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6-7. Probability and

distributions

[1] 2, 4; [2] 3 ;
[3] 4, 5, 6; [5] 2, 8

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Outline

 Probability
 Commonly used Distributions

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Probability

 Basic ideas
 Counting Methods
 Random Variables
 Linear Functions of Random Variables
 Jointly Distributed Random Variables

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Basic ideas

 The set of all possible outcomes of an experiment is called the sample

space for the experiment.
 Ex: For tossing a coin, we can use the set {Heads, Tails} as the sample space. This
sample space is finite.
 A subset of a sample space is called an event.
 Combining Events: union, intersection, complement (not occur)

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Basic ideas
MUTUALLY EXCLUSIVE EVENTS

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Probabilities

 Each event in a sample space has a probability of occurring.

 Given any experiment and any event A:
 The expression P(A)denotes the probability that the event A occurs.
 P(A) is the proportion of times that event A would occur in the long run, if the
experiment were to be repeated over and over again.

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Axioms of Probability
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Axioms of Probability
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Sample Spaces with Equally Likely
Outcomes

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The Addition Rule

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Counting Methods
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Permutations

 A permutation is an ordering of a collection of objects.

 Ex: There are six permutations of the letters A, B, C: ABC, ACB, BAC, BCA,
CAB, and CBA

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Permutations

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Combinations

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Conditional 15
Probability and
Independence

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Independent Events
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The Multiplication Rule

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The Law of Total Probability 18

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Bayes' Rule
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Random Variables

 A random variable assigns a numerical value to each outcome in a

sample space.

Sample space

The function X, which assigns a

numerical value to each outcome in the
sample space, is a random variable.

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Discrete Random Variables

 A random variable is discrete if its possible

values form a discrete set.
 The probability mass function of a discrete
random variable X is the function p(x) = P(X = x).
The probability mass function is sometimes
called the probability distribution.

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The Cumulative Distribution Function
of a Discrete Random Variable

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Mean and Variance for Discrete
Random Variables

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 Example 1: A certain industrial process is brought down for recalibration

whenever the quality of the items produced falls below specifications. Let
X represent the number of times the process is recalibrated during a week, 25
and assume that X has the following probability mass function.

 Find the mean of X.

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Population standard deviation

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 Example 2: Find the variance and standard deviation for the random variable X 27
described as below, representing the number of times a process is recalibrated.

 Solution: In Example 1 we computed the mean of X to be μX = 1.30. We compute the

variance by using Equation (2.30):

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 Example 3: Use the alternate formula, Equation (2.31), to compute the variance of X, 28
the number of times a process is recalibrated.

 Solution: In Example 1 the mean was computed to be μX = 1.30. The variance is

therefore:

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Continuous Random Variables

 A random variable is
continuous if its probabilities
are given by areas under a
curve. The curve is called a
probability density function
for the random variable.
 The probability density
function is sometimes called
the probability distribution.

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Computing Probabilities with the
Probability Density Function

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Computing Probabilities with the
Probability Density Function

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Example

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The Cumulative Distribution Function
of a Continuous Random Variable

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Mean and Variance for Continuous
Random Variables

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Mean and
Variance for
Continuous
Random
Variables

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The Population Median and
Percentiles

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The probability that a random variable differs from its mean by k standard deviations or more is never greater
than 1/k2.

Chebyshev's Inequality
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Exercises

Q1. Computer chips often contain surface imperfections. For a certain type of
computer chip, the probability mass function of the number of defects X is
presented in the following table.

a. Find P(X ≤ 2).

b. Find P(X > 1).
c. Find μX.
d. Find σ2X

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Q2. A chemical supply company ships a certain solvent in 10-gallon drums. Let X
represent the number of drums ordered by a randomly chosen customer. Assume X 39
has the following probability mass function:

a. Find the mean number of drums ordered.

b. Find the variance of the number of drums ordered.
c. Find the standard deviation of the number of drums ordered.
d. Let Y be the number of gallons ordered. Find the probability mass function of Y.
e. Find the mean number of gallons ordered.
f. Find the variance of the number of gallons ordered.
g. Find the standard deviation of the number of gallons ordered.

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Linear Functions of
Random Variables

 Means of Linear
Combinations of
Random Variables

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Means of Linear Combinations of Random

Variables

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Independent Random Variables

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Variances of Linear Combinations of
Independent Random Variables

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The Mean and Variance of a Sample
Mean

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Exercises

Q3. If X and Y are independent random variables with means μX = 9.5 and μY
= 6.8, and standard deviations σX = 0.4 and σY = 0.1, find the means and
standard deviations of the following:
a. 3 X
b. Y − X
c. X + 4Y

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Jointly Distributed Random Variables

 When two or more random variables are associated

with each item in a population, the random variables
are said to be jointly distributed. If all the random
variables are discrete, they are said to be jointly
discrete. If all the random variables are continuous, they
are said to be jointly continuous.

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Jointly Discrete Random Variables
Joint
probability
mass function
Both X and Y are
discrete, so X and
Y are jointly
discrete.

Probability?

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Example

 Find the probability that a CD cover has a length of 129 mm.

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Jointly Discrete Random Variables

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Jointly Continuous Random Variables

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Jointly Continuous Random Variables

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More than Two Random Variables

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Means of Functions of Random Variables

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Means of Functions of Random
Variables

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Means of Functions of Random Variables

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Conditional Distributions

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Conditional probability density
function

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Conditional Expectation

 Expectation is another term for mean. A conditional

expectation is an expectation, or mean, calculated
using a conditional probability mass function or
conditional probability density function. The conditional
expectation of Y given X = x is denoted E(Y | X = x) or
μY|X=x.

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Independent
Random
Variables

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Independent Random
Variables
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Covariance
When two random
variables are not
independent, it is useful to
have a measure of the
strength of the relationship
between them. The
population covariance is
a measure of a certain
type of relationship known
as a linear relationship.
We will usually drop the
term “population,” and
refer simply to the
covariance.

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(a)A random sample of points from a

population with positive covariance.
(b) A random sample of points from a
population with negative covariance.
(c) A random sample of points from a
population with covariance near 0.

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Correlation

 The population correlation is a measure of the strength

of a linear relationship that is unitless.

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Covariance, Correlation,
and Independence
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Linear Combinations of Random
Variables

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Linear Combinations of Random
Variables

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The Mean and Variance of a Sample
Mean

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Exercises

Q4. In a certain community, levels of air pollution may exceed federal standards for ozone or for
particulate matter on some days. For a particular summer season, let X be the number of days on
which the ozone standard is exceeded and let Y be the number of days on which the particulate
matter standard is exceeded. Assume that the joint probability mass function of X and Y is given in
the following table:
a. Find P(X = 1 and Y = 2).
b. Find P(X > 0 and Y ≤ 1).
c. Find P(X ≤ 1).
d. Find P(Y > 0).
e. Find the probability that the standard for ozone is exceeded at least once.
f. Find the probability that the standard for particulate matter is never exceeded.
g. Find the probability that neither standard is ever exceeded.

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Exercises

Q5. Refer to Q4.

a. Find the conditional probability mass function
pY|X(y |1).
b. Find the conditional probability mass function
pX|Y(x |1).
c. Find the conditional expectation E(Y | X = 1).
d. Find the conditional expectation E(X | Y = 1).

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Commonly used
distributions

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Bernoulli Distribution

 The probability of success is denoted by p. The probability of failure is

therefore 1 − p. Such a trial is called a Bernoulli trial with success
probability p.
 For any Bernoulli trial, we define a random variable X as follows: If the
experiment results in success, then X = 1. Otherwise X = 0. It follows that X is
a discrete random variable, with probability mass function p(x) defined by
p(0) = P(X = 0) = 1 − p
p(1) = P(X = 1) = p
p(x) = 0 for any value of x other than 0 or 1

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Bernoulli
Distribution
 The random variable X
is said to have the
Bernoulli distribution
with parameter p. The
notation is X ∼
Bernoulli( p). Figure 4.1
[1] presents probability
histograms for the
Bernoulli(0.5) and
Bernoulli(0.8)
probability mass
functions.

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Bernoulli Distribution
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Examples

 [1]4.1. A coin has probability 0.5 of landing heads when tossed. Let X = 1 if
the coin comes up heads, and X = 0 if the coin comes up tails. What is the
distribution of X?
Sol: Since X = 1 when heads comes up, heads is the success outcome. The
success probability, P(X = 1), is equal to 0.5. Therefore X ∼ Bernoulli(0.5).
 [1]4.2. A die has probability 1/6 of coming up 6 when rolled. Let X = 1 if the
die comes up 6, and X = 0 otherwise. What is the distribution of X?
Sol: The success probability is p = P(X = 1) = 1/6. Therefore X ∼ Bernoulli(1/6).

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Exercises
Q6. When a certain glaze is applied to a ceramic surface, the probability is 5% t
hat there will be discoloration, 20% that there will be a crack, and 23% that
there will be either discoloration or a crack, or both. Let X = 1 if there
is discoloration, and let X = 0 otherwise. Let Y = 1 if there is a crack, and let Y = 0
otherwise. Let Z = 1 if there is either discoloration or a crack, or both, and let Z =
0 otherwise.
a. Let pX denote the success probability for X. Find pX .
b. Let pY denote the success probability for Y. Find pY .
c. Let pZ denote the success probability for Z. Find pZ .
d. Is it possible for both X and Y to equal 1?
e. Does pZ = pX + pY?
f. Does Z = X + Y? Explain.

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The Binomial Distribution

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Examples

 [1]4.5. A fair coin is tossed 10 times. Let X be the number

of heads that appear. What is the distribution of X?
Sol: There are 10 independent Bernoulli trials, each with
success probability p = 0.5. The random variable X is equal
to the number of successes in the 10 trials. Therefore X ∼
Bin(10, 0.5).

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The Binomial Distribution

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Probability Mass Function of a Binomial

Random Variable

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Examples

 [1]4.7. Find the probability mass function of the random variable X if X ∼

Bin(10, 0.4). Find P(X = 5).
Sol: We use Equation (4.4) with n = 10 and p = 0.4. The probability mass
function is

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 A Binomial Random Variable Is a Sum of Bernoulli Random Variables

 The Mean and Variance of a Binomial Random Variable

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Q7. Find the following probabilities:

a. P(X = 3) when X ∼ Bin(5, 0.2)

Exercises b. P(X ≤ 2) when X ∼ Bin(10, 0.6)
c. P(X ≥ 5) when X ∼ Bin(9, 0.5)
d. P(3 ≤ X ≤ 4) when X ∼ Bin(8, 0.8)

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Poisson Distribution
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Poisson Distribution
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Poisson Distribution
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Examples

 [1]4.15. If X ∼ Poisson(3), compute P(X = 2), P(X = 10), P(X = 0), P(X = -1), and
P(X = 0.5).
Sol: Using the probability mass function (4.9), with λ = 3, we obtain

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Exercises

Q8. Let X ∼ Poisson(4). Find

a. P(X = 1)
b. P(X = 0)
c. P(X < 2)
d. P(X > 1)
e. μX
f. σX
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Reading

 [1] 6
 [2] 5
 [3] 9, 10; [4] 9, 10; [5] 10

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