Chapter 4

Some Discrete and Continuous

Probability Distributions
 Chapter 4
Some Discrete and Continuous
Probability Distributions
Some Discrete Probability Distributions
 Binomial Distribution
 Poisson Distribution
Some Continuous Probability Distributions
 Uniform Distribution
 Normal Distribution
THE BERNOULLI PROCESS
The Bernoulli process must possess the following
properties:
1. The experiment consists of repeated trials.
2. Each trial is called a Bernoulli trial results in an
outcome that may be classified as a success or a failure.
3. The probability of success, denoted by p, remains
constant from trial to trial.
4. The repeated trials are independent.
EXAMPLE 1
Consider the set of Bernoulli trials where three items
are selected at random from a manufacturing process,
inspected, and classified as defective or non defective.
A defective item is designated a success. Since the items
are selected independently and we assume that the
process produces 25% defectives.
Solution
The eight possible outcomes S=2*2*2=8
S= {NNN,NND,NDN,NDD, DNN,DND,DDN,DDD}
and the corresponding values of X are 0,1,2 and 3.
P(D)=1/4 , P(N)=3/4
The probability distribution of X is therefore

x 0 1 2 3
f(x) 27/64 27/64 9/64 1/64
 The number X of successes in n Bernoulli trials is
called a binomial random variable.
 The probability distribution of this discrete random
variable is called the binomial distribution, and its
values will be denoted by b(x; n, p) since they depend
on the number of trials and the probability of a
success on a given trial.
BINOMIAL DISTRIBUTION
 A Bernoulli trial can result in a success with
probability p and a failure with probability q = 1−p.
Then the probability distribution of the binomial
random variable X, the number of successes in n
independent trials, is
𝒏
b(x; n, p) = 𝒙
𝒑𝒙 𝒒𝒏−𝒙 , 𝒙 = 𝟎, 𝟏, 𝟐, … , 𝒏
 The mean and variance of the binomial distribution
b(x; n, p) are
μ = np and 𝝈𝟐 =npq.
EXAMPLE 2
The probability that a certain kind of component will
survive a shock test is 3/4. Find the probability that
exactly 2 of the next 4 components tested survive.
Solution
b(x; n, p) = b(2; 4, 3/4)
4
= 2
(3/4)2 (1/4)2
=27/128
EXAMPLE 3
The probability that a patient recovers from a rare
blood disease is 0.4. If 15 people are known to have
contracted this disease, what is the probability that
(a) at least 10 survive
(b) from 3 to 8 survive
(c) exactly 5 survive
(d) the mean and variance
Solution
(a)𝑃 𝑥 ≥ 10 = 1 − 𝑃 𝑥 < 10
= 1 − 9𝑥=0 b(x; 15, 0.4)
=1 − 0.9662 = 0.0338
(b) 𝑃 3 ≤ 𝑥 ≤ 8 = 8𝑥=3 b(x; 15, 0.4)
=0.8779
(c) 𝑃 𝑥 = 5 = b(5; 15, 0.4) = 0.1859
(d) μ = np = (15)(0.4)=6
𝜎 2 =npq=(15)(0.4)(0.6)=3.6
THE POISSON PROCESS
Experiments yielding numerical values of a random
variable X, the number of outcomes occurring during a
given time interval or in a specified region, are called
Poisson experiments.
The given time interval may be of any length, such as a
minute, a day, a week, a month, or even a year.
For example, a Poisson experiment can generate
observations for the random variable X representing the
number of telephone calls received per hour by an
office, the number of days school is closed due to snow
during the winter. The specified region could be a line
segment, an area, a volume, or perhaps a piece of
material. In such instances, X might represent the
number of field mice per acre, the number of bacteria in
a given culture, or the number of typing errors per page.
• The number X of outcomes occurring during a
Poisson experiment is called a Poisson random
variable.
• its probability distribution is called the Poisson
distribution.
POISSON DISTRIBUTION
The probability distribution of the Poisson random
variable X, representing the number of outcomes
occurring in a given time interval or specified region
denoted by t, is
(λ𝑡)𝑥 𝑒 −λ𝑡
𝑝 𝑥, λ𝑡 = , 𝑥 = 0,1, … .
𝑥!
where λ is the average number of outcomes per unit
time, distance, area, or volume
 The mean and variance of the Poisson distribution

𝑝 𝑥, λ𝑡 are
μ = λ𝑡 and 𝝈𝟐 = λ𝑡
EXAMPLE 4
During a laboratory experiment, the average number of
radioactive particles passing through a counter in 1
millisecond is 4. What is the probability that 6 particles
enter the counter in a given millisecond?
Solution:
λ𝑡=4 , x=6
(4)6 𝑒 −4
𝑝 𝑥, λ𝑡 = 𝑝 6,4 =
6!
=0.1042
EXAMPLE 5
The mean number of e-mail messages received by a
computer server is 6 per minute. Find the probability
that exactly 20 messages will be received in the next 3
minutes?
Solution:
λ𝑡=6(3)=18 , x=20
(18)20 𝑒 −18
𝑝 𝑥, λ𝑡 = 𝑝 20,18 =
20!
=0.0798
Approximation of Binomial Distribution by
a Poisson Distribution
EXAMPLE 6
In a certain industrial facility, accidents occur
infrequently. It is known that the probability of an
accident on any given day is 0.005 and accidents are
independent of each other.
(a) What is the probability that in any given period of
400 days there will be an accident on one day?
(b) What is the probability that there are at most three
days with an accident?
Solution:

n=400 and p=0.005

λ𝑡=(400)(0.005)=2
(2)1 𝑒 −2
(a) 𝑝 𝑋 = 1 = =0.271
1!
(2) 𝑥 𝑒 −2
3
(b) 𝑝 𝑋 ≤ 1 = 𝑥=0 = =0.857
𝑥!
CONTINUOUS UNIFORM DISTRIBUTION
One of the simplest continuous distributions in all of
statistics is the continuous uniform distribution. This
distribution is characterized by a density function that
is “flat” and The density function of the continuous
uniform random variable X on the interval [A, B] is
1
𝑓 𝑥, 𝐴, 𝐵 = 𝐵 − 𝐴 , 𝐴≤𝑥≤𝐵
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
 The mean and variance of the uniform distribution
𝐴+𝐵 (𝐵−𝐴)2
are 𝜇 = and 𝜎2 =
2 12
EXAMPLE 7
Suppose that a large conference room at a certain
company can be reserved for no more than 4 hours.
Both long and short conferences occur quite often. In
fact, it can be assumed that the length X of a conference
has a uniform distribution on the interval [0, 4].
(a) What is the probability density function?
(b) What is the probability that any given conference
lasts at least 3 hours?
(c) The mean of the length X of a conference .
Solution
1
, 0≤𝑥≤4
(a) 𝑓 𝑥 = 4
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒

41 1
(b)P(𝑥 ≥ 3)= 3 4
𝑑𝑥 =
4

0+4
(c) 𝜇 = =2
2
 NORMAL DISTRIBUTION
The most important continuous probability distribution
in the entire field of statistics is the normal distribution.
Its graph, called the normal curve, is the bell-shaped
curve which approximately describes many phenomena
that occur in nature, industry, and research.
A continuous random variable X having the bell-shaped
distribution is called a normal random variable.
The density of the normal random variable X, with
mean μ and variance 𝜎 2 , is
(𝑥−𝜇) 2
1 −
𝑛 𝑥, 𝜇, 𝜎 = 𝑒 2𝜎2 , −∞ ≤ 𝑥 ≤ ∞
2𝜋𝜎
The properties of the normal curve
1. The mode, which is the point on the horizontal axis
where the curve is a maximum, occurs at x = μ.
2. The curve is symmetric about a vertical axis through
the mean μ.
3. The curve has its points of inflection at x = μ ± σ; it is
concave downward if μ −σ <X < μ+ σ and is concave
upward otherwise.
4. The normal curve approaches the horizontal axis
asymptotically as we proceed in either direction away
from the mean.
5. The total area under the curve and above the
horizontal axis is equal to 1.
AREAS UNDER THE NORMAL CURVE
The difficulty encountered in solving integrals of
normal density functions necessitates the tabulation of
normal curve areas for quick reference. Fortunately, we
are able to transform all the observations of any normal
random variable X into a new set of observations of a
normal random variable Z with mean 0 and variance 1.
EXAMPLE 8
Given a standard normal distribution, find the area
under the curve that lies
(a) to the right of z = 1.84 and
(b) between z = −1.97 and z = 0.86
Solution
(a) P(Z> 1.84)=1-P(𝑍 < 1.84)
=1-0.9671=0.0329
(b) P(-1.97<Z< 0.86)=P(Z< 0.86)-P(Z< −1.97)
=0.8051-0.0244=0.7807
STANDARD NORMAL DISTRIBUTION
The distribution of a normal random variable with
mean 0 and variance 1 is called a standard normal
distribution.
𝑋−𝜇
𝑍=
𝜎
EXAMPLE 9
Given that X has a normal distribution with μ = 300 and
σ = 50, find the probability that X assumes a value
greater than 362.
Solution
𝑋−𝜇 362−300
Z= = = = =1.24
𝜎 50
P(𝑋 > 362)=P(𝑍 > 1.24)= 1-P(𝑍 < 1.24)
=1-0.8925=0.1075
EXAMPLE 10
The average life of a certain battery is 5 years, with
standard deviation of 1 year. Assume that the live of the
battery approximately normal distribution. Find the
probability that the live of the battery will be
1- less than 5.5 years
2- between 4.5 and 5.5
Solution
5.5−5
1- P(𝑋 ≤ 5.5)=P(𝑍 ≤ )= 𝑃(𝑍 ≤ 0.5)
1
= 0.6915
2- P(4.5 ≤ 𝑋 ≤ 5.5)= P(−0.5 ≤ 𝑋 ≤ 0.5)
= P(𝑍 ≤ 0.5) − P(𝑍 ≤ −0.5)
=P(𝑍 ≤ 0.5) − P(𝑍 ≥ 0.5)
=P(𝑍 ≤ 0.5)-(1- P(𝑍 ≤ 0.5))
=2P(𝑍 ≤ 0.5)-1=2(0.6915)-1
=0.383