Chapter 4 Probability Distributions

➢ A frequency distribution gives analysis of the number of

times each particular value occurs in a set of items.
➢ A probability distribution simply replaces the actual
numbers (frequencies) with proportions of the total.
➢ A probability distribution of a discrete random variable is
called a discrete probability distribution. The discrete
probability distribution consists of
❖ The Binomial Distribution
❖ The Poisson Distribution
➢ A probability of a continuous random variable is called a
continuous probability distribution. A very important
continuous probability distribution is Normal Distribution.

Binomial Distribution
➢ The binomial probability distribution is applied to find the
probability that an outcome will occur x tries in n
performance of an experiment.
➢ To apply the binomial probability distribution, the random
variable X must be a discrete random variable and the
binomial distribution is applied to experiments that satisfy
the condition of a binomial experiment.
1) There are n identical trials.
2) Each trial has only two possible outcomes
(success or failure).
3) The probabilities of the two outcomes remains
constant (p and q and p + q = 1).
4) The trials are independent.

1
➢ One of the two outcomes of a trial is called success and
the other is failure. The outcome to which the question
refers is usually called a success.

➢ Binomial Probability Function

For a binomial experiment, the probability that there will
be exactly x successes in n rials, is

➢ Mean and Standard Deviation for a binomial distribution

𝜇 = 𝑛𝑝 and 𝜎 = √𝑛𝑝𝑞

where n = total number of trials

p = probability of success
q = probability of failure

2
Eg 1: The probability that a college student will graduate is
0.4. Determine the probability that out of 5 students
a) none, b) 1,
c) at least 1, d) all will graduate.

Let X = No. of college student graduate

XB(n = 5, p = 0.4)
a) P(X = 0) = (50)(0.4)0 (0.6)5 = 0.07776

b) P(X = 1) = (51)(0.4)1 (0.6)4 = 0.2592

c) P(X  1) = 1 – P(X = 0)
= 1 – 0.07776 = 0.92224
d) P(X = 5) = (55)(0.4)5 (0.6)0 = 0.01024

3
Eg 2: A new car salesperson knows from past experience that
she will make a sale to about 20% of her customers. Find
the probability that in five randomly selected attempts,
she makes a sale to
a) exactly three customers,
b) at most one customer,
c) at least one customer,
d) fewer than three customers,
e) more than three customers.
If X denotes the number of sales made out of the five
attempts, find the mean and standard deviation of x.

XB(n = 5, p = 0.2) q =0.8

a) P(X = 3) = (53)(0.2)3 (0.8)2 = 0.0512

b) P(X  1) = P(X = 0) + P(X = 1)

= (50)(0.2)0 (0.8)5 + (51)(0.2)1 (0.8)4
= 0.32768 + 0.4096
= 0.72728

c) P(X  1) = 1 – P(X = 0) = 1 – 0.32768

= 0.67232

d) P(X < 3) = P(X = 0) + P(X = 1) + P(X = 2)

= 0.72728 + (52)(0.2)2 (0.8)3
= 0.93208

e) P(X > 3) = P(X = 4) + P(X = 5)

= (54)(0.2)4 (0.8)1 + (55)(0.2)5 (0.8)0
= 0.0064 + 0.00032
= 0.00672

Mean = np = 5(0.2) =1 St. dev = √𝑛𝑝𝑞 = √5(0.2)(0.8) = 0.894

4
Eg 3: The demand for an item of raw material is usually less
than ten units per month, but there is a 10% probability
that demand in one month will be ten units or more. In a
six month period, what is the probability that demand
will equal or exceed ten units if:
a) none of the six months.
b) two of the six months.
c) three of the six months.

Let X = No. of months

X  B(n = 6, p = 0.1) q = 0.9

a) P(X = 0) = (60)(0.1)0 (0.9)6 = 0.5314

b) P(X = 2) = (62)(0.1)2 (0.9)4 = 0.098415
c) P(X = 3) = (63)(0.1)3 (0.9)3 = 0.01458

Remarks:

5
Poisson Distribution
➢ A discrete random variable having probability function
of the form
𝑒 −𝜆 𝜆𝑥
𝑃(𝑋 = 𝑥 ) = ; 𝑥 = 0, 1, 2, …
𝑥!
where  can take any positive value, is said to follow the
Poisson Distribution.

➢ If an event is randomly scatted in time (or space) and has

mean number of occurrences  in a given interval of time
(or space) and X is the random variable “the number of
occurrences in the given interval”.
✓ X is a Poisson distribution with parameter 
✓ Denoted by X  Po() and x = 0, 1, 2, …

Note: If  is not given, then  = np

For a Poisson distribution with parameter ,

✓ Mean =  and variance = 

Eg A: The mean number of bacteria per ml of a liquid is

known to be 4. Assuming that the number of bacteria
follows a Poisson distribution, find the probability that,
in 1 ml of liquid, there will be
a) no， b) 4， c) less than 3 bacteria.

Soln: Let X = No. of bacteria in 1 ml of liquid

𝑒 −𝜆 𝜆𝑥
X  Po(= 4) where 𝑃(𝑋 = 𝑥 ) = ; 𝑥 = 0, 1, 2, …
𝑥!

6
 𝑒 −4 40
a) P(X = 0) = = 0.0183
0!

𝑒 −4 44
b) P(X = 4) = = 0.1954
4!

c) P(X < 3) = P(X = 0) + P(X = 1) + P(X =2)

𝑒 −4 41 𝑒 −4 42
= 0.0183 + +
1! 2!
= 0.0183 + 0.0733 + 0.1465
= 0.2381

Eg B: Based on information obtained in Eg A, find the

probability that
a) in 3 ml of liquid, there will be less than 2 bacteria.
b) in 0.5 ml of liquid, there will be more than 2 bacteria.

Soln:
a) In 1 ml of liquid, we expect 4 bacteria
In 3 ml of liquid, we expect 4 × 3 = 12 bacteria

Let Y = No. of bacteria in 3 ml of liquid

YPo( = 12)

P( Y < 2) = P(Y = 0) + P(Y = 1)

𝑒 −12 120 𝑒 −12 121
= +
0! 1!
= 0.00000614 + 0.0000737
= 0.00007984

7
b) In 1 ml of liquid, we expect 4 bacteria
In 0.5 ml of liquid, we expect 4 × 0.5 = 2 bacteria

Let Z = No. of bacteria in 0.5 ml of liquid

ZPo( = 2)

P(Z > 2) = 1 – P(Z = 0) – P(Z = 1) – P(Z = 2)

𝑒 −2 20 𝑒 −2 21 𝑒 −2 22
=1– – –
0! 1! 2!
= 1 – 0.1353 – 0.2707 – 0.2707
= 0.3233

Poisson approximation to the Binomial distribution

✓ A Binomial distribution with parameters n and p can be
approximated by a Poisson distribution with parameter
 = np if n is large and p is small (such that np < 5).

✓ The approximate gets better as n→ and p→0

✓ XB(n, p)  XPo( = np) when n→ and p→0

Eg C: Eggs are packed in boxes of 500. On average, 0.8% of

the eggs are found to be broken when the eggs are
unpacked. Find the probability that in a box of 500 eggs
(i) exactly 3 (ii) less than 2
(iii) more than 2 will be broken.

8
Solution: n = 500, p = 0.8% = 0.008
np = 500(0.008) = 4 < 5

Let X = No. of broken eggs

𝑒 −𝜆 𝜆𝑥
X  Po( = 4) 𝑃(𝑋 = 𝑥 ) = 𝑥!

𝑒 −4 43
(i) P(X = 3) = = 0.1954
3!

(ii) P(X < 2) = P(X= 0) + P(X = 1)

𝑒 −4 40 𝑒 −4 41
= +
0! 1!
= 0.0183 + 0.0733
= 0.0916

(iii) P(X > 2) = 1 – P(X  2)

= 1 – P(X = 0) – P(X = 1) – P(X = 2)
𝑒 −4 42
= 1 – 0.0183 – 0.0733 – 2!
= 0.9084 – 0.1465
= 0.7619

9
Normal Distribution
➢ The normal distribution is one of the many probability
distributions that a continuous random variable can
possess.
➢ The continuous random variables representing heights and
weights of people, scores on an examination, weight of
packages and so on have all been observed to have a
(approximate) normal distribution.
➢ The normal probabilities or the normal curve is a bell-
shaped (symmetric) curve.
Standard deviation : 𝜎

Mean = 𝜇

➢ Normal Probability Distribution

A normal probability distribution when plotted, gives a
bell-shaped curve such that
a) The total area under the curve is 1.0.
b) The curve is symmetric about the mean.
c) The two tails of the curve extend indefinitely.

10
➢ The Standard Normal Distribution
The standard normal distribution is a special case of
the normal distribution. For the standard normal
distribution, the value of the mean is equal to zero,
and the value of the standard deviation is equal to 1.

 = 0,  = 1
0

➢ Z values or Z scores
❖ The units marked on the horizontal axis of the
standard normal curve are denoted by z and are called
the z values or z scores.
❖ A specific value of z gives the distance between the
mean and the point represented by z in terms of the
standard deviation.

Eg 4: a) Find the area under the standard normal curve between

z = 0 and z = 1.52.

P(0  Z  1.52) = P(Z > 0) – P(Z >1.52)

= 0.5 – 0.0643
0 1.52 = 0.4357

11
 b) Find the area under the normal curve to the
right of z = 1.52.

P(Z  1.52) = 0.0643

1.52

c) Find the area to the left of z = 1.52.

P(Z < 1.52) = 1 – P(Z > 1.52)

= 1 – 0.0643
1.52
= 0.9357

d) Find the area between the mean (z = 0) and

z = -2.1.
P(-2.1  Z  0) = P(0  Z  2.1)
= P(Z > 0) – P(Z > 2.1)
= 0.5 – 0.01786
= 0.48214

e) Find the area to the left of z = -1.35.

P(Z < -1.35) = P(Z > 1.35)

= 0.0885
-1.35

f) Find the area between z = -1.5 and z = 2.1.

P(-1.5  Z  2.1) = 1 – P(Z > 1.5) – P(Z > 2.1)

= 1 – 0.0668 – 0.01786
= 0.91534
-1.5 2.1

12
 g) Find the area between z = 0.7 and z = 2.1.

P(0.7  Z  2.1) = P(Z > 0.7) – P(Z > 2.1)

= 0.2420 – 0.01786
= 0.22414

➢ Application of Normal Distribution

𝑥−𝜇
Standard score: 𝑧 = 𝜎

when x = , the standard score, z = 0

Eg 5: The lifetime of an electrical component is known to

follow a normal distribution with a mean 2000 hours
and a standard deviation 200 hours. If a component is
randomly selected, find the probability that the
component will last
a) more than 2200 hours;
b) less than 1800 hours;
c) at least 1900 hours;
d) not more than 2100 hours;
e) between 1800 and 2200 hours;
f) between 2100 and 2300 hours;
g) between 1700 and 1900 hours;
h) between 2000 and 2400 hours.

13
Let X = the lifetime
X  N( = 2000, 2 = 2002)
2200−2000
a) P(X > 2200) = P(Z > ) = P(Z > 1) = 0.1587
200

1800−2000
b) P(X < 1800) = P(Z < ) = P(Z < -1) = 0.1587
200

1900−2000
c) P(X  1900) = P(Z  ) = P(Z  -0.5)
200

= 1 – P(Z > 0.5)

= 1 – 0.3085 = 0.6915

2100−2000
d) P(X < 2100) = P(Z < ) = P(Z < 0.5)
200

= 1 – P(Z > 0.5)

= 1 – 0.3085 = 0.6915

1800−2000 2200−2000
e) P(1800  X  2200) = P( ≤𝑍≤ )
200 200

= P(-1  Z  1) = 1 – 2P(Z > 1)

= 1 – 2(0.1587) = 0.6826

2100−2000 2300−2000
f) P(2100  X  2300) = P( ≤𝑍≤ )
200 200

= P(0.5  Z  1.5)
= P(Z > 0.5) – P(Z > 1.5)
= 0.3085 – 0.0668 = 0.2417

14
 1700−2000 1900−2000
g) P(1700  X  1900) = P( ≤𝑍≤ )
200 200

= P(-1.5  Z  -0.5)
= P(0.5  Z  1.5)
= P(Z > 0.5) – P(Z > 1.5)
= 0.3085 – 0.0668 = 0.2417

2000−2000 2400−2000
h) P(2000  X  2400) = P( ≤𝑍≤ )
200 200

= P(0  Z  2)
= P(Z > 0) – P(Z >2)
= 0.5 – 0.02275 = 0.47725

Eg 6: Refer to the Eg 5:
a) Determine the lifetime of the component such that
10% of the components will fail before that time.
b) If the mean lifetime of the component is to be
increased such that 20% of the components will
last for more than 2200 hours, find the new mean
life.
a) Let k = the required time
P( X < k) = 0.1 (1m)
𝑘−2000
P(Z < ) = 0.1 (1m)
200

P(Z < -1.2816) = 0.1 (1m)

15
 𝑘−2000
= -1.2816
200

k = 1743.68  1744 hours

b) Let 1 = the mean life required

P(X > 2200) = 0.2
2200−𝜇1
P(Z > ) = 0.2
200

P(Z > 0.8416) = 0.2

2200−𝜇1
= 0.8416
200

-1 = -2031.68
1 = 2031.68  2032 hours

16
Eg 7: The grade-point averages of students in a large college
are normally distributed, with a mean 2.4 and a standard
deviation 0.5.
a) What proportion of the students possesses grade-
point average in excess of 3.0?
b) If students who possess grade-point average below
1.9 are excluded from the college, what percentage
of the students will be excluded?
c) Suppose that three students are selected at random
from the student population. What is the probability
that all three possess grade-point average in excess
of 3.0?
Let X = the grade-point averages of students
X  N( = 2.4, 2 = 0.52)
3.0−2.4
a) P(X > 3.0) = P(𝑍 > ) = P(Z > 1.2)
0.5

= 0.1151

1.9−2.4
b) P(X < 1.9) = P(Z < ) = P(Z < -1) = P(Z > 1)
0.5

= 0.1587 = 15.87%

c) Let Y = all 3 students possess grade point average in excess

of 3
P(Y) = 0.11513 = 0.0015

17
Eg 8: An office manager has deserved that the time it takes her
staff to complete a particular task is normally
distributed, with an average time of 50 minutes and a
standard deviation of seven minutes. What is the
probability that a member of staff will take
a) longer than one hour;
b) less than 30 minutes;
c) between 50 and 60 minutes.
If there is 10% chance that the manager will deserve the
time for her staff is more than k minutes. What is the
value of k?
Let X = the time taken
X  N( = 50, 2 = 72)
60−50
a) P(X > 60) = P(Z > ) = P(Z > 1.43)
7

= 0.0764
30−50
b) P(X < 30) = P(Z < ) = P(Z < -2.86) = P(Z > 2.86)
7

= 0.00212
50−50 60−50
c) P(50  X  60) = P( ≤𝑍≤ )
7 7

= P(0  Z  1.43)
= P(Z > 0) – P(Z > 1.43)
= 0.5 – 0.0764 = 0.4236
P(X > k) = 0.1

18
Normal approximate to the Binomial distribution
➢ In a Binomial situation when np > 5 and nq > 5, the
Normal distribution with mean =  = np and standard
deviation =  = √𝑛𝑝(1 − 𝑝) can be used to approximate
the Binomial distribution.
➢ XB(n, p)  XN(, 2) when np > 5 and nq > 5

Continuity correction factor

✓ The addition and/or subtraction of 0.5 from the value(s)
of x when the Normal distribution is used as an
approximation to the Binomial distribution, where x is
the number of successes in n trials.

19
Eg 9: Find the probability that 200 tosses of a bias coin will
result in less than 51 heads in which the probability of
getting a head is 0.2 for each toss.
Soln: n = 200, p = 0.2
np = 200(0.2) = 40 > 5 nq = 200(0.8) = 140 > 5
Let X = heads obtained
X  B(n=200, p=0.2) X  N( = 40, 2 = 32)
50.5−40
P(X< 51)  P(X < 50.5) = 𝑃(𝑍 < )
√32

= P(Z < 1.86)

= 1 – P(Z > 1.86)
= 1 – 0.0314
= 0.9686

Eg 10: Find the probability of getting between 3 and 6 heads

inclusive in 10 tosses of a fair coin by using
a) the Binomial distribution.
b) the Normal approximation to the Binomial
distribution.

20
Soln:
a) Let X = 𝑁𝑜. 𝑜𝑓 ℎ𝑒𝑎𝑑𝑠 𝑜𝑏𝑡𝑎𝑖𝑛𝑒𝑑
X  B(n = 10, p = 0.5)
P(3  X  6) = P(X = 3) + P(X = 4) + P(X = 5) + P(X =6)
= (10
3
)(0.5)3
(0.5)7
+ (10
4
)(0.5)4
(0.5)6
+
(10
5
)(0.5) 5
(0.5)5
+ ( 10
6
)(0.5)6
(0.5)4

= 0.1172 + 0.2051 + 0.2461 + 0.2051

= 0.7735

b) np = 10(0.5) = 5 nq = 10(0.5) = 5
Let Y = Heads obtained
Y  N( = 5, 2 = 2.5)
P(3  Y  6)  P(3 – 0.5  Y  6 + 0.5)
= P(2.5 < Y < 6.5)
2.5−5 6.5−5
= 𝑃( <𝑍< )
√2.5 √2.5

= P(-1.58 < Z < 0.95)

= 1 – P(Z > 1.58) – P(Z > 0.95)
= 1 – 0.0571 – 0.1711
= 0.7718

21
Eg 11: Find the probability that 200 tosses of a fair coin will
result in
a) between 80 and 120 heads inclusive,
b) less than 90 heads,
c) less than 85 or more than 115 heads.
Soln:
n = 200, p = 0.5
np = 200(0.5) = 100 nq = 200(0.5) = 100
Let X = Heads obtained
X  N( = 100, 2 = 50)
a) P(80  X  120)  P( 80 – 0.5 < X < 120 + 0.5)
= P(79.5 < X < 120.5)
79.5−100 120.5−100
= 𝑃( <𝑍< )
√50 √50

= P(-2.90 < Z < 2.90)

= 1 – 2P(Z > 2.90)
= 1 – 2(0.00187) = 0.99626
b) P(X < 90)  𝑃(𝑋 < 90 – 0.5)
= 𝑃(𝑋 < 89.5)
89.5−100
= 𝑃(𝑍 < )
√50

= P(Z < -1.48)

= P(Z > 1.48) = 0.0694

22
c) P(X < 85) + P(X > 115)  𝑃(𝑋 < 84.5) + 𝑃(𝑋 > 115.5)
84.5−100 115.5−100
= 𝑃(𝑍 < ) + 𝑃(𝑍 > )
√50 √50

= P(Z < -2.19) + P(Z > 2.19)

= P(Z > 2.19) + P(Z > 2.19)
= 2P(Z > 2.19)
= 2(0.01426) = 0.02852

The Normal Approximation to the Poisson distribution

✓ If XPo(), then mean  =  and variance 2 = .
✓ For large , XN(, ) approximately.
✓ Generally, we require  > 20 for a good approximation.
o XPo()  XN(, ) when  is large.

Eg 12: The number of calls received by an office switchboard

per hour follows a Poisson distribution with parameter
30. Using the normal distribution to the Poisson
distribution, find the probability that in one hour, there
are
a) more than 30 calls,
b) between 25 and 28 calls inclusive,
c) 34 calls.

23
Soln:
Let X = No. of calls in one hour.
 = 30 > 20
X  N( = 30, 2 = 30)
30.5−30
a) P(X > 30)  𝑃(𝑋 > 30.5) = 𝑃(𝑍 > )
√30

= P(Z > 0.09) = 0.4641

b) P(25  X  28)  𝑃(24.5 < 𝑋 < 28.5)

24.5−30 28.5−30
= 𝑃( <𝑍< )
√30 √30

= P(-1.00 < Z < -0.27)

= P(0.27 < Z < 1.00)
= P(Z > 0.27) – P(Z > 1.00)
= 0.3936 – 0.1587
= 0.2349
c) P(X = 34)  P(33.5 < X < 34.5)
33.5−30 34.5−30
= P( <Z< )
√30 √30

= P(0.64 < Z < 0.82)

= 0.2611 – 0.2061
= 0.055

24
25
26