UNIT – II

BINOMIAL DISTRIBUTION

Binomial Distribution was discovered by James Bernoulli’s and it is a

discrete probability distribution.

Suppose we perform a series of independent trails (i.e experiment which

can repeated under identical circumstances) such that for each trail, p is the
probability of a successes and q that of failure. Then, the probability of getting
exactly r successes in n trials is given by 𝑛𝑐𝑟 𝑝𝑟 𝑞 𝑛−𝑟 , where r takes any integral
values from 0 to n. The probabilities of 0, 1, 2, 3, -----n successes are given by 𝑞 𝑛 ,
𝑛𝑐1 𝑝1 𝑞 𝑛−1 , 𝑛𝑐2 𝑝2 𝑞 𝑛−2 , --------- 𝑛𝑐𝑟 𝑝𝑟 𝑞 𝑛−𝑟 , ------ 𝑝𝑛 .The probability of the
numbers of successes so obtained is called the Binomial probability Distribution

Definition: A random variable X has a Binomial Distribution if it assumes only

non- negative values and its probability distribution is given by

𝑛𝑐𝑟 𝑝𝑟 𝑞 𝑛−𝑟 , 𝑟 = 0,1,2,3 … … 𝑛

P(X=r) = p(r) = or
0 , 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

𝑛𝑐𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 , 𝑥 = 0,1,2,3 … … 𝑛

P(X=x) = p(x) =
0 , 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

Binomial Distribution function is given by

𝑛𝑐𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 , 𝑥 = 0,1,2,3 … … 𝑛

P (X≤ x) = p(x) =
0 , 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

Constants of the Binomial distribution

Mean of the Binomial distribution: The Binomial probability distribution is

given by p(r) = 𝑛𝑐𝑟 𝑝𝑟 𝑞 𝑛−𝑟 , 𝑟 = 0,1,2,3 … … 𝑛 and q = 1 – p

𝑛 𝑛
Mean µ = E (X) = 𝑟=0 𝑟 𝑝(𝑟) = 𝑟=0 𝑟 𝑛𝑐𝑟 𝑝𝑟 𝑞 𝑛−𝑟

= 0+ 𝑛𝑐1 𝑝1 𝑞 𝑛−1 + 2 𝑛𝑐2 𝑝2 𝑞 𝑛−2 + 3 𝑛𝑐3 𝑝3 𝑞 𝑛−3 + -------

1
 𝑛(𝑛 −1) 𝑛 𝑛 −1 (𝑛 −2)
= 0+ 𝑛 𝑝𝑞 𝑛−1 + 2 𝑝2 𝑞 𝑛−2 + 3 𝑝3 𝑞 𝑛−3 + -------
2! 3!

𝑛 𝑛 −1 (𝑛−2)
= 𝑛 𝑝𝑞 𝑛−1 + 𝑛(𝑛 − 1)𝑝2 𝑞 𝑛−2 + 𝑝3 𝑞 𝑛−3 + -------
2

𝑛 −1 (𝑛 −2)
=n p ( 𝑞 𝑛−1 + (𝑛 − 1)𝑝𝑞 𝑛−2 + 𝑝2 𝑞 𝑛−3 + -------𝑝𝑛 −1 )
2

= n p (𝑞 + 𝑝)𝑛−1 (by binomial theorem)

= n p (1)𝑛−1 = n p

∴ Mean of B.D = n p

Variance of the Binomial Distribution:

Variance of X = V (X) = E (X2) – [E (X)]2

𝑛 2
V(X) = 𝑟=0 𝑟 𝑝 𝑟 − µ2

𝑛
= 𝑟=0 𝑟 𝑟 − 1 + 𝑟 𝑝 𝑟 − (𝑛𝑝)2

𝑛 𝑛
= 𝑟=0 𝑟 𝑟−1 𝑝 𝑟 + 𝑟=0 𝑟 𝑝 𝑟 − (𝑛𝑝)2

𝑛
= 𝑟=0 𝑟 𝑟−1 𝑛𝑐𝑟 𝑝𝑟 𝑞 𝑛−𝑟 + 𝑛𝑝 − (𝑛𝑝)2

= [2 𝑛𝑐2 𝑝2 𝑞 𝑛−2 + 3 2 𝑛𝑐3 𝑝3 𝑞 𝑛−3 + -------] −(𝑛𝑝)2 + np

𝑛(𝑛−1) 𝑛 𝑛 −1 (𝑛 −2)
=[2 𝑝2 𝑞 𝑛−2 + 3 2 𝑝3 𝑞 𝑛−3 + -------n(n-1) 𝑝𝑛 ]−(𝑛𝑝)2 + np
2! 3!

= 𝑛(𝑛 − 1)𝑝2 𝑞 𝑛−2 + 𝑛 𝑛 − 1 (𝑛 − 2)𝑝3 𝑞 𝑛−3 + -------n (n-1) 𝑝𝑛 ]−(𝑛𝑝)2 + np

=𝑛(𝑛 − 1)𝑝2 [ 𝑞 𝑛−2 + (𝑛 − 2)𝑝3 𝑞 𝑛−3 + ------- 𝑝𝑛 −2 ]−(𝑛𝑝)2 + n p

= 𝑛(𝑛 − 1)𝑝2 ( 𝑞 + 𝑝)𝑛−2 −(𝑛𝑝)2 + n p

= 𝑛(𝑛 − 1)𝑝2 ( 1)𝑛−2 −(𝑛𝑝)2 + np

= 𝑛(𝑛 − 1)𝑝2 + n p −(𝑛𝑝)2

2
 = 𝑛2 𝑝2 − 𝑛𝑝2 + np − 𝑛2 𝑝2

= 𝑛𝑝 − 𝑛𝑝2 = n p ( 1 – p) = n p q

∴ Variance of B.D = n p q

Recurrence relation for the Binomial Distribution

We know that p(r) = 𝑛𝑐𝑟 𝑝𝑟 𝑞 𝑛−𝑟 -------- (1) and

p (r+1) = 𝑛𝑐𝑟+1 𝑝𝑟+1 𝑞 𝑛−𝑟−1 -------- (2)

p (r+1) 𝑛 𝑐 𝑟+1 𝑝 𝑟+1 𝑞 𝑛 −𝑟−1

(2) ÷ (1) ⇒ =
𝑝(𝑟) 𝑛 𝑐 𝑟 𝑝 𝑟 𝑞 𝑛 −𝑟

𝒏−𝒓 𝒑
𝐩 𝐫+𝟏 = 𝒑(𝒓)
𝒓+𝟏 𝒒

Binomial Frequency Distribution

If n independent trails constitute one experiment and this experiment is

repeated N times, then the frequency of r successes is N 𝑛𝑐𝑟 𝑝𝑟 𝑞 𝑛−𝑟 . Since the
probabilities of 0,1,2,3,-----n successes in n trials are given by the terms of
binomial expansion of (q + p)n , therefore in N set of n trials the theoretical
frequencies of 0,1,2,3,-----n successes will be given by the term of expansion of N
(q + p)n. The possible number of successes and their frequencies is called a
Binomial frequency distribution.

3
Examples:

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

four heads.

Solution: Here p = probability of getting a head = ½

q = probability of not getting a head = ½, n = 6 and r = 4

We know that p(r) = 𝑛𝑐𝑟 𝑝𝑟 𝑞 𝑛−𝑟

1 1 6 .5 .4 .3 1 6 1 15
∴ p (4) = 6𝑐4 ( )4 ( )2 = ( ) = 15( ) = = 0.2344
2 2 1 .2 .3 .4 2 64 64

The probability of getting four heads = 0.2344

2. Ten coins are thrown simultaneously. Find the probability of getting at

least seven heads.

Solution: Here p = probability of getting a head = ½

q = probability of not getting a head = ½ and n = 10

The probability of getting r heads in a throw of 10 coins is

P(X=r) = p(r) =10𝑐𝑟 (½)𝑟 (½)10−𝑟 , r = 0, 1, 2, 3, 4, ----10.

The probability of getting at least seven heads is given by P (r ≥7)

= P(r = 7) + P(r = 8) + P(r = 9) + P(r = 10)

= 10𝑐7 (½)7 (½)3 + 10𝑐8 (½)8 (½)2 + 10𝑐9 (½)9 (½)1 + 10𝑐10 (½)10 (½)0
1
= (10𝑐7 + 10𝑐8 + 10𝑐9 +10𝑐10 )
210
1
= (10𝑐3 + 10𝑐2 + 10𝑐1 +10𝑐0 )
210
1 176
= (120+45+10+1) = = 0.1719
210 1024

4
3. If the probability of a defective bolts is 1/8. Find (i) The mean (ii) The
variance for the distribution of defective bolts of 640.

Solution: Given that p = probability of a defective bolt = 1/8 and n = 640

q = 1 – p = 1 – (1/8) = 7/8

∴ Mean of B.D = n p = 640(1/8) = 80

∴ Variance of B.D = n p q = 640(1/8) (7/8) = 70.

4. Out of 800 families with 5 children each , how many would have expect to
have i) 3 boys ii) 5 girls iii) either 2 or 3 boys iv) at least one boy? Assume
equal probabilities for boys and girls.

Solution: Given that p = probability of each boy = ½

p = probability of each girl = ½ and n = 5

The probability distribution is p(r) = 𝑛𝑐𝑟 𝑝𝑟 𝑞 𝑛−𝑟 = 5𝑐𝑟 (½)𝑟 (½)5−𝑟

p(r) = (½)5 5𝑐𝑟

1 5.4.3 1 10
i) P (3 boys) = p(r=3)= p(3) = (½)5 5𝑐3 = = 10 =
25 1.2.3 32 32

10
∴ The number of families in 3 boys = x 800= 250
32

1 1
ii) P (5 girls) = p (no boys) = p(r=0) = p (0) = (½)5 5𝑐0 = =
25 32

1
∴ The number of families in 5 girls = x 800= 25
32

20
iii) P (eiger2 or 3 boys) = p(r=2) + p(r=3) = (½)5 5𝑐2 + (½)5 5𝑐3 =
32

20
∴ The number of families in eiger2 or 3 boys = x 800= 500
32

iv) P (at least one boy) = p(r=1) + p(r=2) + p(r=3) + p(r=4) + p(r=5)

5
 P (at least one boy) = (½)5 (5𝑐1 + 5𝑐2 + 5𝑐3 + 5𝑐4 + 5𝑐5 )

31
P (at least one boy) = (½)5 (5 + 10 + 10 + 5 + 1)= (½)5 31=
32

1
∴ The number of families at least one boy = x 800= 775
32

5. The mean and variance of Binomial distribution are 4 and 4/3 respectively.

Find i) the value of n ii) P (X≥ 1)

Solution: Given that the mean of the binomial distribution = 4

The variance of the binomial distribution = 4/3

Mean of B.D = n p =4 ----- (1)

Variance of B.D = n p q = 4/3 ----- (2)

(2) ÷ (1) ⇒ (n p q) ÷ (n p) = (4/3) ÷ (4)

⇒q=⅓ ⇒p=1–p=⅔

∴ n p = 4 ⇒ (⅔) n = 4 ⇒n=6
1
P (X≥1) = 1 –P(X<1) = 1 – P(X=0) = 1 – 6𝑐0 𝑝0 𝑞 6 =1 – ( )6
3

1 1 728
P (X≥1) = 1 – ( )6 = 1 – = = 0.9986
3 729 729

6. A die is tossed thrice. A success is getting 1 or 6 on a toss. Find the mean and
variance of the number of successes.

Solution: Given that p = probability of success = 2/6 = ⅓ and n = 3.

q = probability of failure = 1 – ⅓= ⅔

Mean of the binomial distribution= n p.

∴ Mean of the binomial distribution = 3(⅓) = 1

Variance of the binomial distribution= n p q.
6
 ∴ Variance of the binomial distribution = 3(⅓) (⅔) = ⅔

7. If the probability of a defective bolt is 0.2. Find the mean and standard
Deviation for the distribution of bolts in a total of 400.
Solution: Given that p = probability of the defective bolt = 0.2 and n = 400.

q = 1 – p = 1 – 0.2 = 0.8

Mean of the binomial distribution= n p.

∴ Mean of the binomial distribution = 400(0.2) = 80

Variance of the binomial distribution= n p q.

∴ Variance of the binomial distribution = 400(0.2) (0.8) = 64

∴ Standard Deviation is the square root of variance = √64 = 8
8. Determine the probability of getting a sum of 9 exactly twice in 3 throws with a
pair of fair dice.
Solution: In a single throw of a pair of fair dice, a sum of 9 can occur in 4 ways:

(3, 6) (4, 5) (5, 4) and (6, 3) out of 32 ways. Thus

p = the probability of occurrence of a sum of 9 in one throw = 4/ 36 = 1/9

∴ q = 1 – p = 1 – (1/9) = 8/9. Here n = 3
1 8
∴ Probability of getting a sum of 9 exactly twice in three throws = 3𝑐2 ( )2 ( )1
9 9

1 8 1 8 8
= 3 ( )2 ( )1 =3 = = 0.033
9 9 81 9 243

9. Fit a binomial distribution to the following frequency distribution

x 0 1 2 3 4 5 6
f 13 25 52 58 32 16 4

Solution: Here n = 6 and N = ∑ f = 200

∑ f x = 0 + 25 + 104 + 174 + 128 + 80 + 24 = 535

∴ Mean = (∑ f x) ÷ (∑ f) = (535) / (200) = 2.675

7
 We know mean of the binomial distribution= n p.

∴ n p = 2.675 ⇒ 6 p = 2.675 ⇒ p = 0.446 and q = 1 – 0.446 = 0.554

Hence the binomial distribution to be fitted is N (q + p) n
N (q + p) n = 200 6𝑐𝑟 (p)𝑟 (q)6−𝑟 where r = 0 1, 2, 3, 4, 5 and 6

200 6𝑐𝑟 (p)𝑟 (q)6−𝑟 = 200 { 6𝑐0 (0.446)0 (0.554)6 +6𝑐1 (0.446)1 (0.554)5 +

6𝑐2 (0.446)2 (0.554)4 + 6𝑐3 (0.446)3 (0.554)3 + 6𝑐4 (0.446)4 (0.554)2 +

6𝑐5 (0.446)5 (0.554)1 + 6𝑐6 (0.446)6 (0.554)0 }

6.5 6.5.4
6𝑐0 = 1, 6𝑐1 = 6 , 6𝑐2 = = 15, 6𝑐3 = = 20 , 6𝑐4 = 6𝑐2 = 15
2.1 3.2.1

6𝑐5 = 6𝑐1 = 6 𝑎𝑛𝑑 6𝑐6 = 1

200 6𝑐𝑟 (p)𝑟 (q)6−𝑟 = 200 {(0.554)6 +6(0.446)(0.554)5 + 15(0.446)2 (0.554)4 +

+ 20(0.446)3 (0.554)3 + 15(0.446)4 (0.554)2 + 6(0.446)5 (0.554)1 + (0.446)6 }

= 200(0.02891 + 0.1396+ 0.2809 + 0.3016+0.1821+0.05864+0.007866)

= 5.782 + 27.92+ 56.18+60.32+36.42+11.728+1.5732

The expected frequencies can be rounded off to the nearest integer to get
expected frequencies as whole number.

∴ The successive terms in the expansion give the expected frequencies which are

x 0 1 2 3 4 5 6
f 13 25 52 58 32 16 4
Expected frequency 6 28 56 60 36 12 2

8
10. Fit a binomial distribution to the following frequency distribution

x 0 1 2 3 4 5
f 2 14 20 34 22 8

Solution: Here n = 5 and N = ∑ f = 100

∑ f x = 0+ 14 + 40 + 102 + 44 + 40 = 284

∴ Mean = (∑ f x) ÷ (∑ f) = (284) / (100) = 2.84

We know mean of the binomial distribution= n p.

∴ n p = 2.84 ⇒ 5 p = 2.84 ⇒ p = 0.568 and q = 1 – 0.446 = 0.432

By binomial distribution is p(x) = 𝑛𝑐𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 here x = 0, 1,2,3,4 and 5
𝒏−𝒙 𝒑
We have the recurrence relation 𝐩 𝐱 + 𝟏 = 𝒑(𝒙) ------ (1)
𝒙+𝟏 𝒒

∴ p (0) = 5𝑐0 𝑝0 𝑞 5−0 = (0.432)5 = 0.0150

5−0 0.568
Put x = 0 in (1) we get p 1 = 𝑝 0 = 5(1.3148) (0.0150) = 0.0986
0+1 0.432

5−1 0.568
Put x = 1 in (1) we get p 2 = 𝑝(1)= 2(1.3148) (0.0986) = 0.2593
1+1 0.432

5−2 0.568
Put x = 2 in (1) we get p 3 = 𝑝 2 =(1.3148) (0.2593) = 0.3409
2+1 0.432

5−3 0.568 1
Put x = 3 in (1) we get p 4 = 𝑝 3 = (1.3148) (0.3409 = 0.2241
3+1 0.432 2

5−4 0.568 1
Put x = 4 in (1) we get p 5 = 𝑝 4 = (1.3148) (0.2241) = 0.0589
4+1 0.432 5

∴ The expected frequencies are f (x) = N p(x)

∴ f (0) = 100 p(0) = 100(0.0150) = 1.5 = 2

f (1) = 100 p(1) = 100(0.0986) = 9.86 =10

f (2) = 100 p(2) = 100(0.2593) = 25.93 =26

f (3) = 100 p(3) = 100(0.3409) = 34.09 =34

9
 f (4) = 100 p(4) = 100(0.2241) = 22.41 =22

f (5) = 100 p(5) = 100(0.0589) = 5.89 = 6

x 0 1 2 3 4 5
f 2 14 20 34 22 8
Expected frequency 2 10 26 34 22 6

11. Seven coins are tossed and the number of heads is noted. The experiment is
repeated 128 times and the following distribution is obtained.

x 0 1 2 3 4 5 6 7
f 7 6 19 35 30 23 7 1
Fit a binomial distribution to the data assuming that the coins are unbiased.

Solution: Here n = 7 and the coins are unbiased ∴ p = ½ and q = ½. N = 128

By binomial distribution is p(x) = 𝑛𝑐𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 here x = 0, 1,2,3,4, 5, 6 and 7

1 1 7−𝑥 1
p(x) = 𝑛𝑐𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 = 7𝑐𝑥 ( )𝑥 = 7𝑐𝑥 ( )7
2 2 2

𝟕−𝒙 𝒑
We have the recurrence relation 𝐩 𝐱 + 𝟏 = 𝒑(𝒙) ------ (1)
𝒙+𝟏 𝒒

1 1 1 1
∴ p (0) = 7𝑐0 ( )7 = ( )7 = =
2 2 27 128

7−0 1 7
Put x = 0 in (1) we get p 1 = 𝑝(0)= 7 =
0+1 128 128

7−1 7 21
Similarly, p 2 = 𝑝(1) = 3 =
1+1 128 128

7−2 5 21 35 7−3 4 35 35
p 3 = 𝑝(2) = = p 4 = 𝑝 3 = =
2+1 3 128 128 3+1 4 128 128

7−4 3 35 21 7−5 7 7
p 5 = 𝑝 4 = = p 6 = 𝑝 5 =3 =
4+1 5 128 128 5+1 128 128

7−6 1 7 1
p 7 = 𝑝 6 = =
6+1 7 128 128

∴ The expected frequencies are f (x) = N p(x)

10
 1 7
∴ f (0) = 128 p(0) = 128 =1 f (1) = 128 p(1) = 128 =7
128 128

21 35
f (2) = 128 p(2) = 128 = 21 f (3) = 128 p(3) = 128 = 35
128 128

35 21
f (4) = 128 p(4) = 128 = 35 f (5) = 128 p(5) = 128 = 21
128 128

7 1
f (6) = 128 p(6) = 128 =7 f (7) = 128 p(7) = 128 =1
128 128

x 0 1 2 3 4 5 6 7
f 7 6 19 35 30 23 7 1
Expected frequency 1 7 21 35 35 21 7 1

12. Four coins are tossed and the number of heads is noted. The experiment is
repeated 160 times and the following distribution is obtained.

x 0 1 2 3 4
f 8 34 69 43 6
Fit a binomial distribution to the data assuming that the coins are unbiased.

Solution: Here n = 4 and the coins are unbiased ∴ p = ½ and q = ½. N = 160

By binomial distribution is p(x) = 𝑛𝑐𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 here x = 0, 1,2,3 and 4

1 1 4−𝑥 1
p(x) = 𝑛𝑐𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 = 4𝑐𝑥 ( )𝑥 = 4𝑐𝑥 ( )4
2 2 2

𝟒−𝒙 𝒑
We have the recurrence relation 𝐩 𝐱 + 𝟏 = 𝒑(𝒙) ------ (1)
𝒙+𝟏 𝒒

1 1 1 1
∴ p (0) = 4𝑐0 ( )4 = ( )4 = =
2 2 24 16

4−0 1 4
Put x = 0 in (1) we get p 1 = 𝑝(0)= 4 =
0+1 16 16

4−1 3 4 6
Similarly, p 2 = 𝑝(1) = =
1+1 2 16 16

4−2 2 6 4 4−3 1 4 1
p 3 = 𝑝(2) = = p 4 = 𝑝 3 = =
2+1 3 16 16 3+1 4 16 16

∴ The expected frequencies are f (x) = N p(x)

1 4
∴ f (0) = 160 p(0) = 160 = 10 f (1) = 160 = 40
16 16
11
 6 4 1
f (2) = 160 = 60 f (3) = 160 = 40 f (4) = 160 = 10
16 16 16

x 0 1 2 3 4
f 8 34 69 43 6
Expected frequency 10 40 60 40 10

POISSON DISTRIBUTION

Poisson distribution is a discrete distribution. It is a limiting case of the

Binomial Distribution under the following conditions that

i) p, the probability of the occurrence of the event is very small.

ii) n is very large, where n is number of trails.
iii) n p is a finite quantity , say n p = λ, then λ is called the parameter of the P.D.

Definition: A random variable X is said to follows a P.D if it assumes only non-

negative values and its probability density function is given by

e −λ λ 𝑥
p( x, λ)= P(X=x) = , 𝑥 = 0,1,2,3, − − −
𝑥!
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Here λ > 0 is called the parameter of the P.D.

It is a distribution suitable for rare events for which the probability of occurrence
p is very small and the number of trails n is very large where np is finite.

Constants of the Poisson distribution

Mean of the Poisson distribution: The Poisson distribution is given by

e −λ λ 𝑥
p (x) = , 𝑥 = 0,1,2,3, − − −
𝑥!
𝑥 𝑥
e−λ λ −λ λ
Mea = µ = E(X) = ∞
𝑥=0 𝑥 𝑝 𝑥 = ∞
𝑥=0 𝑥 =e ∞
𝑥=0 𝑥
𝑥! 𝑥(𝑥−1)!
𝑥
−λ λ
=e ∞
𝑥=1 ( put x – 1 = y ⇨ x = y+1)
(𝑥−1)!
12
 ∞ λ 𝑦 +1 ∞ λ𝑦 λ λ2 λ3
= e−λ 𝑦=0 𝑦! = e−λ λ 𝑦 =0 𝑦! = e−λ λ ( 1+ + + +-------)
1! 2! 3!

x x2 x3
E(X) = µ = e−λ λ eλ = λ (= np) (∴e𝑥 =1+ + + +-------)
1! 2! 3!

∴ Mean of P.D = λ

Variance of Poisson distribution

Variance of X = V (X) = E (X2) – [E (X)]2

𝑥 𝑥
e−λ λ 2 2 e
−λ λ 2
V(X) = ∞
𝑥! − λ = −λ
𝑥 2
𝑝 𝑥 − µ 2 = ∞ 𝑥2 ∞
𝑥
𝑥=0 𝑥=0 𝑥=0 𝑥(𝑥−1)!

𝑥 𝑥
e−λ λ 2 e−λ λ 2
= ∞
𝑥=1 𝑥 (𝑥−1)!
−λ = ∞
𝑥=1(𝑥 − 1 + 1)
(𝑥−1)!
−λ

𝑥 𝑥
e−λ λ ∞ e
−λλ 2
= ∞
𝑥=1(𝑥 − 1)
(𝑥−1)!
+ 𝑥=1 (𝑥−1)! −λ

𝑥 𝑥
e−λ λ ∞ e λ −λ 2
= ∞
𝑥=2(𝑥 − 1)
𝑥−1 (𝑥−2)!
+ 𝑥=1 (𝑥−1)! −λ

𝑥 𝑥
e−λ λ ∞ e
−λ λ 2
= ∞
𝑥=2 (𝑥−2)! + 𝑥=1 (𝑥−1)! − λ

( put x – 2 = y ⇨ x = y+2 and x – 1 = z ⇨ x = z +1 )

𝑦+2 𝑧+1
−λ −λ
∞ e λ ∞ e λ 2
= 𝑦 =0 𝑦! + 𝑧=0 𝑧! −λ

𝑦 𝑧
∞ λ ∞ λ
= e−λ λ2 𝑦 =0 𝑦! + e−λ λ 𝑧=0 𝑧! − λ2

= e−λ λ2 eλ + e−λ λ eλ − λ2

V(X) = λ2 + λ − λ2 =λ

13
 ∴ Variance of P.D = 𝛌

∴ Variance of P.D = Mean of P.D = 𝛌

Standard Deviation of P.D = √ 𝛌

Recurrence relation for the Poisson distribution

e −λ λ 𝑥
We have p (x) = -------- (1)
𝑥!

e −λ λ 𝑥+1
p (x+1) = -------- (2)
(𝑥+1)!

p (x+1) e −λ λ 𝑥 +1 𝑥!
(2) ÷ (1) ⇒ =
𝑝(𝑥) (𝑥+1)! e −λ λ 𝑥

p (x+1) λ 𝑥 +1 𝑥!
⇒ =
𝑝(𝑥) 𝑥+1 𝑥! λ 𝑥

p (x+1) λ λ
⇒
𝑝(𝑥)
= ⇒ p (x + 1) = 𝑝(𝑥)
𝑥+1 𝑥+1

𝛌
𝐩 𝐱+𝟏 =( ) 𝒑(𝒙)
𝒙+𝟏
−λ 𝑥 𝑥
∞ e λ ∞ λ
∞
x=0 p(x) = x=0 =e−λ x=0 𝑥! = e−λ eλ = 1
𝑥!

The distribution for the Poisson distribution

The distribution for the Poisson distribution is given by

𝑥
∞ e
−λ λ −λ λ𝑥
P (X ≤x) = x=0 =e ∞
x=0 x = 0, 1, 2, 3 ---------
𝑥! 𝑥!

14
Examples:

1. If a random variable has a Poisson distribution such that P(1) = P(2),

find i) Mean of the distribution ii) P (4) iii) P (x ≥1) iv) P (1< x < 4).

e −λ λ 𝑥
Solution: Given that P (1) = P (2), we know that p(x) =
𝑥!

e −λ λ 1 e −λ λ 2 λ λ2
i) P (1) = P (2) ⇨ = ⇨ = ⇨ λ=2
1! 2! 1 2

Mean of the distribution = 2

𝑥 4
e −λ λ e −λ λ e −2 24 24
ii) p (x) = ⇨ p (4) = = = = 0.09022
𝑥! 4! 24 e 2 24

e −2 λ 0
iii) P (x ≥ 1) = 1 –P(x<1) = 1 –P(x=0)= 1 – =1 – e−2 = 0.8647
0!
e −2 22 e −2 23 22 23
iv) P (1 < x < 4) = P(x=2)+ P(x=3)= + = e−2 ( + )
2! 3! 2 6

4 10
P (1< x < 4) = e−2 (2 + ) = e−2 ( ) = 0.4511.
3 3

𝟑
2. If X is a Poisson variate such that P(X=1) = P (X=3),
𝟐
find i) P (x ≥ 1) ii ) P( x ≤ 3) iii) P(2 ≤ x ≤ 5)

−λ λ 1 e −λ λ 3
3 3e
Solution: Given that P(X = 1) = P (X = 3) ⇨
2
=
2 1! 3!

3 λ1 λ3 3λ λ3 3 λ2 λ2
⇨ = ⇨ = ⇨ = ⇨ 3= ⇨ 9= λ2 ⇨ λ = ±3
2 1 6 2 6 2 6 3

∴λ=3

e −3 30
i) P (x≥1) = 1 –P(x<1) = 1 –P(x=0)= 1 – =1 – e−3 = 0.9502
0!
ii) P(x ≤ 3) = P(x=0)+ P(x=1)+P(x=2)+P(x=3)

15
 e −3 30 e −3 31 e −3 32 e −3 33
P(x ≤ 3) = + + +
0! 1! 2! 3!
9 9
P(x ≤ 3) = e−3 (1 + 3 + + ) ⇨ P( x≤ 3) = e−3 (1 + 3 + 9)
2 2

P(x ≤ 3) =13 e−3 = 0.6472

iii) P(2 ≤ x ≤ 5) = P(x=2)+P(x=3)+ P(x=4)+P(x=5)
e −3 32 e −3 33 e −3 34 e −3 35
P (2 ≤ x ≤ 5) = + + +
2! 3! 4! 5!
9 27 81 243
P(2 ≤ x ≤ 5) = e−3 ( + + + )
2 6 24 120
9 9 27 81 72
P(2 ≤ x ≤ 5) = e−3 ( + + + ) = e−3 = e−3 (14.4) = 0.7169
2 2 8 40 5

3. If the variance of a Poisson distribution is 3, then find i) P (x = 0)

ii ) P(0 < x ≤ 3) iii) P(1 < x ≤ 4)

Solution: Given the variance of a Poisson distribution = 3. For Poisson

distribution, we have mean = variance = 3. ∴ λ = 3

e −λ λ 𝑥 e −3 30
We know that p(x) =
𝑥!
. ⇒ P (0) = 0!
= e−3

e −3 λ 0
i) P (x = 0) =
0!
= e−3

ii) P (0 < x ≤ 3) = P (x = 1) + P (x = 2) + P (x = 3)

e −3 31 e −3 32 e −3 33
= + +
1! 2! 3!

9 9
= e−3 3+ + = e−3 3 + 9 = 12 e−3 = 0.5974
2 2

iii) P (1 < x ≤ 4) = P (x = 2) + P (x = 3) + P (x = 4)

2 3 4
e−3 3 −3 −3
= =
2!
+ e 3! 3 + e 4! 3

16
 9 9 81 27
= = e−3 + + = e−3 9+
2 2 24 8

72+27
= e−3 = 0.6161
8

4. 2% of items of a factory are defective. The items are packed in boxes.

What is the probability that there will be
i) two defective items ii) at least 3 defective items in a box of 100.

Solution: Given that n =100 and the probability of defective items= 2%.
Mean of Poisson distribution = λ. ∴ λ = np = 0.02 100 = 2. ∴ λ = 2

e −λ λ 𝑥
We know that p(x) =
𝑥!

−2 22
i) P(two defective items) =𝑃 𝑥 = 2 = e 2!
= 2 𝑒 −2 = 0.2706

ii) P(at least 3)= 𝑃 𝑥 ≥ 3 = 1 − 𝑃 𝑥 < 3

=1− P x = 0 + P x = 1 + P x = 2

0 1 2
e−2 2 e−2 2 e−2 2
=1− + +
0! 1! 2!

= 1 − e−2 1 + 2 + 2 = 1 − 5 e−2 = 0.3233

5. The average number of accidents of on any day on a national highway is

1.8. Find probability that number of accidents are
i) at least one ii) at most one.

Solution: Given that the mean of Poisson distribution = λ = 1.8.

e −λ λ 𝑥
We know that p(x) =
𝑥!

i) P(at least one) =𝑃 𝑥 ≥ 1 = 1 − 𝑃 𝑥 < 1 = 1 − P (x = 0)

17
 0
e−1.8 1.8
=1−P x = 0 =1− = 1 − e−1.8 = 0.8347
0!

ii) P(at most one) = 𝑃 𝑥 ≤ 1 = P x = 0 + P x = 1

e −1.8 1.80 e −1.8 1.81

= + = e−1.8 1 + 1.8 = 2.8e−1.8 = 0.4628
0! 1!

6. The average number of phones calls/ minutes coming into a switch

board between 2pm to 4pm is 2.5. Find probability that during one
particular minute here will be i) 4 or fewer ii) more than 6 calls.

Solution: Given that the mean of Poisson distribution = λ = 2.5

e −λ λ 𝑥
We know that p(x) =
𝑥!

i) P(4 or fewer ) = 𝑃 𝑥 ≤ 4
=P x=0 +P x=1 +P x=2 +P x=3 +P x=4
0 1 2 3 4
e−2.5 2.5 e−2.5 2.5 e−2.5 2.5 e−2.5 2.5 e−2.5 2.5
= + + + +
0! 1! 2! 3! 4!
2 3 4
= e−2.5 1 + 2.5
1!
+
2.5
2!
+
2.5
3!
+
2.5
4!

= e−2.5 1 + 2.5 + 3.125 + 2.6042 + 1.6276 = 0.8912

ii) P(more than 6 ) = 𝑃 𝑥 > 6 = 1 − 𝑃 𝑥 ≤ 6
= 1− P x = 0 +P x = 1 +P x= 2 +P x= 3 +P x= 4 +P x= 5 +P x= 6
0 1 2 3 4 5 6
e−2.5 2.5 e−2.5 2.5 e−2.5 2.5 e−2.5 2.5 e−2.5 2.5 −2.5 −2.5
=1− 0!
+ 1!
+ 2!
+ 3!
+ 4!
+e 5!
2.5
+e 6!
2.5

2 3 4 5 6
= 1 − e−2.5 1 + 2.5
1!
2.5
+ 2!
2.5
+ 3! + 4!
2.5
+ 2.5
5!
+ 2.5
6!

= 1 − e−2.5 1 + 2.5 + 3.125 + 2.6042 + 1.6276 + 0.1838 + 0.391 = 0.01416

18
7. A hospital switch board receives an average of 4 emergency calls in a 10
minutes interval. What is the probability that
i) there are at most 2 emergency calls in a 10 minutes interval
ii) there are exactly 3 emergency calls in a 10 minutes interval

Solution: Given that the mean of Poisson distribution = λ = 4

e −λ λ 𝑥
We know that p(x) =
𝑥!

i) P(at most 2 calls ) = 𝑃 𝑥 ≤ 2 = P x = 0 + P x = 1 + P x = 2

0 1 2
e−4 4 e−4 4 e−4 4
= + + = e−4 1 + 4 + 8 = 13e−4 = 0.2381
0! 1! 2!
−4 −4 3
ii) P(exactly 3 calls ) = 𝑃 𝑥 = 3 = e 3! 4 = 64 6e = 0.1954
8. If X is a Poisson variate such that P(x=2) =9 P(X=4)+90 P(X=6)
find i) P (x < 2) ii ) P( x > 4) iii) P(x ≥ 1)

e −λ λ 𝑥
Solution: If X is a Poisson variate with parameter λ, then p(x) =
𝑥!
.

Given that P(x=2) =9 P(X=4) +90 P(X=6)

e −λ λ 2 e −λ λ 4 e −λ λ 6
⇨ =9 + 90
2! 4! 6!

λ2 λ4 λ6 1 3 1
⇨ =9 + 90 ⇨ = λ2 + λ4
2 24 720 2 8 8

4 2 4 2
⇨ λ + 3λ =4 ⇨ λ + 3λ −4=0

4 2 2 2 2 2
⇨ λ + 4λ −λ −4=0 ⇨ λ λ + 4 − 1(λ + 4) = 0

2 2 2 2
⇨ (λ − 1)(λ + 4) = 0 ⇨ λ − 1 = 0 𝑎𝑛𝑑 (λ + 4) = 0

2 2
⇨ λ − 1 = 0 ⇨ λ = −1, 1 𝑎𝑛𝑑 λ + 4 = 0 ⇨ λ = −2𝑖, 2𝑖

19
 But λ can not be imaginary and negative values

e−1
∴ λ = 1 ⇨ p(x) = 𝑥! .

e −1 e −1
i) P (x < 2) = P (x = 0)+ P (x = 1)= + = 2 e−1 = 0.7358
0! 1!

ii) P (x > 4)= 1 – 𝑃(𝑥 ≤ 4)= 1 – (P (x = 0)+ P (x = 1)+ P (x = 2)+ P (x = 3)+ P (x = 4))

e −1 e −1 e −1 e −1 e −1
=1− + + + +
0! 1! 2! 3! 4!

1 1 1
= 1 − e−1 1+1+ + +
2 6 24

48+12+4+1 65
= 1 − e−1 = 1 − e−1 = 1 − 0.9963 = 0.0037
24 24

iii) P(x ≥ 1)= 1 – 𝑃(𝑥 < 1)= 1 – 𝑃 𝑥 = 0 = 1 − e−1 = 0.6321

9. If X is a Poisson variate such that P(x=0) = P(x=1), find P(x=0) and using
recurrence formula find the probabilities at x = 1, 2, 3, 4 and 5.

e −λ λ 𝑥
Solution: If X is a Poisson variate with parameter λ, then p(x) =
𝑥!
.

e −λ λ 0 e −λ λ
Given that P(x= 0) =P(x =1) ⇨ = ⇨ λ=1
0! 1!

𝑃 𝑥 = 0 = e−1 = 0.3678

The recurrence formula for Poisson distribution

λ
p x+1 = 𝑝 𝑥
𝑥+1
1
∴ p x+1 =( ) 𝑝(𝑥)
𝑥+1

x=0 ⇨ p 1 = 𝑝 0 = 0.3678
1 1
x=1 ⇨ p 2 = 𝑝 1 = 0.3678 = 0.1839
2 2

20
 1 1
x=2 ⇨ p 3 = 𝑝 2 = 0.1839 = 0.0613
3 2
1 1
x=3 ⇨ p 4 = 𝑝 3 = 0.0613 = 0.0153
4 4
1 1
x=4 ⇨ p 5 = 𝑝 4 = 0.0153 = 0.0031
5 5

10. Fit a Poisson distribution for the following data and calculate the
expected frequencies.
x 0 1 2 3 4
f(x) 109 65 22 3 1

Solution: Here N = total frequency = 𝑓 = 200

𝑓𝑥 122
Mean = = = 0.61 ∴ λ = 0.61
𝑁 200

Hence the expected frequencies are N p(x), where x = 0, 1, 2, 3 and 4

𝑥
e −λ λ
The Poisson distribution p(x) = .
𝑥!

The expected frequencies are f(x) = N p(x)

0
e−0.61 (0.61)
x = 0 ⇒ f (0) = 200 p (0) = 200
0!
= 200 e−0.61 = 108.67 = 109

1
e−0.61 (0.61)
x = 1 ⇒ f (1) = 200 p (1) = 200
1!
= 200 e−0.61 (0.61) = 66.29 = 66

2 2
e−0.61 (0.61) e−0.61 (0.61)
x = 2 ⇒ f (2) = 200 p (2) = 200
2!
= 200 2
= 20.22 = 20

3 3
e−0.61 (0.61) e−0.61 (0.61)
x = 3 ⇒ f (3) = 200 p (3) = 200
3!
= 200 6
= 4.11 = 4

4 4
e−0.61 (0.61) e−0.61 (0.61)
x = 4 ⇒ f (4) = 200 p (4) = 200
4!
= 200 24
= 0.63 = 1

21
 x 0 1 2 3 4
Observed frequencies 109 65 22 3 1 200
Expected frequencies 109 66 20 4 1 200

11. Fit a Poisson distribution for the following data

x 0 1 2 3 4 5
f(x) 142 156 69 27 5 1

Solution: Here N = total frequency = 𝑓 = 400

𝑓𝑥 0+156+138+66+20+5 400
Mean = = = =1 ∴λ=1
𝑁 𝑁 400

Hence the expected frequencies are N p(x), where x = 0, 1, 2, 3, 4 and 5

𝑥
e −λ λ e −1 1
The Poisson distribution p(x) = = =
𝑥! 𝑥! 𝑥! 𝑒

The expected frequencies are f(x) = N p(x)

𝑒−1 1
x = 0 ⇒ f (0) = 400 p (0) = 400
0!
= 400 𝑒−1 = 400 (𝑒) = 147.1518 = 147

𝑒−1 1
x = 1 ⇒ f (1) = 400 p (1) = 400
1!
= 400 𝑒−1 = 400 (𝑒) = 147.1518 = 147

𝑒−1 𝑒−1 1
x = 2 ⇒ f (2) = 400 p (2) = 400
2!
= 400 2
= 400 (2𝑒) = 73.5759 = 74

𝑒−1 𝑒−1 1
x = 3 ⇒ f (3) = 400 p (3) = 400
3!
= 400 6
= 400 (6𝑒) = 24.5253 = 25

𝑒−1 𝑒−1 1
x = 4 ⇒ f (4) = 400 p (4) = 400
4!
= 400 24
= 400 (24𝑒) = 6.1313 = 6

𝑒−1 𝑒−1 1
x = 5 ⇒ f (5) = 400 p (5) = 400
5!
= 400 120
= 400 (120𝑒) = 1.2263 = 1

22
 x 0 1 2 3 4 5
Observed frequencies 142 156 69 22 5 1 400
Expected frequencies 147 147 74 25 6 1 400

12. The distribution of typing mistakes committed by typist is given

bellow. Assuming the distribution to be Poisson, find the expected
frequencies.
x 0 1 2 3 4 5
f(x) 42 33 14 6 4 1

Solution: Here N = total frequency = 𝑓 = 100

𝑓𝑥 0+33+28+18+16+5 100
Mean = = = =1 ∴λ=1
𝑁 100 100

Hence the expected frequencies are N p(x), where x = 0, 1, 2, 3, 4 and 5

𝑥
e −λ λ
The Poisson distribution p(x) = .
𝑥!

The expected frequencies are f(x) = N p(x)

𝑒−1
x = 0 ⇒ f (0) = 100 p (0) = 100
0!
= 100 𝑒−1 = 36.7879 = 37

𝑒−1
x = 1 ⇒ f (1) = 100 p (1) = 100
1!
= 100 𝑒−1 = 36.7879 = 37

𝑒−1 𝑒−1
x = 2 ⇒ f (2) = 100 p (2) = 100
2!
= 100 2
= 18.3940 = 18

𝑒−1 𝑒−1
x = 3 ⇒ f (3) = 100 p (3) = 100
3!
= 100 6
= 6.1313 = 6

𝑒−1 𝑒−1
x = 4 ⇒ f (4) = 100 p (4) = 100
4!
= 100 24
= 1.5328 = 2

𝑒−1 𝑒−1
x = 5 ⇒ f (5) = 100 p (5) = 100
5!
= 100 120
= 0.3066 = 0
23
 x 0 1 2 3 4 5
Observed frequencies 42 33 14 6 4 1 100
Expected frequencies 37 37 18 6 2 0 100

NORMAL DISTRIBUTION:

Normal Distribution is the probability distribution of a continues

random variable x, known as normal random variable or random variate.

1 𝑥 −𝜇 2
1 −2
It is given by 𝑁 𝜇, 𝜎 = 𝑓 𝑥 = 𝑒 𝜎
𝜎 2𝜋

Here 𝜇 = 𝑚𝑒𝑎𝑛 𝑎𝑛𝑑 𝜎 = 𝑠𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝑑𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛 of x.

Standard normal variate: A normal variate with mean = 0 and Standard

deviation = 1 is called Standard normal variate.

Normal distribution is limiting point of Binomial distribution under the

following conditions

(i) N, the number of trial indefinitely large i.e., n → ∞

(ii) Neither p nor q is very small

Constants of the Normal distribution

Mean of the Normal distribution:

Consider the Normal distribution with b, 𝜎 as the parameters .Then

1 𝑥 −𝜇 2
1 −
𝑁 𝜇, 𝜎 = 𝑓 𝑥 = 𝑒 2 𝜎
𝜎 2𝜋

The mean 𝜇 = E(X) is given by

1 𝑥 −𝑏 2
∞ ∞ 1 −2
𝜇= −∞
𝑥 𝑓 𝑥 𝑑𝑥 = −∞
𝑥 𝑒 𝜎 𝑑𝑥
𝜎 2𝜋
24
 1 𝑥 −𝑏 2
1 ∞ −
= −∞
𝑥 𝑒 2 𝜎 𝑑𝑥 ------- (1)
𝜎 2𝜋

𝑥−𝑏 𝑑𝑥
𝑝𝑢𝑡 𝑧 = ⇒ 𝑑𝑧 = ⇒ 𝑑𝑥 = 𝜎 𝑑𝑧 and 𝑥 = 𝜎 𝑧 + 𝑏
𝜎 𝜎

∞ 𝑧2
1
From (1) 𝜇 = −∞
𝜎𝑧+𝑏 𝑒− 2 𝜎 𝑑𝑧
𝜎 2𝜋

∞ 𝑧2
1
= −∞
𝜎𝑧+𝑏 𝑒− 2 𝑑𝑧
2𝜋

∞ 𝑧2 ∞ 𝑧2
𝜎 𝑏
= −∞
𝑧 𝑒− 2 𝑑𝑧 + −∞
𝑒− 2 𝑑𝑧
2𝜋 2𝜋

𝑧2 𝑧2
− −
𝑆𝑖𝑛𝑐𝑒 𝑧 𝑒 2 𝑖𝑠 𝑎𝑛 𝑜𝑑𝑑 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝑎𝑛𝑑 𝑒 2 𝑖𝑠 𝑎𝑛 𝑒𝑣𝑒𝑛 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛

∞ 𝑧2
𝑏
𝜇 =0+2 0
𝑒− 2 𝑑𝑧
2𝜋

∞ 𝑧2 ∞ 𝑧2
𝑏 − − 𝜋
𝜇= 2 0
𝑒 2 𝑑𝑧 ∵ 0
𝑒 2 𝑑𝑧 =
2𝜋 2

𝜋 𝑏
𝜇=2 =𝑏
2 2𝜋

Mean =𝜇 = 𝑏

Variance of the Normal distribution:

Consider the Normal distribution with b, 𝜎 as the parameters .Then

1 𝑥 −𝜇 2
1 −2
𝑁 𝜇, 𝜎 = 𝑓 𝑥 = 𝑒 𝜎
𝜎 2𝜋

2
The mean 𝜎 = 𝐸 𝑥 − 𝜇 is given by

1 𝑥 −𝑏 2
∞ 2 ∞ 2 1 −2
𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 = −∞
𝑥−𝑏 𝑓 𝑥 𝑑𝑥 = −∞
𝑥−𝑏 𝑒 𝜎 𝑑𝑥
𝜎 2𝜋

25
 1 𝑥 −𝑏 2
1 ∞ 2 −
= −∞
𝑥−𝑏 𝑒 2 𝜎 𝑑𝑥 ------- (1)
𝜎 2𝜋

𝑥−𝑏 𝑑𝑥
𝑝𝑢𝑡 𝑧 = ⇒ 𝑑𝑧 = ⇒ 𝑑𝑥 = 𝜎 𝑑𝑧 and 𝑥 − 𝑏 = 𝜎 𝑧
𝜎 𝜎

∞ 𝑧2
1
From (1) 𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 = −∞
𝜎𝑧 2
𝑒− 2 𝜎 𝑑𝑧
𝜎 2𝜋

𝑧2
𝜎3 ∞
= −∞
𝑧 2
𝑒− 2 𝑑𝑧
𝜎 2𝜋

𝑧2
𝜎3 ∞
= −∞
𝑧 2
𝑒− 2 𝑑𝑧
𝜎 2𝜋

𝑧2
2 −
𝑆𝑖𝑛𝑐𝑒 𝑧 𝑒 2 𝑖𝑠 𝑎𝑛 𝑒𝑣𝑒𝑛 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛

𝑧2
𝜎2 ∞
𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 = 2 0
𝑧 2
𝑒− 2 𝑑𝑧
2𝜋

𝑧2 𝑑𝑡
𝑝𝑢𝑡 = 𝑡 ⇒ 𝑧 𝑑𝑧 = 𝑑𝑡 ⇒ 𝑑𝑧 = and 𝑧 = 2 𝑡
2 𝑧

𝜎2 ∞ 𝑑𝑡
𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 = 2 0
2 𝑡 𝑒− 𝑡
2𝜋 2 𝑡

4 𝜎2 ∞
= 0
𝑡 1/2 𝑒 − 𝑡 𝑑𝑡
2 𝜋 2

3
4 𝜎2 ∞
= 0
𝑡 2−1 𝑒 − 𝑡 𝑑𝑡
2 𝜋

3
2 𝜎2 ∞
= 0
𝑡 2−1 𝑒 − 𝑡 𝑑𝑡
𝜋

2 𝜎2 3
= Г( )
𝜋 2

𝜎2 3 2 𝜎2 1
𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 = Г = 𝜋
𝜋 2 𝜋 2

𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 = 𝜎 2
26
Characteristics of the Normal distribution and Normal Curve:

(i) The Normal curve is bell shaped

(ii) The Normal curve is symmetrical about Y- axis
(iii) For Norma distribution mean = median = mode
(iv) The area under the normal curve is one.
(v) Area property
x−μ
a) 𝑃(𝜇 − 1.96 𝜎 ≤ x ≤ 𝜇 + 1.96 𝜎 ) = 𝑃(−1.96 ≤ ≤ 1.96 )= 0.95
σ
x−μ
b) 𝑃(𝜇 − 2.33 𝜎 ≤ x ≤ 𝜇 + 2.33 𝜎 ) = 𝑃(−2.33 ≤ ≤ 2.33 )= 0.98
σ
x−μ
c) 𝑃(𝜇 − 2.58 𝜎 ≤ x ≤ 𝜇 + 2.58 𝜎 ) = 𝑃(−2.58 ≤ ≤ 2.58 )= 0.99
σ
x−μ
d) 𝑃(𝜇 − 3 𝜎 ≤ x ≤ 𝜇 + 3 𝜎 ) = = 𝑃(−3 ≤ ≤ 3 )= 1
σ
x−μ
let z =
σ
1. 𝑃(−1.96 ≤ z ≤ 1.96 )= 0.95
2. 𝑃(−2.33 ≤ z ≤ 2.33 )= 0.98
3. 𝑃(−2.58 ≤ z ≤ 2.58 )= 0.99
4. 𝑃(−3 ≤ z ≤ 3 𝜎 )= 1

Normal Curve

27
Examples:

1. If X is a normal variate, find the area A

i) to the left of z = – 1.78
ii) to the right of z = – 1.45
iii) corresponding to –0.8 ≤ z ≤ 1.53
iv) to the left of z = – 2.52 and to the right of z = 1.83

Solution:

i) to the left of z = – 1.78

The area A = 0.5 – Area ( 0 to -1.78)

= 0.5– Area ( 0 to -1.78)= 0.5-0.4625= 0.0375

ii) to the right of z = – 1.45

The area A = 0.5 + Area ( 0 to -1.45)

= 0.5– Area ( 0 to 1.45)= 0.5+0.4265 = 0.9265

28
iii) corresponding to –0.8 ≤ z ≤ 1.53

The area A = Area (0 to -0.8) + Area (0 to 1.53)

= Area (0 to 0.8) + Area (0 to 1.53) = 0.4370+0.2881=0.7251

iv) to the left of z = – 2.52 and to the right of z = 1.83

The area A = [0.5 – Area (0 to -2.52)] + [0.5 – Area (0 to 1.83)]

= [0.5 – 0.4941] + [0.5 – 0.4664]

= [0.0059] + [0.0336] = 0.0395

29
2. If X is a normal variate with mean 30 and standard deviation 5.
Find the probability that (𝒊) 𝟐𝟔 ≤ 𝑿 ≤ 𝟒𝟎 (ii) 𝒙 ≥ 𝟒𝟓
(iii) |𝒙 − 𝟑𝟎| ≥ 𝟓

𝑥− 𝜇
Solution: Given that 𝜇 = 30 𝑎𝑛𝑑 𝜎 = 5. 𝑙𝑒𝑡 𝑧 = 𝜎

(𝒊) 𝟐𝟔 ≤ 𝑿 ≤ 𝟒𝟎

26 − 30
When x = 26 ⇒ 𝑧 = = −0.8
5

40− 30
When x = 40 ⇒ 𝑧 = =2
5

∴ 𝑃 26 ≤ 𝑥 ≤ 40 = 𝑃 −0.8 ≤ 𝑧 ≤ 2

∴ 𝑃 26 ≤ 𝑥 ≤ 40 = 𝑃 0 ≤ 𝑧 ≤ −0.8 + 𝑃 0 ≤ 𝑧 ≤ 2

∴ 𝑃 26 ≤ 𝑥 ≤ 40 = 𝑃 0 ≤ 𝑧 ≤ 0.8 + 𝑃 0 ≤ 𝑧 ≤ 2

= 0.281 + 0.4772 = 0.7653

45 − 30
(ii) 𝑿 ≥ 𝟒𝟓 When x = 45 ⇒ 𝑧 = =3
5

∴ 𝑃 𝑋 ≥ 45 = 𝑃 𝑧 ≥ 3 = 0.5 − 𝑃 0 ≤ 𝑧 ≤ 3 = 0.5 − 0.4987 = 0.0013

30
(iii) |𝒙 − 𝟑𝟎| ≥ 𝟓 ⇒ 𝑷 𝒙 − 𝟑𝟎 ≥ 𝟓 = 𝟏 − 𝑷 𝒙 − 𝟑𝟎 ≤ 𝟓

𝑃 𝑥 − 30 ≤ 5 ⇒ 𝑃 −5 ≤ 𝑥 − 30 ≤ 5 ⇒ 𝑃 25 ≤ 𝑥 ≤ 35

𝑃 25 ≤ 𝑥 ≤ 35

25 − 30
When x = 25 ⇒ 𝑧 = = −1
5

35− 30
When x = 35 ⇒ 𝑧 = =1
5

𝑃 25 ≤ 𝑥 ≤ 35 = 𝑃 −1 ≤ 𝑧 ≤ 1 = 2𝑃 0 ≤ 𝑧 ≤ 1 = 2(0.3413)

𝑃 25 ≤ 𝑥 ≤ 35 = 0.6826

𝑃 𝑥 − 30 ≥ 5 = 1 − 𝑃 𝑥 − 30 ≤ 5 = 1 − 0.6826 = 0.3174

3. In a sample of 1000 students, the mean a certain test is 14 and

standard deviation is 2.5. Assuming the distribution to be normal, find

(i) How many students score between 12 and 15?

(ii) How many students score above 18?
(iii) How many students score bellow 18?
𝑥− 𝜇
Solution: Given that 𝜇 = 14 𝑎𝑛𝑑 𝜎 = 2.5. 𝑙𝑒𝑡 𝑧 =
𝜎

𝒊 𝑷(𝟏𝟐 ≤ 𝑿 ≤ 𝟏𝟓)

12 − 14
When x = 12 ⇒ 𝑧 = = −0.8
2.5
15− 14
When x = 15 ⇒ 𝑧 = = 0.4
2.5

31
∴ 𝑃 12 ≤ 𝑥 ≤ 15 = 𝑃 −0.8 ≤ 𝑧 ≤ 0.4

∴ 𝑃 12 ≤ 𝑥 ≤ 15 = 𝑃 0 ≤ 𝑧 ≤ −0.8 + 𝑃 0 ≤ 𝑧 ≤ 0.4

∴ 𝑃 12 ≤ 𝑥 ≤ 15 = 𝑃 0 ≤ 𝑧 ≤ 0.8 + 𝑃 0 ≤ 𝑧 ≤ 0.4

= 0.1554 + 0.0.2881 = 0.4435

∴ The number of students scores between 12 and 15

= 0.4435 × 1000 = 443.5 = 444 (approximately)

𝒊𝒊 𝑷(𝑿 ≤ 𝟏𝟖)

18 − 14
When x = 18 ⇒ 𝑧 = = 1.6
2.5

∴ 𝑃 𝑋 ≤ 18 = 0.5 + 𝑃 0 ≤ 𝑧 ≤ 1.6

∴ 𝑃 𝑋 ≤ 18 = 0.5 + 𝑃 0 ≤ 𝑧 ≤ 1.6 = 0.5 + 0.4452 = 0.9452

∴ The number of students scores bellow 18

= 0.9452 × 1000 = 945.2 = 945 (approximately)

𝑷(𝑿 ≥ 𝟏𝟖)

18 − 14
When x = 18 ⇒ 𝑧 = = 1.6
2.5

∴ 𝑃 𝑋 ≥ 18 = 0.5 − 𝑃 0 ≤ 𝑧 ≤ 1.6

∴ 𝑃 𝑋 ≥ 18 = 0.5 − 𝑃 0 ≤ 𝑧 ≤ 1.6 = 0.5 − 0.4452 = 0.0548

∴ The numbers of student’s scores above 18

= 0.0548 × 1000 = 54.8 = 55 (approximately)

32
4. If the masses of 300 students are normally distributed with
mean 68 kgs and standard deviation 3 kgs, how many students
have masses
(i) Greater than 72 kg
(ii) Less than are equal to 64 kg
(iii) Between 65 and 71 kg inclusive

𝑥− 𝜇
Solution: Given that 𝜇 = 68 𝑎𝑛𝑑 𝜎 = 3. 𝑙𝑒𝑡 𝑧 =
𝜎

72 − 68
𝒊 𝑷(𝑿 ≥ 𝟕𝟐) When x = 72 ⇒ 𝑧 = = 1.33
3

∴ 𝑃 𝑋 ≥ 72 = 𝑃 𝑧 ≥ 1.33 = 0.5 − 𝑃 0 ≤ 𝑧 ≤ 1.33

∴ 𝑃 𝑋 ≥ 18 = 0.5 − 𝑃 0 ≤ 𝑧 ≤ 1.33 = 0.5 − 0.4082 = 0.0918

∴ The number of students with more than 72 kgs

= 0.0918 × 300 = 27.54 = 28 (approximately)

64 − 68
𝒊 𝑷(𝑿 ≤ 𝟔𝟒) When x = 64 ⇒ 𝑧 = = −1.33
3

∴ 𝑃 𝑋 ≤ 64 = 𝑃 𝑧 ≤ 1.33 = 0.5 + 𝑃 0 ≤ 𝑧 ≤ 1.33

∴ 𝑃 𝑋 ≤ 64 = 0.5 + 𝑃 0 ≤ 𝑧 ≤ 1.33 = 0.5 + 0.4082 = 0.9082

∴ The number of students with less than 64 kgs

= 0.9082 × 300 = 272.46 = 272 (approximately)

33
 𝒊𝒊𝒊 𝑷(𝟔𝟓 ≤ 𝑿 ≤ 𝟕𝟏)

65 − 68
When x = 65 ⇒ 𝑧 = = −1
3
71− 68
When x = 71 ⇒ 𝑧 = =1
3

∴ 𝑃 65 ≤ 𝑥 ≤ 71 = 𝑃 −1 ≤ 𝑧 ≤ 1

∴ 𝑃 65 ≤ 𝑥 ≤ 71 = 𝑃 −1 ≤ 𝑧 ≤ 1 = 2𝑃 0 ≤ 𝑧 ≤ 1

∴ 𝑃 65 ≤ 𝑥 ≤ 71 = 2𝑃 0 ≤ 𝑧 ≤ 1 = 2 0.3413 = 0.6826

∴ The number of students between 65 and 71 kgs

= 0.6826 × 300 = 204.78 = 205 (approximately)

5. In a test on 2000 electrical bulbs, it was found that the life of a

particular make was normally distributed with an average life of
2040 hours and standard deviation of 60 hours. Estimate the
number of bulbs likely to burn for
(i) more than 2150 hrs
(ii) Less than 1950 hrs
(iii) more than 1920 hrs but less than 2160 hrs.
𝑥− 𝜇
Solution: Given that 𝜇 = 2040 𝑎𝑛𝑑 𝜎 = 60. 𝑙𝑒𝑡 𝑧 =
𝜎
2150 − 2040
𝒊 𝑷(𝑿 ≥ 𝟐𝟏𝟓𝟎) When x = 2150 ⇒ 𝑧 = = 1.83
60

∴ 𝑃 𝑋 ≥ 2150 = 𝑃 𝑧 ≥ 1.83 = 0.5 − 𝑃 0 ≤ 𝑧 ≤ 1.83

∴ 𝑃 𝑋 ≥ 2150 = 0.5 − 𝑃 0 ≤ 𝑧 ≤ 1.83 = 0.5 − 0.4664 = 0.0336
∴ The number of bulbs expected to burn for more than 2150 hrs
= 0.0336 × 2000 = 67.20 = 67 (approximately)

34
 1950 − 2040
𝒊 𝑷(𝑿 ≤ 𝟏𝟗𝟓𝟎) When x = 1950 ⇒ 𝑧 = = −1.5
60

∴ 𝑃 𝑋 ≤ 1950 = 𝑃 𝑧 ≤ 1.5 = 0.5 + 𝑃 0 ≤ 𝑧 ≤ 1.5

∴ 𝑃 𝑋 ≤ 64 = 0.5 − 𝑃 0 ≤ 𝑧 ≤ 1.5 = 0.5 + 0.4082 = 0.9332

∴ The number of bulbs expected to burn less than 1950 hrs

= 0.9332 × 2000 = 1866.4 = 1866 (Approximately)

𝒊𝒊𝒊 𝑷 (𝟏𝟗𝟐𝟎 ≤ 𝑿 ≤ 𝟐𝟏𝟔𝟎)

1920 − 2040
When x = 1920 ⇒ 𝑧 = = −2
60
2160 − 2040
When x = 2160 ⇒ 𝑧 = =2
60

∴ 𝑃 1920 ≤ 𝑥 ≤ 2160 = 𝑃 −2 ≤ 𝑧 ≤ 2

∴ 𝑃 1920 ≤ 𝑥 ≤ 2160 = 𝑃 −2 ≤ 𝑧 ≤ 2 = 2𝑃 0 ≤ 𝑧 ≤ 2

∴ 𝑃 1920 ≤ 𝑥 ≤ 2160 = 2𝑃 0 ≤ 𝑧 ≤ 2 = 2 0.4772 = 0.9544

∴ The number of bulbs expected to burn for more than 1920 but less
than 2160 hrs = 0.9544 × 2000 = 1908.8 = 1909 (approximately)

6. In a normal distribution 31% of the items are under 45 and

5% items are over 64. Find the mean standard deviation of the
distribution.

Solution: Let X be the continuous random variable. Let μ be the mean

and σ the standard deviation of the distribution.

Given that 𝑃 𝑋 < 45 = 0.31 and 𝑃 𝑋 > 64 = 0.08

35
 45− 𝜇
When X = 45 𝑙𝑒𝑡 𝑧 = = −𝑧1 (𝑠𝑎𝑦)
𝜎
64− 𝜇
When X = 64 𝑙𝑒𝑡 𝑧 = = 𝑧2 (𝑠𝑎𝑦)
𝜎

∴ 𝑃 0 < 𝑧 < 𝑧1 = 0.19 = −0.5 (From table)

∴ 𝑃 0 < 𝑧 < 𝑧2 = 0.42 = 1.4 (From table)

45− 𝜇 45− 𝜇
𝜎
= −𝑧1 ⇒ 𝜎
= −0.5

⇒ 45 − 𝜇 = −0.5 𝜎 ----- - (1)

64− 𝜇 64− 𝜇
𝜎
= 𝑧2 ⇒ 𝜎
= 1.4

⇒ 64 − 𝜇 = 1.4 𝜎 --------- (2)

Solving equations (1) and (2), we get

(2) – (1) ⇒ 64 − 𝜇 − 1.4 𝜎 − 45 + 𝜇 − 0.5 𝜎 = 0
19
⇒ 19 − 1.9 𝜎 = 0 ⇒ 1.9 𝜎 = 19 ⇒ 𝜎 = = 10
1.9

From (2) ⇒ 64 − 𝜇 = 1.4 (10) ⇒ 64 − 𝜇 = 14 ⇒ 𝜇 = 50

∴ 𝝁 = 𝟓𝟎 & 𝝈 = 𝟏𝟎

36
7. Find the mean standard deviation of the normal distribution
which 7% of the items are under 35 and 89% are under 63.
Solution: Let X be the continuous random variable. Let μ be the
mean and σ the standard deviation of the distribution.

Given that 𝑃 𝑋 < 35 = 0.07 and 𝑃 𝑋 < 63 = 0.89

35− 𝜇
When X = 35, 𝑙𝑒𝑡 𝑧 = = −𝑧1 (𝑠𝑎𝑦)
𝜎

63− 𝜇
When X = 63, 𝑙𝑒𝑡 𝑧 = = 𝑧2 (𝑠𝑎𝑦)
𝜎

∴ 𝑃 0 < 𝑧 < 𝑧1 = 0.43 = −1.48 (From table)

∴ 𝑃 0 < 𝑧 < 𝑧2 = 0.39 = 1.23 (From table)

35− 𝜇 35− 𝜇
𝜎
= −𝑧1 ⇒ 𝜎
= −1.48

⇒ 35 − 𝜇 = −1.48 𝜎 ------ (1)

63− 𝜇 63− 𝜇
𝜎
= 𝑧2 ⇒ 𝜎
= 1.23

⇒ 63 − 𝜇 = 1.23 𝜎 --------- (2)

Solving equations (1) and (2), we get

37
 (2) – (1) ⇒ 63 − 𝜇 − 1.23 𝜎 − 35 + 𝜇 − 1.48 𝜎 = 0

28
⇒ 28 − 2.71 𝜎 = 0 ⇒ 2.71 𝜎 = 28 ⇒ 𝜎 = = 10.332
2.71

∴ 𝝈 = 𝟏𝟎. 𝟑𝟑𝟐
From (2) ⇒ 63 − 𝜇 = 1.23 (10.332) ⇒ 63 − 𝜇 = 12.708 ⇒ 𝜇 = 50.292

∴ 𝝁 = 𝟓𝟎. 𝟐𝟗𝟐 & 𝝈 = 𝟏𝟎. 𝟑𝟑𝟐

8. Suppose 10% of the probability for a normal distribution is
below 35 and 5% above 90. Find the mean standard deviation
of the distribution.

Solution: Let X be the continuous random variable. Let μ be the mean

and σ the standard deviation of the distribution.

Given that 𝑃 𝑋 < 35 = 0.1 and 𝑃 𝑋 > 90 = 0.05

35− 𝜇
When X = 35, 𝑙𝑒𝑡 𝑧 = = −𝑧1 (𝑠𝑎𝑦)
𝜎

90− 𝜇
When X = 90, 𝑙𝑒𝑡 𝑧 = = 𝑧2 (𝑠𝑎𝑦)
𝜎

∴ 𝑃 0 < 𝑧 < 𝑧1 = 0.40 = −1.3 (From table)

∴ 𝑃 0 < 𝑧 < 𝑧2 = 0.45 = 1.65 (From table)

38
 35− 𝜇 35− 𝜇
= −𝑧1 ⇒ = −1.3
𝜎 𝜎

⇒ 35 − 𝜇 = −1.3 𝜎 ------ (1)

90− 𝜇 90− 𝜇
𝜎
= 𝑧2 ⇒ 𝜎
= 1.65

⇒ 90 − 𝜇 = 1.65 𝜎 --------- (2)

Solving equations (1) and (2), we get

(2) – (1) ⇒ 90 − 𝜇 − 1.65 𝜎 − 35 + 𝜇 − 1.3 𝜎 = 0

55
⇒ 55 − 2.95 𝜎 = 0 ⇒ 2.95 𝜎 = 55 ⇒ 𝜎 = = 18.644
2.95

From (2) ⇒ 90 − 𝜇 = 1.65 (18.644) ⇒ 90 − 𝜇 = 30.7627 ⇒ 𝜇 = 59.237

∴ 𝝁 = 𝟓𝟗. 𝟐𝟑𝟕 & 𝝈 = 𝟏𝟖. 𝟔𝟒𝟒

9. The marks obtain in statistics in a certain examination found to
be normally distributed. If 15% of the student’s ≥ 60 marks,
40% of the students < 30 marks, find the mean standard
deviation of the distribution.

Solution: Let X be the continuous random variable. Let μ be the mean

and σ the standard deviation of the distribution.

Given that 𝑃 𝑋 < 30 = 0.4 and 𝑃 𝑋 ≥ 60 = 0.15

35− 𝜇
When X = 30, 𝑙𝑒𝑡 𝑧 = = −𝑧1 (𝑠𝑎𝑦)
𝜎

60− 𝜇
When X = 60, 𝑙𝑒𝑡 𝑧 = = 𝑧2 (𝑠𝑎𝑦)
𝜎

39
∴ 𝑃 0 < 𝑧 < 𝑧1 = 0.1 = −0.25 (From table)

∴ 𝑃 0 < 𝑧 < 𝑧2 = 0.35 = 1.04 (From table)

30− 𝜇 30− 𝜇
𝜎
= −𝑧1 ⇒ 𝜎
= −0.25

⇒ 30 − 𝜇 = −0.25 𝜎 ------ (1)

60− 𝜇 60− 𝜇
= 𝑧2 ⇒ = 1.04
𝜎 𝜎

⇒ 60 − 𝜇 = 1.04 𝜎 --------- (2)

Solving equations (1) and (2), we get

(2) – (1) ⇒ 60 − 𝜇 − 1.04 𝜎 − 30 + 𝜇 − 0.25 𝜎 = 0

30
⇒ 30 − 1.29 𝜎 = 0 ⇒ 1.29 𝜎 = 30 ⇒ 𝜎 = = 23.255
1.29

From (2) ⇒ 60 − 𝜇 = 1.04 (23.255) ⇒ 60 − 𝜇 = 24.185 ⇒ 𝜇 = 35.815

∴ 𝝁 = 𝟑𝟓. 𝟖𝟏𝟓 & ∴ 𝝈 = 𝟐𝟑. 𝟐𝟓𝟓

40
10. The marks obtain in mathematics by 1000 students is
normally distributed with mean 78% and standard deviation
11%. Determine
(i) How many students got marks above 90%
(ii) What was the highest mark obtained by the lowest 10% of
the students?
(iii) Within what limits did the middle of 90% of students lie.

Solution: Let X be the continuous random variable. Let μ be the mean

and σ the standard deviation of the distribution.
𝑥− 𝜇
Given that 𝜇 = 0.78 𝑎𝑛𝑑 𝜎 = 0.11. 𝑙𝑒𝑡 𝑧 =
𝜎

0.9 – 0.78
𝒊 𝑷(𝑿 ≥ 𝟎. 𝟗) When x = 0.9 ⇒ 𝑧 = = 1.09 = 𝑧1
0.11

∴ 𝑃 𝑋 ≥ 0.9 = 𝑃 𝑧 ≥ 1.09 = 0.5 − 𝑃 0 ≤ 𝑧 ≤ 1.09

∴ 𝑃 𝑋 ≥ 0.9 = 0.5 − 𝑃 0 ≤ 𝑧 ≤ 1.09 = 0.5 − 0.3621 = 0.1379
∴ The number of students with marks more than 90%
= 0.1379 × 1000 = 137.9 = 138 (approximately)

(iii) The 0.1 area to the left of the z corresponding to the lowest 10%
of the students

41
 0.4 = 0.5 − 0.1 = 0.5 − 𝑎𝑟𝑒𝑎 𝑓𝑟𝑜𝑚 0 𝑡𝑜 𝑧1
𝑧1 = −1.28 (From tables)
𝑥−𝜇 𝑥 – 0.78
𝑧1 = −1.28 = = ⇒ 𝑥 – 0.78 = −1.28 (0.11)
𝜎 0.11

⇒ 𝑥 – 0.78 = −0.140 ⇒ 𝑥 = 0.6392

Hence the highest mark obtained by the lowest 10% of the students

= 0.6392 × 100 = 63.9 = 64%

Middle 90% correspond to 0.9 area, leaving 0.05 area on both sides .
Then the corresponding z’s are ±1.64. (Since if the area from 0 to z is
0.45, then 𝑧 = 1.64)

𝑥1− 𝜇 𝑥 1 − 0.78
𝑧1 = −1.64 = ⇒ −1.64 = ⇒ 𝑥1 − 0.78 = −1.64(0.11)
𝜎 0.11

⇒ 𝑥1 − 0.78 = −0.1804 ⇒ 𝑥1 = 0.5996 = 59.96% = 60%

𝑥2 − 𝜇 𝑥2 − 0.78
𝑧1 = 1.64 = ⇒ 1.64 = ⇒ 𝑥2 − 0.78 = 1.64(0.11)
𝜎 0.11

⇒ 𝑥2 − 0.78 = 0.1804 ⇒ 𝑥2 = 0.9604 = 96.04% = 96%

Thus the middle 90% have marks in between 60 to 96.

42