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CHAPTER 5- PROBABILITY DISTRIBUTION

5.1. DEFINITION OF PROBABILITY DISTRIBUTION
A probability distribution can be thought of as a theoretical distribution, which is a probability
distribution that describes how outcomes are expected to vary.

Random Variable
A random variable provides a means of assigning numerical values to experimental outcomes.
The definition of a random variable is as follows:

A random variable is a variable whose values are determined by chance. Or,

A random variable is a numerical description of the outcome of an experiment.

Notation: Random variables are usually denoted by capital letters like X, Y, Z, etc.

Example 1: Consider the experiment of tossing of fair coin once.

The sample space is S= {H, T} where H denotes the outcome ‘Head’ and T denotes the
outcome ‘Tail’. So, there are two possible outcomes H or T. Now, let the random variable
X represents the outcome `Head’, then X can take the value 0 or 1.

Example 2: Suppose a single fair die is rolled once.

The sample space of this experiment constitutes six possible outcomes, S = {1, 2, 3, 4, 5, and 6}
Let the random variable Y denotes the outcome ‘A number greater than 2 occurs’. Then
the random variable can assume the values 3, 4, 5 or 6.
Examples 3: Consider the experiment of rolling two fair dice once simultaneously.
If the random variable T indicates the outcome `the sum of the numbers on the two dice is greater
than 10, then T can take the pairs (5, 6), (6, 5) or (6, 6) since in each of these cases the sum of
the numbers is greater than 10.
Types of Random Variables: As stated above, a random variable provides a means of
associating a numerical value with each possible experimental outcome. Depending upon the
numerical values it can assume, a random variable can be classified into two major divisions.
A. Discrete Random Variable: data related to numerical responses that arise from a counting
process. It is a random variable that may assume either a finite number of values or an infinite
sequence (e.g. 1, 2, 3…) of values. In general, a discrete random variable takes whole number
values, which can be counted or enumerated. Example: The number of students who are enrolled

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for a degree program in Wollega University, the number of defective batteries observed in
assessing its quality, the numbers of customers who visit a shop during one day of operation are
all examples of discrete random variables.
B. Continuous Random Variable: data related to numerical responses that arise from measuring
process. It is a random variable which may take on all values in a certain interval or collection
of intervals. A Continuous random variable, as the name implies, assumes all possible values
between any two values. Example: Weight, time, temperature, etc are example of continuous
random variable.

5.2. Basic Concept of Probability Distribution

The probability distribution for a random variable describes how the probabilities are distributed
over the values of the random variable. For a discrete random variable X, the probability function
is denoted by P(X). The probability function provides the probability for each value of the
random variable. A probability distribution may in general be defined as follows: A probability
distribution is a correspondence, which assigns probabilities to the values of a random variable.

Example 1: Construct a probability distribution for the number of heads in tossing two fair coins
simultaneously.

Solution: The sample space of the experiment contains the following:

S = {HH, HT, TH, TT}

Let the random variable X denotes the ‘number of heads’. We then use the probability function
P(X) to assign probability to each outcome consequently; the probability distribution is given
below:

Outcome, X 0 1 2

Probability, P(X) 1/4 2/4 1/4

The probability distribution shows that the probability that the random variable can assume the
value 0 is ¼, the value 1 is ½ and the value 2 is ¼. Note that the sum of these probabilities is 1.

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Example 2: The number of mistakes a typist made in ten days of assessment is shown in the
following table.

No of mistakes 2 3 4 5
No of days 1 4 3 2

a) Construct a probability distribution for the number of mistakes she committed.

Solution:
a) In constructing the probability distribution, our random variable assumes a value for the
number of mistakes the typist committed. Let the variable X denotes this random variable.
Then, we assign a probability for each of the number of days with respect to the total number
of days. The probability distribution is shown below:

No of mistakes, X 2 3 4 5

Probability, P(X) 1/10 4/10 3/10 2/10

5.3. Discrete Probability Distribution

In the construction of the probability distribution for a discrete random variable, the following
two conditions must be satisfied.
Properties (Required Conditions) for a Discrete Probability Distribution
The sum of the probabilities of all the events in the sample space must equal 1.
i.e.  P(x) =1
The probability of each event in the sample space must be between or equal to 0 and 1.
i.e. 0  P(x)  1

For instance, in the above example, these two conditions are satisfied since
 P(X) = P (2) + P (3) + P (4) + P (5) = 0.1+ 0.4 + 0.3 + 0.2 = 1 and each of these probabilities
is greater than or equal to 0 and less than or equal to 1.
For some discrete random variables, the probability distribution can be given as a formula that
yields (x) for every possible value of x.
Example 3: Suppose a probability distribution is given by the formula:

 (x) = x/5 for x = 0, 2, 3

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Construct the probability distribution correspondence.

Solution: The outcome x assumes the values 0, 2 and 3

Outcome, x 0 2 3
Probability, (x) 0/5 2/5 3/5

Expected Value and Variance of a Probability Distribution

Expected Value: The expected value, or mean, of a random variable is a measure of the central
location for the random variable. It is denoted by E(x) or . The mathematical expression for the
expected value of a discrete random variable x is as follows:

Expected value of a discrete random variable:

E(x) =  = x1 P(x1) + x2. P(x2) +………..+ xn P(Xn) Or,
n
E (x) =  xi . P(xi)
i 1
Where x1, x2, -------, xn are the outcomes and P(x1), P(x2)…P(xn) are the
corresponding probabilities.

The above formula shows that in order to compute the expected value of a discrete random
variable, we must multiply each value of the random variable by the corresponding probability
P(x) and then add the resulting products.

Variance: While the expected value provides the mean value for the random variable, we
often need a measure of dispersion, or variability, for the random variable. The mathematical
expression for the variance of a discrete random variable is as follows:

Variance of a discrete probability distribution, σ 2

 x   . Px   x Px .

n n
2
σ2 = i
2
i i i
2

i 1 i 1
2
and the standard deviation is ó  ó

Example 1: If three fair coins are tossed, find the expected number of heads that will occur and
obtain the variance.

Solution: Begin by constructing the probability distribution for the number of heads in tossing
the three coins.

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The probability distribution is constructed below:

No of heads, x 0 1 2 3
Probability, P(x) 1/8 3/8 3/8 1/8
Then,

4
E(x) =  i 1
xi. P (xi) = xi P(x1) + x2. P(x2) + x3.P(x3) + x4.P(x4)

= 0·1/8 + 1·3/8 + 2·3/8 + 3·1/8

= 0 + 3/8 + 6/8 + 3/8 = 12/8 = 6/4 = 3/2 = 1.5

The theoretical mean  = 1.5 implies that if the experiment is done as many times as possible,
then on the average a head occurs 1.5 of the time.
4
2 = 
i 1
[(xi-) 2·P (xi)]

= (x1 - ) 2 · P(x1) + (x2 - )2· P(x2) + (x3- )2 · P(x3) + (x4- )2 ·P(x4)

= (0 - 1.5)2 · 1/8 + (1-1.5)2 · 3/8 + (2 - 1.5)2 · 3/8 + (3 - 1.5)2 · 1/8

2 = 0.5

5.3.1. Binomial Probability Distribution

The Binomial Probability Distribution is a discrete probability distribution that has many
applications. It is associated with a multi-step experiment that we call the Binomial experiment,
which is a probability experiment satisfying the following four requirements.
Properties of the Binomial Experiment
 Each trial can have only two outcomes or outcomes that can be reduced to two outcomes
(success or failure).
 There must be a fixed number of trials.
 The outcomes of each trial must be independent.
 The probability of a success must remain the same for each trial.
Definition: A probability distribution showing the outcomes of a Binomial experiment along
with the corresponding probabilities is termed as a Binomial Probability Distribution.

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In a Binomial experiment, the probability of exactly x successes in n trials is given by:

P x  
n!
. p x . q n x
n  x ! x!

Where x is the number of successes

P(x) is the probability of success

n is the number of trials

P is the numerical probability of success

q is the numerical probability of failure
Note: q = 1 - p and 0  x  n

Example 1: Consider the experiment of tossing a coin three times. Show that it is a binomial
experiment and find the probability of getting exactly two heads.
Solution: This is a binomial experiment since
i) There are only two outcomes, head and tail.
ii) The number of trials is fixed (three)
iii) The probability of success, getting a head, does not change from trial to trial.
iv) The trials or tosses are independent, since the outcome of any trial is not affected by
the outcome of any other trial
Now, to find the probability of getting two heads, let p denotes the probability of getting a head
on a single toss.

Then p = 1/2, q = 1-1/2 = 1/2

n = 3, x = 2

P x  
n!
. p x . q n x
n  x ! x!
2
3! 1  1  32 3!  1   1 
P (2)  .  .   .  . 
3  2!2! 2 2 1!2!  4   2 

3
= = 0.375
8

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Example 2: A new drug is effective 60% of the time. What is the probability that in a random
sample of 4 patients, it will be effective on two of them?
Solution: This is a Binomial experiment as the points of the experiment are satisfied. Define
‘effective’ as ‘successes and ‘non effective’ as ‘failure’. Then,
p = 0.6, q = 1 - 0.6 = 0.4, n = 4, x=2

Required p (2) =?

. 0.6 . 0.4  6 0.0576  0.3456

4!
P (2) 
2 2

4  2 !2!

Hence, the drug will be effective on two of a random sample of 4 patients with a probability of
0.3456 (or 34.56%).

Mean and Variance of a Binomial Probability Distribution

The mean, variance and standard deviation of a variable that has the Binomial
distribution is found as:
Mean =n·p
Variance 2 = n·p·q
Standard deviation  = npq

Example1: A coin is tossed four times. Find the mean, variance and SD of the number of heads
that will be obtained.
Solution:
Here n = 4, p = 1/2, and q = 1/2

 = n *p = 4 * ½ = 2

2 = n * p *q = 4 * 1/2 *1/2 = 1

= 2 = 1= 1

Example 2: A die is rolled 240 times. Find the mean, variance and standard deviation for the
number of 3’s that will be rolled.

Solution:
n = 240, P=1/6

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 = n * p = 240(1/6) = 40

2 = n * p * q = (24)(1/6)(5/6)  33.33

= 33.33 5.77

5.3.2. Hyper Geometric Probability Distribution

It is the extension of binomial distribution that considered when the requirement of
independence is not satisfied. It will be applied when the sample size is greater than 5% of the
population size.
A probability experiment is said to be a hyper-geometric provided:
 The finite population to be sampled has N elements.
 For each trial of experiment, there are two possible outcomes, success or failure
 A sample of size n is obtained from the population of size N without replacement.

Hyper-Geometric Probability Function

The probability of obtaining x successes based on a random sample of size n from a population
of size N is given by:

( kCx ) . ( N  kCn  x )
Px   , Where k is the number of successes in the population.
NC n

Example: suppose a researcher goes to a small college of 200 faculties, 12 of which have blood
type O-negative. She obtains a simple random sample of n=20 of the faculty. Let the random
variable x represent the number of faculty in the sample of size n= 20 that have blood type o-
negative?
A) What is the probability that 3 of the faculty have blood type O-negative?
B) What is the probability that at least one of the faculties has blood type O-negative?
Solution: A). we are looking for the probability of obtaining 3 successes, so x = 3.

(12C 3) . (200  12C 20  3)

P3  = P3 
(12C 3) . (188C17)
= 0.0833
200C 20 200C 20

If we conducted this experiment 100 times, we would expect to select 3 faculties that have
blood type O-negative about 8 times.
B). the phrase at least means greater than or equal to. The values of the random variable that
are greater than or equal to 1 are 1, 2, 3… 12. P(x≥ 1)= 1-P (0).

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(12C 0) . (200  12C 20  0) (12C 0) . (188C 20)
P(x≥ 1) = 1-P (0) = 1- = 1- = 0.7282
200C 20 200C 20

There is a 0.7282 probability that, in a random sample of 20 faculties, at least 1 has blood type
O-negative. If we conducted this experiment 100 times, we would expect to select at least one
of the faculties that have blood type O-negative about 73 times.

Exercise: suppose that a machine shop orders 500 bolts from a supplier. To determine whether
to accept the shipment of bolts, the manager of the facility randomly selects 12 bolts. If none of
the 12 randomly selected bolts is found to be defective, he concludes that the shipment is
acceptable.

a). if 10% of the bolts in the population are defective, what is the probability that none of the
selected bolts are defective?

b). if 20% of the bolts in the population are defective, what is the probability that none of the
selected bolts are defective?

5.3.3. Poisson Probability Distribution

A discrete probability distribution that is useful when n is large and p is small and when the
independent variables occur over a period of time is called the Poisson probability distribution.
It mainly concerns about the probability distribution of the number of events occurring within a
time interval or space.

Examples:

 Numbers of car arriving at a petrol station in anyone minute

 Number of telephone calls coming into switchboard in any 30 seconds
 Number of misprints per page of a book
The Poisson probability distribution assumes the following two conditions:

i) The probability of an occurrence is the same for any two intervals of equal length.
ii) The occurrence or non-occurrence in any interval is independent of the occurrence or
non-occurrence in any other interval.

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The Poisson probability function
e   . x
Px ;   
x!
Where P(x, λ) is the probability of x occurrences in an interval of time, volume, area
etc for a variable, λ denotes the mean number of occurrences and e  2.7183

Example1: Past police records indicate a mean of five accidents per month while investigating
the safety of a dangerous intersection. The number of accidents is distributed according to the
probability in any month of
a) Exactly 3 accidents.
b) Fewer than 2 accidents.
Solution: By assumption the given distribution is a Poisson probability distribution.
Given that =5

x . e  
a) P x  
x!

x=3

P3 
5  . 2.7183
3 5

125 0.00674
3! 6

= 0.1404
b) Fewer than 2 accidents comprise 0 and 1 accident during any month.

 P0  P1 
5  . 2.7183
0 5

5  2.7183
1 5

0! 1!
 0.0674 + 0.3370
0.4044
Example 2: If there are 200 typographical errors randomly distributed in a 500-page manuscript,
find the probability that a given page contains exactly 3 errors.
Solution: First of all, find the mean number of errors

200
  0 .4
500

Or, 0.4 error per page.

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Since x = 3,

e x 2.7183 . 0.4

0.4 3
P x ,      0.00715
x! 3!

Thus, there is less than a 1% probability that a give page contains less than 3 errors.

5.3.4. Continuous Probability Distribution (Normal Distribution)

So far, we have been concerned with discrete probability distributions. We shall turn to cases in
which the variable can take on any value within a given range and in which the probability
distribution is continuous. A common continuous probability distribution is the normal
probability distribution. There are two basic reasons why the normal distribution occupies such
a prominent place in statistics. First, it has some properties that make it applicable to a great
many situations in which it is necessary to make inferences by taking samples. Second, the
normal distribution comes close to fitting the actual observed frequency distributions of many
phenomena, including human characteristics (weights, heights and IQS).
The Normal Probability Distribution
Many variables such as height and weight have distributions that are bell-shaped and are called
approximately normally distributed variables, deriving the most important probability
distribution used to describe a continuous random variable called the normal probability
distribution.
The normal probability distribution is a continuous, symmetric, bell-shaped
distribution of a variable.

The form or shape of the normal probability distribution is shown below.

The shape and position of the normal distribution curve depends on two parameters, the mean
and the standard deviation. Each normally distributed variable will have its own normal
distribution curve.

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Properties of the Normal Probability Distribution
 The normal distribution curve is bell-shaped.
 The mean, median and mode are equal and are located at the center of the distribution.
 The curve is Uni-modal
 The curve is symmetrical about the mean.
 The curve is continuous and never touches the x-axis
 The total area under the normal distribution curve is equal to 1, or 100%
 The area under the normal curve that lies within one SD of the mean is approximately
0.68 or 68%, within two SD’s about 0.95 or 95% and within three SD’s about 0.997 or
99.7%.
The mathematical equation of the normal probability distribution is defined by the probability
density function.
  x   2

f x  
1
e 2 2 3.14159
2

Where  = mean e  2.7183

 = Standard deviation

The standard Normal Probability Distribution

A random variable that has a normal distribution with a mean of 0 and a standard deviation of 1
is said to have a standard normal probability distribution. Recall that the standard score (z-score)
of a value is the number of standard deviations that value is from the mean. All normally
distributed variables can be transformed into the standard normal distributed variable by using
the formula for the standard score:
z= value – mean
X 
Standard deviation Or, z=


The standard normal curve

-3 -2 -1 1 2 3

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Area Under the Normal Curve
As with other continuous random variables, probability calculations with any normal probability
distribution are made by computing areas under the graph of the probability density function.
Thus, to find the probability that a normal random variable lies within any specific interval, we
must, compute the area under the normal curve over that interval. For the standard normal
probability distribution, areas under the normal curve have been computed and are available in
tables that can be used in computing probabilities.

For the solution of problems using the normal distribution, the following steps are used.

1. Draw a picture
2. Transform the given value to z-value
3. Shade the area desired
4. Read the area from the standard normal distribution table.
Example 1: Find the area under the normal curve between z=0 and z=2.34

Solution:

0 2.34

The standard normal curve Representation is shown: From the table the intersection
of z = 2.3 with 0.04 give 0.4904 or 49.04% which is the required area.

Example 2 : Find the area under the normal distribution curve between z = -1.93 and z = 2.35

Solution:

-1.93 0 2.35

For easy look, draw the normal curve and locate the two z-scores.
The total area (the shaded region) is the area between –1.93 and 0 plus the
area between 0 and 2.35;

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Hence, from the normal distribution table
Area = 0.4732 + 0.4906 = 0.9638 or 96.38%. Note that it is equivalent to say that the probability
of the z-value lying between z = -1.93 and z = 2.35 is 96.38%. This can also be written as:
P (-1.93 < z > 2.35) = 0.9638
Example 3: Find the probability that the z-value of a normally distributed variable lies to the
left of 1.65

Solution

The probability that the z-value

lies to the left of 1.65 is equivalent to

finding the area under the standard

0 1.65

normal curve, which is to the left of 1.65 Hence, total area = area to the left of 0
plus area between 0 and 1.65 = P(z < 1.65)
= 0.5000 + 0.4505 = 0.9505 or 95.05% which is required probability.

Example 4: find P (z > 1.91)

Solution

P (z > 1.91) = area to the right of 0 area between 0 and 1.91.

i.e 0 1.91
P (Z > 1.91) = P(z > 0) - P(0 < z < 1.91)

= 0.5000 - 0.479 = 0.021 or 2.1%

Applications of the Normal Distribution

The area under the normal curve is used to solve practical application problems such as finding
probabilities or percentages of values. In order to solve such problems you need only transform
the values of the variable into the z values and read the standard normal distribution table.

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Example 1: The scores for an IQ test are normally distributed with a mean of 100 and a standard
deviation of 15. Find the percentage of IQ scores that will fall below 112.

Solution

Step 1: Draw a figure and represent the area

100 112
0 0.8
Step 2: Find the z-value
Corresponding to an IQ Score 112.
Z = x -  = 112 – 100 = 0.8
 115
Step3: From the table,
P (z < 0.8) = P (z < 0) + P (0 < z < 0.8) = 0.5000 + 0.2881 = 0.7881
Hence, 78.81% of the IQ scores fall below 112.
Example2: The monthly salaries of 2000 workers are normally distributed with a mean of birr
550 and of workers whose monthly salaries are

a) Between birr 600 and 700

b) Less than birr 700.
Solutions: the z – values corresponding to 600 and 700 are

600  550
Z  0.625
80

550 600 700

0 0.625 1.875
700  550
Z  1.875 Hence, 96.99% x200=1939.8
80
Approximately 1940 of the workers earn a monthly salary less than birr 700.

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Example 3 A colleges’ desires to accept only the top 10% of all graduating seniors on the basis
of the results of a national placement test. The test has a mean of 500 and a standard deviation of
100. Find the cut-off score for the exam.

Solution:
The area is shown.
500 x
0 z

We solve the problem back ward.

We need to determine the point on the axis that cuts the upper 10% of the area. Let it be
denoted by x.

P (z < 0) = 0.5000 – 0.1000 = 0.4000

From the table, the z – value that corresponds to the area 0.4000 is approximately 1.28.

x  500
Then, 1.28   x  628
100

Hence the score 628 should be used as a cut –off score. Any student scoring below 628 should
not be admitted.

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