate of
12 pulses per micro second. The probability of transmission error is 0.001 for each
micro second. Compute the probability of (i) no error during a micro second, (ii) one
error per micro second, (iii) at least one error per micro second, (iv) two errors per
micro second and (v) at most two errors per micro second.
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 Continued Unit - IV Problems on Poisson Probability Distribution ...
Solution: Given the probability of transmission error is p = 0.001 (very small) and
n = 12, so that m = np = (12X0.001) = 0.012, m = 0.012.
We have the probability mass function for the poisson distribution is
mx e−m
p(x) = , x = 0, 1, 2, ..., ∞
x!
substitute the value of m
(0.012)x e−0.012
p(x) = , x = 0, 1, 2, ..., ∞
x!
Let x be the number of errors per micro secod. (i) The probability of no error during
a micro second
(0.012)0 e−0.012
p(x = 0) = = e−0.012 = 0.9881
0!
(ii) The probability of one error per micro second
(0.012)1 e−0.012
p(x = 1) = = 0.012Xe−0.012 = 0.0118
1!
(iii) The probability of at least one error per micro second
(0.012)0 e−0.012
p(x ≥ 1) = 1 − p(x < 1) = 1 − p(x = 0) = 1 −
0!
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 Continued Unit - IV Problems on Poisson Probability Distribution ...

p(x ≥ 1) = 1 − e−0.012 = 1 − 0.9881 = 0.0119

(iv) The probability of two errors per micro second

(0.012)2 e−0.012 0.0001Xe−0.012

p(x = 2) = = = 0.0001
2! 2
(v) The probability of at most two errors per micro second.

(0.012)0 e−0.012 (0.012)1 e−0.012 (0.012)2 e−0.

p(x ≤ 2) = p(x = 0)+p(x = 1)+p(x = 2) = +
0! 1! 2!
(0.012)2 e−0.012
p(x ≤ 1) = e−0.012 + 0.012Xe−0.012 + = 0.99999 ≈ 1
2
Problem - 04: 2 percent of the fuses manufactured by a firm are found to be
defective. Find the probability that a box containing 200 fuses contains (i) no
defective fuses, (ii) 3 or more defective fuses, (iii) at most 3 defective fuses and (iv) 3
defective fuses.
2
Solution: Given the probability of defective fuses is 2 percent p = 100 = 0.02 (very
small) and n = 200, so that m = np = (200X0.02) = 4, m = 4.

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 Continued Unit - IV Problems on Poisson Probability Distribution ...
We have the probability mass function for the poisson distribution is
mx e−m
p(x) = , x = 0, 1, 2, ..., ∞
x!
substitute the value of m
(4)x e−4
p(x) = , x = 0, 1, 2, ..., ∞
x!
Let x be the number of defective fuses. (i) The probability of no defective fuses
(4)0 e−4
p(x = 0) = = e−4 = 0.0183
0!
(ii) The probability of 3 or more defective fuses
p(x ≥ 3) = 1 − p(x < 3) = 1 − [p(x = 0) + p(x = 1) + p(x = 2)]
(4)0 e−4 (4)1 e−4 (4)2 e−4
p(x ≥ 3) = 1 − [ + + ] = 1 − e−4 (1 + 4 + 8) = 0.7621
0! 1! 2!
(iii) The probability of at most 3 defective fuses
p(x ≤ 3) = p(x = 0) + p(x = 1) + p(x = 2) + p(x = 3)
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 Continued Unit - IV Problems on Poisson Probability Distribution ...

(4)0 e−4 (4)1 e−4 (4)2 e−4 (4)3 e−4

p(x ≤ 3) = + + + = e−4 (1+4+8+10.6667) = 0.4335
0! 1! 2! 3!
(iv) The probability of 3 defective fuses
(4)3 e−4
p(x = 3) = = 10.6667e−4 = 0.1954
3!
Problem - 05: A car hire firm has two cars. Which it hires out day by day. The
number of demands for a car on each day is distributed as a poisson distribution with
mean 1.5. Calculate the probability thaton a certain day (i) neither car is used and
(ii) some demand is refused.
Solution: Given the mean m = 1.5.
We have the probability mass function for the poisson distribution is
mx e−m
p(x) = , x = 0, 1, 2, ..., ∞
x!
substitute the value of m
(1.5)x e−1.5
p(x) = , x = 0, 1, 2, ..., ∞
x!
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 Continued Unit - IV Problems on Poisson Probability Distribution ...

Let x be the number of demands for the car hire.

(i) The probability that neither car is used is

(1.5)0 e−1.5
p(x = 0) = = e−1.5 = 0.2231
0!
(ii) The probability that some demand is refused is equal to the probability that
there are more than 2 demands

p(x > 2) = 1 − p(x ≤ 2) = 1 − [p(x = 0) + p(x = 1) + p(x = 2)]

(1.5)0 e−1.5 (1.5)1 e−1.5 (1.5)2 e−1.5

p(x > 2) = 1 − [ + + ] = 1 − (3.625)Xe−1.5 = 0.1913
0! 1! 2!
Problem - 06: In a certain factory turning out razor blades, there is a small chance
of 0.002 for any blade to be defective. The blades are supplied in packets of 10.
Using poisson distribution, Calculate the approximate number of packets containing
(i) no defective balde, (ii) one defective balde and (iii) two defective baldes, in a
consignment of 10, 000 packets .
Solution: Given the probability of the defective blades is p = 0.002, (very small)
and the number of blades in each packets is n = 10, m = np = 10X0.002 = 0.02.
We have the probability mass function for the poisson distribution is
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 Continued Unit - IV Problems on Poisson Probability Distribution ...

mx e−m
p(x) = , x = 0, 1, 2, ..., ∞
x!
substitute the value of m
(0.02)x e−0.02
p(x) = , x = 0, 1, 2, ..., ∞
x!
Let x be the number of defective blades in each packet.
(i) The probability that a packet contain no defective blade is

(0.02)0 e−0.02
p(x = 0) = = e−0.02 = 0.9802
0!
Therefore, the number of packets containing no defective blades is =
10, 000X0.9802 = 9802.
(ii) The probability that a packet contain one defective blade is

(0.02)1 e−0.02
p(x = 1) = = (0.02)Xe−0.02 = 0.019604
1!
Therefore, the number of packets containing one defective blades is =
10, 000X0.019604 = 196.
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 Continued Unit - IV Problems on Poisson Probability Distribution ...

(iii) The probability that a packet contain two defective blades is

(0.02)2 e−0.02 (0.02)2 Xe−0.02

p(x = 2) = = = 0.0002
2! 2
Therefore, the number of packets containing one defective blades is =
10, 000X0.0002 = 2.

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 Continued Unit - IV on Continuous Probability Distribution ...

II - Continuous probability distributions In the present section, we discuss the

four continuous probability distributions, they are
1 Exponential probability distributions.
2 Uniform probability distributions.
3 Gamma probability distribution,
4 Normal probability distribution.
I - Exponential probability distribution: A Exponential probability distribution
is one of the continuous probability distribution. A continuous random variable X
which has the following probability density function.
(
αe−αx , 0 ≤ x < ∞
f (x) =
0, elsewhere

This probability distribution is said to be exponential probablity distribution, α > 0

and α is the parameter of the exponential probability distribution.

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 Continued Unit - IV Problems on Exponential Probability Distribution
...

Problem - 01: Obtain the expression for mean and standard deviation of the
exponential probability distribution.
Solution: We know that, the probability density function for exponential
probability distribution is
(
αe−αx , 0 ≤ x < ∞
f (x) =
0, elsewhere

To obtain the expression for mean:

We have, the mean is given by
Z ∞
E(X) = µ = xf (x)dx
−∞
Z 0 Z ∞
E(X) = µ = xf (x)dx + xf (x)dx
−∞ 0
Z 0 Z ∞
E(X) = µ = x(0)dx + x(αe−αx )dx
−∞ 0

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Z ∞
E(X) = µ = α xe−αx dx
0

integrating by parts,

e−αx e−αx
E(X) = µ = α[(x)( ) − (1)( 2 )]∞
0
−α α
e0 1
E(X) = µ = α[(0 − 0) − (0 − )] = α( 2 )
α2 α
1
E(X) = µ =
α
This is the expresion for the mean of the exponential probability distribution.
To obtain the expression for variance:
We know that, the variance is

σ 2 = E(X 2 ) − (E(x))2 (7)

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...

We have, the mean

1
E(X) = µ = (8)
α
Consider, E(X 2 ) Z ∞
E(X 2 ) = x2 f (x)dx
−∞
Z 0 Z ∞
E(X 2 ) = x2 f (x)dx + x2 f (x)dx
−∞ 0
Z 0 Z ∞
E(X 2 ) = x2 (0)dx + x2 (αe−αx )dx
−∞ 0
Z ∞
E(X 2 ) = α x2 e−αx dx
0

integrating by parts,

e−αx e−αx e−αx ∞

E(X 2 ) = α[(x2 )( ) − (2x)( 2 ) + (2)( )]0
−α α −α3

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...

e0 2
E(X 2 ) = µ = α[(0 − 0) − (0 − 0) + 2(0 − )] = α( 3 )
−α3 α
2
E(X 2 ) = (9)
α2
Substituting the equations (8) and (9) in the equation (7)
2 1 2 1
σ2 = − ( )2 = 2 − 2
α2 α α α
1
σ2 =
α2
This is the expresion for the variance for the exponential probability distribution.
We have, the standard deviation σ is given by
√
r
1 1
S.D = σ = V ariance = = .
α2 α
From this we can obsreve that the mean and standard deviation of the exponential
probability distribution are equal.
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...
Note - 01: The probability density function for exponential distribution is
(
αe−αx , 0 ≤ x < ∞
f (x) =
0, elsewhere
Note - 02: The mean, variance and S.D. for the exponential distribution are
1 1 1
E(X) = µ = , σ 2 = 2 , σ =
α α α
Problem - 02: If x is an exponential variate with mean 3, find (i) P (x > 2), (ii)
P (x < 4) and (iii) P (3 ≤ x ≤ 4).
Solution: By data µ = 3 → α1 = 3 and α = 13 .
We have, the pdf for an exponential distribution
(
αe−αx , 0 ≤ x < ∞
f (x) =
0, elsewhere
Substituing the value of α
1 −x
(
3
e 3,0 ≤x<∞
f (x) =
0, elsewhere
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...
(i) P (x > 2) Z ∞ Z ∞
1 x
P (x > 2) = f (x)dx = ( e− 3 )dx
2 2 3
Z ∞
1 x 1 x
P (x > 2) = e− 3 dx = [−3e− 3 ]∞
2
3 2 3
2
P (x > 2) = [−e−∞ + e− 3 ] = 0.5134
(ii) P (x < 4)
Z 4 Z 4
1 x
P (x < 4) = f (x)dx = ( e− 3 )dx
−∞ 0 3
Z 4
1 −x 1 x
P (x < 4) = e 3 dx = [−3e− 3 ]40
3 0 3
x 4
P (x < 4) = [−e− 3 ]40 = [−e− 3 + 1] = 0.7364
(iii) P (3 ≤ x ≤ 4)
Z 4 Z 4
1 x
P (3 < x < 4) = f (x)dx = ( e− 3 )dx
3 3 3
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Z 4
1 x 1 x
P (3 < x < 4) = e− 3 dx = [−3e− 3 ]43
3 3 3
x 4
P (3 < x < 4) = [−e− 3 ]43 = [−e− 3 + e−1 ] = 0.1043
Problem - 03: If X is an exponential variate with mean 5, evaluate (i)
P (0 < X < 1), (ii) P (−∞ < X < 10) and (iii) P (X ≤ 0orX ≥ 1).
Solution: Given µ = 5, → α1 = 5 and α = 51 .
We have, the pdf for an exponential distribution
(
αe−αx , 0 ≤ x < ∞
f (x) =
0, elsewhere
Substituing the value of α
1 −x
(
5
e 5,0 ≤x<∞
f (x) =
0, elsewhere
(i) P (0 < X < 1)
Z 1 Z 1
1 x
P (0 < X < 1) = f (x)dx = ( e− 5 )dx
0 0 5
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1 x 1
P (0 < X < 1) = [−5e− 5 ]10 = [1 − e− 5 ] = 0.1813
5
(ii) P (−∞ < X < 10)
Z 10 Z 0 Z 10
1 x
P (−∞ < X < 10) = f (x)dx = (0)dx + ( e− 5 )dx
−∞ −∞ 0 5
1 x
P (−∞ < X < 10) = [−5e− 5 ]100 = [1 − e
−2
] = 0.8647
5
(iii) P (X ≤ 0orX ≥ 1)
Z 0 Z ∞
1 x
P (X ≤ 0orX ≥ 1) = P (X ≤ 0) + P (X ≥ 1) = (0)dx + ( e− 5 )dx
−∞ 1 5
1 x
P (X ≤ 0orX ≥ 1) = P (X ≤ 0) + P (X ≥ 1) = [−5e− 5 ]10
0 = e
−0.2
= 0.8187
5
Problem - 04: The time (in hours) required to repair a machine is exponentially
distributed with parameter α = 1/2. (i) what is the probability that the repair time
exceeds 2 hours?, and (ii) what is the conditional probability that a repair takes at
least 10 hours given that its duration exceeds 9 hours?.
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...
Solution: Given the parameter of the exponential distribution α = 12 .
We have, the pdf for an exponential distribution
(
αe−αx , 0 ≤ x < ∞
f (x) =
0, elsewhere
Substituing the value of α
(
1 −2x
2
e ,0≤x<∞
f (x) =
0, elsewhere
Let x be the time to repair a machine.
(i) what is the probability that the repair time exceeds 2 hours?
Z ∞ Z 1
1
P (X ≥ 2) = f (x)dx = ( e−2x )dx
2 0 2
1 e−2x ∞ 1 e−∞ e−4
P (X ≥ 2) = [ ]2 = [ − ]
2 −2 2 −2 −2
1 e−4 e−4
P (X ≥ 2) = [0 + ]= = 0.0046
2 2 4
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...

(ii) what is the conditional probability that a repair takes at least 10 hours given
that its duration exceeds 9 hours?.
P (X ≥ 10 ∩ X > 9)
P (X ≥ 10/X > 9) =
P (X > 9)
Z ∞ Z ∞
P (X ≥ 10 ∩ X > 9) = P (X ≥ 10) + P (X > 9) = f (x)dx + f (x)dx
10 9
Z ∞ Z ∞
1 1
P (X ≥ 10 ∩ X > 9) = ( e−2x )dx + ( e−2x )dx
10 2 9 2
1 e−2x ∞ 1 e−2x ∞
P (X ≥ 10 ∩ X > 9) = [ ]10 + [ ]9
2 −2 2 −2
1 e−20 1 e−18 1 e−20 e−18
P (X ≥ 10 ∩ X > 9) = [0 − ] + [0 − ]= [ + ]=
2 −2 2 −2 2 2 2

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 Continued Unit - IV Problems on Exponential Probability Distribution
...

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...
Problem - 05: The length of telephone conversation in a booth has been an
exponential distribution and found on average to be 5 minutes. Find the probability
that a random call made from this booth (i) ends less than 5 minutes (ii) between 5
and 10 minutes.
Solution: Given µ = 5, → α1 = 5 and α = 51 .
We have, the pdf for an exponential distribution
(
αe−αx , 0 ≤ x < ∞
f (x) =
0, elsewhere
Substituing the value of α
1 −x
(
5
e 5,0 ≤x<∞
f (x) =
0, elsewhere
Let x be the random variable representing number of calls in the telephnoe booth.
(i) ends less than 5 minutes
Z 5 Z 5
1 x
P (X < 5) = f (x)dx = ( e− 5 )dx
0 0 5
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...

1 x
P (X < 5) = [−5e− 5 ]50 = 1 − e−1 = 0.6321
5
(ii) between 5 and 10 minutes
Z 10 Z 10
1 x
P (5 < X < 10) = f (x)dx = ( e− 5 )dx
5 5 5
5 x
P (5 < X < 10) = [−5e− 5 ]10
5 = e
−1
− e−2 = 0.2325
10
Problem - 06: The mileage which car owner get with a certain kind of radial tire is
a random variable having an exponential distribution with mean 40, 000km. Find the
probabilities that one of these tires will last (i) at least 20, 000km (ii) at most
30, 000km.
Solution: Given µ = 40, 000, → α1 = 40, 000 and α = 40,000 1
.
We have, the pdf for an exponential distribution
(
αe−αx , 0 ≤ x < ∞
f (x) =
0, elsewhere

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...
Substituing the value of α
(
− x
1
40,000
e 40,000 , 0 ≤x<∞
f (x) =
0, elsewhere

Let x be the random variable representing mileage of the radial tire.

(i) at least 20, 000km
Z ∞ Z ∞
1 − x
P (X ≥ 20, 000) = f (x)dx = ( e 40,000 )dx
20,000 20,000 40, 000
1 − x 1
P (X ≥ 20, 000) = [−40, 000e 40,000 ]∞
20,000 = [0 + e
−2
] = 0.6065
40, 000
(ii) at most 30, 000km
Z 30,000 Z 30,000
1 − x
P (X ≤ 30, 000) = f (x)dx = ( e 40,000 )dx
0 0 40, 000
1 − x 3
P (X ≤ 30, 000) = [−40, 000e 40,000 ]30,000
0 = [1 − e− 4 ] = 0.5276
40, 000
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...

Problem - 07: The sales per day in a shop are exponentially distributed with
average sale amounting to Rs.100 and net profit is 8 percentage. Find the probability
that the net profit exceeds Rs.30 on two consecutive days.
Solution: Given µ = 100, → α1 = 100 and α = 100 1
.
We have, the pdf for an exponential distribution
(
αe−αx , 0 ≤ x < ∞
f (x) =
0, elsewhere

Substituing the value of α

x
(
1
100
e− 100 , 0
≤x<∞
f (x) =
0, elsewhere

Let x be the random variable representing sales in the shop. Let the amount be A for
which profit is 8 percentage is Rs. 30
8
A = 30, A = 375
100

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...

The probability of profit exceeding Rs. 30 is equal = 1 − P (prof it ≤ Rs.30) =

1 − P (sale ≤ Rs.375)
Z 375 Z 375
1 − 100
x
=1− f (x)dx = 1 − ( e )dx
−∞ 0 100
1 x
=1+ [−100e− 100 ]375
0 = 1 + e−3.75 − 1 = e−3.75 = 0.0235
100
Therefore, the probability that profit exceeds Rs. 30 on a sinlge day is 0.0235 and
probability that it repeats on two consecutive days is 0.0235X0.0235 = 0.0006.

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 Continued Unit - IV on Uniform Probability Distribution ...
II - Uniform OR Rectangular probability distribution: A uniform probability
distribution is also a continuous probability distribution. A continuous random
variable X which has the following probability density function.
(
1
,a < x < b
f (x) = b−a
0, otherwise
is called as a uniform or rectangular probablity distribution. where,
−∞ < a < x < b < ∞.
.i)

F(x)

Figure 1: Uniform probability distribution curve

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 Continued Unit - IV Problems on Uniform Probability Distribution ...

Problem - 01: Obtain the expression for mean and standard deviation of a uniform
probability distribution.
Solution: We know that, the probability density function for a uniform probability
distribution is (
1
,a < x < b
f (x) = b−a
0, otherwise
To obtain the expression for mean:
We have, the mean is given by
Z ∞
E(X) = µ = xf (x)dx
−∞
Z a Z b Z ∞
E(X) = µ = xf (x)dx + xf (x)dx + xf (x)dx
−∞ a b

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 Continued Unit - IV Problems on Uniform Probability Distribution ...

Z a Z b Z ∞
1
E(X) = µ = x(0)dx + x(
)dx + x(0)dx
−∞ a b−a b
Z b
1
E(X) = µ = ( ) xdx
b−a a
1 x2 1 b2 a2
E(X) = µ = ( )[ ]ba = ( )[ − ]
b−a 2 b−a 2 2
1 b2 − a2 1 (b − a)(b + a) b+a
E(X) = µ = ( )[ ]=( )[ ]=
b−a 2 b−a 2 2
a+b
E(X) = µ =
2
This is the expression for the mean of the uniform probability distribution.
To obtain the expression for variance:
We know that, the variance is

σ 2 = E(X 2 ) − (E(x))2

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 Continued Unit - IV Problems on Uniform Probability Distribution ...

Z ∞
a+b 2
σ2 = x2 f (x)dx − ( )
−∞ 2
b
(a + b)2
Z
1
σ2 = x2 ( )dx −
a b−a 4
1 x3 (a + b)2
σ2 = ( )[ ]ba −
b−a 3 4
1 b3 a3 (a + b)2
σ2 = ( )[ − ]−
b−a 3 3 4
1 b3 − a3 (a2 + b2 + 2ab)
σ2 = ( )[ ]−
b−a 3 4
1 (b − a)(b2 + ba + a2 ) (a2 + b2 + 2ab)
σ2 = ( )[ ]−
b−a 3 4
b2 + ab + a2 (a2 + b2 + 2ab)
σ2 = −
3 4
4b2 + 4ab + 4a2 − 3a2 − 3b2 − 6ab
σ2 =
12
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 Continued Unit - IV problems on Uniform Probability Distribution ...

4b2 + 4ab + 4a2 − 3a2 − 3b2 − 6ab

σ2 =
12
2 2
a + b − 2ab
σ2 =
12
(a − b)2
σ2 =
12
This is the expression for the variance of the uniform probability distribution.
We have, the standard deviation σ is given by
r
√ (a − b)2 (a − b)
S.D = σ = V ariance = = √ .
12 2 3
Note - 01: The probability density function for uniform distribution is
(
1
,a < x < b
f (x) = b−a
0, otherwise
Note - 02: The mean, variance and S.D. for the uniform distribution are
a+b 2 (a − b)2 (a − b)
E(X) = µ = ,σ = ,σ = √
2 12 2 3
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 Continued Unit - IV problems on Uniform Probability Distribution ...

Problem - 02: A random variable X has a uniform probability distribution over

(−3, 3), find the value of constant k for which P (X > k) = 31 . Also, evaluate (i)
P (X < 2) and (ii) P (|X − 2| < 2).
Solution: Given (−3, 3) and P (X > k) = 31 , We know that, the probability density
function for a uniform probability distribution is
(
1
,a < x < b
f (x) = b−a
0, otherwise

here, a = −3 and b = 3 (
1
6
, −3 <x<3
f (x) =
0, otherwise
1
P (X > k) =
3
1
1 − P (X ≤ k) =
3
Z k
1
1− f (x)dx =
−∞ 3

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 Continued Unit - IV problems on Uniform Probability Distribution ...

Z −3 Z k
1
1−[ f (x)dx + f (x)dx] =
−∞ −3 3
Z −3 Z k
1 1
1−[ (0)dx + ( )dx] =
−∞ −3 6 3
1 1
1 − [ (x)k−3 ] =
6 3
1 1
1 − (k + 3) =
6 3
∴ the value of the constant k = 1
(i) P (X < 2)
Z 2 Z −3 Z 2
1
P (X < 2) = f (x)dx = (0)dx + ( )dx
−∞ −∞ −3 6
1 5
P (X < 2) = (x)2−3 = = 0.83334
6 6
(ii) P (|X − 2| < 2)
P (|X − 2| < 2) = P (−2 < X − 2 < 2) = P (−2 + 2 < X < 2 + 2) = P (0 < X < 4)
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 Continued Unit - IV problems on Uniform Probability Distribution ...

Z 4 Z 3 Z 4
1
P (|X − 2| < 2) = P (0 < X < 4) = f (x)dx = ( )dx + (0)dx
0 0 6 3
1 3−0 1
(x)30 =
P (|X − 2| < 2) = P (0 < X < 4) = = = 0.5
6 6 2
Problem - 03: If X is the unuform probability distribution in (−2, 3), then find its
mean, variance and standard deviation.
Solution: Given (−2, 3), here a = −2 and b = 3.
Therefore, we have the mean = E(X) = µ = a+b2
= 21 .
2 2
Variance = σ 2 = (b−a) = (5) = 25 = 2.0833.
√ 12 √
12 12
S. D. = σ = V ariance = 2.0833 = 1.4434.
Problem - 04: If X is the unuform probability distribution in (4, 7), then find its
mean, variance and standard deviation.
Solution: Given (4, 7), here a = 4 and b = 7.
Therefore, we have the mean = E(X) = µ = a+b 2
= 10
2
= 5.
2 2
Variance = σ 2 = (b−a) = (3) 9
= 12 = 0.75
√ 12 √12
S. D. = σ = V ariance = 0.75 = 0.866.

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 Continued Unit - IV problems on Uniform Probability Distribution ...
Problem - 05: If X has uniform distribution in (−a, a) ,a > 0, find ?a ? such that
P (|X| < 1) = P (|X| > 1) .
Solution: Given (−a, a), we have, the probability density function for a uniform
probability distribution is
(
1
,a < x < b
f (x) = b−a
0, otherwise
here, a = −a and b = a (
1
2a
, −a<x<a
f (x) =
0, otherwise
Also, given
P (|X| < 1) = P (|X| > 1)
P (−1 < X < 1) = 1 − P (|X| ≤ 1)
P (−1 < X < 1) = 1 − P (−1 ≤ X ≤ 1)
Z 1 Z 1
f (x)dx = 1 − f (x)dx
−1 −1
Z 1 Z 1
1 1
( )dx = 1 − ( )dx
−1 2a −1 2a
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 Continued Unit - IV problems on Uniform Probability Distribution ...

1 1
[x]1−1 = 1 − [x]1−1
2a 2a
1 1
[2] = 1 − [2]
2a 2a
1 1
= 1 − ,a = 2
a a
Problem - 06: On a certain city transport route, buses ply every 30 minutes
between 6a.m. and 10 p.m. If a person reaches a bus stop on this route at a random
time during this period, what is the probability that he will have to wait for at least
twenty minutes?
Solution: Given, the buses ply every 30 minutes between 6a.m. and 10 p.m., we
have, the probability density function for a uniform probability distribution is
(
1
,a < x < b
f (x) = b−a
0, otherwise

here, a = 0 and b = 30 (
1
30
,0< x < 30
f (x) =
0, otherwise
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 Continued Unit - IV problems on Uniform Probability Distribution ...
Let x be the random variable representing the timing of the buses. The probability
that he will have to wait for at least twenty minutes?
Z ∞ Z 30
1
P (x ≥ 20) = f (x)dx = ( )dx
20 20 30
1 1 10
P (x ≥ 20) = [x]30
20 = [30 − 20] = = 0.3333
30 30 30
Problem - 07: Buses arrive at a specified stop at 15 min intervals starting at 7
A.M., that is, they arrive at 7, 7 : 15, 7 : 30, 7 : 45 and so on. If a passenger arrives at
the stop at a random time that is uniformly distributed between 7 and 7 : 30 A.M.,
find the probability that he waits (i) Less than 5 min for a bus and (ii) At least 12
min for a bus.
Solution: Given, the passenger arrives at the stop at a random time that is
uniformly distributed between 7 and 7 : 30 A.M.,, we have, the probability density
function for a uniform probability distribution is
(
1
,a < x < b
f (x) = b−a
0, otherwise

here, a = 0 and b = 30
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 Continued Unit - IV problems on Uniform Probability Distribution ...

(
1
30
,0< x < 30
f (x) =
0, otherwise
Let x be the random variable representing the timing of the buses. (i) Less than 5
min for a bus
Z 5 Z 5
1 1 5
P (x ≤ 5) = f (x)dx = ( )dx = [x]50 = = 0.1667
−∞ 0 30 30 30

(ii) At least 12 min for a bus

Z ∞ Z 30
1 1 18
P (x ≥ 12) = f (x)dx = ( )dx = [x]30
12 = = 0.6
12 12 30 30 30
Problem - 08:

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 Continued Unit - IV problems on Uniform Probability Distribution ...

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 Continued Unit - IV on Gamma Probability Distribution ...

III - Gamma probability distribution: A gamma probability distribution is also

a continuous probability distribution. A continuous random variable X which has
the following probability density function.
( α α−1 −βx
β x e
Γ(α)
,0 ≤ x < ∞
f (x) =
0, otherwise

is called as a gamma probablity distribution and α > 0 amd β > 0 are the
parameters of the gamma probability distribution.

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 Continued Unit - IV on Gamma Probability Distribution ...
Note - 01: We know that , the definition of gamma function
Z ∞
Γ(α) = e(−x)xα−1 dx
0

Note - 02: We know that , the alternative definition of gamma function

Z ∞
Γ(α) = 2 e(−x2 )x2α−1 dx
0

Note - 03: We know that , another form definition of gamma function

Z ∞
Γ(α)
= e−βx xα−1 dx, f or(β > 0)
βα 0

Note - 04: We know that , the property of gamma function

Γ(α + 1) = αΓ(α)
Note - 05: We know that , the property of gamma function
Γ(α) = (α − 1)!, f orα = 1, 2, 3, ...
Note - 06: We know that , the property of gamma function
1 √
Γ( ) = π
2
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 Continued Unit - IV on Gamma Probability Distribution ...

Problem - 01: Obtain the expressions for mean and standard deviation of a gamma
probability distribution.
Solution: We know that, the probability density function for a gamma probability
distribution is ( α α−1 −βx
β x e
Γ(α)
,0 ≤ x < ∞
f (x) =
0, otherwise
To obtain the expression for mean:
We have, the mean is given by
Z ∞
E(X) = µ = xf (x)dx
−∞
Z 0 Z ∞
E(X) = µ = xf (x)dx + xf (x)dx
−∞ 0
∞
0
β α xα−1 e−βx
Z Z
E(X) = µ = x(0)dx + x( )dx
−∞ 0 Γ(α)
∞
βα
Z
E(X) = µ = xα e−βx dx
Γ(α) 0

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 Continued Unit - IV on Gamma Probability Distribution ...
t dt
Substitute βx = t, → x = β
, dx =
and the above integral becomes
β
Z ∞
βα t dt
E(X) = µ = ( )α e−t ( )
Γ(α) 0 β β
α Z ∞ α
β t
E(X) = µ = e−t dt
Γ(α) 0 β α+1
Z ∞
βα 1
E(X) = µ = ( α+1 ) tα e−t dt
Γ(α) β 0

We have, Z ∞
Γ(α + 1) = e−x xα dx
0

βα 1
E(X) = µ = ( )(Γ(α + 1))
Γ(α) β α+1
by using the property,
Γ(α + 1) = αΓ(α)
βα 1
E(X) = µ = ( )(αΓ(α))
Γ(α) β α β

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 Continued Unit - IV problems on Gamma Probability Distribution ...

α
E(X) = µ =
β
This is the expression for the mean of the gamma probabnility distribution.
To obtain the expression for variance:
We know that, the variance is

σ 2 = E(X 2 ) − (E(x))2
Z ∞
α
σ2 = x2 f (x)dx − ( )2
−∞ β
Z ∞ α α−1 −βx
β x e α2
σ2 = x2 ( )dx −
0 Γ(α) β2
Z ∞
βα α2
σ2 = ( ) xα+1 e−βx dx −
Γ(α) 0 β2
t dt
Substitute βx = t, → x = β
, dx = β
and the above integral becomes
∞
βα α2
Z
t dt
σ2 = ( ) ( )α+1 e−t − 2
Γ(α) 0 β β β

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 Continued Unit - IV problems on Gamma Probability Distribution ...

∞
βα α2
Z
1
σ2 = ( )( ) tα+1 e−t dt −
Γ(α) β α+2 0 β2
βα 1 α2
σ2 = ( )( α+2 )(Γ(α + 2)) − 2
Γ(α) β β
by using the property,
Γ(α + 1) = αΓ(α)
α
β 1 α2
σ2 = ( )( α 2 )((α + 1)(α)Γ(α)) − 2
Γ(α) β β β
(α + 1)(α) α2
σ2 = −
β2 β2
α2 α α2
σ2 = + −
β2 β2 β2
2 α
σ = 2
β
This is the expression for the variance of the gamma probability distribution.

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 Continued Unit - IV problems on Gamma Probability Distribution ...

We have, the standard deviation σ is given by

√ r √
α α
S.D = σ = V ariance = = .
β2 β

Note - 01: The probability density function for gamma probability distribution is
( α α−1 −βx
β x e
Γ(α)
,0 ≤ x < ∞
f (x) =
0, otherwise

Note - 02: The mean, variance and S.D. for the poisson distribution are
√
α α α
E(X) = µ = , σ 2 = 2 , σ =
β β β

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 Continued Unit - IV problems on Gamma Probability Distribution ...
Problem - 02: The daily consumption of milk in a town, in excess of 30, 000 liters is
distributed as a Gamma distribution with parameters α = 2 and β = 10, 000. The
town has a daily stock of 40, 000 litres. Find the probability that the stock is
adequate on a particular day.
Solution: Given the parameters α = 2 and β = 10, 000, we have , probability
density function for gamma probability distribution is
( α α−1 −βx
β x e
Γ(α)
,0 ≤ x < ∞
f (x) =
0, otherwise

Substituting the α and β

(10,000)2 xe−10,000x
(
Γ(2)
,0 ≤x<∞
f (x) =
0, otherwise

Let x be the random variable representing the daily consumption of milk in a town.
The probability that the stock is adequate on a particular day
Z ∞ Z ∞
(10, 000)2 xe−10,000x
P (x ≤ 40, 000) = f (x)dx = ( )dx
40,000 40,000 Γ(2)

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 Continued Unit - IV problems on Gamma Probability Distribution ...

∞
(10, 000)2
Z
P (x ≤ 40, 000) = xe−10,000x dx
(2 − 1)! 40,000

(10, 000)2 e−10,000x e−10,000x ∞

P (x ≤ 40, 000) = [(x)( ) − (1)( )]40,000
(1)! −10, 000 (−10, 000)2
e−10,000x e−10,000x ∞
P (x ≤ 40, 000) = (10, 000)2 [(0 − ) − (1)( )]40,000
−10, 000 (−10, 000)2

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 Continued Unit - IV problems on Gamma Probability Distribution ...

Problem - 03: The no. of accidents per day on a certain highway is a gamma
variate with an average 6 and variance 18. Find the probability that there will be (i)
more than 8 accidents (ii) Between 5 and 8 accidents. Solution:

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 Continued Unit - IV on Normal Probability Distribution ...
IV - Normal probability distribution: A normal probability distribution is also
a continuous probability distribution. A continuous random variable X which has
the following probability density function.
1 (x−µ)2
f (x) = √ e− 2σ2 , −∞ < x < ∞
σ 2π

is called as a normal probablity distribution and µ amd σ are the parameters of the
normal probability distribution.

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 Continued Unit - IV on Properties of Normal Probability Distribution ...

Properties of the normal probability distribution:

property - 01: The graphn of the normal distribution y = f (x) in the x − y plane is
known as normal curve.
property - 02: The normal curve is symmetrical about the y− axis.
property - 03: The normal curve is a bell shaped curve.
property - 04: The area under the normal curve is equal to one.
property - 05: The standard normal probability is given by substituting t = (x−µ) σ
in the normal probability distribution.
Note - 01 - Standard probability distribution: The process of converting the
normal probability distribution x with probability density function f (x) of a
continuous random variable X to the standard probability distribution t by
substituting t = (x−µ)
σ
is called as a standard normal probability distribution.
Consider the probability density function of the normal parobability distribution
1 (x−µ)2
f (x) = √ e− 2σ2 , −∞ < x < ∞
σ 2π

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 Continued Unit - IV on Normal Probability Distributions ...

The probability in the interval a ≤ x ≤ b is given by

Z b
P (a ≤ x ≤ b) = f (x)dx
x=a
Z b (x−µ)2
1
P (a ≤ x ≤ b) = √ e− 2σ2 dx
x=a σ 2π
Z b (x−µ)2
1 −
P (a ≤ x ≤ b) = √ e 2σ2 dx
σ 2π x=a
Substitute t = (x−µ)
σ
→ x = µ + σt and dx = σdt, when x = a, t = (a−µ) σ
= t1 ,when
(b−µ)
x = b, t = σ = t2 then the above integral becomes
Z t=t2
1 t2
P (a ≤ x ≤ b) = √ e− 2 (σdt) = P (t1 ≤ t ≤ t2 )
σ 2π t=t1
Z t=t2
1 t2
P (a ≤ x ≤ b) = √ e− 2 dt = P (t1 ≤ t ≤ t2 )
2π t=t1

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 Continued Unit - IV on Normal Probability Distributions ...

t 2
Here t = (x−µ)
σ
is called as a standard normal variate (S. N. V.) and f (t) = √1 e− 2
2π
is known as the standard normal curve.
Note - 02: If t = (x−µ)
σ
be the standard normal variate then

P (−∞ ≤ t ≤ ∞) = 1
t2
and it is area bounded by the standard normal curve f (t) = √12π e− 2 in the interval
(−∞, ∞) and is equal to unity.
Note - 03: If t = (x−µ)
σ
be the standard normal variate then

P (−∞ ≤ t ≤ 0) = P (0 ≤ t ≤ ∞) = 0.5 = A(t)

(x−µ)
Note - 04: If t = σ
be the standard normal variate then
Z t=t1
1 t2
P (0 ≤ t ≤ t1 ) = √ e− 2 dt = A(t1 )
2π t=0

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 Continued Unit - IV Problems on Normal Probability Distributions ...

Problem - 01: If X is anormal variate with mean 30 and S. D. 5. Find the

probabilities that (i) P (26 ≤ X ≤ 40), (ii) P (X ≥ 45) and (iii) P (|X − 30| > 5).
Solution: Given, µ = 30 and σ = 5, we have, standard normal variate t = (x−µ) σ
,
t = (x−30)
5
(i) P (26 ≤ X ≤ 40) when X = 26, t = (26−30)
5
, t = −0.8
when X = 40, t = (40−30) 5
,t=2
Z 2
1 t2
P (26 ≤ X ≤ 40) = P (−0.8 ≤ t ≤ 2) = √ e− 2 dt
2π t=−0.8
Z 0 Z 2
1 t2 1 t2
P (26 ≤ X ≤ 40) = P (−0.8 ≤ t ≤ 2) = √ e− 2 dt + √ e− 2 dt
2π t=−0.8 2π t=0
P (26 ≤ X ≤ 40) = P (−0.8 ≤ t ≤ 2) = P (−0.8 ≤ t ≤ 0) + P (0 ≤ t ≤ 2)
P (26 ≤ X ≤ 40) = P (−0.8 ≤ t ≤ 2) = P (0 ≤ t ≤ 0.8) + P (0 ≤ t ≤ 2) = A(0.8) + A(2)
P (26 ≤ X ≤ 40) = P (−0.8 ≤ t ≤ 2) = A(0.8) + A(2) = 0.2881 + 0.4772 = 0.7653
(45−30)
(ii) P (X ≥ 45) when X = 45, t = 5
, t=3
Z ∞
1 t2
P (X ≥ 45) = P (t ≥ 3) = √ e− 2 dt
2π t=3

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 Continued Unit - IV Problems on Normal Probability Distributions ...

Z ∞ Z 0
1 t2 1 t2
P (X ≥ 45) = P (t ≥ 3) = √ e− 2 dt − √ e− 2 dt
2π t=0 2π t=3

P (X ≥ 45) = P (t ≥ 3) = P (0 ≤ t ≤ ∞) − P (3 ≤ t ≤ 0)
P (X ≥ 45) = P (t ≥ 3) = P (0 ≤ t ≤ ∞) − P (0 ≤ t ≤ 3)
P (X ≥ 45) = P (t ≥ 3) = 0.5 − A(3) = 0.5 − 0.4986 = 0.0014
(iii) P (|X − 30| > 5)

P (|X − 30| > 5) = 1 − P (|X − 30| ≤ 5) = 1 − P (−5 ≤ X − 30 ≤ 5)

P (|X−30| > 5) = 1−P (|X−30| ≤ 5) = 1−P (−5+30 ≤ X ≤ 5+30) = 1−P (25 ≤ X ≤ 35)
(25−30)
when X = 25, t = 5
, t = −1
(35−30)
when X = 35, t = 5
, t=1

P (|X − 30| > 5) = 1 − P (|X − 30| ≤ 5) = 1 − P (−1 ≤ t ≤ 1)

P (|X − 30| > 5) = 1 − P (|X − 30| ≤ 5) = 1 − [P (−1 ≤ t ≤ 0) + P (0 ≤ t ≤ 1)]
P (|X − 30| > 5) = 1 − P (|X − 30| ≤ 5) = 1 − 2P (0 ≤ t ≤ 1) = 2A(1)2(0.3413) = 0.6826
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 Continued Unit - IV Problems on Normal Probability Distributions ...

Problem - 02: In a test on 2000 electric bulbs, it was found that the life of a
particular make, was noemally distribted with an average life of 2040 hours and S. D.
of 60 hours. Estmate the number of bulbs likely to burn for (i) more than 2150 hours
, (ii) less than 1950 hours and (iii) more than 1920 hours and but less than 2160
hours.
Solution: Given, µ = 2040 and σ = 60, we have, standard normal variate t = (x−µ) σ
,
t = (x−2040)
60
. Let x be tha number of the electric bulbs.
(i) more than 2150 hours when, x = 2150, t = (2150−2040)
60
, t = 1.833

P (X > 2150) = P (t > 1.833) = P (0 ≤ t ≤ ∞) − P (0 ≤ t ≤ 1.833)

P (X > 2150) = P (t > 1.833) = 0.5 − A(1.833) = 0.5 − 0.4664 = 0.0336

Hence the number of bulbs expected to burn for more than 2150 hours =
2000X0.0336 = 67.2 ≈ 67.
(ii) less than 1950 hours when, x = 1950, t = (1950−2040)
60
, t = −1.5

P (X < 1950) = P (t < −1.5) = P (0 ≤ t ≤ ∞)−P (−1.5 ≤ t ≤ 0) = P (0 ≤ t ≤ ∞)−P (0 ≤

P (X < 1950) = P (t < −1.5) = 0.5 − A(1.5) = 0.5 − 0.3531 = 0.1469

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Hence the number of bulbs expected to burn for less than 1950 hours =
2000X0.1469 = 293.8 ≈ 294.
(iii) more than 1920 hours and but less than 2160 hours
when, x = 1920, t = (1920−2040)
60
, t = −2
when, x = 2160, t = (2160−2040)
60
,t=2

P (1920 < X < 21650) = P (−2 < t < 2) = P (−2 < t < 0) + P (0 < t < 2)
P (1920 < X < 21650) = P (−2 < t < 2) = 2P (0 < t < 2) = 2XA(2) = 2X0.4772 = 0.954
Hence the number of bulbs expected to burn for more than 1920 hours and but less
than 2160 hours = 2000X0.9544 = 1908.8 ≈ 1909.
Problem - 03: In a normal probability distribution, 31 percent of the items are
under 45 and 8 percent are over 64. Obtain the mean and S. D. of the probability
distribution.
Solution: By data P (X < 45) = 31 percent and P (X > 64) = 8 percent. Let µ and
σ are the mean and standard deviation of the normal probability distribution. We
have, the standard normal variate t = (x−µ)
σ
.
When X = 45, t = (45−µ)
σ
= t1 (say)

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31%
8%

* = 45 +oo
2 64
2 =
Z1 2 = 0 z = Z2

Figure 3: Normal distribution curve for this problem

Now consider
P (X < 45) = 0.31
P (t < t1 ) = 0.31
P (−∞ < t < t1 ) = 0.31

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P (−∞ < t < 0) − P (0 < t < t1 ) = 0.31

0.5 − A(t1 ) = 0.31
A(t1 ) = 0.5 − 0.31
A(t1 ) = 0.19
But, from the normal distribution table A(0.5) = 0.19

A(t1 ) = A(0.5)

comparing on both sides we get t1 = −0.5, take negative because 45 is coming to left
side of the curve.
When X = 64, t = (64−µ)
σ
= t2 (say)
Again consider
P (X > 64) = 0.08
P (t > t2 ) = 0.08
P (t2 < t < ∞) = 0.08
P (0 < t < ∞) − P (0 < t < t2 ) = 0.08

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0.5 − A(t2 ) = 0.08

A(t2 ) = 0.5 − 0.08
A(t2 ) = 0.42
But, from the normal distribution table A(1.4) = 0.42

A(t2 ) = A(1.4)

comparing on both sides we get t2 = −1.4. Substituting the values of t1 and t2 in t1

and t2 , we get the system of linear equations interms of µ and σ
(45 − µ) (64 − µ)
= −0.5, = 0.42
σ σ
45 − µ = −0.5σ, 64 − µ = 0.42σ
µ − 0.5σ = 45, µ + 0.42σ = 64
Solving these equations by elimination method mean = µ = 50 and standard
deviation = S. D. = σ = 10.

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Problem - 04

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 Continued Unit - IV on Joint Probability Distributions ...

Joint Probability Distributions: The study of the probability distributions for

more than one variables is called as the joint probability distributions. Usually, we
discuss the joint probability distribtuion for two variables. There are two joint
probability distributions, they are
1 Discrete joint probability distributions.
2 Continuous joint probability distributions.
I - Discrete joint probability distributions:
(i) - Joint probability mass function: Let X and Y are any two discrete
random variables which takes the set of values x0 , x1 , x2 , ..., xm and y0 , y1 , y2 , ..., yn .
The joint probability mass function is denoted by Jij OR Pij OR P (X = xi , Y = yj )
OR P (x, y)and it satisfies the following conditions
1 P (x, y) ≥ 0, for all x.
P∞ P∞ PP
j=0 P (xi , yj ) = 1 (OR) p(x, y) = 1 .
2
i=0

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 Continued Unit - IV on Discrete Joint Probability Distributions ...

(ii) - Joint Probability Distributions table: The set of values of x, y and p(x, y)
are entering in the table is called as a joint Probability Distributions table. The Joint
Probability Distributions table for the discrete random variables is as follows.

\rightarrow (x)
x0 = 0 x1 = 1 x2 = 2 ... xm = m Row Sum
\downarrow (y)
y0 = 0 J00 J10 J20 ... Jm0 g(y0 )
y1 = 1 J01 J11 J21 ... Jm1 g(y1 )
y2 = 2 J02 J12 J22 ... Jm2 g(y2 )
... ... ... ... ... ... ...
yn = n J0n J1n J2n ... Jmn g(yn )
Column Sum f (x0 ) f (x1 ) f (x2 ) ... f (xm ) 1
Table 1: Joint Probability distribution table

Note: The joint probabilities are

Jij = Pij = P (X = xi , Y = yj )

where, i = 0, 1, 2, 3, ..., m and j = 0, 1, 2, 3, ..., n

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 Continued Unit - IV on Discrete Joint Probability Distributions ...

(iii) - Marginal Distribution of X OR Individual distribution of X

The marginal distribution f (x) of X is the probability distribition of X alone and
obtaining by the sum of the values of in the first column, second column, third
column, .... The marginal distribution f (x) of X are given by

f (x0 ) = J00 + J01 + J02 + ... + J0n

f (x1 ) = J10 + J11 + J12 + ... + J1n

. . .
f (xm ) = Jm0 + Jm1 + Jm2 + ... + Jmn
Marginal distribution f (x) of X table:

X x0 = 0 x1 = 1 x2 = 2 ... xm = m Sum
f (x) f (x0 ) f (x1 ) f (x2 ) ... f (xm ) 1
Table 2: Marginal Probability distribution table of X

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 Continued Unit - IV on Discrete Joint Probability Distributions ...

(iv) - Marginal Distribution of Y OR Individual distribution of Y

The marginal distribution g(y) of Y is the probability distribition of Y alone and
obtaining by the sum of the values of in the first row, second row, third row, .... The
marginal distribution g(y) of Y are given by

g(y0 ) = J00 + J10 + J20 + ... + Jm0

g(y1 ) = J01 + J11 + J21 + ... + Jm1

. . .
g(y0 ) = J0n + J1n + J2n + ... + Jmn
Marginal distribution g(y) of Y table:

Y y0 = 0 y1 = 1 y2 = 2 ... yn = n Sum
g(y) g(y0 ) g(y1 ) g(y2 ) ... g(yn ) 1
Table 3: Marginal Probability distribution table of Y

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 Continued Unit - IV on Discrete Joint Probability Distributions ...
(v) - Expected value OR Mean value X:
The expected value of X or the mean value of X is denoted by E(X) OR µX and is
given by
Xm
E(X) = µX = xi f (xi )
i=0
(vi) - Expected value OR Mean value Y :
The expected value of Y or the mean value of Y is denoted by E(Y ) OR µY and is
given by
X n
E(Y ) = µY = yj g(yj )
j=0
Similarly, the expected value of XY
m X
X n
E(XY ) = µXY = xi yj P (xi , yj )
i=0 j=0

(vii) - Variance of X:
2
σX = E(X 2 ) − (µX )2
m
X
E(X 2 ) = x2i f (xi )
i=0

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 Continued Unit - IV on Discrete Joint Probability Distributions ...

(viii) - Standard deviation of X:

p p
σX = V arianceof X = V (X)

(ix) - Variance of Y :
σY2 = E(Y 2 ) − (µY )2
n
X
E(Y 2 ) = yj2 g(yj )
j=0

(x) - Standard deviation of Y :

p p
σY = V arianceof Y = V (Y )

(xi) - Covariance: The Covariance of X and Y is denoted by Cov(X, Y ) and is

given by
Cov(X, Y ) = E(XY ) − E(X)E(Y )
OR
Cov(X, Y ) = µXY − µX µY

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(xii) - Correlation: The Correlation of X and Y is denoted by (ρ(X, Y )) and is

given by
Cov(X, Y )
ρ(X, Y ) =
σX σY
(xiii) - Conditional Probability Distribution:
(a) The conditional probability distribution of X = xi given Y = yj is denoted by
P ( X=x i
Y =yj
) and is given by

P (X = xi , Y = yj ) p(x, y)
P (X = xi /Y = yj ) = = , f (x) 6= 0
P (Y = yj ) f (x)

where, i = 0, 1, 2, 3, ..., m and j = 0, 1, 2, 3, ..., n (b) The conditional probability

Y =y
distribution of Y = yj given X = xi is denoted by P ( X=xji ) and is given by

P (X = xi , Y = yj ) p(x, y)
P (Y = yj /X = xi ) = = , g(y) 6= 0
P (X = xi ) g(y)
where, i = 0, 1, 2, 3, ..., m and j = 0, 1, 2, 3, ..., n

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 Continued Unit - IV on Discrete Joint Probability Distributions ...

(xiv) - Statistical Independent Random Variables (OR) Independent

Random Variables:
Two random variables X and Y are said to be statistically independent or simply
independent if
P (X = xi , Y = yj ) = P (X = xi )P (Y = yj )
OR
P (x, y) = f (x)g(y)
Note: If X and Y are independent random variables, then
1.
E(XY ) = E(X)E(Y )
2.
V ar(X + Y ) = V ar(X) + V ar(Y )
3.
Cov(X, Y ) = 0

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Distributions ...

Problem - 01:
Solution:

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Distributions ...

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Distributions ...

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 Continued Unit - IV on Continuous Joint Probabilit y Distributions ...

II - Continuous joint probability distributions:

(i) - Joint probability density function: Let X and Y are any two continuous
random variables which takes any value in an interval. The joint probability density
function is denoted by f (x, y) and it satisfies the following conditions
1 f (x, y) ≥ 0, for all x.
R∞ R∞ RR
2
−∞ −∞
f (x, y)dxdy = 1 (OR) f (x, y)dxdy = 1 .
(ii) - Marginal Distribution of X OR Individual distribution of X
The marginal distribution f (x) of a CRV X with joiny probability density function
f (x, y) is the probability distribition of X alone and is given by
Z ∞
f (x) = f (x, y)dy
y=−∞

(iii) - Marginal Distribution of Y OR Individual distribution of Y

The marginal distribution g(y) of a CRV Y with joiny probability density function
f (x, y)E is the probability distribition of Y alone and is given by
Z ∞
g(y) = f (x, y)dx
x=−∞

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 Continued Unit - IV on Continuous Joint Probabilit y Distributions ...

Note - 01: Let f (x, y) be tha joint probability density function of continuous
random variables X and Y and a ≤ b and c ≤ y ≤ d, then the probability is
Z b Z d
P (a ≤ x ≤ b, c ≤ y ≤ d) = f (x, y)dydx
x=a y=c

Note - 02: If k1 and k2 are two real constants, then

Z k1 Z ∞
P (x ≤ k1 , y ≥ k2 ) = f (x, y)dydx
x=−∞ y=k2

Note - 03: If k1 is any real constants, then

Z ∞ Z ∞
P (x ≥ k1 ) = f (x, y)dydx
x=k1 y=−∞

Note - 03: If k1 is any real constants, then

Z ∞ Z k1
P (y ≤ k1 ) = f (x, y)dydx
x=−∞ y=−∞

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