PROBABILITY DISTRIBUTION

Topics:

Random Variable
Probability Distribution
Mathematical Expectations
Discrete Probability Distribution
Continuous Probability Distribution
Random Variable
It is a function that associates a real number with each
element in the sample space. It is usually denoted by X.
Example 1
Consider the experiment of tossing a coin 4 times. Let X be
the variable representing the number of tails that appear
in each outcome. List all the possible values of X.
Sample x Sample x Sample x Sample x
Space Space Space Space
TTTT HTTT HTTH HTHH
TTTH TTHH HTHT HHTH
TTHT THHT THTH HHHT
THTT HHTT THHH HHHH

Therefore, X = { }
Example 2
A stockroom clerk returns three safety helmets at random to
three steel mill employees who had previously checked
them. If A, B and C, in that order, got one of the three hats,
list the possible sample points for the possible orders of
returning the helmets.
Find the values of the random variable M representing the
number of correct matches.
Sample Space M
ABC
ACB
BAC
BCA Therefore, M = { }
CAB
CBA
Example 3
Three calculators were randomly obtained and inspected.
If D represents defective and N for not defective, identify
the values of Y, the random variable representing the
difference between the number of defective and number
of not defective calculators.
Sample Space Y
DDD
DNN
NDN
NND
DDN
DND Therefore, Y = { }
NDD
NNN
If a sample space contains a finite number of possibilities
or an unending sequence with as many elements as there
are whole numbers, it is called a DISCRETE SAMPLE
SPACE.

If a sample space contains an infinite number of

possibilities equal to the number of points in a line
segment, it is called a CONTINUOUS SAMPLE SPACE.

A random variable is said to be a DISCRETE RANDOM

VARIABLE if its set of possible outcome is countable.
When a random variable can take on values on a
continuous scale, it is called a CONTINUOUS RANDOM
VARIABLE.
The variables in examples in 1, 2 and 3 are discrete
random variables.

The following are examples of continuous random

variables:

Example 4
An engineer is interested in the random variable W, the
flow rate in m3/s of piping systems in a factory.

Example 5
An experiment involves identifying the random variable
Z, the time in minutes it takes an insecticide to suppress
common pests.
Probability Distribution
It is a listing of all the outcomes of a random experiment
and the probability associated with each outcome.

The listing of all the possible values that a discrete random

variable can take along with the probabilities associated
with them is called a discrete probability distribution.
Properties of a Discrete Probability Distribution:
1. The probability of an outcome is between 0 and 1,
inclusive. (0 P(X=x) 1)
2. The sum of the probabilities of all mutually exclusive
events is 1. ( P(X=x) = 1, for each x)
Example 6: Construct the discrete probability distributions for:
(a.) examples 1 to 3. (b.) Experiment: tossing a pair of dice, X-
sum of the results in each die.
MATHEMATICAL EXPECTATION FOR DISCRETE RANDOM
VARIABLES
Mean of a Discrete Probability Distribution

Mean : Ex xPx
The mean is also known as the expected value of x.
Variance of a Discrete Probability Distribution

Variance : 2 x 2
Px

x f ( x)
2 2 2

This gives the measure of variation of the distribution.

Example 7
John, a sales executive in a car company, is to sell the latest
model. He usually sells the largest numbers of cars on a
Saturday. He has the following probability distribution for the
number of cars he expects to sell on a particular Saturday.

Number of cars sold (X) 0 1 2 3 4

P(X) 0.1 0.2 0.3 0.3 0.1

a) What type of distribution is this?

b) On a typical Saturday, how many cars does John expect to
sell?
c) What is the variance of the probability distribution?
Example 8
The random variable X, representing the number of
errors per 100 lines of software code, has the
following probability distribution:

X 2 3 4 5 6
F(x) 0.01 0.25 0.4 0.3 0.04

Find the expected value of X, variance and standard

deviation.
Example 9:
Samples of size 5 are selected , without
replacement, from a population of 75 items,
25 of which do not meet the customer
specifications. Let X denote the number of
items in the sample that do not meet
customer specifications.
a. Find P(X=3)
b. Find the P(X3)
c. Find the probability distribution function for X
Example 10
A random variable X has probability
distribution function
1
f ( x) , x 1,2,3,4,5
5
a. Find P( X 2)
b. Find the mean and variance
Example 11
Random variable X has probability
distribution function

f ( x) k (7 x); x 1,2,3,4,5,6

a. Write out the probability distribution

1
function and show that k must be 21
b. Find the mean and variance
Some Discrete Probability Distributions

A. Binomial Distribution
B. Poisson Distribution
C. Hypergeometric Distribution
D. Negative Binomial Distribution
E. Geometric Distribution
Binomial Distribution

Definition: A binomial experiment is one that possesses the

following properties:

1. the experiment consists of n identical trials and

each trial results in one of two outcomes, a success or a
failure

2. the probability of success on a single trial is equal to p and

remains the same from trial to trial

3. the probability of a failure is equal to q = 1 p

4. the trials are independent, which means that the outcome of

trials does not affect the outcomes of any other trials.
 If a binomial trial can result in a success with
probability p and with a failure of probability 1 p,
then the probability distribution of a binomial
random variable X, the number of successes in n-
independent trials, is

bx; n , p nCx p x q n x
Where: C denotes the combination
n number of trials
x number of successes
p probability of success
q probability of failure
Example 12
The probability that a certain kind of component
will survive a given shock test is . Find the
probability that exactly 2 of the next 4
components tested survived.
Example 13
A traffic control officer reports that 85% of the vehicles
passing through a check point are from within the
province. What is the probability that fewer than 4 of
the next 9 vehicles are from out of the province?

Example 14
Assume that 2 out of 8 shipments from a particular
supplier do not arrive on time. What is the probability
that among 12 shipments which the supplier sends:
a. exactly 3 will arrive on time
b. exactly 7 will not arrive on time
c. less than 4 will arrive on time
d. more than 5 will arrive on time
e. from 6 to 9 will arrive on time
POISSON DISTRIBUTION

The probability distribution of a Poisson Random

Variable X, representing the number of outcomes
occurring in a given time interval or in a specified
region, is

e x
px;
x!

Where is the average number of outcomes occurring

in the given time interval or specified region and e =
2.71828
The given time interval maybe of any length, such as
minute, day, week, month or even a year.

Examples: number of telephone calls received by an office

over an hour, number of schooldays cancelled due to storm
over a semester, number of road accidents due to failed
road designs or driver error over a year.

The specified region could be a line segment, an area, a

volume or even a piece of material.

Examples:
number of cars passing thru a kilometer stretch of a newly
constructed road, number of field mice per acre, number of
typing error per page
Example 15
The average number of radioactive particles passing
through a counter during 1 millisecond in a
laboratory experiment is 4. What is the probability
that 6 particles enter the counter in a given
millisecond?

Example 16
An inventory study determines that on the average,
demands for a particular item at a warehouse are
made 5 times per day. What is the probability that
on a given day this item is requested (a) less than 3
times, (b) not at all and (c) more than 4 times?
Example 17

It is conjectured that an impurity exists in 30% of all

drinking wells in a certain rural community. In order to
gain some insight on this problem, it is determined that
some tests should be made. It is too expensive to test
all of the many wells in the area so 10 are randomly
elected for testing.
a. What is the probability that exactly 3 wells have the
impurity assuming the conjecture is correct?
b. What is the probability that more than 3 wells are
impure?
c. What is the probability that there are 6?
 HYPERGEOMETRIC DISTRIBUTION
The probability distribution of the
hypergeometric random variable x, the number of
successes in a random sample of size n selected from
N items of which k are labelled success and n k are
labelled as failure is given by

hx : N ,n , k
k C x N k C n x
N Cn
Where x = 0, 1, 2, , n
This is commonly applied in acceptance sampling,
electronic testing and quality assurance which involves
sampling without replacement.
Example 18

Lots of 40 components each are considered

acceptable if they contain no more than 2 defectives.
The procedure for sampling the lot is to select 5
components at random and to reject the lot if a
defective is found. If there are 3 defectives in the
entire lot,
a. what is the probability that exactly 1 defective will
be found?
b. what is the probability that the lot will be
accepted?
Example 19

A manufacturing company uses an acceptance

scheme on production items before they are shipped.
The plan is a two-stage one. Boxes of 25 are readied
for shipment and a sample of 3 are tested for
defectives. If any defective is found, the entire box is
sent back for 100% screening. If no defectives are
found, the box is shipped.
a. What is the probability that a box containing 3
defectives will be shipped?
b. What is the probability that a box containing only
1 defective will be sent back for screening?
Example 20

A company is interested in evaluating its current

inspecting procedure on shipments of 50 identical
items. The procedure is to take 5 and pass the
shipment if no more than 2 are found to be defective
What proportion of 20% defective shipments will be
accepted?
 NEGATIVE BINOMIAL DISTRIBUTION
If repeated independent trials can result in a
success with probability p and a failure q = 1 p,
then the probability distribution of the random
variable x which refers to the number of the trial on
which the kth success occurs is given by

x 1 k x k
b x : k , p
* p q
k 1

This is similar to binomial distribution except that the
trials are repeated until a fixed number of successes
occur. One may use this if it is desired to know if the kth
success happens in the xth trial.
Example 21

The probability that a person living in a certain city

owns a computer is 30%. Find the probability that the
tenth person randomly interviewed is the fifth one to
own a computer.

Example 22

Find the probability that a person tossing three coins

will get either all heads or all tails for the second time
on the sixth toss.
Example 23

In the National Basketball Association championship

series, the team which wins four out of the seven
games will be the winner. Suppose that team A has
probability of 0.55 of winning over team B and both
teams A and B will face each other during the
championship. Find the probability that
a) Team A will win the series in 6 games?
b) Team A will win the series?
GEOMETRIC DISTRIBUTION
If repeated independent trials can result in a
success with probability p and a failure q = 1 p,
then the probability distribution of the random
variable x which refers to the number of the trial on
which the 1st success occurs is given by

gx : p pq x 1

Situations where engineers or managers wish to

determine how efficient systems are oftentimes
involving negative binomial and geometric
distributions.
Example 24

At busy time a telephone exchange is very near

capacity, so callers have difficulty placing their calls.
Suppose there is 5% chance of getting a connection
during busy time,
a) what is the probability that 5 attempts is needed
to get a successful connection?
b) What is the probability that at least 3 attempts is
needed to get a successful connection?
Example 25

An engineer recorded that the probability that a high-

quality machine successfully starts is 0.98. If he
inspects a batch of machines, what is the probability
that the 10th machine he inspects is of low-quality?
Exercises:
1. Consider the experiment of tossing two coins and flipping a die.
a. Identify the values random variable X, the sum of the number
appearing on the die and the number of tails that appear on the
coins.
b. Construct a probability distribution for X
c. Identify the mean, variance and standard deviation of the
distribution.

2. The probability that a patient recovers from a rare blood disease is

0.4. If 15 people are known to have contracted this disease, what
is the probability that 5 will survive?

3. The number of oil tankers arriving each day at a small port is known
to be 4. The facilities at the port can handle at most 6 tankers per
day. What is the probability that on a given day
a) 3 tankers will arrive?
b) tankers will have to be sent away?