KENYATTA UNIVERSITY

DIGITAL SCHOOL OF VIRTUAL AND OPEN LEARNING

IN COLLABORATION WITH
SCHOOL OF PURE & APPLIED SCIENCES
DEPARTMENT: MATHEMATICS AND ACTUARIAL SCIENCE

LECTOR ABUYA BUNDI

0724614628
SST 204: PROBABILITY AND STATISTICS I

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 LESSON ONE
RANDOM VARIABLES
1.1 Introduction
In this lesson we will discuss the definition of a random variable, types of
random variables and their probability distributions.
1.2 Lesson Learning Outcomes
By the end of this lesson the learner will be able to:
i. Define a random variable
ii. State types of random variables
iii. Obtain the probability distributions of discrete and continuous
random variables.
1.3 Random variables
Let S be a sample space representing the outcomes of a statistical experiment.
Then we can define a random variable as follows:
A random variable X is a real valued function defined on S, that is
�:� → ℝ
Capital letters are used to denote random variables while small letters are used to
denote respective values of the random variables.
Example 1.1: Suppose that three boys are selected at random from a school
parade and each is asked whether he smokes (S) or he does not (N). Then the
sample space of this random experiment is given by
� = ���, ���, ���, ���, ���, ���, ���, ���
Let X denote the number of smokers among three chosen boys. Then
� ��� = 3, �(��� = � ��� = � ��� = 2,
� ��� = � ��� = � ��� = 1, � ��� = 0.

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Therefore, X is a random variable which takes the values 0,1,2,3.
Example 1. 2 : Suppose that a real number is selected at random in the closed
interval 0,2 . Let X denote the number so chosen. Then X is a random variable
with possible values � , 0 ≤ � ≤ 2.
There are two types of random variables namely discrete and continuous random
variables.
1.3.1 : Discrete Random Variables

A random variable is said to be discrete if it assumes only a finite or countable

number of values on the real line. e.g , the random variable described in
example 1.1
A discrete random variable assumes each of its values with a certain
probability. In example 1 if we assume that all the outcomes are equally likely
then the random variable X takes the values 0,1,2,3 with the following
probabilities:

1
P(X=0) =P{NNN} = 8
,
3
P(X=1) =P{SNN, NSN,NNS} = 8 ,
3
P(X=2) =P{SSN, SNS,NSS} = 8 ,
1
and P(X=3) =P{SSS} = 8 .
We can write these probabilities in a table form as follows:

x 0 1 2 3
P(X=x) 1 3 3 1
8 8 8 8

NB: P(X=0) + P(X=1) + P{X=2) +P (X=3) =1.

The above table represents a probability distribution of the random variable X.

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 Let X be a discrete random variable, then the probability distribution of X is a
real valued function f(x) of x, defined by

� � =� �=�
and satisfying the following conditions:
� � � ≥ 0 ��� ��� �

�=∞
�� �=−∞
� � = 1.

Example 1.3: A digit is selected at random from among the digits

0,1,2,3,4,5,6,7. Let X denote the digit so selected. What is the probability
distribution of X?

Solution
1
� � = � = 8 , � = 0,1,2,3,4,5,6,7

and � � = � = 0 , � ∉ {0,1,2,3,4,5,6,7}
Therefore, the probability distribution of X is by

1
, � = 0,1,2,3,4,5,6,7
� � = 8
0, ��ℎ������
=9
Obviously � � ≥ 0 and �=0
� � = 1.
A probability distribution given by
1
, � = 1,2, . . . , �
� � = �
0, ��ℎ������
is known as a discrete uniform distribution.

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Example 1. 4 Let X be a discrete random variable whose set of values is the set of
all non-negative integers. Show that the function � � given by
1
, � = 0,1,2, . . .
� � = 2�+1
0, ��ℎ������
is a probability distribution.
Solution
∞ ∞ 1 1 1 1
� � ≥ 0 , for all x and �=0
� � = �=0 2 �+1 = + + + . . . = 1. Hence
2 4 8
� � is a probability distribution.

Example 1.5 Let X be a discrete random variable whose probability distribution

is given by
��, � = 2,3,4,5,6
� � =
0, 0�ℎ������
Obtain the value of the constant k.
Solution
Since � � is a probability distribution, then
6
�=2
� � =1
6
�=2
�� =1
2� + 3� + 4� + 5� + 6� = 1
20� = 1
1
�=
20

1.3.2 : Continuous Random Variables

A random variable is said to be continuous if it can assume any value in an

interval of the real line �. Therefore, a continuous random variable assumes

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 an uncountable number of values. Example 1.2 describes a continuous
random variable.
Let X be a continuous random variable assuming values in �. A continuous
real valued function � � is said to be a probability density function (p.d.f) or
simply a probability distribution, of the random variable X if it satisfies the
following conditions:
� � � ≥ 0 ��� ��� ���� �

∞
�� −∞
� � �� = 1.

�
NB: � � ≤ � ≤ � = �
� � .

Example 1.6 Let X be a continuous random variable. Show that the function

1
�, 0 ≤ � ≤ 2
� � = 2
0, ��ℎ������
1
is a p.d.f of X. Hence calculate � 2 ≤ � ≤ 1 and � −1 ≤ � ≤ 1 .

Solution
2 21
Clearly � � ≥ 0, for all real x and 0
� � = 0 2
� �� = 1, Hence � � is a
p.d.f.
1 11 3
�
2
≤�≤1 = 1
2
� �� =
16
and
2

0 1 1 1
� −1 ≤ � ≤ 1 = −1
� � �� + 0
� � �� = 0 +
4
=
4
.

Example 1.7 Let X be a continuous random variable whose p.d.f is given by

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 1
�� + 30 , 0 ≤ � ≤ 3
� � =
0, �����ℎ���
Where k is a constant. Calculate the value of k hence compute � 1 ≤ � ≤ 2 .
Solution

3
0
� � �� = 1 since � � is a p.d.f
3
1
�� + �� = 1
30
0
1
�= .
5
1 1
�+ , 0≤�≤3
Therefore � � = 5 30 and hence
0, �����ℎ���
2
1 1 1
� 1≤�≤2 = �+ �� =
5 30 3
1

�, � < � < �
Example 1.8 Let � � =
0, ��ℎ������
be a p.d.f of a continuous random variable X. Find the value of the constant c.
Solution
�
�
� � �� = 1 since � � is a p.d.f of X.

�
�
� �� = 1
1
�=
�−�
1
, �<�<�
Therefore � � = �−�
0, ��ℎ������
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And such a distribution is known as rectangular density function on the interval
(a,b). If a=0 and b=1, then we have

1, 0 < � < 1
� � =
0, ��ℎ������
as the uniform density function on the unit interval (0,1).

1.4 SST 204 E-TIVITY

Numbering, pacing and Week 1 , lesson 1
sequencing
Title Random variables
Purpose To obtain the probability distributions
of various random variables
Brief summary of overall task Watch the video on random variables
Spark

Individual task . Watch the above video keenly

following the examples in it
.State conditions for a function to be a
probability distribution.
Interaction begins . Attempt the tasks given and post
your solutions on discussion forum.
E-moderator interventions . Guiding group discussion

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 . Motiving learners to participate in
discussion.
. Providing feedback
. Concluding the lesson in a summary
form
Schedule and time The lesson will last for two hours
Next Cumulative distribution functions

1.6 : Assessment
2
1+� , 4 ≤ � ≤ 7
1. If � � = 39
0, ��ℎ������
is a p.d.f of a continuous random variable X calculate � � < 5 and � 5 ≤
� ≤ 6.5 .

���−� , � > 0
2. Let � � =
0, � ≤ 0
be a p.d.f of X. Find the value of the constant k. Hence determine � � < 5
and � � ≥ 10 .

3. A discrete random variable X can take the values 0,1,2,3,4,5,6,7,8. Its

probability distribution is given by

x 0 1 2 3 4 5 6 7 8 9
f(x) 0.02 0.1p 0.2p 0.05 0.1 0.7p 0.2 0.9p 0.15 0.3p
Determine the value of the constant p and find � � < 5 and � 3 ≤ � ≤ 7 .
References

LECTOR ABUYA BUNDI

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1. Introduction to the Theory of Statistics by A.M. Mood, F.A. Graybill and D.C.
Boes .
2. Probability and Statistics by Rao V. Dukkip

LESSON TWO
DISTRIBUTION FUNCTIONS

2.1: Introduction
In this lesson will use the probability distributions we discussed in lesson one
to determine the distribution functions of both discrete and continuous
random variables.
2.2: Lesson Learning Outcome
By the end of this lesson learner will be able to determine the probability
distributions of discrete and continuous random variables

2.3: Distribution Functions

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Let X be a random variable defined on a sample space S. Let us consider the
event E that satisfies −∞ < � ≤ �, where � is any real number, then
� � =� �∈�
= � −∞ < � ≤ � = � � ≤ �

Thus, we may write

� � =� �≤�
The function � � is called the distribution function or cumulative distribution
function (c.d.f) of the random variable X.

2.3.1 : Distribution function of a discrete random variable

If X is a discrete random variable with probability distribution � � , then its

distribution function is given by

� � = �≤�
� �
Example 2.1
Let X be a discrete random variable with probability distribution

1
� + 1 , � = 1,2,3,4,5
� � = 20
0, ��ℎ������

(i) Sketch the graph of � �

(ii) Determine the distribution function of X and sketch its graph

Solution
(i)

x 1 2 3 4 5
f(x) 0.1 0.15 0.2 0.25 0.3

Graph of � �

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 (ii) � � =� �≤�
= ��=1 � �

Since � is any real number it could lie in any one of the following
six mutually disjoint intervals
−∞ < � < 1, 1 ≤ � < 2, 2 ≤ � < 3, 3 ≤ � < 4, 4 ≤ � <
5 ��� 5 ≤x< ∞. Thus

0 , �<1
1
, 1≤�<2
10
1
, 2≤�<3
� � = 4
9
, 3≤�<4
20
7
, 4≤�<5
10
1 , �≥5

To see how � � is obtained, note that if for instance 3 ≤ � < 4,

3 1 9
then � � = �=1 20
�+1 =
20
since the value of � = 4 is
excluded.

Graph of � �
(i) � � is a step function,
(ii) � � is everywhere continuous to the right of any point.
2.3.2: Distribution of a continuous random variable
If X is a continuous random variable with density function � � , then the
distribution function of X is given by
�
� � = −∞
� � ��.
Example 2

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Let X be a continuous random variable with probability density function (p.d.f)
given by
1
�, 0 < � < 2
� � = 2
0, ��ℎ������
Obtain the cumulative distribution function (c.d.f) of X and sketch its graph.
Solution

� � =� �≤�
�
= −∞
� � ��
0 , �≤0
�1
= 0 2
� �� , 0 < � < 2
1, �≥2
0, �≤0
1 2
= �, 0<�<2
4
1, �≥2

Graph of � �

In the above example � � is a continuous function for all real numbers �. In

particular � � is everywhere continuous to the right of any point. Moreover, the
derivative of � � with respect to � exists at all points in the interval 0,2 . That is,
�� �
in the interval � � = �/ � = ��
.

2.3.3: Properties of the distribution function

(1) 0 ≤ � � ≤ 1 since 0 ≤ � � ≤ � ≤ 1 .
LECTOR ABUYA BUNDI
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(2) If a and b are any real numbers such that � ≤ � , then
� �≤�≤� =� � −� � .
(3) � � is a non-decreasing function of �. This follows from (2) since
�1 ≤ �2 � �2 − � �1 = � �1 ≤ � ≤ �2 ≥ 0 . That is if �2 ≥ �1 , then

� �2 ≥ � �1 .

(4) lim � � = 0 and lim � � = 1 .

�→−∞ �→∞

(5) � � is continuous to the right at each point �. That is

lim+ � � = � � , where � → �+ means approaching a from the right.
�→�

(6) If X is a continuous random variable, then � � is everywhere continuous and

the probability density function (p.d.f) of X is given by
�� �
� � = ��

for those points where � � is differentiable.

(7) If X is a discrete random variable, then � � is a step function satisfying (1),
(2), (3), (4) and (5) and
� � =� �=�
= � � − � �−
Where � �− denotes the limit of � at � if we approach � from the left. Thus
The probability that X= � is the height of the step that � has at �.
Example 2.3
A continuous random variable X has distribution function (c.d.f) given by
0 , �<0
2 3
� � = �+ ,0≤�<5
25 5
1 , �≥5

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 (i) Sketch the graph of � � and determine the probability distribution
� � of X.
(ii) Compute �( − 3 ≤ � ≤ 3).
Solution

(i) Graph of � �

� � is discontinuous at � = 0. At this point we have � � = 0 =

3 3
� 0 − � 0− = − 0 = .
5 5
However, � � is differentiable in the interval 0 < � ≤ 5 and so
� � = �/ �
2
= , 0<�≤5
25

Thus, the probability distribution of X is given by

3
, �=0
5
� � = 2
, 0<�≤5
25
0, ��ℎ������

(ii) � −3 ≤ � ≤ 3 = � 3 − � −3
6 3 21
= + −0=
25 5 25

Alternatively
� −3 ≤ � ≤ 3 = � 0 + � 0 < � ≤ 3

3
= +� 3 −� 0
5

3 6 3 3 21
= + + − =
5 25 5 5 25

Example 2.4
A continuous random variable X has probability density function (p.d.f) given by

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 1
, −2≤ �≤ 2
� � = 4
0, �����ℎ���
Define a new random variable Y by Y=X2 . Obtain the cumulative distribution
function (c.d.f) of Y and hence determine its p.d.f.
Solution
The limits for y are follows:
0≤�≤4
Let the cumulative distribution function (c.d.f) be � � . Therefore
� � = � � ≤ � satisfies
� � = 0 if � < 0 and for 0 ≤ � ≤ 4
� � = � �2 ≤ �
=� − � ≤�≤ �
� 1 1
= − � 4
�� =2 �

Therefore
0 , �<0
1
� � = � ,0≤�≤4
2
1 , �>4
� � is differentiable in the interval [0,4]. Hence the p.d.f of Y is given by
� � = �/ �
1
1
=� � = �− 2 , 0 ≤ � ≤ 4
4
0 , ��ℎ������
2.4: SST 204 E-TIVITY
Numbering, pacing and Week 2 , lesson 2
sequencing

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0724614628
 Title Distribution Functions
Purpose To obtain the distribution functions of various
random variables
Brief summary of overall Watch video 1 and Video 2
task
Spark

Individual task . Watch the above video keenly following the

examples in it
. State the properties of cumulative
distribution function of a random variable.
Interaction begins .Attempt the tasks given and post your
solutions on discussion forum 2.4.
Compare your solutions with your colleagues
E-moderator .Directing group discussion
interventions . Motiving learners to participate in
discussion.
. Providing feedback
. Concluding the lesson in a summary form
Schedule and time The lesson will last for two hours
Next Mode and median of a random variable
Assessment
1. Let X be a discrete random variable with probability distribution function
1
, � = 1,2,3,4
� � = 4
0, ��ℎ������
Determine the c.d.f of X and hence sketch its graph.

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2. Let X be a continuous random variable with p.d.f
2�, 0 < � < 1
� � =
0, ����ℎ����
Find the c.d.f X and sketch its graph.

References

1. Introduction to the Theory of Statistics by A.M. Mood, F.A. Graybill and D.C.
Boes.
2. Probability and Statistics by Rao V. Dukkip

LESSON THREE
MODE AND MEDIAN OF DISTRIBUTION
3.1 : Introduction
In this lesson we discuss the mode and median of a probability
distribution.
3.2 : Lesson Learning Outcomes

By the end of this lesson the learner will be able to:

i. Determine the mode of a probability distribution
ii. Find the median of a random variable
3.3 MODE
Let X be a random variable with probability distribution � � and
corresponding c.d.f � � . Then a mode of � � is defined to be that value
of the random variable X which maximizes � � . That is a value µ0 of X is
called a mode of � � if it satisfies
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 � µ0 = max � �
Where � � is maximized over all possible values of X.

Example 3.1
Find the mode of each of the following distributions:
3 1 �−1
(i) � � = , � = 1,2,3, . . .
4 4
0, ��ℎ������

3 2
� �−1 , 0≤ �≤2
(ii) � � = 4
0 , �����ℎ���

Solutions

(i) Since � � is a decreasing function of �, the mode is µ0 = 1.

(ii) � � is a continuous function of � and so the mode
corresponds to the point of maximum of � � in the interval
0 ≤ � ≤ 2 . Therefore
3
�/ � = � 3� − 2
4
Mode satisfies
�/ � = 0
3
i.e 4
� �−2 =0
2
� = 0 or � = .
3

�2 � � 3
Thus the mode of � � is 0 since ��2
at � = 0 is − 2 < 0.

3.2: MEDIAN
The median of � � is a value � of the random variable X which satisfies
� � < � ≤ 0.5 and � � ≤ � ≥ 0.5 ,
when � is a discrete random variable.

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 If X is a continuous random variable, then the median satisfies
� ����� �����
� � = 0.5 or ����� �����
� � �� = 0.5 or �
� � �� = 0.5.

Example 3.2
Obtain the median of each of the following distributions
4 1 � 3 4−�
(i) � � = , � = 0,1,2,3,4
� 4 4
0, ��ℎ������

2�, 0 < � < 1

(ii) � � =
0 , ��ℎ������

Solution

(i) The median � satisfies

� � < � ≤ 0.5 and � � ≤ � ≥ 0.5

�−1 �
�=0
� � ≤ 0.5 and �=0
� � ≥ 0.5

0 4−0
4 1 3 81
� 0 = =
0 4 4 256
4 1 1 3 4−1 27
� 1 = 4 4
=
1 64

Hence the median of � � is � = 1, because

81
� �<1 =� �=0 =� 0 = < 0.5 and
256

189
� �≤1 =� �=0 +� �=1 =� 0 +� 1 = > 0.5
256

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(ii) Since � � is continuous, the median � of � � satisfies
� � = 0.5
�
But � � = � � ≤ � = 0 � � �� = �2 . Therefore the median of � �
is given by
� 1
0
� � �� = 0.5 or � � � �� = 0.5
�2 = 0.5
� = 0.5 .
3.4: SST 204 E-TIVITY
Numbering, pacing and Week3 , lesson 3
sequencing
Title Mode and Mean

Purpose To determine the mode and median of

probability distribution functions of
various random variables
Brief summary of overall task Watch the videos on mode and
median
Spark

Individual task . Watch the above video keenly

following the examples in it
. To state and find mode and median
of a random variable.
Interaction begins .Attempt the tasks given and post your
solutions on discussion forum 3.4.
Compare your solutions with your
colleagues
E-moderator interventions .Focusing group discussion

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 . Motiving learners to participate in
discussion.
. Providing feedback
. Concluding the lesson in a summary
form
Schedule and time The lesson will last for two hours
Next Expectation of a random variable

3.5: Assessment
1. Let X be a continuous random variable with p.d.f given by

2�−2� , � ≥ 0
� � =
0, ��ℎ������
Obtain the median of X.
2. The c.d.f of a continuous random variable U if given by
0 , �<0
�
� � = 1 − cos � , 0 ≤ � ≤ 2
�
1 , �>
2

(i) Obtain the p.d.f of U.

(ii) Determine the mode and median of U.
� �
(iii) Calculate � 4
≤�≤
3
References
1. Introduction to the Theory of Statistics by A.M. Mood, F.A. Graybill and
D.C. Boes .
2. Probability and Statistics by Rao V. Dukkip

LESSON FOUR
EXPECTATION OF A RANDOM VARIABLE
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4.1: Introduction
In this lesson will discuss expectation of a random variable. The
properties will be discussed this forum.

4.2: Lesson Learning outcomes

By the end of this lesson the learner will be able to:
i. Obtain the expectation of a random variable
ii. State properties of expectation.
4.3: Expectation
4.3.1: Expectation of a discrete random variable

Let X be a discrete random variable whose probability distribution is

defined by
� � =� �=� .

The expected value of X, denoted by � � is defined by

∞
� � = �=−∞
� � �

Example 4.1
Let X be a discrete random variable with probability distribution given by
1
, � = 1,2,3,4,5,6
� � = 6
0, ��ℎ������
Obtain � � .
Solution

∞
� � = �=−∞
� � �

6 1
= �=1
� 6 = 3.5
Let us now consider a new random variable � � which depends on a
discrete random variable X. Then the expectation of � � is defined by

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 ∞
�� � = �=−∞
� � � �

Example 4.2
The following table shows the probability distribution of a discrete
random variable X.

x 0 1 2 3
f(x) 1 1 1 1
4 3 4 6

2
Find the expected values of � and � � = � − � � .

Solution
∞
(i) � � = �=−∞
�� �
3 4
= �=0
�� � =
3

4 2
(ii) Therefore g(X)= � − 3 .
Hence
∞
�� � = −∞
� � � �

3 4 2
= �=0
�− � �
3

4 2 1 2 2 2
= −3 � 0 + −3 � 1 + 3
� 2 +
5 2 57
3
� 3 = 54 .

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4.3.2: Expectation of a continuous random variable

Let X be a continuous random variable with p.d.f � � . Then the

expected value of X is defined by the integral

∞
� � = −∞
�� � ��.

More generally, if � � is a function of X, then

∞
�� � = −∞
� � � � ��.

Example 4.3
Let X be a continuous random variable with p.d.f

1
�+3 , −3< �<3
� � = 18
0, ��ℎ������

Compute � � and � �2 .
Solution

∞
� � = −∞
�� � ��.

3 1
= −3 18
� � + 3 �� = 1
and
∞ 2
� � = −∞
� � � ��.

3 1 2
= −3 18
� � + 3 �� = 3.

NB: If � � exists then � � also exists. If � � does not exist, then

� � = ∞.

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Example 4.4
Let X be a continuous random variable with p.d.f given by
1
� 1+�2
, −∞ < � < ∞
� � =
0, ��ℎ������

Prove that � � does not exist.

Proof

∞ ∞ �
� � = −∞
�� � ��= −∞ � 1+�2
��.

∞ ∞ �
But 0
�� � �� = 0 � 1+�2
��

1 ∞
= 2�
�� 1 + �2 =∞
0

Therefore � � does not exist and � � = ∞.

4.3.3 : Properties of Expectation

Let be a continuous random variable with p.d.f � � . Let � � = �� + �

Where a and b are real numbers, be a function of X. Then

∞
�� � = −∞
� � � � ��.

∞
= −∞
�� + � � � ��.

∞ ∞
=� −∞
�� � �� + � −∞
� � ��

= �� � + � …………………………………….. (1)

If a=0 , then � � = � and � � = �.

This expected value of a constant is a constant.
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 Let g(X) and ℎ(�) be any two real valued functions of X. Then for any
constants a and
∞
� � � � + � ℎ(�) = −∞
� � � + � ℎ(�) � � ��.

∞ ∞
=� −∞
� � � � �� + � −∞
ℎ(�)� � ��

= �� � � + � ℎ(�) ……………………… (2)

The two properties also hold for discrete random variables.

Example 4.5
Let X be a discrete random variable with probability distribution
�
, � = 1,2,3,4
� � = 10
0, ��ℎ������
3 2
Compute � 5� − 2� .
Solution
� 5�3 − 2�2 = 5� �3 − 2� �2

�3
4 4
But � �2 = �=1
�2 � � = �=1 10
= 10 and
4 4
3 3
�4
� � = � � � = = 35.4
10
�=1 �=1

Therefore
� 5�3 − 2�2 = 5 35.4 − 2 10 = 157.

4.4: SST 204 E-TIVITY

Numbering Week4, lesson 4
,

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 pacing and
sequencing
Title Expectation

Purpose To determine expectation of probability distribution functions

of various random variables
Brief Watch the video on expectation of a random variable
summary
of overall
task
Spark

Individual . Watch the above video keenly following the examples in it

task . State the properties of expectation of a random variable.
Interaction .Attempt the tasks given and post your solutions on discussion
begins forum 4.4.
Compare your solutions with your colleagues
E- .Focusing group discussion
moderator . Motiving learners to participate in discussion.
interventio . Providing feedback
ns . Concluding the lesson in a summary form
Schedule The lesson will last for two hours
and time
Next Moments

4.5 Assessment
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 1. Let X be a discrete random variable with probability distribution given by

1
, � = 1,2,3, …, �
� � = �
0, ��ℎ������

�+1
Show that � � = 2
.

2. The following table shows the probability distribution function of a discrete

random variable X
x -5 -2 1 3
f(x) 1 1 0 1
3 2 6

Compute � � , � �2 and� 4�2 − 6� + 2 .

1. Suppose the p.d.f of a continuous random variable is defined by

1
, �<�<�
� � = �−�
0, ��ℎ������
Where a and b are real numbers. Show that
�+� 1
� � =
2
and � �2 = 3 �2 + �� + �2 .

2. Let X be a continuous random variable with p.d.f

1
�+1 , −1< �<1
� � = 2
0, ��ℎ������
Compute � � , � �2 ��� � �3 .
References
1. Introduction to the Theory of Statistics by A.M. Mood, F.A. Graybill and
D.C. Boes .
2. Probability and Statistics by Rao V. Dukkip.
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 3. Statistical Methods by S.P. Gupta

LESSON FIVE
MOMENTS
5.1: Introduction
In this lesson we consider moments about a point. Hence we will discuss central
moments like variance. The properties of variance will be discussed.
5.2: Lesson Learning outcomes
By the end of this lesson the learner will be able to:
i. Determine the moment of a random variable about a point
ii. Find the mean and variance of a distribution
iii. State the properties of variance
5.2: Moments
Let X be a random variable with a probability distribution � � . Then the expected
value of X, if it exists, is called the mean of the random variable X or the mean of
the probability distribution � � . It is usually denoted by �. That is
�=� �

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Which is called the first moment about the point � = 0.
The kth moment about � = 0 is defined by
∕
�� = � �� , � > 0
Where
∕
�1 = �.
� � − � � is called the kth moment of the random variable X about the point
� = � (if it exists).
�� = � � − � � is the kth moment of the rand variable X about �, and is also
called central moment.
�1 = � � − � = � � − � = � − � = 0 .This shows that the first moment
about the mean is always zero.
�2 = � � − � 2 is the second central moment of a distribution commonly used
as a measure of dispersion or spread of the distribution. This is called the variance
of the distribution and is usually denoted by �2 .
�2 = ��� � = � � − � 2

Standard deviation � = ��� � = � �−� 2 .

Example 5.1
A continuous random variable X has a p.d.f given by

1
3− � , −3< �<3
� � = 9
0, ��ℎ������

Calculate the mean and variance of X.

Solution

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 3
� � = −3
� � ��

3� 0 �
= 0 9
3 − � �� + −3 9
3 + � �� = 0

And the variance is given by

��� � = �2 = � � − � 2

2
=� �−0

= � �2

3 �2 0 �2
= 0 9
3 − � �� + −3 9
3 + � �� = 1.5

2
NB: � � − � = � �2 − 2�� + �2
= � �2 − 2�� � + � �2

= � �2 = 2�2 + �2

= � �2 − �2 = �2 = ��� �

Example 5.2
The probability distribution of a discrete random variable X is given by

�
, � = 1,2,3,4,5,6
� � = 21
0, ��ℎ������

Calculate the mean and variance of X.

Solution

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 � 2 13
6 6
�=� � = �=1
�� � = �=1 21
= 3
.

�3
6 6
� �2 = �=1
�2 � � = �=1 21
= 21
Therefore
13 2 20
��� � = �2 = � �2 − �2 = 21 − 3
= 9
.
5.2.1 : Properties of Variance
2
��� � = � � − �

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 � − � 2 = �2 − 2�� + �2 ≥ 0 since � − � 2
is the square of a real quantity.
Therefore
� �2 − 2�� � + �2 ≥ 0
� �2 − �2 ≥ 0
Thus ���(�) ≥ 0 (1)

� �+� =� � +�=�+�

2 2
��� � + � = � �+� − �+� = � �=� = ���(�).

Therefore, for any constant b

��� �� + � = �2 ��� � . (2)

� �� + � = �� � + � = �� + �.

2
��� �� + � = � �� + � − �� + �

2
= � �� = ��

= �2 � � = � 2
= �2 ��� � .

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Thus, for any constants a and b
��� �� + � = �2 ��� � . (3)
Example 5.3
1. Let X be a continuous random variable with p.d.f

1
�+1 , −1< � <1
� � = 2
0, ��ℎ������

Compute variance of 6� + 11.

Solution
��� 6� + 11 = 62 ���{�}.
But
��� � = �2 = � �2 − �2

1 1 � 1
�=� � = −1
�� � �� = −1 2
� + 1 �� = 3 and

1 2 1 �2 1
� �2 = −1
� � � �� = −1 2
� + 1 �� = 3 . Therefore

1 1 2
��� � = �2 = � �2 − �2 = − = . Hence
3 9 9

2
��� 6� + 11 = 36 9
= 8.

Example 5.4

�−�
Obtain the mean and variance of the random variable � = �
, where �
and � are the mean and variance of a random variable X.
Solution
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 �−� 1
� � =� = � �−� =0
� �

�−� 1 1
��� � = ��� �
= �2 ��� � = �2 × �2 = 1 .

NB: Thus, the random variable Y has mean and standard deviation one. The
�−�
linear transformation � = �
is called a standardizing transformation and
Y is called a standardized random variable.

5.3: SST 204 E-TIVITY

Numberin Week5 , lesson 5
g, pacing
and
sequencin
g
Title Moments

Purpose To determine moments of probability distribution functions of

various random variables
Brief Watch the video
summary
of overall
task

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 Spark

Individual . Watch the above video keenly following the examples in it

task . State the properties of variance of a random variable.
Interactio .Attempt the tasks given and post your solutions on discussion
n begins forum 4.4.
Compare your solutions with your colleagues
E- .Focusing group discussion
moderato . Motiving learners to participate in discussion.
r . Providing feedback
interventi . Concluding the lesson in a summary form
ons
Schedule The lesson will last for two hours
and time
Next Moment generating functions and probability generating
function

5.4: Assessment

1. Let X be a discrete random variable with probability distribution given by

1
, � = 1,2,3, …, �
� � = �
0, ��ℎ������

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 �2 −1
Show that �2 = 12
.

2. Suppose the p.d.f of a continuous random variable is defined by

1
, �<�<�
� � = �−�
0, ��ℎ������
Where a and b are real numbers. Show that

1
�2 = �−� 2
.
12

3. Let X be a continuous random variable with p.d.f

1
�+1 , −1< �<1
� � = 2
0, ��ℎ������

Find the mean and variance of X.

4. Let X be a continuous random variable with p.d.f

1
, 0<�<4
� � = 4
0, ����ℎ�ℎ���

Obtain the standardized random variable.

5. Let X be a discrete random variance with probability distribution given

by

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 �
, � = 0,1,2,3
� � = 6
0, ��ℎ������
Compute � � , ��� � , � 6�2 + 7�3 , ��� 3� + 4 .

6. A continuous random variable X has p.d.f

� + �� + ��2 , 0 ≤ � ≤ 1
� � =
�, ����ℎ�ℎ���

4 4
If � � = 3 and �� � = 45 , determine the values of the constants a,b

and c.
References
1. Introduction to the Theory of Statistics by A.M. Mood, F.A. Graybill and
D.C. Boes .
2. Probability and Statistics by Rao V. Dukkip.
3. Statistical Methods by S.P.Gupta

LESSON SIX

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MOMENT AND PROBABILITY GENERATING FUNCTIONS.
6.1: Introduction
In this lesson we will consider moment and probability generating functions of
various random variables, and hence use them to determine the mean and
variance of random variables. We will use the concept of expectation which we
discussed in lesson four.

6.2: Lesson Learning outcomes

By the end of this lesson the learner will be able to:
i. Determine the moment generating function of a random variable
ii. Determine the probability generating function of a random variable
iii. Find the mean and variance of a distribution using moment and
probability generating function
6.3: Moment Generating Function
Let X be a random variable with probability distribution �(�). Then the moment
generating function (m.g.f) of �(�) is defined by
�� � = � ���
where t is any real number. When it exists, this expectation depends on the
choice of t, and so it defines a function of t. For t=0, it always exists since
�� � = � �0 = � 1 = 1,
but for other values of t, the existence of �� � depends on the distribution � � .
�� 2 �� 3
��� = 1+�� + + +…
2! 3!

��
∞
= �=0
�� and
�!

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 �
∞ � �
�� � = � ��� = �=0
(� ) .
�!

Therefore, the kth moment of a distribution can be obtained simply as the

��
coefficient of �! in the expansion of �� � .

Alternatively, we can differentiate �� � k times and obtain

��
��� � = � � ��� = � �� ��� .
��
�
Putting � = 0 , in �� � yields
�
�� 0 = � �� , k=1,2,3,…
Example 6.1
Let X be a discrete random variable with probability distribution given by

�
, � = 1,2,3
� � = 6
0, ��ℎ������
Obtain the m.g.f of X and use it to compute the mean and variance of X.
Solution
3 � ��
�� � = � ��� = �=0 6
�
1 2 3
= 6 + 6 �2� + 6 �3�
∕ 1 4 9
�� � = + �2� + �3� and therefore
6 6 6
∕ 1 4 9 7
� � = �� 0 = + �0 + �0 = .
6 6 6 3
∕∕ 1 8 27 3�
�� � = + �2� + � .
6 6 6
∕∕ 1 8 27
� �2 =�� 0 = 6 + 6 + 6
= 6. Hence

7 2 5
��� � = � �2 − � � 2
=6− = .
3 9

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Example 6.2
A continuous random variable X has the standardized normal density
�2
1
� � = 2�
�− 2 , − ∞ < � < ∞
0, ��ℎ������
Obtain the m.g.f of � � and use it to compute the mean and variance of X.
Solution
The m.g.f of X is given by
�� � = � ���
∞
= �=−∞
��� � � ��
� 2
1 ∞ �� − 2
= � � ��
2� �=−∞

�2
= �2
and it exists for t, −∞ < � < ∞.
�2
∕
�� � = �� 2

∕
�(�) = � = �� 0 = 0

�2 �2
∕∕
�� � =� + 2 �2 � 2
∕∕
� �2 =�� 0 = 1 . Therefore

��� � = � �2 − � � 2
= 1 − 0 = 1.

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6.4: Probability Generating Function
Suppose that X is a random variable which assumes non-negative integral values
0,1,2,… and that��. � = � = �� such that ∞ � = 1 then the probability
�=0 �
generating function, � � , of the sequence of probabilities �� is given by
� � = �0 + �1 � + �� �2 + … + �� �2 + …
∞
= � ��
�=0 �

We can use this probability generating function (p.g.f) to determine the mean and
variance of a distribution. S o we proceed as follows:
∞
�∕ � = �=1
��� ��−1
∞
∴ � � = �∕ 1 = �=1
��� and
∞
�∕∕ � = �=2
� � − 1 �� ��−2 .Therefore
∞
� � �−1 = �∕∕ 1 = �=2
� � − 1 �� . But

� �2 = � � � − 1 + � � = �∕∕ 1 + �∕ 1 . Thus
2
��� � = � �2 − � � 2
= �∕∕ 1 + �∕ 1 − �∕ 1 .
Example 6.4
Let X have a Bernoulli distribution with parameter p . That is
��. � = � = �� = �� �1−� , � = 1 − �, � = 0,1
Therefore, the p.g.f of X is given by
∞
�(�) = � ��
�=0 �
1
= �=0
�� �1−� �� = � + ��.

∴ �∕ � = � .
∴ � � = �∕ 1 = �.

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 ∴ �∕∕ � = 0
∴ �∕∕ 1 = 0 . Thus
2
��� � = � �2 − � � 2
= �∕∕ 1 + �∕ 1 − �∕ 1
= 0 + � − �2 = � 1 − � = ��.

6.5: SST 204 E-TIVITY

Numbering, pacing Week6 , lesson 6
and sequencing
Title Moment and probability generating functions

Purpose To determine moment and probability generating

functions of various random variables
Brief summary of Watch video 1 and Video 2
overall task
Spark

Individual task . Watch the above video keenly following the

examples in it
. Find the moment and probability generating
functions of the following distributions:

1
, � = 1,2
1. � � = 2
0, ��ℎ������
1
, 0<�<2
2. � � = 2
0, ��ℎ������

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 Interaction begins .Attempt the tasks given and post your solutions on
discussion forum 6.4.
Compare your solutions with your colleagues
E-moderator .Focusing group discussion
interventions . Motiving learners to participate in discussion.
. Providing feedback
. Concluding the lesson in a summary form
Schedule and time The lesson will last for two hours
Next Bernoulli, Binomial and Hypergeometric
distributions

6.6: Assessment
1. A random variable X has m.g.f
�� � = 1 − �2 −1
,
Compute its mean and variance.
2. A continuous random variance X has p.d.f
1, 0 < � < 1
� � =
0, ��ℎ������
Determine the m.g.f of X and hence compute � � and ��� � .

3. A random variable X has a binomial distribution with parameters n and p i.e.

� �−�
�� 1 − � , � = 0,1, …, � , � = 1 − �
� � = �
0, ��ℎ������
Obtain the p.g.f. of X , hence determine its mean and variance.

4. Let Y have the distribution of the geometric form (modified geometric or

decapitated geometric) given by

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 ��, � = � = ��−1 �, � = 1,2,3, …, � = 1 − �
��
Show that the p.g.f of Y is 1−��, and that
1 �
� � = and ��� � = 2 .
� �
5. Let X have a zero-truncated (or decapitated) Poisson distribution with zero
class missing, i.e.
�� −1 −1 ��
�� = ��. � = � = �!
, � = 1,2,3, …
Show that the p.g.f. of X is given by � � = �� − 1 −1 ��� − 1 .
Verify that � 1 = ∞ � = 1 ; show that � � = ��� �� −1 −1 .
�=1 �

References
1. Introduction to the Theory of Statistics by A.M. Mood, F.A. Graybill and
D.C. Boes .
2. Probability and Statistics by Rao V. Dukkip.
3. Statistical Methods by S.P.Gupta

LESSON SEVEN
BERNUOLLI, BINOMIAL AND HYPERGEOMETRIC
DISTRIBUTIONS
7.1: Introduction
In this lesson some special discrete distributions namely Bernoulli, Binomial and
Hypergeometric distributions. The binomial distribution is also known as Bernoulli
distribution. It has been used to describe a wide variety of processes in business
and social sciences. We determine moments of each these distributions.
7.2: Lesson Learning outcomes
By the end of this lesson the learner will be able to:
i. Define Bernoulli, Binomial and Hypergeometric distributions
ii. Determine means and variances of these distributions

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7.3: Special discrete probability distributions

7.3.1: Bernoulli distribution

A random variable X is defined to have a Bernoulli distribution if the discrete
density function of X is given by
�� 1 − � 1−�
, � = 0,1 , � = 1 − �
� � =
0, ��ℎ������
The mean of X is given by
1

� � = � �(�)
�=0

1
= �=0
� �� 1−� 1−�
= �.
The variance of X is given by
��� � = � �2 − � � 2

1
But � �2 = �=0
�2 �(�)
1
= �=0
�2 �� 1−� 1−�
=�

Therefore ��� � = � �2 − � � 2
= � − �2 = ��.
Example 7.1
A box contains 4 good fruits and 6 bad ones. If a fruit is selected at random from
the box, it can either be good or bad. The random variable
1 , �� �ℎ� ����� �� ���
�=
0 , �� �ℎ� ����� �� ����

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is a Bernoulli random variable. The probability of selecting a good fruit is the
proportion of good fruits in the box. Hence
4 2
�=� �=1 = = .Thus
10 5
2 2 2 6
� � = � = and ��� � = �� = 1− = .
5 5 5 25

The moment generating function of a Bernoulli random variable is given by

1
�� � = � ��� = �=0
��� �(�)
1
= �=0
��� �� 1−� 1−�

= 1 − � + ���
Which exists for all real numbers t.
We can obtain the mean and variance of X by using the above m.g.f as follows:
∕
�� � = ��� .Therefore
∕
� � = �� 0 = �.
∕∕
�� � = ��� . Thus
∕∕
�� 0 = � = � �2 . Hence
��� � = � �2 − � � 2
= � − �2 = ��.
7.2.2: BINOMIAL DISTRIBUTION
A random variable X is defined to have a binomial distribution if the discrete
density is given by
� �−�
�� 1 − � , � = 0,1, …, � , � = 1 − �
� � = �
0, ��ℎ������
The parameters of the above distribution are n and p, where 0 ≤ � ≤ 1.
The mean of X is given by

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 �
� � = �=0
� � �
� �
= �=0
� �� 1 − � �−�
= ��.
�

�
� �2 = �=0
�2 �(�)
� �
= �=0
�2 �� 1 − � �−�
= � � − 1 �2 + ��.
�

Therefore the variance of X is given by

��� � = � �2 − � � 2
= � � − 1 �2 + �� − �2 �2 = ���.
Example 7.2
In a certain community, the probability of a female birth is 0.3 . If ten individuals
are randomly selected from this community, calculate
(i) the probability that exactly six of them are males,
(ii) the average number of females in the sample. Assume that the rate of
survival is the same for both sexes.
Solution
Let X denote the number of females in the sample. Then assuming the binomial
distribution, we have
10 � 10−�
0.3 0.7 , � = 0,1, …, 10
� � =� � = �
0, ��ℎ������
(i) ���� 6 ����� = �(� = 10 − 6)
= �(� = 4)
10 4 10−4
= 0.3 0.7 = 0.2001
4

(ii) � � = �� = 10 × 0.3 = 3
The moment generating function of the binomial random variable X with
parameters n and p is given by

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 �
�� � = � ��� = �=0
��� �(�)
� �
= �=0
��� �� 1 − � �−�
�

� �
= �=0 �
��� �
1−� �−�
= ��� + � �

The mean and variance of a binomial random variable X are determined by using
its m.g.f as follows:
∕
�� � = ���� ��� + � �−1
. Therefore
∕ �−1
� � = �� 0 = �� � + � .
= �� , since p+q=1.
/∕
�� � = � � − 1 ��� 2
��� + � �−2
+ ���� ��� + � �−1
.
/∕
� �2 = �� 0 = � � − 1 �2 � + � �−2
+ �� � + � �−1

= � � − 1 �2 + ��
��� � = � �2 − � � 2
= � � − 1 �2 + �� − �2 �2 = ���.
7.2.3: Hypergeometric Distribution
Suppose that a box contains N bulbs, of which M are defective, n bulbs are
selected at random without replacement from the box. Let X be the number of
defective bulbs in the sample. Then X is called a hypergeometric random variable.
Therefore the probability distribution of X is given by
� �−�
� �−�
, � = 0,1,2, …, �
� � = �(� = �) = �
�
0, ��ℎ������
Where N is a positive integer, M is a non-negative integer that is at most N, and n
is a positive integer that is at most N.
The mean of X is given by
�
� � = �=0
� � �

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 � �−�
� �
= �=�
�
�
�−�

�−1 �−�
� � � ��
=�
� �=�
�−1
�−1
�−�
=
�
.
�−1

� �−�
�
� � �−1 = �=1
�(� − 1) �
�
�−�

�−2 �−�
� �−1 � � �−1
=� �−1
� �−1 �=2
�−2
�−2
�−�
=� �−1
� �−1
.
�−2

2
��� � = � �(� − 1) + � � − �(�)
� �−1 �� �2 �2
= � �−1 + −
� �−1 � �2

�� (�−�)(�−�
= � �(�−1)
.

Example 7.3
A committee of 4 people is to be selected at random from among 10 people of
whom 3 are women and 7 are men. Let X denote the number of women selected.
Obtain
(i) the probability distribution of X,
(ii) the mean and the variance of X.
Solution
The random experiment described here would give rise to the hypergeometric
probability model. Thus,

X is a hypergeometric random variable with parameters N=10, M=3, n=4. Hence

3 7
� 4−�
, � = 0,1,2,3
(i) � � = �(� = �) = 10
4
0, ��ℎ������
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 3
(ii) � � = �=0
�� � = 1.2 and

3
� �2 = �=0
�2 � � = 2 . Therefore

��� � = � �2 − � � 2
= 2 − 1.22 = 0.56.

7.3: SST 204 E-TIVITY

Numbering, Week7 , lesson 7
pacing and
sequencing
Title Bernoulli, Binomial, and Hypergeometric distributi0ns

Purpose To determine moments of Bernoulli, binomial and

Hypergeometric distributions
Brief summary Watch video 1 and Video 2
of overall task
Spark

Individual task . Watch the above video keenly following the examples
in them

Interaction .Attempt the tasks given and post your solutions on

begins discussion forum 7.3.
Compare your solutions with your colleagues

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 E-moderator .Focusing group discussion
interventions . Motiving learners to participate in discussion.
. Providing feedback
. Concluding the lesson in a summary form
Schedule and The lesson will last for two hours
time
Next Poisson distribution

7.4: Assessment
1. A batch of 20 manufactured items contains 6 defective items, 5 items are
chosen at random from this batch. If X is the number of defective items in
the sample, find the probability distribution of X.
2. A study has shown that 80% of all families living in a certain residential
estate in Nakuru own a TV set. If 20 families are randomly selected from
this estate, compute the probability that
(i) all will have TV sets,
(ii) between 8 and 10, inclusive will have TV sets,
(iii) at most 10 will have TV sets,
(iv) at least 15 will own TV sets.
3. Suppose X is binomially distributed with parameters n and p; further
suppose that E(X)=5 and Var(X)=4. Find the values of n and p.

References
1. Introduction to the Theory of Statistics by A.M. Mood, F.A. Graybill and
D.C. Boes .
2. Probability and Statistics by Rao V. Dukkip.
3. Statistical Methods by S.P.Gupta

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LECTOR ABUYA BUNDI
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 LESSON EIGHT
POISSON DISTRIBUTION
8.1: Introduction
In this lesson we will discuss Poisson distribution. It is applied to experiments with
random and independent occurrences. Some practical situations where Poisson
distribution can be used are:
i. In quality control statistics to count the number of defects of an item,
ii. In biology to count the number of bacteria,
iii. In physics to count the number of particles emitted from a radio-active
substance,
iv. In insurance problems to count the of causalities.
8.2: Lesson Learning outcomes
By the end of this lesson the learner will be able to:
i. define a Poisson distribution,
ii. obtain the mean, variance and moment generating function of a Poisson
random variable,
iii. State some of the uses of Poisson distribution in everyday life.
8.2: Poisson distribution
A random variable X is defined to have a Poisson distribution if its density is given
by
�−� ��
� �=� =� � = , � = 0,1,2, …
�!
0, ��ℎ������0
Where the parameter � satisfies � > 0.
The mean of Poisson random variable X is given by
∞
� � = �=0
�� �
∞ �−� ��
= �=0
�
�!
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 ∞ ��−1
= �−� � �
�=1 �(�−1)!

= �−� ��� = �.
The variance of X is given by
��� � = � �2 − � � 2
.
∞
But � �2 = �=0
�2 � �
−� �
∞ 2� �
= �=0
�
�!

∞ �−� ��
= �=1
[� � − 1 + �]
�!

∞ �−� �� ∞ �−� ��
= �=1
� �−1 + �=0
�
�! �!

∞ �−� �� ∞ �−���
= �−� �2 �=2
� �−1
�(�−1)(�−2)!
+ �=0
� �!

= �−� �2 �� + �
= �2 + �.
∴ ��� � = �2 + � − �2 = �.
Example 8.1
The number of male mates of a queen bee was found to have a Poisson
distribution with parameter � = 2.7. Find the probability that the number, X, of
male mates of a queen bee is
(i) exactly 2,
(ii) at most 2,
(iii) between 1 and 3, inclusive,
Solution
The probability distribution of X is given by
�−� ��
� �=� =� � = , � = 0,1,2, …
�!
0, ��ℎ������0

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 2.72
(i) � � = 2 = � 2 = �−2.7 = 0.2450
2!
(ii) � � ≤ 2 = � � = 0 + � � = 1 + �(� = 2)
2.70 2.71 2.72
= �−2.7 + �−2.7 + �−2.7
0! 1! 2!
= 0.0672+0.1815+0.2450 = 0.4937
2.71 2.72 2.73
(iii) � 1 ≤ � ≤ 3 = �−2.7 1!
+ �−2.7
2!
+ �−2.7
3!
= 0.6470

The moment generating function of the Poisson random variable X with

parameter � given by
�� � = � ���
∞
= �=0
��� � �
−� �
∞ �� � �
= �=0
�
�!
� �
∞ (�� )
= �−� � �=0 �!
�
= �−� ���
�
= �� � −1 .
The mean and variance of X can be obtained using this m.g.f as follows:
∕ �� −1
�� � = ��� �� .
∕
∴ �(�) = �� 0 = �
∕∕ � �
�� � = �2 �2� �� � −1 + ��� �� � −1

∕∕ �0 −1 �0 −1
Therefore � �2 = �� 0 = �2 �0 �� + ��0 �� = �2 + � .
Thus ��� � = � �2 − � � 2
= �2 + � − �2 = � .
8.2.1: Approximating Binomial Probabilities

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The Poisson distribution can be used in approximating binomial probabilities
when the number of trials n becomes large, and the expected number of
successes np remains unchanged.
Consider the binomial distribution with parameters n and p. Then
�
�� 1 − � �−�
, � = 0,1, …, � , � = 1 − �
� � = �
0, ��ℎ������
�
Let � = �� (constant) �=
�
. Then
�! � � � �−�
� � = 1−
�!(�−�)! � �

� �−1 �−2 …(�−�+1)(�−�)! �� � � � −�

= 1− 1−
�!(�−�)! �� � �

1 � �−1 �−�+1 � � � −�
= �! �
×
�
×…×
�
�� 1 − �
1−
�

But
� −� � �−1 �−�+1
lim 1 − = 1 , lim × ×…× = 1 and
�→∞ � �→∞ � � �
� �
lim 1 − = �−� . Therefore taking limits as � → ∞ and holding np fixed,
�→∞ �

We have
�� �−�
�(�) → �!
. Hence

� �−�� �� �
lim �� 1 − � �−�
=
�→∞ � �!

for fixed np. Thus for large but finite n and small p, one can approximate the
binomial distribution with parameters n and p with the Poisson distribution with
mean � = �� .
Example 8.2
A machine produces 1% defective items. Suppose it produces 1000 items. What is
the probability that an item selected at random is defective?
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 Solution
Let X be the number of defective items among the 1000 items produced by the
machine. Then X is binomially distributed with parameters
� = 1000 and � = 0.01. Therefore
1000
(0.01)� 0.99 1000−�
, � = 0,1, …, 1000
� � = �
0, ��ℎ������
1000
� �=1 =� 1 = (0.01)1 0.99 999
= 0.00044
1
Using the Poisson approximation with � = �� = 10 we have
1000 �−10 10�
(0.01)� 0.99 1000−�
≃ And
� �!

�−10 101
� �=1 ≃ = 0.0005
1!

8.3: SST 204 E-TIVITY

Numbering, pacing Week 8, lesson 8
and sequencing
Title Poisson distribution
Purpose To define a Poisson distribution, find its mean and
variance
Brief summary of Watch the video
overall task

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 Spark

Individual task . Watch the above video keenly following the

examples in it
. Solve some of problems given
Interaction begins .Attempt the tasks given and post your solutions
on discussion forum.
E-moderator . Guiding group discussion
interventions . Motiving learners to participate in discussion.
. Providing feedback
. Concluding the lesson in a summary form
Schedule and time The lesson will last for two hours
Next Normal distribution

8.4: Assessment
1. Use the Poisson approximation to compute the following probabilities
(i) � � = 45 , where X is a binomial random variable with parameters
� = 100 and � = 0.5 .
(ii) � � ≤ 2 , where X is a binomial random variable with parameters
� = 120 and � = 0.04 .
2. If X is a random variable with Poisson distribution satisfying � � = 0 =
� � = 1 , what is �(�) ?
1
3. If X has a Poisson distribution and � � = 0 = 2 , what is �(�) ?

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References
1. Introduction to the Theory of Statistics by A.M. Mood, F.A. Graybill and
D.C. Boes .
2. Probability and Statistics by Rao V. Dukkip.
3. Statistical Methods by S.P.Gupta

LESSON NINE
NORMAL DISTRIBUTION
9.1: Introduction
In this lesson we consider the normal distribution which plays an important role in
solving everyday problems. If we want to compare performance of students in
different subjects we must standardize their scores assuming marks are
approximately normal.
9.2: Lesson Learning outcomes
By the end of this lesson the learner will be able to:
i. Define a normal distribution,
ii. State properties of a normal distribution,

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 iii. obtain the mean, variance and moment generating function of a normal
random variable,
iv. State some of the uses of normal distribution in everyday life.

9.3: Normal Distribution

A continuous random variable X is defined to be normally distributed if its density
is given by
1
1 − 2 �−� 2
�2� , −∞ < � < ∞, −∞ < � < ∞,� >0
� � = 2��2
0, ��ℎ������
The graph of the normal distribution, called the normal curve, is a belled-shaped
curve that extends indefinitely in both directions, with the horizontal axis as its
asymptote.
If a random variable X is normally distributed with mean � and standard deviation
� , then it is usual to write
� ∽ � �, �
9.3.1 : Moments of Normal Distribution
Suppose that a random variable X is normally distributed with mean � and
standard deviation � . Then the moment generating function of X can be obtained
as follows:
�� � = � ���
Standardizing X we have
�−�
�=
�

So that � ∽ � 0,1 . But the moment generating function (m.g.f) is given by

�2
��
�� � = � � =� , −∞ < �< ∞ .
2

Now � = �� + � .Thus

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 �� � = �[��� ]
= �[�� ��+� ]
= ��� � ����
Putting �⋇ = �� we have
∗�
∴ �� � = ��� � ��
2
�∗
��
=� � 2

1 2 2
= ���+2� �

and it exists for all real numbers t.

We can compute the mean and variance of X by using the above m.g.f.
1 2 2
∕
�� � = � + �2 � ���+2� �

∕
∴ � � = �� 0 = ��0 = �.
12 2 1 2 2
∕∕ 2 ��+2� �
�� � = �+� � 2
� + �2 ���+2� �
∕∕
∴ � �2 = �� 0 = �2 + �2 , ∴ ��� � = � �2 − � � 2

��� � = �2 + �2 − �2 = �2 .
Example 9.1
A random variable X is normally distributed with mean � and variance �2 .
Determine the mean and variance of a new random variable � = �� .
Solution
� � = � �� = �� 1
1
��+ �2 �2
Where �� � = � 2 is m.g.f of X.
1 2
∴ � � = ��+2�
��� � = � �2 − � � 2
.
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 2
But � �2 = � �2� = �� 2 = �2�+2�
2 2
Therefore ��� � = �2�+2� − �2�+� .

WEEK 9 LESSON 2
9.3.2 : Computing Normal Probabilities
If � ∽ � �, � . Then � � ≤ � ≤ � = � � − � � . Therefore to compute this
probability we need to standardize X i.e
�−�
�=
�

Where � ∽ � 0,1 . The p.d.f of Z is given by

1 2
1
�−2 � , −∞ < � < ∞
� � = 2�
0, ��ℎ������
The standardized normal curve is symmetrical about z=0. Thus
� � ≤− � = � � ≥ � = 1 − �(� ≤ �)
For any real number a (see the figure below)
Graph of f(z)
� 1 2
1
Φ � = −∞ 2�
�−2 � �� . Therefore

Φ −� = 1 − Φ � or more generally
Φ −� = 1 − Φ � for all real z.
�−� �−� �−�
� � ≤ � ≤ � = �( �
≤ �
≤ )
�
�−� �−�
= �( ≤�≤ )
� �
�−� �−�
=Φ −Φ
� �

Example 9.2

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A random variance X is normally distributed with mean 50 and standard deviation
10. Calculate � 45 ≤ � ≤ 62 .
Solution
� = 50 , � = 10 � ∽ � 50,10 .
45−50 �−50 62−50
� 45 ≤ � ≤ 62 = �( ≤ ≤ )
10 10 10

= �( − 0.5 ≤ � ≤ 1.2)
= Φ 1.2 − Φ −0.5
= Φ 1.2 − [1 − Φ 0.5 ]
= 0.8849 − [1 − 0.6915]=0.5764.
Example 9.3
In an examination the average mark was 76.5 and the standard deviation was 9.5.
If 15% of the class scored grade A and the marks are assumed to follow a normal
distribution, what is the lowest possible grade A mark and the highest possible
grade B mark?
Solution
� ∽ � 76.5 , 9.5 .
Let a be the lowest possible grade A mark . Then
� � ≥ � = 0.15
�−76.5
Standardizing X we have � � ≥ 9.5
= 0.15 or
�−76.5
� �≤ 9.5
= 0.85 .

Using the normal tables we have

�−76.5
9.5
= 1.04 � = 86.4

Therefore, the lowest grade A mark is 87, and the highest grade B mark, is 86.
Example 9.4
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If a random variable X is normally distributed with mean � and variance �2 , and if
� � ≤ 8 = 0.95 , determine � 4 ≤ � ≤ 11 .
Solution
� ∽ � �, �
8−�
� �≤8 =� �≤ = 0.95
�

8−� 8−�
i.e Φ �
= 0.95
�
= 1.65

� = 3.02.
4−� 11 − �
∴ � 4 ≤ � ≤ 11 = � ≤�≤
� �
= � 0.32 ≤ � ≤ 2.64
= Φ 2.64 − Φ 0.32
= 0.9495 − 0.6255 = 0.3240.

Example 9.5 Let X be � �, � so that � � ≤ 89 = 0.90 and � � ≤ 94 0.95.

Find � and �2 .
Solution

89−� 89−�
� � ≤ 89 = 0.90 � �≤ � = 0.90 � = 1.28

� + 1.28� = 89…………. . 1
Similarly

94−� 94−�
� � ≤ 94 = 0.95 � �≤ � = 0.95 � = 1.65

� + 1.65� = 94…………. . 2
Solving equations (1) and (2) simultaneously we have

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� = 71.7 and �2 = 182.25

9.4: SST 204 E-TIVITY

Numbering, Week 9, lesson 9
pacing and
sequencing
Title Normal Distribution
Purpose To enable the learner use normal distribution random
variables to solve some everyday life problems
Brief summary Watch the video
of overall task
Spark

Individual task . Watch the above video keenly following the examples
in it
. Solve some of problems given
Interaction .Attempt the tasks given and post your solutions on
begins discussion forum 9.4
. Read what your colleagues have posted
. In a sentence or two comment on at least two of your
colleagues have posted
E-moderator . Focusing group discussion
interventions . Motiving learners to participate in discussion.
. Providing feedback
. Concluding the lesson in a summary form

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 Schedule and The lesson will last for two hours
time
Next Gamma, Exponential and Beta distributions

9.5 Assessment
1. Given that X is normal with mean 10 and variance 4, compute � � −
10 > 1.8 .
2. If � ∽ � 10, � and � � > 12 = 0.1537, determine � 9 < � < 11 .
�−�
3. If � ∽ � �, � , find the constant b so that � −� ≤ �
≤ � = 0.95.
4. Let X be normally distributed with mean � and variance �2 ,and suppose
that � ≤ 69 = 0.90 and � � ≤ 74 = 0.95. Find � and �2 .
5. The time required to perform a certain job is a random variable having a
normal distribution with mean 50 minutes and a standard deviation of 10
minutes. Compute the probabilities that
(i) the job will take more than 75 minutes,
(ii) the job will take less than 60 minutes,
(iii) the job will take between 45 and 60 minutes.
References
1. Introduction to the Theory of Statistics by A.M. Mood, F.A. Graybill and
D.C. Boes .
2. Probability and Statistics by Rao V. Dukkip.
3. Statistical Methods by S.P.Gupta

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 LESSON TEN
GAMMA, EXPONENTIAL AND BETA
DISTRIBUTIONS
10.1: Introduction
In this lesson we will discuss gamma, exponential and beta distributions.
Their moments will be discussed.
10.2: Lesson Learning outcomes
By the end of this lesson the learner will be able to:
i. State the probability distributions of gamma, exponential and beta
random variables,
ii. Obtain the moments of gamma, exponential and beta random variables.

10.3: Gamma, Exponential and Beta Distributions

10.3.1: Gamma Distributions

A continuous random variable X is said to have the gamma distribution
with parameters � and � � > 0 , � > 0 if its p.d.f is of the form
�� �−1 −��
� � , �>0
� � = Γ �
0, ��ℎ������

Therefore, we write � ∽ Γ � , � to mean that X has the gamma

distribution with parameters � and � .
10.3.1.1: Moments of the Gamma Random variable
The kth moment of a gamma random variable X about the point x=0 is given by
∞
�
� � = �� � � ��
0

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 �� ∞ �+�−1 −��
=Γ� 0
� � ��

�� à �+� à �+�
=Γ� . =.
��+� �� à �

Γ �+1 �Γ � �
Thus � � = = �Γ � =
�
which the mean of X.
� Γ �
Γ �+2 �+1 αΓ � �+1 α
Now � �2 = = =
�2 Γ � �2 Γ � �2

Therefore ��� � = � �2 − � � 2

�+1 α �2 �
= �2
− �2 = �2 .

The m.g.f of X is given by

�� � = � ���
∞
= �=0
��� � � ��

�� ∞
= �=0
��� ��−1 �−�� ��
Γ �

�� ∞
=Γ� �=0
��−1 �−(�−�)� ��

�� à � � �
= . � = �−�
, �<�
Γ � �−�

We can now use this m.g.f of X to determine the mean and variance of X.
∕
�� � =��� � − � −�−1

Therefore
∕ �
� � = �� 0 =��� � −�−1
=
�

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 ∕∕
�� � =�(� + 1)�� � − � −�−2

∕∕ �+1 α
� �2 = �� 0 =� � + 1 �� � −�−2
=
�2

Therefore ��� � = � �2 − � � 2

�+1 α �2 �
=
�2
−
�2
=
�2
.

10.3.2: Exponential Distribution

If a random variance X has density given by
��−�� , � > 0 , � > 0
� � =
0, ��ℎ������
Then X is defined to have an exponential distribution.
∞
�(�) = 0
�� � ��

∞ 1
=� 0
��−�� �� =
�

∞ 2
�(�2 ) = 0
� � � ��

∞ 2 −�� 2
=� 0
� � �� =
�2
.

Therefore ��� � = � �2 − � � 2

2 1 1
=
�2
− �2 = �2 .

The moment generating function of an exponential random variable is given by

�� � = � ���
∞
= �=0
��� � � ��
∞
=� �=0
��� �−�� ��
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 ∞ �
=� �=0
�−(�−�)� �� = �−� , � < � .

The mean and variance of X can be obtained by using the above m.g.f as follows:
∕ �
�� � =
�−� 2

∕ � 1
∴ � � = �� 0 = =
�−0 2 �

∕∕ 2�
�� � = �−� 3

∕∕ 2� 2
∴ � �2 = �� 0 = 3 =
�−0 �2

Therefore ��� � = � �2 − � � 2

2 1 1
=
�2
−
�2
=
�2
.

Example 10.1
Suppose that the number of minutes required to serve a costumer at service
counter has an exponential distribution with mean 2. Compute the probability
that the time required to serve a single costumer will exceed 4 minutes.
Solution
Let X denote the number of minutes required to serve a costumer at a service
counter. Then
1 1
� � =2= �=
� 2

Hence the p.d.f of X is given by

1 −1�
� � = 2
� 2 , �>0
0, ��ℎ������
∞ ∞
1 −1 � 1
∴� �>4 = � 2 �� = − �−2� = 0.1353
4 2 4

10.3.3 : Beta Distribution

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 A continuous random variable X is said to have the beta distribution
with parameters � and � � > 0 , � > 0 if its p.d.f is of the form
Γ �+�
��−1 1 − � �−1
, 0<�<1
� � = Γ � Γ �
0, ��ℎ������

1 �−1 �−1 Γ � Γ �
NB: 0
� 1−� �� = Γ �+�
= Β �, �

10.3.3.1 : Moments of Beta Random variable

The moments of the beta distribution are computed as follows:

1
�
� � = �� � � �� , � = 1,2, …
0

Γ �+� 1 � �−1 �−1

= 0
� � 1−� ��
Γ � Γ �

Γ �+� 1
= Γ � Γ � 0
��+�−1 1 − � �−1
��

Γ �+� Γ �+� Γ �
=Γ� Γ �
. Γ �+�+�

Γ �+� Γ �+�
= Γ �
. Γ �+�+�
Putting k=1 we have
Γ �+� Γ �+1
� � = Γ �
. Γ �+�+1

Γ �+� αΓ � �
=
Γ �
.
�+� Γ �+�
=
�+�
.

For k=2 we have

Γ �+� Γ �+2
� �2 = Γ �
. Γ �+�+2

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 Γ �+� α �+1 Γ �
= Γ �
. �+� �+�+1 Γ �+�

� �+1
= �+� �+�+1

Therefore ��� � = � �2 − � � 2

� �+1 �2
= �+� �+�+1
− �+� 2

��
=
�+� 2 �+�+1
.

10.4: SST 204 E-TIVITY

Numbering, Week 10, lesson 10
pacing and
sequencing
Title Gamma, Exponential and Beta Distributions
Purpose To enable the learner compute moments of gamma,
exponential and beta random variables
Brief summary Watch the video 1, Video 2 and article 3
of overall task
Spark

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0724614628
 Individual task . Watch the above video keenly following the examples
in it
. Solve some of problems given
Interaction .Attempt the tasks given and post your solutions on
begins discussion forum 10.4
. Read what your colleagues have posted
. In a sentence or two comment on at least two of your
colleagues have posted
E-moderator . Focusing group discussion
interventions . Motiving learners to participate in discussion.
. Providing feedback
. Concluding the lesson in a summary form
Schedule and The lesson will last for two hours
time
Next Functions of a random variable

10.4 : Assessment
1. Show that, if in gamma density � = 1, then the gamma density
specializes exponential density.
2. Show that the beta distribution reduces to the uniform distribution over
(0,1) if � = � = 1.

References
1. Introduction to the Theory of Statistics by A.M. Mood, F.A. Graybill and
D.C. Boes .
2. Probability and Statistics by Rao V. Dukkip.
3. Statistical Methods by S.P.Gupta
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0724614628
 LESSON ELEVEN
FUNCTIONS OF A RANDOM VARIABLE
11.1: Introduction
In this lesson we will be discussing change of variable technique. We will consider
the distribution of a function of a univariate random variable. That is, for a given
random variable X we seek the distribution of � = Φ � for some function � � .
11.2: Lesson Learning outcome
By the end of this lesson the learner will be able to obtain the probability
distribution a new random variable which is expressed terms of a random variable
with known density.
11.3: Change of variable

11.3.1: Variables with Discrete Distributions

Suppose that a random variable X has a discrete distribution for which the
probability function is � � . Let � = Φ � be another random variable defined as
a function of X.

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 ∴� � =� �=�
= �( Φ � = �)
= �:� � =�
�(�)

Example 11.1
Let X have the binomial distribution given by
4 3 � 1 4−�
� � = , � = 0,1,2,3,4
� 4 4
0, ��ℎ������
Find the distribution of � = �2 .
Solution
The possible values of U are 0,1,4,9,16
∴� � =� �=�
= � �2 = � = � � = �

4 3 � 1 4− �
� � = 4 4
, � = 0,1,4,9,16
�
0, ��ℎ������
Example 11.2
Suppose that X has the discrete distribution given in the following table:
� -3 -2 -1 0 1 2 3
�(�) 4 1 1 1 1 1 4
21 6 14 7 14 6 21
Find the distribution of the random variable � = 3�2 + 1.
Solution
The possible values of U are 1,4,13,28.
1
� �=1 =� �=0 =
7

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0724614628
 1 1 1
� � = 4 = � � =− 1 �� � = 1 = � � =− 1 + � � = 1 = + =
14 14 7
� � = 13 = � � =− 2 �� � = 2 = � � =− 2 + � � = 2
1 1 1
= + =
6 6 3

� � = 28 = � � =− 3 �� � = 3 = � � =− 3 + �(� = 3)
4 4 8
=
21
+
21
=
21
.

Hence the probability distribution of U is

� 1 4 13 28
�(�) 1 1 1 8
7 7 3 21

11.3.2: Variables with Continuous Distributions

Suppose X is a random variable with p.d.f �(�) . Let � = Φ � be another
random variable. Then for any real number u, the cumulative distribution function
G(u) of U is
� � = �(� ≤ �)
= �(Φ � ≤ �)

= �:�(�)≤�
�(x) ��

If G(u) is a continuous function of u, then at any point u at which G is

differentiable the p.d.f of u will be given by
��(�)
� � =
��

Example 11.3 Let X have a p.d.f given by

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0724614628
 2�, 0 < � < 1
� � =
0, ��ℎ������
Find the p.d.f of � = 2� + 3.
Solution
The cumulative distribution of U is given by
� � = �(� ≤ �)
= �(2� + 3 ≤ �)
1
= �(� ≤ (� − 3)
2
1
(�−3)
= 2
0
� � ��
1
(�−3)
= 2
0
2� ��
1
(�−3) 1
= �2 20 =4 �−3 2

��(�) 1
∴ � � = =2 �−3
��

The range of u is 3 < � < 5. Hence

1
�−3 , 3<�<5
� � = 2
0, ��ℎ������

Example 11.4
Suppose that X has a uniform distribution on the interval ( − 1,1). Find the p.d.f
of � =− �� � .
Solution
In this case the p.d.f of X is

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0724614628
 1
, −1<�<1
� � = 2
0, ��ℎ������
The cd.f of U is given by
� � = �(� ≤ �)
= �( − �� � ≤ �)
= �( � ≥ �−� )
= 1 − � � ≤ �−�
= 1 − � − �−� ≤ � ≤ �−�
�−�
=1− −�−�
� � ��
�−� 1
=1− −�−� 2
�� = 1 − �−�

Therefore, the p.d.f of U is

��(�)
� � =
��

�−� , �>0
� � =
0, ��ℎ������

11.4: Direct derivation of the density function for a Continuous Random

Variable
Suppose X is a random variable and � = Φ � . If � < � < � and � < � < �. Let
� = � � , then the function � is the inverse of Φ.
If we assumed that the function Φ is continuous and strictly increasing over the
interval �, � , the inverse function � is also continuous and strictly increasing
over the interval �, � . Hence for any value � such that � < � < �,
� � = �(� ≤ �)
= �(Φ � ≤ �)
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0724614628
 = �(� ≤ � � )
=� � �
Where F is the distribution function of X.
If we now assume in addition that � is a differentiable function over the interval
�, � , then the distribution of U is continuous and its p.d.f is given by
��(�)
� � =
��
�� � �
=
��
�� �
=� � �
��
for � < � < � .

Similarly if Φ is continuous and strictly decreasing over the interval �, � , then U

will vary over some interval �, � as X varies over the interval �, � , and the
inverse function � will be continuous and strictly decreasing over the interval
�, � . Hence for � < � < � ,
� � = �(� ≤ �)
= �(Φ � ≤ �)
= �(� ≥ � � )
= 1 − �(� ≤ � � )
=1−� � �
If � is differentiable over the interval �, � , then
��(�)
� � =
��
�[1−� � � ]
= ��
�� �
=− � � � ��
for � < � < �.
�� �
Since � is strictly decreasing, ��
< 0 and hence � � can be expressed in the
form

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0724614628
 �� �
� � =� � �
��
.

Example 11.5
Let X be a random variable with p.d.f given by
1
�, 0 < � < 2
� � = 2
0, ��ℎ������
Find the p.d.f of a new random variable � = 1 − �2 .
Solution
−3 < � < 1
� = 1 − �2 �= 1−�
�� −1
��
=2 1−�
�� �
∴ � � =� � �
��
��
=� �
��
1
=� 1−� 2 1−�
1 1 1
= 1−�. =
2 2 1−� 4
1
, −3<�<1
= 4
0, ��ℎ������

11.5: SST 204 E-TIVITY

Numbering, Week 11, lesson 11
pacing and
sequencing
Title Functions of a random variable

LECTOR ABUYA BUNDI

0724614628
 Purpose To enable the learner find the distribution of a new
random variable which is a function of another
random variable with known density
Brief summary of Watch video 1 and Video 2 and video 3
overall task
Spark

Individual task . Watch the above video keenly following the

examples in it
. Solve some of problems given
Interaction . Attempt the tasks given and post your solutions on
begins discussion forum 11.5
. Read what your colleagues have posted
. In a sentence or two comment on at least two of your
colleagues have posted
E-moderator . Focusing group discussion
interventions . Motiving learners to participate in discussion.
. Providing feedback
. Concluding the lesson in a summary form
Schedule and The lesson will last for two hours
time
Next Revision and Examination

11.6: Assessment
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 1. Suppose that X has the discrete distribution given in the following table:

x 0 1 2 3
f(x) 1 1 1 1
4 3 4 6

Find the distribution of the random variable � = 4�2 + 1.

2. If the density of a random variable X is
2
� � = 2��−� , � > 0
0, ��ℎ������
Find the density of � = �2 .
1
3. If � = �2 and � � = � , 0 < � < �, � > 0. Find the c.d.f of X and U. Find
the density of U.
4. If � � = 1 , 0 < � < 1, find the density of � = 3� + 1.
1+�
5. If � � = , − 1 < � < 1 , find the density of � = �2 .
2

References
1. Introduction to the Theory of Statistics by A.M. Mood, F.A. Graybill and
D.C. Boes .
2. Probability and Statistics by Rao V. Dukkip.
3. Statistical Methods by S.P.Gupta

LECTOR ABUYA BUNDI

0724614628
LECTOR ABUYA BUNDI
0724614628