Program : B.

Tech
Subject Name: Mathematics III
Subject Code: BT-401
Semester: 4th
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Module 5:

Concept of Probability: Probability Mass Function, Probability density

fu tio . Dis ete Dist i utio : Bi o ial, Poisso ’s. Co ti uous Dist i utio :
Normal distribution, Exponential distribution.

Concept of Probability

In general:

Number of ways it can happen

Probability of an event happening = Total number of outcomes

Example: the chances of rolling a "4" with a die

Number of ways it can happen: 1 (there is only 1 face with a "4" on it)

Total number of outcomes: 6 (there are 6 faces altogether)

1
So the probability =
6

Example: there are 5 marbles in a bag: 4 are blue, and 1 is red. What is the
probability that a blue marble gets picked?

Number of ways it can happen: 4 (there are 4 blues)

Total number of outcomes: 5 (there are 5 marbles in total)

4
So the probability = = 0.8
5

Words:-

Some words have special meaning in Probability:

Experiment or Trial: an action where the result is uncertain.

Tossing a coin, throwing dice, seeing what pizza people choose are all
examples of experiments.

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Sample Space: all the possible outcomes of an experiment .It is denoted by by

capital letter such as .

Example: choosing a card from a deck

There are 52 cards in a deck (not including Jokers)

So the Sample Space is all 52 possible cards: {Ace of Hearts, 2 of Hearts, etc... }

The Sample Space is made up of Sample Points:

Sample Point: just one of the possible outcomes

Example: Deck of Cards

 the 5 of Clubs is a sample point

 the King of Hearts is a sample point

"King" is not a sample point. As there are 4 Kings that is 4 different sample
points.

Event: a single result of an experiment

Example Events:

 Getting a Tail when tossing a coin is an event

 Rolling a "5" is an event.

An event can include one or more possible outcomes:

 Choosing a "King" from a deck of cards (any of the 4 Kings) is an event

Rolling an "even number" (2, 4 or 6) is also an event

Random Variable:

A real valued function defined on a sample space is called a Random Variable

or a Discrete Random Variable.

A Random Variable assumes only a set of real values & the values which
variable takes depends on the chance.

For Example:

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a) X takes only a set of discrete values 1,2,3,4,5,6.

b) The values which x takes depends on the chance.
The set values 1,2,3,4,5,6 with their probabilities 1/6 is called the Probability
Distribution of the variate x.

Continuous Random Variable:

When we deal with variates like weights and temperature then we know that
these variates can take an infinite number of values in a given interval. Such
type of variates are known as Continuous Random Variable.
OR
A Variable which is not discrete i.e. which can take infinite number of values
i a gi e i te al a , is alled Continuous Random Variable

Example: “i et ee ,π , is a Continuous Random Variable.

Probability Mass Function:

Suppose that X: S → A is a discrete random variable defined on a sample
spaceS. Then the probability mass function p(x): A → *0, 1+ for X is defined as:

a) P(xi ,fo e e i=1,2,3..

∞
b) i=1 p xi = 1
The sum of probabilities over all possible values of a discrete random
variables must be equal to 1.

Thinking of probability as mass helps to avoid mistakes since the physical

mass is conserved as is the total probability for all hypothetical outcomes x.

 The following exponentially declining distribution is an example of a

distribution with an infinite number of possible outcomes—all the
positive integers:

1
px= ,�= , , ,…
i 2i

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Despite the infinite number of possible outcomes, the total probability

mass is 1/2 + 1/4 + 1/8 + ... = 1, satisfying the unit total probability
requirement for a probability distribution.

Probability Density Function /Probability Function of Continuous Random

Variable:

Let X be a continuous random variable and a function is a continuous

function of X and satisfies the following condition:

a) ,∀ , −∞ < < ∞
∞
b) −∞ =1
Then the function is called probability density function of the
continuous random variable X.

Moreover, � � = , ฀

Continuous Probability Distribution:

The Probability distribution of continuous random variate is called

the continuous probability distribution and it is expressed in terms of
probability density function.

Cumulative Distribution Function /Distribution Function of Continuous

Random Variable: The probability that the value of a random variate �is x or less
tha is alled the Cu ulati e dist i utio fu tio of � and is usually denoted by F(x)
and the cumulative distribution functionof a continuous random variable is given by

=�� = � −∞ < � = , −∞ < < ∞

−∞

Some properties of Cumulative Distribution Function:

a) −∞ = 0 , ∞ = 1
b) is non-decreasing function
c) For a distribution variate
� < < = − ( )

d) F(x) is a discontinuous function for a discontinuous variate and F(x) is

continuous function for a continuous variate.

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e) If �continuous random variable , then =

฀ .
Moreover,
∞ ∞
Mean = ′ = , ′ = 2
1 −∞ 2 −∞
� = ′ − ′2 . .=�
2 1

Examples:
1) Let X be a random variable with PDF given by
2 1
=
0 ฀

a. Find the constant c

. b. Find EX and Var(X)

. c. Find P(X .

∞
Solution: To find c, we can use −∞ =1:
1
2
1= −1
2
1=
3

3
ThereforeC=
2
1
To find EX, we can write −1 =o

In fact, we could have guessed EX=0 because the PDF is symmetric around x=0.
To find Var(X), we have

Var(X)

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=EX − EX)2=EX2
1
= −1

=3/5

To Find P(X :
3 1
PX = 1 2
2 2

=7/16.

2) If f(x)=cx2,0<x<1. Find the value of c and determine the probability

that

Solution: By property of p.d.f. we have, =1

So = 1 , or c = 1, so c = 3

Consequently f(x) = 3 : 0

Again P( ) = =

3) For the distribution Find Mode and

Median.

Solution: Here f(x) = sinx , 0

(a) For Mode: =0& , =0 cosx = 0 x= &

= -1 , Hence mode =

Let Md be median, then = Md=

(b) Mean = = = =1 &

Variance = = =

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Continuous random variable – infinite number of values with no gaps between

the values. [You might consider drawing a line, the sweeping hand on a clock,
or the analog speedometer on a car.]

In this section, we restrict our discussion to discrete probability distributions.

Each probability distribution must satisfy the following two conditions.

1. P(x)  1 where x assumes all possible values of the random

variable

2. 0  P(x)  1 for every value of x

As we found the mean and standard deviation with data in descriptive

statistics, we can find the mean and standard deviation for probability
distributions by using the following formulas.

1.    [x  P(x)]

mean of probability distribution

2.  2  [(x  ) 2  P(x)] variance of probability distribution

3.  2  [x 2  P(x)]   2 variance of probability distribution

4.     [x 2  P(x)]   2  standard deviation of probability

distribution

Theoretical Distributions :
Definition : When frequency distribution of some universe are not based on
actual observation or experiments , but can be derived mathematically from
certain predetermined hypothesis , then such distribution are said to be
theoretical distributions.

Types of Theoretical Distributions: Following two types of Theoretical

Distributions are usually used in statistics:
1) Discrete Probability Distribution
a) Binomial Distribution
b) Poisson Distribution
2) Continuous Probability Distribution

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Normal Distribution

Binomial Distribution:
1. The procedure has a fixed number of trials. [n trials]

2. The trials must be independent.

3. Each trial is in one oftwo mutually exclusive categories.

4. The probabilities remain constant for each trial.

Notations:

P(success) = P(S) = p probability of success in one of the n trials

P(failure) = P(F) = 1 – p = q probability of failure in one of the n trials

n = fixed number of trials; x = number of successes, where 0  x  n

P(x) = probability of getting exactly x successes among the n trials

P(x  a) = probability of getting x-values less than or equal to the value of

a.

P(x  a) = probability of getting x-values greater than or equal to the value

of a.

NOTE: Success (failure) does not necessarily mean good (bad).

Formula for Binomial Probabilities: P(x)  pxqnx for x  0,1, 2,..., n

n!
(n  x)!x!

Factorial definition: n! = n(n – 1)(n – 2)21; 0! = 1; 1! = 1

Example (Formula): Find the probability of 2 successes of 5 trials when the

probability of success is 0.3.
5 4 3!
P(x  2)  0.320.752 
5!
(5  2)!2!
(0.09)(0.343) = 10(0.03087) = 0.3087
3! 2!

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Moment about the origin:

1) First moment about the origin:
′ −
1= =0 .( )
=np
2) Second moment about the origin:
′ 2 −
2= =0 .( )
= npq+ 2 2

Moment about the Mean:

1) First moment about the mean is 0.
2) Second moment about the mean or variance is given by=npq
Standard deviation=
Mean and Variance of a binomial distribution:

Mean =  = x p(x)

But for Binomial distribution

 =  x p(x)

=  x nCx p x q n – x

= 0. nC0 p 0q n-0 +1. nC1 p1 q n- 1 +2. nC2 p2 q n-2 +…..+ . Cnpn

q n-n

= np1 q n- 1 +n(n-1)p2 q n-2 +…..+ pn

= np(q n- 1 + (n-1)pqn-2 +…..+ p n-1)

= np( q + p ) n-1

= np

Mean =  = np

Variance = Second moment about origin-(First moment about origin

)2

=  x 2 p(x) 2

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= 0. nC0 p 0q n-0 +1. nC1 p1 q n- 1 +4. nC2 p2 q n-2 +…..+ 2

.nCnpn q n-n –
(n2p2)

= np1 q n- 1 +2n(n-1)p2 q n-2 + 3 /2n(n-1)(n-2) p3q n-3…..+ 2 n

p - n 2p
2

= np (q n- 1 +2 (n-1)pqn-2 +3 /2 (n-1)(n-2) p2q n-3…..+ p n-1 )- n 2p 2

= np[ (q n- 1 + ( n-1)pqn-2 +1 /2 (n-1)(n-2) p2q n-3…..+ p n-1 )

+(( n-1)pqn-2 +1 (n-1)(n-2) p2q n-3…..+ -1) p n-1)] -n 2p 2

= np[( q + p ) n-1 +( n-1)p (q n-2 + (n-2) pqn-3…..+ p n-2)] -n 2p 2

= np [ ( q + p ) n-1 +( n-1)p(q + p ) n-2] -n 2p 2

= np [ ( q + p ) n-1 +( n-1)p(q + p ) n-2] -n 2p 2

= np ( 1+ (n-1)p) -n 2p 2

= np + n 2p2 – n p 2 – n 2p 2

= np(1 – p)

= npq

Examples:
1) Six dice are thrown 729 times. How many times do you expect at least
three dice to show a five or six?
Solution: We know that when a die is thrown , the probability to show a 5
or 6 = 2/6 = 2/3 = p (say)

q= 1-p = 1- (1/3) = 2/3

The probability to show a 5 or 6 in at least 3 dice

6
= =3 ( ) = p(3) + p(4) + p(5) +p(6), where p(x) is the probability to show 5
or 6
233
=6 C 3 3 +6C 4 2 +6C 5 +6C 6 = = p (say)
3 4 5 6
729

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SO the required no. = np = 233

2) The mean and variance of a binomial variate are 16 & 8. Find i) P (X= 0)

ii P X

Mean = np = 16

Variance = npq = 8

 q = 8/16 = 1/2

p=1–q=½

np = 16 ie, n = 32

i) P ( X = 0 ) = nC0 p 0q n-0

= (½)0 (1/2)32

= (1/2)32

ii)P( X 2) = 1 – P ( X < 2)

= 1 – P( X = 0 ,1)

= 1 – P(X = 0) – P(X = 1)

= 1- 33 (1/2)32

2) Six dice are thrown 729 times.Howmany times do you expect atleast 3

dice to show a 5 or 6 ?

Solution : Here n = 6 ,N = 729

P = Cxpxq n-x

Let p be the probability of getting 5 or 6 with 1 dice

ie, p = 2/6 = 1/3

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q = 1 – 1/3 = 2/3

P =P = , , , ,

= p( x=3)+p(x=4)+p(x=5)+p(x=6)
=0 .3196

number of times = 729*0.3196 = 233

3) A basket contains 20 good oranges and 80 bad oranges . 3 oranges are

drawn at random from this basket . Find the probability that out of 3 i)
exactly 2 ii)atleast 2 iii)atmost 2 are good oranges.

Solution: Let p be the probability of getting a good orange

ie, p =80C1

100C1
= 0.8

q = 1- 0.8 = 0.2

i ) p (x=2) = 3C2 (0.8)2(0.2)1 = 0.384

ii p =P +p = .

iii p =p +p +p = .

5) In a sampling a large number of parts manufactured by a machine , the

mean number of defective in a sample of 20 is 2. Out of 1000 such

samples howmany would expected to contain atleast 3 defective parts.

n=20 n p =2

ie , p=1/10 q = 1-p = 9/10

p = –p(x<3)

= 1 – p( x = 0,1,2) = 0.323

Number of samples having at least 3 defective parts = 0.323 * 1000

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= 323

The process of determining the most appropriate values of the parameters

from the given observations and writing down the probability distribution
function is known as fitting of the binomial distribution.

Problems

1) Fit an appropriate binomial distribution and calculate the theoretical

distribution

x: 0 1 2 3 4 5

f: 2 14 20 34 22 8

Here n = 5 , N = 100

Mean = = 2.84

np = 2.84

p = 2.84/5 = 0.568

q = 0.432

p(r) = 5Cr (0.568)r (0.432) 5-r , r = 0,1,2,3,4,5

Theoretical distributions are

r p(r) N* p(r)

0 0.0147 1.47 = 1

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1 0.097 9.7 =10

2 0.258 25.8 =26

3 0.342 34.2 =34

4 0.226 22.6 =23

5 0.060 6 =6

Total = 100

Poisson Distribution :.

The Poisson distribution is a discrete distribution. It is often used as a model

for the number of events (such as the number of telephone calls at a business,
number of customers in waiting lines, number of defects in a given surface
area, airplane arrivals, or the number of accidents at an intersection) in a
specific time period.

The ea is λ.The a ia e is λ.

Therefore the P.D. is given by

−
� = where r=0,1,2,3…
!

m is the parameter which indicates the average number of events in the given
time interval.

Mean and Variance of a Poisson distribution:-

1. Mean :-
The mean of Poisson distribution is
∞

= P r,
=0

−
∞
= =0 !

− ∞
= =0 !

1 2 2
−
= [0 + +
2!
+ ⋯………..+ +⋯……..]
1! !

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1 1 1
= − [1 + + 2 + ⋯ … … … . .+ + ⋯……..]
1! 2! ( − 1)!

∴ = − = =

The mean and expected value of Poisson distribution are same.

2. Variance:-
∞

�2 = − 2 P r,
=0

= 2 − + 2 P r,
=0

∞ ∞ ∞

= 2 P r, −2 P r, + 2 P r,
=0 =0 =0

= 2 P r, −2 . + 2. 1
=0

= 2 P r, − 2

=0

∞ −
= 2 − 2
!
=0

= − 2 − 2
!
=0

1 2 32 2
2 +
= − 0+ +2 3 + ⋯………..+ +⋯……..− 2
1! 2! 3! !

1 2 1 2
= − 1+ + +⋯.+ +2 +⋯.− 2
1! 2! 1! 2!

= − + − 2 = + 2 − 2 = =

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Note: Events, which are extremely rare but have a large number of
independent opportunities, for occurrence are found to obey the law of
Poisson probability distribution satisfactorily. Emission and disintegration of
radioactive rays, number of occurrences of rare diseases etc. are phenomena
of this nature.

Poisson distribution examples

1. The number of road construction projects that take place at any one time in
a certain city follows a Poisson distribution with a mean of 3. Find the
probability that exactly five road construction projects are currently taking
place in this city. (0.100819)

2. The number of road construction projects that take place at any one time in
a certain city follows a Poisson distribution with a mean of 7. Find the
probability that more than four road construction projects are currently taking
place in the city. (0.827008)

3. The number of traffic accidents that occur on a particular stretch of road

during a month follows a Poisson distribution with a mean of 7.6. Find the
probability that less than three accidents will occur next month on this stretch
of road. (0.018757)

4. The number of traffic accidents that occur on a particular stretch of road

during a month follows a Poisson distribution with a mean of 7. Find the
probability of observing exactly three accidents on this stretch of road next
month. (0.052129)

5. The number of traffic accidents that occur on a particular stretch of road

during a month follows a Poisson distribution with a mean of 6.8. Find the
probability that the next two months will both result in four accidents each
occurring on this stretch of road. (0.009846)

Example-1:In a certain factory turning razor blades, there is a small chance

(1/500) for any blade to be defective. The blades are in packets of 10. Use
Poisso s dist i utio to al ulate the app o i ate u e of pa kets
containing no defective, one defective and two defective blades respectively in

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a consignment of 10,000 packets.

Solution: Here p = 1/500, n = 10 , N = 10,000 so m = np = 0.02

Now − = −0.02 = 0.9802

The respective frequencies containing no defective, 1 defective & 2 defective

blades are given

As follows
− − − 1 2
N ,N .m, N .2

i.e. 9802 ; 196; 2

Example 2: Fit a Poisson distribution to the set of observations

=� 0 1 2 3 4
122 60 15 2 1

Solution:Let be mean of Poisson distribution,

4
=0 =0 0+60 .1+15.2+2.3+1.4
Then = = 4 = 122+60+15+2+1 = 0.05
=0 =0

And = = 200

Hence ,the theoretical frequency distribution for r successes is

e−m −0.05 r
P r, = Pr= mr = 200 e (0.05) for � = �
r! r!

Therefore

e−0.05 0
P 0 = 200 (0.05) = 200 X 0.61 = 122
0!
e−0.05 1
P 1 = 200 (0.05) = 61
1!
e−0.05 2
P 2 = 200 (0.05) = 15
2!
e−0.05 3
P 3 = 200 (0.05) = 3
3!

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e−0.05 4
P 4 = 200 (0.05) = 0
4!
Hence ,the above theoretical frequency distribution is shown below

=� 0 1 2 3 4
122 61 15 3 0

Normal Distribution:

The normal (or Gaussian) distribution is a continuous probability distribution

that frequently occurs in nature and has many practical applications in
statistics.

Characteristics of a normal distribution



Bell-shaped appearance


Symmetrical


Unimodal


Mean = Median = Mode
Described by two parameters: mean (μx) and standard deviation (σx)

 The normal distribution is described by the following formula:

f(x; ,  ) = -  < x < 

2 e
1 1  x- 
2
 
-
2  





where the function f(x) defines the probability density associated with X = x.
That is, the above formula is a probability density function

Because μx and σxcan have infinitely many values, it follows there are infinitely
many normal distributions:

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A standard normal distribution is a normal distribution rescaled to have μx =

0 and σx = 1. The pdf is:

2  < x < 
2
1 z2
f(z;0,1) =

e




The ordinate of the standard normal curve is no longer called x, but z.

For a normal curve, approximately 68.2%, 95.4%, and -99.7% of the

observations fall within 1, 2, and 3 standard deviations of the mean,
respectively.

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Areas Under the Normal Curve

By standardizing a normal distribution, we eliminate the need to consider μx

and σx; we have a standard frame of reference.

Areas Under the Standard Normal Curve

X (x values) of a normal distribution map into Z (z-values) of a standard normal

distribution with a 1-to-1 correspondence.

If X is a normal random variable with mean μx and σx, then the standard normal
variable (normal deviate) is obtained by:
−�
=
�

Example 1: What is the probability that Z falls z = 1.11 and z = 2.34?

Pr(1.11 <z< 2.34)

= area from z = 2.34 to z = 1.11

= area from (– to z = 2.34) minus area from (- to z = 1.11)

= .9904 – .8665 = .1239

Note: figures above should also shade region from –inf to 0.

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Table of the standard normal distribution values (z 0)

z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07

0.08 0.09

0.0 0.50000 0.49601 0.49202 0.48803 0.48405

0.48006 0.47608 0.47210 0.46812 0.46414

0.1 0.46017 0.45621 0.45224 0.44828 0.44433

0.44038 0.43644 0.43251 0.42858 0.42466

0.2 0.42074 0.41683 0.41294 0.40905 0.40517

0.40129 0.39743 0.39358 0.38974 0.38591

0.3 0.38209 0.37828 0.37448 0.37070 0.36693

0.36317 0.35942 0.35569 0.35197 0.34827

0.4 0.34458 0.34090 0.33724 0.33360 0.32997

0.32636 0.32276 0.31918 0.31561 0.31207

0.5 0.30854 0.30503 0.30153 0.29806 0.29460

0.29116 0.28774 0.28434 0.28096 0.27760

0.6 0.27425 0.27093 0.26763 0.26435 0.26109

0.25785 0.25463 0.25143 0.24825 0.24510

0.7 0.24196 0.23885 0.23576 0.23270 0.22965

0.22663 0.22363 0.22065 0.21770 0.21476

0.8 0.21186 0.20897 0.20611 0.20327 0.20045

0.19766 0.19489 0.19215 0.18943 0.18673

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0.9 0.18406 0.18141 0.17879 0.17619 0.17361

0.17106 0.16853 0.16602 0.16354 0.16109

1.0 0.15866 0.15625 0.15386 0.15151 0.14917

0.14686 0.14457 0.14231 0.14007 0.13786

1.1 0.13567 0.13350 0.13136 0.12924 0.12714

0.12507 0.12302 0.12100 0.11900 0.11702

1.2 0.11507 0.11314 0.11123 0.10935 0.10749

0.10565 0.10384 0.10204 0.10027 0.09853

1.3 0.09680 0.09510 0.09342 0.09176 0.09012

0.08851 0.08692 0.08534 0.08379 0.08226

1.4 0.08076 0.07927 0.07780 0.07636 0.07493

0.07353 0.07215 0.07078 0.06944 0.06811

1.5 0.06681 0.06552 0.06426 0.06301 0.06178

0.06057 0.05938 0.05821 0.05705 0.05592

1.6 0.05480 0.05370 0.05262 0.05155 0.05050

0.04947 0.04846 0.04746 0.04648 0.04551

1.7 0.04457 0.04363 0.04272 0.04182 0.04093

0.04006 0.03920 0.03836 0.03754 0.03673

1.8 0.03593 0.03515 0.03438 0.03363 0.03288

0.03216 0.03144 0.03074 0.03005 0.02938

1.9 0.02872 0.02807 0.02743 0.02680 0.02619

0.02559 0.02500 0.02442 0.02385 0.02330

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2.0 0.02275 0.02222 0.02169 0.02118 0.02068

0.02018 0.01970 0.01923 0.01876 0.01831

2.1 0.01786 0.01743 0.01700 0.01659 0.01618

0.01578 0.01539 0.01500 0.01463 0.01426

2.2 0.01390 0.01355 0.01321 0.01287 0.01255

0.01222 0.01191 0.01160 0.01130 0.01101

2.3 0.01072 0.01044 0.01017 0.00990 0.00964

0.00939 0.00914 0.00889 0.00866 0.00842

2.4 0.00820 0.00798 0.00776 0.00755 0.00734

0.00714 0.00695 0.00676 0.00657 0.00639

2.5 0.00621 0.00604 0.00587 0.00570 0.00554

0.00539 0.00523 0.00509 0.00494 0.00480

2.6 0.00466 0.00453 0.00440 0.00427 0.00415

0.00403 0.00391 0.00379 0.00368 0.00357

2.7 0.00347 0.00336 0.00326 0.00317 0.00307

0.00298 0.00289 0.00280 0.00272 0.00264

2.8 0.00256 0.00248 0.00240 0.00233 0.00226

0.00219 0.00212 0.00205 0.00199 0.00193

2.9 0.00187 0.00181 0.00175 0.00170 0.00164

0.00159 0.00154 0.00149 0.00144 0.00140

3.0 0.00135 0.00131 0.00126 0.00122 0.00118

0.00114 0.00111 0.00107 0.00104 0.00100

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3.1 0.00097 0.00094 0.00090 0.00087 0.00085

0.00082 0.00079 0.00076 0.00074 0.00071

3.2 0.00069 0.00066 0.00064 0.00062 0.00060

0.00058 0.00056 0.00054 0.00052 0.00050

3.3 0.00048 0.00047 0.00045 0.00043 0.00042

0.00040 0.00039 0.00038 0.00036 0.00035

3.4 0.00034 0.00033 0.00031 0.00030 0.00029

0.00028 0.00027 0.00026 0.00025 0.00024

3.5 0.00023 0.00022 0.00022 0.00021

0.00020 0.00019 0.00019 0.00018
0.00017 0.00017

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Table of the standard normal distribution values (z 0)

z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07

0.08 0.09

0.0 0.50000 0.50399 0.50798 0.51197 0.51595

0.51994 0.52392 0.52790 0.53188 0.53586

0.1 0.53983 0.54380 0.54776 0.55172 0.55567

0.55962 0.56356 0.56749 0.57142 0.57535

0.2 0.57926 0.58317 0.58706 0.59095 0.59483

0.59871 0.60257 0.60642 0.61026 0.61409

0.3 0.61791 0.62172 0.62552 0.62930 0.63307

0.63683 0.64058 0.64431 0.64803 0.65173

0.4 0.65542 0.65910 0.66276 0.66640 0.67003

0.67364 0.67724 0.68082 0.68439 0.68793

0.5 0.69146 0.69497 0.69847 0.70194 0.70540

0.70884 0.71226 0.71566 0.71904 0.72240

0.6 0.72575 0.72907 0.73237 0.73565 0.73891

0.74215 0.74537 0.74857 0.75175 0.75490

0.7 0.75804 0.76115 0.76424 0.76730 0.77035

0.77337 0.77637 0.77935 0.78230 0.78524

0.8 0.78814 0.79103 0.79389 0.79673 0.79955

0.80234 0.80511 0.80785 0.81057 0.81327

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0.9 0.81594 0.81859 0.82121 0.82381 0.82639

0.82894 0.83147 0.83398 0.83646 0.83891

1.0 0.84134 0.84375 0.84614 0.84849 0.85083

0.85314 0.85543 0.85769 0.85993 0.86214

1.1 0.86433 0.86650 0.86864 0.87076 0.87286

0.87493 0.87698 0.87900 0.88100 0.88298

1.2 0.88493 0.88686 0.88877 0.89065 0.89251

0.89435 0.89617 0.89796 0.89973 0.90147

1.3 0.90320 0.90490 0.90658 0.90824 0.90988

0.91149 0.91308 0.91466 0.91621 0.91774

1.4 0.91924 0.92073 0.92220 0.92364 0.92507

0.92647 0.92785 0.92922 0.93056 0.93189

1.5 0.93319 0.93448 0.93574 0.93699 0.93822

0.93943 0.94062 0.94179 0.94295 0.94408

1.6 0.94520 0.94630 0.94738 0.94845 0.94950

0.95053 0.95154 0.95254 0.95352 0.95449

1.7 0.95543 0.95637 0.95728 0.95818 0.95907

0.95994 0.96080 0.96164 0.96246 0.96327

1.8 0.96407 0.96485 0.96562 0.96638 0.96712

0.96784 0.96856 0.96926 0.96995 0.97062

1.9 0.97128 0.97193 0.97257 0.97320 0.97381

0.97441 0.97500 0.97558 0.97615 0.97670

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2.0 0.97725 0.97778 0.97831 0.97882 0.97932

0.97982 0.98030 0.98077 0.98124 0.98169

2.1 0.98214 0.98257 0.98300 0.98341 0.98382

0.98422 0.98461 0.98500 0.98537 0.98574

2.2 0.98610 0.98645 0.98679 0.98713 0.98745

0.98778 0.98809 0.98840 0.98870 0.98899

2.3 0.98928 0.98956 0.98983 0.99010 0.99036

0.99061 0.99086 0.99111 0.99134 0.99158

2.4 0.99180 0.99202 0.99224 0.99245 0.99266

0.99286 0.99305 0.99324 0.99343 0.99361

2.5 0.99379 0.99396 0.99413 0.99430 0.99446

0.99461 0.99477 0.99492 0.99506 0.99520

2.6 0.99534 0.99547 0.99560 0.99573 0.99585

0.99598 0.99609 0.99621 0.99632 0.99643

2.7 0.99653 0.99664 0.99674 0.99683 0.99693

0.99702 0.99711 0.99720 0.99728 0.99736

2.8 0.99744 0.99752 0.99760 0.99767 0.99774

0.99781 0.99788 0.99795 0.99801 0.99807

2.9 0.99813 0.99819 0.99825 0.99831 0.99836

0.99841 0.99846 0.99851 0.99856 0.99861

3.0 0.99865 0.99869 0.99874 0.99878 0.99882

0.99886 0.99889 0.99893 0.99896 0.99900

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3.1 0.99903 0.99906 0.99910 0.99913 0.99916

0.99918 0.99921 0.99924 0.99926 0.99929

3.2 0.99931 0.99934 0.99936 0.99938 0.99940

0.99942 0.99944 0.99946 0.99948 0.99950

3.3 0.99952 0.99953 0.99955 0.99957 0.99958

0.99960 0.99961 0.99962 0.99964 0.99965

3.4 0.99966 0.99968 0.99969 0.99970 0.99971

0.99972 0.99973 0.99974 0.99975 0.99976

3.5 0.99977 0.99978 0.99978 0.99979

0.99980 0.99981 0.99981 0.99982
0.99983 0.99983

The Exponential Distribution:

This continuous probability distribution often arises in the consideration of

lifetimes or waiting times and is a close relative of the discrete Poisson
probability distribution.

The probability density function is

 
f  x   e
 
 x
 x  0
 0  x  0

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


The cumulative distribution function is


F (x) = P[ Xx ] =  f (t) dt = 0   e   x  0
t
 0  1 e
 x
x x

 



 P[ X>x ] = e x  x  0





 = E[X] =  = 

1
Also and


Reason:

 x   e x dx


  0 
    x 1 e x  1
฀
0

   
  0 

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Chameli Devi Group of Institutions

Mathematics –III [BT-401]



Class Notes

V[X] = E[X2+ − E*X])2

 x   e


E  X  
2
2 x
dx  

 
0


OR 


 2   x    e dx

 x
2
1
0   


  
1

2

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Chameli Devi Group of Institutions

Department of Electronics and Communication

Example:

The random quantity X follows an exponential distribution with parameter  = 0.25 .

Find  ,  and P[X> 4] .

      4
1 1
 .25

P X  4  e x  e 4  e1  .367879

 4 1


≈ .368

Note: For any exponential distribution, P[X>]  .368 .

Example:

The waiting time T for the next customer follows an exponential distribution with a mean
waiting time of five minutes. Find the probability that the next customer waits for at most ten
minutes.

     .2
1

1
5

1  PT  10  1  e
 1510
P[ T 10 ] = F (10) =

 1  e2  1  .135335

 P[T < + ≈ .865


Note:

P[ X> + 2 ] = e( + 2) = e((1/)+(2/)) = e3 = .049787

Therefore P[ X> + 2 ]  5.0% for all exponential distributions.

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Chameli Devi Group of Institutions

Department of Electronics and Communication

Also  = 
1 = 0  P[ X< ] = 0 = P[ X< 2 ]
 
1




Therefore P[ | X | > 2 ]  5.0% , a result similar to the normal distribution,
except that all of the probability is in the upper tail only.

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 We hope you find these notes useful.
You can get previous year question papers at
https://qp.rgpvnotes.in .

If you have any queries or you want to submit your

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