PROBABILITY

Cumulative Distribution Function

The Cumulative Distribution Function (CDF) of a
random variable X gives the probability that X
takes a value less than or equal to a specific
value x. It provides a cumulative probability,
meaning it adds up the probabilities of all values
less than or equal to x. It can be written as
𝐹 𝑥 = 𝑃(𝑋 ≤ 𝑥)
Example: Consider Example 1, the PMF is;
0.500; 𝑥 = 0
0.167; 𝑥 = 1
𝑓 𝑥 =𝑃 𝑋=𝑥 =
0.333; 𝑥 = 2
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
The probability that X is at most 1 is then
𝑃 𝑋 ≤ 1 = 𝑓 0 + 𝑓 1 = 0.667
Also,
𝑃 𝑋 ≤ 1.5 = 𝑃 𝑋 ≤ 1 = 0.667
𝑃 𝑋 ≤ 0 = 𝑃 𝑋 = 0 = 0.500
𝑃 𝑋 ≤ 0.75 = 0.5
Infact for0 ≤ 𝑥 < 1; 𝑃 𝑋 ≤ 𝑥 = 0.500
The largest possible x is 2, so
𝑃 𝑋 ≤ 2 = 1, 𝑃 𝑋 ≤ 3.7 = 1, 𝑃 𝑋 ≤ 20 = 1
Note that 𝑃 𝑋 < 1 < 𝑃 𝑋 ≤ 1 since
since the latter included the probability of X value 1, whereas the former does not.
More generally, when X is discrete and x is a possible value of the variable, then
𝑃 𝑋<𝑥 <𝑃 𝑋≤𝑥
 0.500 ; 𝑥 ≤ 0
0.667 ; 0 < 𝑥 ≤ 1
𝐹 𝑥 =𝑃 𝑋=𝑥 =
1 ;𝑥 ≥ 2
Example: A store carries flash drive with either 1
GB, 2GB, 4GB, 8GB or 16GB. The table gives the
distribution of Y equal to the amount of memory
in a purchased drive.
Y 1 2 4 8 16
P(Y=y) 0.05 0.10 0.35 0.40 0.10

Find the CDF and draw a graph.

 Solution
F(1)=P(Y≤ 1)=P(Y=1)=0.05
F(2)=P(Y≤ 2)=P(Y=1)+P(Y=2)=0.05+0.10=0.15
F(4)=P(Y≤ 4)=P(Y=1)+P(Y=2)+P(Y=4)=0.50
F(8)=P(Y≤ 8)=0.90
F(16)=P(Y≤ 16)=1
So CFD is
0, 𝑦 < 1
0.05; 1 ≤ 𝑦 < 2
0.15; 2 < 𝑦 < 4
𝐹 𝑦 =
0.50; 4 ≤ 𝑦 < 8
0.90 ; 8 ≤ 𝑦 < 16
1 ; 𝑦 ≥ 16
Example: Consider a random variable X that
represents the roll of the fair 6-sided die. Find
the CFD for the variable X.
 Bernoulli Random Variable (BRV)
Any random variable (discrete) whose only possible value
are 0 and 1 is called BRV.
A Bernoulli random variable is a discrete random variable
that has only two possible outcomes: "success" (often
denoted as 1) and "failure" (denoted as 0). This type of
random variable is used to model situations where there
are only two possible outcomes, such as a coin flip, a
pass/fail situation, good and defective or an event
occurring or not. If the probability of each out come
remains the same throughout the trials are called
Bernoulli trials and the experiment having Bernoulli trials
is called Bernoulli experiment.
 Binomial Probability Distribution
An experiment is called Binomial probability
distribution if it satisfies the following four
properties
1. The outcome of each trial may be classified as
Success (S) and Failure (F).
2. The probability of success, denoted by p,
remains constant for all trials.
3. The trials are independent.
4. The experiment is repeated and fixed number of
times.
When the binomial random variable X assumes
a value x, the binomial probability distribution is
given by:
𝑛 𝑥 𝑛−𝑥
𝑝 𝑞
𝑓 𝑥 = 𝑃 𝑋 = 𝑥 = 𝑏 𝑥; 𝑛, 𝑝 = 𝑥 ; 𝑥 = 0,1,2, … , 𝑛
0; 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

The binomial distribution is the distribution

about the number of success in a fixed number
of independent Bernoulli trials.
Example: Let a bag contains 4 red and 6 black balls.
Let we take a ball 7 times from a bag with
replacement. What is the probability of getting 3
red balls out of these trials?
Example: A fair coin is tossed 5 times. Find the
probability of obtaining various numbers of heads?
Example: Let X have a binomial distribution with
n=4 and p=1/3. Find P(X=1), P(X=3/2), P(X=3, P(X=6)
and 𝑃(𝑋 ≤ 2).
Example: In a hurdle race, a player has to cross 10
hurdles. The probability of clearing a hurdle is 5/6.
What is the probability that he will knock fewer
than 2 hurdles?
Example: A pair of dice is thrown 7 times. If getting
a total of 7 is success, what is the probability of;
a) No success
b) 6 successes
c) At least 6 successes
d) Atmost 6 successes
Example: A civil engineering firm is testing the
strength of a batch of concrete slabs that are used
in constructing buildings. The probability that a slab
meets the required strength criteria (success) is
0.95. The company selects 10 slabs randomly from
a batch of hundreds for testing. Calculate the
probability that:
i) Exactly 8 slabs meet the strength criteria.
ii) At least 9 slabs meet the strength criteria.
Example: A and B play a game in which A’s
probability of winning is 2/3. In a series of 8
games, what is the probability that A will win
(i) Exactly 4 games, (ii) at least 4 games, (iii) 6 or
more games, and (iv) from 3 to 6 games?
Example: How many times must a man toss a
fair coin so that probability of having at least 1
head is more than 80%?
Q8.5 (b) If 60% of the voters in a large district
prefer candidate A, what is the probability that
in a sample of 12 voters exactly 7 will prefer A?
(c) The probability that a patient recovers from a
delicate heart operation is 0.9. what is the
probability that exactly five of the next 7
patients having this operation survive?
 Hypergeometric Distribution
There are many experiments in which the condition
of independence is violated and the probability of
success does not remain constant for all trials. Such
experiments are called hypergeometric
experiments. The hypergeometric experiment has
the following properties.
i) The outcome of each trial may be classified as
success and failure.
ii) The probability of success changes on each trial.
iii) The successive trials are dependent.
iv) The experiment is repeated a number of times.
The number of success, X in hypergeometric experiment is
called a hypergeometric random variable and its probability
distribution is called the hypergeometric distribution and is
given by
𝑘 𝑁−𝑘
𝑥 𝑛−𝑥
ℎ 𝑥; 𝑁, 𝑛, 𝑘 = 𝑃 𝑋 = 𝑥 = 𝑁
𝑛
Where N= number of units in the set or population (positive
integer)
n = number of units in the subset or sample (positive integer)
K = number of success in the set or population ( a non-
negative integer less than or equal to N units)
 Difference between Binomial and
Hypergeometric Distributions
Binomial Distribution Hypergeometric Distribution
It is used when the probability of success It is used when the probability of success
is constant (independent events or with is not constant (dependent events or
replacement) without replacement)

It is used in a large population where It is used when dealing with fixed/finite

probability remains constant group of items
Example: A box contains 4 red and 6 black balls.
A sample of 4 balls is selected from the box
without replacement. Let X be the number of
red balls contained in the sample, then find the
probability distribution for X
Sol: Here N = 10, n = 4, k = 4 and possible values
of X = 0,1,2,3,4. The probabilities of these
possible outcomes are
P(X=0), P(X=1), P(X=2), P(X=3) and P(X=4)
Example: A factory produces electronic
components, 5% of which are defective. A
quality inspector check ten components
randomly. What is the chance of getting exactly
2 defective components?
Sol: Binomial
Hypergeometric N = 100
 Negative Binomial Distribution
Recall that the binomial random variable X is the
number of success when the number n of trials
is fixed, whereas the negative binomial
distribution arises from fixing the number of
success desired and letting the number of trials
be random.
 Properties Of Negative Binomial
Distribution
A negative binomial distribution is a distribution that has the following
properties.
i) The negative binomial distribution has a total of n number of
trials.
ii) Each trial has two outcomes, i.e., success and a failure.
iii) The probability of success or failure is the same across each of
these trials.
iv) The probability of success is denoted by p, and the probability of
failure is defined as q, and each of these is the same in every trial.
v) Each of these trials is independent. The outcome of one trial does
not affect the outcome of other trials.
vi) The experiment is continued until r success is obtained, and r is
defined in advance.
 Difference between Binomial and
Negative Binomial Distributions

Binomial Negative Binomial

Interested in probability of number of Interested in probability of number of
success trials needed to get success

Number of trials are fixed (number of Number of success (r) is fixed (number of
trials is fixed with random number of trials is random with fixed number of
success) success).

The pdf of negative binomial random variable X with parameter r (number of success)
and p (probability of success) is defined as
𝑥+𝑟−1 𝑟 𝑥
𝑛𝑏 𝑥; 𝑟, 𝑝 = 𝑃 𝑋 = 𝑥 = 𝑝 𝑞
𝑥
𝑃 𝑋 = 𝑥 shows the number of failure x that occur before achieving a fixed number of
success r.
Note: This distribution is applicable when we need to perform
an experiment until a total of r success are obtained. For
example
If we flip a coin a fixed number of times and count the
number of times the coin turns out heads is a binomial
distribution. If we continue flipping the coin until it has turned
a particular number of heads say the third head-on flipping 5
times, then this is a case of the negative binomial distribution.

For a situation involving three glasses to be hit with 7 balls,

the probability of hitting the third glass successfully with the
seventh ball can be obtained with the help of negative
binomial distribution.
Example: Roll a die. What is the probability of six
failures before you roll you 3rd six?
Example: A factory produces electronic
components, 5% of which are defective. A quality
inspector check ten components randomly. What is
the chance that you will find 2nd defective item on
the 10th inspection?
Sol: x = 8(# of non-defective item before 2nd
defective)
r=2 (# of defective items), p = 0.05. q = 0.95
P(X=8)=1.49%
Example: A factory produces electronic
components, 5% of which are defective. A
quality inspector check ten components
randomly. What is the chance that you will find
2nd defective item on the 10th inspection?
Sol: x = 8(# of non-defective item before 2nd
defective)
r=2 (# of defective items), p = 0.05. q = 0.95
P(X=8)=1.49%
Example: Find the probability that the 10th
person to hear the rumor is the 3rd person to
believe it, where the probability of believing the
rumor is p = 0.6.
Example: A marksman is firing bullets at targey
and the probability of hitting the target at any
trial is 0.7. Find the probabilities that his 7th shot
is his 4th hit?