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Unit 7 Distributions
Structure :
7.1 Introduction
Objective
7.2 Bernoulli Trials
7.3 Binomial Distribution
7.4 Poisson Distribution
7.5 Continuous Distribution
7.6 Summary
7.7 Terminal Questions
7.8 Answers
7.1 Introduction
All the information of a random variable is contained in its probability
distribution. In practice the probability distribution of a random variable may
not be known, but we may be able to find out what type of random variable
is at hand by examining the causes that makes it random. Knowing this we
can often approximate the random variable to a standard one for which the
convenient formulas are available. There are some probability models for
random experiments of the discrete & continuous type that occur frequently
in applications. These will be described in this chapter.
Objectives:
At the end of the unit the student should be able to :
Explain the concept of discreet and continuous probability distribution
function.
Find mean, median , mode, mgf of discreet and continuous distributions.
n
E(X) x p (x)
x0
n
x. n C p x qn x .
x
x 1
n!
x. p x qn x
x 1 (n x ) ! x !
n
(n 1) !
np
x 1 (n x ) ! ( x 1) !
p x 1 qn x
= np
Variance:
V( X) E( X 2 ) [E( X)] 2
n
E( X 2 )
x 1
x 2 p (x)
n
n!
x 1
x2
(n x ) ! x !
p x qn x
n
x ( x 1) n ! x n x n
x 1 (n x ) ! x !
p q x p( x )
x 1
n
(n 2) !
n(n 1) p 2
x2 (n x ) ! ( x 2) !
p x 2 qn x np
n 2 p 2 np 2 np
V ( X ) n 2 p 2 np 2 np n 2 p 2 np (1 p) npq
Mode:
We have to find that value of the random variable X following Binomial
distribution for which the probability of occurrence is maximum. Thus, if X=k
is the modal value its definition provides
P( X k ) P( X k 1) and P( X k ) P( X k 1) .
P( X k ) C n p k q nk P( X k ) C n p k q nk
n k k 1 n k 1 1 and n k k 1 n k 1 1
P( X k 1) C k 1 p q P( X k 1) C k 1 p q
(k 1)q (n k 1) p
1 and 1
(n k ) p kq
k np q (n 1) p 1 and k (n 1) p
combining
(n 1) p 1 k (n 1) p
Now two cases arise
Case1. Let (n+1)p be an integer then k can take two values namely
k=(n+1)p and k=(n+1)p-1. Thus there are two modes and the distribution is
said to be bimodal.
Case2. Let (n+1)p be a fraction then since k is an integer it will take only
one value that is k=greatest integer less than (n+1)p and the distribution is
unimodal.
Moments:
Let X ( r ) X ( X 1)( X 2).............( X r 1)
(1) np
(2 ) n ( 2 ) p 2
(3) n (3) p 3
(4 ) n ( 4 ) p 4
Simple moments:
2 E ( X 2 ) EX ( 2) X n ( 2) p 2 np
3 E ( X 3 ) EX (3) 3 X ( 2) X n (3) p 3 3n ( 2) p 2 np
4 E ( X 4 ) EX ( 4) 6 X (3) 7 X ( 2) X n ( 4) p 4 6n (3) p 3 7n ( 2) p 2 np
Central moments:
2 2 1 2 n(n 1)p 2 np (np ) 2 np np 2 npq
3 3 3 2 1 21 3
n(n 1)(n 2)p 3 3n(n 1)p 2 np 3 n(n 1)p 2 np np 2(np )3
np(1 3p 2p 2 ) np(1 p)(1 2p) npq(q p)
4 4 4 3 1 6 2 1 2 31 4
n(n 1)(n 2)(n 3)p 4 6n(n 1)(n 2)p 3 7n(n 1)p 2 np
4np n(n 1)(n 2)p 3 3n(n 1)p 2 np 6(np ) 2 n(n 1)p 2 np 3(np ) 4
3n 2p 2 q 2 npq(1 pq) npq(1 3npq 6pq)
Example:. 6 coins are tossed. Find the probability of getting (i) exactly 3
heads, (ii) at most 3 heads, (iii) at least 3 heads.
Solution: Let X = No. of heads that appear.
21 .
= 32
21 .
= 32
Example: Probability that a car driving the entire length of the certain
turnpike will have a blow out is 0.05. Find the probability that among 17 cars
travelling the length of turnpike
a) exactly one will have a blow out.
b) 2 or more will have a blow out.
P(X = x) = n C p x qn x .
x
= 17 C 0.05 1 0.95 16
1
= 0.374
p 1 ,
3 q 2 3 , n 8.
8
PX 3 13 3 2 3 5
P (getting 3 success) =
3
= 0.2731
Example: An unbiased coin is tossed six times. What is the probability that
the tosses will result in:
i) Exactly two heads
ii) At least five heads
iii) At most two heads
iv) Not greater than one head
v) Not less than five heads
vi) At least one head
Solution: Let A be the event of getting head. Given that:
p = 12, q = 12, n = 6
26C2 1
2
62
1
2
2
6 5 1 1 15
1 2 24 22 64
Therefore, the probability that the tosses will result in exactly two
heads is 15/64.
ii) The probability that the tosses will result in at least five heads is given by:
5 5 6 6C5 1 2 1 2
6 5 5
6C6 1 2
66
2
1
6
5 6 1 2 1 2
6 6
7
64
Therefore, the probability that the tosses will result in at least five
heads is 7/64.
iii) The probability that the tosses will result in at most two heads is given
by:
2 0 1 2
2 C 1 2 1 2 C 1 2 1 2
1
6 6
1
61 1 6
2
6 2 2
1 6 5 1 1 6 15 22 11
2
1
6
64 64 1 2 64 64 64 32
Therefore, the probability that the tosses will result in at most two
heads is 11/32.
iv) The probability that the tosses will result in not greater than one head
is given by:
1 0 1
1 6 7
64 64 64
Therefore, the probability that the tosses will result in not greater than
one head is 7/64.
v) The probability that the tosses will result in not less than five heads is
given by:
5 5 6
6 1 7
6
6
2 2 64
Therefore, the probability that the tosses will result in not less than five
heads is 7/64.
vi) The probability that the tosses will result in at least one head is given
by:
1 1 P( X 1) 1 0 1
1 1 63
6
1 .
2 64 64
Therefore, the probability that the tosses will result in at least one head
is 63/64.
q 1 0.2 0.8
n=5
Therefore, the probability that exactly two employees will get the
disease is 0.2048.
iii) The probability that more than four employees will get the disease is
given by:
4 5 0.25 0.00032
Therefore, the probability that more than four employees will get the
disease is 0.00032.
SAQ 1: The latest nationwide political poll indicates that for Americans who
are randomly selected, the probability that they are conservative is 0.55, the
probability that they are liberal is 0.30, and the probability at they are
middle-of-the-road is 0.15. Assuming that these probabilities are accurate,
answer the following questions pertaining to a randomly chosen group of 10
American
a) What is the probability that four are liberal?
b) What is the probability that none are conservative?
c) What is the probability that two are middle-of-the-road?
d) What is the probability that at least eight are liberal?
SAQ 2: If the chance that a vessel arrives safely at a port is 9/10, find the
chance that out of an expected number of 5 vessels, at least 4 will arrive
safely?
7.4 Poisson Distribution
Definition:
Let X be a discrete random variable assuming the possible values 0, 1, ...
n
e k
If P X k , k 0, 1, 2, .......... ...n, .........
k!
We say that X has a Poisson distribution with parameter > 0.
Note: Let X be a binomially distributed variable with parameter p (based
on n repetition of an experiment). That is
n
P X k p k (1 p)n k
k
e k
PX k
Lt
n k!
Mean:
Let X is a random variable following Poisson distribution with parameter
then the mean of X is defined as
e k
k 1
E ( X ) k.P( X k ) k e
e e
k 0 k 0 k! k 1 (k 1)!
Variance:
V ( X ) E ( X 2 ) ( E ( X )) 2
e k
k 2
E ( X 2 ) E ( X ( X 1)) E ( X ) k (k 1) 2 e
k 0 k! k 2 (k 2)!
V (X ) 2 2
Mode:
We have to find that value of the random variable X following Poisson
distribution for which the probability of occurrence is maximum. Thus, if X=k
is the modal value its definition provides
P( X k ) P( X k 1) and P( X k ) P( X k 1)
P( X k ) P( X k 1) k 1
P( X k ) P( X k 1) k
Combining both the equations
1 k
Moments:
Let X ( r ) X ( X 1)( X 2).............( X r 1)
(1)
(2 ) 2
(3) 3
(4 ) 4
Simple moments:
2 E ( X 2 ) EX ( 2) X 2
3 E ( X 3 ) EX (3) 3 X ( 2) X 3 3 2
4 E ( X 4 ) EX ( 4) 6 X (3) 7 X ( 2) X 4 6 3 7 2
Central moments:
2 2 1 2 ( 2 ) 2
3 3 3 2 1 21 3 3 3 2 3( 2 ) 2 3
4 4 4 3 1 6 2 1 2 31 4 4 6 3 7 2 4( 3 3 2 ) 6( 2 ) 2 3 4
3 2
k 0 k! k 0 k!
5 e 4 4k
1 k!
k0
= 0.2148
P (X > 2) = 1 P(X 2)
= 1 [P(X = 0) + P (X = 1) + P(X = 2)]
= 0.33.
Solution:
1
n 10 P nP 0.02.
500
e
i) Pr (No defective blades } = P {X = 0} =
O!
e 0.02 0.98.
0.02
ii) Pr {One defective blade} = P {X = 1} = e 0.02
1!
= 0.0196
SAQ 4: A car hire firm has two cars, which are hired out everyday. The
number of demands for a car on each day is distributed as a Poisson
distribution with mean 1.5. Calculate the proportion of days on which a
demand cannot be met due to lack of cars e 1.5 0.2231
Normal Distribution:
Let and be two real constants such that < < and > 0. Then
the probability distribution for which
2
x
1 1
f ( x ) N (, , x )
2
e .
2
is the density function is called the normal distribution and the
corresponding continuous random variable X is called the normal variate.
Note:
The function N(, , x) is symmetric about the line x = . The graph is
a bell shaped curve called normal curve.
Mean:
1
1 ( x )2
E( X )
x f ( x) dx
x 2
e 2 2
dx
x
let z x z and dx dz.
z 2/ z2
1 2
(.z )e
2
E( X) dz
2
2 z2
2
e 2 dz
0
z2
ze
2 dz 0 the fn. is odd
Put t = dt = zdz
2 t dt
E ( X)
2
0
e
2t
e
t 1
dt ( 12 )
1
t 2
0
( 12 )
Variance:
V (X) = E [ X E(X)]2
= E [X )2
2
1 x
1
( x )
2 2
e dx .
2
x
let z x z and dx dz
1
1 z2
V ( x) z e
2 2 2
dz
2
let t z 2/ 2 dt zdz
1
2 2
V (X )
2
t
0
2
e t dt 2
Mode: Mode is the value for which the density function f(x) is maximum,
i.e. mode is a solution of
f ( x) 0 and f ( x) 0
For normal distribution
1 x
2
1
2
f ( x) e
2
1 (x )2 f ( x) x
log f ( x) log 2
2 2 2
f ( x)
1
f ( x) ( x ) f ( x) and
2
And also
1 1
f ( x) f ( x) ( x ) f ( x)
2
2
1
f ( x) ( x ) f ( x)
2
f ( x) ( x ) 2
1
2 2
now f ( x) 0 gives x
1
and also f ( x) at x is 0
2
2
Hence x is the mode of the distribution.
Median: Since the probability distribution function of the normal distribution
is symmetric about x the median will also be at x .
The curve represented by this function is called standard normal curve and
it is symmetrical about the line z = 0.
Note:
1) The cdf of the standardized normal distribution will be denoted by .
That is
s
1
e x / 2 dx.
2
( s)
2
2) If Z N (0,1)
P (a z b) = (b) (a)
3) If X ~ N (, 2) then
X
z ~ N (0, 1).
a b
P z
Hence P (a X b)
b a
4) ( x) = 1 (x).
p( X ) 0.68
5) p( 2 X 2 ) 0.95
p( 3 X 3 ) 0.99
Solution :
(i) = 2, 2 = 0.16, = 0.4
X
Put Z , then Z ~ N (0, 1)
2.3 2
Pr ( X 2.3) Pr Z
0.4
= P (Z 0.75) = 1 P (Z < 0.75)
= 1 (0.75) = 0.2266.
1.8 2 2.1 2
(ii) Pr (1.8 X 2.1) Pr Z
0.4 0.4
= Pr ( 0.5 Z 0.25)
C 2
P Z 3 0.6667 .
Example: The heights of 500 soldiers are found to have normal distribution.
Of them 258 are found to be within 2 cm of the mean height of 170 cm. Find
standard deviation of X.
Solution:
Let X denotes heights of 500 soldiers.
Given X ~ N ( 170, 2)
X 170
Let Z = then Z ~ N (0, 1).
258
0.516
500
Solution:
Let X 75
Z then Z ~ N ( 0 , 1)
5
P { ( X 80) ( X 77)}
Pr ( X > 80 / X > 77)
P ( X 77)
P ( X 80 )
P ( X 77 )
80 75
P Z
5 1 (1)
77 75 1 ( 0 .4 )
P Z
5
= 0.4605.
SAQ 5: The mean and standard deviation of the I.Q. of a group of 500
children is 90 and 20 respectively. Assuming that the I.Q. is normally
distributed, find the number of children with I.Q. >100.
SAQ 6: In a normal distribution, 8% of the items are under 50 and 10% are
over 60. Find the mean and standard deviation of the distribution.
7.6 Summary
In this chapter several standard random variables, the associated formulas
are given. Identification of the probability distribution is must. With Bernoulli
trials the Binomial distribution could be good guess. The number of
occurrences of a rare event during finite period X could follow Poisson
distribution. Normal distributions could be used independently as well as
approximation to many probability distributions.
7.8 Answers
Self Assessment Questions
1. a) 0.2001 b) 0.0003 c) 0.2759 d) 0.0016
2. 0.9185
3. 0.977
4. 0.2231
5. 15
6. mean = 55.2, s.d. = 3.7
Terminal Questions:
1. Yes
2. 3 and 4, 8
3. 0.0902
4. a) 0.180447 b) 0.3233235
5. 1800
6. 0.8185