UNIT – III :: PROBABILITY DISTRIBUTIONS

PART - 1

Introduction:- If an experiment is repeated under similar and homogeneous

conditions, we generally come across two types of situations. They are (i) The net
result, what is generally known as “outcome” is unique or certain (ii) The net result
is not unique but may be one of the several possible outcomes.

The situations covered by (i) are known as “deterministic” or “Predictable”

and situations covered by (ii) are known as “Probabilistic” or “Unpredictable” .
Deterministic means the result can be predicted with certainty. For example, if r is
the radius of the circle the its perimeter is given by S=2πr which gives uniquely the
perimeter of the circle.

There are some situations which do not lend themselves to the deterministic
approach and they are known as “Probabilistic”. For example, by looking at the sky,
one is not sure whether the rain comes or not.

Random Experiment:- If an Experiment is conducted, any number of times, under

essentially identical conditions, there is a set of all possible outcomes associated
with it. If the result is not certain and is any one of the several possible outcomes,
the experiment is called a random experiment or trail.

The outcomes are known as elementary events and a set of outcomes is an

event. Thus an elementary event is also an event.

Equally Likely Events:- Events are said to be equally likely when there is not
reason, to expect anyone of them rather than any one of the others.

Ex. When a card is drawn from a pack, any card may be obtained. In this trial, all
the 52 elementary events are equally likely.

Exhaustive Events:- All possible events in any trial are known as exhaustive
events.

Ex.1: In tossing a coin, there are two exhaustive elementary events i.e., Head and
Tail.

Ex.2: In throwing a die, there are six exhaustive elementary events i.e., getting 1 or
2 or 3 or 4 or 5 or 6.

Ex.3: In drawing 3 balls out of 9 balls in a box, there are C(9, 3) exhaustive
elementary events.

Mutually Exclusive Events:- Events are said to be mutually exclusive, if the

happening of any one of the events in a trial excludes the happening of any one of
the others i.e., if no two or more of the events can happen simultaneously in the
same trial.

Classical Definition of Probability:- In a random experiment, let there be ‘n’

mutually exclusive and equally likely elementary events. Let E be an event of the
experiment. If ‘m’ elementary events from event E (are favourable to E), then the
probability of E (probability of happening of E or chance of E) is defined as

m No . of elemtary events in E
P( E )= =
n Total no . of elementary events in the random exp eriment

If E denotes the event of non-occurrence of E, then the number of elementary

events in E is ‘n – m’ and hence the probability of E (non-occurrence of E) is

n−m n m
P( E )= = − =1−P( E ) ⇒ P( E )+P( E )=1.
n n n
Since ‘m’ is a non-negative integer, ‘n’ is a positive integer and m≤n, we have

m
0≤ ≤1 ⇒ 0≤P (E )≤1
n

Hence 0≤P(E)≤1 and 0≤P( E )≤1.

Note: 1] Suppose we say that occurrence of an event E as success, and non-

occurrence E as failure. P(E) is known as the probability of success and P( E ) is
known as the probability of failure.

Note: 2] If P(E)=1, the event E is called certain event and if P(E) = 0, the event E is
called an impossible event.

Q1: In a class there are 10 boys and 5 girls. A committee of 4 students is to be

selected from the class. Find the probability for the committee to certain at least 3
girls.

Q2: Two cards are selected at random from 10 cards numbered 1 to 10. Find the
probability that the sum is even it (i) the two cards are drawn together (ii) the two
cards drawn one after other with replacement.

Simple Event:- An event in a trial that cannot be further split is called a simple
event or an elementary event.

Sample Space:- The set of all possible simple events in a trial is called a sample
space for the trial. Each element of a sample space is called a sample point.

Any subset of a sample space is an event. It is generally denoted by E. Thus

a simple event is a sample point. Sample space is denoted by S.

Ex. If two coins are tossed then the sample space S is {HH, HT, TH, TT}

Mutually Exclusive Events:- Two Events A, B of a sample space S are said to be

mutually exclusive if they have no sample points in common i.e., A∩B=Φ.

Mutually exclusive events are some times called as Disjoint events.

Complementary Events:- Two events of a sample space whose intersection is Φ
and whose union is the entire sample space are called complementary events.
Thus if E is an Event of a sample space S, its complement is denoted by E’ or E and
E∩ E =Φ, EU E =S, E =S – E.

Probability – Axiomatic Approach:- Let S be a finite sample space. A real

valued function P from the power set of S into R is called a probability function on S,
if the following three axioms are satisfied:

Axioms of Probability:

(i) Axiom of Positivity: P(E)≥0, for every subset E of S.

(ii) Axiom of certainity: P(S)=1.
(iii) Axiom of Union: If A, B are disjoint subsets of S, then P(AUB)=P(A)+P(B)

m n (E ) No. of Sample events favourable to E

P( E )= = =
n n (S ) Total no . of sample events in S
Q3: Out of 15 items 4 are not in good condition 4 are selected at random. Find the
probability that (i) All are not good (ii) Two are not good.

Q4] What is the probability that a card drawn at random from the pack of playing
cards may be either a queen or king.

:- If S is a sample space, and A, B are any

Addition theorem on Probability
events in S then P( A or B )=P( AUB )=P( A )+ P(B )−P( A∩B).

Q5] A card is drawn from a well shuffled pack of cards. What is the probability that
it is either a spade or an ace?

Q6] The probability that a turbine will have a defective coil is 0.10, the probability
that it will have defective blades is 0.15, and the probability that it will have both
defects is 0.04. (i) What is the probability that a turbine will have one of these
defects? (ii) What is the probability that a turbine will have either of these defects?

Q7] The probability that a construction company will get the tender for constructing
a flyover is 0.33, the probability that it will get the tender for constructing an
underpass is 0.28, and the probability that it will get both tenders is 0.13. (i) What
is the probability that it bill get at least one tender? (ii) What is the probability that
it will get neither tender?
Conditional Event:- If A and B are events of a sample space S and if B occurs after
the occurrence of A, then the event of occurrence of B after the event A is called
conditional event of B given A. It is denoted by B/A. Similarly we define A/B.

Ex.1: Two coins are tossed. The event of getting two tails given that there is at
least one tail is a conditional event.

Ex.2: A die is thrown 3 times. The event of getting the sum of the numbers thrown
is 15 when it is known that the first throw was a 5 is a conditional event.

Conditional Probability:- If A and B are two events in a sample space S and P(A)
≠0, then the probability of B, after the event A has occurred, is called the
conditional probability of the event of B given A and is denoted by P(B/A) and we
define

( A )= P (PB∩( A )A )
P B Similarly P A ( B)= P P(( A∩B
B)
)

Multiplication theorem of Probability:- In a random experiment if A, B are two

events such that P(A)≠0 and P(B)≠0, then

P( A∩B )=P( A ) . P (B A) and P ( B∩ A )=P( B) . P ( A B)

1
P ( A∩B )=
1
6
; P( A )=
1
2
then P ( )
B
A
=
P( B∩ A )
P( A )
=
1
6 1 2 1
= . = .
6 1 3
2
Ex. If

Note: 1] If A,B are two events (≠0) then

P ( A U B )=1−P( A∩B )=1−P( A ). P ( B A ).

Note: 2] Multiplication theorem can be extended

three events A, B, C as

P( A∩B∩C )=P( A ). P ( ) (
A
B
.P
C
A∩B
. )
Compound Event:- When two or more events occur in conjunction with each other,
their joint occurrence is called compound event.
Ex. 1] When a die and a coin are tossed the event of getting utmost 4 on the die
and head on the coin is a compound event and separately they are independent
events.

Ex. 2] From a pack of cards if a spade card is drawn and not replaced and if again a
club card is drawn, the two drawings form a compound event and separately they
are dependent events.

Independent and Dependent Events:- If the occurrence or non-occurrence of

the event B is not affected by the occurrence or non-occurrence of the event A then
the event B is said to be independent of A and P(B/A)=P(B).

If P(A)≠0, P(B)≠0 and B is independent of A, then A is independent of B. In

this case we say that A, B are mutually independent or Simply independent.

If the occurrence of the event B is effected by the occurrence of A, then the

events A, B are dependent and P(B/A)≠P(B).

Q8] Three machines I, II, III produce 40%, 30%, 30% of the total number of items of
factory. The percentages of defective items of these machines are 4%, 2%, 3%. If
an item is selected at random, find the probability that the item is defective.

Q9] The probability that students A, B, C, D solve a problem are 1/3, 2/5, 1/5 and ¼
respectively. If all of them try to solve the problem, what is the probability that the
problem is solved.

Q10] A, B, C are aiming to shoot a balloon. A will succeed 4 times out of 5

attempts. The chance of B to shoot the balloon is 3 out of 4 and of C is 2 out of 3. If
the three aim the balloon simultaneously, then find the probability that at least two
of them hit the balloon.

Baye’s Theorem:-E1, E2,........., En are n mutually exclusive and exhaustive events

such that P(Ei)>0, where i = 1, 2, ......, n in a sample space S and A is any other
event in S intersecting with Ei (i., A can only occur in combination with any one of
the events E1, E2, ......, En) such that P(A)>0.

If Ei is any of the events of E1, E2, ......, En where P(E1), P(E2), ..... , P(En) are
known, then
 P ( Ek ) . P
(A E )
P ( A )= P( E ) . P A + P( E ) . P A +. .. .. . .. .. . .. ..+ P( E ). P A
Ek k

1 ( E) 1
( E)
2
2
n( E) n

Q11] First box contains 2 black, 3 red, 1 white balls; Second box contains 1 black, 1
red, 2 white balls and Third box contains 5 black, 3 red, 4 white balls, of these a
box is selected at random, from it a red ball is randomly drawn. If the ball is red,
find the probability that it is from 2nd box.

Q12] In a bolt factory machines A, B, C manufacture 20%, 30% and 50% of the total
of their output and 6%, 3% and 2% are defective. A bolt is drawn at random and
found to be defective. Find the probabilities that it is manufactured from (i)
Machine A, (ii) Machine B and (iii) Machine C.

Q13] A Businessman goes to hotels X, Y, Z, 20%, 50%, 30% of the time respectively.
It is known that 5%, 4%, 8% of the rooms in X, Y, Z hotels have faulty plumbing.
What is the probability that business man’s room having faulty plumbing in
assigned to hotel Z?

Q14] A speaks truth 4 out of 5 times. A die is tossed. He report that there is a six.

What is the chance that actually there were six?

PART 2

RANDOM VARIABLE:- A real variable X whose value is determined by the outcome

of a random experiment is called a random variable. A random variable X can also
be regarded as a real – value function defined on the sample space S of a random
experiment such that for each point x of the sample space, p(x) is the probability of
occurrence of the event represented by x.

Ex. If a fair die is rolled and if X denote the number obtained then X is called as a
random variable. Thus, X can take any one of the particular values as 1, 2, 3, 4, 5,
6 each with a probability 1/6. These values can be tabulated as follows:

X 1 2 3 4 5 6
P(x) 1/6 1/6 1/6 1/6 1/6 2/6

The sum of all the probabilities of sample points in sample space is always 1.

Types of Random Variables:- The random variables are of two types.

They are (i) Discrete random variable and (ii) Continuous random variable.
Discrete Random Variables:- If a random variable X takes a finite number of
values or countable number of values, then it is known as “Discrete Random
Variable”. The probability mass function of a discrete random variable is given by
p(x) = P{X=x}.

If X is a discrete random variable which can take the values x 1, x2, x3, .......
then the probabilities associated with each of the possible values of X is,
p(xi) > 0 if i = 1, 2, 3, .....
p(x) = 0, for all other values.

Thus, X can take any one of the particular values of x i and the sum of all the
∞
∑ p ( x i )=1 .
probabilities of X is always 1 i.e., i=1

The cumulative distribution function is given by

F X ( x )=∑ p (x i ).

Probability function of a Discrete Random Variable:- If for a discrete random

variable X, the real valued function p(x) is such that P(X=x) = p(x) then p(x) is
called probability function or probability density function of a discrete random
variable X. Probability function p(x) gives the measure of probability for different
values of X.

Properties of a Probability Function:- If p(x) is a probability function of a

random variable X, then it possesses the following properties:
1. P(x) ≥ 0
∞
∑ p ( x i )=1 .
2. i=1 summation is taken over for all values of x.
3. p(x) cannot be negative for any value of x.

Probability Distribution Function:- Let X be a random variable, then the

probability distribution function associated with X is defined as the probability that
the outcome of an experiment will be one of the outcomes for which X(s) ≤ x, for
x€R.
That is the function F(x) i.e., F X ( x ) defined by F X ( x ) = P(X≤x) = P{S:
X(S)≤x} where -∞ < x < ∞ is called the distribution function of X.

Properties of Distribution Function:-

1] If F is the distribution of a random variable X and if a < b then
(i) P(a<X≤b) = F(b) – F(a)
(ii) P(a≤X≤b) = P(X=a) + [F(b) – F(a)]
(iii) P(a<X <b) = [F(b) – F(a)] – P(X=b)
(iv) P(a≤X<b) = [F(b) – F(a)] – P(X=b) + P(X=a)

2] 0 ≤ F(X) ≤ 1 and F(x) < F(y) when x < y.

3] (i) F(-∞) = 0 and (ii) F(∞) = 1.

Discrete Probability Distribution:- Probability distribution of a random variable is the

set of its possible values together with their respective probabilities.
 Suppose X is a discrete random variable with possible outcomes x 1, x2,
x3, ....... then the probability of each possible outcome x i is P(x1), P(x2), P(x3), ........
then the function P(x) is called the probability mass function of the random variable
X.

The probability distribution of the random variable X is given by means of the

following table:

X x1 x2 x3 .................. xn
P(x) P(x1) P(x2) P(x3) .................. P(xn)

Further
{P(X≺xi)=P(x1)+P(x2)+. . . . . . . +P(xi−1)¿{P(X≤xi)=P(x1)+P(x2)+. . . . . . . +P(xi−1)+P(xi) ¿ ¿
Ex: In tossing a coin two times, S = {TT, HT, TH, HH}.
P(X=0) = Probability of getting no heads = P({TT}) = ¼
P(X=1) = Probability of getting one head = P({HT, TH}) = 2/4 = ½
P(X=2) = Probability of getting two heads = P({HH}) = ¼
Thus, Probability distribution is given in the following table
Xi 0 1 2
P(X= 1/4 1/2 1/4
xi)

Q1] Let X denote the number of heads in a single toss of 4 fair coins.
Determine (i) P(X<2) (ii) P(1<X≤3).

Expectation of a Discrete Variable:- Suppose a random variable X assumes the

values x1, x2, x3, ....... xn with respective probabilities p1, p2, p3, ......., pn. Then the
mathematical expectation or mean or expected value of X, denoted by E(X), is
defined as the sum of products of different values of X and the corresponding
probabilities.

Therefore, E[X] = x1P1+x2P2+x3P3+ .......... + xnPn =Σxi.Pi

Similarly E[xr] = x1rP1+x2rP2+x3rP3+ ............. + xnrPn = ΣxirPi
E[g(x)] = Σg(xi).Pi, where g(x) is any function of a random variable X.

Note: Expected value of X is a population mean. If the population mean is μ then

E[x] = μ.
Some important results on Expectation:-
1] If X is a random variable and K is a constant, then
(i) E[K] = K
(ii) E[X+K] = E[X]+K
(iii) E[KX] = K. E[X]
(iv)E[X+Y] = E[X] + E[Y]
(v)E[aX+b] = a.E[X]+b
(vi)E[X.Y]=E[X].E[Y], if X and Y are two independent random variables.
 (vii)E[1/X] ≠ 1/E[X]

2] Mean:- The mean value μ of the discrete

distribution function is given by
∑ x i . Pi = x . P =E[ x ]
μ= ∑ i i
∑ Pi
Note:- If E[X] = μ, then E[X-μ] = E[X] – μ = μ-μ=0.

3] Variance:- If X is a random variable, then the mathematical expectation of (x-μ) 2

is defined to be the variance of the random variable X, it is denoted by Var (X) or
V(X) and it is defined as
Var[X] = E[(x-μ)2]
= E[x2-2xμ+μ2]
=E[x2] - 2μ.E[x] + E[μ2]
=E[x2] - 2μ.μ + μ2
=E[x2] – μ2
= E[x2] – [E(x)]2
S.D .= √Var( x)=√ E [ x 2 ]−( E [ x ])2
Note: 1] Var(K) = 0
2] Var(Kx) = K2.Var(x)
3] Var(aX+b) = a2.Var(x)
4] Var(X+Y) = Var(X) + Var(Y)

Q2] A random variable X has the following distribution:

X 1 2 3 4 5 6
1 3 5 7 9 11
P(X)
36 36 36 36 36 36
Find (a) the Mean (b) Variance (c) P(1 < X < 6).

Q3] A random variable X has the following distribution:

X 0 1 2 3 4 5 6 7
P(X) 0 K 2K 2K 3K K2 2 K2 7 K2+K
(i) Determine K,
(ii) Evaluate P(x<6), P(x≥6), P(0<X<5) and P(0≤X≤4)
(iii) If P(X≤K)>1/2, find the minimum value of K and
(iv) Determine the distribution function of X
(v) (v) Mean (vi) Variance

Q4] A random variable X has the following distribution:

X -3 -2 -1 0 1 2 3
P(X) k 0.1 k 0.2 2k 0.4 2k
(i) Determine K,
(ii) Determine the distribution function of F[x]
(iii) Mean (vi) Variance

Q5] A random variable X has the following distribution:

X 1 2 3 4 5 6 7 8
 P(X) k 2k 3k 4k 5k 6k 7k 8k
Find the value of (i) k (ii) P(X≤2) (iii) P(2≤X≤5).

Q6] A sample of 4 items is selected at random from a box

containing 12 items of which 5 are defective. Find the
expected number E of defective items.

Q7] A random variable X has the following

probability distribution:
X -3 6 9
1 1 1
P(X)
6 2 3
Find (a) E[x] (b) E[x2] (c) E[(2X+1)2]
(d) Find the mean and variance of the above
probability distribution.

Q8] Find E[2X-3] and Var[2X-3] for the following distribution:

X -2 -1 0 1 2
P(X) 0.2 0.1 0.3 0.3 0.1

Q9] A fair coin is tossed head, or five tails occurs then

find (i) the distribution (ii) mean.

Q10] A shipment of 20 similar laptop computers to a retail outlet contains 3 that are
defective. If a school makes a random purchase of 2 of these computers, find the
probability distribution for the number of defectives.

Q11] Among 40 condensers produced by a machine, 6 are defective. If we

randomly check 5 condensers, what are the probabilities that (i) none are defective
(ii) all are defective?

Continuous Probability Distribution:- When a random variable X takes every

value in an interval, it gives rise to continuous distribution of X.

Probability Density Function:- Consider the small interval

[ x−
dx
2
, x+
of
dx
2 ]
length dx round the point x. Let f(x) be any continuous function of x so that f(x)dx
represents the probability that the variable X falls in the infinitesimal interval

[ x−
dx
2
, x+
]
dx
2 .

Symbolically it can be expressed as P

[ x−
dx
2
, x+
dx
]
2 =f(x)dx. Then f(x) is called the
probability density function of the variable X and the continuous curve y=f(x) is
known as the probability density curve.
 As the probability for a variate value to lie in the interval dx is f(x)dx; so the
b
∫ f ( x )dx ,
probability for a variate value to fall in the finite interval (a, b) is a which
represents the area under the curve y = f(x), the x-axis and the ordinates x = a and
b
∫ f ( x )dx ,
x = b. Since the total probability is unity, we have a =1, where [a, b] is the
range of the variate X, The range of the variable may be finite or inifinite.

Properties of the pdf f(x):-

(i) f(x) ≥ 0, for all x belongs to R
∞

(ii)
∫ f ( x)dx=1
−∞
(iii) The probability P(E) is given by
∫ f ( x )dx
P(E) = E is well defined for any event E.
Probability Distribution Function:- The cumulative distribution
function or simply the distribution function of a continuous
random variable X is denoted by F(x) and is defined
x

as F(x) = P(X≤x) = −∞
∫ f ( x)dx.
Properties:- Let f(x) be the p.d.f. of a random variable X, then
∞

(i)
∫
Mean (μ)=E[X] = −∞
x. f (x)dx
∞
( σ ) = ∫ x 2 .f ( x)dx−μ 2.
2
(ii) Variance ( −∞
Q12] If a random variable has the probability density f(x)

as
f(x)=¿ { 2 .e−2x
; for x≻0 ¿ ¿¿¿ Find the probability that
it will take on a value (i) P(1≤X≤3) (ii) P(X>0.5).

Q13] If the probability density of a random

variable is given by
f(x)=¿ { K (1−x 2
); for 0≺x≺1 ¿ ¿¿¿
Find the value of K and the probabilities that
a random variable having this probability density
will take on a value (i) between 0.1 and 0.2
(ii) greater than 0.5 (iii) Mean (iv) Variance

Q14] For a continuous random variable X whose

probability density function is given by
f(x)=¿ {c .x.(2−x); for 0≤x≤2¿¿¿¿ where C is a
constant. Find c, mean and variance of X.

Q15] A continuous random variable has the p.d.f.

f(x)=¿ { K .x..e−λx ; for x≥0, λ≻0 ¿ ¿¿¿ Determine

(i) K (ii) Mean (iii) Variance.

Q16] For the continuous probability function

f(x)=¿ { K .x2.e−x ; for x≥0 ¿ ¿¿¿

Find (i) K (ii) Mean (iii) Variance.

Q17] If the probability density function of a

random variable X is given by

{ −x2
f (x)=¿ 2.K.e ; for x≻0 ¿ ¿¿¿ Determine
(i) K (ii) the distribution function for X.

Q18] Suppose a continuous random

variable X has the p.d.f.

f(x)=¿ { K.x2 ; for 0≺x≺3 ¿ ¿¿¿

Find (i) K
(ii) Find the distribution Function F(x)
(iii) P(1<X≤2)

Q19] If the p.d.f. of X is given by

{ { {
x
2 2 2
1 3− x
f(x)=¿ ; for 0≺x≤1¿ ;for 1≺x≤2¿ ;for 2≺x≺3 ¿ ¿
Find the expected value of Φ(x)=x2 – 5x + 3.

Q20] The diameter of an electric cable, say X, is

assumed to be a continuous random variable with
p.d.f. f(x) = 6x(1-x), 0≤X≤1.
(i) Check that f(x) is p.d.f. and
(ii) Determine a number b such that P(X<b) = P(X>b).
Q21] A continuous random variable X has a p.d.f.
f(x) = 3.x2, o≤X≤1. Find a and b such that
(i) P(X≤a) = P(X>a) and (ii) P(X>b) = 0.05.

Q22] If the probability density of a random

variable is given by

f(x)=¿ {( K+2).x3 if 0≺X≺10 ¿ ¿¿¿

Find the value of K and the probability that
the random variable takes on a value
(a) greater than ¾ (b) between 1/3 and 2/3.

PART 3

INTRODUCTION:- We have already learnt frequency distributions which are based on the
actual observations or experiment. In this chapter, we shall discuss theoretical distributions
(or Probability distributions) in which variates are distributed as per some definite law which
can be expressed mathematically. That is, theoretical distributions are mathematical
models. So, it is possible to deduce mathematically what the frequency distribution of
certain population should be. Such distributions are called Theoretical distributions or
Frequency Distributions.

There are two types of theoretical distributions. They are

(i) Discrete Theoretical Distributions:- (a)Binomial distribution (b) Poisson

distribution (c) Rectangular distribution (d) Negative Binomial Distribution (e)
Geometric distribution
(ii) Continuous Theoretical Distributions:- (a) Normal Distribution
(b) Student’s t-distribution (c) Chi-Square Distribution (d) F-Distribution.

In chapter, we shall study only the three distributions namely, Binomial, Poisson and
Normal distributions. Before we discuss these distributions,, we first give a brief introduction
of Uniform and Bernoulli’s distributions.

DISCRETE UNIFORM DISTRIBUTION:

A random variable X has a discrete uniform distribution if and only if its probability
distribution is given by
1
p( x)= , for x=x 1 , x 2 , .. .. . .. . , x k .
k
The random variable X is then called discrete uniform random variable.
For example, the distributions
x 0 1 x 0 1 2 3
and
p(x) ½ 1/2 p(x) 1/4 1/4 1/4 1/4
are discrete uniform distributions.

BERNOULLI’S DISTRIBUTION:
A random variable X which takes two values 0 and 1 with probability q and p
respectively i.e., P(X=0)=q and P(X=1)=p, q=1 - p is called a Bernoulli’s discrete random
variable and is said to have a Bernoulli’s distribution. The probability function of Bernoulli’s
distribution can be written as
p( x )= p x . q1−x = p x . (1− p)1−x , for x =0 , 1 .
Note: (i) Mean of the Bernoulli’s discrete random variable X is
μ=E ( X )=∑ x . p( x )=0 Xq+1 Xp=0+p= p .
(iii) Variance of X

V ( X )=E [ X ]−[ E ( X ) ] =∑ x . p (x )−μ =[0 ∗q +1 ∗p ]− p = p− p = p(1−p )= pq .

2 2 2 2 2 2 2 2

Hence the standard deviation is σ =√ pq .

Note: Suppose, associated with a random trial there is an event called ‘success’ and the
complementary event called ‘failure’. Let the probability for success be p and probability for
failure be q. Suppose the random trials are prepared n times under identical conditions.
These are called Bernoullian trials.

BERNOULLI’S THEOREM:
If the probability of the occurrence of an event (success) in a single trial is p, then the

probability that it will occur exactly r times out of n independent Bernoullian trials is
n
C r pr q n−r where p+q=1 .

Note: 1. By Binomial Theorem,

n n n n−1 n n−2 2 n n−r r n
( q +p ) =q + C1 q p+ C2 q p +. . .. .. . .+ C r q p +. . .. .. .+ p .
We notice that the
probabilities of getting 0, 1, 2, ...., n successes are given respectively by the successive
terms of the above binomial expansion. The probability of exactly r successes and n-r
n r n−r
failures is
C r p q and it is the (r+1)th term in the above expansion.
Note: 2. The probability of getting at least one success in a series of n trials is
= n C 1 q n−1 p+ n C 2 q n−2 p2 +........+ n Cr q n−r pr +.......+ p n
¿ ( q+ p )n −q n=1−q n
Note: 3. The probability of no success in n Bernoullian trials is given by q n, and that of all
successes by pn.

BINOMIAL DISTRIBUTION:
Binomial distribution was discovered by James Bernoulli in the year 1700 and it is a
discrete probability distribution.
Let us visualise a conceptual or practical situation where a trial or an experiment
results in only two outcomes, say ‘success’ and ‘Failure’. Further, the result of one trial does
not influence the result of next trial, and the probability of success at each trial is the same
from trial to trial.
Some of such situations are:
1. Tossing a coin – Head or Tail
2. Birth of a baby –Girl or Boy
3. Auditing a Bill – contains an error or not

Definition: A random variable X has a Binomial Distribution if it assumes only non-negative

values and its probability density function if given by

P(X=r)=p(r)=¿ {n C r pr qn−r ; r=0,1,2,....,n, q=1−p ¿ ¿¿¿

Note: 1. An alternate notation for binomial distribution is as follows:

P(X=x)=p(x)=B(x: n, p)=¿ {n C x px qn−x ; x=0,1,2,....,n, q=1−p ¿ ¿¿¿

 n
F X ( x )=PX≤x )=∑ n C r p r qn−r .
Note: 2. The Binomial distribution function is given by r=0
Conditions of Binomial Distribution:
The Binomial Distribution holds under the following conditions:
1. Trials are repeated under identical conditions for a fixed number of times, say n
times
2. There are only two possible outcomes, i.e., success or failure for each trial
3. The probability of success in each trial remains constant and does not change from
trial to trial
4. The trials are independent i.e., the probability of an event in any trial is not affected
by the results of any other trial.

Constants of Binomial Distribution:

1. The Arithmetic Mean of the Binomial distribution = n.p.
2. The Variance of the Binomial distribution = n.p.q.
3. Mode of the Binomial distribution

=¿ {integral part of (n+1)p, if (n+1)p is not an integer¿¿¿¿

Recurrence Relation for the Binomial Distribution : We know that
P(r )=n C r pr q n−r ⇒ P(r+1)=n Cr +1 p r+1 q n−r−1
n r+1 n−r−1
P (r+1) Cr +1 p q
⇒ =n
P (r) Cr pr qn−r
n−r p
= .
r+1 q
n−r p
⇒ P (r+1)= . . P(r ).
r+1 q

Q23] A fair coin is tossed six times. Find the probability of getting four heads.

Q24] Ten coins are thrown simultaneously. Find the probability of getting at least (i) Seven
heads (ii) six heads.

Q25] Two dice are thrown five times. Find the probability of getting 7 as sum (i) at least
once (ii) two times (iii) P(1<X<5).

Q26] The probability that the life of a bulb is 100 days is 0.05. Find the probability that out
of 6 bulbs (i) at least one (ii) greater than4 (iii) None, will be having a life of 100 days.

Q27] The mean of Binomial distribution is 3 and the variance is 5/4. Find (i) the value of n
(ii) P(X≥7) (ii) P(1≤X≤6).

Q28] Assume that 50% of all engineering students are good in Mathematics. Determine the
probabilities that among 18 engineering students (i) exactly 10 (ii) at least 10 (iii) at most 8
(iv) at least 2 and at most 9 are good in Mathematics.

Q29] Find the probability that at most 5 defective components will be found in a lot of 200.
Experience shows that 2% of such components are defective. Also find the probability of
more than five defective components.
Q30] 20% of items produced from a factory are defective. Find the probability that in a
sample of 5 chosen at random (i) none is defective (ii) one is defective (iii) P(1<X<4)

Q31] In a family of 5 children find the probability that there are (i) 2 boys (ii) at least one
boy (iii) all are boys (iv) No boys

Q32] Four coins are tossed 160 times. The number of times x heads occur is given below:
X 0 1 2 3 4
No. Of times 8 34 6 4 6
9 3
Fit a binomial distribution to this data on the hypothesis that coins are unbiased.

Q33] Fit a Binomial distribution to the following data:

X 0 1 2 3 4 5
f 2 14 20 34 2 8
2

Q34] It has been claimed that in 60% of all solar-heat installations the utility bill is reduced
by at least one-third. Accordingly, what are the probabilities that the utility bill will be
reduced by at least one-third in (i) four of five installations; (ii) at least four of five
installations.

Q35] If the probability is 0.05 that a certain wide-flange wide-flange column will fail under a
given axial load, what are the probabilities that among 16 such columns (a) at most two will
fail; (b) at least four will fail?

Q36] The manufacture of large high – definition LCD panels is difficult, and a moderately
high proportion have too many defective pixels to pass inspection. If the probability is 0.3
that an LCD panel will not pass inspection, what is the probability that 6 of 18 panels,
randomly selected from production, will not pass inspection?

Q37] A manufacturer of external hard drives claims that only 10% of his drives require
repairs within the warranty period of 12 months. If 5 of 20 of his drives required repairs
within the first year, does this tend to support or refute the claim?

Q38] Six coins are tossed 100 times, using Binomial distribution, find the probability of
getting four heads in 25 times.

PART - 4

POISSON DISTRIBUTION:

Introduction:- The Poisson distribution can be derived as a limiting case of the

Binomial Distribution under the following conditions:

(i) p, the probability of the occurrence of the event is very small.

(ii) n is very large, where n is number of trials i.e., n→ ∞
(iii) np is a finite quantity, say np = λ, then λ is called the parameter of the
Poisson distribution.

Definition: A random variable X is said to follow a Poisson distribution if it assumes

only non-negative values and its probability density function is given by
 p(x; λ)=P(X=x)=¿
x!{
e−λ .λ x
; for x=0,1,2,3,....¿¿¿¿

Hence λ > 0 is called the parameter of the distribution.

∞ ∞
e− λ . λ x −λ ∞ . λ x −λ λ
∑ P ( X=x )= ∑ x!
=e ∑ =e . e =1 .
Note: 1. It should be noted that, x=0 x=0 x =0 x !

2. The Poisson Distribution function is

x x r
F X ( x )=P( X=x )=∑ p(r )=e −λ
∑ r!λ , r=0 , 1 , 2, 3 , .. . .
r=0 r=0

Conditions of Poisson Distribution:-

1. The variable (number of occurrences) is a discrete variable.

2. The occurrence are rare.
3. The number of trials (n) is large
4. The probability of success (p) is very small (very close to zero).
5. np = λ is finite.

Constants of the Poisson Distribution:-

1. The mean of the Poisson distribution = Mean = E(x) = λ = np.

2. Variance of Poisson Distribution = λ
3. Mean = Variance = λ and S.D. = square root of λ.
4. Mode of the Poisson distribution lies between λ-1 and λ
Case (i) If λ is an integer then λ-1 is also an integer. We have two maximum
values and the distribution if bimodal and the two modes are λ-1 and λ.
Case(ii) If λ is not an integer, then the mode of Poisson distribution is integral
part of λ.

Recurrence Relation for the Poisson Distribution: We have

e− λ . λ x e− λ . λ x +1 λ e−λ . λ x λ λ
p( x )= ⇒ p( x +1)= = . = . p( x ) ⇒ p ( x )= . p( x−1 ).
x! ( x+1 )! x+1 x ! x+1 x

Properties of Poisson Distribution:-

1. Range of the variable is from 0 to ∞.

2. Mean and Variance are equal.
3. Distribution gets more and more symmetrical about the mean as λ increases
and tends to normal distribution, described in the next section.

PROBLEMS ON POISSON DISTRIBUTION

Q39] A car – hire firm has two cars which it hires out day by day. The number of
demands for a car an each day is distributed as a Poisson distribution with mean
1.5. Calculate the proportion of days (i) on which there is no demand (ii) on which
demand is refused.

Q40] A hospital switch board received an average of 4 emergency calls in a 10

minute interval what is the probability that (i) there are at most 2 emergency calls
in a 10 minute interval (ii) there are exactly 3 emergency calls in a 10 minute
interval.

Q41] A manufacturer of cotter pins knows that 5% of his product is defective. Pins
are sold in boxes of 100. He guarantees that not more than 10 pins will be
defective, what is the approximate probability that a box will fail to meet the
guaranteed quality?

Q42] If a random variabvle has a Poisson distribution such that p(1)=P(2). Find (i)
Mean (ii) P(4) (iii) P(X≥1) (iv) P(1<X<4).

Q43] The average number of phone calls/minute coming into a switch board
between 2PM and 4PM is 2.5. Determine the probability that during one particular
minute there will be (i) 4 or fewer (ii) more than 6 calls.

Q44] 2% of the items of a factory are defective. The items are packed in boxes.
What is the probability that there will be (i) 2 defective items (ii) at least three
defective items in a box of 100 items.

Q45] If a Poisson distribution is such that (3/2).P(X=1)=P(X=3). Find (i) P(X≥1) (ii)
P(X≤3) (iii) P(2≤X≤5).

Q46] If X is a Poisson Variate such that 3.P(X=4)=0.5P(x=2)+P(x=0), then find (i)

Mean of X (ii) P(X≤2).

Q47] If 2% of light bulbs are defective, Find (i) at least one is defective (ii) Exactly 7
are defective (iii) P(1<X<8) in a sample of 100.

Q48] Fit a Poisson distribution for the following data and calculate the Expected
frequencies:

x 0 1 2 3 4
f(x) 109 65 22 3 1

Q49] Fit a Poisson distribution for the following data:

x 0 1 2 3 4 5 Tota
l
f(x) 142 156 69 27 5 1 400

PART - 5

NORMAL DISTRIBUTION
Definition:- A random variable X is said to have a Normal Distribution, if its density
function or probability distribution is given by

( x− μ )2
−
1 2 . σ2
f ( x : μ , σ )= .e ; −∞ < x< ∞ , −∞< μ< ∞ , σ > 0 .
σ . √2 π

where μ is the Mean and σ is the S.D. of X.

This function is called probability density function of the Normal distribution,

depends on two values μ and σ.

The curve has maximum value at x = μ and topers off on either side but
never touches the horizontal line.

The curve on the left side goes upto -∞, and on the right side it goes upto
+∞.

However, as much as 99.73% of the area under

the curve lies between(μ-3σ) and (μ+3σ) and only
0.277% of the area lies beyond these points. The
random variable X is then said to be a normal random
variable or normal variate. The curve representing the
Normal distribution is called the normal curve and the
total area bounded by the curve and the x-axis is one.
∞
∫ f ( x).dx=1
i.e., −∞

The area under the curve between the ordinates x = a and x = b, where a<b,
represents the probability that x likes between a and b. i.e., P(a<x<b).

Thus, P(a<x<b)=area under the normal curve between the vertical lines x=a
and x=b,

b
∫ f ( x). dx .
which is a

Note:- 1] A random variable X with mean μ and variance σ 2 and following the
probability

law (1) is expressed by X ~ N(μ, σ 2 ) .

2] Normal distribution is also known as Gaussian Distribution.

3] For the Normal distribution mean, median and mode coincide

i.e., mean=median=mode. Hence the distribution is symmetrical.

Normal distribution is applicable in the following situations:

1. Life of items subjected to wear and tear like tyres, batteries, bulbs, currency
notes etc.,
 2. Length and diameter of certain products like pipes, screws and discs.
3. Height and weight of baby at birth.
4. Aggregate marks obtained by students in an examination.
5. Weekly sales of an item in a store.

Chief Characteristics of the normal distribution:

1. The graph of the normal distribution y = f(x) in

the XY-plane is known as the normal curve.
2. The curve is a bell shaped curve and
symmetrical w.r.t. mean i.e., about the line
x=μ and the two tails on the right and left
sides of the mean extends to infinity. The top
of the bell is directly above the mean
3. Area under the normal curve represents the total population.
4. Mean, Median and Mode of the distribution coincide at x = μ as the
distribution is symmetrical. So normal curve is unimodal [has only one
maximum point].
5. X-axis is an asymptote to the curve.
6. Linear combination of independent normal variates is also a normal variate.
7. The points of inflexion of the curve are at x = μ + σ and the curve changes
from concave to convex at x = μ + σ to x = μ – σ.

8. The probability that the normal variate X with mean μ and S.D. σ lies between
− .( ) . dx
2
x2 1 x −μ
1
P( x 1≤ X≤x 2 )= ∫
σ √ 2 π x1
e 2 σ
. .. . .. .. . .. .. ( 1 )
x1 and x2 is given by
Since (1) depends on the two parameters μ and σ, Instead, by putting
x−μ
z= ,
ϖ the R.H.S. of equation (1) becomes independent of the two
parameters μ and σ. Here Z is known as the standard variable.
9. Area under the normal curve is distributed as follows:
(i) Area of normal curve between μ – σ and μ + σ is 68.27%
i.e., p(μ – σ<X< μ + σ)=0.6826

(ii) Area of normal curve between μ – 2σ and μ + 2σ is 95.43%

i.e., p(μ – 2σ<X< μ + 2σ)=0.9543

(iii) Area of normal curve between μ – 3σ and μ + 3σ is 99.73%

i.e., p(μ – 3σ<X< μ + 3σ)=0.9973.

STANDARD NORMAL DISTRIBUTION:-

 The Normal distribution with mean(μ) = 0 and S.D. (σ) = 1, is known as
standard Normal Distribution.

The random variable that follows this distribution is denoted by z. If a

variable x follows normal distribution with mean(μ) and S.D. (σ) , the variable z
x−μ
z= ,
defined as ϖ has standard normal distribution with mean 0 and S.D. as 1.
This is also referred as z-score. Here X~N(0, 1).

How to find probability density of normal curve:-

The probability that the normal variate X with mean μ and S.D. σ lies between
two specific values x1 and x2 with x1 ≤ x2 can be obtained using area under the
standard normal curve as follows:
Q50] Given a Standard normal distribution, find the area under the curve that lies (i)
to the right of z = 1.84 (ii) between z = -1.97 and z = 0.86.

Q51] Find the probabilities that a random variable having the standard normal
distribution will take on a value (i) between 0.87 and 1.28 (ii) between 0.34 and
0.62 (iii) greater than 0.85 (iv) greater than -0.65.

Q52] For a normally distributed variate with mean 1 and SD 3 , Find (i)
P(3.43≤X≤6.19) (ii) P(-1.43≤X≤6.19).

Q53] If X is a normal variate with mean 30 and SD 5, Find (i) P(26≤X≤40) (ii)
P(X≥45).

Q54] The mean and SD of the marks obtained by 1000 students in an examination
are respectively 34.5 and 16.5. Assuming the normality of the distribution, find the
approximate number of students expected to obtain marks between 30 and 60.

Q55] The marks obtained in mathematics by 1000 students is normally distributed

with mean 78% and SD 11%. Determine (i) How many students got marks above
90% (ii) What was the highest mark obtained by the lowest 10% of the students (iii)
within what limits did the middle of 90% of the students lie.

Q56] Suppose the weights of 800 male students are normally distributed with mean
140 pounds and SD 10 pounds. Find the number of students whose weights are (i)
between 138 and 148 pounds (ii) more than 152 pounds.
Q57] In a sample of 1000 cases, the mean of a certain test is 14 and SD is 2.5.
Assuming the distribution to be normal, Find (i) how many students score between
12 and 15? (ii) how many score above 18? (iii) how many score below 18?

Q58] If the masses of 300 students are normally distributed with mean 68 kgs and
SD 3 kgs, how many students have masses (i) greater than 72 kgs (ii) Less than or
equal to 64 kgs. (iii) between 65 and 71 kgs inclusive.

Q59] Given that the mean height of students in a class is 158 cms. With SD of 20
cms. Find how many students heights lie between 150 cms and 170 cms, of there
are 100 students in the class.

Q60] 1000 students have written an examination the mean of test is 35 and SD is 5.
Assuming the distribution to be normal. Find (i) How many students marks lies
between 25 and 40 (ii) How many students got more than 40 (iii) How many
students get below 20 (iv) How many students get more than 50?

Q61] In a normal distribution, 7% of the items are under 35 and 89% are under 63.
Determine the mean and variance of the distribution.

Q62] In a normal distribution 31% of the items are under 45 and 8% are over 64.
Find the mean and variance of the distribution.

** oo OO oo **