Unit-IV

PROBABILITY AND RANDOM VARIABLES

SYLLABUS:
Probability: Definition, properties, Axioms of probability, conditional probability, theorem on total
probability, Bayes theorem;
Random variables: discrete & continuous; Expectation and Variance, Standard deviation,
Moment Generating Function & properties,
Standard distributions: discrete-Binomial, Geometric & Poisson; continuous- Uniform, Normal,
exponential.

BASICS:
1. SET : A collection of distinct (well defined) objects is called as set

2. ELEMENTS : The members of the set are called elements of the set

3. SUB-SET : Set A is said to be a sub-set of set B, if every element of A is also a element

of set B. and it is denoted as A ⊆ B.
4. EQUAL SETS : Sets A and B are said to be equal, if and onlyif every member of A is also
a member of B and vice versa.

Mathematically,
A = B ⟺ A ⊆ B and B ⊆ A

5. OPERATIONS ON SETS :

(i). UNION OPERATION:

A ∪ B = { 𝑥 ∶ 𝑥 ∈ A 𝐨𝐫 𝑥 ∈ B }

(ii). INTERSECTION OPERATION:

A ∩ B = { 𝑥 ∶ 𝑥 ∈ A 𝐚𝐧𝐝 𝑥 ∈ B }

(iii). COMPLIMENT OPERATION:

̅ = { 𝑥 ∶ 𝑥 ∈ X 𝐚𝐧𝐝 𝑥 ∉ A }
Ac (or) A
 (iv). DIFFERENCE OPERATION:

A − B = { 𝑥 ∶ 𝑥 ∈ A 𝐚𝐧𝐝 𝑥 ∉ B }

6. RESULTS : (a). Associative Law / Associative Property

(𝑖). (A ∪ B) ∪ C = A ∪ (B ∪ C)

(𝑖𝑖). (A ∩ B) ∩ C = A ∩ (B ∩ C)

(b). Distributive Law / Distributive Property

(𝑖). A ∪ (B ∩ C) = (A ∪ B) ∩ (A ∪ C)

(𝑖𝑖). A ∩ (B ∪ C) = (A ∩ B) ∪ (A ∩ C)

(c). DMorgan’s Law / DeMorgan’s Property

(𝑖). ̅̅̅̅̅̅̅̅̅
A ∪ B = ̅̅̅
A ∩ ̅̅̅
B

(𝑖𝑖). ̅̅̅̅̅̅̅̅̅
A ∩ B = ̅̅̅
A ∪ ̅̅̅
B

̅ = S and A ∩ A
(d). (i). A ∪ A ̅=ϕ

̅ = A or (AC )C = A
(ii). A

(iii). A ∪ A = A and A ∩ A = A

(iv). A ∪ S = S and A ∩ S = A

(v). A ∪ ϕ = A and A ∩ ϕ = ϕ

(vi). S ∪ ϕ = S and S ∩ ϕ = ϕ
 PROBABILITY THEORY
Definition: EXPERIMENT
Any operation / task that results two are more outcome is called as Experiment.

Definition: EVENT
The Outcome / Result of an experiment are called as events.

Definition: TRAIL
Number of times performing an Experiment is known as Trail.

Definition: SAMPLE SPACE

Set of all possible outcome of an Experiment is called as Sample space.

Definition: MUTUALLY EXCLUSIVE EVENTS

Events are said to be mutually exclusive, if occurrence of one event prevents the occurrence of
other events in the experiment. Clearly, mutually exclusive events not occur in simultaneous.

Definition: EQUALLY LIKELY EVENTS

Events are said to be equally likely, if one does not occur more often/prefer than the other.

Definition: EXHAUSTIVE EVENTS

Definition: PROBABILITY
The term probability refers to the chance/ the measure of getting a favourable outcome / Result.
Mathematically,
𝑃𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦 𝑜𝑓 𝑡ℎ𝑒 𝑒𝑣𝑒𝑛𝑡 A = P(A)
𝑁𝑜. 𝑜𝑓 𝑓𝑎𝑣𝑜𝑢𝑟𝑎𝑏𝑙𝑒 𝑐𝑎𝑠𝑒𝑠 𝑓𝑜𝑟 A
=
𝑇𝑜𝑡𝑎𝑙 𝑛𝑜. 𝑜𝑓 𝐸𝑥ℎ𝑎𝑢𝑠𝑡𝑖𝑣𝑒, 𝑚𝑢𝑡𝑢𝑎𝑙𝑙𝑦 𝑒𝑥𝑐𝑙𝑢𝑠𝑖𝑣𝑒 𝑎𝑛𝑑 𝑙𝑖𝑘𝑒𝑙𝑦 𝑐𝑎𝑠𝑒𝑠
𝑛( A )
=
𝑛( Sℎ )

Definition: CONDITIONAL PROBABILITY

Let A be any event in a sample space S. The probability that an event B occurs subject to the
condition that event A has already occurred is called the conditional probability and it is denoted
as P(B/A)
Result:
P(A ∩ B)
(𝑎). P(A/B) =
P(B)
P(A ∩ B)
(𝑏). P(B/A) =
P(A)

Definition: INDEPENDENT EVENT

Events are said to be independent, if the probability of occurrence of one event does not Affect the
probability of occurrence of any other event in the experiment.

Definition: DEPENDENT EVENT

Events are said to be dependent, if the probability of occurrence of one event Affect the probability
of occurrence of any other event in the experiment.

AXIOMS / PROPERTIES OF PROBABILITY:

1. For any event A, 0 ≤ P( A ) ≤ 1

2. (a). P( S ) = 1 𝑖𝑒. , P(Sure Event) = 1

(b). P(ϕ ) = 0 𝑖𝑒. , P(Impossible Event) = 0
(c). P(A) + P(̅̅̅ )
A = 1 𝑖𝑒. , P(A ̅ ) = 1 − P(A)

3. P(A ∪ B) = P(A) + P(B) − P(A ∩ B) 𝐴𝑑𝑑𝑖𝑡𝑖𝑜𝑛 𝑡ℎ𝑒𝑜𝑟𝑒𝑚 𝑖𝑛 𝑃𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦

4. P(A ∩ B) = 0, if A and B are 𝒎𝒖𝒕𝒖𝒂𝒍𝒍𝒚 𝒆𝒙𝒄𝒍𝒖𝒔𝒊𝒗𝒆 events

5. P(A ∩ B) = P(A) ⋅ P(B) , if A and B are 𝒊𝒏𝒅𝒆𝒑𝒆𝒏𝒅𝒆𝒏𝒕 events.

P(A/B) ⋅ P(B)
6. P(A ∩ B) = { (or)
P(B/A) ⋅ P(A)

7. (a). P(A/B) = P(A), if A is independent of event B

(b). P(B/A) = P(B), if event B is independent of A

8. Baye’s Theorem

If events A1, A2, A3, ….An are mutually exclusive and exhaustive events with P(Ai)≠0 , i=1
to n. Then for any arbitrary event D which is a subset of ∪𝑛𝑖=1 A𝑖 such that P(D)>0,
we have
P(D/A𝑖 ) ⋅ P(A𝑖 )
P(A𝑖 /D) = 𝑛
∑𝑖=1 P(D/A𝑖 ) ⋅ P(A𝑖 )

9. Result:
 (𝒂), P(A1 ∪ A2 ∪ ⋯ ⋯ ∪ An )
n n n n n n

= ∑ P(Ai ) − ∑ ∑ P(Ai ∩ Aj ) + ∑ ∑ ∑ P(Ai ∩ Aj ∩ Ak )

i=1 i=i i=1 i=1 j=i k=i
− ⋯ ⋯ ⋯ (−1)n+1 P(Ai ∩ A2 ∩⋅⋅⋅∩ An )

(𝒃). P(A1 ∪ A2 /A3 ) = P(A1 /A3 ) + P(A2 /A3 ) − P(A1 ∩ A2 /A3 )

Problem 1:
A card is drawn from a deck of 52 cards, then replaced, and a second card drawn.
(a). What is the probability of drawing the same cards twice?
(b). What is the probability of drawing a 3 of hearts and then drawing a 4 of spade?
-

Problem 2:
A card is drawn from a 52-card deck and without replacing first card a second card is drawn. The
first and second cards are not replaced and a third card is drawn.
(a). If the first card is a heart, what is the probability of the second card being a heart?
(b). If the first and second cards are hearts, what is the probability that the third card is the king
of clubs?
-

Problem 3:
Urn-I has 2 white and 3 black balls; Urn-ll, 4 white and 1 black; and Urn-lll, 3 white and 4 black
balls. An urn is selected at random and a ball drawn at random is found to be white. Find the
probability that Urn I was select
-

Problem 4:
Assume there are 3 machines, A, B, and C in a semiconductor manufacturing facility that make
chips. They manufacture, respectively, 25, 35, and 40 percent of the total semiconductor chips
there. Of their outputs, respectively, 5, 4, and 2 percent of the chips are defective. A chip is
drawn randomly from the combined output of the three machines and is found defective. What
is the probability that this defective chip was manufactured by machine A? by machine B? by
machine C?
-
 Problem 5:
For a certain binary communication channel the probability that a transmitted “0” is received
as “0” is 0.95 and the probability that a transmitted “1” is received as “1” is 0.90. Suppose the
probability that a “0” is transmitted is 0.4. Calculate the probability of receiving a “1”.
-

Practice Problem:
The probability that a students will pass an engineering examination is 0.7. In order to appear
for the examination, the students ought to have 75% attendance. The probability that a student
has 75% attendance is 0.85. What is the probability that a student will appear and pass the
examination?
 RANDOM VARIABLE
Definition: RANDOM VARIABLE
A random variable X is a function from the sample space to the real numbers. (ie., X relates each
sample point to a real number.

𝑀𝑎𝑡ℎ𝑒𝑚𝑎𝑡𝑖𝑐𝑎𝑙𝑙𝑦,
𝑅𝑎𝑛𝑑𝑜𝑚 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝑋: 𝕊 → ℝ is defined as
X(ω) = 𝑥 , 𝑤ℎ𝑒𝑟𝑒 𝜔 ∈ 𝕊 𝑎𝑛𝑑 𝑥 ∈ ℝ

RANDOM VARIABLE TYPES:

1. DISCRETE RANDOM VARIABLE:
Random variable 𝑋: 𝕊 → ℝ is said to be discrete random variable, if 𝑥 takes values in
discrete.
Example:
𝑎. P[X = 𝑥] = 𝑓(𝑥) 𝑤ℎ𝑒𝑟𝑒 𝑥 = 0, 1, 2, … … …
𝑏. P[X = 𝑥] = 𝑓(𝑥) 𝑤ℎ𝑒𝑟𝑒 𝑥 = ⋯ … − 2, −1, 0,1, 2, … … …
2. CONTINUOUS RANDOM VARIABLE:
Random variable 𝑋: 𝕊 → ℝ is said to be Continuous random variable, if 𝑥 takes values in
interval.
Example:
𝑎. 𝑓𝑋 (𝑥) = 𝑓(𝑥) 𝑤ℎ𝑒𝑟𝑒 𝑥 ∈ (𝑎, 𝑏)
𝑏. 𝑓𝑋 (𝑥) = 𝑓(𝑥) ; −𝑎 ≤ 𝑥 ≤ 𝑏
Note:
𝒂. 𝑷𝒓𝒐𝒃𝒂𝒃𝒊𝒍𝒊𝒕𝒚 𝑴𝒂𝒔𝒔 𝑭𝒖𝒏𝒄𝒕𝒊𝒐𝒏 (𝒑. 𝒎. 𝒇):
The probability function of a discrete r.v is called as Probability Mass function
(p.m.f) and it is denoted by “P[X = 𝑥]”.
𝒃. 𝑷𝒓𝒐𝒃𝒂𝒃𝒊𝒍𝒊𝒕𝒚 𝑫𝒆𝒏𝒔𝒊𝒕𝒚 𝑭𝒖𝒏𝒄𝒕𝒊𝒐𝒏 (𝒑. 𝒅. 𝒇):
The probability function of a continuous r.v is called as Probability Density
function (p.d.f) and it is denoted by “𝑓𝑋 (𝑥)”.
a

For Discrete Random variable For Continuous Random Variable

(𝑎). Total Probability = 1 (𝑎). Total Probability = 1
∞ ∞

𝑖𝑒. , ∑ P[ X = 𝑥] = 1 𝑖𝑒. , ∫ 𝑓X (𝑥) 𝑑𝑥 = 1

𝑥=−∞
𝑥=−∞
𝑎
(𝑏). P[X = 𝑎] ≥ 0 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑎
(𝑏). P[X = 𝑎] = ∫ 𝑓𝑋 (𝑥) 𝑑𝑥 = 0 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑎
𝑎

𝑖𝑒. , 𝑓(𝑎) = 0 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑎

𝑎 𝑎
(𝑐). P[ X ≤ a] = ∑ P [ X = 𝑥] (𝑐). P[ X ≤ a] = ∫ 𝑓X (𝑥) 𝑑𝑥
𝑥=−∞
𝑥=0
 𝑐
= P[X = 0] + P[X = 1] + ⋯ ⋯
=∫ 𝑓X (𝑥) 𝑑𝑥
+ P[X = a] 𝑥=−∞
𝑎
+ ∫ 𝑓X (𝑥) 𝑑𝑥
𝑥=𝑐

(𝑑). (𝑖). P(X < 𝑎) = 1 − P(X ≥ 𝑎) (𝑑). (𝑖). P(X < 𝑎) = 1 − P(X ≥ 𝑎)
(𝑖𝑖). P(X ≥ 𝑎) = 1 − P(X < 𝑎) (𝑖𝑖). P(X ≥ 𝑎) = 1 − P(X < 𝑎)
(𝑖𝑖𝑖). P(X > 𝑎) = 1 − P(X ≤ 𝑎) (𝑖𝑖𝑖). P(X > 𝑎) = 1 − P(X ≤ 𝑎)
(𝑖𝑣). P(X ≤ 𝑎) = 1 − P(X > 𝑎) (𝑖𝑣). P(X ≤ 𝑎) = 1 − P(X > 𝑎)
𝒏𝒐𝒕𝒆: 𝒏𝒐𝒕𝒆:
𝟏. 𝐏(𝐗 ≤ 𝒂) ≠ 𝐏(𝐗 < 𝒂) 𝟏. 𝐏(𝐗 ≤ 𝒂) = 𝐏(𝐗 < 𝒂)
𝟐. 𝐏(𝐗 ≥ 𝒂) ≠ 𝐏(𝐗 > 𝒂) 𝟐. 𝐏(𝐗 ≥ 𝒂) = 𝐏(𝐗 > 𝒂)

MOMENTS

Definition: MATHEMATICAL EXPECTATIONS

The mathematical expectation of a random variable X is defined by\
∞

∑ 𝑥 𝑟 𝑃[𝑋 = 𝑥] ; 𝑓𝑜𝑟 𝑎 𝑑𝑖𝑠𝑐𝑟𝑒𝑡𝑒 𝑟. 𝑣

𝐄[ 𝐗 𝒓 ] = 𝑥=0
+∞
∫ 𝑥 𝑟 𝑓X (𝑥) 𝑑𝑥 ; 𝑓𝑜𝑟 𝑎 𝑐𝑜𝑛𝑡𝑖𝑛𝑢𝑜𝑢𝑠 𝑟. 𝑣
{ −∞
Where 𝒓 = 𝟏, 𝟐, 𝟑, 𝟒, … … …
Result:
1. Mean = E[ X ]
2. Variance = E[ X2 ]−[E( X )]2 𝑖𝑒., Var(X) = E[ X 2 ] − [E(X)]2
Note:

𝟏. 𝝁′𝒓 = 𝐭𝐡𝐞 𝒓𝒕𝒉 -𝒎𝒐𝒎𝒆𝒏𝒕 𝒂𝒃𝒐𝒖𝒕 𝒕𝒉𝒆 𝒐𝒓𝒊𝒈𝒊𝒏

= 𝐄[𝐗 𝒓 ]
𝟐. 𝝁𝒓 = 𝒕𝒉𝒆 𝒓𝒕𝒉 − 𝒎𝒐𝒎𝒆𝒏𝒕 𝒂𝒃𝒐𝒖𝒕 𝒕𝒉𝒆 𝒎𝒆𝒂𝒏 𝝁
= 𝐄[𝐗 − 𝝁]
𝟑. 𝝁′𝟏 = 𝝁 𝒂𝒏𝒅
𝟒. 𝝁𝟐 = 𝝁′𝟐 − (𝝁′𝟏 )𝟐
Properties:
1. E[𝑎X + b] = 𝑎E[X] + 𝑏
2. E[𝑎X + bY] = 𝑎E[X] + 𝑏E[Y]
3. E[XY ] = E[X] × E[Y] ; if r. v ′ s X and Y are independent random variables.

4. Var[𝑎X + b] = 𝑎2 Var[X]
Definition: MOMENT GENERATING FUNCTION ( M.G.F)
The mathematical expectation of a random variable X is defined by
∞

∑ 𝑒 𝑡𝑥 𝑃[𝑋 = 𝑥] ; 𝑓𝑜𝑟 𝑎 𝑑𝑖𝑠𝑐𝑟𝑒𝑡𝑒 𝑟. 𝑣

𝐌𝐱 [ 𝒆𝒕𝑿 ] = 𝑥=0
+∞
∫ 𝑒 𝑡𝑥 𝑓X (𝑥) 𝑑𝑥 ; 𝑓𝑜𝑟 𝑎 𝑐𝑜𝑛𝑡𝑖𝑛𝑢𝑜𝑢𝑠 𝑟. 𝑣
{ −∞
Result:
𝒅𝒓
1. 𝐄[ 𝐗 𝒓 ] = {𝑴𝑿 (𝒕)}𝒂𝒕 𝒕=𝟎 ; 𝒘𝒉𝒆𝒓𝒆 𝒓 = 𝟏, 𝟐, 𝟑, 𝟒, … … … … ..
𝒅𝒕𝒓
2. Mean = E[ X ]
3. Variance = E[ X2 ]−[E( X )]2 𝑖𝑒., Var(X) = E[ X 2 ] − [E(X)]2

DISTRIBUTION FUNCTION

𝒂. FOR DISCRETE RANDOM VARIABLE:

The distribution function for a discrete random variable X can be obtained from its
probability function by

F(𝑥) = 𝑃[𝑋 ≤ 𝑥]

= ∑ 𝑃[𝑋 = 𝑥]
𝑢≤𝑥
𝑢=𝑥

= ∑ P[X = 𝑥]
𝑢=−∞

Note:
If X takes on only a finite number of values x1, x2, . . . , xn, then the distribution function
is given by
0 ; −∞ ≤ 𝑥 < 𝑥1
𝑝(𝑥1 ) ; 𝑥1 ≤ 𝑥 < 𝑥2
𝑝(𝑥1 ) + 𝑝(𝑥2 ) ; 𝑥2 ≤ 𝑥 < 𝑥1
F(𝑥) = ⋯⋯⋯ ⋯⋯⋯
⋯⋯⋯ ⋯⋯⋯
𝑝(𝑥1 ) + 𝑝(𝑥2 ) + ⋯ ⋯ + 𝑝(𝑥𝑛−1 ) ; 𝑥𝑛−1 ≤ 𝑥 < 𝑥2
{ 1 ; 𝑥𝑛 < 𝑥 < ∞ (𝑜𝑟) 𝑥 ≥ 𝑥𝑛

𝒃. FOR CONTINUOUS RANDOM VARIABLE:

A non-discrete random variable X is said to be absolutely continuous, or simply continuous, if
its distribution function may be represented as
F(𝑥) = 𝑃[𝑋 ≤ 𝑥]
 𝑥
= ∫ 𝑓𝑋 (𝑥) 𝑑𝑥
𝑥=−∞

Note:
If X is defined in a split function (ie., function is kind of step function)
0 ; −∞ ≤ 𝑥 < 𝑥1
𝑓1 (𝑥) ; 𝑥1 ≤ 𝑥 < 𝑥2
𝑓1 (𝑥) + 𝑓2 (𝑥) ; 𝑥2 ≤ 𝑥 < 𝑥1
F(𝑥) = ⋯⋯⋯ ⋯⋯⋯
⋯⋯⋯ ⋯⋯⋯
𝑓1 (𝑥) + 𝑓2 (𝑥) + ⋯ + 𝑓(𝑛−1) (𝑥) ; 𝑥𝑛−1 ≤ 𝑥 < 𝑥2
{ 1 ; 𝑥𝑛 < 𝑥 < ∞ (𝑜𝑟) 𝑥 ≥ 𝑥𝑛

Properties of distribution function (C.D.F):

1. 0 ≤ 𝐹(𝑥) ≤ 1
2. lim 𝐹(𝑥) = 0
𝑥→−∞

3. lim 𝐹(𝑥) = 1
𝑥→∞

4. 𝐹(𝑥) 𝑖𝑠 𝑎 𝑛𝑜𝑛-𝑑𝑒𝑐𝑟𝑒𝑎𝑠𝑖𝑛𝑔 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛.

5. 𝐹[𝑋 = 𝑥] = 𝑃(𝑋 ≤ 𝑎) = 1 − 𝑃(𝑋 > 𝑥)
6. 𝑃[𝑋 = 𝑥] = 𝐹(𝑋 = 𝑥) − lim 𝐹(𝑋 − 𝜖) [ 𝑖𝑒. , 𝑃(𝑋 = 𝑥) = 𝐹(𝑥) − 𝐹(𝑥 − 1) ]
𝑥→𝜖

P[X ≤ b] − P[X < a] ; 𝑖𝑓 𝑋 𝑖𝑠 𝑎𝑛 𝑑𝑖𝑠. 𝑟. 𝑣

7. 𝑃(𝑎 ≤ 𝑋 ≤ 𝑏) = {
P[X ≤ b] − P[X < a] ; 𝑖𝑓 𝑋 𝑖𝑠 𝑎 𝑐𝑜𝑛𝑡𝑠. 𝑟. 𝑣
8. 𝑃(𝑎 ≤ 𝑋 ≤ 𝑏) = 𝐹(𝑋 = 𝑏) − 𝐹(𝑋 = 𝑎) ; 𝑖𝑓 𝑋 𝑖𝑠 𝑎 𝑐𝑜𝑛𝑡𝑠 𝑟. 𝑣

𝑹𝒆𝒔𝒖𝒍𝒕:
'"pdf is defined as the derivative of the CDF for a continuous random variable" '
𝑑
𝑖𝑒. , 𝑓𝑋 (𝑥) = [𝐹(𝑥)]
𝑑𝑥

Problem 1:
A random variable X has the following probability distribution.
𝑥 0 1 2 3 4 5 6 7
P[X = 𝑥] 0 𝑘 2𝑘 2𝑘 3𝑘 𝑘 2
2𝑘 2
7𝑘 2 + 𝑘
Compute:
(𝑖). 𝑣𝑎𝑙𝑢𝑒 𝑜𝑓 𝑘 (𝑖𝑖). 𝑃(𝑋 ≥ 4) (𝑖𝑖𝑖). P(1.5 < X < 4.5/X > 2)
(𝑖𝑣). 𝑚𝑒𝑎𝑛 𝑎𝑛𝑑 𝑣𝑎𝑟𝑖𝑎𝑛𝑐𝑒 𝑜𝑓 𝑋 (𝑣). 𝑑𝑖𝑠𝑡𝑟𝑖𝑏𝑢𝑡𝑖𝑜𝑛 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝑜𝑓 𝑋.
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 Problem 2:
𝑘𝑥 2 ; 𝑓𝑜𝑟 − 3 ≤ 𝑥 ≤ 3
A random variable X has the density function, 𝑓(𝑥) = { .
0 ; 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
Determine the value of 𝑘 and P(1 ≤ X ≤ 2).
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Problem 3:
𝑘𝑥 2 𝑒 −𝑥 ; 𝑥 ≥ 0
Random variable X has a probability density function 𝑓(𝑥) = {
0 ; 𝑥<0
Compute (𝑖). 𝑣𝑎𝑙𝑢𝑒 𝑜𝑓 𝑘 (𝑖𝑖). 𝑚𝑒𝑎𝑛 𝑎𝑛𝑑 𝑣𝑎𝑟𝑖𝑎𝑛𝑐𝑒.
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 STANDARD DISTRIBUTION
Probability Function
Distribution Notation & Parameter MGF Mean & Variance
S.No [p.m.f / p.d.f ]
P[X = 𝑥]
1. r. v X~𝐵(𝑛, 𝑝) 1. 𝑀𝑒𝑎𝑛 = 𝑛𝑝
1 Binomial Distribution 𝑛 𝑝 𝑥 𝑞 𝑛−𝑥 ; 𝑥 = 0,1,2, … . 𝑛 𝑀𝑋 (𝑡) = (𝑞 + 𝑝𝑒 𝑡 )𝑛
= { 𝐶𝑥 2. Parameters: 𝑛, 𝑝 2 . 𝑉𝑎𝑟(𝑋) = 𝑛𝑝𝑞
0 , 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒

𝑒 −𝜆 𝜆𝑥
1. 𝑀𝑒𝑎𝑛 = 𝜆
2 Poisson Distribution P[X = 𝑥] = { 𝑥! ; 𝑥 = 0,1,2, … . 𝑛 1. r. v X~𝑃(𝜆) 𝑀𝑋 (𝑡) = 𝑒 𝜆𝑒
𝜆 −𝜆

2. Parameters: 𝜆 2 . 𝑉𝑎𝑟(𝑋) = 𝜆
0 , 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
1
1. 𝑀𝑒𝑎𝑛 =
Geometric 𝑝𝑞 𝑥−1
; 𝑥 = 1,2,3, … … . 1. r. v X~𝐺(𝑝) 𝑝𝑒 𝑡 𝑝
3 P[X = 𝑥] = { 𝑀𝑋 (𝑡) = 𝑞
Distribution 0 , 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒 2. Parameters: 𝑝 1 − 𝑞𝑒 𝑡
2 . 𝑉𝑎𝑟(𝑋) =
𝑝2

Uniform Distribution/ 𝑏+𝑎

1 𝑏𝑡 𝑎𝑡 1. 𝑀𝑒𝑎𝑛 =
1. r. v X~𝑈(𝑎, 𝑏) 𝑒 −𝑒 2
4 Rectangular 𝑓X (𝑥) = {𝑏 − 𝑎 ; 0 < 𝑥 < 𝑏 𝑀𝑋 (𝑡) =
2. Parameters: 𝑎, 𝑏 𝑡(𝑏 − 𝑎) (𝑏 − 𝑎)2
Distribution 0 , 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒 2 . Var(𝑋) =
12
1
1. 𝑀𝑒𝑎𝑛 =
Exponential 𝜆𝑒 −𝜆𝑥
; 𝑥>0 1. r. v X~𝐸(𝜆) 𝑡 −1 𝜆
5 𝑓𝑋 (𝑥) = { 𝑀𝑋 (𝑡) = (1 − )
Distribution 0 , 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒 2. Parameters: 𝑚𝑒𝑎𝑛 𝜆 1
2 . 𝑉𝑎𝑟(𝑋) =
𝜆2
𝑓𝑋 (𝑥)
Normal Distribution / 1 1 𝑥−𝜇 2 1. r. v X~𝑁(𝜇, 𝜎) 𝜎2 𝑡 2 1. 𝑀𝑒𝑎𝑛 = 𝜇
𝑒 −2( )
6 𝜎 ; −∞<𝑥 <∞ 𝑀𝑋 (𝑡) = 𝑒 𝜇𝑡+ 2
Gaussian Distribution = {𝜎√2𝜋 2. Parameters: 𝜇, 𝜎 2 . 𝑉𝑎𝑟(𝑋) = 𝜎 2
0 , 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
 Problem 1:
In a large consignment of electric bulbs 10% are defective. A random sample of 20 bulbs is
taken for inspection. Find the probability that (i) exactly 3 of them are defective, (ii) at most 3 of
them are defective and (iii) at least 3 of them are defective.
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Problem 2:
lf the probability that an individual will suffer a bad reaction from injection of a given serum is
0.001. Determine the probability that out of 2000 individuals, i) exactly 3, ii) more than 2,
individuals will suffer a bad reaction.
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Problem 3:
A company which manufactures syrup bottles, finds that 0.1 percent of the bottles are defective.
The bottles are packed in boxes containing 500 bottles. A drug, manufacturer buys 100 boxes
from the manufacturer of these bottles. Using poison distribution, find how many boxes will
contain: (i) no defective bottles (ii) at least two defective bottles.
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Problem 4:
The probability that a bomb dropped from a plane will strike the target is 1 /5.
If six bombs are dropped, find the probability that i) None will strike the target. ii) At least two
will strike the target.
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Problem 5:
The lifetimes of certain kinds of electronic devices have a mean of 300 hours and standard
deviation of 25 hours. Assuming that the distribution of these lifetimes, (measured to the
nearest hour) can be approximated closely by a normal distribution, compute the following:
(𝑖). P(X ≤ 300) and (𝑖𝑖). P(220 < X < 260).
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Problem 6:
The amount of time that a watch will run without having to be reset is a random variable having
an exponential distribution with mean 120 days. Find the probability that such a watch will
 (a). Have to be set in less than 24 days.

(b). Not have to be reset in at least 180 days.

Problem 7:
The army is holding trails to select Jawans. 1500 have reported and their heights are normally
distributed with mean 67.12 inches and standard deviation of 3.174 inches. How many will be
selected if the army decided to have the minimum height as 68.5 inches? What should be the
minimum height so that the tallest 300 will be short listed? (Area under the standard normal
curve between z = 0 and z = 0.43 is 0.1664 and between z = 0 and z = 0.84 is 0.30).
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Practice Problem 1:
The life of a semiconductor Lazer at constant power is Normally distributed with a mean of 7000
hours and standard deviation of 600 hours' I i) What is the probability that a Lazer fails before
6000 hours ? ii) What is the life (in hours) that 95% of the Lazers exceed ?
(The area under the standard normal curve between z=O and z =1.65 is 0.45)