Unit II: Probability Distribution

Shankar K. Shrestha
Learning outcomes:
After completion of this course students can able
to:
 Define the random experiment, random variable
and probability distribution.
 Understand the assumption and basic concepts
on discrete probability distribution(Binomial /
Poisson/ Hyper geometric)
 Understand the assumption and basic concepts
on continuous probability distribution(Normal )
 Do the real life problem related to Binomial,
Poisson and Normal distribution.
Example:
 Number of telephone calls obtained on the
switchboard in certain interval of time.
 Number of defective items in the lot of production.
 Number of accidents on the highway.
 Number of interruptions of network per day.
 Profit of the organization
 Income of the people
 Marks scored by the students.
 Price index of stock market.
 The probability distribution of number of daily
accidents in highway
To analyze these types of random variables
these can be expressed in some relevant
theoretical probability distribution with some
assumptions.
 For large number of trials the computations of the
probabilities by using classical and empirical
approaches are more cumbersome and time
consuming. So, to overcome this problem some
theoretical probability distribution may develop.
Theoretical probability distribution is a probability
model in which the distribution is expressed in the
mathematical form by using certain rule. In this case
the value of the random variable may be distributed
as some specific probability rule. After developing the
formula one can easily calculate the probability of the
happening of the related events.
Random experiments: The experiment in which
the outcome is not unique when it is performed
many number of times in identical and
homogenous condition. Example: tossing a coin,
rolling a die, selection of items from the production
from the factory, number of interruption of the
network per day, the printing mistake in the page of
book etc.
Probability distributions: The exhaustive list of
the random variable of the random experiment
with their corresponding probabilities is said to
be probability distribution
Example:
S= {TTT,TTH,THT,HTT, HHT, HTH, THH, HHH}
When a coin is flipped 3 times and the random
variable is considered to be the number of heads
appear then the exhaustive list of the value of
random variable is
If X denotes the number of heads then the values of
random X might be 0, 1, 2 or 3.
Then the probability distribution of a random variable is
No of heads Probability
0 1/8=0.125
1 3/8=0.375
2 3/8=0.375
3 1/8=0.125
Total 1
Types of theoretical probability distribution:
1. Discrete probability distributions:
The probability distribution in which the value of
random variable is obtained by counting
process. In this distribution the value of random
variable is only a whole number.
Example:
• Number of heads in tossing a coin three times,
• the number of printing mistakes in the page of
books,
• the number of defective items produced by the
machine,
• the number of deaths in the hospital due to
cancer etc.
2.Continuous Probability Distribution:
The probability distribution in which the value
of random variable is obtained by the
measurement process but not by counting.
The random variable takes any value
between any range of the values. That is it
may be whole number or the fractional
number. Example: height of the persons,
marks of the students, diameter of the trees,
volume of the syrup in the bottle, price of the
commodities etc.
Types of Discrete Probability Distribution:
[Binomial/ Poisson/Hyper Geometric]
 Binomial Distribution
[Jacob or James Bernoulli (1655-1705)]
Binomial distribution is the widely used probability
distribution for the discrete random variable. It is
obtained from the Bernoulli process. Tossing of a
fair coin for the fixed number of times, the true or
falls of the question asked for the students, the
success or failure of the candidate in a trial are
some examples of Bernoulli process.
Notation: If a random variable X follows a
binomial distribution then it is denoted as
X~B(n, p), where n and p are said to be the
parameters of the distribution.
Assumptions:
• Each trial has only two outcomes (Yes/No,
True/False,Accept/Reject, Success/Failure).
• Each trial is independent and identical (iid).
• The number of trials is fixed or known.
• The probability of success (p) is constant for
each trial.
Binomial Formula:
If a random variable X follows binomial distribution then the
probability of getting ‘r’ successes is
r
P( x  r )  c(n, r ) p q n  r 
n! r
p q n  r
r!(n  r )!
Which is also said to be probability mass function(pmf) for
binomial probability distribution.
Where,
n = Number of trials
n!= n.(n-1).(n-2)…3.2.1
p = Probability of successes
q = Probability of failure = 1- p
r = Number of success (r = 0, 1, …, n)
Examples:
Problem 1. A fair coin is flipped 8 times. Success =
head.
• X= no of heads n= 8 p = 0.5
Problem 2. Random guessing on a multiple choice
exam having 20 questions. For each question 4
answers. Success = right answer.
• X= no of right answer n= 20 p = 0.25
Problem 3. If a fair coin is tossed 10 times then find the
probability of getting (i) no head (ii) exactly 4 heads (iii) at
least one head (iv) at most 2 heads (v) more than 7 heads.
Solution: Here, for fair coin p = 0.5, q = 1- p = 0.5, n = 10
X= a random variable denotes the number of heads
Since, X is distributed binomially, then the probability of ‘r’
successes is

P( x  r )  c(n, r ) p r q n r  p r q nr
n!
r!(n  r )!
(i) Probability of no head

P( x  0) 
10! 0
(0.5) (0.5)10  0
0!(10  0)!
10!
 .1.(0.5)10  0.0010
1.10!
(ii) Probability of exactly 4 heads

P( x  4) 
10! 4
(0.5) (0.5) 10  4
4!(10  4)!
10!
 .(0.5) 4 .(0.5)6  0.2051
4!.6!
(iii) Prob. of at least one head
P(X≥1) = P(X=1) + P(X=2)+ …+P(X=10)
Or
P(X≥1) = 1- P(X=0) =1- 0.0010 = 0.999
(iv) Prob. of at most 2 heads
P(X≤2) = P(X=0) + P(X=1) + P(X=2)
= 0.0010+ 0.0098 + 0.0439 = 0.0547
(v) Prob. of more than 7 heads
P(X≥7) = P(X=8) + P(X=9) + P(X=10)
= 0.0439 + 0.0098 + 0.0010 = 0.0547
Problem 4. From the previous study it is found that
the chances of a producing a defective item is
40%, if 8 items are randomly selected from that lot
then find the probability of getting (i) no defective
item (ii) 5 defective items (iii) at least one defective
item (iv) at most 2 defective items.
Solution: Here, n = 8, p = prob. of getting defective
item = 0.4, q= 1- p = 1- 0.4 = 0.6
If a random variable X denotes the number of
defective items then it is distributed as binomially.
The probability of getting ‘r’ successes is
p r q n  r ; r  0, 1,... ,8
n!
P( x  r ) 
r!(n  r )!
(i) Probability of getting no defective
P(x  0) 
8! 0
(0.4) (0.6) 8  0 8!
 .1(0.6)8  0.0168
0!(8  0)! 8!
(ii) Prob. of getting exactly 5 defectives
8!
P(x  5)  (0.4)5.(0.6)3  0.0.1239
5!.3!
(iii) Probability of getting at least one defective
P(x  1)  1  P( X  0)  1  0.0168  0.9832
(iv) Probability of getting at most 2 defectives
P(X  2)  P ( X  0)  P ( X  1)  P ( X  2)
 0.0168  0.0896  0.2090  0.3154
Problem 5: Mr. Hari is in charge of the electronics section
of Bhatbateni Departmental Store. He has noticed that the
probability that a customer who is just browsing will buy
something is 0.3. Suppose that 15 customers browse in
the electronics section each hour.
(a) What is the probability that at least one browsing
customer will buy something during a specified hour?
(b) What is the probability that at least four browsing
customers will buy something during a specified hour?
(c) What is the probability that no browsing customers will
buy anything during a specified hour?
(d) What is the probability that no more than four browsing
customers will buy something during a specified hour?
Solution: Here, n = 15, p = 0.3, q= 1- p = 1 – 0.3 = 0.7
X = a random variable denotes the browsing customer
will buy something.
Since, X is distributed as binomial distribution, then the
probability mass function for ‘r’ successes is

p r q n  r ; r  0, 1,... ,15
n!
P( x  r ) 
r!(n  r )!
(a) P(X≥1) = ?
P(X≥1) = 1- P(X<1)= 1- P(X=0) =1 – 0.0047=0.9953
(b) P(X≥4)= ?
P(X≥4)=1-P(X<4)=1–[P(X=0)+P(X=1)+P(X=2)+P(X=3)]
= 1- 0.0047 - 0.0305 – 0.0916 – 0.1700
= 0.7032
(c) P(X=0) = ?
P(X=0) = 0.0047
(d) P(X≤ 4) = ?
P(X≤ 4) = P(X=0)+P(X=1) + P(X=2) + P(X=3) + P(X=4)
= 0.0047+0.0305+0.0916+0.1700+0.2186
= 0.5154
Properties of Binomial Distribution
• It is discrete probability distribution for two
mutually exclusive outcomes.
• It has two parameters n and p
• Mean = np variance = npq and Standard
deviation = 𝑛𝑝𝑞
• Mean > Variance
• For p=q= 0.5, the distribution is symmetric.
 Problems for exercise:
1. For a binomial distribution with n= 6 and p = 0.2, find
(a) P(X=3) (b) P(X>4) (c) P(X<3) (d) P(X≤2)
2. If a fair coin is tossed 5 times and getting a head is considered to be a
success then find (i) P(X=0) (ii) P(X=4) (iii) P(X>3) (iv) P(X ≤ 2) (v)
P(X≥1)
3. From the one year information the chances of buying a share from the
stock market in a particular day is 0.4. If 7 persons are entering in the
market randomly then find the probability of (i)at least 2 persons buy a
share (ii) 3 persons buy the share (iii) not more than 5 persons buy a
share.
4. The chances of checking an air pressure of the vehicle in the fuel
center during morning time is 0.25, If 12 vehicles are entering in the
fuel center then find the probability (a) 5 vehicles also checking an air
pressure (b) at least 3 vehicles also checking an air pressure (c) more
than 9 vehicles also checking an air pressure.
5. The probability of hitting a target is 0.45 by a person, if a person
attempt for 8 times then find the probability of hitting a target by (a)
exactly 4 (b) at most 3 (c) none of them (d) at least one.
6. A recent study of how Americans spend their leisure time surveyed workers
employed more than 5 years. They determined the probability an employee has 2
weeks of vacation time to be 0.45, 1 week vacation time to be 0.10, and 3 or more
weeks to be 0.20. Suppose 20 workers are selected at random. Answer the
following questions.
(a) What is the probability that 8 have 2 weeks of vacation time?
(b) What is the probability that only one worker has 1 week of vacation time?
(c) What is the probability that at most 2 of the workers have 3 or more weeks of
vacation time?
(d) What is the probability that at least 2 workers have 1 week of vacation time?
[Rubin & Levin (2009), (9th ed. P.28), Statistics for Management]
7. In a city of Terai 500 families have 4 children each, then find the expected
percentage of families having (a) all girls (b) at least one girls (c) 2 girls and 2 boys
(d) no girl. Assuming that chances of boy and girl are equal.
8. The probability of suffering from eye problem for IT offer is 0.4, If 10 IT officer are
appointed in the organization then find the probability of (a) no one has eye
problem (b) at least 3 have the eye problem (c) more than 6 have eye problem.
9. For a binomial distribution if mean and variance are calculated as 4 and 3, then find
n and p. Also, find the probability for 10 successes.
 Poisson Distribution
[Siméon Denis Poisson]

Poisson distribution is another important discrete

probability distribution and is a limiting case of
binomial distribution as the number of trials is
infinite and the probability of success is small.
The Poisson distribution is popular for modeling
the number of times an event occurs in an
specific interval of time or space or distance.
Conditions for Poisson Distribution :
- The outcomes of a trial are divided into success and
failure.
- The trials are independent
- The number of trials (n) is large. i.e n  ∞
- The probability of success (p) is very small. i.e. p0
Notation: If a random variable X follows Poisson
distribution then it is denoted as X~P()
Poisson Formula
The formula for the Poisson probability (mass) function is
 r
e 
P(X  r)  , r = 0, 1, 2, ...
r!
e  np (np) r
P( x  r )  ; r  0, 1, 2, ...
r!
Where,
= np = mean or average of the distribution
r = number of successes (r = 0, 1, 2, …)
r!= r factorial
e = 2.71828 (base of natural logarithm)
Some examples of Poisson model: It is used for the rare cases
like:
 The number of accidents in a busy cross road.
 The number of patients arriving in an emergency room
between 11 and 12 pm
 The number of defective items produced in a lot.
 The number of printing mistakes per page of a book.
 The number of telephone calls coming in a switch board.
 The number of accidents occur per day/week in the highway.
 The number of vehicle crossing per minute along the
intersection roads.
 The number of deaths per day due to cancer in a hospital
 The number of customer arrived in a departmental store in
one minute interval of time.
Properties of Poisson Distribution:
1. Poisson distribution has only one parameter .
2. The mean and variance of the distribution are
equal.
i.e. Mean = Variance = 
3. It has skewed distribution for small value of 
but approaches symmetric for large value of .
1. For a Poisson distribution if  = 3.2, then find
(a) P(X=3) (b) P(X<2) (c) P(X≥4)
Solution: Here,  = 3.2
The probability for ‘r’ success is
 r
e 
P(X  r)  , r = 0, 1, 2, ...
r!
e 3.2 (3.2)3
(a) P( x  3)   0.2226
3!
(b) P(X<2) = ?
P ( x  2)  P ( x  0)  P ( x  1)
 0.0408  0.1304
 0.1712
(c) P(x≥4) = ?
P(x≥4) =1-P(X<4)
=1- [P(x=0)+P(x=1)+P(x=2)+P(x=3)]
= 1 – [0.0408+0.1304+0.2087+0.2226]
= 1- 0.6025 =0.3975
2. For a binomial distribution if n= 100, and p=0.03, then by
using the Poisson approximation to the binomial find (a)
P(x=2) (b) P(x=12) (c) P(x≥2)
Solution: Here, n= 100, p = 0.03,  = np =100x0.03 = 3
Since, a random variable X follows Poisson distribution
then the probability for ‘r’ success is
 r
e 
P(X  r)  , r = 0, 1, 2, ...
r!
(i) P(x=2) =?
e 3 (3) 2
P( x  2)   0.2240
2!
(ii) P(x=12) = ?
e 3 (3)12
P( x  12)   0.0001
12!
(iii) P(x≥2)=?
P(x≥2) = 1- P(x<2) = 1 – [P(x=0) + P(x=1)]
= 1 – [0.0498 + 0.1494]
= 1- 0.1992 = 0.8008
3. If the price of the mobile is increased 4 times in every 5
years. Then from that information find the probability of
(a) No price hikes in a randomly selected period of 5
years.
(b) Two times price hike
(c) At least one time price hike.
4. If 2% of the light bulbs manufactured by factory are
defective. Then out of the lot of 100 bulbs find the
probability of getting (i) 4 defective (ii) 2 and more
defective.
5. In an average 2 words are found to be typing mistake out
of 400 words. If 100 pages of each 400 words are
selected randomly. Find the probability for given any
page of getting (i) no mistake (ii) more than 5 mistakes.
 Problems for exercise:
1. If 3% of electric bulbs manufactured by a company are defective,
find the probability that in a sample of 80 bulbs (i) exactly seven
bulbs are defective (ii) at least 2 bulbs are defective.
2. A manufacturer, who produces medicine bottles, find that 0.1% of
the bottles are defective. The bottles are packed in the boxes
containing 500 bottles. A drug manufacturer buys 100 boxes from
the producer bottles. Using Poisson distribution find in how many
boxes will contain (i) No defective (ii) One defective and (iii) at
least two defectives.
4. A manufacture of pins knows that on an average 3% of its
production is defective. He sells pins in boxes of 100 and
guarantees that not more than 3 pins will be defective. What is the
probability that a box selected at random will meet the guaranteed
quality?
5. If the variance of Poisson distribution is one, find the probability of
having exactly 3 accidents in a week.
6. The number of accidents in the street of Kathmandu city
follows Poisson distribution with a mean of 3 accidents
per day. Find the probability that (i) no accident occur in
a day (ii) number of accident in a day exceeds 3.
7. The mean and variance of a distribution are same. If the
mean of the distribution is 3 accidents per week, find
the probability that the number of accidents in a week
exceeds two.
8. Certain factory produced articles, of which 0.50% are
defective, and packed in cartons each containing 100.
What is the probability that a carton selected at random
contains 2 or more defectives.
e-5 = 0.0067, e-0.5 = 0.6065
9. The road accident at Koteshwor in a year is attributed to
truck drivers. The accident from the past records was
observed to follow Poisson distribution with average of
5 accidents a year. There are 1000 truck drivers in that
rout, what is the number of truck drivers with (i) No
accidents in a year (ii) Less than 2 accidents in a
year.
10.If a mean and variance of a distribution is 3, find
P(X≥3).
Thank You!