Standard Distributions

Discrete distributions: 1. Binomial distribution

2. Poisson distribution
3. Geometric distribution

Continuous distributions: 1. Normal distribution

2. Exponential distribution
3. Gamma distribution
4. Weibull distribution
Binomial distribution:

Consider a trial in which there are only two possible out-comes, say, a success or
a failure. Let the probability of success in a single trial be p and that of failure be
q (  1  p ) , since the two outcomes are mutually exclusive. Let the trial be repeated
independently for n times.

Therefore, the probability of ‘x’ successes in ‘n’ trials is given by

x n x
P ( x success)  P ( X  x)  nC x p q , x  0,1,2,..., n, p  q  1 .
Here, n and p are called parameters of binomial distribution.

Application of Binomial distribution:

1. Quality control measures and sampling process in industries to classify items as

defective or non-defective
2. Medical applications as success or failure of a surgery.
3. Military applications as hit or miss of a target.

n
Mean of a Binomial distribution = E ( X )   xP( x )  np
x 0
Variance of a Binomial distribution = npq
Standard deviation of a Binomial distribution = npq
Moment generating function of a binomial distribution
n
M X (t )  E[e tX ]   e tX P( x)  (q  pe t ) n
x0

Problems:
 4
1. The mean and variance of a binomial distribution are 4 and . Find P ( X  1).
3
Solution: We know that mean of binomial distribution = np and variance =
npq
Given: np = 4 --------(1)
npq = 4 --------(2)
3
( 2) npq 4 1
 = 3  q
(1) np 3
4
2
We know that, p  q  1  p  1 q  p
3
Substituting p in (1) n  6
Now, P ( X  1)  1  P (0)
= 1- nC 0 p 0 q 6  0
= 1 q6
6
= 1    = 0.998
1
3
2. A machine manufacturing screws is known to produce 5% defective. In a random
sample of 15 screws, what is the probability that there are (i) exactly three
defectives (ii) not more than three defectives.

Solution: Given : p  5%  0.05 , n  15

q  1  p  0.95
i) P(exactly three defectives) = P(3) = nC 3 p 3 q n  3
= 15C 3 (0.05) 3 (0.95)12 =
455(0.000125)(0.54036) = 0.0307

ii) P(not more than 3 defectives)

= P ( X  3)
= P(0) + P(1) + P(2) + P(3)
= 15 C 0 (0.05) 0 (0.95)15 + 15C1 (0.05)1 (0.95)14 +
15C 2 (0.05) 2 (0.95)13 + 15C 3 (0.05) 3 (0.95)12
= 0.4632 + 0.3657 + 0.1347 + 0.030733
= 0.994
3.In a large consignment of electric bulbs 10% are defective. A random sample of
20 is taken for inspection. Find the probability that (i) All are good bulbs (ii) At
most there are 3 defective bulbs (iii) Exactly there are three defective bulbs.
Solution : Given : p  10 %  0.1 , n  20
q  1  p  0.9
i) P(all are good bulbs) = P( none are defective) = P(0) = 0.1216
ii) P( atmost there are 3 defective bulbs) = P ( X  3)
= P(0) + P(1) + P(2) + P(3)
= 0.1215 + 0.27 + 0.285 + 0.19
 = 0.8666
iii) P( exactly 3 defective bulbs) = P(3) = 0.19

3. An irregular six faced die is thrown and the expectation that in 10 throws it will
give 5 even num
4. bers is twice the expectation that it will give 4 even numbers. How many times in
10,000 sets of 10 throws each, would you expect it to give even number.
Solution: Given: n = 10
P( getting 5 even number) = 2  P ( getting 4 even number)
 P(5) = 2 P(4)
 10 C p 5 q 5 = 2 10 C p 4 q 6
5 4
p q
 
5 3
 3 p  5q  5(1  p )
5 3
 8p  5  p and q 
8 8
Therefore, P( getting ‘x’ even number) = P(x)
x 10  x
= 10C x    
5 3
8 8
Now, the required number of times that in 10,000 sets of 10 throws each we get
no even number = 10,000  P (0)
10
= 10,000   
3
1
8

5. 6 dice are thrown 729 times. How many times do you expect at least three dice to
show a five or a six?

2 1
Solution : p = probability of getting 5 or 6 with one die =  , n = 6, N = 729
6 3
2
q  1 p 
3
P( atleast 3 dice showing 5 or 6) = P ( X  3)
= P(3) + P(4) + P(5) + P(6)
3 3 4 2 5 1 6 0 233
= 6 C 3     + 6 C 4     + 6 C5     + 6 C 6     = 6
1 2 1 2 1 2 1 2
3  3  3  3  3  3  3  3 3

6. 10 coins are thrown simultaneously. Find the probability of getting atleast 7

heads.
 1 1
Solution: Given : p  , q  1  p  , n = 10
2 2
P( getting atleast 7 heads) = P ( X  7) = P(7) + P(8) + P(9) + P(10) = 0.171875

7. In 256 sets of twelve tosses of a coin, in how many cases may one expect eight
heads and four tails?
1
Solution: Given : p  probabilit y of getting a head in a sin gle toss  ,
2
1
q  1 p  ,
2
Number of tosses n = 12
Number of sets N = 256
P(getting eight heads and four tails) = P(getting 8 heads and 4 tails is equivalent
to getting of 8 heads automatically the
remaining 4 will be tails)
= P( getting 8 heads) = P(8)
8 4
= 12C8    
1 1
2 2

8 4
In 256 sets, of getting 8 heads and 4 tails = 256  1 1
12 C8     = 31 times.
2 2

8. Find ‘p’ for a binomial random variate ‘X’ if n = 6 and if 9P( X = 4) = P(X =2).
Solution: Given : 9 P( X = 4) = P(X =2)
9 6C 4 p 4 q 2 = 6C 2 p 2 q 4
 9 p 2  q 2 = (1  p ) 2
 8 p2  2 p 1  0
1
 p = 0.25, q  0.75.
4

9. If on the average rain falls on 10 days in every 30 days, obtain the probability that
rain will fall on at least 3 days of a given week.
10 1 2
Solution: Given: p = probability of rainfall =  , q  1 p  , n = 7
30 3 3
P( rain fall on x days in a week) = P ( X  3) = P(3) + P(4) + P(5) + P(6) + P(7)
= 0.4293

10. Four coins are tossed simultaneously. What is the probability of getting (i) 2
heads (ii) atleast 2 heads ?
1 1
Solution: Given: p = , q  1 p  , n=4
2 2
3
i) P( 2 heads ) = P( X  2) =
8
 11
ii) P( atleast 2 heads ) = P ( X  2) = P(2) + P(3) + P(4) =
16

11. The probability that a patient recovers from a disease is 0.3. If 18 people are
affected from this disease, what is the probability that (i) atleast 3 survive (ii)
exactly 6 survive (iii) 4 to 7 survive?
Solution: Given: p =0.3, q  1  p  0.7 , n = 18
i) P(atleast 10 survive) = P ( X  10) = 1- P ( X  10)
= 1- [P(X=0) + …..+P(X=9)]
= 0.021
ii) P( exactly 6 survive) = P(X = 6) = 0.1873
iii) P( 4 to 7 survive) = P(4) + P(5) + P(6) + P(7) = 0.6947

12. The probability of a component failure is 0.05. Out of 14 components what is the
probability that (i) atmost 3 will fail (ii) atleast 3 will fail?
Solution: Given: p =0.05, q  1  p  0.95 , n = 14
i) P(atmost 3 components fail) = P(0) + P(1) + P(2) + P(3) = 0.9958

ii) P( atleast 3 will fail) = 0.0301

13. Four coins were tossed on a table 100 times. The number of heads (x) fallen in
each of the 100 times was noted. The results are :

X 0 1 2 3 4
F 5 29 36 25 5
Fit a binomial distribution of the observed data.
0  29  72  75  20
Solution: Given : n = 4, mean = = 1.96. We know that mean
100
= np = 1.96
 4p = 1.96  p = 0.49, q = 0.51
Therefore, the theoretical frequencies are given by the terms in the expansion of
binomial series (q  p) n  q n  nC1 q n 1 p1  ....  nC x q n  x p x
 (0.51  0.49) 4 =
(0.51) 4  4(0.51) 3 (0.49)  6(0.51) 2 (0.49) 2  4(0.51)(0.49) 3  (0.49) 4
The relative frequencies are 0.07, 0.26, 0.37, 0.24, 0.06
Therefore, the theoretical frequencies are obtained by multiplying the total frequency
100.
They are 7, 26, 37, 24, 6.

Poisson distribution

Poisson distribution is a limiting case of binomial distribution under the assumptions

i) The number of trials ‘n’ should be indefinitely large, i.e, n   .
ii) np   , should be finite where  is a constant.

The probability distribution of a Poisson random variable X, representing the number of

outcomes occurring in a given time interval or specified region represented as t is,
e  t (t ) x
P( X  x)  , x = 0,1,2,…
x!
Where  is the average number of outcomes per unit time or region.

Mean and variance of the Poisson distribution is  .

Problems:

1. Find the probability that atmost 5 defective fuses will be found in a

box of 200 fuses if experiences show that 2% of such fuses are defective.
2
Solution : Given: p =2% =  0.02 , n = 200
100
Mean  = np = 200 (0.02) = 4.
P(atmost 5 defective fuses) = P ( X  5) = P(0) + P(1) + P(2) + P(3) + P(4) + P(5)
4 0 4 1 4 2 4 3 4 4 4 5
= e 4 + e 4 +e 4 +e 4 + e 4 +e 4
0! 1! 2! 3! 4! 5!
2 3 4 5
= e  4 [1  4  4  4  4  4 ]
1! 2! 3! 4! 5!
= 0.785

1
2. In a certain factory turning screws there is a small chance of for
500
any screw to be defective. The screws are in pouches of 10. Use Poisson distribution to
calculate the approximate number of pouches containing (i) no defective (ii) one
defective (iii) 2 defective screws respectively in a consignment of 10,000 packets.
1
Solution : Given: p = , n = 10, N = 10,000
500
 1 1
Mean  = np = 10    0.02 .
500 50
e 0.02 (0.02) 0
i) P(no defective) = P(0) = = 0.980198
0!
The total number of packets containing no defective blades in a consignment of
10,000 packets = N  P(no defective)
= 10,000 (0.980198) = 9802 packets
0.02
(0.02)1
ii) P(one defective) = P(1) = e = 0.01960
1!
Number of packets containing one defective = N  P(one defective)
= 10,000 (0.01960) = 196 packets

e 0.02 (0.02) 2
iii) P(2 defective) = P(2) = = 0.000196
2!
Number of packets containing 2 defective = N  P(2 defective)
= 10,000 (0.000196) = 2 packets

3. It is known that probability that an item produced by a certain

machine will be defective is 0.01. By applying poisson’s approximations, show that the
probability that a random sample of 100 items selected at random from the total ouput
will contain not more than one defective item.
Solution : Given: p =0.01, n = 100.
Mean  = np = 100  0.01 = 1
2
P( not more than one defective item) = P( X  5) = P(0) + P(1) = .
e

4. Six coins are tossed 6400 times. Using the poisson distribution, what
is the approximate probability of getting six heads 10 times.
Solution : Given: n = 6400,
1
Probability of getting one head with one coin = .
2
6 1
Probability of getting six heads with six coins p =   =
1
2 64
1
Mean  = np = 6400 
64
= 100
e100 (100)10
Probability of getting six heads in 10 times =
100!

5. Using poisson distribution , find the probability that the ace pf spades
will be drqwn from a pack of well shuffled cards atleast once in 104 consecutive trials.
Solution : Given: n = 104,
1
Probability of the ace of spades = .
52
1
Mean  = np = 104  52
=2
 P(atleast once) = P(1) + P(2) + ….+ P(104)
= 1 – P(0)
e 2 ( 2) 0
= 1- = 0.864
0!

6. Out of 1000 balls 50 are red and the rest white. If 60 balls are picked
at random, what is the probability of picking up 3 red balls.
Solution : Given: n = 60,
50 1
Probability of driving a red ball =  .
1000 20
1
Mean  = np = 60  20
=3
3 3
P(3 red balls) = P(3) = e (3) = 0.2241
3!

7. The monthly breakdowns of a computer are a RV having a poisson

distribution with mean equal to 1.8. Find the probability that this computer will function
for a month (a) without a breakdown (b) with only one break down (c) with atleast one
breakdown.
Solution : Given: Mean  = 1.8
e 1.8 (1.8) 0
a) P(without a break down) = P(0) = = 0.1653
0!
1.8
(1.8)1
b) P(with only one break down) = P(1) = e = 0.2975
1!
c) P( with atleast one break down) = P ( X  1) = 1- P ( X  0) = 0.8347

8. Fit a poisson distribution for the following distribution:

X 0 1 2 3 4
F 122 60 15 2 1

Solution:

X 0 1 2 3 4
F 122 60 15 2 1
fx 0 60 30 6 4

 fx 100
Mean    = 0.5
f 200
Theoretical frequencies are given by f ( x)  N  P ( X  x )
0.5
(0.5) x
= 200 e
x!
200  e 0.5 (0.5) 0
Now, f (0)   121 ,
0!
 200  e 0.5 (0.5)1
f (1)   61
1!
200  e 0.5 (0.5) 2
f ( 2)   15
2!
200  e 0.5 (0.5) 3
f (3)  3
3!
200  e 0.5 (0.5) 4
f (4)  0
4!

THE NORMAL DISTRIBUTION :

A random variable X is said to possess normal distribution with mean  and variance 2 ,
if its probability density function can be expressed of the form,
( x μ) 2
1 
f ( x)     x  
2
e 2σ ,
σ 2π
The standard notation used to denote a random variable to follow normal distribution
with appropriate mean and variance is, X ~ N( , 2 )

STANDARD NORMAL DISTRIBUTION :

If a random variable X follows normal distribution with mean  and variance 2 , its
X μ
transformation Z  σ follows standard normal distribution (mean 0 and unit

variance)
1 2
f ( z)  e -z /2
,    z  
2π
The distribution function of the standard normal distribution
z x2
1 2
F ( z)   e dx
-  2π
1. The weekly wages of 1000 workmen are normally distributed around a mean of Rs. 70
with a S.D. of Rs. 5. Estimate the number of workers whose weekly wages will be (i)
between Rs. 69 and Rs. 72, (ii) less than Rs. 69, (iii) More than Rs. 72.
 Solution: Given :   70 ,   5
i) P (69  X  72) =?
X  69  70
z
When X = 69,  = 5 = -0.2
X  72  70
z
When X = 72,  = 5 = 0.4
P (69  X  72) = P (0.2  z  0.4)
= P (0.2  z  0) + P(0  z  0.4)
= P(0  z  0.2) + P (0  z  0.4)
= 0.0793 + 0.1554
= 0.2347
Out of 1000 workmen, the number of workers whose wages lies between Rs. 69 and
Rs. 72 = 1000  P(69  X  72) = 1000  0.2347 = 234.7  235
ii) P ( X  69) = ?
X  69  70
z
When X = 69,  = 5 = -0.2
P ( X  69) = P ( z  0.2)
= 0.5 - P(0  z  0.2)
= 0.5 – 0.0793
= 0.4207
Out of 1000 workmen, the number of workers whose wages are less than Rs. 69
= 1000  P ( z  0.2) = 1000  0.4207 = 420.7  421
iii) P ( X  72) =?
X  72  70
z
When X = 72,  = 5 = 0.4
P ( X  72) = P ( z  0.4)
= 0.5 - P(0  z  0.4)
= 0.5 – 0.1554
= 0.3446
Out of 1000 workmen, the number of workers whose wages are greater than Rs. 72
= 1000  P ( z  0.4) = 1000  0.3446 = 344.6  345

2. The mean inside diameter of a sample of 200 washers produced by a machine is

0.502cm and S.D. is 0.005cm. The purpose for which these washers are intended allows
a maximum tolerance in diameter of 0.496 cm to 0.508 cm. otherwise the washers are
considered defective. Determine the percentage of defective washers produced by the
machine, assuming the diameter’s are normally distributed.
Solution: Given:   0.502 ,   0.005
P(0.496  X  0.508) =?
X  0.496  0.502
z
When X = 0.496,  = 0.005 = -1.2
 X  0.508  0.502
z
When X = 0.508,  = 0.005 = 1.2
P(0.496  X  0.508) = P (1.2  z  1.2)
= P( 1.2  z  0) + P (0  z  1.2)
= P (0  z  1.2) + P (0  z  1.2)
= 2 P (0  z  1.2) = 2 (0.3849)
= 0.7698
Percentage of non defective washers = 0.7698  100 = 76.98%
Percentage of defective washers = 100 – 76.98 = 23.02%

3. A manufacturer produces air mail envelopes where weight is normal with mean
  1.950 gm and S.D.   0.025 gm. The envelopes are sold in lots of 1000. How
many envelopes in a lot may be heavier than 2 grams?
Solution: Given:   1.950 gm ,   0.025 gm.
P ( X  2) = P ( z  2) = 0.0228
The number of envelopes heavier than 2 = 1000  P( z  2) =1000  0.0228  23

4. Assuming that the diameters of 1000 brass plugs taken consecutively from a machine
form a normal distribution with mean 0.7515 cm and S.D 0.0020 cm, how many of the
plugs are likely to be rejected if the approved diameter is 0.752  0.004 cm.
Solution: Given:   0.7515 ,   0.0020
P(0.748  X  0.756) = = 0.9477
The number of plugs of approved diameters = 1000 (0.9477)  948

5. In a test on 2000 electric bulbs, it was found that the life of a particular bulb, was
normally distributed with an average life of 2040 hours and S.D. of 60 hours. Estimate
the number of bulbs likely to burn for (i) more than 2150 hours, (ii) less than 1950
hours and (iii) more than 1920 hours but less than 2160 hours.
Solution: Given:   2040 ,   60
i) P( X  2150) = P ( z  1.833) = 0.0336
The number of bulbs = 2000 (0.0336)  67
ii) P( X  1950) = P ( z  1.5) = 0.0668
The number of bulbs = 2000 (0.0668)  134
iii) P(1920  X  2160) = P (2  z  2) = 0.9546
The number of bulbs = 2000 (0.9546)  1909

6. The mean weight of 500 students is 151 lb and the standard deviation is 15 lb.
Assuming that the weights are normally distributed, find how many students weight
between 120 and 155 lb.
Solution : The number of students who weigh between 120 and 155 lb is 293.
 Exponential distribution:

A continuous random variable ‘X’ is said to follow an exponential distribution with

  x
e ,x  0
parameter   0 if its probability density function is given by f ( x)  

 0 , otherwise
Note:

The exponential distribution is the probability distribution of the time between events in a Poisson

point process, i.e., a process in which events occur continuously and independently at a constant
average rate

Application of Exponential distribution:

Time to failure of a component and time between arrivals can be modeled using
exponential distribution.


tx
Moment generating function of Exponential distribution: M X (t )   e f ( x) dx
0
 r
=   
t
r 0   
Memoryless property of the Exponential distribution:

 It usually refers to the cases when the distribution of a "waiting time" until a certain event,
does not depend on how much time has elapsed already. If X is exponentially distributed
then P( X  s  t X  s) = P ( X  t ) , for any s, t  0

Problems:

1. The time (in hours) required to repair a machine is exponentially distributed with
1
parameter   . (a) What is the probability that the repair time exceeds 2h?
2
b) What is the conditional probability that a repair takes at 11 h given that its direction
exceeds 8h?
Solution:
Let X represents the time to repair the machine. Then the density function of X is given
1
x
by f ( x )  e  x = 1 e 2 , x  0.
2

 x 
1
1 x 1 e 2 
a) P ( X  2) =  e 2 dx =   = e 1
22
2  1 
 2  2

 x 
1
 x 1 e 2 
b) P ( X  11 X  8)  P ( X  3) =  1 e 2 dx =   = e 1.5
32 2  1 
 2  3
2. Find the probability that such a watch will (i) have to be set in less than 24 days and (ii)
not have to be reset in atleast 180 days with mean 120 days.
Solution:
1 1
Let X be the random variable mean = 120   120 
 120
1
x
The pdf of X is given by f ( x )  e  x = 1 e 120 , x  0 .
120
24
 x 
1
24 x 1  e 120 
a) P( X  24) =  1 e 120 dx =   = 0.1813
0 120 120   1 
 120  0

 x 
1
 1 x 1  e 120 
b) P ( X  180) =  e 120 dx =   =0.2231
180 120
120   1 
 120 180

3. The mileage which car owners get with certain kind of radial tyre is a RV having an
exponential distribution with mean 4,000 km. Find the probabilities that one of these
tires will last (i) at least 2,000 km (ii) at most 3,000 km.
Solution: Let X denote the mileage obtained with the tire.
1
1 x
Then , f ( x )  e  x = e 4000 , x  0
4000
1 
 1 x  x 
i) P ( X  2000) =  e 4000 dx =  e 4000


 = 0.6065
2000 4000
  2000

1 x
3000
3000 1 x  
b) P( X  3000) =  e 4000 dx =  e 4000  =0.5270
0 4000  0

4. In a construction site, 3 lorries unload materials per hour, on an average. What is the
probability that the time between arrival of successive lorries will be (a) atleast 30
minutes (b) less than 10 minutes.
Solution: Let X represent an exponential variate
Then, f ( x)  e x = 3e 3 x , x  0
a) Probability that the time between arrival of successive lorries equal to 30

1 3e  3 x dx
minutes or an hour is = 1 = 0.223
2
2
1
6
b) Required probability =  3e  3 x dx = 0.393
0
5. The pdf of the length of the time that a person speaks over phone is
 x

f ( x )   Be 6 , x  0 What is the probability that the person will talk for (a) more
 0 , otherwise

than 8 minutes (b) less than 4 minutes (c) between 4 and 8 minutes.
 x

Solution:  f ( x ) dx =  Be 6 dx =1
0 0
1
 B=
6
x
 8
(a) P ( X  8) =  1 e 6 dx =e 6 = 0.2635
06
x
4
(b) P( X  4) =  1 e 6 dx = 0.4865
06
x
8
(c) P(4  X  8) =  1 e 6 dx = 0.2499
46