AND PROBABILITY

,;,_:'l',, :;,:...-;~~f..:.; :,;-:,.~~:-f.:;:c:0r.. (o,: ~ir;-1civ Distribution) of a random variable is a Stareli:ffil

:,::r--+·=
-
·:.· .~,_.,_.,.- e Jc.,_
- .
- .. _,_,., .. ,~, -··
:" ·::::. ~ .... ,-.-:= r:-~ --.o,,i};J..,.
. . ,,,. ,_ ,._,~ _____ !J - ~--- Ir.res roo-;,,th.::,.r
f~ ='""' '- with th.::o.ir
"'- re-rrctivc
.:!)t'_ probabiliric.
-:;>-~.-:::::::.: ~- :"';:::-:d;);r_ e:tpe;frnent is theoretically assumed to serve as a model. dif
;..,,, .. ,,, i-;;,_;-.;·;·_;·_
-r· .,.,,, .. ,,,, .. .. ._.....:.- .... , Ct=--
_ ~.,, .::..2;- ~ ~J-·er:
- ..:::.
~ .,"""" _, -;.-., ~ ru
·· · rn "--1
...r=or.,J of th.:,."" random ran·ao' I-=- The probabiliF
y \.... •

; ;;..~_: ·_ - - ~-,.. .,._.._;:

..•-··-=----=--f
. , •. -~,.... : . ;,,. . ._ . .. j _ .
:. r~--
. i...;..✓• ~-v- l~ - - ·-all.
..:.ten genc::1 j kn
• oi;..n as- rJzeorenca
·.· [ azsm
,. "b ul!on.
.- -n: ,~-1n
nc ~
~:~✓..;..: ...~..;. ::~~ i-.ei~=-;,r~,-, frn::r:-- rm:::or~nt
. th,eoretical distributions.. ,·iz. Binomial. Po~SIJG..

-~ nr~J"_;P...&TE PROBABILITY DISTRIBUTION

L~ ~- d~:1.1~'::;t:; r~&~rri r;arfabie X a.~.surne the values x 1, x.,~ ... , x,1 \vith probabiliri6 _f1•
J;,-::; n.-• P,~-r~p,:..:-:ti;,·,;:;iy! where r,pr = l. The specification ot- the set of valu~s xi cog,_~
?",1f-"_:., t'i.ei:- ~rr.;.f>~;iE:fe~ P! (i = 1 2: ---: nJ defines the probability distribution ot roe
!

d;v.ztt...e r~-:.{~(;;'(( ,,·arfa~1'.~ Y.r {Jr in ~ho~ discrete probabilit;-· discriburioll of X.

Tabla 12 . 1 Di.wr&te Probabil it-.v Distribution.......,. ;.,

 .
rn eo re tic al Di str ib ut io ns -B ino mi al , Poi
sso n, No rm al 42 1

. f!f.JII
r) is known, it is unnecessary tow nte the p b ... s p P b
/(
Jf · . f (x) on pu ttin g x _ . . ro ob,htie ) 1' 2• ...,p,,, ecauscp.
be obt ain ed from
· h d fi d · ·
- -\;, I.e., P· -Jc X; . he discrete probabTr '
T
piB}'
me sm 1pJ y by stating th ' -
·«ribulion is t en e . e mathema
x x 2, ... , x,,. tical expression fior f,(,x)y,
J1. with the set of po ssible values 1, , . .
,iong
,
Th eo re tic al Ois .
Table 12 • ·2~~ ~ .~.T-~ . tr1 · n (D.isc re te) ·
bu t io
- . -:,.•. s:.r.uxx.c:c:♦.,
---d dpl l!.- ir.:~,-a.i: .111 11
~ r ~- .Qg Jl!~ a.s:
X2 ~11a
X X1 .. J x,, Total

p=f(x)

The discrete ran dom variable •X may also assume countably infinite number of
. . .
p.m.f.J(x).
Possible value~ ~11 .t2, ... , .x,,, .. : wtth .. ..
The probability mass funct1onf(x) must sat..isfy rh e 1wo cone11lmns
(')I :fi( .\.·) >- 0• (It) L1,r(x) = J ( 12.2.2)
value x.
11,here 1he sum
ma l 10n 1s ta k·en over all possible
n of a
Th e fol low ing table shows the discrete, probability distributio
//111sm11io11 _J.
. .
random vanable X:
7 II Total
3 6
\lnlue (x)
)
0.5 0.2 0.1
Probabili(v (p) 0.2
d die is
If X denotes the 'numb er of points obtained when an unbiase
Jllustratiorz 2.
of Xis:
thrown', the probability distribution
5 6 Total
3 4
l 2
No. of Poiflls (x) 1
1/6 1/6 1/6
116 J/6
Probability (p) 116 I
I
n as
This distribution may also be writte
f (x) = 1/6; . (x = 1, 2, ... , 6) iased
X den ote s the 'nu mb er of heads obtained in 3 tosses of an unb
lllustrarion 3. If

coin', the probability ·distribution

of Xis '
r-- -
Total 3
I 2
No. of Heads (x) 0 I
)/8
3/8
3/8
Probability (p) J/8 12 ·8)
en by the p.m.f. (Example
lliese Probab ilities may also be gjv

. /(x ) = Jc,Gf o.
(x = I. 2. 3)
atedJy until a head appears. If X
ution
1/Ji.sr,ar; 11
An unb iased coin .is thrown rehpc,d' then its probability distrib
dtnotes 1~ ; ·
firSI ea
11f c number of tails precedmg the I
I

~ below: r .... Total ...

No -:~ 2 3
' Ofh11fl (..t) 0 I

l
- (¾)' GJ' (½)' ... (½f ... I

2
--~ •
 ,., . -~ _1 ':J I: I ca .I /1/H I: J,odfJ
1 1
, .J • l'.r - . '
428
00□
This distribution can be wrilfen hy f.he p.111,I'.

/(.r) = ( ~ r•I (.r = o. ,. 2..... ,~,J

!Note: (i) A discrete random v11ri11h.lc (I'. v.) eun w;,.,,,,,,e dtlwr ~• 'Ht1it,~' IHJ1J11)4ir, f 1.
· I I · 1:• 'I • 1111 I i I he,· , ,/· v I
1
f//1 ' 1 >'1. :• ·
val ll~S ~ sec II lust 1:a_tion~· I, 2' 3) lll' II ' C(~I II IIII ') y 111 I II I ,L. ' ' .' • ' • ",' It!:, , 11~-~(ll//11111/ :·
•j

-~?:
a clelm1te probah11lly (1.c. a non-ncga11ve rcul 11111t1ht.1) .11-;~ouurcd w11l1 1:,1d11IJ1;J,j,.11_J, 111
i,,,,.
the variabk. such that lhc tollll prohahilily Is I. The 'pn.,l~:·1hilif y di:;trih1,ti,111' ,;f:, ,li:_/' _ ~: 'I
• shows ho\\' the total probnhility I is distrihulcd over lhc! d1llcren11Jo,;:,ihfo 'IH/11,~is,Jt't/µ·. 1ltJ.t:1,
The probability or an int~rval of values is then gi vcn hy the tmm of tlw pr"h:,l>ilit'j ,,~~/'.J•..I .~ ~n~:/4.
with those \'alucs which lie in 1hnt interval. "~·,1
It will be shown later that n conti1111011s rundrnn variuhJe u~i;umcd
. I I · 1· . · . I I ' I .
m,
11,u:,mm:,l;J,1 ,. . .
· lll/111,:'i
num b er o f possible values. Pro rn ll I1Ics arc now w.;:-.oclil cl Wlf J 1111.crvuh ,,J' •i:,Ju,~ 4• ,- · ,

with each individual value ol' the variithlt!. The prohahilily i:; 11hl,111wtl hy in,,•, ·:' .'!!" f.ll
I b I·1,ry
' pnna I
· ll'IISll_\ ·
· ' .fllll('IIOII · over I IJC 1llllll
· .<I.I.)
· · (p ·
• . li O f' I.IIC llllCJ'V/1, I ,,i!J,,lmz
. - (,i:: i• •

(ii) Generally. the capital feller X is used 10 dcnolc the · rondom wtrlll/Jfo' :uµJ ,111•• ,..,
• •
Jetter x to denote 'mn· spt•,·ified l'f1l11,· ' of 1hc rnndom vuriahlc.:, II' howev,)r ~ · . ~,,m
no t.'t>lll·,, ..· •:m-: ,; ,,
~~,{..

the smaJI Jetter x is often used for both. I '··

Example 12.1 Xis a discrete ra11do111 variah~ havi111-: proha/Jllity 11111.,.,.,rw,,.11,
. ,,n.. \'l'

·--·o- - ... . -- - ·-•

(} I 2 .'I 4 5 IJ 7 '

1
X
-- - -.2k 7A; ·: ;;
1__ _ ..
P = (X = x ) 0 k 2k 2k 3k
--
"2 - - -· . - - - -,
 - - - ...... .i. ~u t ·
"-J ion s-Bi n .
o.11.1 a 1
Pois son ,
Normal 429
~ EXPECTATIONS-MEAN GOO
~ (DISCRETE DISTRIB:u......A:ION) VARIANCE, MOMENTS

. discrete random variable x assume ti

Ld J • . . 1e values r r . .
! ,, . .... p,, respectively. Then the expeua( : 1• , : · ·· · • .\ ,, w11h prnhabilitie,
r1· - .. <l h w11. or etpeu ,J I . . \ - Wnth:n
£(.\·)-is detme basb·1· t e sum of product _ . .·.. <( ra 11e o l
s o 1 t 11c J1tl cr~ nt
corre:·ponding
,
.
pro a I ttles. t.: va I UC\ nl . x anJ th e
E(x) = I:p .r
2
The expected value of .r is similarly' defined . . . . ' 12 ..l 1)
d S 11 h.; sum ol prnLlucts r th
of \'alues amJ the con-esponding probabilities. · · u e s4u..irc\
2
E(x ) = L/J.\'.
r I
2

In general, the expected value of any function g(.\ 1 is defined as, ( 12.3 .2)
E[g(x)] = LJJif~(x)
Hence. the expected value of a const~1nt k is the constant k itself.
E(k) = k,
where k is a constant: because E(k) = "E.p;k = k 'f.p; = k.
If the p.m.f. f(x) is given, then the expectations are defined as follow s:
E(x) = rx. f(x) ( 12.lJ)
E(x2 ) = u 2 . f(x ) ( 12 J.4)
Mean of a probability distribution is the expected value of .r.
Mean (JL) = E(x) , 12.>.5 )
Variance is the expected value of (x - µ ) 2• whereµ is the mean.
Vaiiance (a 2) = E(x - µ)2
It may be \hown that
a l = E(x2) - µ2 1 l2 J .6)

The positive square-root of variance gi ves the standurd cltTi([{ion (er).

Momems of a di sc rete distribution are defined as follows :
r-th moment about A: µ;
= X(x - A)"= 'f.(x - AY f( r)
r-th raw moment: µ;. = E(xr) = LX f(x) 1
•

r-th central moment: µr = E(x - µ)" = l(x ·- J,0,. · .J(.r)

whereµ=: E(x) is the mean of the distribution . Note that
µo
= µo = I: µ; = E(x) .= µ
µ1 = E(x -p) = L(.r --µ) . /(x )=~r . ( ,d - jt~ f t\ )
=JL - µ=O · I .
. no tH.L·ntnl
. Th c central momen ts can be obtained trom '
nwiih.'nt:-- u, m~ the fl'
•
JlllHh
l)ee 7.2.2)
; <~
µ2 = µ2 - J11 ,;
µ = µ ~- Ju~) l ; + 2Jt 1·
\ l ' - ' , I

· ·/ µ/ µ / + 6u~p;- - 3µ1
µ = µ4 - 4 -~ I ' - .

EXatnpJe 12.·>, ➔ ·, ., i •f,. , '·,-u\1t1 ,J1 ' ·

I ,a h't
/'·11/oll'ill~· ;,ro

f.'i,1cJ 1J,
-~-ili
-- --
,, random ,,, triahle lw~· tiI e

Pr,,lic1hilir ,,
-- - -
0. I
--
-
-
0.3
5
-_--hie
, ·, "' oj the ,and , rarw ' . . , ·uI
f,

0 ..J
-- - - · --

~- s {)

,,,,
,
- ·,

,e e.rpt'ctatimr and the sr, mdard dni. lltc lC.Ll .. B.Com. (Hons} ~
 430 Sta ti sti cal Met hod s
El□ fil
I)
Solution (Note that rhl· sum of the probabilities is I; l./J; i::

Mean (JI) = E(x) = I.p; x1

= (0. J X 4) + (OJ + (0.4 X 6) + <0.2 )( 8)
X 5)
= 0.4 + 1.5 + 2.4 + 1.6 = 5.9
2
E(x 2) = Ip; x/ = (0. 1 X 4 ) + (0.3 X f!) + (0.4 x 62, + 2
= 1.6 + 7.5 + 14.4 + 12.8 = 36.3 (0, :q i)

-:-- - ~ c~ · ) = f(.,1 )-W , u~ing (l2J .6)

= _C,.3 - (5.9)1 = J(d - 34 .81 = 1.49

S.D. (a)= .)1,49 = 1.22 Ans. 5.9, I~

/L ~ For "'""' l'llllle of t1 ll'ill th1· f1111ctio11 l!l:l

\. Wmpu ·, 12.3
1
f(x) = ,Lr; .r = 1, 2, 3, ... , 11 be the probabi/i ,
f1111c1io11 of a discrete random mriabl<' x? Find th<!
mean and variance of x. ry lllaii
[W.B.H.S. '78, •g~
. arc
Solution The conditions for uny function/(x) to be a p.m.f
(i) /(.r) ~ 0, (ii) I/(x) = I
x is negative.
From (i), we have a > 0, because none of the values of

From (ii), J= 1:.f(x) = !

-'=I
,v; = a Ix= a. n(n + ))
I 2
2
a=
11(11 + I)

f~
"
Mean =E(x) =u f(x) =
t,
L x . ax =a .r2 L
,t =I I

= a(J 2 + 22 + ;.. + ,,2)

= 2 . 11(n+J)(211+l) _ ~ -t f)
n(n + 1) 6 - Y ~
n

Again,
2
E(x ) = Lr2 ./(x) = a Lx3
I

= a( 13 + 23 + ... + n3)
+ 1)} =
2
= 2 11(11 11(11 + I)
1l II + 1) 2 2

Variance = E(xJ2 - IE(x) 7=11< 2+1) _ ( 2113+1)'11

(11 - I) (ll + 2)
= 18
01
11•s:
Example 12 ·4 A random variable X is defined as _1<,l/0
i f111
· Prob (X = 1) = p, Prob (X = 0) = 1 - p
µ µ;, µ,
where Q < p < 1 F:'Ind the mean, variance and the cem ral moments 1'
d' 'b ·. · ' '
. I_Slrl Ult on.
 eti ca l Di str ibu tio ns -B i
1'l1eo r: .
nom .1a 1.
Po iss on,
Nor mal 431
roba bili ty dist ribu tion of X is as f
fhC P
~~pof1 Value (x)
O11 OWs: GJOIII
1 ---. --- -- .
0
pro bab ility p Tot al
1-p
rnornents are
~ ~\\1 Jl; = E(X ) = p X l + (1 _ p) X O _
, E(X 2) - P + 0 == P
µ2 = =p X l 2 + (l - p) X 02 - .
3
µ'3 = E(X ) = p x 13 + ( l -P Xl +( l-) 0
- p) X Q3 = p /J x = p
µ~ ~ E(X4) = p x 14 + ( l - p) X Q4 = p
Using (12.3.8)
µ2 = p - p2 = p(l - p)
µ3 = p - 3p. p
+ 2p3 = p - 3p2 + 2p3 - (1
- 2 4 .
p - p . p + 6p . p - 3p4 = p( I -- p)p - p) (1 - 2p)
µ4 - (1 - 3p + 3 . 2)
Also, Me an( µ) = E(x ) = µ = p
1 -. P
2
variance (<1 ) = P-2 = p(l - JJ).

Example 12.5 [!][ ]ii)

Ob tain the exp ect atio n of the num ber of
head in an indefinite ser ies <?f tos ses of the tails preceding the first
same coin. · · ·
[C.U., B.Sc.(Econ) '81 (New)]
Solution Let the ran dom var iab le X den ote the
num ber of tails preceding the first head.
Suppose that p denotes the pro bab ility of gett ing a hea d in one toss of the coin and
~notes the probability of a tail . The n the pro q (= l - p)
bability that x tails precede the first head is
P(X = x) = Pro bab ility of x successive
tails, followed by a head.
= q . q . q .~ .. , q . p (q's nothing x times)
= qt. p
The p.m.f of Xis thu s giv en by
f(x) = ptf ; (x= 0, 1, 2, 3, •·· oc)
..
[Check: (i) f(x ) ~ O; bec aus e none of pand q is
· nega t1ve

(ii) L f (x) = pqo + pq• + pq2 + pq

~
3
+ ......
0

= p( 1 + q + q2 + q3 + ..... .
1'ric . = (1 _ qrl = p. p- 1 = 1]_ .
C):Pt!ctation of the n~m berp of tail s pre ced
ing the first bead is
00 .

E(x ) = :Ex . f(x) = L/X ·pq'C

0 ..
= 0 +· pq + 2pq2 + 3pq2 + ... ...
= pq( l + 2q + 3q2 + ...... )
. 2
= pq( l - qt-.., == pq . p - ::: qp-1
Ans. q/p
= ·qlp .
 432
Sta tist ica l Met hod s
EDII
® UNIFORM DISTRIBUTION (DISCRETE)
sx
If a discrete random variable x assumes n possible value
r~~~· :··, x,. with
'!(ohabi/ities, then the probability that it takes any particula
he probability distribution defin-ed by. the. probability mass funct is a consia~~
- . ion (p,fll •),
f ,,,
.
f( X)- Jin, (,\-X 1,X2 ,···•x ,,)
(l2-4.
is known as Uniform Di.uriblllion. 11

Tab le 12. 3 Uni form Dis trib utio n (Dis cret e)

X x,, Total ·-
1/n l/11 Jin -
fix)
unbiased die follo:su .
. T~c n_umber of points obtained in a single throw of an nrf~
d1stnbut1on with p.m.f
f(x) = 1/6, (x = 1, 2, 3, ... , 6).
No. of Poiflts x I 2 3 4 5 6 Tolal

1/6 1/6 1/6 116 1/6 J/6 I

Prob abili ty J(x)

a constant (independent of zhi

[Note: (i) The p.m.f of a discrete uniform distribution is
values of x.
this constant is one divided by the number of possible
s of the random variable maylr
(ii) In a discrete unifom1 distribution, the possible value
have a common difference. HowM-
any real numbers, and the successive values may not
there must be a finite number of possible values.
Example 12.6 If a db;crete random variable xfoll ows unifom1 distributionali
only the valu es 8, 9, 11, 15, 18, 20, find the prob abilities (i) P(i =9i
assumes
(ii) P(x = 12), (iii) P(x < 15), (iv) P(x ~ 15), (v) P(x
> 15), (vi) P(lx - 141 < 15).
values, the probamiiJ
Solution Since x hac; a discrete uniform distribution with 6 possible

the probability that it takes a value~

that it takes any particular value ~s a constant¼ and

than those given , is zero. Therefore,

1
P(x= 9) = -
(i) 6
(ii) P(x= 12) =0

(iii ) Now, x < 15 implies that x

takes only 3 values, viz. S, 9, l l.
1 1
Hence, P(x < 15) = 3 x -6 = - • 8 9,
11.1!-
2 1
• ' 5 · tuded) ' vii '
(iv) Again, x ~ IS implies that the variable takes 4 value s ( 1 me
Hence
I 2
P(x S 15) = 4 x 6 3 =

(v ) x > 15 impli es only ~ possible values of x viz. 18 and 20

I I
P{x > l 5) :;;: 2 x 6 3 =-=

. r •
 ore t ica l Di str ibu tio ns- Bi
. nom lal' Poi ss
,;he on, Normal 433
erence 0 f
[!["JI
14 1< 5 implies that lhc diff x and 14 is lo he lcNs th·111 ~- . lake., only
,,·i) 1.r-values I I, 15 and 18. Hence. • • , so ..r
che
P(lx - 141 < 5) = 3 x ! _!
6 - 2

'111.1·. ! O ! 1 I 1
()'
1
2'3 1
J' 2
r;r-,r.a
Je 12, 7 Find the mean {.'•II{.1 I 1le VI I L.:JLJu
= 1, 2, ... ,,) · wu <ml del•lation r,f t',,e u11,1:1;or,n
11rionf(x) = l/11; (x '
solution Mean (µ) = E(x) = l:t . f(x)

= ! X. (1/n) = (1/11) !
"., I
X

= (1/,r)(I +2 + ... +r)

= 11(11 +I II + I
2,, = - 2

£(x2 ) = t.t2 .f(x ) = !, x2. (1/n)

x• I

= (1/11) (12 + 22 + ... + 112)

= 11(11 + I) (211 + 1) - (11 + I) (211 + I)
611 ·- 6
Using (12.3.6),

u' = E(x') _ µ' = (11 + I) ~211 + J) _ ( n ;i )'

2
n -1
=-
12
112 ✓(n2
S.D. (<1) = ✓( - I) I 12 Ans. (n + 1)/2,

~ TIO N
~ BINOMIAL DIS TR IBU
Bina · I tion and is defined by the p.m.f.
nua distribution is a discrete probability distribu ( 12.5 .1)
Where f(x) = nc, pl q1-x,. (x = 0, 1, 2, ... , n)
. ·
Su: and q are positive fraction (p + q = I).
t trails in each of which the probability
of OC c~ that we have a series of 11 independen
C\'ent llence of an event is ·fixed and con
stantly p. Then the probabil11ity that the
re
9-:: I _occurs exactly r times in n
trials (Section I l .8) is xc, p' q - ', whe
es O, l, 2, ..., n. ln general, the occu"rren ce
of the P and r may assume any of the valu ''fi ·1
· known as t11 ure . ,c TI
I
&en-...even tVis •ca led ..success" and its
non-occurrence 1s
"""illl.Scd .. , . . .. , . .. . .
· hi aSC,i anou~ of the den theory is as follows:
I

m euch tri ,11 1s u

c°"-slQ ~s of n mdepen t rrilll.r if the probab1hty of success
q, then the probability of x successes
lit,d 0~'?' and the pro bability of 'f~ilure' is omial distribution (12.5.1.)
VsousJy 11 _ x fa ilures) is give n by the Bin
r
X
I 2 11
f(x) q'' "C, pq" - I pfl
I

of _Note: (i_) In the expression for /(x), besides the factor "C,, the power of
P ('
success) is the number of successes x, ancJ the power of q (i.e., proba
bilit 'r•c., Probabil'11
number.. of failures
. 11 _ ""
•\.,
YO failure). Y ,,~
(~~?The sum of the powers of p and q is always 11, whatever be the number of
sueces.•~.
(~II) These are (n + I) possible values of x, viz. 0, 1, 2, ... , n.
(iv) The total probability for ull the. (n + 1) possible successes
is I.]
b
. Th~ distribution is known as 'binomial', because the probabilities are given Ythe
b1nom1al serie s., .
(q + p)" = q" + 11cl pq"- I + "Czp2q11-2 + ... + /Jn. 02.5
1
of a rando m expe rimen t with a constant proba b/
A serie~ of independent trials
is kno uy
of success 1n each trial is called a "Benwullian series", and this distribution
ulli. Wn
as "Bernoulli's distrieution", after the name of its discoverer James Berno
as
The two constants n and p appearing in the expression for f(x), are known
are known, the
'para ,nete rs' of the binomial distribution. If the values of parameters
distribution is completely known (q = 1 - p). ·
ns:
I should be noted that the binomial distribution holds under the following conditio
(1) The result of any trial can be classified only unde r two categories; e.g.,
either
head or tail in a throw of one coin; either a "six" or a "non-six" in one throw
either a spade or a non-spade when one card is drawn; either a defective
of a die;
or a non-defective when an article .is examined from a lot; i.e., in general,
occurrence (called success) or non-o. ccurrence (called failure) of a certain
.- .
event.
(2) The robability ofsuccess in each trial remains a
constant, and does not change
r. or examp e, the proba 1 1 - btaining a head in
from one tna o an
1 .
successive thrown of a coin is always 2 ; the probability of obtaining adefecttve
article from a batch does not change.in successive drawings with replacement,
and practically remains a constant even in drawings without replacement, when
the batch is large . =, .. .
5
.

~~f
(3) The trials are irJ.depetulent, so that the probability of success in any 1 0
·unaffected by the results of other tnals . For ex~ ple, in.successive ~ bilitY
a coi~ the occurrence of a head at any trial will in no way affect the pro ;e!ltr·
of a head or.a tail in any subsequent trial; or if several coins are thrown t~ter rltt
the occurrence of. a head or a tail in any particular coin does not a
probability of occurrenc e of a head in any othe·r .coin.
 ret i cal Distributions- Binomial, Poisson,
rneo Normal 435
_ np /variance= npq /
a.
Menn - • / (12.5.3)
(ll d rd deviation (a) = .J npq
s1an a . . .
. rnial distnbut1on may have either one or two modes Wh ( l) .
(3) B1~01eger Mode is the largest integer contained there1·n. H en n + hp is(not
an 1n ' . . owever, w en n +
1)p is itself an mteger, there are two modes, viz. (n + 1)p and (n + )p _ I.
q-p_ 1
. 1-6
Skewness (r,) = c= , Kurtosis ( y ) = pq
l "npq 2
(4) npq (12.5.4)
th
When p = q = 2' e diSlribution becomes symmetrical for all values of n.

i.e .. J(x) = f(11 - x) = "c,(1J

(S) If x follo~vs bi ~omial distribution with parameters (n , p) and y follows binomial
1
distribution with parameters (11 2, -p), andx and y are statistically independent,
then (x +y) also follows binomial distribution with parameters (n + ni, p).
1
The result can be extended to several 'independent binomial variates with a
common p.
(6) Binomial distribution may be obtained as a ·limiting case of Hypergeometric
distribution. / · ·
Example 12.8 Three coins are tossed. Find t~~ probabilities of (i) 0 head,
l head, 2 heads, 3 heads; (ii) more than one head; (m) at least 1 head.
S I tion Here the 'random experiment' consists in tossing 3 coins and observing ~e number
o~~ds. The 'r~dom variable' xis the number of heads obtained in a tos~ of 3 coms ..
If we denote the occurrence Of head as "success" ' and the coins are assumed to be unbiased,
then
robability of "success'' in a single triaJ
p = P l
= Probability of head w_ith a single coin = 2
I 1
q = l-p=l-2 =2
f . dependent trials = 3 .
.
n = Number ochmcoin and the tna. Is are independent, the variable x
Smee the value of p is constant for ea _ !
Therefore, the probability of
tollows binomial 3
distribution with parame ters n = , P - 2 ·
.t SUCcesses is
l
J-r l
l x 1 .- Jc ( - )
f(x ) = •c,v· q n- , -
. -
3C
, CJ
- ( -
2
) - ., 2

respectively,
(i) Putting the values of :( = 0, 1 2
, I I

. . ·or Osuccess
f (0) = Probab1hty
3 1
. ( 1) 1 x! == -s
= JCo 2 == 8
f 1 success
Probability o
/ (l):::
436 8tt1ti o t.ic:tJl. Nc t l1oda
0011

= J(_,:, ( 2I J' = J X
I
H 3
= 8

/( 2) == Probahility of 2 successes
l):1 I 3
=.JC7. ( 2 = 3 X 8 = 8

/( 3) = Probability of 3 successes
l):1 J I
(
= J(,'3 2 =JX 8= 8
(ii) Prob (more than one success)= /(2) + f('J)
3 I I
=-+-
8 8
=-2
(iii) Prob (at least one success)= I - Prob (0 succc~;s)
I 7
= I - /(OJ= J - 8 = 8

fill
Examp le 12. 9 Five coins are tossed 3200 times. Find the expected frequtr.ci~:
of the distrihution of heads and tails, and tabulate the result. Calculate the rritz.
number of heads and standard deviation. [C.A., May 'i;;
Solution We assume that the coins arc unbiai.;cd. The prohability of getting a head lorriif~

~ for each coin at caCh trial. Also the successive trials arc independent. So, the corulitia.;ct
binomial distribution arc fulfilled. The probabilities of Ohead, I head, ... 5 heads arc then~;o
by the ~ucc.:c:ssivc terms in the expansion of the binomial expression

C~J + = .GI~.sc, ( ~)( ~J + 'C2 ( ~J( ~J

+_~c1 (~)' (~)' + 5C4 (H(~)+[t
__ _ 5 JO 10 5 I
+ --
32 + - +- +- + -
J2 32 32 32 32
The prohahiJitics of the <liffcrcnt numhcrs (>f' lici•ds ·,nd t · 1 · · 1c tu·,, of :'~ co;\1, t.'.
a1 s m a smg
• • •
the c1t pc,led frcqucnc1c~ rn 3200 tosses arc shown whclow:. , ·--
-----.. -
·---
 '1'I
. . i r· cl l J) i .r. t :· i 1J u t i o n s- !3 i n o mi a ] ,
r J1C• •
('l ,,.. t.' '- Poisson , Norma1 437
m ■ I I
I
11 t'l(_·r of hc,Hk and !he !-l:mclarJ dcvia1ion arc now calcularcd from th~ following
fl tC
n,c;1 J1 nt1•
I 1.t n h11t1<'I 1
(,cc E,amplc" 5.57 and 6.29):
~ -
,. .
I

nd ''- --- - - -- () - ---: l -·- --1-·- -- - - - -- - - I'

fr~•piC, . , . r_.-if !fr•" I \ (\l - 3 •l 5
,,iJ,r Tora!
:1 . ) 100 )( )() 100() 1000 500 100
1(11(1 (/
1200
[ 1(,/1 ----
/
~ _.-- _ .,- · ·<i • s1andard deviation (a) ==
. ( --: ) -
✓r-,t / 2 == J. J 2
,1.-;1fl .1
rtd
·• , 1h;1t 1hr ,m:ana '- .ti. cakulall'.d from lhc lll'q11cm:y distrihution ngrcc c., actly wi1h
l~olr, . . (l:!.5J). " 11 ·

~ f,~uul,oc "I' ~ ~ 5x : 2.5, s.d. = J,, ,, = ~5 x .!_ x .!_ = fJ!.

~
11
2 2 Y2
l•B ■
11 ~.10 Th,· m·cra/1 p,·rct'lllagc of j,1il11rt•.\· in a certain cxaminatimt i.'f
//(/ f ,\ till' 11rnl111/,i/iry that ""' ,f" 1,:m11p ,fr, t·,mrliclmt'.\' ar lt•,1.\·J 4 pa.'i.rcd the
o-nrui11 atimr.i;? ll.C. W./\ . Dec. ' 74]
SLJ/utioll I.ct \I!'> dcnoh.· t_h~ ur a l',rndidatc passing. lhc cxa111i11atio11 us "succcs.s". lt i-.
l"\'t:_nt
rrquirL-.1 l'1 !inti the pruhah1hty ol at h:ast 4 sucn•sscs.
11 = Pnihahilily of failurl~ of a canc.lidatc
~ .rn,:-, = .iw I no = '2.15
I' = l'rohahility nf sun:css in a sin!,!IC lrial
= I - 11 = I · · 2/S J/'5 =
11 = Nu111lx·r of l':mdid:th!!'> in the group = 6

ll~m~ hinominl distribution. thl: prohahility nf .,(. :ll)l~l"c(s:c)s''~~ C(' f_r,,')~Q:'f ~

.re,) = ,1c, ,,, ,t . , = ,.(.·, i ~ ~ ~'"5'. (37.,,
.. . . . . . • . .• ·,her 4 • or 5, or(,'. the probahili1y of :.it lc~'\t ➔
Sto,·l· ':tt l~asl •I III a i•roup nf 6 •m.pl~c_s_ -~..' ("1) + j'(S) + ,f((i). Putting x = 4, 5, 6 in the
1.#:n·~\l'~ 1s ~1\'cn hy the sum of proh.1b1l111c .f .
njl:':~~11111 fllrjtx). WC have 4ur.,o

\ ){4) = ''CJ ( H(H •

= 15 )(
34 X 22
5''
en
= 15625
I

.b
·✓
•·c:, (Hrn
' .
3' 2 ( ,' 1

~ £-6) =
)' X 29~ A ( '
'--T '-4' ... . :
= <, " 5•• = , 5625
V
--!)"> = •·c.. ( ~ r(~ J II

=Ix T
J'' X I 72')
= I 5625

1701
J l2 5
0f ]□
'\. <11t )
·. . p 1:' 12.1 1 /11
.
/ {J iwlt•/1t'tuln1t thro11·., (!
. . r
/ ... . tf, ,·
ti rfr/ 1'< /1\'1 ' t I, t • •
l' ru /-,,1!,ili1y
-, /,i/in· t!, ur u,1 i'l' t ·:: m an,1.}1
I .

r. !~. · .
' '·· ,, ,. t1: ,,qJ,,•.,. ·,,·ill " / " '' ·,u
-
·1 r1111t·,· , ._ r,, .·,, ,'' tilt ' / 11/J 1(l/, .,.
, , . ,
iri // ,,, ,r ctf)/1 1'111 . ul. . ' .' ' 'I
li t • •
I ' f , 11 111 1111 •
. . ::,•o :·
• · •. I , , , : i n ;!• , . r;,," 11i, •, ,,,·,Ii""""-·· r/;i1 '
1· 1·1•11

. .,:,_.Ill ,1,~1 ,w•. (ir rli.· "" ,·.

 438
l•I ■
Solution Let lhe occurrence of an e,·c!n number be cilled :i - - ~ -. ,,~~• ~-=:t
\ ~? ~- .
proh:ibiliry of fening 3.Il e\'en num ~ (ie_. 5-U- .~
p =
q = probability of not gening :?.Il ~,·en numbe:-1
i.c_ fa:1::::, ~~
11 = number of throws = JO
:~s~ ~, 10 tr..v-.,> :.)
Using binomial distribution. the probability of .r 5-u
j{.t) = wet pf q10- r
It is given that
/(5) = ~ x/(.i )
10csP~ .. _ , x 11,c p' qt,
or, 'T- - ' ,
10! ~ 10! , 1,
or, 5 ! 5 ! p- <r = :? X .i ! 6 ! p q·

Simplifying. we get 3p = 5q
or. 3p = 5(1 -p)
:; 5 1

Solving we get p = t .so lhJl q = I - P = 8= S I-

all (i.e. 0 s-.:cce» J :.i
Probability that an e\'en number will not appcJI Jl
( .,)10
/(0) = ql[l = lt
de1·iarion of bir.or.i.icl ~~
Example 12.1 2 Find the meall alld the .standard
with parameras 11 and p.
Solution The p.m.f. of binomial clistribution is
j(.T) = r.c_ tfrq" -.r;( .r:0, 1,2, ... ,n)
Hence. by definition (12.3.3),

Mean = E(x) = L x j(x) = !

I r: 0
.T. "C.rp1 <f-.r

= 0 x ("C0 p q") + I x ("C1 p q1- I+ 2 x ("C~ Jr

0 q2 -=) +
1

3 q" -.l) + ... + n X ("C11 p" q0)

3 X cncJ p
., n(n -l)( n-2 ) ~ ~ i
_1 n(n -1) ., p-q"'-- ... _-r.1_
+2x lx2 p-q "--+ 3x lx1 x3
=O +Jx npq "
., n(n - l)(n - .,,
= npq"- + n(n - I) p2 q"- - +
1 ., - p-' q"- ~.;. ... + n p'
1x_
, n(n -l)t n-2 )
= 11p{q " - I + (11 - I) pq" - - + I X2 p~ q" -3 + ... + p~ - I )

= 1tp [q" - I + 11 - I Cl p~ - ~ + n - I c2 pq" - .1 + ... + !:

_ I Cr. _ p" - I J
1
= np(q + p)" - 1
• repla cing n by n - I in ( 12.5. 2)
= np ( I)'' - 1, because p + q = I
= 11p(I J -= np
Therefore, Mean (JO= np
Again , oy ( 12.3. 6) a ~= F:h .-~) -· µ !
£ ( r ) -::. Er ./ (c) .: t j.t(.r - 1} + ..c) ./(-'
)
Bur,
-: L l{.l ·- l) / (.t) + !.r. / ( t)
:: 1:.t (X - l) , j ( t ) ·l µ.
 ;he ore tica l Dis trib utio ns -Bi no~ ~al,
P.:,i!3son,
Hcr.:.a.1 43 9
n 1•1 ■
. . <"r(J -1) . f(x) = L.r (x - 1).l'!C
~~- ~ nlr/'o - r .
I
_r:Q iP ~ ,
:: O(- l){' :Co l'cf }+l x0{ 11 C pq" - 1,
I I+ 2 X 1 l"C1 p1 q" - 21
+3X 2("C pJ,.... . J,
JPl(n - }) } } •t + ... + ll (n - }){ 11 C p'I </'}
= 0 + 0 + '2 x 1 l
l ,._.,
} X 2 /> C/ • + 3 X 2 ~ - l )(,a -
\ (
2) "
i 11-~}
+ .. . + "' 11 - 1ll I . I'"\ 1 x 2 ,: 3 q
= n( n - 1> />"l <f., - : + ri(,1 - 1)( -, 1
= ,i(,1 __ \) />i l:.,i .. 2 + ( n - .) P' ,( - ' + ... + 11(n - I) /I'
., II - 2)pq" - ~+ ..ri - :
= ,,,11 - 1) />: [q" • i + n - =c n11 - ·• · + ,, I
.
= 11(n - l)p. :(q+ )" - 1 ,r., . + ... +" -?c,-21 -~
3

- = "~ .. repl acin gnh yn-} in(l2 .5.2 "' l

- u( n - 1) p ( I l -•. smcc /> + 'I == 1 )
= rr(n - 1) p1
£L,f = 11 <11 - I) /J"l + ,, .•md h~ncc
a1 = E(.\~ > - ,,1
= 11(11 - I) /'!+ JI - µl = 11(11 _ I) /J1 + np _ (np)2
., "
= rqr - ~
llf'" + 11/1 - ll"lf'"l : - II/>~ + tlf'
= 111 1( 1 - p) = 11pq. since q = \ _ ,. 1
Standaru Deviation ( aJ = ,I"i''I

A11s. ffil!ln = np. s.d.= ~

\•1 ■
Example 12.13 Arithmetic mew, a11cl standanl deriatio11
of a bi11omial disrriburi on
al? rrspectfrdy .J c111tl .JB / 3 . Find t/,e mlues of q and
p. (W.B .H.S. •8 l l
Solution Using 1h~ formulat! tor mean and s.d. of the
binnm ial distribution
np ; 4. ..J11pq = .Js / 3
. Squaring the ~~(on<l n:1.uion. rrpq = 8/3. Now pullin
g 1111 = 4 and solving we h;m! q = '!.13.
H~1-
-1.i·.,: , p= l - ..
,,=I I.,.
Puttin g the valu\! nf /> in "I'= 4, we gel ,1 = 12.
t\11s. ,1 =- I:! . P = 10.

i L!L■
find th,! mode of hi,romial tfotrib11rio11 ,rif_l1 />.l/'£1111eras

I
I

i t r _, i)
~,:
' ' :,
-- .
, ti

l
_) \ \ / 0-,
l_ I . ' ,'
 440 Sta t i s ~i cal Mewicd s
[. I IJ
n! n '.
r
= r-! . 1{ . r-1
(x-1)'. {n-.c + l ) !P .r! (n - .rJ ! Pq" ·r

:cq :rq
= (n - x + l)p = ( ;7 + l)p- .lp
We fir.d that
(a) /u - I) < ft.ti
,, henev.:r xq < (n + I l p - :rp
or. :r(p + q) < (n + I) p: i.e. x < (n + I) P
(b) ju: - I) =J(x)
whenever .rq = ln + I) p - :cp: i.e. .r = (n + I) P ·- II
(c) j (.r - I l > /(:r)
whenever xq>(n +l ) p-.rp: i.e. x>(n +l)p

We di.."us.s the follo\\ing ..:as.es:

Cc.se I U7:en , n + I )p 'is :wr an inugtr.
Let r be the brgesr integer in ,·n ~ I )p. Since in a binomial distribution . .r assumts cc.j
integral values. the result t.3 , is impossibk
From (1 J.
/tr - I ) < f(xl. when .r = I. 2. 3 ..... r
or. f(OI < f(l 1. j( I) </(2.1. ... ffr - I) </fr)
or. j(Ol < j<i} </11) < ... f(r- I) </(r)
From (~J-
f (z - I) > ftr). when .r = r + 1. r + 2. ..., 11
or. f (r ) <J(r+ I). f(r+ l)>f(r + 2)• ... f(n- D>j(n)
or. f(r) >!fr+ 1) > j(r + 2) > ... > /(n)
Combin ing chl resuJli ar 151 and (6) .
/iCJ <f(I) < ... </(r- I) </(r) > /(r .... I)> ... >/1_1:).

We find lh:i1 ~ p:-c,b2l:iiliry/<n corresi;<lnding to.r = r is the maximum. and th~i.1c:~

mode is r.
Tons. when fn + I)p is noc an integer, the mode is the largest integer conoinal in lr. + l
r
Cau JI Wht11 f., + 1)pis an inreger; say (n + /)p = r.
From (2.) .
j tx - IJ <j(.rJ. \\hen.r = I. 2. 3..... r-1
or, f fOJ < f{I) < ... <Jfr- I ).
From '3J.
/ L'r - I J = j(.fJ. when .r =,
er. f(r - I) = j(r,
f-rom (..:J.
/fa - l J > f 1...c), wb:-n .r == r -~ I. r -;. 2. .... II
°'• .. / (r) > j ( r ~ JI > ... > f (11}
Com!r.r.m~ lhe r~~-ult.s :!.I (7). 13 ) and (9 J.
f<OJ <fi l 1< ... <J1r - li ·= j fr )> f (r + l )> ... > ( wt ,.,_-.,
•
~ ~ rm;1 lk.I tht- ;i1c.~ ul.,e\ r .-..,.,. . . 1 -
,,. :-~'I. · ,<-
. . ~>-
I , ' <.j,.JJ Ir - 11<."(l'ff~ po!.'<iirn.! Ill .l' . . ,. .lfd .t =- I~ -.~ • J!jt'\
, . ,. .. , r• .
,
.. - etrJJ .J..:.d h:n c: llk- 13-.r,.,.-s; \ ;,>JL' . t. •
~ . 1 ~e ....u · no\\ l\\ o mndt"S r ..: ,- - : . JJ1 ...
. -· · u••
. •,-. ···-'- r ,
L• •lmlJUuJ •u·.. ha\c r.-u ~ ,
r

1!1[■

( 12.6.1)

\ \ \
<"= \+-+ - -
\ ! :! ! + J ! + ... = '2.71~ approx (12.<,.2)
~ ""'°st~mt r.t appc:-:nin~ in t l ' t\ 1) . , k
.i:;.,."1..~!?\.,.n, \t m;w ix· n"\t ... ,.. ti , l -· . . ts nown :1s 'pnrnm~tcr' or the Poisson
I=\\ l. ~ .~ ..... ·"' with pn~\hilitie~ '\"
• \:, · l,\t l ,~ \':\n·thh.' ·1, ·u , · · r ·
:h ·..
sts ,mes 1\1\ II\ imtc number of valu\!s
-~ • ., S 0\\ ll lC ow:

Table ll. 5 Poisso n Distri bution

\" 0 "I
J Totul

,, . ,,,-
-t!I '
t•· ·m. 111-'
j
.f\\' e··..,. <'~ . 111 ---
.:! ! 3!
118 Jistril°luti"'n is ll3!l\~d afll'r its dis,~"wcrcr S.D. Poisson.
!lipo_ ~t Prope rties
/i l\~~~'\1 distrihution is a discrete pn,bability distribution when! the rnnuom
V ''3:ru.lile ;l$.$lll\les 3 counrnhly infinite numh~r nf values 0, l, 2, .. ., The
•
OQ .

,.~ :'.li;orfon i~ l~,mple rely ~ix-.:i tied. when the pnramctcr 111 (positi vc) is known .
\/ -:1...:lll = m. \ an anee = m
"' .. St:mJJ.1'1 Je,·iation ( en = Jm 12.6.J) (
-' 1 ~ i~~on di:-tribution may hun: either one or two mod~s (like the hinomh1l
~ ,!rih:.tri(,n). \Vhe m is· not an integc.!r. mod~ is the largl~st integer contain\!<l
11
i., r.i . Howe\· ~. when ,,, i~ itself an intcgl!r, there nrc two
mmks. viz m and
~ - l.
.{, Sk~\\ll~ . ._ (v ) L"' • ("' ) _ _!_ (1'2 .6.4)
= r . f'.ll l10S1S 11 - 111
'· 11
vm •
·' • /4h~;._ Poisson distribution is positively skew and lcptokurllc.
'-/ r Jand _ ,-
~ \' ti\'.a\,· th
=
inJ,•pin,knt Pllisson varinhk s with paramctc'.' "'1 and ,"'.'
) l , ,,,. p · ~..: l)ll distnhu twn with p:mum:tcr
,,.. " . c!tl lX + \' :\ so ,o110 ~I 01 ., ., •
;: ._ ,, ~ m ) .
" -. ·
1
~ ~-;~tt ihuLi on may he u, ~d a>:m a~P" ~, ;mat ion to binomial <I istributiun.
1 •~ ~m:.H. ~md 83 ,~ llr-:;;1.· . hul 11]> tllltl, ·
 Sta ti s~ i cal Net.hods

Some examples of Poisson \·ariable are:

I iJ \"~mber of printing mistakes per page (or typographic al error~
ski11ed typi st): per Palet>i .
• •
(ii ) Number of goals scored in a fool ball match:
.
(iii) Number of telephone call~ rccci\'cd in a telephone box per unit inttr.~
. lf
time during a husy period :
(iY) ~umb~r of suicid~s (or death_s fron~ n rar~ d~sc;~~) pe_r year i~ a gi,,en r~.
(\") Num ~r of bactcna pn:sent m a g1rcn hl)u,cl cuhun.: per umr arcJ ob·.;,er,.,·
under the microscope: ...
(Yi) Number of radio-actiw atoms decaying in a gi\'cn interval of time;
(\'ii) Num ~r of defects per unit area of sheet nwtcrial (c.r.. paper. cloth. or~
sheet):
(vi ii) Number vf cars pJssing thrnu[!h a road crossing per unit time inren·i!
(e.g. 1 minute) during a husy paiotl.
,fhple 12.15 :\ mm/n m mriabh• xfollon·s Poi!isn11 disrrih11rio11 wirhpara,,,.t1tr

4 ind thr probabilitit•s that the• mr(ab lc as.mmes the 1 lll11es (i) 0, I, 2.
n 3: (iii) e11 lcasr 2. (Gin•n tlim ,,-J = .0-198).
Solution
1 3; (ii) Itri

For Lhc Poi5-son distribution with par.imctcr m = ]. 1hc prohabiliry of x sucm~~

_,.. I
·
t' • Ill
f (.r) = x! x!
(i) Puning x = 0, I, 2. 3 succcssi\'cly. Lhc required probabilities arc
-.' .,o -, I n
/(0) = -
(' . .J
-,-
C .

I
3
=--
= e- (since O ! I .u1d 3 =I) =
0.
= .0498
e-:,_ 31 c-3 • 3
3
/(1) = - !- = - - =3. c·-
1 1
= 3 X .0498 : . 1494
e-1. f c,-.1. 9
/(2) = 2!=- -
2
4.5 X <'-J =
= 4.5 X .0498 = .2241
l'-3. )3 -J ?7
e .-
/(3) = -3-,- = -6- = 4.5 X c· J
.
= 4.5 X .0498 :: .2241
3 stlcce~
(ii) ~in~e 'less than 3· implies 'ci1hcr 0, or I, or 2· , the probability of less than
is given by the sum of lhc probabilities

I
,l
f (OJ + /(1) +./(2) = .0498 + . J494 + .2241 = 0.4233
· . t I j:JSi •
/iii) Sinre '· 1 I ·151 3· · c<> rhe probability ' :i , SJ
1
~ a ~ impht" s 'e11hc:.·1 .2, or l or 4
/ ·;;r'
\~cc~~th~es is given by lhc SUlil of the prohdbiliti;s tl1c.: infinite nu1ntx- . I i t' .
r ()( ,cnn• .
r.mcc e ,um ot the pro b;.i h·1· .
I lflC: ~ for all valuc:.1, of r. \'i1. . 0. I. 2 .. .... CID 1' ' ·
,/ /1.0) i { ( I) +J ('!.J i .. = l
htn~t>
fr:.; ➔ t (3) -t f H ) ~ . ..; I -.no, .
rn)
1 · · .tl4GK . l 4lJ-J :-: .SOOS
 J:;:-:-...3: ,,3
t•f ■

pmbahility of no \'.all during the

(I) period,_,.-: .. t::
.. -:.! ,....
o, 1~
c; •. - ·.
/ ( (Jj = ---- =
... • ·-• 1 C - Y 1

(Ii) Probability of cx act l) ..! c.sll~

du:-ir,f th.: r<"noJ (i..r _ t.:: ..:
, l\
(. : · , ~51' DS~l Y: 9.' ~2 5
J<·H = = ----- = .1:?-S

A~1. .<.>~-:: !. . 1.3 .:-6

I•! i9
Example 12 .1 7 IA 'I ,l /,c 'io 1 r,'h~Ute,_J rn
· tlu Pn ino n Jorn:. fj Pl:r = 1 1
: r (.t = 2). wl, at il /'( .\ =
(} or I ). .-\ ho }In tl/-.( t).
Solution For 11oi,,on di' -tr ibu tin th::
n.
...p.m' .f. i\

I I tJ: : --
('

J '.
111

. . . b ·fl l s.e .. :.r,:

. I •1·• .. ~......
The probJhility tk1t \ a,, um c, 1t • , . lu-- I t" th::n g.t' en : J,
,. ~!lo : c, ,...r 1 •• , _ _.
)~- ';.1 - ·
1 =l.

/'(.' l :: JI: : /f l I
· • I
,· nl
- :: e·"'•rn
I '.
· r \ ;1-;,urn~, the ,·atuc 2 i~ / (2) .
, l ..
prl) t1~0
..l-.·1
1 ·1ty ti1.1
t' .
Jl.'ll·l.Jr y, th~
..,
/'u := ~) ;;; ;/f _l
... .. ,,(
(,
L' . ,n· = -
2

rt I j : ,> I --
. ')
,. [!£111
 444 Sta ti s ti co 1 J,fo t hvd11
0(]11
Example 12 .10 Find the mcm1, and i•arimu:r. 0 ll'ol.u m1 t1J,1,i1Juu
rc.u., H.Sc.(fa:on.J' ~J· l .f (• ,,,,
, i'YI ·'--''TTI '7

Solution Pois(,on distribution ic. defined hy lhc proh,1'1Hiry m:tv, fur1tri,m 'JJ.rn.;.J S. ·'1-
,,,,
f (x) = e-"' - , (.x = (), I, 2, .. , '/•J
x .
1/,

Mean = Hr> = _L x ·(( :r. J

,-,.,(J

= O./<OJ+ I . ft IJ + 2 .f(2J + 'i • f (J J + .,. "' infinity.

'J
m m m'
· m - 2 ,, m - - + 1 l' "' -1 -! + ...
= 0+ l I'. + ·"
,C 2! . . ,

mi mi
. m + r .. m + tf 2 ! + ...
111
m - . -
=c 2! ,
m m
-,n e- '" ( I +- +-+
1
!
...)
- ., I! 2
= m . e ·"' . r."'
=m
Variance = £(x2) - { I.JxJ J2
= m2, \inc;c /:,'(x) -= m
E(r) -
= Ef.xfa- lJ+..rJ - 111 2
= Efx(x- l)J +m-m2

= El .r.(.r - I JJ :.: f .xf .x - I J • J (.x J

= 0 ./(0 ) + I x<J.fflJ+2 ✓~ I .J(2J+ 3z2 ./OJ+ ...

= 2 . f(2) + 3 Y. 2 . j('!, J + 4 Y 3 . f( 4J + ...
mi m·• rn 1
= 2 . l,-n, -2 ! + 3 Y. 2 . c:- hl - + 4 1/.. .'.\ . t' _,,, -4 ! + ...
J!
m' m◄
= e-"' . 1112 + e.. ,,, . ~ + l' m -
I! . 2 ! + ...

= m1. ,..,., ( , ,. !~ + !
l! 2
!!C·•... j
-- fn: {' . , = m· 1•1 / II 'I

V .
i!mmcc = m• + m __11 / = ,,,
~

Example 12.19 Fill(/ lht mod,-of /'"i\' 'w11 (1·. ·1 .

J,\/1 I l{//itJ '!.
, , .I l 1~(,.. i]
So!u!ion t,11 ·c v · . IC.( l., fl.S r . Wi:1111 ). 1'
,I\'
' r, I I •· ,,1,vm tl 1,1r d111111 ,11 v,11'1I Prll. i llllU ('I ti11· ' 11 i.: ,. J , \ ~ri 1·-., •'
\•.iwt~ I 1111 . "' · l ,IIHl, 111, \' ill l,U
· ' · · · ' • ,md 1/u: pr , ,11
, ,1, l l: ', ,ll l' / '. i\'L'II l1y

111
111 1 ; : h X ~- ., 1 ,.: , . ... _
rl ' • I ' (I t1 . I , .' , . , · ·· l
,,
' / , I,' l h ,, , ,: 1• ' / 1 I •I {11 \ , :, . .
. " l,1 Il l 1
;.'rd ·, ! tll :fl c, fl • ti . .. '1 ' ~\ J 11 1111 1111• , 1
. .
, . i . a m11 1. 111 1; n11 .
 rheoret ica J Di stributi ons-B. .
inom1a1, Poi s son
' Norma l 445
(D •
m1-1

f(x -1) (x - I)!

f (x) = e--1".
.-x!
I
e-"' Ill (x~o,
X
,,, ... (J)
We find that:
(a) / (x - I) < f (x). whenever x < 111
.... (2)
(h) f(x - I) = /(x). whenever x = 111
.... (3)
(c) f (x - 1) > .f(x). wlwncver x > m
.... (4)

Cast/ When m is not an integer,

· • d'1s 1n'buuon
Lei r be the intcgml part of. m.. Since in a Poisson .
· x assumes only non-negative
I I
in:egral va Iues, t 1c rcsu t (3) 1s 1mpossiblc here. ·
From (2). f (x - I) < /(x), when x = I, 2, 3, ... , r
/(0) < /(I) </(2) < ... <J(r) ... (5)
From (4), f(x- I)> /(x), whcnx= r+ I, r+ 2, .. ....
> f (r + I)> /(r + 2) > ......
J(r) ... (6)
Combining the rcsulls (5) and (6), we have
f(O) </(I)< ... <J(r- 1) <J(r) > f(r+ 1) > ...
Thus, the mode of Poisson distribution is r, i.e., the largest integer conrained in the
parameter m.
Case II When m is an integer, say m = r
From (2), /(x-1) <J(x), whenx= 1, 2, 3, ... , (r -- 1)
... (7)
j(O) <J(l) </(2} < ... <J(r- 1)
From (3), J(x _ I) = J(x), when x = r
... (8)
f(r- 1) =f(r)
From (4), j(x - I) > / (x), when x = r + 1, r + 2, ...
... (9)
J(r) > J(r + I) > J(r + 2) > ......

Combining the results (7), (8) and (9)

f(O) <J(l)< ... <J(r- l)=f(r)>f(r+ l)> ... ... .
W 1 and the largest of all. Thus the Poisson
. c find th~t two terms f(r) and J(r - I) arc equa . d _1
~•,tnb · 1h modes being m an m ·
Ullon is bimodal when 111 is an integer, e
Not . . . , b'nomial
1 di !;tribution:
e. This method is identical with that ,or (!1['1[]

I lG\ TO BI NOMI AL
I '-)-·! J POI SSON ·APPROXI MATION
, D .
I ~.
iJ:,
ISTRIBUTION
· · . case o
I 8 . mi·at distribuuon
ino
. •1Gn(jj ,. . . cJ ·isj llliil ll llg "
, :2.\ l' :,1J ibu11on ( l 2.(j l )may bcobtame "'
\ (i.J_ 'Hider the follow ing co!tdit ions: . , , -4 cv":
. !fie' 1. i... .. , . • . fi . ·I lari!r : ,., ., ,. ()·
I
_.,
11· )
tht i -
u l0u1: r uf trnl• fl 1•·, ,n 11ut<. Y
. . • ., . . .•
1,, fl· it' I '
cn1.=h srria , . .,
-~ ·

f..., .:l ·
: r: i1 .1 l ,- htit,1lHv oi' ·:; 11 cn·:.•. ,,,) Pi t.: Xtf
0 -
l.li •
~ ·'r! ~an 1,p :-:· m h fl nitr .
 446 St a t is t ic ,il /IJct/h)d D

r-r:a
Unde r tliest' n 1nd1 11o n, it \.·;111 "'c , h,'"" 1~ rliat
llic prnhahil it)' 1 11' t "''ti ,
Binomial J i:--trihut it,11 l·an Ix· '-·lt " cl ~ af'P'"' 1111 •1.1l'd hy lhc prnhahil, tv ,,r 1 f •,r.,.
' lie '
in Poi s~()ll di,t ri f, ut ion \\ ith r ar;111wtcr /11 ::.= ,,,, . l. l' . • l 1• •r
/P l I
(' fl I

.r !

I -
II ( ,, - I )( II ·- ~ -' _.. --~
- --- - -- -----
~-~ - ~~ , ,·, I
Proof .\ '

,,, r ( I
111
---
II j

tend~ to J and

,I, ,__m )ft - I

tend, t,) the limitin g value e-"'. Thus, under the condi tions stated above
\ n
I
"C
.,\
,-,rqn - x = -
X !
l l, 1. I, .. . 1] m '( e _,,,

= e-111.
\' I

Since th e prubabilitie~ of Poisson dis tribution are easier to compute than those of
Binomial di'.-ltribut ion. fo r practical purposes the Poisson approximation is used when
p is Jess than 0.1 and np is not very large (say, less than I 0).
Poisson di stri bution thus funds important application in such phenomenon where
the probab ility of occurrence of an event (success) is extremely smaJI, but the num~r
of oppor1uni tie~ is infi ni Lely large, so that the mean is something fini te. Hence thi,
di \ tri bu tion is ~ometimes known as the ..di stribution of rare events''.
Example 12.20 In turning ow certain toys in a manufacturing process in afi,d(''r.
till, m eruge numbn of de_(ecriw1 il 10'} . What is the prohabili(\' o/~£·tti11~ t'.rnrt1' J
Jt~/erri1·eJ in a sample of / 0 wys clwsen at m11do111, by usinx tht' Poisson ap11m.\i11:u!l:'1:
1
io the binomial distribi11iun Tak e r :::: 1. 72). _"J ( 11.C. \.\'./\ .. lk r . · ·~
Solution Lt:t the (x;currenct: <11 :1 dt ll'.( t iH: 1oy he c illl:d J .. ~uc:c\.' ,'.-1 ··. The nurnl·l\.'I , d J1.-l~1.·li\t''
1, I to! J,-,1A \ binnrrn.:1I Ji~IIi butiun with p~1, ,ti l ll' !\.' i .._ 11 :-: Io anJ p =- I {)I ~ -:. o I JI Lhi, d1, 11·ih ;t:d 1
J, tu be c1ppn1,; imatt:d b) J-'qj,; ,._ ,,11 d"1nhu1 1,n1
1:,
f I .\ I - ,, ,,,
I •

" e ha ve 111 == 111 1 -= 1<1 , I , .'

i (.
J I
 - (1 ,,. 2.n c.- 1)_(, f

- ,, binomiJI Jislributio11 . the lntc r,·• -- 1 .

. tl'' l 1~ 111 C 11 •U,llll 111 y I\ 11 ,, . ( () I . 1 7 •
~o ·
l . (: \'Cll. f0 r 'a ·small 11 = 10 • thi -. '•,,•r•·· - • 1 · 1 10. J1 I - fl ~! l u p TP ~
c. ... t: :-. 1:..i11 1Y\\cll , h ,
._., 111::il~- - , •ing only .00-l) .I · \\ii lhl· I ur -. •.1111 ;.i pprnw.1 mav1on llfil
'1( j' 1rcn:nn: 1'I\'.
ithl' i'
ITII
le 12.21 2<7i of th<· iT l' 111 ., nwr/c h . 11111 ·/ . . ..
Esa01P . 111 . . , . . . . ·' " < 11111· ari, ,1£·/t<1n f ,nd th<• 1( ' .
·t·r.· rh1 1f 3 mc ,r, Ill\ at<' d1'/fc111 •,, in 1 ,.
' ,mn1 1I' · o/ I 0() ,rem.
·
, f(,1•·vn1 l' 1 -
0 1
. ,J,11 I111 • 1 , ·
11 049
1' l -2 - () J 15. l' =' l'l). II)'
f)_.,t'>~- c - · - 1p. Management ' 771
. i/11tiOll lhc nu'.nbc'.· nf defective~_(r) follow\ hi1101111 ..d di , 1rihu11011 "iir1l l' /> -: 2'¼ ~ 0.2 i,
)C d - JOO 1s f.urly large. mak111° np - ton (J> •
,n1,1 II. :in 1~ - • • • . • . e- _ - x · ~ = 2 a l1n1!L' quan11 1y. v,c u•.c Poi -, ..,,n
· · ,nuon to bmomral d1 stnhut1on with m = "fl == J
aprr1~\ ll • -·
m' 2'
f (_r ) = I' .'II , -:: (' ~ -
X ! .,\ !
Probahilily of 3 or more defecti ves
= /'(:,) +.f(4) + f(5) + .. . ..
= 1 - [f(0}+f(l ) +JOJ I

=I -,-, [1 +2+ t,]

= I - 0.135 x 5
= 0.325

§ HYPERGEOMETRI C DISTRIBUTION
Suppose that a box contains N balls among which A balls me white ;mJ the- renuin ing
N-A are black . If n ball s arc drawn at random without replacement , the prohahilil~
ofobtaining x white balls (and oh1viousl y 11 ~ x hlack ball,) among them i, gih:n by
AC ' \C
f( x ) = ' ., ., :( x = 0. 1.2 ... .. 111) , !2 .:- . li
\' c I

"where mis tl 1e smaller of the po,itin: iute.~Lr, 11 ,11HI .\ . ThL pn,t,Jbility d1,1nbut11,n
de_fined by the prohability ma"" fu ncll m: ( l .~.X I 1" ~1ww n :i, "' !'·, . _.( .,,ict , i,· 1 1

01 Hr1bu rion.

1· It may he nuted that (1 2.ti . l I sa1 i,tit· -.. h111ti tlw L' lllhii ti nn, t',11 :i ,,.m._f \i/ .
l/J(q>
. · - Q·, becau-..e the numerator and d~nomrn~11t11 · . :tr..., Jll > 1,·,,· · i11t• ,• r , · (1 1 1 ' 11 \ 1 : . 11
, \ \ =- · - ·
~-htt:ause the LI I. S. rqxescnls tht· , um of probahilit it's fnr all mutu:tlh n,h1,1, :! \
11n~'il'X
i hausti ve C\'(:ll l '' ,.\ = U. I. ')
-· .. .. "' .
1 .
lt: relation (ii ) m:1y abo he obt~ined by u-..ing tlw ,drnt it ~
1•1

Y
L-;
·\c· , \· •'c ,,.,
~ ,·c 11
.,
'f . f • \ ·, • • \ '' ( ',
i I ' .+ .