COMMON PROBABILITY

DISTRIBUTIONS
COMMON DISCRETE DISTRIBUTION AND
THEIR PROPERTIES
 Bernoulli distribution
 Definition (Bernoulli Trial): Bernoulli trial is an experiment with only
two possible outcomes where one is designated as “success” and the
other as a “failure”.
 Definition (Bernoulli Distribution): A random variable X is said to
have a Bernoulli distribution if the possible values of X are 0 (failure)
and 1(success) with probabilities P(X=1) = θ and P(X= 0) = 1- θ.
 Range space: X ϵ {0, 1}
 Parameter: θ ϵ (0, 1).
 Notation: X ~ Ber(θ) or, X ~ Bernoulli(θ).

 The probability mass function of a Bernoulli random variable is given

by:

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. If X is distributed with bernoulli ( X ~ Ber(θ) or, X ~
Bernoulli(θ)).

E(X)= 𝛳
V(X) = 𝛳(1-𝛳)
 Binomial distribution
 A binomial experiment is a probability experiment that satisfies
the following four requirements called assumptions of a binomial
distribution.

 The experiment consists of n identical trials.

 Each trial has only one of the two possible mutually exclusive
outcomes, success or a failure.
 The probability of each outcome does not change from trial to
trial, and
 The trials are independent, thus we must sample with
replacement.

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 Examples of binomial experiments
 Tossing a coin 20 times to see how many tails occur.

 Asking 200 people if they watch BBC news.

 Registering a newly produced product as defective or non
defective.
 Asking 100 people if they favor the ruling party.

 Rolling a die to see if a 5 appears.

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 Theorem (Binomial Distribution): Suppose we have a sequence
of n independent Bernoulli trials and let P(Success) = P and
P(failure) = 1 - P. Moreover, assume that the probability of
success remains the same from trial to trial. Let X be the number
of success, then the expression
 n  p x 1  p n x , x  0, 1, 2, ..., n
P X  x    x 
 0 , Otherwise
 is called a binomial distribution with parameters n and p, and it is
written as X ∼ Bin(n, P).
 Remark: When n=1, binomial distribution becomes Bernoulli
distribution. 7
 If X ~ bin(n, p), then

 Mean of X

E  X   np
 Variance of X

V  X   np1  p 
 Standard deviation of X

s.d  X   np1  p 
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 Example: Suppose that an examination consists of six true and
false questions, and assume that a student has no knowledge of
the subject matter. The probability that the student will guess the
correct answer to the first question is 30%. Likewise, the
probability of guessing each of the remaining questions correctly
is also 30%.
a) What is the probability of getting more than three correct
answers?
b) What is the probability of getting at least two correct
answers?
c) What is the probability of getting at most three correct
answers?
d) What is the probability of getting less than five correct
answers?
e) What is the mean number of getting correct answers? 9
Solution:
Let X be the number of correct answers guessed by a students
p be the probability of guessing correct answer p=0.3
n is number of trials which is 6

The possible values of X are

X={0, 1, 2, 3, 4, 5, 6}
X ~ Binomial n  6, p  0.3
Then
n x
 
P X x   
 x

p 1 p n x

 

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 a) What is the probability of getting more than three correct
answers?

PX  3  P X  4  P X  5  P X  6

6 6 6

  0.3 1  0.3   0.3 1  0.3   0.3 1  0.3
4 6  4 5 6  5 6 66
 4 5 6
     
 0.0595  0.0102  0.0007
 0.0704

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 b) What is the probability of getting at least two correct
answers?

P  X  2   P  X  2   P  X  3  P  X  4   P  X  5   P  X  6 
 1  PX  2

 6  6 
 1   0.3 1  0.3   0.3 1  0.3 
0 6  0 1 6 1

 0  1 
  

 1  0.1177  0.3025
 0.5798
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c) What is the probability of getting at most three correct
answers?

P X  3  P X  0  P X  1  PX  2   P X  3
 1  P  X  3

 1  P X  4   P X  5  P X  6

 1  0.0704

 0.9296

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 d) What is the probability of getting less than five correct
answers?

P X  5  P X  0   P X  1  P X  2  P X  3  P X  4 
 1  P  X  5

 1  P X  5  P X  6 

 1  0.0109

 0.9891

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e) What is the mean number of getting correct answers?

The pmf of X is
X 0 1 2 3 4 5 6
P(X) 0.1176 0.3025 0.3241 0.1852 0.0595 0.0102 0.0007

E X    xP  X  x 

 0  0.1176   1 0.3025    6  0.0007 

 1 .8
If X is binomially distributed, then the expected number of
success is np
E  X   np  6  0.3  1.8
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 Poisson distribution

A random variable X is said to have a Poisson distribution if its

probability distribution is given by:

e   x
P X  x   , x  0, 1, 2, 
x!
The Poisson distribution depends only on the average number of
occurrences per unit time of space λ.
If X is a Poisson random variable with parameters λ , that is
X ~ Poisson (λ )

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The Poisson distribution is used as a distribution of rare events,
such as:
Number of misprints.
Natural disasters like earth quake.
Accidents etc.

 Mean of X
E X   
 Variance of X
V X   
 Standard deviation of X
s.d X   
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 Example 1: On the average, five smokers pass a certain street
corners every ten minutes, what is the probability that during a
given 10 minutes the number of smokers passing will be

a) 6 or fewer
b) 7 or more
c) Exactly 8
 Solution

X ~ Poisson   5
5 x
e 5
 PX  x  
x!
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a) 6 or fewer

P  X  6   P ( X  0)  P ( X  1)  P ( X  2)  P ( X  3)  ...  P ( X  6)

e 5 50 e 5 51 e 5 52 e 5 53 e 5 54 e 5 55 e 5 56
      
0! 1! 2! 3! 4! 5! 6!
 0.0067  0.0337  0.0842  0.1404  0.1755  0.1755  0.1462

 0.7622

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b. 7 or fewer

P X  7   1  PX  6
 1  0.7622
 0.2378

c. Exactly 8

e 5 58
P  X  8 
8!
 0.0653

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 Example 2: Assume that, on average there are 14 deaths due to
car accidents in Addis Ababa per week. What is the probability
that
a) Exactly 2 deaths per day happen due to car accident?

b) At least one death per day occur due to car accident?

Let X be the number of deaths per day

If   14 deaths/wee k, then   2 death/day

e 2 2 x
 PX  x deaths/day  
x!
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Solution

a. Exactly 2 deaths per day happen due to car accident?

2 2
e 2
PX  2  
2!
 0.2707
b. At least one death per day occur due to car accident?

PX  1  1  PX  1
e 2 20
 1
0!
 0.8647
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9.2 COMMON CONTINUOUS DISTRIBUTIONS
AND THEIR PROPERTIES
 Uniform distribution
 Definition: The Uniform or Rectangular distribution has random
variable X restricted to a finite interval [a, b] and has f(x) a
constant over the interval.

 The moment generating function is:

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If X~Uniform[a.b], then

Mean of X
ab
 
E X 
2
Variance of X

V X  
b  a
2

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Standard deviation of X

s.d  X  
b  a 2
12
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Example 1: The thickness x of a protective coating applied to a
conductor designed to work in corrosive conditions follows a uniform
distribution over the interval [20,40] microns. Find also the
probability that the coating is less than 35 microns thick. (Ans: 0.75)
Solution

Let X be the thickness of a protective coating

X~Uniform[20, 40]
35
 1 
P X  35    dx
20
40  20 
35
1
 x
20 20
 0.75
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Example 2: Packages have a nominal net weight of 1 kg. However
their actual net weights have a uniform distribution over the interval
980 g to 1030 g.
a) Find the probability that the net weight of a package is less
than 1 kg.
b) Find the probability that the net weight of a package is less
than w g, where 980<w<1030
Solution
Let w be net weight of a package

 1 , if 980  w  1030
f w   50
0, otherwise

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Solution…

a) Find the probability that the net weight of a package is less

than 1 kg.
1000
1
p w  1000    dw
980
50
1000
1
 w
50 980
 0.4

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b. Find the probability that the net weight of a package is less
than w g, where 980<w<1030

w
1
p W  w   dt
980
50
w
1
 t
50 980
w 980
 
50 50
w  980

50
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 Normal distribution
 The normal distribution is the most widely known and used of all
distributions.
 Because the normal distribution approximates many natural
phenomena
 It has developed into a standard of reference for many
probability problems.

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If the data are from a sample and approximately normally
distributed, then
 will include approximately 68% of the data.
 will include approximately 95% of the data.
 will include approximately 99.7% of the data.
 Normal Probability Distribution
• A random variable X is said to have a normal distribution if its
probability density function is given by
2
1  x 
1   
f x   e 2   where x (-∞,∞ ), μ (-∞,∞ ) and σ (0,∞ ).
 2

– It is bell shaped and is symmetrical about its mean.

– It is asymptotic to the axis, i.e., it extends indefinitely in either
direction from the mean.
– It is a continuous distribution.
– It is a family of curves, i.e., every unique pair of mean and
standard deviation defines a different normal distribution.
– Total area under the curve sums to 1, i.e., the area of the
distribution on each side of the mean is 0.5
– It is unimodal, i.e., values mound up only in the center of the
curve. 32
• Since a normal distribution is a continuous probability
distribution, the probability that X lies between a and b is the area
bounded under the curve, from left to right by the vertical lines x
= a and x = b and below by the horizontal axis.

b
• However, evaluating P(a  X  b)   f X ( x)dx is very complicated.
a

• To facilitate this problem, we use the standard normal table which

gives area values bounded by two points.

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• Note: To facilitate the use of normal distribution, the following
distribution known as the standard normal distribution was
derived by using the transformation
1
1  z2
f z   e 2
2
• Properties of the Standard Normal Distribution:
– Same as a normal distribution, but also...
• Mean is zero
• Variance is one
• Standard Deviation is one
• Areas under the standard normal distribution curve have been
tabulated in various ways.
• The most common tables give areas bounded between Z=0 and a
positive value of Z.

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• In addition to the standard normal table, the properties of normal
distribution and the following theorem are useful to make
probability calculations very easy for any normal distribution.
Theorem : Standardization of a normal random variable. If X has a
normal distribution with mean, μ and standard deviation ,σ , then
i. X   will have a standard normal distribution.
Z

ii. a X  b
P ( a  X  b)  P (   )
  
a b
 P( Z )
 
• Example (read from table); determine the following probabilities
– P(0<Z<1.43)=? (Ans: 0.4236 )

– P(-1.2<Z<0)=? (Ans: 0.3849)

– P(Z<-1.43)=? (Ans: 0.0764 )

– P(-1.43≤Z<1.2)=? (Ans: 0.8085)

– P(Z≥1.52)=? (Ans: 0.0643 )

– P(Z≥-1.52)=? (Ans: 0.9357 ) 36

 • Remark:
pa  x  b   p 
a
  x
  b
   p
a
 z b 
  for population
pa  x  b   p  a s x  x x
s
 b s x   p  a s x  z  b s x  for sample
Example: Consider the distribution of serum cholesterol levels for
all 20 to 74 year old males has a mean of 210 mg /100 ml, and the
standard deviation of 20 mg/100 ml. If an individual is selected from
the population randomly, what is the probability that
A. serum cholesterol level is between 200 and 240?
(Ans:0.6247)
B. serum cholesterol level is higher than 225? (Ans:0.2266)

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Exercises
1. Glaucoma is an eye disease that is manifested by high
intraocular pressure (IOP). The distribution of IOP in the
general population is approximately normal with mean = 16
mm Hg and standard deviation = 3 mm Hg. If the normal range
for IOP is considered to be between 12 and 20 mm HG, then
what percentage of the general population would fall within
this range?
2. Assume that the test scores for a large class are normally
distributed with a mean of 74 and a standard deviation of 10.
A. Suppose that you receive a score of 88. What percent of the
class received scores higher than yours?
B. Suppose that the teacher wants to limit the number of A
grades in the class to no more than 20%. What would be the
lowest score for an A?

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