1.

Probability Distribution
Outline
1.1 Definition
1.2 Binomial Probability Distribution
1.3 Poisson Probability Distribution
1.4 Normal Distribution

Objectives
At the end of this chapter, the students should be able to
1. Understand Discrete and Continuous Probability Distribution.
2. Calculate probability using Binomial, Poisson and Normal Distribution.

1.1 Definition

1.1.1 Definition of Random Variable

A random variable is a numerical description of the outcome of an experiment. For example,

if a coin is flipped two times. This experiment can have four possible outcomes: HH, HT, TH,
and TT. Suppose we let the variable X represent the number of Heads that result from this
experiment. The variable X can take on the values 0, 1, or 2. In this example, X is a random
variable; because its value is determined by the outcome of an experiment.

Random variables are numerical values which can be discrete or continuous.

Discrete random variable is a function with countable or exact values. For examples, the
number of books sold during a given month, the number of houses in certain district, and the
number of cars passing through the toll plaza.

Continuous random variable is a random variable that can assume any value contained in
one or more intervals. For examples, the time taken to complete answering an examination
questions, the height of a person, and the weight of a person.

Test your understanding:

1. An experiment consists of making 80 telephone calls in order to sell a particular
insurance policy. The random variable in this experiment is a
a. discrete random variable
b. continuous random variable

2. An experiment consists of determining the speed of automobiles on a highway by the

use of radar equipment. The random variable in this experiment is a
a. discrete random variable
b. continuous random variable

1.1.2 Definition of Probability Distribution

A probability distribution is a description of the distribution of the values of a random variable

and their associated probabilities.

1
 (a) Probability Distribution of A Discrete Random Variable
If X is a discrete random variable which takes the values x1, x2, x3 ,......., xn , then P  X  x i  is
the probability of X respectively, that is P  X  x 1  , P  X  x 2  , P  X  x 3  ,…, P  X  x n 
where all probabilities are positives. Commonly, probability distribution table is used to
summarize P  X  x i  . The characteristics of the probability distribution of a discrete random
variable are as follows:

(a) 0  P  X  xi   1

(b) P X  x   1
i
i

Example 1

A fair six-sided die is rolled. If X represents the number on die.

a) Show that X is a discrete random variable.
b) Graph the probability distribution function for the roll of a single six-sided die.
c) Find P(X < 4).

Solution:

a) Let X be the number on die. The probability distribution of X is as follows:

X 1 2 3 4 5 6
1 1 1 1 1 1
P(X = x) 6 6 6 6 6 6

6
1 1 1 1 1 1
P X  x   6  6  6  6  6  6
i 1
i

 1.
Thus, X is a discrete random variable.

b)

c)
P  X  4   P  X  1  P  X  2   P  x  3 
1 1 1
  
6 6 6
1
 .
2

2
 (b) Probability Distribution of A Continuous Random Variable
Continuous random variables are defined in an interval, such as variable of time, weight,
length, etc. A continuous random variable X is defined by its probability density function,
f x , for all values of X which are valid in its interval. If X are valid in the interval a, b  , the
characteristics of the probability distribution of a continuous random variable are as follows:

a) 0  f  x   1


b)  f x dx  1

b

c) P  a  X  b   P  a  X  b   P  a  X  b   P  a  X  b    f  x  dx
a

d) P  a  X  b   P  X  b   P  X  a 

Example 2

1
Given f  x    4  x  for 1  x  3 . Show that the function is the probability density function
4
and find P  X  2  .

Solution:

3 3
1
 f  x  dx   4  4  x  dx
1 1
3
1 x2 
 4x  
4 2 1
1  9  1 
   12     4   
4  2  2 
 1.
Thus, f(x) is the probability density function.

2
1
P  X  2    4  x  dx
1
4
2
1 x2 
 4x  
4 2 1
1  4  1 
   8     4  
4  2  2 
5
 .
8

3
1.1.3 Expected Value (Mean) and Variance

The expected value of a discrete random variable is the average value for the random
variable over many repeats of the experiment.
Mean = E(X).

The variance is a measure of dispersion or variability of a random variable.

Variance (X) = E(X2) – [E(X)]2.

The standard deviation is the positive square root of the variance.

1.2 Binomial Probability Distribution

Binomial distribution is related to Bernoulli trial. Bernoulli trial is an experiment which has
only two possible outcomes, success or failure. If an event occurs, it can be considered as
success and a failure means that the event does not occur. In general, if X is a discrete
random variable which represents the number of successes in n independent trials of an
experiment, the probability distribution of X is given by

P  X  r   nCr p r q nr

where

p is the probability of success,

q is probability of failure and q = 1 – p ,
r is the number of success.

The Binomial probability distribution can be denoted by X ~ B(n, p) and is used with a
discrete random variable therefore it is an example of discrete probability distribution.

To determine whether a variable has a binomial distribution, the following condition must be
check:

1. The number of trials, n, must be fixed

2. Each trial can result in only one of two outcome, which are success or failure
3. The probability of a success in a single trial is a constant
4. Each trial is independent

There are two ways to find the probability of binomial distribution which are by using
statistical table or by using the formula of binomial distribution as given above.

Example 3

A coin is tossed three times. Find the probability of getting

a) no heads
b) exactly one head
c) exactly two heads

Solution:

X = the number of head obtained

X ~ B (3, 0.5)

4
 P( X  x)  nCx p x (1  p)nx

(a) P( X  0)  3C0 (0.5)0 (1  0.5)30 = 0.125

(b) P( X  1)  3C1(0.5)1(1 0.5)31  3(0.5)(0.5)2  0.375
(c) P(X  2)  3C2 (0.5)2 (0.5)1  0.375

Example 4

In a basket, 20 % of eggs are damaged. If random samples of 10 eggs are taken, find the
probability that,

a) exactly 3 eggs are damaged

b) all eggs are good
c) not more than three eggs are damaged
d) more than 2 eggs are damaged
e) at least 2 eggs are damaged

Solution:

X = the number of damaged eggs

X ~ B(10, 0.2)

a) P( X  3)  10C3 (0.2)3 (0.8)7  0.2013

b) P ( X  0)  10C0 (0.2)0 (0.8)10  0.1074

c) P ( X  3)
 P ( X  0)  P ( X  1)  P ( X  2)  P ( X  3)
 10C (0.2)0 (0.8)10 10 C (0.2)(0.8)9 10 C (0.2)2(0.8)8 10 C (0.2)3 (0.8)7
0 1 2 3
 0.1074  0.2684  0.3020  0.2013
 0.8791

d) P(X > 2) = 1 - [P(X= 0) + P(X= 1) + P(X= 2)]

= 1 – [ 0.1074 + 0.2684 + 0.3020]
= 0.3222

e) P(X ≥ 2) = 1 - [P(X= 0) + P(X= 1)]

= 1 – [ 0.1074 + 0.2684 ]
= 0.6242

Example 5

30% of the students in a college wear spectacles. From a sample of 15 students chosen at
random, find the probability that
a) only 3 students wear spectacles
b) more than 1 student wear spectacles

5
Solution:

X = number of students who wear spectacles

n = 15 p = 0.3 X ~ B(15, 0.3)

a) P(X = 3) = 15C3 (0.3)3 (0.7)12

= 0.1700

b) P(X > 1) = 1 – [ P(X = 0) + P(X = 1) ]

= 1 – [ 15C0 (0.3)0 (0.7)15 + 15C1 (0.3)1 (0.7) 14 ]
= 1 – [ 0.0047 + 0.0305 ]
= 0.9648

Example 6

One box contains oranges and 20% of the oranges are rotten. If a sample of 5 oranges are
chosen randomly, find the probability that
a) all the oranges are rotten,
b) none of the oranges is rotten
c) at least one of the orange is rotten
d) only one is rotten
e) only three are rotten
f) not more than two are rotten

Solution:

X = the number of rotten oranges

n=5 p = 0.2 X ~ B(5, 0.2)

a) P(X = 5) = 5C5 (0.2)5 (0.8)0

= 0.00032

b) P(X = 0) = 5C0 (0.2)0 (0.8)5

= 0.3277

c) P(X  1) = 1 – P(X = 0)
= 1 – 0.3277
= 0.6723

d) P(X = 1) = 5C1 (0.2)1 (0.8)4

= 0.4096

e) P(X = 3) = 5C3 (0.2)3 (0.8)2

= 0.0512

f) P(X  2) = P(X = 0) + P(X = 1) + P(X = 2)

= 0.3277 + 0.4096 + 5C2 (0.2)2 (0.8)3
= 0.9421

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1.2.1 Expected Value (Mean) and Variance of a Binomial Distribution

If X ~ B (n, p) , then the

Mean,  = E(X) = np
variance, 2 = Var(X) = npq
standard deviation,  = Var ( X) = npq

Example 7

If X ~ B(5, 2/3), find the mean and the standard deviation of X.

Solution:
2
n = 5, p=
3
Mean,  = np = 5(2/3) = 10/3
Variance, 2 = npq = 10/3(1/3) = 10/9
Standard deviation,  = 10 / 3

Example 8

An unbiased dice is thrown 300 times. Find the mean and standard deviation of the number
6 obtained.

Solution:

X = the number of times number 6 is obtained

1
X ~ B (300, )
6
1
Mean,  = np = (300) ( ) = 50
6
1 5
Variance, 2 = npq = (300) ( ) ( ) = 41.67
6 6
standard deviation,  = var( X )  41.67  6.45

Example 9

A study of revealed that two out of five families in a country have internet access in their
houses.
a) A sample of 4 families is randomly selected from the country. Find the probability that
two or more families have internet access in their houses.
b) If 900 families are randomly chosen, calculate the mean and standard deviation of the
numbers of families who have internet access in their houses.

Solution:

X = the number of families who have internet access in their houses.

X ~ B (4, 0.4)

a) P (X  2) = 4C2 (0.4)2 (0.6)2 + 4C3 (0.4)3 (0.6)1 + 4C4 (0.4)4 (0.6)0

= 0.5248

7
b)  = np = 900(0.4) = 360
 = 900 (0.4)(0.6) = 14.70

Example 10

A random variable is binomially distributed with mean 6 and variance 4.2. Find P(X = 5).

Solution:

np = 6 npq = 4.2
6q = 4.2  q = 0.7  p = 1 – 0.7 = 0.3
np = n(0.3) = 6  n = 20

P(X = 5) = 20C5(0.3)5(0.7)15  0.1789

Example 11

A fair die is to be tossed 1500 times. Given that the random variable X represents the
number of times that a ‘4’ occurs, find the mean and the variance of X.

Solution:

X ~ B(1500, 1/6)

Mean,  = np = 1500(1/6) = 250

Variance, 2 = npq = 250(5/6) = 208.33

1.2.2 Tables of Binomial Distribution

Tables of Binomial Distribution can also be used to find probabilities for the questions related
to Binomial Distribution. Using these tables can make potentially lengthy calculations much
shorter. The table gives the probability of the following.
n
P(X  r )  
X r
Cx p x (1  p)n  x
n

Example 12

X is a random variable such that X ~ B (5, 0.3). By using the binomial table, find
a) P ( X  3)
b) P ( X  3)
c) P ( X  3)
d) P ( X  3)
e) P ( X  3)

8
Solution:
a) P ( X  3)  0.1631
b) P ( X  3)  P ( X  4)  0.0308
c) P ( X  3)  1  P ( X  4)  1  0.0308  0.9692
d) P ( X  3)  1  P ( X  3)  1  0.1631  0.8369
e) P ( X  3)  P ( X  3)  P ( X  4)  0.1631  0.0308  0.1323

In the Binomial Table, the listed probability values (p) are less than 0.5. The following
example shows how to determine the binomial probabilities using the table when p is greater
than 0.5.

Example 13

X is a random variable such that X ~ B(10, 0.8). By using the binomial table, find
a) P ( X  4)
b) P ( X  4)
c) P ( X  4)
d) P ( X  4)

Solution:

Let
X = number of success, X ~ B(10, 0.8) and
Y = number of failure, Y ~ B(10, 0.2)

X ~ B(10, 0.8) Y ~ B(10, 0.2)

a) P(X ≤ 4) P(Y ≥ 10 – 4) = P (Y ≥ 6)
= 0.0064 = 0.0064

b) P(X < 4) P(Y > 10 – 4) = P (Y ≥ 7)

= 0.0009 = 0.0009

c) P(X > 4) P(Y < 10 – 4) = P(Y < 6)

= 0.9936 = 1 – P ( Y ≥ 6)
= 1 – 0.0064
= 0.9936

d) P(X ≥ 4) P(Y ≤ 10 – 4) = P(Y ≤ 6)

= 0.9991 = 1 – P( Y ≥ 7)
= 1 – 0.0009
= 0.9991

Example 14

For a random variable X with a binomial distribution B (10, 0.45). Find ‘a’
a) where P ( X ≥ a ) = 0.4956
b) where P ( X < a ) = 0.89801
c) where P ( X = a ) = 0.2474

9
Solution:

a) P ( X ≥ a ) = 0.4956
P ( X ≥ 5 ) = 0.4956
thus a = 5 (from the tables)

b) P ( X < a ) = 0.89801
1 – P ( X ≥ a ) = 0.89801
P ( X ≥ a ) = 1 – 0.89801 = 0.10199 = 0.1020
P ( X ≥ 7 ) = 0.1020 thus a = 7
c) P ( X = a ) = 0.23836
P ( X ≥ a ) - P ( X ≥ a + 1 ) = 0.2474
P ( X ≥ 4 ) - P ( X ≥ 5 ) = 0.2474 (from the tables)
thus a = 4

1.3 Poisson Probability Distribution

The Poisson Distribution is used to model situations that occur over a given period of time
or space.

Examples where a Poisson model could be used:

i) telephone calls made to a switchboard in a given minute

ii) road accidents on a particular highway in one day
iii) flaws in a metre of fabric
iv) a particular kind of organism that is found in a 1 ml sample of water

If X = the number of times an event occurs in a given amount of space or time, then X
takes the values 0, 1, 2, 3, . . . and

e  x
P(X = x) = , x = 0,1,2,3,….
x!

This is denoted by X ~ Po() where  is the parameter or the mean of the distribution and
 > 0.

The Poisson probability distribution is used with a discrete random variable therefore it is an
example of discrete probability distribution.

1.3.1 Expected Value (Mean) and Variance of a Poisson Distribution

If X  Po(  ), then the mean and variance of the distribution with parameter  are both
equal to .

i)  = E(X) = 
ii) 2 = Var(X) = 
iii) = 

10
Example 15

If X  Po(3.5), find
a) P(X = 0)
b) P(X = 2)
c) P(X < 1)
d) P(X ≤ 2)
e) P(X ≥ 3)

Solution:

e  x
P(X = x) = ,  = 3.5
x!
e 3.5  3.5 
0

a) P(X = 0) = = 0.0302
0!

e 3.5  3.5 
2

b) P(X = 2) = = 0.1850
2!

c) P(X < 1) = P(X = 0) = 0.0302

d) P(X ≤ 2) = P( X = 0 ) + P( X = 1) + P( X = 2 )
3.5  3.5   3.5   3.5  
 0 1 2

= e    
 0! 1! 2! 


= 0.0302 1 + 3.5 + 6.125 

= 0.3209

e) P(X ≥ 3) = 1 – P(X ≤ 2)
= 1 – 0.3209
= 0.6791

Example 16

The number of telephone calls made to a switchboard during an afternoon can be modelled
by a Poisson distribution with a mean of eight calls per five-minute period. Find the
probability that in the next five minutes:
a) no calls is made
b) five calls are made
c) at least three calls are made
d) fewer than four calls are made

Solution:

X = the number of calls made in a five-minute period

 =8 X  Po(8)

e 8 80
a) P(X = 0) = = e 8 = 0.0003
0!

11
 e 8 85
b) P(X = 5) = = 0.0916
5!

c) P(X ≥ 3) = 1 – [ P(X=0) + P(X=1) + P(X=2) ]

= 1 – [ e 8 (1 + 8 + 32) ]
= 0.9862

d) P(X < 4) = P(X=0) + P(X=1) + P(X=2) + P(X=3)

= e 8 (1 + 8 + 32 + 85.3)
= 0.0424

Example 17

The number of demands for taxis to a taxi firm is Poisson distributed with, on average four
demands every 30 minutes. Find the probabilities of
a) no demands in 30 minutes
b) one demand in an hour
c) fewer than two demands in 15 minutes

Solution:

a)  = 4 demands in 30 minutes
e-4 40
P( X  0)   0.018
0!

b)  = 8 demands in 60 minutes (1 hour)

e-8 81
P( X  1)   2.68  10-3
1!

c)  = 2 demands in 15 minutes
e-2 20 e-2 21
P( X  2)    0.4060
0! 1!

1.3.2 Tables of the Poisson Distribution

Tables of Poisson Distribution can also be used to find probabilities for the questions related
to Poisson Distribution. Using these tables can make potentially lengthy calculations much
shorter. The table gives the probability of the following.


e  x
P(X  r )  
x r x!

Example 18

The number of customers arriving at a supermarket checkout in a 10 minute interval may be

modelled by a Poisson Distribution with mean 4. Find the probability that the number of
customers arriving in a specific 10-minute interval is :

12
a) two or fewer
b) fewer than seven
c) exactly three
d) between three and seven inclusive
e) five or more

Solution:

X  Po (4)

a) P(X ≤ 2) = 1 – P(X ≥ 3)
= 1 – 0.7619
= 0.2381

b) P(X < 7) = 1 – P(X ≥ 7)

= 1 – 0.1107
= 0.8893

c) P(X = 3) = P(X ≥ 3) – P(X ≥ 4)

= 0.7619 - 0.5665
= 0.1954

d) P(3 ≤ X ≤ 7) = P(X ≥ 3) - P(X ≥ 8)

= 0.7619 – 0.0511
= 0.7108

e) P(X ≥ 5) = 0.3712

Example 19

The number of industrial injuries per working week in a particular factory is known to follow a
Poisson distribution with mean 0.5. Find the probability that
a) in a particular week there will be
i) less than 2 accidents,
ii) more than 2 accidents;
b) in a three-week period there will be no accidents.

Solution:

X  Po(0.5)

a) i) P(X < 2) = 1 – P(X ≥ 2)

= 1- 0.0902
= 0.9098

ii) P(X >2) = P(X ≥ 3)

= 0.0144

b) In 3 weeks, mean = 3(0.5) = 1.5

therefore, X  Po(1.5)

13
 P(X = 0) = 1 – P(X ≥ 1)
= 1 – 0.7769
= 0.2231

Example 20

The number of breakdowns in a particular machine occur at a rate of 2.5 per month.
Assuming that the number of breakdowns follows a Poisson distribution, find the probability
that,
a) more than 3 breakdowns occur in a particular month.
b) less than 10 breakdowns occur in a 3-month period.
c) exactly 3 breakdowns occur in 2 months.

Solution:

X ~ Po(2.5)

a) P(X > 3) = P(X  4) = 0.2424

b) In 3 months, mean = 3(2.5) = 7.5

X ~ Po(7.5)
P(X < 10) = 1 – P(X  10) = 1 – 0.2237 = 0.7763

c) In 2 months, mean = 2(2.5) = 5

X ~ Po(5)
P(X = 3) = P(X  3) – P( X  4) = 0.8753 – 0.7350 = 0.1403

1.3.3 Using Poisson Distribution as an Approximation to the Binomial Distribution

It is appropriate to use the Poisson distribution as an approximation to the binomial

distribution when

 n is large (n > 50)

 p is small (p < 0.1)

This particular approximation is more accurate when p  0 and n   .

Example 21

Let X ~ B(100, 0.09). By using the Poisson distribution as an approximation to the binomial
distribution, determine

(a) P  X  5 
(b) P  X  3 
(c) P  X  10

14
Solution:

Since n is large and p is small, it is appropriate to use the Poisson distribution as an

approximation to the binomial distribution with   np

   1000.09  9

The new distribution: X ~Po 9

(a) P(X > 5) = P(X  6)

= 0.8843

(b) P(X  3) = 1 – P(X  4)

= 1 – 0.9788
= 0.0212

(c) P(X = 10) = P(X  10 ) – P(X  11)

= 0.4126 – 0.294
= 0.1186

1.4 Normal Distribution

Data can be scattered in various ways.

It can be skewed to the left or right or symmetric around a central value.

In the case where the data is symmetric around a central value, it looks like a bell shape.

Normal distribution

mean

Then, the distribution is named as Normal Distribution.

Normal distribution is an example of probability distribution of a continuous random variable.

There are many random variables follow Normal Distribution. For example,

 Body weight
 Dimension of rod
 Car speed
 Examination results

For a normally distributed variable X having a mean  and a standard deviation  , the
equation of the curve can be written as

15
 1
y e ( x   ) / 2 2
2

 2
where
e 2.718
  3.14
 = population mean
 = population standard deviation

If a continuous random variable X has a normal distribution with mean  and variance  ,
2

we may write:

X ~ N (,  2)

Properties of the Normal Distribution

1) The normal distribution curve is bell shaped.

2) The mean, median and mode are equal and located at the center of the distribution.
3) The curve is symmetric about the mean.
4) The total area under the normal distribution curve is equal to 1 or 100%.

1.4.1 Standard Normal Distribution

The standard normal distribution is a normal distribution with a mean of 0 and a standard
deviation of 1. The standard normal random variable is usually denoted by Z.

All normally distributed variables can be transformed into the standard normally distributed
variable by using the following formula:

value - mean X -
Z or Z ,
standarddeviation 

where Z ~ N (0, 1)

Example 22

If X = 1, 2, 3, 4, 5, 6, 7 and X ~ N(4, 4), convert the data into z scores.

Solution:

 = 4,  = 4=2

X -
Z


16
 1- 4
X =1 ⇒ Z= = -1.5
2
2-4
X =2 ⇒ Z= = -1
2
3- 4
X =3 ⇒ Z= = -0.5
2
4-4
X =4 ⇒ Z= =0
2
5- 4
X =5 ⇒ Z= = 0.5
2
6-4
X =6 ⇒ Z= =1
2
7-4
X =7 ⇒ Z= = 1.5
2
Example 23

X is a random variable following a normal distribution with mean 10 and variance 9. Find the
Z value which would be used to represent an X value of 14.

Solution:

 = 10,  = 9=3

Standardize the Variable X :

X  14  10
Z= = = 1.33
 3

Example 24

The random variable X follows a normal distribution with mean 1000 and variance 100.
When X takes values between 1005 and 1010, between which values does the standardized
normal variable Z lie?

Solution:

X -1000
The transformation is Z 
10
1005-1000
when X = 1005, Z   0.5
10

1010-1000
when X = 1010, Z  1
10

Hence Z lies between 0.5 and 1.

17
1.4.2 Table for Standard Normal Distribution

The standard normal distribution table that we use gives P(Z  z):

P( Z  z)

0 z x
What if we want to find the value of P(Z < z), P(Z  – z), P(0 < Z < z), etc.? We will use some
modification and the fact that the standard normal distribution is symmetric around its mean.

Note: Make sure all the signs are “” or “>” before reading the table!

Example 25

a) Given that Z ~ N(0, 1), find :

i) P(Z < 1) ii) P(0 < Z < 1.42)

iii) P(0.9 < Z < 2) iv) P(0.42 < Z < 0)
v) P(2.1< Z < 0.98) vi) P(0.5 < Z < 2.4)

Solution:

i) P(Z < 1) = P(Z > 1) = 0.1587

= (symmetrical)

ii) P(0 < Z < 1.42) = P(Z > 0) – P(Z  1.42) = 0.5 – 0.0778 = 0.4222

= –

iii) P(0.9 < Z < 2) = P(Z > 0.9) – P(Z  2) = 0.1841 – 0.02275 = 0.16135

= –

18
iv) P(0.42 < Z < 0) = P(0 < Z < 0.42)

= (symmetrical)

= –

= P(Z > 0) – P(Z  0.42) = 0.5 – 0.3372 = 0.1628

v) P(2.1< Z < 0.98) = P(0.98< Z < 2.1)

= (symmetrical)

= –

= P(Z > 0.98) – P(Z  2.1) = 0.1635 – 0.01786 = 0.14564

vi) P(0.5 < Z < 2.4) = 1 – P(Z ≤ – 0.5) – P(Z  2.4)

= –

= 1 – P(Z  0.5) – P(Z  2.4) = 1 – 0.3085 – 0.0082 = 0.6833

Example 26

Given that Z ~ N(0, 1), find the value of ‘a’ if

i) P(Z > a) = 0.3594 ii) P(Z < a) = 0.0985

iii) P(Z < a) = 0.7673 iv) P(0.3 < Z < a) = 0.0269
v) P(0.5 < Z < a) = 0.5328 vi) P(a < Z < a) = 0.7062

Solution:

i) P(Z > a) = 0.3594 (the probability is less than 0.5 for Z greater than a, therefore a > 0)

Look at the table for probability 0.3594 and read the

corresponding z value:

a = 0.36

19
ii) P(Z < a) = 0.0985 (the probability is less than 0.5 for Z less than a, therefore a < 0)

– a = 1.29
= a = – 1.29

iii) P(Z < a) = 0.7673 (the probability is greater than 0.5 for Z less than a, therefore a > 0)

= –

0.7673 = 1 – P(Z > a)

P(Z > a) = 1 – 0.7673 = 0.2327
a = 0.73

iv) P(0.3 < Z < a) = 0.0269 (the probability is small , a < 0)

= P(Z > – a) – P(Z  0.3) = 0.0269

P(Z > – a) = 0.0269 + 0.3821 = 0.409

– a = 0.23, a = – 0.23

v) P(0.5 < Z < a) = 0.5328 (the probability is greater than 0.5, a > 0)

1 – P(Z < – 0.5) – P(Z > a) = 0.5328

P(Z > a) = 1 – P(Z > 0.5) – 0.5328
= 1 – 0.3085 – 0.5328 = 0.1587
a=1

vi) P(a < Z < a) = 0.7062

1 – 2P(Z > a) = 0.7062

P(Z > a) = 0.1469
a = 1.05

20
Example 27

Given that X has distribution N(100, 80), evaluate

i) P(85 < X < 112) ii) P(105 < X < 115)
iii) P(85 < X < 92) iv) P(99 < X < 105)

Solution:
 85  100 112  100 
i) P(85 < X < 112) = P  Z  = P ( 1.68  Z  1.34)
 80 80 

= 1 – P(Z > 1.68) – P(Z > 1.34)

= 1 – 0.0465 – 0.0901 = 0.8634

 105  100 115  100 

ii) P(105 < X < 115) = P  Z  = P(0.56 < Z < 1.68)
 80 80 

= P(Z > 0.56) – P(Z > 1.68)

= 0.2877 – 0.0465 = 0.2412

 85  100 92  100 
iii) P(85 < X < 92) = P  Z  = P ( 1.68  Z  0.89)
 80 80 

= P(0.89 < Z < 1.68)

= P(Z > 0.89) – P(Z > 1.68)

= 0.1867 – 0.0465 = 0.1402

 99  100 105  100 

iv) P(99 < X < 105) = P  Z  = P(0.11  Z  0.56)
 80 80 

= 1 – P(Z > 0.11) – P(Z > 0.56)

= 1 – 0.4562 – 0.2877 = 0.2561

Example 28

If X ~ N(45,  2) and P(X > 51) = 0.288, find the standard deviation of the distribution.

Solution:

 51  45 
PZ   0.288
  
6
 0.56

 = 10.71

21
Example 29

If X ~ N(, 25) and P(X < 27.5) = 0.3085, find .

Solution:

 27.5   
PZ    0.3085
 5 
 27.5   
P Z    0.3085
 5 
  27.5
 0.5
5
 = 30

Example 30

The length, in cm, of a brass cylinder has a normal distribution with mean μ and variance σ 2,
both μ and σ2 being unknown. Suppose that a large sample reveals that 10% of the
cylinders are longer than 3.68 cm and that 3% are shorter than 3.52 cm. Find the values of
μ and σ 2.

Solution:

X = the length of a brass cylinder

X ~ N(,  2)
P(X > 3.68) = 0.1 and P(X < 3.52) = 0.03

 3.68   
P Z    0.1
  
3.68  
 1.2816 (from table)

 + 1.2816 = 3.68 …..(1)

 3.52   
P Z    0.03
  
 3.52   
P Z    0.03
  
  3.52
 1.8808 (from table)

 – 1.8808 = 3.52 …..(2)

(1) – (2):

3.1624 = 0.16

 = 0.0506  = 3.6152

22
Example 31

Suppose that the weights of airline passenger bags are normally distributed with a mean of
22.04 kg and a standard deviation of 1.7 kg.

i) What is the probability that the weight of a bag will be less than 22 kg?

ii) What is the probability that the weight of a bag will be in between 20 and 25 kg?

iii) Assume the weights of individual bags are independent. What is the expected
number of bags out of a sample of 16 that weigh less than 22 kg?

iv) Assuming the weights of individual bags are independent, what is the probability that
exactly 10 bags weigh less than 22 kg in a sample of size 13?

Solution:

X = the weight of a randomly selected bag

X ~ N(22.04, 1.7 2)
22−22.04
i) P(X < 22) = 𝑃(𝑍 < ) = 𝑃(𝑍 < −0.024) = 0.49
1.7

20−22.04 25−22.04
ii) P(20 < X < 25) = 𝑃( <𝑍< ) = 𝑃(−1.2 < 𝑍 < 1.74)=0.844
1.7 1.7

iii) E(X) = np = 16 × 0.49=7.84

iv) Y = the number of bags weigh less than 22 kg

Y~B(13, 0.49)
13
P( Y= 10) = ( ) (0.4910 )(1 − 0.49)3 = 0.0303
10

Example 32

Suppose the marks for an examination are normally distributed with mean 76 and standard
deviation 15. The top 15% of the students receive A’s and the bottom 10% receive F’s. Find
i) the minimum mark to receive an A
ii) the minimum mark to pass (not to receive an F)

Solution:

X = the marks of an examination

X ~ N(76, 15 2)

i) P(X  a) = 0.15
 a  76 
P Z   0.15
 15 
a  76
 1.0364
15

a = 91.546

The minimum mark to receive an A is 92.

23
ii) P(X ≤ b) = 0.1
 b  76 
P Z   0.1
 15 
 b  76 
P Z   0.1
 15 
b  76
 1.2816
15

b = 56.776

The minimum mark to pass is 57.

Example 33

Chicken eggs have mean mass 60 g with standard deviation 15 g, and the distribution of
their masses may be taken to be normal. Eggs of less than 45 g are classed as ‘small’. The
remainder is classed as either ‘standard’ or ‘large’. It is desired that these two classifications
should occur with approximately equal frequency. Suggest the mass at which the division
between standard and large should be made.

Solution:

X = the mass of chicken eggs

X ~ N(60, 15 2)

 45  60 
P(X < 45) = P  Z   P (Z  1)  P (Z  1)  0.1587
 15 

The probability that the eggs are classified as either ‘large’ or ‘standard’
= 1 – 0.1587 = 0.8413.

0.8413
The probability that the eggs are classified as ‘large’ =  0.4207
2
 a  60 
P( X  a)  P  Z   0.4207
 15 
a  60
 0.2
15

a = 63

The mass at which the division between standard and large should be made is 63g.

24
 Exercises
Chapter 1 Probability Distribution

Exercise 1.1 – Types of Random Variables

1. Which of these are discrete random variables, and which are continuous?
a) The number of times that a randomly chosen adult has traveled out of the country.
b) The amount of fuel in a randomly selected car gas tank.
c) The time between customer arrivals to a bank ATM.
d) The number of industrial accidents reported per week in a factory.
e) The number of points scored by a team of basketball players in the first 5 matches.
f) The speed of motorbikes on the road.

[Answer: a) Discrete b) Continuous c) Continuous d) Discrete e) Discrete f) Continuous ]

2. Which of these are discrete random variables, and which are continuous?
a) The number of cars arrived at Nick’s Car Wash shop.
b) The number of defective light bulbs in a box of ten.
c) The length of time a mobile phone battery lasts.
d) The distance between two locations.
e) The number of books borrowed out from a library in a day.
f) The number of courses taken in one semester by a student
g) The annual rainfall in a city.

[Answer: a) Discrete b) Discrete c) Continuous d) Continuous e) Discrete f) Discrete g)

Continuous ]

Exercise 1.2 - Mathematical Expectation for Discrete Probability Distribution

1. The following table gives probability distribution of the number of automobiles sold by a
car dealer in a week:

Automobiles sold, x 0 1 2 3 4 5
Probability P(X=x) 0.05 0.12 0.30 0.20 k 0.10

Find
a) the value of k.
b) P(X=1)+P(X=2).
c) the probability that more than 3 automobiles sold in a week, P(X> 3).
d) the probability that less than 2 automobiles sold in a week, P(X< 2).

[Answer: a) 0.23 b) .0.42 c) 0.33 d) 0.17]

2. The following table lists the probability distribution of the number of breakdowns per
month for a machine.

Breakdown per week, x 0 1 2 3

Probability P(X=x) 0.12 0.23 0.36 0.29

Find
a) the probability that at least 1 machines breakdown per month.
b) the probability that at most 2 machines breakdown per month.

25
[Answer: a) 0.88 b) 0.71]

3. Let x be the number of the remote starting systems installed on a given day by a
particular shop. The following table lists the frequency distribution of x for the past 80
days.

X 0 1 2 3 4
Frequency 8 20 24 16 12

a) Construct a probability distribution table for the number of remote starting systems
installed on a given day.
b) Hence, draw a graph of the probability distribution.
c) Calculate the expected number of the remote starting systems installed per day.

[Answer: a)
X 0 1 2 3 4
P(X=x) 0.1 0.25 0.3 0.2 0.15

c) 2.05 ]

Exercise 1.3 – Binomial Probability Distribution

1. The probability of Joe a baseball player getting a hit is 0.365 for each time he batted .In a
particular game, assume that Joe batted three times.
a) What is the probability of Joe getting three hits?
b) What is the probability of Joe not getting any hits?
c) What is the probability of Joe getting at least one hit?

[Answer: a) 0.049 b) 0.26, c) 0.74]

2. Based on past experience, a particular photocopy machine in an office is operating

properly 90% of the time. Suppose inspections are made at 10 randomly selected times.
Find
a) the probability that the machine is operating properly for exactly 9 of the inspections.
b) the probability that the machine is not operating properly no more than 1 inspection.
c) the expected number of inspections in which the machine is operating properly.

[Answer: a) 0.387 b) 0.7361, c) 9]

3. Talib is currently applying for graduate job positions. For each application he submits,
the probability that it gets short-listed and he gets invited for an interview is 0.01. If he
applies for 8 positions, find the probability that
a) he will not get a single interview.
b) he will get at least one interview.
c) he will get one or two interviews.

[Answer: a) 0.923 b) 0.077, c) 0.077]

26
4. A company estimates that there is an 75% chance of an order arriving on time from a
supplier. Suppose 5 orders are placed this week.
a) What is the probability that none of the orders arrive on time?
b) What is the probability that at least 4 orders arrive on time?
c) How many orders would you expect to arrive on time?

[Answer: a) 0.00098 b) 0.6328, c) 3.75]

5. A particular nationwide numeracy test has a failure rate of 30%. If you randomly selected
200 students from across the country to do the test, how many would you expect to
pass?
[Answer: 140]

6. If a particular batch of eggs had a hatch rate of 60% and a batch of 80 eggs is being
incubated. Find
a) the probability that exactly 50 chicks are hatched.
b) the mean or expected number of eggs that will hatch.

Answer: a) 0.083 b) 48]

7. Past record shows that 3% of the packages mailed through Express Courier Service do
not arrive at their destination within the specified time. Suppose 10 packages are mailed
through this delivery service on a certain day. Find the probability that
a) exactly 1 of these 10 packages will not arrive at its destination within the specified
time.
b) at most 1 of these 10 packages will not arrive at its destination within the specified
time.
c) one to three of these 10 packages will not arrive at its destination within the specified
time.

[Answer: a) 0.228 b) 0.965 c) 0.2625]

8. A test consists of 10 multiple choice questions with five choices for each question. As an
experiment, a student guesses on each and every answer without even reading the
questions.
a) What is the probability that he will get no questions correct?
b) What is the probability that he will get no more than 2 questions correct?
c) What is the probability that he will get less than 3 questions incorrect?
d) What are the mean and standard deviation of the above probability distribution?

Answer: a) 0.1074 b) 0.6778 c) 0.0001 d) 2; 1.26]

Exercise 1.4 – Poisson Probability Distribution

1. Read the following questions and decide whether the Poisson or the Binomial distribution
should be used to answer it.
a) A typist makes on average 3 mistakes per page. What is the probability of a
particular page having no errors on it?
b) A computer crashes once every 2 days on average. What is the probability of there
being 3 crashes in one week?
c) Components are packed in boxes of 30. The probability of a component being
defective is 0.2. What is the probability of a box containing 4 defective components?
d) ICs are packaged in boxes of 10. The probability of an IC being faulty is 2%. What is
the probability of a box containing 2 faulty ICs?

27
 e) The mean number of defects in a new house is 8. What is the probability of buying a
new house with exactly 4 defects?

[Answer: a) Poisson b) Poisson c) Binomial d) Binomial e) Poisson ]

2. On average, 10 people in five-minute period are waiting for an elevator in the lobby of an
office building between the hours of 8 A.M. and 9 A.M. Find the probability that there will
be
a) exactly 5 people are waiting in a five-minute period.
b) more than 16 people are waiting in a fifteen-minute period.
c) from 20 to 30 people are waiting in a fifteen-minute period.
d) at most four people are waiting in an one-minute period.

[Answer: a) 0.0378 b) 0.9981 c) 0.5265 d) 0.9473]

3. The number of cars arriving per 5-minute at Penang Bridge’s toll booth is assumed to
follow a Poisson distributed with variance 3. What is the probability that in any given
minute
a) Compute the probability that more than 3 cars will arrive in next 5-minute period.
b) Find the probability that 2 or 5 cars will arrive in next 5-minute period.
c) What is the mean number of arrivals in an hour period?

[Answer: a)0.3528 b) 0.3249 c) 36 ]

4. A washing machine in a self service laundry shop breaks down an average of four times
per month. Assuming that the number of breaks down of the washing machine follows a
Poisson distribution. Find the probability that this machine will have
a) exactly five break downs in a month.
b) at most one break down in a month.
c) between 6 and 10 (inclusive) breaks down in a 2-month period.
d) no break down in next half month period.

[Answer: a) 0.1563 b) 0.0916 c) 0.627 d) 0.1353]

5. A rolling machine in a paper mill produces on average two flaws in every 450 meters of
papers. Assuming the number of flaws per unit length of paper follows a Poisson
distribution, find the probability that there will be
a) at least two flaws in a 450-meter roll.
b) no flaw in a 1500-meter roll.

[Answer: a) 0.5940 b) 0.0012 ]

6. Course registration in the beginning of the semester of a particular university is

compulsory to be done online. On average 4 students every hour fail to connect to the
university’s website at their first attempt. Find the probability that, in a randomly chosen 2
hour period,
a) all students connect at their first attempt,
b) at least 4 students fail to connect at their first attempt.

[Answer: a) 0.0003 b) 0.958]

7. The number of cracks in a ceramic pot produced by a certain company has a Poisson
distribution with mean 1.6 cracks.
a) What is the probability that a ceramic pot has no crack?
b) What is the probability that a ceramic pot has less than four cracks?

28
 c) If six ceramic pots are checked, what is the probability that there are at least 15
cracks on them?

[Answer: a) 0.2019 b) 0.9212 c) 0.0643 ]

8. Oftentimes small bubbles can be seen scattered at random in the glass sheet. Assume
that the number of small bubbles in a glass sheet follows a Poisson distribution with an
average rate of three in a 20 square meter area.
a) Find the probability that there will be less than 2 small bubbles in a glass sheet of ten
square meter area.
b) Find the probability that there will be at least five small bubbles in a glass sheet of 3m
x 20m.
c) If eight sheets of glass, each having ten square meter area, are selected, find the
probability that exactly three sheets will have less than two small bubbles.

[Answer: a) 0.5578 b) 0.9450 c) 0.1643 ]

Exercise 1.5 – Use Poisson Approximation to the Binomial Distribution

1. The probability of an electrical component being defective is 0.08. The component is

supplied in boxes of 150. Using a suitable approximation, estimate the probability that
there are more than 5 defective components in a box.

[Answer: 0.9797 ]

2. During a severe thunderstorm, any transmission line is damaged with probability 0.03,
independently of other transmission lines. A city with 90 transmission lines is hit by a
severe thunderstorm. Using a suitable approximation, find the probability that
a) zero transmission lines get damaged.
b) at least 2 of them get damaged.

[Answer: a) 0.067 b) 0.7513 ]

3. Last month a watch company sold 10,000 new watches. Past experience indicates that
the probability that a new watch will need repair during its warranty period is 0.002.
Using a suitable approximation, find the probability that:
a) zero watches will need warranty work.
b) no more than 20 watches will need warranty work.

[Answer: a) e-20 b) 0.5591 ]

4. On the average, 1 computer in 1000 crashes during a severe thunderstorm. A particular

bank is located in the area which was hit by a severe thunderstorm and it had 3,000
working computers. Using a Poisson approximation, calculate
a) the expected value and variance of the number of crashed computers.
b) the probability that exactly 5 computers crashed.
c) the probability that at most 8 computers crashed.

[Answer: a) 3; 3 b) 0.101 c) 0.9962 ]

29
5. A manufacturer produces large quantities of coloured mugs of which 0.7% are coloured
purple.
a) A random sample of 12 mugs was randomly chosen from the production line. Find
the probability that there were exactly 2 purple mugs in the sample.
b) A random sample of 200 mugs was randomly chosen from the production line. Using
a Poisson approximation, estimate the probability that the probability that there were
less than less than 3 purple mugs in this sample.

[Answer: a) 0.003 b) 0.8335 ]

Exercise 1.6 – Normal Probability Distribution

1. Find the following probabilities for the standard normal distribution

a) P ( Z > 1.28 )
b) P ( Z < - 1.28 )
c) P ( 0 < Z < 1.28 )
d) P ( -1.28 < Z < 0 )
e) P ( Z > - 1.28 )
f) P ( Z < 1.28 )
g) P ( -1.28 < Z < 1.28 )
h) P( -0.62 < Z < 1.28 )
i) P ( -2.47 < Z < - 1.28 )
j) P ( 1.28 < Z < 2.02 )

[Answer: a) 0.1003 b) 0.1003 c) 0.3997 d) 0.3997 e) 0.8997 f) 0.8997 g) 0.7994

h) 0.6321 i) 0.09354 j) 0.07861]

2. Find the value of k for each of the following:

a) P ( Z > k ) = 0.5
b) P ( Z > k ) = 0.05
c) P ( Z < k ) = 0.01
d) P ( Z < k ) = 0.75
e) P ( Z > k ) = 0.81

[Answer: a) 0 b) 1.6449 c) -2.3263 d) 0.6745 e) -0.84 ]

3. Let X be a continuous random variable that has a normal distribution with a mean of 50
and a standard deviation of 10. Find
a) P ( X > 55 )
b) P ( X < 55 )
c) P ( 20 < X < 35 )
d) P ( 35 < X < 55 )
e) P ( X > 35 )

[Answer: a) 0.3085 b) 0.6915 c) 0.06545 d) 0.6247 e) 0.9332]

30
3. The weights of bags of crushed stone may be modelled by a normal distribution with
mean 25.8kg and standard deviation of 0.8kg. Determine
a) the probability that a randomly selected bag of crushed stone will weigh less than 25
kg
b) the probability that a randomly selected bag of crushed stone will weigh less between
25.5 kg and 26.5 kg
c) the weight exceeded by 70% of bags.

[Answer: a) 0.1587 b) 0.4554 c) 25.38kg ]

4. The volume, L liters, of wall sealer in a bucket may be assumed to be normally

distributed with mean 18.25 and variance σ2.
a) Assuming that σ2 = 0.08, determine P(L<18).
b) Find the value of σ so that 95% of buckets contain more than 18 liters of wall sealer.
c) Twenty percent of buckets of wall sealer have a volume of at most 17.5 liters with the
same mean. Find the new variance of the volume of wall sealer per bucket.

[Answer: a) 0.188 b) 0.152 c) 0.797]

5. Rattan canes have lengths that are normally distributed with mean 68.5 cm and standard
deviation 3.5 cm.
a) Show that the probability of the length of a randomly selected cane being between 70
cm and 72 cm is 0.175.
b) If ten canes are selected at random, find the probability that exactly 6 of these canes
have length between 70 cm and 72 cm.

[Answer: b) 0.0028 ]

6. Past records show that the volume of all bottled cooking oil from XYZ Oil Company is
normally distributed with mean 1.60 liter and variance of 0.085 liter. A random selection
of this product is to be carried out in some shops.
a) What is the percentage that the oil volume will exceed 1.65 liter?
b) What is the percentage that the oil volume is between 1.57 and 1.62 liter?
c) If 50 bottles are sampled, estimate the number of bottles that have volume between
1.57 and 1.62 liter.

[Answer: a) 43.2% b) 6.8% c) 3.4]

7. Fast Charged Company manufactures 12-volt automotive batteries. Past records show
that the average life of this product is normally distributed with mean 40 months and a
variance of 80 months.
a) If the company guarantees a full refund on any battery that fails within the 30-month
period after purchase, what percentage of its batteries will the company expect to
replace?
b) If the company does not want to replace more than 15% of its batteries under the full
refund guarantee policy, for how long should the company guarantee the batteries (to
the nearest month)?

[Answer: a) 13.2% b) 31 months]

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