STA 32101:

INTRODUCTION
TO STATISTICS

4. Random Variables
and Probability
Distributions
Lindizgani K. Ndovie,
2025
4. RANDOM VARIABLES AND PROBABILITY
DISTRIBUTIONS
Outline
1. Discrete
o Binomial
o Bernoulli
o Multinomial
o Hypergeometric
o Poisson
2. Continuous:
o Normal
o Standard normal
o Chi-Square
o F and t distribution
 RANDOM VARIABLES AND PROBABILITY
DISTRIBUTIONS
● Recall: random variables are broadly classified into two types: Discrete and
Continuous.
● Discrete Random Variables have specific, countable outcomes.
○ Binomial Distribution
○ Bernoulli Distribution
○ Multinomial Distribution
○ Hypergeometric Distribution
○ Poisson Distribution
 DISCRETE: BINOMIAL DISTRIBUTION
● Some practical experiments result in data similar to the head or tail outcomes of the
coin toss.
● Such experiments are called binomial experiments.
● The experiment consists of n identical trials.
● Each trial results in one of two outcomes, success or failure.
● The probability of success on a single trial is p and remains constant from trial to trial.
● The probability of failure is q = 1 − p.
● The trials are independent i.e., the outcome of previous trials has no influence on the
outcome of the next trial.
● The binomial random variable, X is the number of successes in the n independent
trials.
● A binomial experiment consists of n identical trials with probability of success p and
probability of failure q = 1 − p on each trial.
 DISCRETE: BINOMIAL DISTRIBUTION
● Examples of Binomial Experiments
○ A researcher is interested in the proportion of secondary school teachers who are

women.
○ A politician wants to know the proportion of people who will vote for him in the

forth coming elections.

○ A soft-drink marketer is interested in the proportion of drinkers who prefer her
brand.
● Parameters: n (number of trials) and p (probability of success in each trial).
● We write that 𝑋~𝐵𝑖𝑛 𝑛, 𝑝 .
● Then probability of x successes in n trials is 𝑃 𝑋 = 𝑥 = 𝑛𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 for x=0,1,2,….,n
● Example 14: Consider flipping a fair coin 10 times.
● The probability of getting exactly 6 heads (successes) follows a binomial distribution
where n=10 and p=0.5 (since a fair coin has a 50% chance of landing heads).
 DISCRETE: BINOMIAL DISTRIBUTION
• Example 15: If a basketball player takes 10 independent free throws with a probability
of 0.7 of getting a basket on each shot, what is the probability that he gets exactly 2
baskets?
• 𝑛 = 10, p = 0.7 and q = 1 − p = 1 − 0.7 = 0.3
• P X = 2 = 𝑛𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 = 10 2
(0.7)2(0.3)10−2= 10 2
(0.7)2(0.3)8
• P X = 2 = 45 ∗ 0.49 ∗ 0.000066 = 0.00146

• Example 16: In an airport, five radars are in operation and each radar has a 0.9
probability of detecting an arriving airplane. The radars operate independently of each
other. Calculate the probability that an arriving airplane will be detected by at least
four radars.
• Let X be the number of radars that detect the airplane. We have that X~B(n=5, p=0.9).
We seek 𝑃(𝑋 ≥ 4)
• 𝑃 𝑋 ≥ 4 = 𝑃 𝑋 = 4 + 𝑃 𝑋 = 5 = 54 (0.9)4 (0.1)1+ 55 (0.9)5 (0.1)0 = 0.9185
 DISCRETE: BINOMIAL DISTRIBUTION
• Example 17: If a basketball player takes 10 independent free throws with a probability
of 0.7 of getting a basket on each shot, what is the probability that he gets exactly 2
baskets?
• 𝑛 = 10, p = 0.7 and q = 1 − p = 1 − 0.7 = 0.3
• P X = 2 = 𝑛𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 = 10 2
(0.7)2(0.3)10−2= 10 2
(0.7)2(0.3)8
• P X = 2 = 45 ∗ 0.49 ∗ 0.000066 = 0.00146

• Example 18: In an airport, five radars are in operation and each radar has a 0.9
probability of detecting an arriving airplane. The radars operate independently of each
other. Calculate the probability that an arriving airplane will be detected by at least
four radars.
• Let X be the number of radars that detect the airplane. We have that X~B(n=5, p=0.9).
We seek 𝑃(𝑋 ≥ 4)
• 𝑃 𝑋 ≥ 4 = 𝑃 𝑋 = 4 + 𝑃 𝑋 = 5 = 54 (0.9)4 (0.1)1+ 55 (0.9)5 (0.1)0 = 0.9185
 DISCRETE: BINOMIAL DISTRIBUTION
● Example 19: Peter is taking a quiz with 6 multiple choice questions. Each question has
5 options for the answer. Peter, who hasn’t studied for the quiz, randomly guesses at
each answer.
● Given n=6, p = 1/5 = 0.2 and q = 1-p = 1-1/5 = 4/5 =0.8

● Find the probability that Peter gets exactly 4 questions correct.

6 4 (0.8)6−4 = 6 (0.2)4 (0.8)2 = 15 ∗ 0.0016 ∗ 0.64 = 0.01536
○ 𝑃 𝑋 = 4 = (0.2)
4 4

● Find the probability that Peter gets at least 2 questions correct.

○ 𝑃 𝑋 ≥ 2 = 1 − 𝑃 𝑋 < 2 = 1 − [P X = 0 + P(X = 1)]
6 0 (0.8)6 = 1 ∗ 0 ∗ 0.8 6 = 0.2621
○ P X = 0 = (0.2)
0
6
○ P X = 1 =
1
(0.2)1 (0.8)5= 6 ∗ 0.2 ∗ 0.3277 = 0.3932 = 0.3932.
○ Hence 𝑃 𝑋 ≥ 2 = 1 − 0.2621 + 0.3931 = 1 − 0.6552 = 0.3448
 DISCRETE: BINOMIAL DISTRIBUTION
● Example 20: Five fair coins are flipped. If the outcomes are assumed independent,
find the probability mass function of the number of heads obtained.
● If we let X equal the number of heads (successes) that appear, then X is a binomial
random variable with parameters (n = 5, p = ½). Hence, by 𝑃 𝑋 = 𝑥 = 𝑛𝑥 𝑝 𝑥 𝑞 𝑛−𝑥
1 0 1 5−0 1 0 1 5 1
5 5
● P X=0 = 0
= 0
=
2 2 2 2 32
1 1 1 5−1 1 1 1 4 5
5 5
● P X=1 = 1
= 0
=
2 2 2 2 32
1 2 1 5−2 1 2 1 3 10 X 0 1 2 3 4 5
5 5
● P X=2 = 2
= 0
=
2 2 2 2 32 1 10 10 1
3 1 5−3 3 1 2 P(X=x) 5 5
5 1 5 1 10
● P X=3 = 3
= 0
= 32 32 32 32 32 32
2 2 2 2 32
1 4 1 5−4 1 4 1 1 5
5 5
● P X=4 = 4
= 0
=
2 2 2 2 32
1 5 1 5−5 1 5 1 0 1
5 5
● P X=5 = 5
= 0
=
2 2 2 2 32
 DISCRETE: BINOMIAL DISTRIBUTION
● If X is a binomial random variable with parameters n and p, then
○ 𝐸 𝑋 = 𝑛𝑝
○ 𝑉𝑎𝑟 𝑋 = 𝑛𝑝(1 − 𝑝)

● Example 21: The probability is p = 0.80 that a patient with a certain disease will be
successfully treated with a new medical treatment. Suppose that the treatment is
used on 40 patients, what is the expected value of the number of patients who are
successfully treated?
● Let X be the number of patients who are successfully treated. Then X is a binomial
random variable with parameters n = 40 and p = 0.80.
● The expected value of X is 𝐸 𝑋 = 𝑛𝑝 = 40 ∗ 0.80 = 32
● The variance of X is 𝑉𝑎𝑟 𝑋 = 𝑛𝑝 1 − 𝑝 = 40 ∗ 0.80 ∗ 0.20 =?
● Therefore 32 patients are expected to be treated successfully.
 DISCRETE: BINOMIAL DISTRIBUTION
● Example 22: In a family, the number of children with blue eyes is a binomial random
variable X with n = 7 and p = 0.60. What is the variance for the number of children
with blue eyes?
● n = 7, p = 0.60 and q = 1 − 0.60 = 0.40.
● 𝑉𝑎𝑟 𝑋 = 𝑛𝑝 1 − 𝑝 = 7 ∗ 0.60 ∗ 0.40 =?

● Exercise: A football team wins each week with probability 0.6 and loses with
probability 0.4. If we suppose that the outcomes of their 10 games are independent,
what is the probability that they will win exactly 8 games?

● Exercise: It is known that screws produced by a certain company will be defective

with prob-ability.01, independently of one another. The company sells the screws in
packages of 10 and offers a money-back guarantee that at most 1 of the 10 screws is
defective. What proportion of packages sold must the company replace?
 DISCRETE: BERNOULLI DISTRIBUTION
● The Bernoulli random variable is a binomial random variable in which there is only one
trial with two possible outcomes: success and failure.
● The probability of success is p and the probability of failure is 1 − p.
● The Bernoulli random variable X is the number of successes (0 or 1) in a single trial.
● The difference between bernoulli and binomial random variables is the number of
trials n: for bernoulli n = 1 while for binomial n > 1.
● We write that 𝑋~𝐵𝑒𝑟 𝑝 .
● The p.d.f for bernoulli random variable is 𝑃 𝑋 = 𝑥 = 𝑝 𝑥 𝑞1−𝑥 for x=0,1
● Clearly the mean is 𝐸 𝑋 = 𝑝 and the variance is 𝑉𝑎𝑟 𝑋 = 𝑝(1 − 𝑝)
● Examples of Bernoulli random variables
○ The outcome of a single coin flip can be modeled using a Bernoulli distribution,

where success could be defined as landing heads and failure as tails.

○ A student without studying, guesses the answer for a multiple choice question.

○ A randomly chosen student in the class is left-handed.

 DISCRETE: MULTINOMIAL DISTRIBUTION
● The binomial experiment becomes a multinomial experiment if we let each trial have
more than two possible outcomes.
● The classification of a manufactured product as being light, heavy, or acceptable
● Rolling a six-sided dice. Each roll is a trial with six possible outcomes. If you roll the dice
15 times, the probability distribution of the various possible outcomes (1 through 6)
follows a multinomial distribution.
● The drawing of a card from a deck with replacement is also a multinomial experiment if
the 4 suits are the outcomes of interest.
● In general, if a given trial can result in any one of k possible outcomes E1, E2, ..., Ek with
probabilities p1, p2,.., pk, then the multinomial distribution will give the probability that
E1 occurs x1 times, E2 occurs x2 times, ..., and Ek occurs Xk times in n independent trials,
where X1 + X2 +……+ XK = n.
● We shall denote this joint probability distribution by f (X1,X2,……,XK; p1, p2,.., pk, n).
● Clearly, p1 + p2 +….+ pk = 1, since the result of each trial must be one of the k possible
outcomes.
 DISCRETE: MULTINOMIAL DISTRIBUTION
● The probability distribution of the multinomial random variable is
𝑛 𝑥 𝑥 𝑥 𝑛! 𝑥 𝑥 𝑥
○ f (X1,X2,……,XK; p1, p2,.., pk, n) = 𝑥1 ,𝑥2 ,….𝑥𝑘
𝑝1 1 𝑝2 2 … … 𝑝𝑘 𝑘 = 𝑝1 1 𝑝2 2 … … 𝑝𝑘 𝑘
𝑥1 ! 𝑥2 !….𝑥𝑘 !
● If n = 1 and k = 2, then the multinomial random variable becomes the bernoulli R.V.
● If n > 1 and k = 2, then we have the binomial R.V.
● Example 23: Suppose we have a bowl with 10 marbles - 2 red marbles, 3 green
marbles, and 5 blue marbles. We randomly select 4 marbles from the bowl, with
replacement. What is the probability of selecting no red marble, 2 green marbles and 2
blue marbles?
● Here n = 4 and k = 3. Let x1 = red, x2 = green and x3 = blue. Then
● P(X = x1) = p1 = 2/10 = 0.2, P(X = x2) = p2 = 3/10 = 0.3, P(X = x3) = p3 = 5/10 = 0.5.
4!
● 𝑃 𝑥1 = 0, 𝑥2 = 2, 𝑥3 = 2 = (0.2)0(0.3)2(0.5)2 = 6 ∗ 0.09 ∗ 0.25 = 0.135
0!∗2!∗2!
 DISCRETE: MULTINOMIAL DISTRIBUTION
● Example 24: A baseball player gets a hit with probability 0.3, a walk with probability
0.1, and an out with probability 0.6. If he bats 4 times during a game and we assume
that the outcomes are independent, what is the probability that he will get 1 hit, 1
walk, and 2 outs?
● The total number of trials is n = 4. There are k = 3 categories: hit, walk, and out.
● x1 = 1, x2 = 1, and x3 = 2.
4!
● Plugging in to our formula the answer is (0.3)1(0.1)1(0.6)2= 0.1296
1!∗1!∗2!

● Example 25: The output of a machine is graded excellent 70% of the time, good 20%
of the time, and defective 10% of the time. What is the probability that a sample of
size 15 has 10 excellent, 3 good, and 2 defective items?
● The total number of trials is n = 15. There are k = 3 categories: excellent, good, and
defective.
● We are interested in outcomes with x1 = 10, x2 = 3, and x3 = 2.
15!
● Plugging in to our formula the answer is (0.7)10 (0.2)3(0.1)2 =?
10!∗3!∗2!
 DISCRETE: MULTINOMIAL DISTRIBUTION
● Exercise: The complexity of arrivals and departures of planes at an airport is such that
computer simulation is often used to model the "ideal" conditions. For a certain airport
with three runways, it is known that in the ideal setting the following are the
probabilities that the individual runways are accessed by a randomly arriving
commercial jet: Runway 1: p1 = 2/9, Runway 2: p 2 = 1/6, Runway 3: p3 = 11/18.
● What is the probability that 6 randomly arriving airplanes are distributed in the following
fashion? Runway 1: 2 airplanes, Runway 2: 1 airplane, Runway 3: 3 airplanes

● Exercise: Consider a die with 1 painted on three sides, 2 painted on two sides, and 3
painted on one side. If we roll this die 10 times, what is the probability that we get five
1's, three 2's and two 3's?
 DISCRETE: HYPERGEOMETRIC
● We are interested in computing probabilities for the number of observations that fall
into a particular category.
● But in the case of the binomial distribution, independence among trials is required.
● As a result, if that distribution is applied to, say, sampling from a lot of items (deck of
cards, batch of production items), the sampling must be done with replacement of
each item after it is observed.
● On the other hand, the hypergeometric distribution does not require independence and
is based on sampling done without replacement.
● Applications for the hypergeometric distribution are found in many areas, with heavy
use in acceptance sampling, electronic testing, and quality assurance.
● In many of these fields, testing is done at the expense of the item being tested.
● That is, the item is destroyed and hence cannot be replaced in the sample.
● Thus, sampling without replacement is necessary.
● Imagine you have a deck of 52 cards, and you draw 5 cards without putting any back.
The probability of drawing exactly 3 aces can be modeled by a hypergeometric
distribution.
 DISCRETE: HYPERGEOMETRIC
● If a sample of size n is drawn without replacement from a population of size N of
which M have a specified characteristic or attribute, and hence N − M do not have the
specified attribute, then the number X of items with specified attributes, from this
sample, is the Hypergeometric Random Variable.
● A population of size N contains M ‘successes’ and N − M ‘failures’.
● The probability of exactly x successes in a random sample of size n is
𝑀 𝑁−𝑀
𝑥 𝑛−𝑥
𝑃 𝑋=𝑥 = 𝑁
𝑛
𝑁 𝑁!
● for values of x that depend on N, M, and n with 𝑛
=
𝑛! 𝑁−𝑛 !
● Examples of the Hypergeometric Random Variable
○ The number of students with an A grade in a sample of 20 students from the

mathematics class with 100 students out of which 40 have an A grade.

○ The number of bottles of spoiled wine in a sample of 5 bottles from a case of 15

bottles 3 of which contain spoiled wine.

 DISCRETE: HYPERGEOMETRIC
• Example 26: If we wish to find the probability of observing 3 red cards in 5 draws from
an ordinary deck of 52 playing cards, then binomial distribution does not apply unless
each card is replaced and the deck reshuffled before the next draw is made.
• To solve the problem of sampling without replacement, let us restate the problem.
• If 5 cards are drawn at random, we are interested in the probability of selecting 3 red
cards from the 26 available in the deck and 2 black cards from the 26 available in the
deck. We have N = 52, M = 26, n = 5, x = 3
• There are 26 3
ways of selecting 3 red cards, and for each of these ways we can
choose 2 black cards in 26 2
ways.
• Therefore, the total number of ways to select 3 red and 2 black cards in 5 draws is the
product 26 3
26
2
.
• The total number of ways to select any 5 cards from the 52 that are available is 52
5
• Hence, the probability of selecting 5 cards without replacement of which 3 are red and
𝑀 𝑁−𝑀 26 52−26 26 26
2 are black is given by 𝑃 𝑋 = 𝑥 = 𝑥 𝑛−𝑥
𝑁 = 3 5−3
52 = 3
52
2
= 0.3251
𝑛 5 5
 DISCRETE: HYPERGEOMETRIC
• Example 27: An industrial product is shipped in lots of 20.
• Testing to determine whether an item is defective is costly; hence, the manufacturer
samples production rather than using a 100% inspection plan.
• The sampling plan calls for sampling five items from each lot and rejecting the lot if
more than one defective is observed.
• (If the lot is rejected, each item in the lot is then tested to isolate the defectives.)
• If a lot contains four defectives, what is the probability that it will be accepted?
• Let x be the number of defectives in the sample.
• Then N = 20, M = 4, (N - M) = 16, and n = 5.
• The lot will be rejected if x = 2, 3, or 4. Then
4 16 4 16
71 455
• 𝑃 𝑎𝑐𝑐𝑒𝑝𝑡 𝑡ℎ𝑒 𝑙𝑜𝑡 = 𝑃 𝑥 ≤ 1 = 𝑃 0 + 𝑃 1 = 0
20
5
+ 1
20
4
= + = 0.7513
5 5 323 969
 DISCRETE: HYPERGEOMETRIC
• Example 28: Lots of 40 components each are deemed unacceptable if they contain
3 or more defectives.
• The procedure for sampling a lot is to select 5 components at random and to reject
the lot if a defective is found.
• What is the probability that exactly 1 defective is found in the sample if there are 3
defectives in the entire lot?
• Using the hypergeometric distribution with n = 5, N = 40, k = 3, and x = 1, we find the
probability of obtaining 1 defective to be
𝑀 𝑁−𝑀 3 37
• 𝑃 𝑋=1 = 𝑥
𝑁
𝑛−𝑥
= 1
40
4
= 0.3011
𝑛 5
• Once again, this plan is not desirable since it detects a bad lot (3 defectives) only
about 30% of the time.
 DISCRETE: HYPERGEOMETRIC
● If X is a hypergeometric random variable with parameters N, M and n, then
𝑀
○ 𝐸 𝑋 =𝑛
𝑁
𝑀 𝑁−𝑀 𝑁−𝑛
○ 𝑉𝑎𝑟 𝑋 = 𝑛
𝑁 𝑁 𝑁−1

● Example 29: A case of wine has 12 bottles, 3 of which contain spoiled wine. A sample
of 4 bottles is randomly selected from the case. Find the probability distribution for x,
the number of bottles of spoiled wine in the sample.
𝑀 𝑁−𝑀 9 9
● N = 12, n = 4, M = 3, and (N - M) = 9 then 𝑃 𝑋 = 1 = 𝑥 𝑛−𝑥
𝑁 = 𝑥 4−𝑥
12
𝑛 4
● The possible values for x are 0, 1, 2, and 3, with probabilities
3 9 3 9
● 𝑃 𝑋=0 = 0 4
12 = 0.25 • 𝑃 𝑋=2 = 2 2
12 = 0.22
4 4
3 9 3 9
● 𝑃 𝑋=1 = 1 3
12 = 0.51 • 𝑃 𝑋=0 = 3 1
12 = 0.02
4 4
 DISCRETE: HYPERGEOMETRIC
● What are the mean and variance of x?
𝑀 3
○ 𝐸 𝑋 =𝑛 =4 =1
𝑁 12
𝑀 𝑁−𝑀 𝑁−𝑛 3 9 12−4
○ 𝑉𝑎𝑟 𝑋 = 𝑛 =4 = 0.5455
𝑁 𝑁 𝑁−1 12 12 11

○ Exercise: A batch of 10 rocker cover gaskets contains 4 defective gaskets. If we draw

samples of size 3 without replacement, from the batch of 10, find the probability that a
sample contains 2 defective gaskets.
○ Exercise: A box contains 4 red balls and 10 blue balls. 5 balls are drawn at random
without replacement from this box.
○ What is the probability that exactly 2 red balls are drawn?

○ Find the probability that exactly 3 blue balls are drawn.

 DISCRETE: POISSON DISTRIBUTION
● The Poisson distribution is a discrete probability distribution for the counts of events
that occur randomly in a given interval of time (or space).
● The counts or events occur independently of one another.
● The expected number (the mean) of events per interval or space is denoted λ.
● Examples of Poisson RV
○ The number of machine breakdowns during a given day.
○ The number of hits on a web site in one hour.
○ The number of customer arrivals at a checkout counter during a given minute

○ The number of traffic accidents at a given intersection during a given time period.

○ The number of cars that pass through a toll booth in an hour

○ The number of misprints on a page (or a group of pages) of a book
○ The number of people in a community who survive to age 100
○ The number of wrong telephone numbers that are dialed in a day
○ The number of customers entering a post office on a given day
○ The number of vacancies occurring during a year in the federal judicial system
 DISCRETE: POISSON DISTRIBUTION
● In each example, x represents the number of events that occur in a period of time or
space during which an average of λ such events can be expected to occur.
● The only assumptions needed when one uses the Poisson distribution to model
experiments such as these are that the counts or events occur randomly and
independently of one another.
● A random variable X has a Poisson distribution if its pmf is given by
𝑒 −𝜆 𝜆𝑥
○ 𝑃 𝑋=𝑥 = ,𝑥 = 0, 1, 2, … . . ∞ where 0< λ < ∞ is a parameter, λ is the average
𝑥!
number of times that an event occurs in a certain period of time or space and e ≈
2.718282.
● We write 𝑋~𝑃𝑜𝑖𝑠(𝜆)
● The expected value and variance for a poisson RV are
○ 𝐸 𝑋 =𝜆

○ 𝑉𝑎𝑟 𝑋 = 𝜆
 DISCRETE: POISSON DISTRIBUTION
● Example 30: The mean number of bacteria in the single cell of a haemocytometer is
2. Let X be the number of bacteria actually observed in a cell. Find: P(X = 0), P(X = 3),
P(X > 2)
● X is a Poisson random with λ = 2. Therefore
𝑒 −𝜆 𝜆𝑥 𝑒 −2 2𝑥
● 𝑃 𝑋=𝑥 = = , 𝑥 = 0, 1, 2, 3 … . .
𝑥! 𝑥!
𝑒 −2 2𝑥 𝑒 −2 20
● 𝑃 𝑋=0 = = = 𝑒 −2 = 0.1353
𝑥! 0!
𝑒 2𝑥
−2 𝑒 23
−2 𝑒 −2 ∗8
● 𝑃 𝑋=3 = = = = 0.1804
𝑥! 3! 6
● 𝑃 𝑋>2 = 𝑃 𝑋 = 3 + 𝑃 𝑋 = 4 + 𝑃 𝑋 = 5 + ⋯ ≡ 1 − 𝑃(𝑋 ≤ 2)
○ 𝑃 𝑋 > 2 = 1 − [𝑃 𝑋 = 0 + 𝑃 𝑋 = 1 + 𝑃 𝑋 = 2 ]
○ 𝑃 𝑋 = 0 = 0.1353
𝑒 −2 2𝑥 𝑒 −2 21
○ 𝑃 𝑋=1 = = = 0.2706
𝑥! 1!
𝑒 2𝑥
−2 𝑒 20
−2
○ 𝑃 𝑋=2 = = = 0.2706
𝑥! 0!
○ 𝑃 𝑋 > 2 = 1 − 0.1353 + 0.2706 + 0.2706 = 1 − 0.6765 = 0.3235
 DISCRETE: POISSON DISTRIBUTION
● Example 31: Suppose that the number of typographical errors on a single page of
this book has a Poisson distribution with parameter λ = ½. Calculate the probability
that there is at least one error on this page.
● Letting X denote the number of errors on this page, we have
𝑒 −1/2 20
○ 𝑃 𝑋 ≥1 =1− 𝑃 𝑋 =0 = 1− = 0.393
0!

● Example 32: In the summer of 2001 there were 6 shark attacks in Florida with the
yearly average is 2. Is this unusual?
● The probability of six shark attacks under Poisson distribution is
𝑒 −2 6
○ 𝑃 𝑋=6 = = 0.01203
6!
○ There is a 1.2% chance of having 6 shark attacks in Florida, indeed this is
unusual
 DISCRETE: POISSON DISTRIBUTION
● Exercise: The average number of traffic accidents on a certain section of highway is
two per week. Assume that the number of accidents follows a Poisson distribution
with λ = 2.
● Find the probability of no accidents on this section of highway during a 1-week period.
● Find the probability of at most three accidents on this section of highway during a 2-
week period.

● Exercise(Binomial or Poisson?)
● Weak spots in a magnetic tape occur 2 in 5 metres. If a roll of 50 metres is obtained,
find the chance that we will have less than 3 weak spots.
● The chance that traffic lights will work is 0.9. If there have been 30 observations, find
the probability that the lights work only 20 times (or in 20 observations).
 SUMMARY OF DISCRETE RANDOM VARIABLES
Distribution f(x) Mean Variance

Bernoulli 𝑝 𝑥 𝑞1−𝑥 for x=0,1 𝑝 𝑝(1 − 𝑝)

Binomial 𝑛
𝑝 𝑥 𝑞 𝑛−𝑥 𝑛𝑝 𝑛𝑝(1 − 𝑝)
𝑥
for x=0,1, ….n
Multinomial 𝑛! 𝑥 𝑥 𝑥
𝑝1 1 𝑝2 2 … … 𝑝𝑘 𝑘
𝑥1 ! 𝑥2 ! … . 𝑥𝑘 !
Hypergeometric 𝑀
𝑥
𝑁−𝑀
𝑛−𝑥
𝑀 𝑀 𝑁−𝑀 𝑁−𝑛
𝑁 𝑛 𝑛
𝑛 𝑁 𝑁 𝑁 𝑁−1
for x=0,1, ….n
Poisson 𝑒 −𝜆 𝜆𝑥 𝜆 𝜆
,𝑥 = 0, 1, 2, … . . ∞
𝑥!
 RANDOM VARIABLES AND PROBABILITY
DISTRIBUTIONS
● Random variables are broadly classified into two types: Discrete and Continuous.
● Continuous Random Variables can take on any value within an interval.
■ Uniform
■ Normal Distribution
■ Standard Normal Distribution
■ Chi-Square Distribution
■ F Distribution
■ t Distribution
 CONTINUOUS: 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.
● For example, physical measurements in areas such as meteorological experiments,
rainfall studies, and measurements of manufactured parts are often more than
adequately explained with a normal distribution.
● In addition, errors in scientific measurements are extremely well approximated by a
normal distribution.
● The normal distribution is often referred to as the Gaussian distribution.
● In 1733, De Moivre discovered that whenever a random experiment is replicated, the
random variable that equals the average (or total) result over the replicates tends to
have a normal distribution as the number of replicates becomes large.
● A continuous random variable X having the bell-shaped distribution is called a normal
random variable.
 CONTINUOUS: NORMAL DISTRIBUTION
● The mathematical equation for the probability distribution of the normal variable
depends on the two parameters µ and σ, its mean and standard deviation, respectively.
● We say that X is a normal random variable (or simply that X is normally distributed) with
parameters µ and σ2 if the p.d.f of X is given by:
1
1 − 2 (𝑥−𝜇)2
○ 𝑓 𝑥 = 𝑒 2𝜎 −∞ < x < ∞, where 𝜋
= 3.14159 and e = 2.71828
𝜎 2𝜋
● The density function of the normal random variable gives a bell-shaped curve that is
symmetric about µ.
● The total area under the curve is 1.
● By symmetry, the area under the curve to the right of µ equals the area under the curve
to the left of µ, and it is ½.
● The Mean, Median and Mode are equal.
● Example 33: Human body temperatures are often normally distributed. If the average
body temperature is 98.6°F with a standard deviation of 0.7°F, then the distribution of
temperatures in a healthy population can be modeled by a normal distribution.
 CONTINUOUS: NORMAL DISTRIBUTION
● If X has a normal distribution with parameters µ and σ2 , then we write 𝑋~𝑁 𝜇, 𝜎 2 .
● Then 𝐸 𝑋 = 𝜇 and 𝑉𝑎𝑟 𝑋 = 𝜎 2

• The shape of the distribution is determined by σ,

the population standard deviation.
• Large values of σ reduce the height of the curve
and increase the spread; small values of σ
increase the height of the curve and reduce the
 CONTINUOUS: STANDARD NORMAL DISTRIBUTION
● To find the probability that a normal random variable x lies in the interval from a to b, we
need to find the area under the normal curve between the points a and b.
● However, there are an infinitely large number of normal distributions— one for each
different mean and standard deviation.
● A separate table of areas for each of these curves is obviously impractical.
● Instead, we use a standardization procedure that allows us to use the same table for all
normal distributions.
● To standardize a normal random variable x, we express its value as the number of
standard deviations σ it lies to the left or right of its mean µ.
● Let variable X be normally distributed with mean µ and standard deviation σ.
𝑋−𝜇
● Let 𝑍 = 𝑜𝑟 𝑒𝑞𝑢𝑖𝑣𝑎𝑙𝑒𝑛𝑡𝑙𝑦 𝑥 = 𝜇 + 𝑍𝜎
𝜎
● Then Z is standard normal with mean 0 and standard deviation 1. We write Z~𝑁 0,1
1
1 −2𝑧 2
● The density function for Z is 𝑓 𝑧 = 𝑒 −∞ < x < ∞, where 𝜋 = 3.14159 and e =
2𝜋
2.71828
CONTINUOUS: STANDARD NORMAL DISTRIBUTION
● When you look at the formula,
○ When x is less than the mean , the value of z is negative.
○ When x is greater than the mean j, the value of z is positive.
○ When x = µ, the value of z = 0.
● Example 34: In standardized testing like the SAT, scores are often converted to a
standard normal distribution to compare a student's performance relative to others.
The standard normal curve is symmetric about z = 0.
● The values of z to the left of centre are negative.
● The values of z to the right of centre are positive.
● The total area under the curve is 1.
● We will use the z table to find probabilities. z

● The area under the standard normal curve to the left of a specified value of z is the
probability P(Z ≤ z ).
● Therefore, to calculate P(Z ≤ z ) which is the area to the left of a z -value, we find the
area directly from z table.
CONTINUOUS: STANDARD NORMAL DISTRIBUTION
● How to Use Standard Normal Table to Calculate Probabilities under the Standard Normal
Curve
○ To calculate the area to the left of a z-value, find the area directly from Standard Normal Table
• Example 35: Find P(Z ≤ 1.75)
• P(Z ≤ 1.75)= 0.95994
CONTINUOUS: STANDARD NORMAL DISTRIBUTION
○ To calculate the area to the right of a z-value, find the area in Standard Normal Table ,
and subtract from 1.
○ Example 36: Find P(Z ≥ 1.32).

P(Z ≥ 1.32)
= 1 − P(Z ≤ 1.32)
= 1 − 0.9066 = 0.0934.
CONTINUOUS: STANDARD NORMAL DISTRIBUTION
○ To calculate the area between two values of z, find the two areas in Standard Normal
Table , and subtract one area from the other
○ P(z1 ≤ Z ≤ z2) = P(Z ≤ z2) − P(Z ≤ z1).
• Example 37: Find P(0.26 ≤ Z ≤
1.36)
• P(0.26 ≤ Z ≤ 1.36)
• = P(Z ≤ 1.36) − P(Z ≤ 0.26)
• = 0.9131 − 0.6026 = 0.3105.
• To find the area to the left of a negative z value we read this in the page for negative
values.
• If this page is not provided, we use symmetry and observe that P(Z < −z ) = P(Z > z ).
• Example 38: Find P(Z < −1.25) = P(Z > 1.25) = 1 − P(Z < 1.25) = 1 − 0.8944 = 0.1056.
CONTINUOUS: STANDARD NORMAL DISTRIBUTION
● Example 39: Given a standard normal distribution, find the area under the curve that
lies
● to the right of z = 1.84
○ The area (a) to the right of z = 1.84 is equal to 1 minus the area in Standard normal
table to the left of z = 1.84, namely, 1 - 0.9671 = 0.0329.
● between 2 = -1.97 and z = 0.86.
○ The area (b) between z = -1.97 and z = 0.86 is equal to the area to the left of z =
0.86 minus the area to the left of z = -1.97.
○ From Standard normal table we find the desired area to be 0.8051 - 0.0244 =
0.7807.
CONTINUOUS: STANDARD NORMAL DISTRIBUTION
● To find an area for a normal random variable X with mean µ and standard deviation σ,
𝑋−𝜇
standardise the interval in terms of 𝑍 = the standard normal random variable.
𝜎
● Then proceed into using the z table as before.
● Example 40:Let X be a normally distributed random variable with mean 10 and
standard deviation 2. Find the probability that x lies between 11 and 13.6.
11−10 𝑋−𝜇 13.6−10
● 𝑃 11 ≤ 𝑋 ≤ 13.6 = 𝑃 ≤ ≤ = 𝑃 0.5 ≤ 𝑍 ≤ 1.8
2 𝜎 2
● = 𝑃 𝑍 ≤ 1.8 − 𝑃 𝑍 ≤ 0.5 = 0.9641 − 0.6915 = 0.2726
● Example 41: Suppose we know that the birth weight of babies is normally distributed
with mean 3500g and standard deviation 500g . What is the probability that a baby is
born that weighs less than 3100g ?
𝑋−𝜇 3100−3500
● 𝑃 𝑋 < 3100 = 𝑃 ≤ = 𝑃 𝑍 ≤ −0.8 = 𝑃 𝑍 > 0.8
𝜎 500
● = 1 − 𝑃 𝑍 < 0.8 = 1 − 0.7881 = 0.2119
CONTINUOUS: STANDARD NORMAL DISTRIBUTION
● Example 42: Given a random variable X having a normal distribution with µ = 50 and σ
= 10, find the probability that X assumes a value between 45 and 62.
● The z values corresponding to x1 = 45 and x2 = 62 are
45−50 62−50
● 𝑧1 = = −0.5 and 𝑧2 = = 1.2
10 10
● Therefore, P(45 < X < 62) = P(-0.5 < Z < 1.2).
● This area may be found by subtracting the area to the left of z=-0.5 from the entire left
of z = 1.2
● P(45 < X < 62) = P(-0.5 < Z < 1.2) = P(Z < 1.2) - P(Z < -0.5)= 0.8849 - 0.3085 = 0.5764.
CONTINUOUS: STANDARD NORMAL DISTRIBUTION
● Using the Normal Curve in Reverse
● Sometimes, we are required to find the value of z corresponding to a specified
probability that falls between values listed in Standard Normal Table.
● For convenience, we shall always choose the z value corresponding to the tabular
probability that comes closest to the specified probability.
● The preceding two examples were solved by going first from a value of x to a z value
and then computing the desired area.
● In next examples, we reverse the process and begin with a known area or probability,
find the z value.
● Example 43: Given a standard normal distribution, find the value of k such that
○ P(Z > k) = 0.3015 = 1 - P(Z<k)
○ Therefore, we have P(Z<k) = 1 - 0.3015 = 0.6985
○ From the table, we find that k = 0.52
 CONTINUOUS: STANDARD NORMAL DISTRIBUTION
● Example 44: Find the value of z0 such that P(Z ≤ z0) = 0.8900.

• Therefore we will pick the

z0 as the value between
1.22 and 1.23 which will
be 1.225
 CONTINUOUS: STANDARD NORMAL DISTRIBUTION
● Exercise
● Find P(Z < −0.76).
● Compute P(Z ≥ 1.18).
● Find the value of z0 such that P(Z > z0) = 0.6647.
● Find the value of z0 such that P(Z > z0) = 0.95.
● Calculate P(−0.64 ≤ Z ≤ 0.44).
● Family income of a certain city is normally distributed with mean K 25000 and
standard deviation MK 10000. If poverty level is MK 10000, what percentage of the
population lives in poverty?
● A certain type of storage battery lasts, on average, 3.0 years with a standard deviation
of 0.5 year. Assuming that battery life is normally distributed, find the probability that
a given battery will last less than 2.3 years.
● An electrical firm manufactures light bulbs that have a life, before burn-out, that
● is normally distributed with mean equal to 800 hours and a standard deviation of 40
hours. Find the probability that a bulb burns between 778 and 834 hours.