Some Discrete Probability

Distribution
Lecture 5 and 6
 Uniform Distribution

• The simplest of all discrete distributions is one

where the random variable assumes all its values
with equal probability. Such a probability
distribution is called uniform distribution.
• If the random variable X assumes the values x1,
x2, ………,xk, with equal probability, then the
discrete uniform distribution is given by
• f(x;k) = 1/k x = x1, x2, ………,xk
• μ = ∑ xi /k i =1,2, …..k and σ2 = ∑(xi – μ)2 /k i
=1,2, …..k
 Example
• When a die is tossed, each element of the
sample space S ={1, 2, 3, 4, 5, 6} occurs with
probability 1/6. Therefore we have a uniform
distribution , with f(x;6) = 1/6, x = 1, 2, 3, 4, 5,
6.
• μ = (1+2+3+4+5+6)/6 = 3.5
• σ2 = {(1-3.5)2 + (2-3.5)2 + (3-3.5)2 + (4-3.5)2 +
(5-3.5)2 +(6-3.5)2}/6 = 35/12
Binomial and Multinomial Distribution

• A binomial experiment is one that possesses the

following properties:
• 1. The experiments consists of n repeated trials.
• 2. Each trial results in outcome that may be classified a
success or failure.
• 3. The probability of success , denoted by p, remains
constant from trial to trial.
• 4. The repeated trial is independent.
• The number X of successes in n trials of a binomial
experiment is called a binomial random variable.
 Binomial distribution

• If a binomial trial can result in a success with

probability p and a failure with probability
q=1-p, then the probability distribution of the
binomial random variable X, the number
successes in an independent trials is
• b(x;n,p) =(nx)pxqn-x x =0, 1, 2, ……n
• The mean and the variance of the binomial
distribution b(x;n,p) are
• μ = np and σ2 = npq
 Example

• 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 (1) at least 10 survive (2)
from 3 to 8 survive (3) exactly 5 survive?
 Solution

• Let X be the number of people that survive. Then

• 1. P(X ≥ 10) = 1 – P(X ˂ 10) = 1- ∑ b(x;15,0.4) x =0,
1, ….9
• = 1- 0.9662 = 0.0338.
• 2. P(3≤ X ≤8) = ∑ b(x;15,0.4) x=0, 1,……8 - ∑
b(x;15,0.4) x =0, 1, 2
• = 0.9050 – 0.0271 = 0.8779.
• 3. P(X=5) = b(5;15,0.4) =∑ b(x;15,0.4) x=0, 1,……5
- ∑ b(x;15,0.4) x =0, 1, ..,4
• = 0.4032 -0.2173 = 0.1859.
 Multinomial Distribution

• If a given trial can result in a k outcomes E1, E2,

….Ek with probabilities p1, p2,…..pk, then the
probability distribution of the random
variables X1, X2, ……,Xk, representing the
number of occurrences for E!, E2, ….,Ek in n
independent trials is
• f(x1, x2, ……,xk;p1, p2, ……,pk,n ) = (x1, x2, .n ….)
p1x1p2x2……pkxk
• with ∑xi = n , i =1 to k and ∑pi = 1, i =1 to k
 Example

• If a pair of die is tossed six times, what is the

probability obtaining a total of 7 or 11 twice, a
matching pairs once, and any other
combination three times?
 Solution

• We list the following possible events

• E1 = a total of 7 or 11
• E2 = a matching pair occurs
• E3 = neither a pair nor a total of 7 or 11 occurs
• The corresponding probabilities for a given
trial are p1 = 2/9, p2 =1/6, and p3 = 11/18.
These values remain constant for all six trials.
• Using the multinomial distribution with x1 = 2,
x2 = 1, x3 =3, the required probability is
• f(2, 1, 3;2/9, 1/6, 11/18, 6 ) = (2,1, 63 )
(2/9)2(1/6)1(11/18)3
• =(6!/(2!1!3!)
(2/9)2(1/6)1(11/18)3
• = 0.1127
 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 labeled
success and N-K labeled failure is
• h(x; N, n, K) = (kx )(N-kn-x)/(Nn) x =0, 1, 2, ….n
•
• The mean and the variance of the
hypergeometric distribution h(x; N, n, k) is
• μ = nk/N and σ2 = ((N-n)/(N-1))(n)(k/N)(1-(k/N))
 Example

• A lot of 40 components each are called

acceptable if they contain no more than three
defectives. The procedure for sampling the lot
is to select 5 components at random and to
reject the lot if a defective is found. What is
the probability that exactly one defective will
be found in the sample if there are three
defective in the entire lot.
 Solution
• Using the hypergeometric distribution with n
= 5, N = 40, k =3, x =1, we find the probability
of obtaining one defective to be
• h(1; 40, 5, 3) =(31 )(374)/(405)=0.3011
 Extension of the Hypergeometric
Distribution
• If N items can be partition into k cells A1, A2,
….Ak with a1, a2, …, ak elements respectively,
then the probability distribution of the
variables X1, X2, …,Xk, representing the
number of elements selected from A1, A2, ….Ak
in a random sample of size n is
• f(x1, x2, ….,xk;a1, a2,……,ak, N, n) =
• (a1x1)(a2x2)….(akxk)/(Nn)
• with ∑ xi = n and ∑ ai = N, i= 1 to k
 Example

• A group of 10 individual is being used in a

biological case study. The group contains 3
people with blood type O, 4 with blood type
A, and 3 with blood type B. What the
probability that a random sample of size 5 will
contain 1 person with blood type O, 2 people
with blood type A, and 2 people with blood
type B?
 Solution

• Using the extension of the hypergeometric

distribution with x1 = 1, x2 =2, x3=2, a1=3, a2
=4, a3 =3, N = 10, n =5
• f(1, 2, 2; 3, 4, 3, 10, 5) =(31)(42)(32)/(105) = 3/14
 Poisson distribution
• A Poisson experiment is one that possesses the following
properties:
• (1) The number of successes occurring in one time interval
or specified region are independent of those occurring in
any other disjoint time interval or region space.
• (2) The probability of a single success occurring during a
very short time interval or in a small region is proportional
to the length of the time interval or the size of the region
and does not depend on the number of successes occurring
outside this time interval or region.
• (3) The probability of more than one success occurring in
such a short time interval or falling in such small region is
negligible.
Poisson distribution

The probability distribution of the Poisson random variable X,

representing the number of success occurring in a given time
interval or specified region, is

Where μ is the average number of successes occurring

in the given time interval or specified region.

The mean and the variance of the Poisson distribution both have the value of μ.
 Example

• The average number of radioactive particles

passing through a counter during 1
millisecond in a laboratory experiment is four.
What is the probability that six particles enter
the counter in a given millisecond.
Solution

Using the Poisson distribution with x = 6 and μ = 4 and using tables

 Example

• The average number of oil tankers arriving each

day at a certain port city is known to be 10. The
facilities at the port can handle at most 15
tankers per day. What is the probability that on a
given day tankers will have to be sent away?
• Solution
• Let X be the number of tankers arriving each day.
Then using tables
• P(X ˃ 15) = 1 – P(X ≤ 15) = 1 - ∑ p(x; 10) x=0, 1,
….15
• = 1- 0.9513 = 0.0487
Some Continuous Probability
Distributions
Normal Distribution

The density function of the normal random variable X

with mean μ and variance σ2 , is

Once μ and σ are specified, the normal curve is completely determined.

• The following are the properties of the normal curve:
• (1) The mode, which is the point on the horizontal axis
where the curve is maximum, occurs at x = μ.
• (2) The curve is symmetric about a vertical axis through the
mean.
• (3) The curve has its points of inflection at x = μ ± σ, is
concave downward if
• μ – σ ˂ X ˂ μ + σ, and is concave upward otherwise.
• (4) The normal curve approaches the horizontal axis
asymptotically as we proceed in either direction away from
the mean.
• (5) The total area under the curve and above the horizontal
axis is equal 1.
 Area under the normal curve
• The curve of any continuous probability
distribution or density function is constructed
so that the area under the curve bounded by
the two ordinates x=x1 and x = x2 equals the
probability that the random variables assumes
a value between x =x1 and x = x2. Thus for the
P(x1 ˂ X ˂ x2) is given by:
• The difficulty encountered in solving integrals of normal
density functions necessitates the tabulation of normal
curve area for quick reference. However it would be a
hopeless task to attempt to set separate tables for every
conceivable value of μ and σ. Fortunately , we are able to
transform all the observations of any normal random
variable X to a new set of observations of a random
variable Z with mean zero and variance 1. This can be
done by means of transformation
• Z = (X – μ)/σ
• The distribution of a random variable with mean 0 and
variance 1 is called a standard normal distribution.
 Example
• Given a normal distribution with μ = 50 and σ = 10, find
the probability that X assumes a value between x1 = 45
and x2 = 62.
• Solution
• The z values corresponding to x1 = 45 and x2 = 62 are
• z1 = (45 – 50)/10 = -0.5 , z2 = (62 – 50)/10 = 1.2
• Therefore
• P(45 < X < 62) = P( -0.5 < Z < 1.2) = P(Z< 1.2) – P(Z < -
0.5)
• = 0.8849 – 0.3085 = 0.5764
 Example

• An electrical firm manufactures light bulbs that have a

length of life that normally distributed with mean
equal to 800 hours and a standard deviation of 40
hours. Find the probability that a bulb burns between
778 and 834 hours.
• Solution
• The z values corresponding to x1 = 778 and x2 = 834 are
• z1 = (778 – 800)/40 = -0.55 , z2 = (834 – 800)/40 = 0.85
Therefore
• P(778 < X < 834) = P( -0.55 < Z < 0.85) = P(Z< 0.85) – P(Z
< -0.55)
• = 0.8023 – 0.2912 = 0.5111
 Example

• Gauges are used to reject all components in which a certain

dimension is not within the specification 1.5 ± d. it is known
that the measurement is normally distributed with mean
1.50 and standard deviation 0.2. Determine the value of d
such that the specification “cover” 95% of the
measurement.
• Solution
• In this example we are given the probability and we try to
find z values and the x value from x = σz + μ
• From tables P(-1.96 < Z < 1.96) = 0.95
• Thus
• 1.5 + d = 1.5 + 0.2(1.96)
• d = 0.392
 Example

• The quality grade-point averages of 300 college freshman follow

approximately a normal distribution with a mean 2.1 and standard
deviation of 0.6. How many of these freshmen would you expect to
have score between 2.5 and 3.5 inclusive if the grade -point
averages are computed to the nearest tenth?
• Solution
• Since the scores are recorded to the nearest tenth, we require the
area between x1 = 2.45 and x2 = 3.55. The corresponding z values
are z1 = (2.45 – 2.1)/0.6 = 0.58 , z2 = (3.55 – 2.1)/0.6 = 2.42
Therefore
• P(2.45 < X < 3.55) = P( 0.58 < Z < 2.42) = P(Z< 2.42) – P(Z < 0.58)
• = 0.9922– 0.7190 = 0.0.2732
• Hence 27.32% or approximately 82 of the 300 freshmen, should
have a score between 2.5 and 3.5 inclusive.
 Normal approximation to binomial

• If X is a binomial random variable with mean μ = np and

variance σ2 = npq, then the limiting form of the distribution
of
• Z = (X – np)/√npq
• as n→∞ , is the standardized normal distribution n(z;0,1).
• We use the normal approximation to evaluate binomial
probabilities whenever p is not close to zero or one. The
approximation is excellent when n is large and fairly good
for small values of n if p is reasonably close to 1/2. One
possible guide to determine when the normal
approximation may be used is provided by calculating np
and nq. If both np and nq are greater than 5, the
approximation will be good.
 Example

• A multiple-choice quiz has 200 questions each

with four possible answers of which only one
is the correct answer. What is the probability
that a sheer guesswork yields from 25 to 30
correct answer for 80 of the 200 problems
about which the student has no knowledge?
 Solution

• The probability of a correct answer for each of the 80 questions is p =1/4.

IF X represents the number of correct answers due to guesswork, then
• P(25 ≤ X ≤ 30) = ∑ b(x;80,1/4), x = 25 to 30
• Using the normal curve approximation with
• μ = np = 80x(1/4) = 20
• σ =√npq = √(80)(1/4)(3/4) = 3.87
• we need the area between x1 = 24.5 and x2 = 30.5. The corresponding
values are
• z1 = (24.5 – 20)/3.87 = 1.163
• z2 = (30.5 – 20)/3.87 = 2.713
• The probability of correctly guessing is
• P(25 ≤ X ≤ 30) = ∑ b(x;80,1/4), x = 25 to 30
• ≈ P(1.163 ˂ Z ˂ 2.713) = P(Z ˂ 2.713) – P(Z ˂ 1.163)
• =0.9966 – 0.8776 = 0.1190
Gamma, Exponential, and Chi-
square distributions
The gamma function is define by

Gama distribution

The continuous random variable X has a gamma distribution

with parameters α and β, if its density function is given by

=0 elsewhere
where α ˃ 0 and β ˃ 0
The mean and variance of gamma distribution
μ =αβ and σ2 = αβ2
Γn = (n-1)!
Exponential Distribution

The continuous random variable X has an exponential distribution

with parameter β, if its density function is given by

f(X) = (1/β)e-x/β x ˃ 0
= 0 elsewhere

where β ˃ 0

The mean and variance of the exponential distribution are μ = β and σ2 = β2

Example

Suppose that a system contains a certain type component

whose time in years to failure is given by a random variable T,
distributed exponentially with parameter β = 5. If five of these
components are installed in different systems , what is the probability
that at least two are still functioning at the end of 8 years?

Solution

The probability that a component still functioning after 8 years is given by

• Let X represent the number of components
functioning after 8 years. Then using the
binomial distribution,
• P(X ≥ 2) = ∑b(x;5,0.2) x = 2, …5
• = 1 - ∑b(x;5,0.2) x= 0,1
• = 1 – 0.7373 = 0.2627
Chi- Square Distribution

The continuous random variable X has a chi-square distribution

with ν degrees of freedom, if the density function is given by

= 0 elsewhere

where ν is a positive integer. The mean and variance of the

exponential distribution are μ = ν and σ2 = 2ν