Distributions

Binomial Distribution BIPARAMETRIC

Mean and Variance
E(X)= ∑ 𝑷
=∑ 𝐶 𝑝 𝑞
=∑ 𝐶 𝑝 𝑞
!
=∑ ! !
𝑝 𝑞
!
= ∑
! !
𝑝 𝑞

S b e, -1=
!
We ge , E(X)= ∑ 𝑝 𝑞
! !

!
= ∑
! !
𝑝 𝑞

= 𝑝 𝑞
=
V(X)= 𝐸 𝑥 𝐸 𝑥 =𝐸 𝑥 𝑛𝑝
W e e, 𝐸 𝑥 =∑ 𝐶 𝑝 𝑞
=∑ 𝐶 𝑝 𝑞 +∑ 𝐶 𝑝 𝑞
!
=∑ ! !
𝑝 𝑞 +
!
=𝑛 𝑛 1 𝑝 ∑ 𝑝 𝑞 +
! !

S b e, -2=
!
=𝑛 𝑛 1 𝑝 ∑ ! !
𝑝 𝑞 +

=𝑛 𝑛 1 𝑝 𝑝 𝑞 +
=𝑛 𝑛 1 𝑝 +
V(X)= 𝐸 𝑥 𝐸 𝑥 =𝑛 𝑛 1 𝑝 + 𝑛𝑝
V(X)=

Problems
. Six coins are tossed. Find the probability of getting:
a Exactly heads --------P X -------- /
b At least heads -------P 𝑋 3 ----- /
c At most heads -------P 𝑋 3 -- -- /
d At least head ---------P 𝑋 1 -P zero heads
Ans: n X: number of heads
p: getting head
q: getting tail
. What is the probability of getting a at least once in throws of a fair die.
Ans: n X: number of times obtained
P 𝑋 1 ------------ /
 p: getting six /
q: not getting six /
. A fair die is thrown times. What is the expected number of sixes.
Ans: n X: number of times obtained
E x np
. A die is thrown times. Find the probability that appears.
i. Two times……….P X .
ii. At least times ……….P X 7 .
iii. Exactly one time ……..P X .
. Two percent fuses manufactured by company are defective. Find the probability that a box containing
fuses contains.
i. NO defective …………P X .
ii. or more defective……….P or more - P , , .
. Find the probability in a family of children there will be at least one boy by assuming that probability of
male birth is ……….P At least - P NO boy
. A family has children. Find the probability that there are fewer boys than girls.
Ans: n and X- number of boys can take the values , , or
. The sum and product of mean and variance of binomial distribution are and . Find the distribution.
Solution: np npq
np.npq
q and .
not possible therefore q . hence p .
We have np.npq therefore n
The binomial distribution Cx 0.5 0.5
. Numbers are selected at random one at a time from the two digit numbers , ,…, with replacement. An
event occurs iff the product of the two digits of selected number is . If numbers are selected find the
probability that the event occurs at least times.
Solution: n
p / and q /
P𝑋 3 /
. A perfect die is tossed times in sets of the occurrence of and is called a success. How many times
do you expect to get success.
Solution:
p / and q / and n
P success C / / .
E success x . .
. Suppose that the probability for A to win a game of tennis against B is . . A has an option of playing either a
best of games or a best of games. Which option A should choose so that his probability of winning is
greater.
Solution:
X: number of games A wins against B
P . and q o.
When n
P𝑋 2 .
When n
P𝑋 3 .
. An aircraft knows that of the people making reservation on a certain flight will not show up.
Consequently, their policy is to sell tickets for the flight that can only hold passengers. What is the
probability that there will be a seat available for every passenger who turns up?
Solution: n
X: number of passengers who won’t turn up
p passenger will not turn up .
q .
P𝑋 2 - PX PX .
Poisson s Distribution UNIPARAMETRIC

Theorem Let X be a binomial random variable with parameters n, p and pdf P X x nC

x 𝑝 𝑞 . Suppose
n ; np 𝛼 then lim 𝑃 𝑋 𝑥 !
is a Poisson’s distribution with parameter 𝛼.
→

Proof: General expression for binomial distribution is P X nC 𝑝 𝑞

x

nC 𝑝 1 𝑝
x

…
𝑝 1 𝑝
!

…
Let 𝑛𝑝 𝛼 1
!

1. 1 1 … 1
!

Let n and 𝛼 𝑛𝑝

𝛼
𝛼 1 𝑥 1 1
lim 𝑃 𝑋 𝑥 lim 1. 1 … 1 𝑛
→ → 𝑥! 𝑛 𝑛 𝛼
1
𝑛
𝛼 𝑒
lim 𝑃 𝑋 𝑥
→ 𝑥!

Mean and Variance

EX ∑ 𝑷
∑
!
∑
!

𝛼𝑒 ∑
!
Substitute, x- s
𝛼𝑒 ∑ !
𝛼𝑒 𝑒 𝛼
Therefore,
EX 𝛼
VX 𝐸 𝑥 𝐸 𝑥 𝐸 𝑥 𝛼
𝐸 𝑥 ∑
!
𝛼∑ !
 Substitute, x- s
𝑒 𝛼
𝐸 𝑥 𝛼
𝑠!
𝛼∑ !
𝛼𝑒 ∑
!
𝛼 𝑒 ∑ 𝛼𝑒 𝑒
!
𝛼 𝛼
Therefore,
VX 𝐸 𝑥 𝐸 𝑥 𝛼

Problems
a of fuses manufactured by a company are defective. Find the probability that a box having fuses
contains.
i. No defective fuse.
ii. or more defective fuses.
Solution:
𝛼 𝑛𝑝
n , p . , q . . Therefore, 𝛼 4.
i. PX .
ii. 𝑃 𝑋 3 0.769

b A pot has of defective items. What should be the number of items such that the probability of finding at
least defective item is at least . .
Solution:
n ? p . and q .
P 𝑥 1 0.95
-P x 0.95
Px .
Px .
𝑒 𝛼 0.05
𝑒 0.05
𝑛 29.95
c Suppose that a container contains , particles. The probability that such a particle escapes from the
container equals . . What is the probability that more than such escape occurs.
Solution:
X: number of particle escapes
n , p . and 𝛼 4
P 𝑋 5 1 𝑃 𝑋 5 1 ∑
!
d X is a Poisson’s variable and it’s found that the probability that X is two third of the probability that X .
Find the probability that X and X . What is the probability that X exceeds ?
Solution: P X / PX
4
𝛼
3
PX .
PX ……….
PX …………
e An insurance company has discovered that only about . of the population is limited in a certain type of
accidents each year. If its policy holders were randomly selected from the population. What is the
probability that not more than of the clients are involved in such accidents each year.
Solution:
 X: number of clients involved in accidents
p . n 𝛼 10
P𝑋 5 .
f Suppose that a book of pages contains typographical errors. If these errors are randomly distributed
throughout the book, what is the probability that pages selected at random will be errorfree.
Solution:
X: number of errors
n
p /
𝛼 0.735

PX .

g Probability that an individual suffers a bad reaction from an injection is . . Find the probability that out of
individuals i exactly ii not more than suffer from bad reaction.

Continuous Distributions
E ponential Distribution UNIPARAMETRIC

T fa fd b c a ac e ed b a g e a a e e , c ca ed e a e. I e ,
ca be g fa e a a e fa e a e f a de ce a a e ,g e a e de ce a
ed .T ee e a d b ca ed de e e a be ee a d
e e .
E a e :
a. T e e g f e be ee e e e ca
b. T e e g f e be ee a a a a e ce a
c. T e fe e f e ec cc e , .e., a e fa e e.

Mean and Variance

𝐸 𝑋 𝑥 𝑓 𝑥 𝑑𝑥

𝐸 𝑋 𝑥 𝜆𝑒 𝑑𝑥

𝑒 𝑒 1
𝜆 𝑥
𝜆 𝜆 𝜆
1
𝑆𝑖𝑚𝑖𝑙𝑎𝑟𝑙𝑦, 𝑉 𝑋
𝜆
Gamma Distribution
Ac a d a ab e X ad a e a ga ad b aa ee 𝛼 0a d >0,
a X∼G(𝛼 , ) , f PDF g e b

Note: When we sub r in gamma distribution we get exponential distribution.

Mean and Variance

𝐸 𝑋 𝑥 𝑓 𝑥 𝑑𝑥

𝑥 𝑒 𝛼
𝐸 𝑋 𝑥 𝑑𝑥
Γ 𝑟
Multiply and divide by "𝛼 𝑟"
𝐸 𝑋 ∫ 𝑑𝑥 where ∫ 𝑑𝑥 1 𝑏𝑒𝑖𝑛𝑔 𝑎 𝑝𝑑𝑓 𝑜𝑓 𝐺𝑎𝑚𝑚𝑎 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛
𝑟
𝐸 𝑋
𝛼
VX 𝐸 𝑥 𝐸 𝑥
∞

𝐸 𝑥 𝑥2 𝑓 𝑥 𝑑𝑥
∞
∞
2
𝑥𝑟 1
𝑒 𝛼𝑥
𝛼𝑟
𝐸 𝑥 𝑥 𝑑𝑥
Γ 𝑟
0
Multiply and divide by "𝛼 𝑟 𝑟 1 "

𝑟 𝑟 1 ∞ 𝑥𝑟 1 𝑒 𝛼𝑥 𝛼𝑟 2
𝐸 𝑥 𝛼2
∫0 Γ 𝑟 2
𝑑𝑥

where ∫ 𝑑𝑥 1 𝑏𝑒𝑖𝑛𝑔 𝑎 𝑝𝑑𝑓 𝑜𝑓 𝐺𝑎𝑚𝑚𝑎 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛

Therefore,

VX

To check the pdf defined is valid:

𝑓 𝑥 0
∫ 𝑓 𝑥 𝑑𝑥 ∫ 𝑓 𝑥 𝑑𝑥 ∫ 𝑑𝑥
𝑠𝑢𝑏𝑠𝑡𝑖𝑡𝑢𝑡𝑒, 𝛼𝑥 𝑣
𝛼 𝑣
𝑒 1/𝛼 𝑑𝑣
Γ 𝑟 𝛼

∫ 𝑣 𝑒 𝑑𝑣
1
 Problems
. The number of road accidents per day in a city is following a gamma distribution with an average of and
variance of . Find the probability that there will be i more than accidents ii between to in a
day.
Solution: and 18 → r and 𝛼
/
/
PX ∫ 𝑑𝑥 / 11𝑒 1

. The daily consumption of electric power is in million Kw in a certain city is a random variable x having the

pdf f x 𝑥𝑒 0 𝑥
. Find the probability that the power supply is inadequate on
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
any given date if the daily capacity of the power plant is million Kw.
Solution: P x ∫ 𝑥𝑒 𝑑𝑥
Note: V X 18

. If X has the pdf f x 𝑥𝑒 0 𝑥 ∞ . Find the mean and variance.

0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
. Solution:
𝐸 𝑋 and V X
We have, r- i.e r and 𝛼𝑥 𝑖. 𝑒 𝛼
𝐸 𝑋 4 and V X

. The amount of time required to repair a TV is exponentially distributed with mean 2. Find i the
probability that the required time exceeds 2 hours. ii The conational probability that the required
time taken at least 10 hours given that already 9 hours have been spent on repairing the TV.
Solution: E X 2 λ 0.5

fx e 0 x
0 otherwise
i PX /e
∩|
ii 𝑃 𝑋 10 |𝑥 9 𝑒
. If 𝑋 ~ 𝐸 𝜆 with P 𝑋 1 Px then find V X .
Solution: 𝛼 ln 2 therefore 𝑉 𝑋

Chi square Distribution

Special case of Gamma distribution: a d f c e ge d b .
Ac a d a ab e X ad a eac - a ed b f PDF g e b .

Mean and Variance

𝐸 𝑋 n and V X n
Normal Distribution Gaussian Distribution

To check the pdf defined is valid:

𝑓 𝑥 0

μ
1
𝑓 𝑥 𝑑𝑥 𝑒 2σ 𝑑𝑥
σ 2
Sub, 𝑧
1
𝑓 𝑥 𝑑𝑥 𝑒 𝑑𝑧
2
2
𝑓 𝑥 𝑑𝑥 𝑒 𝑑𝑧
2
2
𝑓 𝑥 𝑑𝑥 𝑒 𝑑𝑧
√

Sub, t

2
∫ 𝑓 𝑥 𝑑𝑥 ∫ 𝑑𝑡 1
√ √

Mean and Variance Pro e the follo ing

E X 𝜇 and V X 𝜎
Problem on Cheb she s Ineq ali :
The number of patients requiring ICU in a hospital is a random variable with mean and S.D . . Determine
minimum probability- that number of patients are between and .
Solution: 𝑃 8 𝑋 28 1
1
𝑃 𝜇 𝑘𝜎 𝑋 𝜇 𝑘𝜎 1
𝑘
𝜇 𝑘𝜎 8 therefore k
15
𝑃 8 𝑋 28
16
Standard normal distribution
The standard normal distribution, also called the z-distribution, is a special normal distribution where
the mean 𝜇 is 0 and the standard deviation 𝜎 is 1. The curve is symmetric about x 0. Denoted by 𝑍 ∼
𝑁 0, 1 .
Its PDF is,

ϕ z , -∞ z ∞
√
where, 𝑧 when 𝜇 is 0 and and 𝜎 is 1 z x.

Properties
1. Area under the curve is one.
2. P a x b is area under the curve from a to b.
3. Cdf of 𝑷
4. P Z
5. 𝑷 𝑷 1-P Z a 1-
6. 𝑃 𝑎 𝑥 𝑏 𝑃 𝑧

Problems
1. Suppose 𝑿~𝑵 , .𝑭
i P X 60
ii P 70 X 100
iii P X 65
Solution: 𝜇 75 and 𝜎 100.
Z and 𝑍 ∼ 𝑁 0, 1
i P X 60 P Z
P Z -1.5
𝜙 1.5
1 𝜙 1.5 1 0.9332 0.0668
ii P 70 X 100 P -0.5 z 2.5
𝜙 2.5 𝜙 0.5 𝜙 2.5 1 𝜙 0.5
0.9938-1 0.6915
0.6853
iii P X 65 0.1587

2. Suppose 𝑋~𝑁 2, 0.16 . 𝐹𝑖𝑛𝑑.

i 𝑃 𝑋 2.3 → 0.2266
ii 𝑃 1.8 𝑋 2.1 → 0.2902

3. Diameter of an electric cable is normally distributed with mean 0.8 and variance 0.0004. What is the
probability that the diameter exceeds 0.81 inches.
Solution:
𝜇 0.8 𝑎𝑛𝑑 𝜎 0.02
.
𝑃 𝑋 0.81 𝑃 𝑍 0.3085
4. 𝑋~𝑁 1, 4 , 𝐹𝑖𝑛𝑑 𝑃 |𝑥| 4 . 𝐴𝑛𝑠 0.073

5. 𝑋~𝑁 75, 25 . 𝐹𝑖𝑛𝑑 𝑃 𝑋 80|𝑋 77 . 𝐴𝑛𝑠: 0.4605

6. The height of 500 soldiers is found to have normal distribution. Of them 258 are found to be within 2c.m
of the mean height of 170c.m. Find the standard deviation of X.

Solution: 𝜇 170
X: height of soldiers
𝑋~𝑁 170, 𝜎
P 168 X 172 0.516
P Z 0.516
2
2𝜙 , 1.516
𝜎
2/𝜎 𝜙 0.758
2
0.7
𝜎
𝜎 2.857

7. In normal distribution 31% of item are 45 and 8% are over 64. Find mean and Standard distribution.
Solution: P X 45 0.31
P X 64 0.08
Simplifying, 45- 𝜇 -0.5𝜎
64 𝜇 1.41𝜎
Solving, 𝜇 49.97 𝑎𝑛𝑑 𝜎 9.94

8. Suppose X has 𝑁 3, 4 . Find “c” such that P 𝑋 𝑐 2𝑃 𝑋 𝑐 .

Ans: c 2.14

9. Suppose that the life span of two electronic device A and B have distribution N 40, 36 and N 45, 9 . If
the electronic device is to be used for 45 hours period which device is to be preferred. If it is used for 48
hours which device is to be preferred.
Solution:
Device A Device B
N 40 , 36 N 45 , 9
Mean 40 Mean 45
SD 6 SD 3
device A is to be used for a 45h period and device B is to be used for a 45 –h period.
above. 𝑃 𝑋 45 0.5
𝑃 𝑋 45 0.2025 0.5 0.2025 Hence Device B is better for 45
device A is to be used for a 48h period. hours.
𝑃 𝑋 48 0.0915
Device B is to be used for a 48 –h period.
𝑃 𝑋 48 0.1587
0.1587 0.0915
Hence Device B is better for 48 hours.
in Both cases Device B is better

10. In a normal distribution, 7% of the item are under 35 and 89% of the item are under 63. Find the mean
and variance of the distribution.
Solution: P X 35 0.07 and P X 65 0.89 gives 𝑋~𝑁 50, 100
11. Obtain the percentage of students who are graded A, B, C, D, E and F.

Solution:
P 𝑋 𝜇 𝜎 0.1587
P 𝜇 𝑋 𝜇 𝜎 0.3413
𝑃 𝜇 𝜎 𝑋 𝜇 0.3413
𝑃 𝜇 2𝜎 𝑋 𝜇 𝜎 0.1359
𝑃 𝑋 𝜇 2𝜎 0.0228

12. The monthly income of a group of 10,000 person were found to be normally distributed with mean 750
rupees and SD rupees 50. Show that of this group about 95% had income exceeding rupees 668 and
only 5% had income exceeding rupees 832. What was the lowest income among the richest 100?
Solution:
X: Monthly income of a group
To Show P X 668 0.95 and P X 832 0.05
Consider, P X 668 and P X 832 and solve.
To find “C” such that P X 𝜇 C 100/10000 0.01
C 116.5
Therefore, lowest income among the richest 100 𝜇 𝐶 866.5

13. The annual rainfall at a certain locality is known to be normally distributed random variable with mean
29.5inches and SD 2.5inches. How many inches of rain annually exceeds about 5% of the time?
Solution:
X: annual rainfall at certain locality
𝜇 29.5 𝑎𝑛𝑑 𝜎 2.5
𝑃 𝑋 𝜇 𝑐 0.05
𝑐
1 𝑃 𝑍 0.95
𝜎
C 4.125
Rain exceeds about 5% of the time is 𝜇 𝑐 33.625 inches.