Common Probability

Distributions
Stat 101 | 1718Sem2 | CAAntonio
By the end of the chapter, the learner is expected
to be able…
• to define a probability distribution
• to appreciate the use of common probability
distributions
• to compute for probabilities using the Binomial
model
• to read and use a standard Z table
➢constant that determines the specific
form of the probability distribution

➢numerical descriptive measure of the

probability distribution
•All distributions used in modeling involve
at least one parameter
❖Discrete
▪Binomial Distribution
▪Poisson Distribution
▪Hypergeometric

❖Continuous
▪Normal Distribution
▪Exponential Distribution
▪Uniform Distribution
BINOMIAL DISTRIBUTION
➢random experiment that satisfies the following
properties:
✓consists of observing outcomes of a sequence
of n trials
✓each trial can result in one of only 2 possible
outcomes which we can label S-for success and
F-for failure
✓the probability of success, p, must be the
same for each one of the n trials
✓the trials are independent
Example
•process of selecting a sample of size n
using SRSWR from a population consisting
of N elements and observing whether the
selected element possesses the
characteristic of interest
Definition
A discrete random variable X is said to
follow a Binomial distribution if its PMF is
as follows:

𝑛 𝑥 𝑛−𝑥
𝑝 1−𝑝 , 𝑥 = 0,1,2, … , 𝑛
𝑝 𝑥 = ቐ 𝑥
0 , 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
•The Binomial distribution has two
parameters:

❖n = number of trials
❖p = probability of the event that the
outcome of the trial is a success; gives us
an idea of the skewness of the
distribution
If X ~ Bi(n,p), then

E(X) = np and Var(X) =np(1-p)

Example
A multiple choice quiz has 15 questions, each with 4
possible answers of which only 1 is the correct answer.
Suppose a student has been absent for the past meetings
and has no idea what the quiz is all about. The student
simply uses a randomization mechanism in answering each
item.
a) What is the probability that the student will get a
perfect score?
b) What is the probability that the student will get at least
3 correct answers?
c) What is the student’s expected number of correct
answers?
Answer
X = no. of correct answers out of 15, X~Bi(n=15, p=0.25)
15
a) P(X=15) = 15
0.2515 1 − 0.25 15−15
= 0.2515

b) P(X≥3) = 1 – P(X<3) = 1 – P(X=0) – P(X=1) – P(X=2)

= 1 - 15 0
0.250
1 − 0.25 15−0
- 15
1
0.251 1 − 0.25 15−1
-
15 2 1 − 0.25 15−2
2
0.25

c) E(X) = 𝑛𝑝 = 15 ∗ 0.25 = 3.75

Acceptance Sampling is a traditional procedure in
industrial quality control. It involves the inspection of
a sample of manufactured items from a lot by a buyer
before he decides to accept the lot based on the
number of defective items in the sample.

◦ The buyer uses a sampling plan that specifies n =

sample size and a = acceptance number. In the
sampling plan, the buyer decides to accept the lot
if X <= a and reject the lot if X>a.
NORMAL DISTRIBUTION
Definition
A continuous random variable X is said to
be normally distributed, if its probability
density function is given by:
1 1 𝑥−𝜇 2
−
𝑓 𝑥 = 𝑒 2 𝜎 ,𝑥 𝜖 ℝ
𝜎 2𝜋
−∞ < 𝜇 < ∞, 𝜎 2 > 0
If X ~ Normal (μ, σ2),
then E(X) = μ and Var(X) = σ2.

•μ determines the location of the center of

the distribution
•σ2 indicates how concentrated the values
of X are about μ
➢special type of normally distributed
random variable whose μ is 0 and σ2 is 1

➢denoted by Z, Z~Normal(0,1)

➢very useful in evaluation of probabilities

and in Inferential Statistics
Evaluation of Probabilities
❖P(Z ≤ a) = P(Z < a) = F(a) = Φ (a)

❖P(Z > a) = P(Z ≥ a) = 1 – F(a) = 1 - Φ (a)

❖P(a < Z < b) = P(a < Z ≤ b) = P(a ≤ Z < b)

= P(a ≤ Z ≤ b) = F(b) – F(a) = Φ (b) - Φ (a)
Example
Suppose Z ~ Normal(0, 1). Determine the
following probabilities.

a) P(Z≤2.54)
b) P(-1.75<Z<1.62)
c) P(Z>0.75)
Answer
Z ~ Normal(0,1)
a) P(Z≤2.54) = Φ(2.54) = 0.9945
b) P(-1.75<Z<1.62) = Φ(1.62) - Φ(1.75)
= 0.9474 – 0.0401 = 0.9073
c) P(Z>0.75) = 1-Φ(0.75) = 1 – 0.7734 = 0.2266
Linear Transformation
•If the random variable X is normally
distributed and Y is a linear transformation
of X, then Y is also normally distributed.
If X~N(μ, σ2) and Y = aX + b(where a and b
are constants), then Y will be normally
distributed with
E(Y) = aμ + b and
Var(Y) = a2σ2
•Because of the previous theorem, it is
possible to transform any normal random
variable, X, with mean μ and variance σ2,
into a standard normal random variable Z.

𝑿 −𝝁
𝒁=
𝝈
If we want to compute for probabilities,
then all we need to do are:

✓transform X into a standard normal

random variable, and
✓Use normal table to evaluate the
probability of the event in terms of the Z
If X~N(μ, σ2)

𝑋−𝜇 𝑐−𝜇 𝑐−𝜇

𝑃 𝑋≤𝑐 =𝑃 ≤ =𝑃 𝑍≤
𝜎 𝜎 𝜎
𝑐−𝜇
=Φ
𝜎
Example
Suppose X~Normal(μ=5, σ2=4)

a) P(X≤6)
b) P(4.5<X<6)
c) P(X>4.5)
Answer
Suppose X~Normal(μ=5, σ2=4)

X−𝜇 6−5 1 1
a) P(X≤6) = P( ≤ ) = P(Z≤ )= Φ = 0.6915
𝜎 4 2 2
4.5−5 X−𝜇 6−5 1
b) P(4.5 < X < 6) = P ( < < ) = Φ -
4 𝜎 4 2
Φ −0.25
= 0.6915 – 0.4013 = 0.2902
X−𝜇 4.5−5
c) P(X>4.5) = P > = 1 – Φ(-0.25) = 1-0.4013 =
𝜎 4
0.5987
Example
An automatic soda dispenser is regulated so
that it dispenses an average of 200ml per cup.
Suppose the amount of drink dispensed is
normally distributed with a standard deviation
equal to 15ml. Moreover, 230ml cups are used.
a) What is the probability that a cup contains
between 191 and 209 ml?
b) What is the probability that a cup will
overflow?
Answer
X = amount of soda dispensed
X~N(𝜇=200, 𝜎 2 =152) Moreover, 230ml cups are used

191−200 𝑋−𝜇 209−200

a) P(191<X<209) =P < <
15 𝜎 15
=P(-0.6<Z<0.6) = Φ(0.6) – Φ(-0.6) = 0.7257 –
0.2742
= 0.4515
𝑋−𝜇 230−200
b) P(X>230) = 1-P(X≤230) = 1 – P( ≤ ) = 1-Φ(2)
𝜎 15
= 1-0.9772 = 0.0228
❖Bernoulli Distribution
-special case of Binomial where n = 1

❖Hypergeometric Distribution
-SRSWOR

❖Poisson Distribution
-for modelling the number of occurrences
of certain rare event
1. Suppose the IQ’s of applicants of a
certain science high school follow a
normal distribution with mean of 120 and
a standard deviation of 9. One of the
requirements of the school is that the
student’s IQ must be at least 115. What
proportion of the applicants will be
rejected on the basis of their IQ?
Let X = IQ of a randomly selected applicant
X~N(120, 92)

𝑋−𝜇 115−120 5
P(X<115) = P < =Φ − = 0.2877
𝜎 9 9

Around 29% of the applicants will be rejected on the basis

of IQ.
2. It is known that Michael Jordan made
83.5% of his free throws during his
career. If in a regular season game, he
was given 5 free throws (assuming his
shots are independent), what is the
probability that he will be able to make 4
of those 5 shots?
Let Y = no. of shots made out of 5
Y~Binomial(n=5, p=0.835)

5
P(Y=4) = 4
0.8354 1 − 0.835 5−4
=0.4011
3. Let X~Normal(2, 1) and Y=2X-3. Solve for
the following probabilities.

a) P(Y>-1)
b) P(-2.5≤Y<0)
c) P(Y≤5)
Let X~Normal(2, 1)
Y=2X-3.

a) P(Y > -1) = P(2X-3 > -1) = P(2X > 2) =

𝑋−𝜇 1−2
P(X>1) = P( > ) = P(𝑍 >-1) = Φ(-
𝜎 1
1) = 0.1587
b) P(-2.5≤Y<0)
c) P(Y≤5)
4. The finished diameter of a piston ring is
normally distributed with a mean of 10
centimeters and a standard deviation of 0.03
centimeters.

a) What proportion of the rings will have a

diameter less than 10.075 centimeters?
b) What is the probability that a piston ring will
have a diameter between 9.97 and 10.03
centimeters?