PROBABILITY,

STATISTICS AND
RELIABILITY
(MODULE 2)
Quantitative variables have values that are intrinsically numeric for e.g.
survival time, number of children in a family, height, age etc.
Quantitative variables can be divided into discrete and continuous variables.
As a general rule, counts are discrete and measurements are continuous.

Do you know in some parts of India

banana is sold in weights and in some
part of India banana is sold in dozens!
CONTENT
• Concept of random variable
• INTRODUCTION to pdf - f(x) and cdf - F(x)
• probability distributions of discrete variables
• The binomial distribution
• The Poisson distribution
• Continuous probability distribution
• Normal distribution
• Exponential distribution
• Weibull distribution
CONCEPT OF RANDOM VARIABLE

What is random?
What is variable?
Random variable (RV) is neither random nor a variable
Random variable is a real valued function
What is a real valued function?
What is the domain?
What is co-domain?
What is range?
What is domain of real valued function?
What is co-domain of real valued function?
What is range of real valued function?
CONCEPT OF RANDOM VARIABLE

A RV is a function that assigns a real number X(s) to every element

s Є S, where S is the sample space corresponding to a random
experiment E.
If X is RV which can take a finite number or countably infinite
number of values, X is called a discrete RV.
For example, the number shown when a dice is thrown and the
number of alpha particles emitted by a radioactive source are
discrete RVs.
If X is an RV which can take all values (i.e. infinite number of
values) in an interval, then X is called a continuous RV.
For example, weights of students in a class and the height of a child
as he grows.
Probability function or probability mass function

Let X be a discrete random variable taking values x = 0, 1, 2, …

then P(X = x) is called pmf, if it satisfies the following properties:
(i) 𝑃 𝑋 = 𝑥 ≥ 0
(ii) σ 𝑃 𝑋 = 𝑥 , = 1 for all x
Probability function or probability density function

Let X be a continuous random variable taking values in a certain

range a ≤ X ≤ b then the function P(X = x) = f(x) is called pdf, if it
satisfies the following properties:
(i) 𝑓 𝑥 ≥0
(ii) 𝑥 = 1 for all x
𝑏
‫𝑓 𝑎׬‬

Area under the probability curve

Solve!

1. Let X be the sum of the numbers appears when two dice are
thrown. what will be the probability mass function of the RV X?

2. For the discrete probability distribution

X 0 1 2 3 4 6 7
f(x) 0 K 2K 2K 3K K² 7K²+K

Determine the following:

(i) The value of K
(ii) Probability that X < 6
(iii) P(X ≥ 6)
(iv) P(0 < X < 5)
(v) Distribution function of X.
Solve!

3. On a laboratory assignment, if the equipment is working, the

density function of the observed outcome, X is

f(x)=0 { 0,
2(1-x), 0<x<1
Otherwise

(i) Calculate P X ≤1/3

(ii) What is the probability that X will exceed 0.5?
(iii) Given that X ≥ 0.5, what is the probability that X will be less
than 0.75?
 Solve!

4. The amount of bread (in hundreds of pounds) x that a certain

bakery is able to sell in a day is found to be a numerical valued
random phenomenon with probability density f (x) given by

{
Kx, 0≤X <5
f(x)= K(10-x), 5 ≤ X < 10
0, elsewhere

Find K and hence the probability that number of pounds of bread

that will be sold next day is
(i) More than 500 pounds
(ii) Less than 500 pounds
(iii) Between 250 and 750 pounds
Expectation and Variance

Expectation: Let X be a random variable with probability mass

function P(X = x) = f (x). Then the mathematical expectation of X is
given by
𝐸 𝑋 = σ 𝑥𝑃 𝑋 = 𝑥 if X is discrete
∞
𝐸 𝑋 = ‫׬‬−∞ 𝑥𝑓 𝑥 if X is continuous

Variance: If X is a random variable then variance of X is given by

V(X ) = E(X)² − [E(X)]²
Binomial distribution

A random variable X has a Binomial distribution if X assumes

only non-negative values and its probability distribution is
given by

{ 0, 𝒑𝒓 𝟏 − 𝒑𝒏−𝒓 , r=1,2,…..n
𝒏
P(X=x)=0 𝒓
Otherwise

n and p are called the parameters and hence we use the notation
X ∼ B(n, p) to say that X follows Binomial distribution with n and
p as parameters.
Binomial distribution

The assumptions followed by a binomial variate are as follows:

1. There are only two possible outcomes for each trial called
success and failure.
2. The probability of success in each trial is constant.
3. The number of trials are independent.
Binomial distribution

1. Prove that for a binomial distribution function σ 𝑃 𝑋 = 𝑥 = 1

2. Prove that the mean of binomial distribution function is
E (X)= np
3. Prove that the variance of binomial distribution function is
V(X) = npq
4. In a certain district, the need for money to buy drugs is stated as
the reason for 75% of all thefts. Find the probability that among
the next 5 theft cases reported in this district, (i) Exactly 2
resulted from the need for money to buy drugs. (ii) At most 3
resulted from the need for money to buy drugs.
5. Six cards are drawn from a pack of 52 cards. Find the probability
that there are
(i) At least three diamonds
(ii) None is a diamond
Binomial distribution

6. The mean of Binomial distribution is 3 and the variance is 9/4.

Find the following:
(i) Value of n
(ii) P(X ≥ 7)
(iii) P(1 ≤X< 6)
Thank you