Lecture -6

Probability Distribution
Reference Books
• Probability : Kanchan Jain
• Probability and statistics for engineers : Jay L. Devore
• Introduction to Probability and Statistics:
B. W. Lindgren, G. W. McElrath and D. A. Berry
Some important discrete distributions.

1. Bernoulli Distribution
2. Binomial Distribution
3. Poisson Distribution
4. Discrete Uniform Distribution
Bernoulli Distribution
• An experiment consists of one trial. It can result in one of two(2)
outcomes: Success or Failure (or a characteristic being Present or
Absent).
• An experiment which results in either a success or a failure is called a
Bernoulli trial.
• Here the outcome of a trial can be categorized into one of two mutually
exclusive categories.
• Probability of Success is 𝒑 (𝟎 < 𝒑 < 𝟏)
• In a Bernoulli trial suppose the success is denoted by 1 and the failure
by 0 (𝑋 = 1 if Success (Characteristic Present), 0 if not ), the Bernoulli
distribution is given by
• 𝑃[𝑋 = 1] = 𝑝 0<𝑝<1
• 𝑃[𝑋 = 0] = 1 − 𝑝
i.e., pmf is
p x 1
p( x)  
1  p x0
1
E ( X )   xp( x) 0(1  p )  1 p  p
y 0

 
E X 2  0 2 (1  p )  12 p  p
 V (X )  E X    E ( X )
2 2
 p  p  p (1  p )
2

  p (1  p )
 If 𝑞 = 1 − 𝑝 , then pmf becomes

p x q1 x if x  0,1
𝑃[𝑋 = 𝑥] = 
0 o/w

1) 𝐸[𝑋] = 𝑝

2) 𝑉𝑎𝑟 [𝑋] = 𝑝(1 − 𝑝)

= 𝑝𝑞
Example:
Tossing a fair coin: toss is a Bernoulli trial with
1
𝑃 𝑆𝑢𝑐𝑐𝑒𝑠𝑠 = 𝑃 𝐻𝑒𝑎𝑑 = .
2
Binomial Distribution
• Binomial Experiment
Experiment consists of a series of 𝑛 identical trials
Each trial can end in one of 2 outcomes: Success(S) or Failure(F)
Trials are independent (outcome of one has no bearing on outcomes of
others)
Probability of Success, 𝑝, is constant for all trials
Random Variable 𝑋, is the number of Successes in the 𝑛 trials is said to
follow Binomial Distribution with parameters 𝑛 and 𝑝
• 𝑋 can take on the values 𝑥 = 0,1, … , 𝑛
• Notation: 𝑿~𝑩𝒊𝒏(𝒏, 𝒑)
Other words
The Binomial distribution counts the number of success in a
fixed number(say n) of Bernoulli trials.
E.g.: tossing coin n times.
• Defined the random variable 𝑿 as number of success in n trials.
• Random variable 𝑋 follows a Binomial distribution with
parameters 𝑛 and 𝑝
𝑋~𝐵𝑖𝑛(𝑛, 𝑝)
Shape of the Binomial distribution
• The shape of the Binomial distribution depends upon the values of 𝑛
and 𝑝 . For small 𝑛, the distribution is almost symmetrical for values of
𝑝 close to 0.5, but highly skewed for values of 𝑝 closed to 0 or 1. As 𝑛
increase, the distribution becomes more and more symmetrical, and
there is noticeable skew only if 𝑝 is very close to 0 or 1.
 Binomial probability density function forms

Binomial Distribution (n=10,p=0.10)

0.5

0.45

0.4

0.35

0.3
p(y)

0.25

0.2

0.15

0.1

0.05

0
0 1 2 3 4 5 6 7 8 9 10
y
 Binomial Distribution (n=10, p=0.50)

0.5

0.45

0.4

0.35

0.3
p(y)

0.25

0.2

0.15

0.1

0.05

0
0 1 2 3 4 5 6 7 8 9 10
y
 Binomial Distribution(n=10,p=0.8)

0.35

0.3

0.25

0.2
p(y)

0.15

0.1

0.05

0
0 1 2 3 4 5 6 7 8 9 10
y
Then the Probability mass function of 𝑋 is
n
𝑃[𝑋 = 𝑥] = 𝑃(𝑥 𝑠𝑢𝑐𝑐𝑒𝑠𝑠𝑒𝑠)=   p x q n  x x  0,1,....., n
x  

where 𝑃[𝑠𝑢𝑐𝑐𝑒𝑠𝑠] = 𝑝 𝑎𝑛𝑑 𝑞 = 1 − 𝑝

𝐸[𝑋] = 𝑛𝑝
𝑉𝑎𝑟 𝑋 = 𝑛𝑝 1 − 𝑝 = 𝑛𝑝𝑞

S.D(X) Standard deviation () = Var(X)  npq

Example 1:
Basic Experiment: 5 fair coins are tossed.
Event of interest: total number of heads.
• Each coin is a trial with probability of a head coming up (a success) equal to
0.5. So the number of heads in the five coins is a binomial random variable
with n=5 and p=0.5.
• The Experiment is repeated 50 times.
20
18
16
14
12
10
8
6
4
2
0
0 1 2 3 4 5
 Example 2:
Find the probability of getting 5 heads and 7 tails in flips of a balanced coin?
Solution:-
Let 𝑋 be the number of heads in 12 flips.
𝑋 (Ω) = {0,1,2 … … .12}
𝑋 ~ 𝐵𝑖𝑛(12,1/2)
 n  x n x
pmf of 𝑋, 𝑃[𝑋 = 𝑥] =   p q x  0,1,....., n
 x

12 
𝑃[𝑋 = 𝑥] =   (1 / 2) x (1 / 2)12 x
x 

12  12! 1
𝑃[𝑋 = 5] =   (1/2) 5 (1/2) 125  . 12
 
5 7! 5! 2

𝑃(getting 5 heads and 7 tails) = 𝑃[𝑋 = 5] = 0.1933

Example 3:
a)Twenty-percent (20%) of Sri Lankans have no health insurance. Find the
probability that at most 1 of the 15 sampled has no health insurance.
b) What is the probability that more than 7 have no health insurance?
c)What is the probability that exactly 3 have no health insurance?
d) What is the probability that at least 1 has no health insurance?
e)What is the probability that fewer than 5 have no health insurance?
Solution:
Let X denote the number in the sample with no health insurance
𝑋 ~ 𝐵𝑖𝑛(15,0.2)
 n  x n x
P[X=x] =   p q x  0,1,....., n
 x
a)P(X ≤ 1)=0.1671 (by table)
b) P(X > 7)=
 P(X > 7)=1- P(X ≤ 7)= 1-0.9958=0 .0042
c) P(X = 3)

P(X = 3) = P(X ≤ 3) − P(X ≤ 2) = 0.6482 − 0.3980 = 0.2502

d) P(X ≥ 1)

P(X ≥ 1) = 1 − P(X ≤ 0) =1- 0.0352 = 0.9648

e) P(X < 5) = P(X ≤ 4)= 0.8358.

Example 4:

1)Find the Probability that in a family of 4 children there will be

(a) at least 1 boy
(b) at least 1 boy and 1 girl.
 Solution:-
Let X be the number of boys in a family.
X  (0,1,2,3,4)
X~Bin (4, 1/2)
n
P(X  x)   p x q n  x
x (4  0)
 4  1   1 
0

(a) At least 1 boy = P(X  1) =1-P(X=0) = 1      

 0  2   2 

=0.9375
(b)At least 1 boy and 1 girl = 1-[P(X=0) +P(X=4)]
( 40 )
 4  1   1   4  1   1 
0 4 0

1            
=  0  2   2   4  2   2 

= 7
8
Exercise:
1) The probability of a shooter hitting a target is ¾ . How many
minimum number of times must he/she fire so that the probability
of hitting the target at least once is more than 0.99?

2) The probability of a man hits a target is 0.25 If the fires 7 times.

a) What is the probability he hits the target at least twice
b) How many minimum number of times must he fire so that the
probability of hitting the target at least 1 is greater than 2/3?
3) if a fair coin is tossed 10 times, find the probability of
i. Exactly six heads
ii. At least six heads
iii. At most six heads

4) Ten eggs are drawn successively with replacement from a lot

containing 10% defective eggs. Find the probability that there is at
least one defective egg.
Reference: https://www.teachoo.com
Summary
Bernoulli Distribution

Binomial Distribution

The Binomial distribution counts the number of success in a fixed number of

Bernoulli trials.
𝑋~𝐵𝑖𝑛(𝑛, 𝑝)