Binomial Distribution

When an experiment has two possible outcomes, success and failure and the experiment is repeated
𝑛 times independently and the probability 𝑃 of success of any given trial remains constant from
trial to trial, the experiment is known as binomial experiment.

If X is a binomial random variable, then

f(x) ~ Binomial (𝑛, 𝑝)

𝑛
𝑃(𝑋 = 𝑥) = ( ) 𝑝 𝑥 (1 − 𝑝)𝑛−𝑥 , 𝑥 = 0, 1, 2, … , 𝑛;
𝑥
where n is the number of trials and p is the probability of success.
[ f(x) = P(X=x)]

Mean of binomial random variable: E(X) = np

Variance of binomial random variable: V(X) = np(1-p)

Example: The probability that a patient recovers from a disease is 0.9. What is the probability that
an exactly 5 out of the next 7 patients will survive?
Solution:
We assure that the operations are made independently and p=0.9 for each of the seven
patients.
n=7, p=0.9 1: success (recover), 0: failure (not recover)
patient1 p2 p3 p4 p5 p6 p7 Total
1 1 0 0 0 1 0 3
0 0 0 0 1 0 0 1
⋮

Bernoulli Binomial

So, X~ Binomial (n=7, p=0.9)

𝑛
𝑃(𝑋 = 5) = ( ) 𝑝 𝑥 (1 − 𝑝)𝑛−𝑥
𝑥
7
= ( ) 0.95 (1 − 0.9)7−5 = 0.1240
5
How many patients will survive on an average?
𝐸(𝑋) = 𝑛 ∗ 𝑝 = 7 ∗ 0.9 = 6.3
So, 6.3 patients out of 7 patients will survive on an average. That is, 63 patients out of 70 patients
will survive on an average.

Example:
A traffic control officer reports that 75% of the trucks passing through a check post are from within
Dhaka city. What is the probability that at least 3 of the next 5 trucks are from out of the city?
Solution: Let X be the number of trucks that pass through are from out of Dhaka city. The
probability of such an event is: p=1-0.75=0.25
X~ Bin (n=5, p=0.25)
P(X ≥ 3) =P(X=3) + P(X=4) + P(X=5)
𝑛
=∑53 ( ) 𝑝 𝑥 (1 − 𝑝)(𝑛−𝑥)
𝑥
5 5 5
=( )(0.253 )(0.755−3)+( ) 0.254 0.755−4 +( ) 0.255 0.755−5
3 4 5
= 0.1035
Or, P(X≥3) =1-P(X=0)-P(X=1)-P(X=2)
5 5 5
=1-( ) . 250 . 755−0 − ( ) 0. 251 0.755−1 − ( ) . 252 . 755−2
0 1 2
*Probability of more than 3 trucks are out of the city:
P(X>3) =P(X=4) +P(X=5)
5 5
=( ) (. 254 )(. 755−4 ) + ( ) (. 255 )(. 755−5)
4 5
= 0.2441

*Probability that at most 2 trucks are out of the city:

P(X≤2) = 𝑃(𝑋 = 0) + 𝑃(𝑋 = 1) + 𝑃(𝑋 = 2) = (5 0 ) (0.25)0 (0.75)5−0 + ⋯
*Probability that less than 2 trucks are out of the city:
P(X<2) = P(X=0) + P(X=1)
*P(1≤X<3) = P(X=1) + P(X=2)
*P(1<X<3) = P(X=2)

What is the mean number of trucks out of the Dhaka city passing through the check post?
𝐸(𝑋) = 𝑛 ∗ 𝑝 = 5 ∗ 0.25 = 1.25
So, 125 trucks out of 500 trucks will pass from out of the Dhaka city.
−𝑂−

If E(X)=5, V(X)=2, Then, np=5, np(1-p)=2

𝑛𝑃(1−𝑃) 2
=5
𝑛𝑃
2
or, 1-P = 5
2 3
or, P = 1- 5 = 5

Now, nP = 5
5 5×5 25
or, 𝑛 = 𝑃 = =
3 3
25 3
X~𝐵𝑖𝑛(𝑛 = , 𝑃 = 5)
3

Poisson Distribution

Let µ be the mean of successes in a specified time or space and the random variable X is the
number of successes in a given time interval or specified region. Then X follows Poisson
distribution as
𝑒 −µ µ𝑥
f(x) = , x=0,1, ...∞
𝑥!

where e= 2.718.
□ Poisson distribution is used for count data. [µ = mean = variance]

Example: The average number of calls received by a telephone operator during a time interval of
10 minutes. during 5PM to 5:10 PM daily is 3. What is the prob. that the operator will receive,
i. no call
ii. exactly one call
iii. at least two calls tomorrow during the same time interval.

Soln: Let X be the random variable representing the number of calls made during the interval.
X ~ Poisson (3),
𝑒 −3 3𝑥
f(X=x) = , x≥0
𝑥!

𝑒 −3 30
i. P(X=0) = = 0.0498
0!

𝑒 −3 ∙ 3
𝑖𝑖. 𝑃(𝑋 = 1) = = 0.1494
1!
𝑖𝑖𝑖. 𝑃(𝑋 ≥ 2) = 1 − 𝑃(𝑋 = 0) − 𝑃(𝑥 = 1)
= 1 − 0.0498 − 0.1494
= 0.8008
Mean:
𝐸(𝑋) = 𝜇
Variance:
𝑉(𝑋) = 𝜇

❖ Find the mean and standard deviation of a Poisson variate X for which P(X=1) = P(X=2).
Solution:
Let X ~ Poisson(𝜇)
𝑒 −𝜇 ∙ 𝜇1
𝑃(𝑋 = 1) =
1!
𝑒 −𝜇 ∙ 𝜇 2
𝑃(𝑋 = 2) =
2!
 𝑒 −𝜇 ∙ 𝜇1 𝑒 −𝜇 ∙ 𝜇 2
∴ =
1! 2!
⇒𝜇=2

So, the mean = 2, Standard deviation = √2.

Normal Distribution
A random variable X is said to have a normal distribution with mean µ and variance 𝜎 2 (-∞ < µ <
∞ and 𝜎 2 > 0) if X has a continuous distribution for which the probability density function is
1 𝑥−𝜇 2
1
f(x) = 𝜎√2𝜋 𝑒 −2( 𝜎
)
, -∞ < x < ∞

*Normal probability law:

P (µ-3σ < X < µ+3σ) = 99.73%

P (µ-2σ < X < µ+2σ) = 95.45%

P (µ-σ < X < µ+σ) = 68.27%

● Standard Normal Distribution:

If a random variable X has a normal distribution with mean µ and variance σ2 (i.e. X ~ N (µ,
𝑋−𝜇
σ2)), then the variable Z = will be called a standard normal variable (or Z score) and its
𝜎

distribution is referred to as the standard normal distribution having the following density
function:

𝑍2
1
f(Z) = 𝑒− 2 , -∞ < Z < ∞
√2𝜋

𝑋−𝜇 1 1
E(Z) = E ( ) = 𝜎 𝐸(𝑋 − 𝜇) = [ 𝐸(𝑋) − 𝐸(𝜇) ]
𝜎 𝜎

1
= [𝜇− 𝜇]
𝜎

=0
 𝑋−𝜇 1 1
𝑣(𝑋)= 𝑣( ) = 𝜎2 𝑣(𝑋 − 𝜇) = [ 𝑣(𝑋) + 𝑣(𝜇) − 2𝑐𝑜𝑣[𝑋]
𝜎 𝜎2

1
= 𝜎2 [𝜎 2 + 0 − 0]

=1

Thus, Z ~ N (0,1)

The cumulative distribution function (cdf) of the standard normal variable Z is usually denoted
by φ(Z). Thus

𝑍 2
1 𝑍 −
φ(Z)= ∫ 𝑒 2 ⅆ𝑍
√2𝜋 −∞

● The GPA score of 80 students of the Department of Physics of University of Dhaka in their
1st year final exam was found to follow approximately a normal distribution with mean 2.1
and standard deviation 0.6. How many of these students are expected to have a score
between 2.5 and 3.5?

𝑆𝑜𝑙 𝑛 : Let X be the GPA score of the 80 students.

𝑋 ~ 𝑁(2.1, 0.62 )
2.5−2.1 𝑋−𝜇 3.5−2.1
Now, P (2.5 < X < 3.5) = P ( < < )
0.6 𝜎 0.6

= P (0.67 < 𝑍 < 2.33 )

= P (𝑍 < 2.33) – P (𝑍 < 0.67 )

= 0.9901 – 0.7480 = 0.2421

Hence, 24.21% or approximately 0.2421×80 = 20 students out of 80 are expected to make a score
between 2.5 and 3.5.
★ If X is a normal variate with mean 25 and variance 9, find K such that
i. 30% of the area under the normal curve lies to the left of the distribution.
ii. 15% of the area under the normal curve lies to the right of the distribution.
Solution:
X ~ N (25, 9)

i.e. µ= 25, σ= 3
i. P(X<K)=0.30
=> P(Z<(𝐾 − 25)/3)= 0.30
The standard normal Table shows that
P(Z< -0.525)= 0.30
Hence
(𝐾 − 25)/3= -0.525
=> K= 23.425
ii. P(X>K) = 0.15
 𝑘−25
or, P(Z> ) = 0.15
3
𝑘−25
or, P(Z< ) = 1- 0.15 = 0.85
3

The standard normal Table shows that

P(Z< 1.035)= 0.85
Hence
(𝐾 − 25)/3= 1.035
=> K= 28.105