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S ANJAY G HODAWAT U NIVERSITY

K OLHAPUR
S.Y. B. T ECH .
C OMPUTER S CIENCE AND E NGINEERING

C OURSE C ODE : CST201


UNIT 4: S TATISTICS

Mathematics for Modern Computing

Prepared by

Mr. S.S. Salgare


Assistant Professor
Department of Mathematics
Sanjay Ghodawat University, Kolhapur

September 26, 2019


Mr. S.S. Salgare

Contents
1 Measures of Central Tendency 2
1.1 Arithmetic Mean: . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2 Median . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.3 Mode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

2 Standard Deviation 4

3 Random Variable 5
3.1 Discrete Random Variable . . . . . . . . . . . . . . . . . . . . 6
3.2 Continuous Random Variable . . . . . . . . . . . . . . . . . . 6

4 Binomial Distribution 13

5 Poisson Distribution 19

6 Normal Distribution 22
6.0.1 Standard Normal Table (Z) . . . . . . . . . . . . . . . 31

7 Assignment No. 4 32

8 M.C.Q. 33

CONTENTS 1
Mr. S.S. Salgare

1 Measures of Central Tendency


A number which is representative to the whole data and is selected from
the central part of data is called measure of central tendency.
Measures of central tendency:

1) Arithmetic Mean (A.M.)

2) Median

3) Mode

1.1 Arithmetic Mean:


a) Individual Items: When each items is considered separately , we use the
formula

∑x x + x2 + · · · + x n
A.M. = = 1
n n

Example 1 Find the mean of 20, 22, 25, 28, 30

∑x 20 + 22 + 25 + 28 + 30
Solution: A.M.= = = 25
n 5

Example 2 The crushing strength of 8 cement concrete experimental blocks in


metric tones per square meter was 4.8, 4.2, 5.1, 3.8, 4.4, 4.7, 4.1, 4.5 . Find the
mean crushing strength.

∑x 4.8 + 4.2 + 5.1 + 3.8 + 4.4 + 4.7 + 4.1 + 4.5


Solution: A.M.= = =
n 8
4.45

b) Discrete Distribution: If the number x1 occurs f 1 , x2 occurs f 2 , . . ., xn


occurs f n then

∑xf x f + x2 f 2 + · · · + x n f n
A.M. = = 1 1
∑f f1 + f2 + · · · + fn

Example 3 Find mean of the following

Number (x) 8 10 15 20
Frequency (f) 5 8 8 4

∑xf ×5 + 10 × 8 + 15 × 8 + 20 × 4 320
Solution: A.M.= = = = 12.8
∑ f 5 + 8 + 8 + 4 25

1 MEASURES OF CENTRAL TENDENCY 2


Mr. S.S. Salgare

Example 4 Calculate the A.M. from the following data

x 13 14 15 16 17 18
f 12 14 22 14 9 4

∑xf
Solution: A.M.= = 15.08
∑f
c) Continuous Distribution: When continuous distribution is given the
A.M. is given by

∑ fd
A.M. = a + i
∑f

x−a
Where a = assumed mean and d = deviation=
i
Example 5 Find A.M. for the following data
class 0-10 10-20 20-30 30-40 40-50
freq 7 8 20 10 5

Solution: Let assumed mean a = 25


x −25
Class Mid Value (x) freq ( f ) d= 10 fd
0-10 5 7 -2 -14
10-20 15 8 -1 -8
20-30 25 20 0 0
30-40 35 10 1 10
40-50 45 5 2 10
50 0 -2

∑ fd −2
A.M.= a + i = 25 + 10 = 24.6
∑f 50

1.2 Median
Median is defined as the measure of the central item when they are ar-
ranged in ascending or descending order of magnitude
a) Whwn the total number of the items is odd and equal to n, then the
value of 21 (n + 1)th item gives the median.
b) When the total number of the frequencies is even, say n then threre are
th
two middle items and so the mean of the values of 12 nth and 12 n + 1
items is the median.

1 MEASURES OF CENTRAL TENDENCY 3


Mr. S.S. Salgare

Example 6 Find the median of 12,3 and 5

Solution: Write given numbers in order

3, 5, 12

The middle is 5, so median is 5.


Example 7 Find the median of 3,13,7,5,21,23,39,23,40,23,14,12,56,23,29
Solution:First we write

3, 5, 7, 12, 13, 14, 21, 23, 23, 23, 23, 29, 39, 40, 56

The median is 23
Example 8 Find the median of 3,13,7,5,21,23,23,40,23,14,12,56,23,29
Solution:First we write

3, 5, 7, 12, 13, 14, 21, 23, 23, 23, 23, 29, 40, 56
21 + 23
The median is = 22
2

1.3 Mode
Mode is defined to be the variable which occurs most frequently
Example 9 Find the mode of the following data 0,1,6,7,2,3,7,6,6,2,6,0,5,6,0
Solution: Mode is 6

2 Standard Deviation
r
∑( x − x̄ )
a) Individual items :σ=
N−1
s
∑ f ( x − x̄ )2
b) Discrete Distribution : σ =
∑f
s 2
∑ f d2 ∑ fd

c) Continuous Distribution : σ = − ∑
∑f ∑f

Example 10 Calculate the mean and standard deviation for the following data,
given the age distribution of 542 members
Age in years 20-30 30-40 40-50 50-60 60-70 70-80 80-90
No. of members 3 61 132 153 140 51 2

2 STANDARD DEVIATION 4
Mr. S.S. Salgare

Solution: Let assumed mean a = 55


x−a x − 55
Now d = =
i 10
x −55
Age (x) Mid Value (x) freq ( f ) d= 10 fd f d2
20-30 25 3 -3 -9 27
30-40 35 61 -2 -122 244
40-50 45 132 -1 -132 132
50-60 55 153 0 0 0
60-70 65 140 1 140 140
70-80 75 51 2 102 204
80-90 85 2 3 6 18
542 0 -15 765

∑ fd −15
A.M.= x̄ = a + × i = 55 + × 10 = 54.72
s ∑f  542 s
2
∑ f d2 ∑ fd −15 2
 
765
S.D. (σ) = − ∑ = − × 10 = 11.877
∑f ∑f 542 542

Example 11 Find the mean, median, mode and standard deviation of the follow-
ing 15, 21, 21, 25, 30, 35
Solution:We write
15, 21, 21, 25, 30, 35
A.M.= 24.5
21 + 25
Median = = 23
2
Standard
r Deviation is given by
(15 − 24.5)2 + (21 − 24.5)2 + (21 − 24.5)2 + (25 − 24.5)2 + (30 − 24.5)2 + (35 − 24.5)2
σ=
5
σ = 7.1484

3 Random Variable
A variable used to denote the numerical value of the outcome of an exper-
iment is called random variable (r.v.)
e.g.
1) In a toss of die the r.v. X takes the values 1,2,3,4,5,6 i.e. X = {1, 2, 3, 4, 5, 6}
2) In toss of a coin r.v. X takes the values 0 and 1 (the number of heads
obtained) i.e. X = {0, 1}
Remark: A random variable is denoted by the capital letters X, Y, Z, · · ·
etc and particular values which the random variable takes are denoted by
corresponding small letters.

3 RANDOM VARIABLE 5
Mr. S.S. Salgare

3.1 Discrete Random Variable


If the r.v. X takes only a finite or countably infinite values it is known as
discrete random variable.
e.g.
1) Experiment: Three tosses of coin (or three coins tossed simultaneously).
The sample space S consists of 23 = 8 points as given below
S = {(H,T) × (H,T) × (H,T)}
= {(HH,HT,TH,TT) × (H,T)}
= {HHH, HTH, THH, TTH, HHT, HTT, THT, TTT}
Let X = the number of heads obtained.
Outcome HHH HTH THH TTH HHT HTT THT TTT
Value of X 3 2 2 1 2 1 1 0

Then X = {0, 1, 2, 2} ← Countable


2) Experiment: Throw two dice.
Let X = the sum of number facing up.
X = {2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12} ← Countable
3) Experiment: Shot a target.
Let X = number of fired till the target is hit.
Then X = {1, 2, 3, · · · } ← Countable infinite
4) Experiment: Throw one die over and over until you get a 2.
Let X = the number throws.
Then X = {1, 2, 3, · · · } ← Countable infinite

3.2 Continuous Random Variable


A continuous r.v. is one which can assume any values within an interval
i.e. all values of continuous scale.
e.g.
1) The age, height or weight of students in a class.
2) Temperature of certain city in the month of June is 35◦ to 45◦
Discrete Probability Distribution: Let a random variables X assume val-
ues x1 , x2 , · · · , xn with probabilities P1 , P2 , · · · , Pn respectively, where P( X =
xi ) = Pi ≥ 0 for each xi and P1 + P2 + · · · + Pn = 1. Then

X x1 x2 ··· xn Total
P(X) P1 P2 ··· Pn 1

is called the discrete probability distribution for X and it spells out how a
total probability of 1 is distributed over several values of r.v.

3 RANDOM VARIABLE 6
Mr. S.S. Salgare

Example 12 Obtain the probability distribution of X, the number of heads in


three tosses of a coin (or a simultaneous toss of three coins)

Solution: Here X is a r.v. which can take values 0,1,2,3. The sample space
S consists of 23 = 8 sample points. i.e. n(S) = 8

S = {HHH, HTH, THH, TTH, HHT, HTT, THT, TTT}

The probability distribution of X is given by

No. of heads (X) Favourable events No. of favourable cases Probability P(X)
0 {TTT} 1 1/8
1 {TTH, HTT, THT} 3 3/8
2 {HTH, THH, HHT} 3 3/8
3 {HHH} 1 1/8

1 3 1
Note that ∑ P = + + =1
8 8 8
Example 13 Two dice are rolled at random. Obtain the probability distribution of
the sum of the number on them.

Solution:When two dice are rolled, the sample space S consists of 62 = 36.
Sample points as below

S={(1,1), (1,2), · · · , (1,6)


(2,1), (2,2), · · · , (2,6)
..
.
(6,1), (6,2), · · · , (6,6)}

Let X = the sum of the numbers on the two dice.


Then X = {2, 3, 4, · · · , 12}. The probability distribution of X is given by

No. of heads (X) Favorable events No. of favorable cases P(X)


2 (1,1) 1 1/36
3 (1,2), (2,1) 2 2/36
4 (1,3), (2,2), (3,1) 3 3/36
5 (1,4), (4,1), (2,3), (3,2) 4 4/36
6 (1,5), (5,1), (2,4), (4, 2), (3,3) 5 5/36
7 (1,6), (6,1), (2,5), (5,2), (3,4), (4,3) 6 6/36
8 (2,6), (6,2), (3,5), (5,3), (4,4) 5 5/36
9 (3,6), (6,3), (4,5), (5,4) 4 4/36
10 (4,6), (6,4), (5,5) 3 3/36
11 (5,6), (6,5) 2 2/36
12 (6,6) 1 1/36
Total 1

3 RANDOM VARIABLE 7
Mr. S.S. Salgare

Example 14 Five defective bulbs are accidentally mixed with twenty good ones. It
is not possible to just look at a bulbs and tell whether or not it is defective. Find the
probability distribution of the defective bulbs, if four bulbs are drawn at random
from this lot.

Solution: Let

X = number of defective bulbs in 4


= {0, 1, 2, 3, 4}

Given Number of defective bulbs = 5


Number of good bulbs = 20
Total number of bulbs = 25

P( X = 0) = P(no defective)
20C4 20 × 19 × 18 × 17 969
= = =
25C4 25 × 24 × 23 × 22 2530

P( X = 1) = P(one defective and three good ones)


5C1 × 20C3 1140 114
= = =
25C4 2530 253

P( X = 2) = P(two defective and two good ones)


5C2 × 20C2 380 38
= = =
25C4 2530 253

P( X = 3) = P(three defective and one good ones)


5C3 × 20C1 40 4
= = =
25C4 2530 253

P( X = 4) = P(all defective)
5C4 1
= =
25C4 2530
The probability distribution of the random variable is
X 0 1 2 3 4 Total
969 114 3 4 1
P(X) 1
2530 253 253 253 2530
Example 15 A random variable X has the following probability distribution

X 0 1 2 3 4 5 6 7
P(X) 0 k 2k 2k 3k k2 2k2 7k2+k

3 RANDOM VARIABLE 8
Mr. S.S. Salgare

i) Find k
ii) Evaluate P( X < 6), P( X ≥ 6) and P(3 < X ≤ 6)
1
iii) Find the minimum value of X so that P( X ≤ x ) >
2
Solution:
i)

As ∑P = 1 ⇒ 0 + k + 2k + 2k + 3k + k2 + 2k2 + 2k2 + k = 1
⇒ 10k2 + 9k − 1 = 0
⇒ (10k − 1)(k + 1) = 0
1
⇒ k= Since P( x ) ≥ 0
10

ii)

P ( X < 6) = P ( X = 0) + P ( X = 1) + P ( X = 2) + P ( X = 3) + P ( X = 4) + P ( X = 5)
= 0 + k + 2k + 2k + 3k + k2
= 8k + k2
81
P ( X < 6) = = 0.81
100
Next

P ( X ≥ 6) = P ( X = 6) + P ( X = 7)
= 2k2 + 2k2 + k
9 1
= +
100 100
19
P ( X ≥ 6) = = 0.19
100
Finally

P (3 < X ≤ 6) = P ( X = 4) + P ( X = 5) + P ( X = 6)
= 3k + k2 + 2k2
= 3k + 3k2
33
P (3 < X ≤ 6) = = 0.33
100
iii)
1 1
P ( X ≤ 1) = k = <
10 2
3 1
P( X ≤ 2) = k + 2k = <
10 2

3 RANDOM VARIABLE 9
Mr. S.S. Salgare

5 1
P( X ≤ 3) = k + 2k + 2k = <
10 2
8 1
P( X ≤ 4) = k + 2k + 2k + 3k = >
10 2
1
Thus x = 4 such that P( X < 4) >
2
Example 16 A coin is tossed two times and let X be the number of heads in two
coin tosses. Find the probability distribution.

Solution: Here S = {HH, TH, HT, TT}


and X = number of heads in two tosses = {0, 1, 2 }
Then
X 0 1 2 Total
P(X) 0.25 0.5 0.25 1

Example 17 The probability distribution of a value X is

X 0 1 2 3 4 5 6
P(X) k 3k 5k 7k 9k 11k 13k

Find P( X < 4), P( X ≥ 5), P(3 < X ≥ 6)

1 16 24 33
Ans: k = , P ( X < 4) = , P ( X ≥ 5) = , P (3 < X ≥ 6) =
49 49 49 49
Continuous Probability Function: Let X be a continuous random variable
taking values on the interval [ a, b], a function f ( x ) is said to be the prob-
ability density function (PDF)of the continuous of random variable X if it
satisfies the following properties

i) f ( x ) ≥ 0 for x ∈ [ a, b]

ii) for two distance c and d in the interval [ a, b]

P(c ≤ X ≤ d) = area under the curve f ( x )ordinatex = c & x = d


Z d
= f ( x ) dx
c

iii) Total area under the probability curve is 1

P( a ≤ X ≤ b) = 1
Z b
f ( x ) dx = 1
a

3 RANDOM VARIABLE 10
Mr. S.S. Salgare

Distribution Function or Cumulative probability function: If X is a con-


tinuous r.v. with probability density function f ( x ), then
Z x
F ( x ) = P( X ≤ x ) = f ( x ) dx
−∞
is called Cumulative Probability Function or Simply distribution function.
Example 18 i) Is the function defined as follows a density function?
f ( x ) = e− x for x ≥ 0 and f ( x ) = 0 for x < 0

ii) If so, determine the probability that the variate having this density will fall in
the interval (1,2).
iii) Also find the cumulative probability function F (z)
Solution
i) Here f ( x ) ≥ 0 for every x. Also
Z ∞ Z ∞ ∞
e− x
Z 0 
−x
f ( x ) dx = 0 dx + e dx = =1
−∞ −∞ 0 −1 0

Hence F ( x ) id density function.


ii)
Required Probability = P(1 ≤ x ≤ 2)
Z 2
= e− x dx
1
= e − e −2 −1

= 0.233

3 RANDOM VARIABLE 11
Mr. S.S. Salgare

iii) Cumulative Probability function F (2) is given by


Z 2
F (2) = P ( X ≤ 2) = e− x dx
−∞
Z 0 Z 2
= 0 dx + e− x dx
−∞ 0
= 1 − e −2
= 0.865

Example 19 Verify the following functions are probability density functions?


i) f ( x ) = 6x (1 − x ) 0 ≤ x ≤ 1
2  x
ii) f ( x ) = x 2 − 0≤x≤3
9 2
1 −|x|
iii) f ( x ) = e −∞ ≤ x ≤ ∞
2

Solution
i) Here f ( x ) = 6x (1 − x ) .Clearly f ( x ) ≥ 0 for 0 ≤ x ≤ 1
1
x2 x3
Z 1 Z 1   
2
 1 1
f ( x ) dx = 6 x−x dx = 6 − =6 − =1
0 0 3 3 0 2 3

Hence f ( x ) is pdf.
2  x
ii) Here f ( x ) = x 2 − .Clearly f ( x ) ≥ 0 for 0 ≤ x ≤ 3
9 2
3
x2 2 2 x3
Z 3
2 3
Z     
2 27 2 27
f ( x ) dx = 2x − dx = x − = 9− = × =1
0 9 0 2 9 6 0 9 6 9 6

Hence f ( x ) is pdf.
iii) Here f ( x ) .Clearly f ( x ) ≥ 0 for −∞ ≤ x ≤ ∞
Z ∞ Z ∞ ∞
e− x
Z 0 
f ( x ) dx = x
e dx + e −x
= [e x ]0−∞ + =2
−∞ −∞ 0 −1 0

1
Now f ( x ) × is Probability density function.
2
Example 20 Find the value of k if each of the following functions are probability
density function
 2
kx (1 − x3 ) 0≤x≤1
a) f ( x ) =
0 otherwisex ≥ 0

3 RANDOM VARIABLE 12
Mr. S.S. Salgare

1
b) f ( x ) = k −∞ ≤ x ≤ ∞
1 + x2
c) f ( x ) = kx4 e− x/2 0≤x≤∞
1 x −m
d) f ( x ) = ke− 2 ( σ ) 0 ≤ x ≤ ∞ and σ > 0 , m is real.

Solution:

a) Given function is probability density function


Z ∞ Z 1
f ( x ) dx = 1 ⇒ k ( x2 − x3 ) dx = 1
−∞ 0
⇒ k=6

b) Given function is probability density function


Z ∞ Z ∞
1
f ( x ) dx = 1 ⇒ k dx = 1
−∞ −∞ 1 + x2
h i∞
⇒ k tan−1 x =1
h π π i −∞
⇒ k + =1
2 2
1
⇒ k=
π

x 1
c) Put = t then k =
2 768
x−m 1
d) Put t = then k = √
σ 2πσ

4 Binomial Distribution
Definition 4.1 If

1) an experiment results only in two ways , success or failure

2) the probability of success is P and the probability of failure is q such that p + q


=1 and,

3) the experiment is repeated n times then probability of r successes is given by


 
n r n −r
P( X = r ) = pq (1)
r
The distribution (1) is called the binomial probability distribution and X is called
the binomial variate.

4 BINOMIAL DISTRIBUTION 13
Mr. S.S. Salgare

Note:

1) n, p and q occurring in the binomial distribution are called the parame-


ters of the distribution

2) In a binomial distribution:

a) n , the number of trial is finite


b) each trial has only two possible outcomes usually called success and
failure.
c) all the trials are independent.
d) p (and hence q) is constant for all the trials.

Use:

1. the tossing of a coin-heads or tails.

2. the result of an examination-success or failure.

3. the result of game-win or loss.

4. were there are two mutually exclusive and exhaustive outcomes and
where trials are finite , the B.D can be used.

Properties

1) If X denotes binomial variate, the mean of the distribution is given by


x̄ = np.

2) The variance of the distribution is npq v( x ) = npq



3) Standard deviation of binomial distribution is npq.

4) If the experiment, each of n trials is repeated N times then the excep-


tions of r successive i.e. the expected frequency of r in N experiments is
NP( x = r )  
n r n −r
Frequency = N.p = N pq
r

Remark
V (x) npq
For Binomial Distribution = =q≤1
x̄ np

V ( x ) ≤ x̄

Example 21 Find the probability of getting 4 heads in 6 tosses of a fair coin.

4 BINOMIAL DISTRIBUTION 14
Mr. S.S. Salgare

1 1
Solution: Here p = , q = , n = 6, r = 4
2 2
We know

P(r ) = nCr pr qn−r


 4  2
1 1
P( x = 4) = 6C4
2 2
 6
1
= 15
2
15
=
64
= 0.2344

P( getting 4 heads) = 0.2344

Example 22 The overall percentage of failure in a certain examination is 20. If


six candidates appear in the examination, what is the probability that at least five
pass the examination?

Solution: Here we have


20 1
q = Probability of failure = 20% = =
100 5
1 4
p = Probability of pass = 1 − =
5 5

Probability of at least five pass = P(5or6)


= P (5) + P (6)
= 6C5 p5 q + 6C6 p6 q0
     
4 1 4
= 6 + +
5 5 5
= 0.65536

Probability of at least five pass the examination = 0.6554

Example 23 From a box containing 100 transistors 20 of which are defective, 10


are selected at random. Find the probability that (i) all will be defective (ii) all are
non defective (iii) at least one is defective.
20
Solution: P(defective transistors)= p = = 0.2
100
q = 0.8 and n = 10
   
n x n− x 10
P( x de f .) = p q = (0.2) x (0.8)10−x
x x

4 BINOMIAL DISTRIBUTION 15
Mr. S.S. Salgare

i) P(all def.) = P( x = 10) = (10 10 0


10)(0.2) (0.8) = 0.0000001

ii) P(zero def.) = P( x = 0) = (10 0 10


0 )(0.2) (0.8) = 0.1074

iii) P(at least one def.) = 1 − P( x = 0) = 1 − 0.1074 = 0.8926

Example 24 In a sampling the mean number of defective bolts manufactured by


a machine in a sample of 20 is 2. Determine the expected number of samples out of
such 500 samples to contain at least 2 defective bolts.

Solution: In Binomial distribution, mean=np


Here mean=2 and n=20 ⇒ p = 0.1, q = 0.9
If x denotes the number of defective bolts, then

P( x ) = nCx p x qn− x = 20Cx (0.1) x (0.9)20− x

P( zero def. ) = 20C0 (0.1)0 (0.9)20


= 0.1216

P( one def.) = 20C1 (0.1)1 (0.9)19


= 0.2702

P( at least two def.) = 1 − [ P( x = 0) + P( x = 1)]


= 0.602

Number of sample having at least 2 defective bolts = N p


= 500 ∗ 0.6082
= 304 approximately

Example 25 Six dice are thrown 729 times. How many times do you expect at
least three dice to show a 5 or 6?
Solution: In a toss of a single dice
2 1 2
P(5 or 6) = p = = and q =
6 3 3
If 6 dice are thrown simultaneously, n=6
  x  n− x   x   6− x
1 2 1 2
P(x successes) = nCx = 6Cx
3 3 3 3
 0  6
1 2 64
P( x = 0) = 6C0
3 3 729

4 BINOMIAL DISTRIBUTION 16
Mr. S.S. Salgare

 1  5
1 2 192
P( x = 1) = 6C1
3 3 729
 2  4
1 2 240
P( x = 2) = 6C2
3 3 729

Now P(at least 3 successes) = 1 − [ P(0) + P(1) + P(2)]


496
= 1−
729
233
=
729
= 0.3196
233
Therefore expected number = N p = 729 ∗ = 233
729
Example 26 The mean and variance of Binomail distribution are 3 and 1.2 . Find
n, p, q and P( x < 4)

solution Given x̄ = np = 3 and V ( x ) = npq = 1.2

⇒ 3q = 1.2 ⇒ q = 0.4 sop = 0.6


3
As np = 3 ⇒n= =5
0.6
Now

P ( x < 4) = 1 − P ( x ≥ 4)
= 1 − [ P( x = 4) + P( x = 5)]
h i
= 1 − 5C4 (0.6)4 (0.4)1 + 5C5 (0.6)5 (0.4)O
= 0.6630

10
Example 27 Find the Binomial distribution if the mean is 5 and variance is .
3
Find P( x = 2)
10
solution Given x̄ = np = 5 and V ( x ) = npq =
3
10
⇒ 5q = ⇒ q = 0674 sop = 0.33
3
5
As np = 5 ⇒n= = 15
0.33
Therefore Binomial distribution = 15Cr (.33)r (0.67)15−r

4 BINOMIAL DISTRIBUTION 17
Mr. S.S. Salgare

Thus
P( x = 2) = 15C2 (0.33)2 (0.67)13
= 0.06268

1
Example 28 The probability that missile will strike the target is . If six missiles
2
are fired, find the probability that (i) exactly two will strike the target (ii) at least
two will strike the target.
Solution:Here
n = number of missiles = 6
1
p = probability that missile strike the target =
5
4
q = probability that missile will not strike the target =
5
By binomial distribution
  r   6−r
r n −r 1 4
P( X = r ) = nCr p q = 6Cr
5 5
 2  4
1 4
i) P(exactly two will strike the target=p(x=2)=6C2 = 0.2457
5 5
ii)
P(at least two will strike the target) = P ( X ≥ 2)
= 1 − P ( x < 2)
= 1 − [ P( X = 0) + P( X = 1)]
= 0.3447

Example 29 Fit a Binomial distribution to the following data


x 0 1 2 3 4
freq 12 66 109 59 10
Solution:
∑ xF
Mean = = 1.96 x̄ = np = 1.96
F
1.96
⇒p= = 0.49 q = 1 − p = 0.51
4
By Binomial distribution
P( X = r ) = nCr pr qn−r = 4Cr (0.49)r (0.51)4 − r
x 0 1 2 3 4 Total
P 0.06765 0.26 0.37 0.24 0.06 1
F 17.32 66.56 95.92 61.44 14.76 256

4 BINOMIAL DISTRIBUTION 18
Mr. S.S. Salgare

5 Poisson Distribution
Introduction:Poisson distribution was discovered by the french mathemati-
cian Poisson in 1837. It is the limiting case of Binomial distribution when
n, the number of trials tends to infinity and p, the probability of success in
each trial remains constant and tends to zero such that np = m

Definition: A random variable X is said to follow Poisson distribution if


the probability of X is given by

e−m m X
p( X ) = X = 0, 1, 2, . . .
X!
and m(= np) is called parameter of the distribution.
When do we get Poisson distribution: In some cases where an experiment
results in two outcomes success or failure, the number of successes only
can be observed and not the number of failures. We can observe how many
accident occur on the road but we cannot observe how many accidents do
not occur. We can observe how many persons die of cancer but we cannot
observe how many do not die of cancer. In such cases Binomial distribution
cannot be used. In such case we use Poisson distribution.
For Poisson distribution the following conditions must be satisfied (4) n →
∞ p → 0 np = m Properties:
1. The mean of Poisson distribution is =m.
2. The variance of Poisson distribution is =m.

3. The S.D. of Poisson distribution is = m
m
4. Recurrence formula for Poisson distribution is P(r + 1) = P (r )
r+1
for r = 0, 1, 2, . . .
Example 30 If the variance of the Poisson distribution is 2, find the probabilities
for X = 1, 2, 3, 4 from the recurrence relation of the Poisson distribution. Also
find P(≥ 4).
Solution: Given variance =m = 2 and Mean= 2
We know that
m
P ( x + 1) = P( x ) for x = 0, 1, 2, . . .
x+1
2
P ( x + 1) = P( x )
x+1
m x e−m
As P( x ) =
x!
20 e−2
P ( x = 0) = = e−2 = 0.1353
0!

5 POISSON DISTRIBUTION 19
Mr. S.S. Salgare

P( x = 0) = 0.1353
2
If x = 0 then P( x = 1) = P( x = 0) = 0.2706
1
2
If x = 1 then P( x = 2) = P( x = 1) = 0.2706
2
2
If x = 2 then P( x = 3) = P( x = 2) = 0.1804
3
2
If x = 3 then P( x = 4) = P( x = 3) = 0.0902
4

P ( x ≥ 4) = p ( x = 4) + P ( x = 5) + . . .
= 1 − ( p ( x = 0) + P ( x = 1) + P ( x = 2) + P ( x = 3)
= 1 − (0.1353 + 0.2706 + 0.2706 + 0.1804)
= 0.1431

Example 31 If a Poisson distribution is such that P( x = 2) = P( x = 3), find


(2) P(x=0) P(x=4)

e −m mr
Solution: We know that P( X = r ) =
r!
By data

e − m m2 e − m m3
P ( x = 2) = P ( x = 3) ⇒ =
2! 3!
m
⇒ 1=
3
⇒ m=3
e − 3 30
a) P( x = 0) = = e−3 = 0.0498
0!
e − 3 34 e−3 .27
b) P( x = 4) = = = 0.168
4! 4∗2∗1
Example 32 In a certain factory producing cycle tyres, there is a small chance of
1 in 500 tyres to be defective. The tyres are supplied in lot of 10. Using Poisson
distribution calculate the approximate number of lots contaning no defective, one
defective and two defective tyres respectively in a consignment of 10000 lots.

1
Solution: Here p = and n = 10
500
1
As m = np = ∗ 10 = 0.02 Poisson distribution is given by
500
e −m mr
P( x = r ) =
r!

5 POISSON DISTRIBUTION 20
Mr. S.S. Salgare

i) Probability of no defective = P(0)


e−0.02 (0.02)0
=
0!
= 0.9802

Number of lots containing no defective =10000*0.9802 = 9802 lots

ii) Probability of one defective = P(1)


e−0.02 (0.02)1
=
1!
= 0.019604

Number of lots containing one defective =10000*0.019604 = 196 lots approx-


imately

i) Probability of two defective = P(0)


e−0.02 (0.02)2
=
2!
= 0.00019604

Number of lots containing two defective =10000*0.00019604 = 2 lots

Example 33 Suppose that a book of 60 pages contains 40 printing mistakes. As-


sume that these error are randomly distributed throught the book and x, the num-
ber of errors per page has a Poisson distribution. What is the probability that 10
pages selected at random will be free of errors?
40 1
Solution: Here p = = and n = 10
600 15
1 2
∴ m = np = 10 ∗ =
15 3

e −m mr
∴ P (r ) =
r!
e − 2/3 (2/3)r
=
r!
−2/3
∴ P (0) = e
= 0.51

Example 34 An insurance company found that only 0.01% of the population is


involved in a certain type of accident each year. If its 1000 policy holders were
randomly selected from the population, what is the probability that not more than
two of its clients are involved in such an accident next year?

5 POISSON DISTRIBUTION 21
Mr. S.S. Salgare

1
Solution:Here p = 0.01% = and n = 1000
10000
1
∴ m = np = 1000. = 0.1
100000

P(not more than 2) = P(0, 1and2)


= P (0) + P (1) + P (2)
e−0.1 (0.1)0 e−0.1 (0.1)1 e−0.1 (0.1)2
= + +
0!
 1!  2!
−0.1 0.01
= e 1 + 0.1 +
2
= 0.9998

Example 35 Fit a Poisson distribution to the following data

x 0 1 2 3 4 5 6
f 143 90 42 12 9 3 1

∑ fx
Solution: Here m = ⇒ m = 0.98
∑f

e−0.89 .(0.89)r
x P(X=r)= f=n*p
r!
0 0.411 123
1 0.365 109
2 0.163 49
3 0.048 14
4 0.011 3
5 0.002 1
6 0.003 0

6 Normal Distribution
The normal distribution is continuous distribution. It can be derived from
the Binomial Distribution in the limiting case when n, the number of trials
is very large. The general equation of normal distribution is given by
!2
1 x − x̄
1 −
f (x) = √ e 2 σ
σ 2π
where the variable x can assume all values from ∞ to ∞

6 NORMAL DISTRIBUTION 22
Mr. S.S. Salgare

x̄ =mean and ∞ < ∞


σ = standard deviation and σ > 0

are called parameter of the distribution and x is called the normal variate
and f ( x ) is called probability density function (P.D.F)

The graph of the normal distribution is called the Normal curve. It is bell-
shaped and symmetrical about the mean x̄. The two ends of the curve ex-
tend to ∞ and ∞ towards the positive and negative direction of the X-axis
respectively and gradually approach the X-axis without meeting it.

Graph

The line x = x̄ mean divides the area under the normal curve above X-axis
into two equal parts. The area under the normal curve between any two
given ordinates x = x1 and x = x2 represents the probability of values
falling into the given interval. The total area under the normal curve above
the X-axis is 1.

Basic Properties of the Normal Distribution:


The probability density function of the normal distribution is given by
!2
1 x − x̄
1 −
f (x) = √ e 2 σ
σ 2π

a) f ( x ) ≥ 0
Z ∞
b) f ( x ) dx = 1 i.e. total area under the normal curve above X-axis is 1.
−∞

c) The normal distribution is symmetrical about its mean.

6 NORMAL DISTRIBUTION 23
Mr. S.S. Salgare

Standard form of Normal Distribution: If x is a normal random variable


x−µ
with µ and s.d. σ then the random variable z = has the normal
σ
distribution with mean 0 and standard deviation 1. The random variable z
is called the standard normal variable.
The probability density function for the normal distribution in standard
form is given by

1 z2
f (z) = √ e− 2

It is free from any parameter. This helps us to compute areas under the
normal probability curve by making use of standard tables.

Note:
1) If F (z) is the probability density function for the normal distribution,
then
Zz2
P ( z1 < Z ≤ z2 ) = f (z) dz
z1
= F ( z2 ) − F ( z2 )
where
Zz
F (z) = f (z) dz = P( Z ≤ z)
−∞

The function F (z) defined above is called probability cumulative func-


tion for normal distribution.
2) The probabilities P(z1 ≤ Z ≤ z2 ), P(z1 < Z ≤ z2 ), P(z1 ≤ Z < z2 ) and
P(z1 < Z < z2 ) all are regarded to be the same
3) F (−z1 ) = 1 − F (z1 )

Example 36 Find the area under the normal curve in each of the cases

6 NORMAL DISTRIBUTION 24
Mr. S.S. Salgare

a) z = 0 and z = 1.2 d) z = 0.81 and z = 1.94

b) z = −0.68 and z = 0 e) To the left of z = −0.6

c) z = −0.46 and z = 2.21 f) To the right pf z = −1.28

Solution:
a) Area between z = 0 and z = 1.2 = P(0 < Z < 1.2) = 0.3849

b) Here

Area between z = −0.68 and z = 0 = Area from z = 0 and z = 0.68


= 0.2518

c) Here

Required area = P(0 < Z < 0.46) + P(0 < Z < 2.21)
= 0.4865 + 0.1772
= 0.6637

6 NORMAL DISTRIBUTION 25
Mr. S.S. Salgare

d) Here

Required area = P(0 < Z < 1.94) − P(0 < Z < 0.81)
= 0.4738 − 0.2910
= 0.1828

e) Here

Required area = 0.5 − P(0 < Z < 0.6)


= 0.5 − 0.2257
= 0.2743

f) Here

Required area = 0.5 + P(0 < Z < −1.28)


= 0.5 + 0.3997
= 0.8997

Example 37 A sample of 100 dry battery cells tested to find the length of life
produced the following results

x̄ = 12 hours, σ = 3 hours

6 NORMAL DISTRIBUTION 26
Mr. S.S. Salgare

Assuming the dta to be normally distributed, what percentage of battery cells are
expected to have life (i) more than 15 hours (ii) less than 6 hours (iii)between 10 to
14 hours

Solution:Here x demotes the length of life of dry battery cells.


x − x̄ x − 12
Also z = =
σ 3
i) When x = 15; z = 1

∴ P( x > 15) = P ( z > 1)


= P (0 < z < ∞ ) − P (0 < z < 1)
= 0.5 − 0.3413
= 0.1587
= 15.87%

ii) When x = 6; z = −21

∴ P(10 < x < 14) = P(−0.67 < z < 0.67)


= 2P(0 < z < 0.67)
= 2 × 0.2487
= 0.4974
= 49.74%

6 NORMAL DISTRIBUTION 27
Mr. S.S. Salgare

iii) When x = 10; z = −2/3 = −0.67 and when x = 14; z = 2/3 = 0.67

∴ P ( x < 6) = P ( z < −2)


= P (0 < z < ∞ ) − P (0 < z < 2)
= 0.5 − 0.4772
= 0.0228
= 2.28%

Example 38 In a normal distribution, 31% of the items are under 45 and 8% are
over 64. Find the mean and standard deviation of the distribution.

Solution: Let x̄ and σ be the mean and standard deviation respectively.

31% of items are under 45


⇒ Area to the left of the ordinate x = 45 is 0.31
When x = 45, let z = z1

P(z1 < z < 0) = 0.5 − 31


= 0.19

From the z-table, the value of z corresponding to this area is 0.5

∴ z1 = −0.5 (z1 < 0)

6 NORMAL DISTRIBUTION 28
Mr. S.S. Salgare

When x = 64, let z = z2

P(0 < z < z2 ) = 0.5 − 0.08


= 0.42

From the z-table, the value of z corresponding to this area is 1.4

∴ z2 = 1.4
x − x̄
Since z =
σ
45 − x̄ 64 − x̄
⇒ −0.5 = and 1.4 =
σ σ

45 − x̄ = −0.5σ (2)
64 − x̄ = 1.4σ (3)

Solving above two equations ,we get

x̄ = 50, σ = 10

Example 39 The life of army shoes is normally distributed with mean 8 months
and standard deviation 2 months. If 5000 pairs are issued how many pairs would
be expected to need replacement after 12 months?

Solution: Mean x̄ = 8
S.D¿ σ = 2
Number of pairs of shoes = 5000
x − x̄ 12 − 8
Total months ( x ) = 12 AS z = = =2
σ 2

P( x ≥ 12) = P(z > 2)


= 0.5 − 0.4772
= 0.0228

6 NORMAL DISTRIBUTION 29
Mr. S.S. Salgare

Number of pairs whose life is more than 12 months(z > 2) = 5000 × 0.0228
= 114

Replacement after 12 months = 5000 − 114


= 4886 pairs of shoes

Example 40 A manufacture knows from experience that the resistance of resistors


he produces is normal with mean µ = 100 ohms and standard deviation σ = 2
ohms. What percentage of resistors will have resistance between 98 ohms and 102
ohms?
Solution:Here mean x̄ = 100 ohms
Standard deviation σ = 2 ohms
x − x̄ x−2
As z = =
σ 100
When x = 98, z = −1 and x = 102, z = 1

∴ P(98 < x, 102) = P(−1 < z < 1)


= 2p(0 < z < 1)
= 2 × 0.3413
= 0.6823
= 68.26%

Example 41 The processing time of certain processor is normally distributed with


mean 45 seconds and standard deviation 3 seconds. What is the probability that a
problem assigned to the processor will be processed in 41 to 43 seconds.
Solution:Given x̄ = 45 and σ = 3

P(41 < x > 43) = P(−1.33 < z < 0.66)


= p(−1.33 < z < 0) P(−0.66 < z < 0)
= 0.6530

6 NORMAL DISTRIBUTION 30
Mr. S.S. Salgare

6.0.1 Standard Normal Table (Z)

6 NORMAL DISTRIBUTION 31
Mr. S.S. Salgare

7 Assignment No. 4
1) A random variable x has the following probability distribution

x -2 -1 0 1 2 3
P( x ) 0.1 k 0.2 2k 0.3 k

Find the value of k. Also find P( x > 1) and p( x ≤ 0)

2) Find the value of k if the following function is a probability density func-


tion (
2e−kx 0<x<∞
f (x) =
0 Otherwise

3) Verify whether following function is a probability density function

1 −|x|
f (x) = e −∞ < x < ∞
2

4) A fair coin is tossed 10 times. Find the probability that the coin shows
head (i) exactly 2 times (ii) at most 2 times (iii)at least 8 times

5) Assume that on the average one telephone out of fifteen called between
2 pm to 3 pm on week days is busy. What is the probability that if 6
randomly selected telephone numbers are called not more than 3 and at
least 3 of them will be busy.
2
6) Suppose that x has a Poisson distribution, if P( x = 2) = P ( x = 1).
3
find (i) P(x=0), (ii) P(x=3)

7) In on an average 3 accident occur in an industry one month, what is the


probability that in the coming month there will be at least one accident?

8) Fit a Poisson distribution to the following data

x 0 1 2 3 4 Total
f 109 65 22 3 1 200

9) In an intelligence test administered on 1000 children the average was 42


and S.D. was 24 (i)Find the number of children exceeding a score 50 and
(ii) Number of children lying between 30 and 40.

10) In a large consignment 2.28% of employees receive income below Rs.


4500 per month and 15.87% of employees receive income above Rs. 7500
per month. Assuming that income follows normal distribution. Find the
mean and standard deviation of the distribution.

7 ASSIGNMENT NO. 4 32
Mr. S.S. Salgare

8 M.C.Q.
1) Experiment: Flip a coin three times; X = the total number of heads.

A) 1, 2, 3, 4, · · · C) 1, 2, 3
B) 0, 1, 2, 3 D) 0.5, 1, 1.5, 0.2

2) Experiment: Throw two dice; X = the sum of the numbers facing up.

A) 1, 2, 3, · · · , 12 C) 2, 4, 6, 8, 12
B) 0, 1, 2, 3, · · · , 12 D) 2, 3, · · · , 12

3) Experiment: Throw one die over and over until you get a six; X = the
number of throws

A) 1, 2, 3, · · · C) 1, 2, 3, · · · , 12
B) 0, 1, 2, 3, · · · , 12 D) 0, 1, 2, 3, · · ·

4) Throw two dice over and over until you roll a double six; X = the num-
ber of throws.

A) Finite C) Continuous
B) Discrete Infinite D) None

5) Take a true-false test with 100 questions; X = the number of questions


you answered correctly

A) Finite C) Continuous
B) Discrete Infinite D) None

6) Select a group of 50 people at random; X = the exact average height (in


m) of the group.

A) Finite C) Continuous
B) Discrete Infinite D) None

7) A random sample of 15 people is taken from a population in which 40%


favors a particular political stand. What is the probability that exactly 6
individuals in the sample favors this political stand ?

A) 0.4 B) 0.5 C) 0.2066 D) 0.23

8) Which of the following is NOT an assumption of the Binomial distribu-


tion ?

8 M.C.Q. 33
Mr. S.S. Salgare

A) All trials must be identical


B) All trials must be independent
C) The number of successes in the trials is counted
D) The probability of success is equal to .5 in all trials

9) The mean of Binomial distribution with n observations and probability


of success p, is
√ √
A) np B) np C) pq D) pq

10) If the mean of a poission distribution is m, then S.D. of the distribution


is

A) m2 C) m
√ √
B) m D) pq

11) The S.D. of the Binomial distribution is



A) npq C) npq

B) np D) pq

12) In a Poisson distribution if 2P( x = 1) = p( x = 2), then the variance is

A) 0 C) 4
B) −1 D) 2

13) The area under the standard normal curve which lies between z = 0.90
and z = −1.85 is

A) 0.7837 C) 1.3787
B) 0.3787 D) 0.0259

14) The mean, median and mode of a Standard normal distribution is

A) Equal with positve value C) 1


B) Not equal D) 0

15) The variance of Poisson distribution with parameter m = 2



A) 2 B) -1 C) 1 D) 2

16) The area under the hole normal curve is

8 M.C.Q. 34
Mr. S.S. Salgare

A) 0.5 B) 2 C) 1 D) 0

17) To fit a normal distribution, the parameters required are

A) Mean and S.D. C) Mean and variance


B) Mean D) S.D. and Variance

18) F ( x ) = kx in 0 < x < 1 is valid PDF if k = · · ·

A) 1 B) 2 C) 3 D) 4

19) For standard normal variate z, P(−0.72 < z < 0) is

A) 0.264 B) 0.235 C) 0.356 D) 0.256

20) If the PDF of x is f ( x ) = kx (1 − x ), 0 < x < 1 then k is


2 3 1 3
A) B) C) D)
9 5 9 5

21) If a coin is tossed 6 times in succession, the probability of getting at least


one head is
1 3 63 1
A) B) C) D)
64 32 64 2

22) The inequality between mean and variance of Binomial Distribution


which is true is

A) Mean < Variance C) Mean > Variance


B) Mean = Variance D) Mean ∗ Variance = 1

23) The inequality between mean and variance of Poisson Distribution which
is true is

A) Mean < Variance C) Mean > Variance


B) Mean = Variance D) Mean ∗ Variance = 1

24) If a random variable x follows Poisson distribution s.t. P( x = 1) =


P( x = 2), then mean of the distribution is

A) 2 B) 3 C) 4 D) 1

8 M.C.Q. 35
Mr. S.S. Salgare

Solution
Solution to M.C.Q.

1) B 5) A 9) A 13) A 17) A 21) C

2) D 6) C 10) B 14) D 18) B 22) C

3) A 7) C 11) A 15) A 19) A 23) B

4) B 8) D 12) C 16) C 20) C 24) A

8 M.C.Q. 36

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