Probability Distribution 2020

Module IV
Probability Distribution

Prepared By:
Niranjan L, AP,

Dept. of Mathematics,

MVJ College of Engineering

Ph.: 7829443701
Email: niranjan.l@mvjce.edu.in

1
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

Binomial Distribution (Bernoulli’s distribution) :

If is the probability of success and is the probability of failure, the probability

of successes out of trails is given by,

( )

Where ( ) is a probability function.

Mean and Standard deviation of the Binomial Distribution

( ) = ∑ ( )

=∑

=∑
( )

( ) ,( ) ( )-
=∑ ( )
( ) ,( ) ( )-

,( ) ( )-
= ∑

= ( )

( ) =

2
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

( ) =∑ ( )

=∑ , ( ) - ( )

= *∑ ( ) ( ) ∑ ( )+

=∑ ( ) * +

=∑ ( ) * +
( )

( ) ( )( ) ,( ) ( )-
=∑ ( )( )-
) ,( ) (

( ) ,( ) ( )-
= ( ) ∑
( ) ,( ) ( )-

,( ) ( )-
= ( ) ∑

= ( ) ( )( )
+ ( )

= ( ) ( )

= ( )

( ) =

( )= √ =√

3
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

Problems:

1. When a coin is tossed 4 times, find the probability of getting

(i)exactly one head
(ii) atmost 3 heads
(iii) atleast 2 heads

Solution:
( )

We know that the probability of successes out of trails is given by

( )

(i) ( ) ( ) ( ) ( )

(ii) ( ) ( ) ( ) ( ) ( )

( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )

( ) ( )

(iii) ( ) , ( ) ( )-

[ ( ) ( ) ( ) ( ) ]

4
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

2. 4 coins are tossed 100 times and the following results were obtained. Fit a binomial
distribution for the data and calculate the theoretical frequencies.

Number of heads 0 1 2 3 4
Frequency 5 29 36 25 5

Solution:

Let x denote the number of Heads and f the corresponding frequency. Since the data is
in the form of a frequency distribution we shall first calculate the mean.
∑
( )
∑

But for the binomial distribution. Here

Hence

Binomial distribution probability function is given by

( ) ( ) ( )

Since 4 coins were tossed 100 times, expected (theoretical) frequencies are obtained
from ( ) ( ) ( ) ( )

where x= 0, 1, 2, 3, 4

( ) ( ) ( )

( ) ( ) ( )

( ) ( ) ( )

( ) ( ) ( )

( ) ( ) ( )

Thus the required theoretical frequencies are 7, 26, 37, 24, 6.

5
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

PoissonDistribution :

Poisson distribution is regarded as the limiting form of the binomial distribution is

very large ( ) and be the probability of success is very small ( ), so
that tends to a fixed finite constant say .

( )

Where, ( )iscalled

is called

Mean and Standard deviation of the Poisson Distribution

( ) = ∑ ( )

=∑

=∑
( )

( )
= ∑
( )

= , -

( ) =

6
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

( ) =∑ ( )

=∑ , ( ) - ( )

= *∑ ( ) ∑ +

=∑ ( ) ∑
( )( ) ( )

=∑ ( )
∑
( )

( ) ( )
= ∑ ∑
( ) ( )

= 0 1

, -

= ( )

( ) =

( )= √ =√

NOTE :

7
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

Problems:

1. Fit a Poisson distribution for the following data and calculate the theoretical
frequencies:

0 1 2 3 4
122 60 15 2 1

Solution: We shall compute the ( ) of the given distribution.

∑
( )= = 0.5
∑

We have ( ) for the Poisson distribution.

The Poisson distribution is ( )

Let ( ) ( )
( ) ( )
=

( )
( )

Putting ( ) we obtain the theoretical frequencies. They are as

follows

( ) ( ) ( ) ( ) ( )

Thus the required theoretical frequencies are 121, 61, 15, 3, 0

8
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

2. The number of accidents in a year to Taxi drivers in a city follows a Poisson

distribution with mean 3. Out of 1000 taxi drivers find approximately the number
of the drivers with
(i) no accidents in a year
(ii) more than 3 accidents in a year.

Solution :

By data, mean = 3

and from the Poisson distribution .

The Poisson distribution is ( ) =

Let ( ) ( )

( )

(i) Number of drivers with no accidents in a year = ( )

(ii) Probability of more than 3 accidents in a year ( )

, ( ) ( ) ( ) ( )-

0 2 31

, * +-

Number of drivers out of 1000 with more than 3 accidents in a year

9
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

Continuous Probability Distributions

Definition: If for every x belonging to the range of a continuous random variable

X, we assign a real number f(x) satisfying the conditions

() ( ) and ( )∫ ( )

then, f(x) is called a continuous probability function or probability density

function(p.d.f.)

NOTE : ( ) ∫ ( )

( ) ∫ ( )

PROBLEMS

1. Examine whether ( ) 2 is a probability density

function

Solution: Condition for a probability density function are ( )

and ∫ ( )

Clearly the given function, ( )

Also, ∫ ( ) ∫ ( ) ∫ ( ) ∫ ( )

∫ ∫ ∫

10
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

1 ( )

Hence ( ) is not an probability density function.

| | | |
2. Examine whether ( ) { is a probability density

function

Solution: Condition for a probability density function are ( ) and

∫ ( )

Clearly the given function, ( )

Also, ∫ ( ) ∫ ( ) ∫ ( ) ∫ ( ) ∫ ( )

∫ ∫ ( ) ∫ ( ) ∫

1 1

Hence ( ) is a probability density function.

11
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

3. Find the constant C, such that the function ( ) { is a density

function. Also compute (i) Mean (ii) Variance and (iii) ( )

Solution: Condition for a probability density function are ( ) and

∫ ( )

The given function to be ( )

Also, ∫ ( )

∫ ( ) ∫ ( ) ∫ ( )

∫ ∫ ∫

( )

The function will be ( ) {

(i) ( ) ∫ ( ) ∫ . / ∫ . /

12
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

(ii) ( ) ∫ ( )

∫ 4 5 ( )

∫ 4 5

(iii) ( ) ∫ ( ) ∫ . /

13
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

PRACTICE PROBLEMS

4. Find the constant C, such that the function ( ) is a density function, given
( ) .

5. Find the constant , such that the function ( ) is a probability density

function, where ( ) { .
( )

Also compute (i) Mean (ii) Variance (iii) ( )

14
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

Exponential Distribution

Definition: Continuous probability distribution having the probability density

function ( ) given by

( ) { ,

is called Exponential Distribution.

NOTE: for an Exponential distribution,

( )

( )

( )

PROBLEMS

1. If is an exponential variate with mean 3 then find ( ) and ( )

Solution: We know that from the exponential distribution

( ) and ( )

( ) (from the data)

15
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

( )

(i) ( ) ( )

∫ ( )

∫ ( )

( )

( )

(ii) ( ) ∫ ( )

16
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

∫ ( )

( )

( )

2. The length of a telephone conversation in a booth has been exponentially

distributed and found on an average to be 2 minutes. Find the probability
that a random call made from this booth
(i) ends less than 2 minutes (ii) ends between 2 and 3 minutes.

Solution: We know that from the exponential distribution,

( )

( ) (from the data)

( )

17
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

(i) ( ) ∫ ( ) ∫ 4 5

1 ( )

(ii) ( ) ∫ ( )

∫ ( ) 1

. /

( ) and ( )

18
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

3. The kilometer run(in thousands of kms) without any sort of problem in

respect of certain vehicle is a random variable having probability density

function ( ) {

Find the probability that the vehicle is trouble free

(i) atleast for 25000 kms

(ii) atmost for 25000 kms

(iii) between 16000 to 32000 kms

Solution:

Here is the random variable representing kilometre in multiples of 1000

regarding trouble free run by the vehicle.

(i) ( ≥ 25) = 1 − ( < 25)

( ≥ 25) = 0.5353

(ii) ( ≤ 25) ∫

19
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

( )

( ≤ 25) = 0.4647

(iii) ( ) ∫

( )

( )

20
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

PRACTICE PROBLEMS

4. The sales per day in a showroom is exponentially distributed with average

scale amounting to Rs. 200 and net profit 10 %. Find the probability that net
profit exceeds Rs. 40 on two consecutive days.

21
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

NORMAL DISTRIBUTION

Definition: Continuous probability distribution having the probability density

( )
function ( ) given by ( )
√

is known as the Normal distribution.

Note: For the Normal Distribution,

Mean = and Variance =

We can say that the Mean of the normal distribution is equal to the Mean of the
given distribution and the Variance/Standard Deviation of the normal distribution is
equal to the Variance/ Standard Deviation of the given distribution.

Standard Normal Curve (Bell – Shaped Curve)

Standard Normal Distribution

( )
Area bounded by the standard normal curve, ( ) ∫
√

22
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

Standard Normal Variate,

( )
Also, ( ) ∫ ( ) ∫
√

Properties of a Normal Distribution

1. The normal curve is symmetrical about the mean μ;

2. The mean is at the middle and divides the area into two halves;

3. The total area under the curve is equal to 1;

4. It is completely determined by its mean and standard deviation

IMPORTANT RESULTS :

a) ∫ ( )

b) ∫ ( ) ∫ ( )

23
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

c) ( )

d) ( ) ( )

e) ( ) ( )

f) ( ) ( ) ( )

( ) ( )
(OR)
( ) ( )

g) ( ) ( )

24
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

PROBLEMS

1. Find the area under the standard normal curve between and

Theoretically the area ( )

( )
∫
√

( )

{Referring to the table we move vertically down along the column of z to

reach 1.5 and then move horizontally along this line to the value 5(regarded as
0.5) to intersect with the numerical figure 0.4394}

25
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

2. Find the area under the standard normal curve between

and

Solution

Theoretically the area ( )

( )

( )
∫
√

( )

The required area

26
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

3. Find the area under the standard normal curve between and

Solution :

The area under the standard normal curve ( )

( )
∫
√

( ) ( )
∫ ∫
√ √

( ) ( )

= 0.1772+ 0.4864

The required area = 0.6636

27
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

4. Evaluate the following probabilities with the help of normal probability tables.

(i) ( ≥ 0.85)

(ii) (ii) (−1.64 ≤ ≤ −0.88)

Solution :

(i) ( ) ( ) ( )

( )

( )

(ii) ( )

( ) ( )

( ) ( )

( ) ( )

( )

28
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

5. The life of an electric bulb is normally distributed with average life of 2000
hours and standard deviation of 60. Out of 2500 bulbs, find the number of
bulbs that are likely to last between 1900 and 2100 hours [given that
( ) ].

Solution: By data, Mean ( ) = 2000 and Standard Deviation ( ) = 60

We have standard normal variate,

If , then

If , then

( ) ( )

( ) ( )

( )

( ) ( )

( )

Number of bulbs that are likely to last between 1900 and 2100 hours

29
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

6. In an examination 7% of students score less than 35 marks and 89% of

students score less than 60 marks. Find mean and standard deviation, if the
marks are normally distributed

Solution : Given P(x<35)=0.07 and P(x<60)=0.89

When x=35, ( )

When x=60, ( )

P(z< ) = 0.07 and P(z< )=0.89

0.5+ ( ) = 0.07 0.5+ ( )= 0.89

( )=0.07- 0.5 = -0.43 ( )= 0.89-0.5=0.39

From table we have,

and

We get two equations:

30
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

Solving we have

PRACTICE PROBLEMS

7. In a normal distribution 31% of the items are under 45 and 8% are over 64.
Find the mean and standard deviation.

8. If z is normally distributed with mean 0 and variance 1 then find the value of
P(x > -1.64) and P(-1.96< x < +1.96).

31
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

JOINT PROBABILITY DISTRIBUTION OF TWO VARIABLES :

Let X and Y are two random variables on a sample space S associated with a
random experiment.

i.e, X=X(s) and Y=Y(s), s S are two functions assigning a real number.

The Joint probability distribution of two discrete random variables X and Y

is function J(x, y) defined on the product set X(s) x Y(s) assigning probability each
of the ordered pairs
(xi, yj), where i =1,2,3,…..n and j= 1,2,3,.….m

Further J(x, y) satisfies the following

(a) ( )
(b) ∑ ∑ ( )

Thus, J(xi , yj)= P ( X=xi ,Y=yj ) gives the probability for the simultaneous
occurrences of the outcomes xi and yj.

32
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

Probability distribution of the two random variables X & Y

X
x1 x2 …… xn Row Sums
Y
y1 J( x1 , y1) J( x2 , y1 ) …… J( xn , y1) g(y1)
y2 J( x1 , y2) J( x2 , y2 ) …… J( xn , y2) g(y2)
. . . . . .
. . . . . .
ym J( x1 , ym ) J( x2 , ym ) …… J( xn , ym ) g(ym)
Column ∑ ( )
f ( x1) f ( x2 ) …… f ( xn ) ∑ ( )= 1
Sums

MARGINAL DISTRIBUTION

Marginal distribution f(x) of X is the probability distribution of X alone, obtained

by summing J(x, y) over the values of Y.
i.e, ( ) ∑ ( )
(or)
( ) is sum of ith column entries.
Similarly,
Marginal distribution g(y) of Y is the probability distribution of Y alone,
obtained by summing J(x, y) over the values of X.
i.e, ( ) ∑ ( )
(or)
( ) is sum of jth row entries.

33
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

EXPECTATION:
The mean value of the probability distribution of a variate X is commonly known
as its Expectation. If f(x) is the probability density function of the variate X, then
the expectation is given by
( ) ∑ ( ) , for a discrete distribution

( ) ∫ ( ) , for a Continuous distribution

Let (X, Y) be a discrete random variable with probability mass function

( ). Then we define

( ) ∑ ∑ ( ) ∑

Results on Expectation
1. E( c ) = c , where c is a constant
2. E( cX ) = c E( X ) , where c is a constant
3. E( X + Y ) = E( X ) + E( Y ) (Addition theorem)
4. E( X Y ) = E( X ) . E( Y ) (Multiplication theorem)

COVARIANCE:
The covariance of X and Y denoted by Cov(x,y) is given by

( ) ∑ ∑( )( ) ( )

( ) ∑

( ) ( )

34
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

CORRELATION:
The correlation of X and Y is given by
( )
( )

35
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

NOTE :

If X and Y are independent, then

1. E( X Y ) = E(X) E(Y)
2. Cov (X, Y) = 0

PROBLEMS:

1. The joint distribution of two random variables X and Y is as follows.

X
-4 2 7
Y
1 1/8 1/4 1/8
5 1/4 1/8 1/8

Compute the following.

(a) E( X ) and E( Y ) (b) E( XY ) (c) and

(d) ( ) (e) ( )

Solution:

The distribution marginal distribution of X and Y is as follows.

The distribution is obtained by adding the all the respective row entries and
also the respective column entries.

Xi 1 2 yj -2 -1 4 5
f(xi) 0.6 0.4 g(yj) 0.3 0.3 0.1 0.3
36
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

(a)

E ( X )   xi f ( xi )  (1)(1 / 2)  (5)(1 / 2)  3
E (Y )   y j g ( y j )
 (4)(3 / 8)  (2)(3 / 8)  (7)(1 / 4)
1

Thus,  X  E( X )  3 and Y  E (Y )  1

(b)

E ( XY )   xi y j J ij
 (1)(4)(1 / 8)  (1)(2)(1 / 4)  (1)(7)(1 / 8)  (5)(4)(1 / 4)  (5)(2)(1 / 8)  (5)(7)(1 / 8)
 (1 / 2)  (1 / 2)  (7 / 8)  5  (5 / 4)  (35 / 8)
 3/ 2
Thus, E ( XY )  3 / 2

37
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

(c)  X2  E ( X 2 )   X2 and  Y2  E (Y 2 )  Y2

Now, E ( X 2 )   xi2 f ( xi )

i.e, E ( X 2 )  (1)(1 / 2)  (25)(1 / 2)  13

Also E (Y 2 )   y 2j g ( y j )

i.e, E (Y 2 )  (16)(3 / 8)  (4)(3 / 8)  (49)(1 / 4)  79 / 4

Thus,  X  2 and  Y  75 / 4  4.33

(d)
COV ( X , Y )  E ( X , Y )   X Y
 (3 / 2)  (3)(1)
 3 / 2

 COV ( X , Y )  3 / 2

(e)
COV ( X , Y )
 ( X ,Y ) 
 XY
 3/ 2

(2) 75 / 4
3
  0.1732
2 75

Thus,  ( X , Y )  0.1732

38
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

2. The joint probability distribution table for two random variables X and Y
is as follows.

X
-2 -1 4 5
Y
1 0.1 0.2 0 0.3
2 0.2 0.1 0.1 0

Determine the marginal probability distributions of X and Y.

Also compute

(a) Expectations of X,Y and XY

(b) S.D.s of X, Y
(c) Covariance of X and Y are dependent random variables.
Also find P(X+Y>0)

Solution:

Marginal distributions of X and Y are got by adding all the respective row
entries and the respective column entries.

xi 1 2 yj -2 -1 4 5
f(xi) 0.6 0.4 g(yj) 0.3 0.3 0.1 0.3

(a)
 X  E( X )
  xi f ( xi )
i

 (1)(0.6)  (2)(0.4)
 1.4

39
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

Y  E (Y )
  yj f (yj)
j

 (2)(0.3)  (1)(0.3)  (4)(0.1)  (5)(0.3)

1

E ( X , Y )   xi y j J ij
J

 (1)(2)(0.1)  (1)(1)(0.2)  (1)(4)(0)

 0.9

Thus, E ( X )  1.4, E (Y )  1, E ( XY )  0.9

(b)  X2  E ( X 2 )   X2 and  Y2  E (Y 2 )  Y2

E ( X 2 )   x i2 f ( xi )
i

 (1)(0.6)  (4)(0.4)
E (Y 2 )   y 2j f ( y j )
 2.2 j

 (4)(0.3)  (1)(0.3)  (16)(0.1  (25)(0.3)

 10.6

 X2  2.2  (1.4) 2  0.24

Hence  X  0.49

 Y2  10.6  (1) 2  9.6

Hence  Y  3.1

Thus  X  0.49 and  Y  3.1

Correlaton of X and Y is given by

40
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

COV ( X , Y )
 ( X ,Y ) 
 XY
 0.5

(0.49)(3.1)
 0.3

If X and Y are independent random variables we must have f ( xi ) g ( y j )  J ij

Similarly for others also the condition is not satisfied.

Hence we conclude that X and Y are dependent random variables.

41
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

We have X  xi   {x1 , x2 }  {1,2} respectively.

Y  y j  { y1 , y2 , y3 , y4 }  {2,1,4,5} respectively.

Also
J11  0.1, J12  0.2, J13  0, J14  0.3
J 21  0.2, J 22  0.1, J 23  0.1, J 24  0

X Y  0 is possible when ( X , Y ) take the values

( x1 , y3 )  (1,4); ( x1 , y4 )  (1,5); ( x2 , y2 )  (2,1)

( x2 , y3 )  (2,4); ( x2 , y4 )  (2,5)

Hence
P( X  Y  0)  J13  J14  J 22  J 23  J 24  0  0.3  0.1  0  0.5

Thus P( X  Y  0)  0.5

3. Suppose X and Y are independent random variables with the following

respective distribution, find the joint distribution of X and Y. Also verify that
COV ( X , Y )  0

xi 1 2 yj -2 5 8
f(xi) 0.7 0.3 g(yj) 0.3 0.5 0.2

Solution:

Since X and Y are independent, the joint distribution J(x,y) is obtained by

using the definition f(xi)g(yj)=Jij

42
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

Jij are obtained on multiplication of the marginal entries.

The given data and the required Jijis exhibited in the following table.

X
x1=-2 x2=5 x3=8 f(xi)
Y
y1=1 J11 J12 J13 0.7
y2=2 J21 J22 J23 0.3
g(yj) 0.3 0.5 0.2 1

J11=(0.7)(0.3)=0.21, J12=(0.7)(0.5)=0.35,

J13=(0.7)(0.2)=0.14, J21=(0.3)(0.3)=0.09,

J22=(03)(0.5)=0.15, J23=(0.3)(0.2)=0.06

43
Dept. of Mathematics, MVJCE
 Probability Distribution 2020

The joint distribution is as follows.

X
x1=-2 x2=5 x3=8 f(xi)
Y
y1=1 0.21 0.35 0.14 0.7
y2=2 0.09 0.15 0.06 0.3
g(yj) 0.3 0.5 0.2 1

We have
COV ( X , Y )  E( XY )   X Y

 X  E( X )
  xi f ( xi )
i

 (1)(0.7)  (2)(0.3)
 1 .3

Y  E (Y )
  yj f (yj)
j

 (2)(0.3)  (5)(0.5)  (8)(0.2)

 3.5
E ( XY )   xi y j J ij
i, j

 (1)(2)(0.21)  (1)(5)(0.35)  (1)(8)(0.14)  (2)(2)(0.9)  (2)(5)(0.15)  (2)(8)(0.06)

 0.42  1.75  1.12  036  1.5  0.96
 4.55

Hence, COV ( X , Y )  4.55  (1.3)(3.5)  0

Thus the result COV ( X , Y )  0 for independent random variables X and Y is

verified.

44
Dept. of Mathematics, MVJCE