Chapter 3:Probability

Distributions
• Discrete data can only take certain values: e.g. number of students in class (you can’t have a half student)
• Continuous data can take any value within the range: a person’s height (it can be any value within the range
of human height not just a certain fixed height)

• Discrete
X 1 2 3 4
P(X) 0.01 0.5 0.25 0.24

• ;

E x    xPx   2  x 2 Px   2
  0.8376
10.01 20.5 30.25 40.24  
 12 0.01 2 2 0.5 32 0.25 4 2 0.24   2.72 
2

2.72 8.1  7.3984

0.7016

PX  4  1  PX 4 
PX 2  4  PX 2  PX 3 PX  4  PX 1 P X 2  P X 3
1  0.24
0.5  0.25 0.01  0.5  0.25
0.76
0.76
0.75
 X 0 1 2 3 4
P(X) 0.05 0.3 0.15 0.24 0.26
Calculate the mean, variance and the standard deviation

E x    xPx 
00.05 10.3 20.15 30.24  40.26 
2.36

 2  x 2 Px   2
 
 0 2 0.05 12 0.3 2 2 0.15 32 0.24 4 2 0.26  2.36 
2

7.22  5.5696
1.6504

 1.2847
Binomial Distribution

• n = repetitions of an action

• x = 0…….n

• p = probability of success

• q=1–p

• Mean : np

• Variance : npq
The binomial random variable X has parameters p = 0,3 and n = 17. Determine the mean, variance, standard deviation and
P(X = 4).

 np 17 0.3

5.1

 2 npq 17 0.30.7     2 1.8894

3.57

 n
PX 4    p x q n  x
 x
 17 
  0.3 0.7 
4 17 4

4 
17!
 0.34 0.7 13
4!17  4 !
0.1868
Team A has probability 0.77 of winning whenever it plays. Let X be binomially distributed and denote number of
that the team wins. If team A plays 5 games find:
P(X=2)
P  X 3
P(X>4)
E(X) Var(X)
5
  PX 3 PX 0  PX 1 PX 2  PX 3
Px 2    0.77  0.23
2 5 2

 2  5  5 5  5
  0.77  0.23    0.77  0.23    0.77  0.23    0.77  0.23
0 5 1 4 2 3 3 2

5!  0 1   2  3
 0.77 2 0.233
2!5  2 ! 0.0006  0.0108  0.0721  0.2415
0.0721 0.3251
At ABC Bank, past data show that 67% of all credit card holders do not default on payment. On one recent day, this bank
issued 6 credit cards to new customers. Find the probability that of these 6 customers
Less than 3 will not default on payment.
At least 2 will not default

𝑛=6 𝑝=0.67 𝑞=1− 0.67=0.33

PX  3 PX 0  PX 1 PX 2 
 6  6  6
  0.67  0.33    0.67  0.33    0.67  0.33
0 6 1 5 2 4

 0 1   2
0.001291467  0.015732427  0.07985399
0.0969

PX 2  1  PX  2 
1  PX 0  PX 1
 6  6 5
1     0.67  0.33    0.67  0.33 
0 6 1

 0 1  
1  0.0013  0.0157
1  0.0170
0.9830
At ABC Bank, past data show that 85% of all credit card holders do not default on payment. On one recent day, this bank
issued 12 credit cards to new customers. Find the probability that
 5 customers will not default.
 More than 9 customers will not default on payment.
 3 customers will default.
n = 12 p = 0.85 q = 1-0.85 = 0.15

PX  9  PX 10  PX 11 PX 12

 12   12   12 
  0.85 0.15    0.85 0.15    0.85 0.15
10 2 11 1 12 0

 10   11   12 
0.2924  0.3012  0.1422
0.7358
Five percent of children are left-handed. If a sample of 16 children is randomly selected.

What is the probability that 25% of these children are left-handed?

What is the probability that 75% of these children are not

left-handed?
Poisson distribution

• Suppose the number of deaths attributable to typhoid fever over a

year is Poisson distributed with the average of 4.6.

• Calculate the probability that the will be 3 deaths in a year.

 Calculate the probability of more than 2 deaths 2 years

𝜆=4.6 ×2=9.2

Calculate the probability of at least 2 deaths in 6 months

4.6
𝜆= =2.3
2
Normal Distribution
• Parameter ;
• For a standard normal:

• Rules:
•
Find:
 P(x < 1.42)
PX   0.73 PZ   0.73
 P(x > 1.23)
PZ  0.73
 P(x > -0.73)
0.7673
 P(x <- 1.42)
 P(0 < x < 1.42)

 1.42  0 
PX  1.42  P Z  
 1  PX   1.42   PZ  1.42 
PZ  1.42  1  PZ  1.42 
0.9222 1  0.9222
0.0778

 1.23  0 
P X  1.23 P Z  
 1 
P Z  1.23 P0  X  1.42  PZ  1.42  P Z  0 
1  P Z  1.23 0.9222  0.5000
1  0.8907 0.4222
0.1093
Less than 120
More than 120
Between 120 and 130

 120  155 
PX  120  P Z  
 20   120  155 130  155 
P120  X  130  P Z  
PZ   1.75  20 20 
1  PZ  1.75 P 1.75  Z   1.25
1  0.9599 PZ  1.75 PZ  1.25
0.0401 0.9599  0.8944
0.0655

 120  155 
PX  120  P Z  
 20 
PZ   1.75
PZ  1.75
0.9599
Suppose that a weight of certain species of 150 horses is normally distributed with mean 273 kg and
variance 400 kg.

or

Find:
 The probability that selected horse will weigh less than 330 kg
 The probability that selected horse will weigh more than 285 kg
 The probability that selected horse will weigh between 229 kg and 291 kg
 Find the percentage of horses that will weigh 215 and 237 kg
Find the number of horses that will weigh more than 285 kg

 330  273   229  273 291  273 

PX  330  P Z   P229  X  291 P Z  
 20   20 20 
PZ  2.85 P 2.2  Z  0.9
0.9978 PZ  0.9  1  PZ  2.2 
0.8159  1  0.9861
0.8159  0.0139
0.802
  215  273 237  273 
P215  X  237  P Z  
 20 20 
P 2.9  Z   1.8
PZ  2.9  PZ  1.8
0.9981  0.9641
0.034

 285  273 
P X  285 P Z  
 20 
P Z  0.6
1  P Z  0.6
1  0.7257
0.2743 150
41.145 41
The quantitative portion of a nationally administered achievement test is scaled so that the mean is 500 and the
standard deviation is 100. If we assume that the distribution of scores is normal, what is the probability that the
students will score between 500 and 682

How many of 1500 students will score less than 682?

 For a standard normal, find the value of

𝑃 ( 𝑍 >𝑎 ) =0.1093 𝑃 ( 𝑎< 𝑍 <2.38 )=0.0814

𝑃 ( 𝑍 >𝑎 ) =0.1151 𝑃 ( 𝑎< 𝑍 <2 ) =0.1359

𝑃 ( 𝑎< 𝑍 <0 )=0.4082

The quantitative portion of a nationally administered achievement test is normally distributed with the mean of
500 and the standard deviation is 100. Calculate the value of if the probability of students scoring less than is
0.9656
Normal Approximation to Binomial np ≥ 5 nq ≥ 5
 PB(X  K) = PN(X  K ½)
 PB(X > K) = PN(X  K +½)
 PB(X  K) = PN(X  K +½)
 PB(X < K) = PN(X  K ½)
 PB(X = K) = PN(K ½  X  K +½)
p  16  np 120 n = 720
;2 np 1  p  100
109.5  120 
PX 110   P109.5  X 110.5 P  x  110  P  x  110  1
2  P  x  
 10 
 109.5  120 110.5  120 
 P Z  
 10 10 
 P 1.05  Z  0.95 P  z   1.05 
 PZ 1.05  PZ 0.95 1  P  z  1.05 
0.8531  0.8289 1  0.8531
0.0242 0.1469
PX 110  PX 110.5 109.5  120 
P  x 110  P  x 110  1
2  P  z  
 110.5  120   10 
P Z  
 10 
PZ  0.95 P  z  1.05 
1  PZ 0.95 P  z 1.05 
1  0.8289 0.8531
0.1711

PX  110  P X  110.5

 110.5  120 
 P Z  
 10 
PZ   0.95
PZ  0.95
0.8289