Course: Statistics and Probability (15EMAB303)

Study Material on Theoretical Distribution

Introduction:
The study of probability distribution can extended to discuss the theoretical
probability distribution (theoretical distribution) The common probability distribution are
Binomial distribution, Poisson distribution normal distribution and Exponential distribution.
Definition of random variable: A variable x is said to be random variable when it is used to
represent the numerical value which is the outcome of an experiment.(Experiment is defined
in the previous chapter)
Eg : In an experiment of a tossing coin head may occur or tail mail occur. If x is used to
represent the occurrence of head as 1 and tail as 0 then x is called as random variable.
Similarly x can be used to represent outcome of an outcome of throwing a die. etc Random
variable is also called chance variable or stochastic variable.
Discrete random variable : A random variable that assumes only an isolated values such as
1,2,3……..is said to be discrete variable.
1. If x is used to represent the number of children to a family
2. If x is used to represent the number of accidents in a particular road.

Continuous random variable: A random variable that assumes all possible values in a given
range then x is called continuous variable.
1. If x is used to represent the height of the students or weights of the students

Discrete and continuous probability distribution: Let X be a random variable that assumes
the values x1 x2, x3… With probabilities p1, p2, p3 ……………

Then probability distribution is defined as for i = 1 2 3…… such that

and . The probability distribution of X is said to be probability mass function (pmf) if
X is a discrete random variable and is said to be probability density function (p d f) if X is
a continuous random variable.
Cumulative distribution function: For some value t of X, the probability that X takes the
values denoted by which is called as cumulative distribution function
(c d f)
Graphical representation of p d f and c d f:
Consider an experiment of tossing a coin for 5 times or 5 coins simultaneously. If X is
a random variable representing the number of heads that is X=0, 1, 2, 3, 4, 5. Then pmf (pdf
for continuous function) and cdf are as follows

X 0 1 2 3 4 5
P(X) 0.03125 0.15625 0.3125 0.3125 0.15625 0.03125
F(X) 0.03125 0.1875 0.5 0.8125 0.96875 1.0000
Where X=0 represents all coins show tail, X=1 represents out of 5 coins only one coin shows
head and so on. Then,
 P(x1) = P(X=0) = Favorable events / Exhaustive events = 1/25 = 1/32 = 0.03125
P(x2) = P(X=1) = 5/32 = 0.15625, and so on

F(x1) =

F(x2) =

Graph of p d f

Graph of c d f

Mean and Variance of Random variable

Let X be random variable Then corresponding probability distribution is defined by

.

Mean of the distribution is defined by as

Variance of the distribution is defined by

We are discussing two discrete probability distributions:

Both distributions are used when there are exactly two possible outcomes in the
experiment. Binomial distribution is used when n the number of trails is finite and p the
probability of success not so small. And Poisson distribution is used n is very large and p is
very small.

 Binomial distribution:
Mean = np and Variance = npq
  Poisson distribution :
Mean = np and Variance = np

One continuous probability distribution

 Normal distribution:
Mean = ,
Variance =

Ex 01: Five defective μP-chips are accidentally mixed with twenty good ones. It is not
possible to look at a chip and tell whether or not it is defective. Find the probability
distribution of number of defective μP-chips, if four μP-chips are drawn at random
from this lot. Graphically represent the probability function and cumulative
distribution function.

Defective chips = 5
Non defective (Good) chips = 20 This implies Total number of chips are 25. If
x is random variable representing defective chips Then
Probability distribution along with cumulative distribution corresponding to x is given by

x 0 1 2 3 4
P(x) 0.3830 0.4505 0.1501 0.01158 0.00039
F(x) 0.3830 0.8335 0.9836 0.9951 0.9956
Where p(x) = Favorable number of events / Exhaustive number of events

And p(x=0) = = 0.3830, p(x=1) = = 0.4505 etc And

= p(x=0) = 0.3830, and = p(x=0) + p(x=1) = 0.3830+0.4505 = 0.8335

etc

Ex 02: 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 (i) value of k (ii) mean and variance (iii) P(-1 < x ≤ 2) (iv) Express density
function and c.d.f graphically.

The given probability distribution is

x -2 -1 0 1 2 3
As this implies 0.6 +4k = P(x) 0.1 k 0.2 2k 0.3 k 1

Therefore k=0.1 Then Mean = And

Variance =

And
Ex 03: Suppose that the life in hours of a certain part of radio tube is a continuous
random variable X with p.d.f given by:

(a) What is the probability that all of three such tubes in a given radio set will have to be
replaced during the first 150 hours of operation?
(b)What is the probability that none of three of the original tubes will have to be
replaced during that first 150 hours of operation?

As given X is continuous variable and the p d f is defined by

a). Probability that all such tubes are in radio set are replaced by during 150 hours is
obtained as probability of survival of the tube between 100 to 150 hours

Let T1 be one of such tube Then

Similarly

b). Then it implies that

Survival time for each of the tube is independent. Then probability that none of such
tube is replaced before 150 hours =

Ex 04: Consider the random variable that represents the number of heads obtained on
tossing five fair coins. The probability of obtaining heads on any one coin is 1/2. The
probability function and cumulative distribution are given by the Binomial distribution.
Tabulate probability distribution and cumulative distribution. Graph the results.

As probability function is given by the Binomial distribution Then, p(x) =

where n = Number of coins, p = probability of success =1/2,
q = prob failure = (1-1/2) = ½ and x = number of success = 0,1,2,3,4,5

Then p(x=0) = , and

p(x=1) etc The probability distribution is given by

 x 0 1 2 3 4 5
P(x) 0.03125 0.15625 0.3125 0.3125 0.15625 0.03125
F(x) 0.03125 0.1875 0.5 0.8125 0.96875 1.0000

Ex 05: A set of 8 symmetrical coins was tossed 256 times and the frequencies of throws
observed were as follows. Fit a Binomial distribution.
No.of heads 0 1 2 3 4 5 6 7 8
Frequency of throws 2 6 24 63 64 50 36 10 1
Fitting the binomial distribution is the method of finding expected frequencies (calculated
frequencies) corresponding to the value of x. here we need to find the value of mean. Where
mean is defined as . But for the Binomial distribution mean can also obtained by . By
what we can find the value of and then . Using the value of we find the value of
p(x) for each value of x. Where

Now, Mean But

Then

Then

etc

Then forming the table for

Where E(x) = Expected frequency.

x 0 1 2 3 4 5 6 7 8
p(x) 0.0033 0.0276 0.1008 0.2098 0.2730 0.2273 0.1182 0.035 0.0045
E(x) 0.8448 7.0656 25.80 53.7088 69.888 58.1880 30.2592 8.96 1.17
1.00 7.00 26.00 54.00 70.00 58.00 30.00 9.00 1.00
Now it can be verified that which is same as that of N=256

Ex 06: Customers arrive at a checkout counter at an average rate of 1.5 per minute.
What distribution will apply if reasonable assumptions are made? List those
assumptions. Find the probabilities that a) exactly two will arrive in any given minute;
b) at least three will arrive during an interval of two minutes; c) at most 8 will arrive
during an interval of six minutes.
As customer arrives at checkout counter at fixed interval of time that is at rate of 1.5 per
minute and also only average number of customer arrival is known but not non arrival is not
known. Therefore we consider Poisson distribution where for then

a) Prob (Exactly two will arrive) =

b) In two minute average number of arrivals are 2(1.5) = 3

Therefore prob (at least three will in two minutes) =

c) During an interval of 6 minute average number of arrivals = 6(1.5) = 9

Prob(at most 8 arrive in that interval) =

Ex 07: Let X denotes the time in hours needed to locate and correct a problem in the
software that governs the timing of traffic lights in the downtown area of a large city.
Assume that X is normally distributed with mean 10 hours and variance 9.
i) Find the probability that the next problem will require at most 15 hours to find

and correct.

ii) The fastest 5% of repairs take at most how many hours to complete?

Here it is given that X normally distributed with mean and

Variance

(i) Let x1 be 15 hours, then corresponding to x1 we need to find z1 which is defined by

,Then
 Probability (next problem will require at most 15 hours) = Area under the normal curve
from

And is defined as

(ii) Let x2 be the required nos of hours so that 5% repair takes place at the fastest

That is

From standard normal distribution table so that the area under the

normal curve is 0.05 it comes to be z = 1.65

As the area is 0.05 which is less than 0.5, half the area under the normal curve
implies that the value of z lies to the left of z = 0 that is z is –ve . Therefore z = - 1.65

From the relation solving we get x2 = 5.05 (approx 5)

Ex 08: For a certain type of fluorescent light in a large building, the cost per bulb of
replacing bulbs all at once is much less than if they are replaced individually as they
burn out. It is known that the lifetime of these bulbs is normally distributed, and that
60% last longer than 2500 hours, while 30% last longer than 3000 hours. What are the
approximate mean and standard deviation of the lifetimes of the bulbs?
Let be the mean and standard deviation of the life time of the bulbs

Let x1 = 2500 then corresponding to x1 there is z1 which is obtained by

and for x2 = 3000 there exists

(60%)

Implies that area under the normal curve to the right side of the value of z is 0.6 Therefore z
is negative and z1 = - 0.26 (as z1 = 0.26)

That is ------------------------ (1)

And also (30%)

Implies that area under the normal curve to the right of z is 0.3

therefore value of z is +ve and is z = 0.53.

That is ------------------------- (2)

Solving simultaneous equations (1) and (2)

We get