Probability and probability

distributions
What is meant by the probability
of an event?
 Properties of probability of an
event?

 Probabilities lie between 0 and 1.

 Zero probability implies that something is
impossible.
 A probability of 1 means something is
certain.
Notation and terminology
 Let A denote an event . The probability of
that event is usually written P(A) or Pr(A).

P(Ac) = 1 - P(A)
Conditional probability and independence
Random variables
 Often we take measurements which have
different values on different occasions.
Furthermore, the values are subject to random or
stochastic variation - they are not completely
predictable, and so are not deterministic. They are
random variables.
 Examples are crop yield, maximum temperature,
number of cyclones in a season, rain/no rain,
number on throw of a dice.
Continuous and discrete random
variables
 A continuous random variable is one which can
(in theory) take any value in some range, for
example crop yield, maximum temperature.
 A discrete variable has a countable(finite) set of
values. They may be
 counts, such as numbers of cyclones
 categories, such as much above average, above
average, near average, below average, much below
average
 binary variables, such as rain/no rain
Probability distributions
 If we measure a random variable many times, we
can build up a distribution of the values it can
take.

 This gives the probability distribution for the

variable.
Continuous probability distributions
 Because continuous random variables can take all
values in a range, it is not possible to assign
probabilities to individual values.

 Instead we have a continuous curve, called a

probability density function p(x), which allows
us to calculate the probability of a value within
any interval.

 This probability is calculated as the area under

the curve between the values of interest. The
total area under the curve must equal 1.
Discrete probability distributions
 A discrete probability distribution associates a
probability with each value of a discrete random
variable.

Example 1. Random variable has two values Rain/No

Rain. Then the probability distribution is
P(Rain) = 0.2,
P(No Rain) = 0.8
Question 1.

 Two dice are thrown simultaneously and

getting a number less than 3 on a die is
termed as success obtain the probability
distribution of number of success.
Question 2
Two cards are drawn
a. Successively with replacement.
b. Simultaneously ( successively without
replacement)
from a well shuffled pack of 52 cards. Find the
probability distribution of number of aces.
Use of expected value (Mean) in
probability distribution
μ = E(x) = Σ x . P(x)

Var (x) = σ2 = Σ (x-μ)2 . P(x)

Where x = Outcome, P(x)= Prob. Of Outcome

and μ = Mean
Question 3
 What is the expected number of car sold
when a company is able to sell 0-4 with the
probabilities No. of Cars Sold Probability
0 0.125
1 0.25
2 o.375
3 0.1
4 0.15

 Also calculate the number of cars the

company can expect to sell per day
Question 4
 A random variable X has the following
probability distribution

X 4 5 6 8
P(x) 0.1 0.3 0.4 0.2

 Find the mean and the variance for this

distribution.
Joint and marginal probability distribution

Pi = Σpi1 + pi2 + ………( marginal prob. of x)

Pj = Σp 1j+ p2j + ………( marginal prob. Of y)

Joint probability
Pij= Pi X Pj
Question 5
Let X and Y be two random variables each
taking values -1,0,1 and 2, and having joint
probability as given below. Obtain marginal
probability distribution of X and Y and
hence their expected value.
X -1 0 1 2
Y
-1 0 .15 .05 0
0 .05 .10 .10 0
1 0 .05 .15 .10
2 .10 .10 0 .05
Families of probability distributions

 The number of different probability distributions

is unlimited.
 Important families of discrete distributions
include binomial, multinomial, Poisson,
hypergeometric, negative binomial …
 Important families of continuous distributions
include normal (Gaussian), exponential, gamma,
lognormal, Weibull, extreme value …
Families of discrete distributions

We consider only two,

Binomial and Poisson

 There are many more.

Binomial distributions
1. The data arise from a sequence of n independent
trials.
2. At each trial there are only two possible outcomes,
conventionally called success and failure.
3. The probability of success, p, is the same in each
trial.
4. The random variable of interest is the number of
successes, X, in the n trials.
Binomial Formula

Probability of r success in n trials =

n c p r q n-r
r
Properties of binomial distribution

 Variance < Mean

 Variance (x) ≤ n/4

 Mean of BD= n p

 Variance of BD= n p q
Questions
 Ten unbiased coins are tossed
simultaneously. Find the probability of
obtaining
i. Exactly six heads
ii. No more than three heads
iii. At least one head
Question 6
A manufacturing company of south Delhi
found that after launching a voluntary
retirement scheme, 15% of workers are
unemployed. What is the probability of
obtaining three or fewer unemployed
worker in a random sample of 30 in a
survey conducted by the company.
Poisson distributions
 Poisson distributions are often used to describe the number
of occurrences of a ‘rare’ event.

 Poisson distributions also arise as approximations /

limiting case of binomials when n is large and p is small.
n p = m ( say) is constant.

P(r) = P( X=r ) = e -m . m r
r!
Poisson distributions – properties
 mean = variance = m

Mode :-
when m is an integer , then Poisson distribution is
bimodal ( m , m-1)
when m is not an integer , Poisson distribution is
unimodal.
Question
 If 5% of the electric bulbs manufactured by
a company are defective , use Poisson
distribution to find the probability that in a
a sample of 100 bulbs
(a)None is defective
(b)5 bulb will be defective
Note:- e-5 = .007
Continuous distributions
Normal (Gaussian) distributions
 Normal (also known as Gaussian) distributions are
by far the most commonly used family of
continuous distributions.
 They are ‘bell-shaped and are indexed by two
parameters:
 The mean  – the distribution is symmetric about this
value
 The standard deviation  – this determines the spread
of the distribution.
Roughly 2/3 of the distribution lies within 1 standard
deviation of the mean, and 95% within 2 standard
deviations.
Importance of normal distribution
Area under normal curve