Discrete DF

Probability & Statistics
Dr. Santosh Kumar Yadav

Assistant Professor
Department of Mathematics
Lovely Professional University, Jalandhar,
Punjab.
Dr. S. K. Yadav, LPU Jalandhar 1 / 62

Some Probability
Distributions
In this Lecture we will discuss about some discrete and continu-
ous probability distribution functions.

This slide is intensionally left blank

Binomial Distribution: Overview
This distribution is mostly applied where random experiments re-

sults in two possible outcomes. For example,
Tossing a coin: head or tail.
A question is attempted: correct or incorrect.
A purchased product : defective or non defective

Bernoulli Trial (Process)
The binomial distribution arises under the following conditions:

1 Number of trials is fixed: that is, the experiment must be
performed up to fixed finite number n, say.


2 Each trail should be independent: the outcome of any
trial does not affect the probability of other outcome.


3 Each trial results into two outcomes: namely success
(S) and failure (F ), which have constant probabilities p and
q = 1 − p, respectively in each trial.


3 Each trial results into two outcomes: namely success
(S) and failure (F ), which have constant probabilities p and
q = 1 − p, respectively in each trial.
4 Let random variable X denotes number of successes in
these n trials.

Binomial Distribution I
Sample space for this experiment is
S = S0 ∪ S1 ∪ S2 ∪ S3 ∪ ...Sn
The random variable X being the number of successes in the n

trials takes the values: X = 0, 1, 2, ...., n such that
Outcome S0 S1 S2 ... Sn
X 0 1 2 ... n
n
P(X = x) C0 q n n
C1 q n−1 p n
C2 q n−2 p2 ... n
Cn q 0 p n

Cont...
Definition (Binomial Density Function)

A random variable X has a binomial distribution with parameters
n and p if its density is given by
f (x) =n Cx px (1 − p)n−x , x = 0, 1, 2, .., n. (1)
where,
n = total number of trials
p = probability of success in one trial
x = number of successes in total n trials.
Notation: X ∼ B(n, p)

Example 1
A fair coin is tossed ten times. Find the probability of getting

at least seven heads.

Example 1
A fair coin is tossed ten times. Find the probability of getting

at least seven heads.
Here, X ∼ B(n, p) with pdf
10
10 1
f (x) = b(x, n, p) = Cx , x = 0, 1, 2, 3, ...10.
2

Cont...
Probability of getting at least seven heads is,
P(X ≥ 7) = f (7) + f (8) + f (9) + f (10)

1
= 10 (120 + 45 + 10 + 1)
2
176
=
1024

Cont...
Probability of getting at least seven heads is,
P(X ≥ 7) = f (7) + f (8) + f (9) + f (10)

1
= 10 (120 + 45 + 10 + 1)
2
176
=
1024
Find probability of getting at most six heads.

Example 2
In a simultaneous inspection of 20 units, the probabilities of

getting a defective unit and non-defective unit are equal.
1 Find the probability of getting at least 7 non-defective units.
2 Find the probability of getting at most 6 defective units.

Example 3
The probability that a certain kind of component will

survive a shock test is 3/4. Find the probability that
exactly 2 of the next 4 components tested survive.

Example 3
The probability that a certain kind of component will

survive a shock test is 3/4. Find the probability that
exactly 2 of the next 4 components tested survive.
27
Ans: 128

Parameters: M.G.F
Moment generating function of a binomial random variate X
is
Mx (t) = (q + pet )n

Expectation and Variance
Let X be a binomial random variate, the

The mean or expectation, E(X ) = µX = np
Variance, Var (X ) = σX2 = npq.

Problem 1
Let X be a binomial random variate with mean 4 and vari-

ance 4/3, find P(X ≥ 1)

Problem 1
Let X be a binomial random variate with mean 4 and vari-

ance 4/3, find P(X ≥ 1)
728
729
736
739
None of these

Problem 2
Find p for a binomial random variate X for which n=6 and

9P(X = 4) = P(X = 2).

Problem 2
Find p for a binomial random variate X for which n=6 and

9P(X = 4) = P(X = 2).
Ans: p=1/4

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Poisson Distribution
Poisson distribution applied to count the number of occurence of

rare events in continuous region, time, volume.
Poisson distribution is a limiting case of Binomial distribution un-
der the following conditions

Poisson distribution applied to count the number of occurence of

rare events in continuous region, time, volume.
Poisson distribution is a limiting case of Binomial distribution un-
der the following conditions
Number of trial is infinitely large (i.e., n → ∞).
The constant probability of success in each trial is very
small (p → 0).
np = µ, (say) is finite.

With the above mentioned conditions, the probability density func-
tion (pdf) is given by
e−µ µx
P(X = x) = f (x) = , x = 0, 1, 2, 3, ...
x!
Notation: X ∼ P(µ) and e = 2.71....
X = number of events in interval of length.
µ = expected (or mean) number of occurence of the events
in given region.

Example 1
A manufacturer of cotter pins knows that 5% of his product is

defective. If he sell cotter pins in box of 100 and gaurantees
that not more than 10 pins will be defective, what is probabil-
ity that a box will fail to meet the gauranteed qualities.

Example 1
A manufacturer of cotter pins knows that 5% of his product is

defective. If he sell cotter pins in box of 100 and gaurantees
that not more than 10 pins will be defective, what is probabil-
ity that a box will fail to meet the gauranteed qualities.
Sol: Let X is the number of defective pins in a box of 100,
then p = 5% = 0.05 and n = 100. Then
µ = n p (= expected number of defective pins)
i.e., µ = 100 × 0.05 = 5
Therefore, the pdf is
e−5 5x
P(X = x) = f (x) = , x = 0, 1, 2, ...
x!

Cont...
Therefore, the pdf is
e−5 5x
P(X = x) = f (x) = , x = 0, 1, 2, ...
x!
The probability that box will fails to meet gauranteed quality
is
P(X > 10) = 1 − P(X ≤ 10)

10
X e−5 5x
=1−
x!
x=0

Example 2
In a certain industrial facility, accidents occur in frequently. It

is known that the probability of an accident on any given day
is 0.005 and accidents are independent of each other.
(a) What is the probability that in any given period of 400 days
there will be an accident on one day?
(b) What is the probability that there are at most three days with
an accident?.

Example 2
In a certain industrial facility, accidents occur in frequently. It

is known that the probability of an accident on any given day
is 0.005 and accidents are independent of each other.
(a) What is the probability that in any given period of 400 days
there will be an accident on one day?
(b) What is the probability that there are at most three days with
an accident?.
Sol: Let X be a binomial random variable with n = 400 and
p = 0.005. Thus, µ = np = 400 × 0.005 = 2.
Find P[X = 1] and P[X ≤ 3]

Moment Generating Function
Moment generating function of a Poisson random variate X
is
t
Mx (t) = eµ(e −1)

Expectation and Variance
Let X be a Poisson random variate, the

The mean or expectation, E(X ) = µX = µ
Variance, Var (X ) = σX2 = µ.

Example 2
Let X is a Poisson variate such that P(X = 1) = P(X = 2),

Then, P(X = 0) is equal to

Example 2
Let X is a Poisson variate such that P(X = 1) = P(X = 2),

Then, P(X = 0) is equal to
−2
(A) e 2
(B) e−2
(C) e2
(D) none of above

Example 3
Let X and Y are independent Poisson variate with mean 2

and 3 respectively. Then, Variance of (X − 2Y ) is equal to

Example 3
Let X and Y are independent Poisson variate with mean 2

and 3 respectively. Then, Variance of (X − 2Y ) is equal to
(A) 10
(B) 8
(C) −10
(D) none of above

Poisson Process
Experiments yielding numerical values of a random variable

X, the number of outcomes occurring during a given time
interval or in a specified region, are called Poisson
experiments. The given time interval may be of any length,
such as a minute, a day, a week, a month, or even a year.
Poisson process possesses the following properties.

Properties of the Poisson Process
The number of outcomes occurring in one time interval or

specified region of space is independent of the number that
occur in any other disjoint time interval or region. In this
sense we say that the Poisson process has no memory.

Properties of the Poisson Process
The number of outcomes occurring in one time interval or

specified region of space is independent of the number that
occur in any other disjoint time interval or region. In this
sense we say that the Poisson process has no memory.
The probability that a single outcome will occur during a

very short time interval is proportional to the length of the
time interval and does not depend on the number of
outcomes occurring outside this time interval.
The probability that more than one outucome will occur in

such a short time interval or fall in such a sumall region is
negligible.

Cont...
The average or mean number of outcomes is computed

from µ = λt, where t is the specific “time,” “distance,” “area,”
or “volume” of interest.

Cont...
The average or mean number of outcomes is computed

from µ = λt, where t is the specific “time,” “distance,” “area,”
or “volume” of interest.
With the above Process, the probability density function
(pdf) is given by
e−λt (λt)x
P(X = x) = f (x) = , x = 0, 1, 2, 3, ...
x!
where λ is the average number of outcomes per unit time,
distance, area, or volume.
RV X represents the number of outcomes occurring in a
given time interval.

Example 1
During a laboratory experiment, the average number of ra-

dioactive particles passing through a counter in 1 millisecond
is 4. What is the probability that 6 particles enter the counter
in a given millisecond?

Example 1
During a laboratory experiment, the average number of ra-

dioactive particles passing through a counter in 1 millisecond
is 4. What is the probability that 6 particles enter the counter
in a given millisecond?
Solution : Using the Poisson distribution, no. of particle x =
6 and average no. of particle µ = λt = 4 we have to find
P[X = 6].

Example 2
The WBC count of a healthy individual can average as low

as 6000 per cubic milimeter of blood. To detect a white cell
deficiency, a 0.001 cubic milimeter drop of blood is taken
and number of white blood cell X is found. How many WBC
are expected in a healthy individual.

Example 2
The WBC count of a healthy individual can average as low

as 6000 per cubic milimeter of blood. To detect a white cell
deficiency, a 0.001 cubic milimeter drop of blood is taken
and number of white blood cell X is found. How many WBC
are expected in a healthy individual.
Solution : Given that: t=0.001, λ = 6000 (average no. of
occurence of events per unit). Thus, µ = 6 and E(X ) = 6.
Find P[X ≤ 2].

Example 3
Ten is the average number of oil tankers arriving each day at

a certain port. The facilities at the port can handle at most
15 tankers per day. What is the probability that on a given
day tankers have to be turned away?

Example 3
Ten is the average number of oil tankers arriving each day at

a certain port. The facilities at the port can handle at most
15 tankers per day. What is the probability that on a given
day tankers have to be turned away?
Solution : Given that: µ = λt = 10 (average no. of occurence
of events per day). Find P[X > 15].
Ans: 0.48

Negative Binomial Distribution
Consider an experiment with Bernolli trial, except that the tri-
als will be repeated until a fixed number of successes occur.
We are now interested in the probability that the kth success

occurs on the xth trial. Experiments of this kind are called
negative binomial experiments.

Consider an experiment with Bernolli trial, except that the tri-
als will be repeated until a fixed number of successes occur.
We are now interested in the probability that the kth success

occurs on the xth trial. Experiments of this kind are called
negative binomial experiments.
The number X of trials required to produce k successes in
a negative binomial experiment is called a negative binomial
random variable having following PDF.

If repeated independent trials can result in a success with

probability p and a failure with probability q, then the proba-
bility distribution of the random variable X, the number of the
trial on which the kth success occurs, is
b(x, k , p) =(x−1) Ck −1 pk q x−k , x = k , k + 1, k + 2, ...

Example 1
In an NBA (National Basketball Association) championship

series, the team that wins four games out of seven is the
winner. Suppose that teams A and B face each other in the
championship games and that team A has probability 0.55
of winning a game over team B.
(a) What is the probability that team A will win the series in 6
games?

Example 1
In an NBA (National Basketball Association) championship

series, the team that wins four games out of seven is the
winner. Suppose that teams A and B face each other in the
championship games and that team A has probability 0.55
of winning a game over team B.
(a) What is the probability that team A will win the series in 6
games?
(b) What is the probability that team A will win the series?

Example 1
(a) b(6; 4, 0.55) =? (Ans: 0.1853)

Example 1
(a) b(6; 4, 0.55) =? (Ans: 0.1853)

(b) P (team A wins the championship series) is
= b(4; 4, 0.55) + b(5; 4, 0.55) + b(6; 4, 0.55) + b(7; 4, 0.55)
= 0.0915 + 0.1647 + 0.1853 + 0.1668 = 0.6083.

B

Geometric Distribution
If repeated independent trials can result in a success with

probability p and a failure with probability q, then the proba-
bility distribution of the random variable X, the number of the
trial on which the first success occurs, is
g(x; p) = P[X = x] = pq x−1 , x = 1, 2, 3, ...

Example 1
For a certain manufacturing process, it is known that, on the

average, 1 in every 100 items is defective. What is the prob-
ability that the fifth item inspected is the first defective item
found?

Example 1
For a certain manufacturing process, it is known that, on the

average, 1 in every 100 items is defective. What is the prob-
ability that the fifth item inspected is the first defective item
found?
Solution : Using the geometric distribution with x = 5 and p
= 0.01,
we have g(5; 0.01) = (0.01)(0.99)4 = 0.0096.

Example 2
At a busy time, a telephone exchange is very near capac-
ity, so callers have difficulty placing their calls. It may be of
interest to know the number of attempts necessary in order
to make a connection. Suppose that 0.05 be the probabil-
ity of a connection during a busy time. We are interested in
knowing the probability that 5 attempts are necessary for a
successful call.

Example 2
At a busy time, a telephone exchange is very near capac-
ity, so callers have difficulty placing their calls. It may be of
interest to know the number of attempts necessary in order
to make a connection. Suppose that 0.05 be the probabil-
ity of a connection during a busy time. We are interested in
knowing the probability that 5 attempts are necessary for a
successful call.
Solution : Given that, x = 5 and p = 0.05.
P(X = x) = g(5; 0.05) = (0.05)(0.95)4 = 0.041.

Mean and Variance of Geometric
Distribution
Moment generating Function:
pet
MX (t) =
1 − qet

Mean and Variance of Geometric
Distribution
pet
MX (t) =
1 − qet
The mean and variance of a random variable following the

geometric distribution are
1 q
µ= , σ2 =
p p2

Mean and Variance of Negative Binomial
Distribution
(pet )k
MX (t) =
(1 − qet )k

Mean and Variance of Negative Binomial
Distribution
(pet )k
MX (t) =
(1 − qet )k
The mean and variance of a random variable following the

geometric distribution are
k kq
µ= , σ2 =
p p2

Discrete DF

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Probability & Statistics

Dr. Santosh Kumar Yadav

Dr. S. K. Yadav, LPU Jalandhar 1 / 62

Dr. S. K. Yadav, LPU Jalandhar 2 / 62

Dr. S. K. Yadav, LPU Jalandhar 3 / 62

This distribution is mostly applied where random experiments re-

A question is attempted: correct or incorrect.

A purchased product : defective or non defective

Dr. S. K. Yadav, LPU Jalandhar 4 / 62

The binomial distribution arises under the following conditions:

Dr. S. K. Yadav, LPU Jalandhar 5 / 62

The binomial distribution arises under the following conditions:

Dr. S. K. Yadav, LPU Jalandhar 5 / 62

The binomial distribution arises under the following conditions:

Dr. S. K. Yadav, LPU Jalandhar 5 / 62

The binomial distribution arises under the following conditions:

Dr. S. K. Yadav, LPU Jalandhar 5 / 62

The random variable X being the number of successes in the n

Dr. S. K. Yadav, LPU Jalandhar 6 / 62

Definition (Binomial Density Function)

f (x) =n Cx px (1 − p)n−x , x = 0, 1, 2, .., n. (1)

Dr. S. K. Yadav, LPU Jalandhar 7 / 62

A fair coin is tossed ten times. Find the probability of getting

Dr. S. K. Yadav, LPU Jalandhar 8 / 62

A fair coin is tossed ten times. Find the probability of getting

Dr. S. K. Yadav, LPU Jalandhar 8 / 62

Probability of getting at least seven heads is,

P(X ≥ 7) = f (7) + f (8) + f (9) + f (10)

Dr. S. K. Yadav, LPU Jalandhar 9 / 62

Probability of getting at least seven heads is,

P(X ≥ 7) = f (7) + f (8) + f (9) + f (10)

Find probability of getting at most six heads.

Dr. S. K. Yadav, LPU Jalandhar 9 / 62

In a simultaneous inspection of 20 units, the probabilities of

Dr. S. K. Yadav, LPU Jalandhar 10 / 62

The probability that a certain kind of component will

Dr. S. K. Yadav, LPU Jalandhar 11 / 62

The probability that a certain kind of component will

Dr. S. K. Yadav, LPU Jalandhar 11 / 62

Dr. S. K. Yadav, LPU Jalandhar 12 / 62

Let X be a binomial random variate, the

Dr. S. K. Yadav, LPU Jalandhar 13 / 62

Let X be a binomial random variate with mean 4 and vari-

Dr. S. K. Yadav, LPU Jalandhar 14 / 62

Let X be a binomial random variate with mean 4 and vari-

Dr. S. K. Yadav, LPU Jalandhar 14 / 62

Find p for a binomial random variate X for which n=6 and

Dr. S. K. Yadav, LPU Jalandhar 15 / 62

Find p for a binomial random variate X for which n=6 and

Dr. S. K. Yadav, LPU Jalandhar 15 / 62

Dr. S. K. Yadav, LPU Jalandhar 16 / 62

Poisson distribution applied to count the number of occurence of

Dr. S. K. Yadav, LPU Jalandhar 17 / 62

Poisson distribution applied to count the number of occurence of

Dr. S. K. Yadav, LPU Jalandhar 17 / 62

Dr. S. K. Yadav, LPU Jalandhar 18 / 62

A manufacturer of cotter pins knows that 5% of his product is

Dr. S. K. Yadav, LPU Jalandhar 19 / 62

A manufacturer of cotter pins knows that 5% of his product is

Dr. S. K. Yadav, LPU Jalandhar 19 / 62

Therefore, the pdf is

P(X > 10) = 1 − P(X ≤ 10)

Dr. S. K. Yadav, LPU Jalandhar 20 / 62