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Mathematics for Computer Science (III Semester)

BCS301 - Module 1

Probability distributions

Syllabus:

Review of basic probability theory:

Set theory Probability


Universal set Sample space
Set Event
Elements Outcome
Disjoint sets Mutually exclusive events

❖ Sample space S is the set of all possible outcomes.


❖ The probability P is a real valued function whose domain is S and range is the interval
[0,1] satisfying the following axioms:
(i) For any event E, 𝑃 (𝐸) ≥ 0
(ii) 𝑃 (𝑆) = 1
(iii) If E and F are mutually exclusive events, then 𝑃(𝐸 ∪ 𝐹) = 𝑃(𝐸) + 𝑃(𝐹).
❖ If E and F are equally likely to occur then 𝑃(𝐸) = 𝑃(𝐹).
❖ If E and F are any two events then 𝑃(𝐸 ∪ 𝐹) = 𝑃(𝐸) + 𝑃(𝐹) − 𝑃(𝐸 ∩ 𝐹).
❖ If E and F are mutually exclusive events then 𝑃(𝐸 ∩ 𝐹) = 0.

Dr. Narasimhan G , RNSIT


1
1.1 Discrete probability distribution

Introduction:
❖ A random experiment is a process that leads to a single outcome that can’t be predicted
with certainty. Example: Tossing coin, playing cricket.

❖ In a random experiment, if a real variable is associated with every outcome then it is called
a random variable (or) stochastic variable.
Example: Suppose a coin is tossed twice. Now, 1 is associated with head and 0 is associated
with tail. 𝑆 = {𝐻𝐻, 𝐻𝑇, 𝑇𝐻, 𝑇𝑇}
Outcomes 𝐻𝐻 𝐻𝑇 𝑇𝐻 𝑇𝑇
Random variable (X) 2 1 1 0

❖ If a random variable takes any discrete value (nonnegative integer) then it is called discrete
random variable.
Example: Number of students in a class, Number of leaves in a tree.

❖ For each value of 𝑥𝑖 of a discrete random variable 𝑋, we assign a real number 𝑃(𝑥𝑖 ) such
that ∑𝑛𝑖=1 𝑃(𝑥𝑖 ) = 1 then
𝑋 𝑥1 𝑥2 𝑥3 … 𝑥𝑛
𝑃(𝑋) 𝑃(𝑥1 ) 𝑃(𝑥2 ) 𝑃(𝑥3 ) … 𝑃(𝑥𝑛 )
is called a discrete probability distribution of X.

❖ The function 𝑃(𝑥) is called probability mass function.

❖ The discrete function 𝐹(𝑥) defined by 𝐹 (𝑥) = 𝑃 (𝑋 ≤ 𝑥) = ∑𝑥𝑖=1 𝑃(𝑥𝑖 ) is called


cumulative distribution function or distribution function.

❖ Expectation 𝐸(𝑥) = ∑𝑛𝑖=1 𝑥𝑖 𝑃(𝑥𝑖 ) and 𝐸(𝑥 2 ) = ∑𝑛𝑖=1 𝑥𝑖 2 𝑃(𝑥𝑖 )

❖ Mean = 𝐸(𝑥), Variance = 𝐸(𝑥 2 ) – [𝐸(𝑥)]2 , Standard deviation = √𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒

Dr. Narasimhan G , RNSIT


2
1. Find the mean and standard deviation for the following probability distribution:

𝒙𝒊 -5 -4 1 2
𝑷(𝒙𝒊 ) 1/4 1/8 1/2 1/8

1 1 1 1
𝐸(𝑥𝑖 ) = Σ𝑥𝑖 𝑝(𝑥𝑖 ) = (−5) 4 + (−4) 8 + (1) 2 + (2) 8 = −1
1 1 1 1
𝐸(𝑥𝑖2 ) = Σ𝑥𝑖2 𝑝(𝑥𝑖 ) = (−5)2 4 + (−4)2 8 + (1)2 2 + (2)2 8 = 9.25

Mean = 𝐸(𝑥𝑖 ) = −1
Variance = 𝐸(𝑥𝑖2 ) − [𝐸(𝑥𝑖 )]2 = 9.25 − 1 = 8.25
Standard deviation = √8.25 = 2.8723

2. Find the mean and standard deviation for the following probability distribution:

𝒙𝒊 1 3 4 5
𝑷(𝒙𝒊 ) 0.4 0.1 0.2 0.3

𝐸(𝑥𝑖 ) = Σ𝑥𝑖 𝑝(𝑥𝑖 ) = 1(0.4) + 3(0.1) + 4(0.2) + 5(0.3) = 3


𝐸(𝑥𝑖2 ) = Σ𝑥𝑖2 𝑝(𝑥𝑖 ) = 12 (0.4) + 32 (0.1) + 42 (0.2) + 52 (0.3) = 12
Mean = 𝐸(𝑥𝑖 ) = −1
Variance = 𝐸(𝑥𝑖2 ) − [𝐸(𝑥𝑖 )]2 = 12 − 9 = 3
Standard deviation = √3 = 1.7320

Dr. Narasimhan G , RNSIT


3
3. The probability density function P(x) of a variate x is given by the following table:

x 0 1 2 3 4 5 6
p(x) k 3k 5k 7k 9k 11k 13k

(i) For what value of k, does this represent a valid probability distribution.
(ii) Find 𝒑(𝒙 < 𝟒), 𝒑(𝒙 ≥ 𝟓) 𝒂𝒏𝒅 𝒑(𝟑 < 𝒙 ≤ 𝟔)
(iii) Determine the minimum value of k so that 𝑷(𝑿 ≤ 𝟐) ≥ 𝟎. 𝟑

Case (i)
Since it is a probability distribution,
Σ𝑝(𝑥𝑖 ) = 1 ⟹ 49𝑘 = 1 ⟹ 𝑘 = 1/49
Case (ii)
𝑝(𝑥 < 4) = 𝑝(0) + 𝑝(1) + 𝑝(2) + 𝑝(3) = 𝑘 + 3𝑘 + 5𝑘 + 7𝑘 = 16𝑘 = 16/49
𝑝(𝑥 ≥ 5) = 𝑝(5) + 𝑝(6) = 11𝑘 + 13𝑘 = 24𝑘 = 24/49
𝑝(3 < 𝑥 ≤ 6) = 𝑝(4) + 𝑝(5) + 𝑝(6) = 9𝑘 + 11𝑘 + 13𝑘 = 33𝑘 = 33/49
Case (iii)
𝑝(𝑥 ≤ 2) ≥ 0.3 ⟹ 𝑝(0) + 𝑝(1) + 𝑝(2) ≥ 0.3
⟹ 𝑘 + 3𝑘 + 5𝑘 ≥ 0.3 ⟹ 9𝑘 ≥ 0.3 ⟹ 𝑘 ≥ 1/30
Therefore, minimum value of 𝑘 is 1/30.

Dr. Narasimhan G , RNSIT


4
4. The probability distribution of a finite random variable is given by
𝒙𝒊 -2 -1 0 1 2 3
p(𝒙𝒊 ) 0.1 k 0.2 2k 0.3 k

(i) Determine the value of k and find the mean and standard deviation.
(ii) Find 𝒑(𝒙 < 𝟏), 𝒑(−𝟏 < 𝒙 ≤ 𝟐) 𝒂𝒏𝒅 𝒑(𝒙 > −𝟏)
Case (i)
Since it is a probability distribution,
Σ𝑝(𝑥𝑖 ) = 1 ⟹ 4𝑘 + 0.6 = 1 ⟹ 𝑘 = 0.1
𝐸(𝑥𝑖 ) = Σ𝑥𝑖 𝑝(𝑥𝑖 ) = (−2)0.1 + (−1)𝑘 + (0)0.2 + (1)2𝑘 + (2)0.3 + (3)𝑘
= 4𝑘 + 0.4 = 0.8
𝐸(𝑥𝑖2 ) = Σ𝑥𝑖2 𝑝(𝑥𝑖 ) = (−2)2 0.1 + (−1)2 𝑘 + (0)2 0.2 + (1)2 2𝑘 + (2)2 0.3 + (3)2 𝑘
= 12𝑘 + 1.6 = 2.8

Mean = 𝐸(𝑥𝑖 ) = 0.8


Variance = 𝐸(𝑥𝑖2 ) − [𝐸(𝑥𝑖 )]2 = 2.8 − 0.64 = 2.16
Standard deviation = √2.16 = 1.4697

Case (ii)
𝑝(𝑥 < 1) = 𝑝(−2) + 𝑝(−1) + 𝑝(0) = 0.1 + 𝑘 + 0.2 = 0.4
𝑝(−1 < 𝑥 ≤ 2) = 𝑝(0) + 𝑝(1) + 𝑝(2) = 0.2 + 2𝑘 + 0.3 = 2𝑘 + 0.5 = 0.7
𝑝(𝑥 > −1) = 𝑝(0) + 𝑝(1) + 𝑝(2) + 𝑝(3) = 0.2 + 2𝑘 + 0.3 + 𝑘 = 3𝑘 + 0.5 = 0.8

Dr. Narasimhan G , RNSIT


5
5. A random variable X has the following probability function:
𝒙𝒊 0 1 2 3 4 5 6 7
P(𝒙𝒊 ) 0 𝒌 𝟐𝒌 𝟐𝒌 𝟑𝒌 𝒌𝟐 𝟐𝒌𝟐 𝟕𝒌𝟐 + 𝒌

(i) Find the value of 𝒌. (ii) Evaluate 𝑷(𝑿 < 𝟔), 𝑷(𝒙 ≥ 𝟔) (iii) 𝑷(𝟎 < 𝒙 < 𝟓).
Case (i)
Since it is a probability distribution,
Σ𝑝(𝑥𝑖 ) = 1 ⟹ 0 + 𝑘 + 2𝑘 + 2𝑘 + 3𝑘 + 𝑘 2 + 2𝑘 2 + 7𝑘 2 + 𝑘 = 1
⟹ 10𝑘 2 + 9𝑘 − 1 = 0
⟹ 𝑘 = 0.1 (The other value is more than 1)
Case (ii)
𝑝(𝑥 < 6) = 𝑝(0) + 𝑝(1) + 𝑝(2) + 𝑝(3) + 𝑝(4) + 𝑝(5)
= 0 + 𝑘 + 2𝑘 + 2𝑘 + 3𝑘 + 𝑘 2 = 𝑘 2 + 8𝑘 = 0.81 (∵ 𝑘 = 0.1)
𝑝(𝑥 ≥ 6) = 𝑝(6) + 𝑝(7) = 2𝑘 2 + 7𝑘 2 + 𝑘 = 0.19
Case (iii)
𝑝(0 < 𝑥 < 5) = 𝑝(0) + 𝑝(1) + 𝑝(2) + 𝑝(3) + 𝑝(4) = 0 + 𝑘 + 2𝑘 + 2𝑘 + 3𝑘 = 8𝑘
= 0.8
6. A fair coin is tossed 3 times. Let X denote the number of heads showing up. Find the
distribution of X. Also find its mean, variance and SD.
By data, 𝑆 = {𝐻𝐻𝐻, 𝐻𝐻𝑇, 𝐻𝑇𝐻, 𝐻𝑇𝑇, 𝑇𝐻𝐻, 𝑇𝐻𝑇, 𝑇𝑇𝐻, 𝑇𝑇𝑇}
𝑥 = Number of heads= {0, 1, 2, 3}

𝑥 0 1 2 3
The probability distribution is
𝑝(𝑥) 1/8 3/8 3/8 1/8

1 3 3 1
𝐸(𝑥) = Σx𝑝(𝑥) = (0) + (1) + (2) + (3) = 3/2
8 8 8 8
1 3 3 1
𝐸(𝑥 2 ) = Σx 2 𝑝(𝑥) = (0)2 + (1)2 + (2)2 + (3)2 = 3
8 8 8 8
3
Mean = 𝐸(𝑥) = 2
9
Variance = 𝐸(𝑥 2 ) − [𝐸(𝑥)]2 = 3 − 4 = 3/4

Standard deviation = √𝑉𝑎𝑟 = √3/4

Dr. Narasimhan G , RNSIT


6
𝒌𝒙𝟐 , 𝒙 = 𝟎, 𝟏, 𝟐, 𝟑
7. A random variable x has the density function 𝑷(𝑿) = { evaluate k.
𝟎, 𝒆𝒍𝒔𝒆𝒘𝒉𝒆𝒓𝒆
Also find 𝑷(𝑿 ≤ 𝟏), 𝑷(𝟏 ≤ 𝒙 ≤ 𝟐), 𝑷(𝑿 > 𝟏) 𝒂𝒏𝒅 𝑷(𝑿 > 𝟐)
By data,
𝑥 0 1 2 3
𝑝(𝑥) 0 𝑘 4𝑘 9𝑘

Since 𝑝(𝑥) is a probability density function,


Σ𝑝(𝑥) = 1 ⟹ 𝑘 + 4𝑘 + 9𝑘 = 1 ⟹ 𝑘 = 1/14
𝑝(𝑥 ≤ 1) = 𝑝(0) + 𝑝(1) = 0 + 𝑘 = 1/14
𝑝(1 ≤ 𝑥 ≤ 2) = 𝑝(1) + 𝑝(2) = 𝑘 + 4𝑘 = 5𝑘 = 5/14
𝑝(𝑥 > 1) = 𝑝(2) + 𝑝(3) = 4𝑘 + 9𝑘 = 13𝑘 = 13/14
𝑝(𝑥 > 2) = 𝑝(3) = 9𝑘 = 9/14
8. A box contains 12 items of which 4 are defectives. A sample of 3 items is selected from
the box. Let X denote the number of defective items in the sample. Find the
probability distribution of X. Determine the mean and Standard deviation.
𝑥 = Number of defectives= {0, 1, 2, 3}
8𝐶3 14 4𝐶1 × 8𝐶2 28
𝑃(0) = = , 𝑃(1) = =
12𝐶3 55 12𝐶3 55
4𝐶2 × 8𝐶1 12 4𝐶3 1
𝑃(2) = = , 𝑃(3) = =
12𝐶3 55 12𝐶3 55
Probability distribution is
𝑥 0 1 2 3
𝑝(𝑥) 14/55 28/55 12/55 1/55

𝐸(𝑥) = 0𝑝(0) + 1𝑝(1) + 2𝑝(2) + 3𝑝(3)


14 28 12 1
= 0( ) + 1( ) + 2( ) + 3( ) = 1
55 55 55 55
𝐸(𝑥 2 ) = 02 𝑝(0) + 12 𝑝(1) + 22 𝑝(2) + 32 𝑝(3)
14 28 12 1 17
= 0( ) + 1( ) + 4( ) + 9( ) =
55 55 55 55 11
𝑀𝑒𝑎𝑛 = 𝐸(𝑥) = 1
17 6
𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 = 𝐸(𝑥 2 ) − [𝐸(𝑥)]2 = 11 − 1 = 11 .

Dr. Narasimhan G , RNSIT


7
Home work:
9. A die is tossed thrice. A success is getting 1 or 6 on a toss. Find mean and variance of the
number of successes.
10. Four coins are tossed. Find the expectation of the number of heads.

Dr. Narasimhan G , RNSIT


8
1.2 Binomial distribution
Introduction:
❖ 𝑝 is the probability of success and 𝑞 is the probability of failure.

❖ 𝑞 = 1 − 𝑝 (𝑜𝑟) 𝑝 + 𝑞 = 1.

❖ 𝑛𝐶0 𝑝0 𝑞 𝑛 + 𝑛𝐶1 𝑝1 𝑞 𝑛−1 + 𝑛𝐶2 𝑝2 𝑞 𝑛−2 + ⋯ + 𝑛𝐶𝑛 𝑝𝑛 𝑞 0 = ∑ 𝑛𝐶𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 = (𝑝 + 𝑞)𝑛 = 1

❖ The probability density function is said to follow binomial distribution if 𝑃(𝑥) satisfies the
condition 𝑷(𝒙) = 𝒏𝑪𝒙 𝒑𝒙 𝒒𝒏−𝒙 . Where 𝑝 is the probability of success and 𝑞 = 1 − 𝑝 is the
probability of failure.

❖ The binomial distribution with 4 Bernoullian trials is given by


𝑥𝑖 0 1 2 3 4
𝑃(𝑥𝑖 ) 4𝐶0 𝑝0 𝑞 4−0 4𝐶1 𝑝1 𝑞 4−1 4𝐶2 𝑝2 𝑞 4−2 4𝐶3 𝑝3 𝑞 4−3 4𝐶4 𝑝4 𝑞 4−4

x is at least 2 x is at most 2

𝑥≥2 𝑥≤2

❖ Mean (𝜇) Variance (𝜎 2 ) Standard deviation (𝜎)


𝑛𝑝 𝑛𝑝𝑞 √𝑛𝑝𝑞

Dr. Narasimhan G , RNSIT


9
1. Find mean and standard deviation of Binomial distribution.
Mean= ∑ 𝑥𝑃(𝑥)
= ∑ 𝑥(𝑛𝐶𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 )
𝑛!
= ∑ 𝑥 (𝑥!(𝑛−𝑥)! 𝑝 𝑥 𝑞 𝑛−𝑥 )
(𝑛 −1)!
= 𝑛𝑝 ∑ 𝑥 ((𝑥−1)!(𝑛−𝑥)! 𝑝 𝑥−1 𝑞 𝑛−𝑥 )

= 𝑛𝑝 ∑(𝑛 − 1)𝐶𝑥−1 𝑝 𝑥−1 𝑞 𝑛−𝑥


= 𝑛𝑝 (𝑝 + 𝑞)𝑛−1
= 𝑛𝑝
Variance = 𝐸(𝑥 2 ) − [𝐸(𝑥)]2
= 𝐸(𝑥 2 − 𝑥 + 𝑥) − [𝐸(𝑥)]2
= 𝐸[𝑥(𝑥 − 1) + 𝑥] − [𝐸(𝑥)]2
= 𝐸(𝑥(𝑥 − 1)) + 𝐸(𝑥) − [𝐸(𝑥)]2
= ∑ 𝑥(𝑥 − 1)(𝑛𝐶𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 ) + 𝑛𝑝 − (𝑛𝑝)2
𝑛!
= ∑ 𝑥(𝑥 − 1) (𝑥!(𝑛−𝑥)! 𝑝 𝑥 𝑞 𝑛−𝑥 ) + 𝑛𝑝 − 𝑛2 𝑝2
(𝑛−2)!
= 𝑛(𝑛 − 1)𝑝2 ∑ ((𝑥−2)!(𝑛−𝑥)! 𝑝 𝑥−2 𝑞 𝑛−𝑥 ) + 𝑛𝑝 − 𝑛2 𝑝2
𝑚!
= 𝑛(𝑛 − 1)𝑝2 ∑ (𝑟!(𝑚−𝑟)! 𝑝𝑟 𝑞 𝑚−𝑟 ) + 𝑛𝑝 − 𝑛2 𝑝2

= (𝑛2 − 𝑛)𝑝2 ∑(𝑚𝐶𝑟 𝑝𝑟 𝑞 𝑚−𝑟 ) + 𝑛𝑝 − 𝑛2 𝑝2


= (𝑛2 − 𝑛)𝑝2 (𝑝 + 𝑞)𝑚 + 𝑛𝑝 − 𝑛2 𝑝2
= (𝑛2 − 𝑛)𝑝2 + 𝑛𝑝 − 𝑛2 𝑝2
= 𝑛2 𝑝2 − 𝑛𝑝2 + 𝑛𝑝 − 𝑛2 𝑝2
= −𝑛𝑝2 + 𝑛𝑝
= 𝑛𝑝(1 − 𝑝)
= 𝑛𝑝𝑞

Dr. Narasimhan G , RNSIT


10
2. Determine the Binomial distribution for which mean is twice the variance and the
sum of mean and variance is 3. Also find 𝑷(𝒙 ≤ 𝟑).
To find: 𝒏, 𝒑, 𝒒
By data, Mean = 2 Variance
𝑛𝑝 = 2𝑛𝑝𝑞 .
1 1 1
By solving, 𝑞 = 2 , 𝑝 = 1 − 2 = 2

By data, 𝑀𝑒𝑎𝑛 + 𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 = 3


𝑛𝑝 + 𝑛𝑝𝑞 = 3
1 1 1
𝑛 (2) + 𝑛 (2) (2) = 3

By solving, 𝑛 = 4.
1 1
Therefore, 𝑛 = 4, 𝑝 = 2 , 𝑞 = 2

To find: 𝒑(𝒙)
It follows Binomial distribution.
Probability function is given by
𝑃(𝑥) = 𝑛𝐶𝑥 𝑝 𝑥 𝑞 𝑛−𝑥
1 𝑥 1 4−𝑥
= 4𝐶𝑥 ( ) ( )
2 2

1 4
= 4𝐶𝑥 (2)
1
= 16 × 4𝐶𝑥

To find: 𝒑(𝒙 ≤ 𝟑)
𝑝(𝑥 ≤ 3) = 1 − 𝑝(𝑥 > 3)
= 1 − 𝑝(4)
1
=1− 4𝐶
16 4
15
= 16

Dr. Narasimhan G , RNSIT


11
3. Mean and standard deviation of a binomial distribution are 2 and 𝟐/√𝟑
respectively. Find the corresponding probability density function.
To find: 𝒏, 𝒑, 𝒒
By data, Mean = 𝑛𝑝 = 2
4
Variance = 𝑛𝑝𝑞 = 3 .
4 2 1 2
By dividing, 𝑞 = 6 = 3 , 𝑝 = 1 − 𝑞 = 3 , 𝑛 = 𝑝 = 6
1 2
Therefore, 𝑛 = 6, 𝑝 = 3 , 𝑞 = 3

To find: 𝒑(𝒙)
It follows Binomial distribution.
Probability function is given by
1 𝑥 2 6−𝑥
𝑝(𝑥) = 𝑛𝐶𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 = 6𝐶𝑥 (3) (3)

4. In 256 sets of 12 tosses of a coin, in how many cases one can expect 8 heads and 4
tails?
To find: 𝒏, 𝒑, 𝒒 𝒂𝒏𝒅 𝑵
While tossing a coin,
1 1
𝑝 = 𝑃(𝐻𝑒𝑎𝑑) = 2 , 𝑞 = 𝑃(𝑡𝑎𝑖𝑙) = 2

By data, 𝑛 = 12, 𝑁 = 256.


To find: 𝒑(𝒙)
It follows Binomial distribution.
Probability density function is given by
1 𝑥 1 12−𝑥 1
𝑃(𝑥) = 𝑛𝐶𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 = 12𝐶𝑥 ( ) ( ) = 12 × 12𝐶𝑥
2 2 2
To find: Number of cases
No. of cases one can expect 8 heads = 𝑁𝑃(8)
1
= 256 (212 ) (12𝐶8 )
1
= 16 × 495

= 31

Dr. Narasimhan G , RNSIT


12
5. 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.
To find: 𝒏, 𝒑, 𝒒
𝑛=3
2 1
𝑝 = 𝑃(𝑔𝑒𝑡𝑡𝑖𝑛𝑔 1 𝑜𝑟 6) = =
6 3
1 2
𝑞 =1−𝑝=1− =
3 3
To find: Mean, Variance
It follows Binomial distribution.
1
Mean = 𝑛𝑝 = 3 (3) = 1
1 2 2
Variance = 𝑛𝑝𝑞 = 3 (3) (3) = 3

6. A die is thrown 5 times. If getting an odd number is a success, find the probability of
getting at least 4 successes.
To find: 𝒏, 𝒑, 𝒒
𝑛=5
3 1
𝑝 = 𝑃(𝑔𝑒𝑡𝑡𝑖𝑛𝑔 𝑜𝑑𝑑 𝑛𝑢𝑚𝑏𝑒𝑟) = 6 = 2
1 1
𝑞 =1−2=2

To find: 𝑷(𝒙)
It follows Binomial distribution.
Probability function is given by
1 𝑥 1 5−𝑥 1
𝑃(𝑥) = 𝑛𝐶𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 = 5𝐶𝑥 ( ) ( ) = 5 × 5𝐶𝑥
2 2 2
To find: P (at least 4 successes)
P(at least 4 successes) = 𝑃(𝑥 ≥ 4)
= 𝑃(4) + 𝑃(5)
1 1
= × 5𝐶4 + × 5𝐶5
25 25
1 6 3
= (5 + 1) = =
32 32 16

Dr. Narasimhan G , RNSIT


13
7. If the probability that a new-born child is a male is 0.6, find the probability that in a
family of 5 children there are exactly 3 boys.
To find: 𝒏, 𝒑, 𝒒
By data, 𝑛 = 5
𝑝 = 𝑃(𝑚𝑎𝑙𝑒 𝑐ℎ𝑖𝑙𝑑) = 0.6
𝑞 = 1 − 0.6 = 0.4
To find: 𝑷(𝒙)
It follows Binomial distribution.
Probability function is given by
𝑃(𝑥) = 𝑛𝐶𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 = 5𝐶𝑥 (0.6)𝑥 (0.4)5−𝑥

To find: P (exactly 3 boys)


P(exactly 3 boys) = 𝑃(3)
= 5𝐶3 (0.6)3 (0.4)5−3
= 0.3456

Dr. Narasimhan G , RNSIT


14
8. The probability that a pen manufactured by a company will be defective is 0.1. If 12
such pens are selected, find the probability that (i) exactly 2 will be defective (ii) at
least 2 will be defective (iii) none will be defective.
To find: 𝒏, 𝒑, 𝒒
By data, 𝑛 = 12
𝑝 = 𝑃(𝑑𝑒𝑓𝑒𝑐𝑡𝑖𝑣𝑒 𝑝𝑒𝑛) = 0.1
𝑞 = 1 − 0.1 = 0.9
To find: 𝒑(𝒙)
It follows Binomial distribution.
Probability density function is given by
𝑃(𝑥) = 𝑛𝐶𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 = 12𝐶𝑥 (0.1)𝑥 (0.9)12−𝑥

To find: Required probabilities


(i) P(exactly 2 defectives) = 𝑃(2)
= 12𝐶2 (0.1)2 (0.9)12−2
= 0.2301
(ii) P(at least 2 defectives) = 𝑃(𝑥 ≥ 2)
= 1 − 𝑃(𝑥 < 2)
= 1 − [𝑃(0) + 𝑃(1)]
= 1 − [12𝐶0 (0.1)0 (0.9)12−0 + 12𝐶1 (0.1)1 (0.9)12−1 ]
= 1 − 0.911 (0.9 + 1.2)
= 0.3410
(iii) P(none will be defective) = 𝑃(0)
= 12𝐶0 (0.1)0 (0.9)12
= 0.2825

Dr. Narasimhan G , RNSIT


15
9. The number of telephone lines busy at an instant of time is a binomial variate with
probability 0.2. If at an instant 10 lines are chosen at random, what is the
probability that (i) no line is busy? (ii) 5 lines are busy? (iii) at least one line is busy?
(iv) at most 2 lines are busy? (v) all lines are busy?
By data, 𝑛 = 10, 𝑝 = 0.2, 𝑞 = 0.8
It follows Binomial distribution.
Probability function is given by
𝑃(𝑥) = 𝑛𝐶𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 = 10𝐶𝑥 (0.2)𝑥 (0.8)10−𝑥
(i) P (No line is busy)
= 𝑃(0)
= 10𝐶0 (0.2)0 (0.8)10−0
= 0.1074

(ii) P(5 lines are busy)


= 𝑃(5)
= 10𝐶5 (0.2)5 (0.8)10−5
= 0.0264
(iii) P ( At least one line is busy) = 𝑃(𝑋 ≥ 1)
= 1 − 𝑃(𝑋 < 1)
= 1 − 𝑃(0)
= 1 − 0.1074 = 0.8926
(iv) P (At most two lines are busy)
= 𝑃(𝑥 ≤ 2)
= 𝑃(0) + 𝑃(1) + 𝑃(2)
= 10𝐶0 (0.2)0 (0.8)10 + 10𝐶1 (0.2)1 (0.8)9 + 10𝐶2 (0.2)2 (0.8)8
= (0.8)8 [0.64 + 1.6 + 1.80]
= 0.6778
(v) P (All lines are busy)
= 𝑃(10)
= 10𝐶10 (0.2)10 (0.8)0
= (0.2)10

Dr. Narasimhan G , RNSIT


16
10. In a large number of parts manufactured by a machine, the mean number of
defectives in a sample of 20 is 2. Out of 1000 such samples, how many would be
expected to contain at least 3 defective parts?
Hint: 𝑃(𝑥) = 20𝐶𝑥 (0.1)𝑥 (0.9)20−𝑥 ,𝑓(𝑥 ≥ 3) = 1000 × 𝑃(𝑥 ≥ 3) = 566
Solution:
To find: 𝒏, 𝒑, 𝒒
By data, 𝑛 = 20, 𝑥̅ = 𝑛𝑝 = 2
2 2
𝑝= = = 0.1
𝑛 20
𝑞 = 1 − 𝑝 = 1 − 0.1 = 0.9
To find: 𝑷(𝒙)
It follows Binomial distribution.
Probability function is given by
𝑝(𝑥) = 𝑛𝐶𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 = 20𝐶𝑥 (0.1)𝑥 (0.9)20−𝑥
To find: No. of samples
No. of samples containing at least 3 defective parts
= 𝑁 × 𝑃(𝑥)
= 1000 × 𝑃(𝑥 ≥ 3)
= 1000 × [1 − 𝑃(𝑥 < 3)]
= 1000 × [1 − [𝑃(0) + 𝑃(1) + 𝑃(2)]]
= 1000 × [1 − (20𝐶0 (0.1)0 (0.9)20−0
+20𝐶1 (0.1)1 (0.9)20−1 + 20𝐶2 (0.1)2 (0.9)20−2 )]
= 1000 × [1 − 0.918 (0.81 + 1.8 + 1.9)]
= 1000 × [1 − 0.1501(4.51)]
= 1000 × 0.3231 ≅ 323

Dr. Narasimhan G , RNSIT


17
11. Fit a binomial distribution to the following data:
𝒙𝒊 0 1 2 3 4 5
𝒇(𝒙𝒊 ) 2 14 20 34 22 8

Solution:
Find: 𝒏, 𝑵, 𝒑, 𝒒
𝑛 = 5 𝑎𝑛𝑑 𝑁 = Σ𝑓(𝑥𝑖 ) = 100
Σ𝑥𝑖 𝑓(𝑥𝑖 )
𝑥̅ =
𝑁
0(2)+1(14)+2(20)+3(34)+4(22)+5(8)
= 100

= 2.84
For a Binomial distribution, 𝑥̅ = 𝑛𝑝
Put 𝑛 = 5, 𝑥̅ = 2.84
we get 𝑝 = 0.5680 and 𝑞 = 1 − 𝑝 = 0.4320
Therefore, 𝑛 = 5, 𝑁 = 100, 𝑝 = 0.5680, 𝑞 = 0.4320
Find: 𝒇(𝒙)
Probability density function is given by
𝑃(𝑥) = 𝑛𝐶𝑥 𝑝 𝑥 𝑞 𝑛−𝑥
= 5𝐶𝑥 (0.568)𝑥 (0.432)5−𝑥
Therefore,
𝑓(𝑥) = 𝑁 × 𝑃(𝑥)
= 100 × 5𝐶𝑥 (0.568)𝑥 (0.432)5−𝑥

Fitting Binomial distribution


Theoretical frequencies are
𝑓(0) = 100 × 5𝐶0 (0.568)0 (0.432)5−0 ≅ 2
𝑓(1) = 100 × 5𝐶1 (0.568)1 (0.432)5−1 ≅ 10
𝑓(2) = 100 × 5𝐶2 (0.568)2 (0.432)5−2 ≅ 26
𝑓(3) = 100 × 5𝐶3 (0.568)3 (0.432)5−3 ≅ 34
𝑓(4) = 100 × 5𝐶4 (0.568)4 (0.432)5−4 ≅ 22
𝑓(5) = 100 × 5𝐶5 (0.568)5 (0.432)5−5 ≅ 6

Dr. Narasimhan G , RNSIT


18
12. Fit a binomial distribution to the following data:
𝒙𝒊 0 1 2 3
𝒇(𝒙𝒊 ) 28 62 10 4

To find: 𝒏, 𝒑, 𝒒
𝑛 = 3 𝑎𝑛𝑑 𝑁 = Σ𝑓(𝑥𝑖 ) = 104
Σ𝑥𝑖 𝑓(𝑥𝑖 )
𝑥̅ =
𝑁
0(28)+1(62)+2(10)+3(4)
= 104

= 0.9038
For a Binomial distribution, 𝑥̅ = 𝑛𝑝
Put 𝑛 = 3, 𝑥̅ = 0.9038
we get 𝑝 = 0.3 and 𝑞 = 1 − 𝑝 = 0.7
To find: 𝒇(𝒙)
Probability density function is given by
𝑃(𝑥) = 𝑛𝐶𝑥 𝑝 𝑥 𝑞 𝑛−𝑥
= 3𝐶𝑥 (0.3)𝑥 (0.7)3−𝑥
Therefore,
𝑓(𝑥) = 𝑁 × 𝑃(𝑥)
= 104 × 3𝐶𝑥 (0.568)𝑥 (0.7)3−𝑥

Fitting Binomial distribution


Theoretical frequencies are
𝑓(0) = 104 × 3𝐶0 (0.3)0 (0.7)3−0 ≅ 36
𝑓(1) = 104 × 3𝐶1 (0.3)1 (0.7)3−1 ≅ 46
𝑓(2) = 104 × 3𝐶2 (0.3)2 (0.7)3−2 ≅ 19
𝑓(3) = 104 × 3𝐶3 (0.3)3 (0.7)3−3 ≅ 3

Dr. Narasimhan G , RNSIT


19
1.3 Poisson distribution
Introduction:
❖ A probability distribution which satisfies the probability density function
𝑚𝑥
𝑃(𝑥) = 𝑒 −𝑚 is called Poisson distribution.
𝑥!

❖ Poisson distribution is a limiting form of binomial distribution.


That means, Binomial distribution becomes Poisson distribution
If 𝑛 → ∞, 𝑝 → 0, 𝑛𝑝 = 𝑚.
❖ Mean = Variance = m.
∞ ∞ ∞
𝑚𝑥 𝑚𝑥−1 𝑚𝑥−2
❖ ∑ = ∑ (𝑥−1)!
=∑ (𝑥−2)!
= 𝑒𝑚
𝑥=0 𝑥! 𝑥=1 𝑥=2

Problems:
1. Find the mean and Standard deviation of Poisson distribution.
𝑀𝑒𝑎𝑛 = 𝐸(𝑥)
= ∑ 𝑥𝑝(𝑥)
𝑚𝑥 𝑒 −𝑚
= ∑𝑥 𝑥!
−𝑚 𝑚𝑥−1
= 𝑚𝑒 ∑ (𝑥−1)!
𝑚1 𝑚2
= 𝑚𝑒 −𝑚 (1 + + + ⋯ )𝑒 𝑚
1! 2!
= 𝑚𝑒 −𝑚 𝑒 𝑚
= 𝑚.
𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 = 𝐸(𝑥 2 ) − [𝐸(𝑥)]2
= 𝐸[𝑥(𝑥 − 1) + 𝑥] − [𝐸(𝑥)]2
= 𝐸[𝑥(𝑥 − 1)] + 𝐸(𝑥) − [𝐸(𝑥)]2
= ∑[𝑥(𝑥 − 1)]𝑝(𝑥) + 𝑚 − 𝑚2
𝑚𝑥 𝑒 −𝑚
= ∑[𝑥(𝑥 − 1)] + 𝑚 − 𝑚2
𝑥!
𝑚𝑥−2
= 𝑚2 𝑒 −𝑚 ∑ (𝑥−2)! + 𝑚 − 𝑚2
𝑚1 𝑚2
= 𝑚2 𝑒 −𝑚 (1 + + + ⋯ ) + 𝑚 − 𝑚2
1! 2!
= 𝑚2 𝑒 −𝑚 𝑒 𝑚 + 𝑚 − 𝑚 2

= 𝑚2 + 𝑚 − 𝑚2
= 𝑚.

Dr. Narasimhan G , RNSIT


20
2. The probabilities of a Poisson variate taking the values 3 and 4 are equal. Calculate
the probabilities of the variate taking the values 0 and 1. Also find the mean and
variance of the Poisson distribution.
To find 𝒑(𝒙): 40 𝑒 −4
(i) 𝑝(0) = = 0.0183
0!
It follows Poisson distribution. 41 𝑒 −4
(ii) 𝑝(1) = = 0.0733
Probability density function is 1!

𝒎𝒙 (iii) Mean=Variance= 𝑚 = 4.
𝒑(𝒙) = 𝒆−𝒎 𝒙!

By data, 𝑝(3) = 𝑝(4)


𝑚3 𝑒 −𝑚 𝑚4 𝑒 −𝑚
=
3! 4!

⇒ 𝑚 = 4.
𝟒𝒙
Therefore, 𝒑(𝒙) = 𝒆−𝟒 𝒙!

Dr. Narasimhan G , RNSIT


21
3. X is a Poisson variate and it is found that the probability that 𝒙 = 𝟐 is two third of
the probability that 𝒙 = 𝟏. Find the probability that 𝒙 = 𝟎 and the probability that
𝒙 = 𝟏. What is the probability that 𝒙 exceeds 3?

To find: 𝒎, 𝒑(𝒙) To find: 𝒑(𝟎), 𝒑(𝟏), 𝒑(𝒙 > 𝟑)


It follows Poisson distribution. 4( ) 4 0

(i) 𝑝(0) = 𝑒 −3 30! = 0.2636


Probability density function is
4 1
𝑚𝑥 4( )
𝑝(𝑥) = 𝑒 −𝑚 (ii) 𝑝(1) = 𝑒 −3 31! = 0.3515
𝑥!
2 (iii) 𝑝(𝑥 > 3)
By data, 𝑝(2) = 3 𝑝(1)
= 1 − 𝑝(𝑥 ≤ 3)
𝑚2 𝑒 −𝑚 2 𝑚1 𝑒 −𝑚
=3× = 1 − [𝑝(0) + 𝑝(1) + 𝑝(2) + 𝑝(3)]
2! 1!
4 4 0 4 1 4 2 4 3
𝑚=3 −
4 ( ) ( ) ( ) ( )
3 3 3 3
= 1−𝑒 3 [ + + + ]
𝑥 0! 1! 2! 3!
4 4
− (3 )
Therefore, 𝑝(𝑥) = 𝑒 3
= 0.1506
𝑥!

4. 2% of the fuses manufactured by a firm are found to be defective. Find the


probability that the box containing 200 fuses contains (i) no defective fuse (ii) 3 or
more defective fuses.
To Find: 𝒎, 𝒑(𝒙)
By data, 𝑛 = 200, 𝑝 = 0.02 (i) 𝑝(𝑛𝑜 𝑑𝑒𝑓𝑒𝑐𝑡𝑖𝑣𝑒 𝑓𝑢𝑠𝑒)
It follows Poisson distribution. (4)0
= 𝑒 −4 = 0.0183
0!
Probability density function is
(ii) 𝑝(3 𝑜𝑟 𝑚𝑜𝑟𝑒 𝑑𝑒𝑓𝑒𝑐𝑡𝑖𝑣𝑒 𝑓𝑢𝑠𝑒𝑠)
𝑚𝑥
𝑝(𝑥) = 𝑒 −𝑚 = 𝑝(𝑥 ≥ 3)
𝑥!
𝑚 = 𝑚𝑒𝑎𝑛 = 𝑛𝑝 = 4 = 1 − 𝑝(𝑥 < 3)
(4)𝑥 = 1 − [𝑝(0) + 𝑝(1) + 𝑝(2)]
𝑃(𝑥) = 𝑒 −4 𝑥! (4)0 (4)1 (4)2
= 1 − 𝑒 −4 [ + + ]
0! 1! 2!

= 0.7619

Dr. Narasimhan G , RNSIT


22
5. A certain screw manufacturing machine produces on an average of 2 defective
screws out of 100 and packs them in boxes of 500. Find the probability that a box
contains (i) 3 defective (ii) at least one defective (iii) 15 defective screws.
To find: 𝒎, 𝒑(𝒙)
By data, 𝑛 = 500, 𝑝 = 2/100 (ii) 𝑝(box contains at least 1 defective)
It follows Poisson distribution. = 𝑝(𝑥 ≥ 1)
Probability density function is = 1 − 𝑝(𝑥 < 1)
𝑚𝑥 = 1 − 𝑝(0)
𝑝(𝑥) = 𝑒 −𝑚
𝑥! = 1 − 𝑒 −10
𝑚 = 𝑚𝑒𝑎𝑛 = 𝑛𝑝 = 10
=1
(10) 𝑥
𝑝(𝑥) = 𝑒 −10 𝑥! (iii) 𝑝(box contains 15 defective screws)
(i) 𝑝(box contains 3 defective screws) = 𝑝(15)
(10)3 (10)15
= 𝑒 −10 = 𝑒 −10
3! 15!

= 0.00757 = 0.0347

6. If the probability of a bad reaction from a certain injection is 0.001. Determine the
chance that out of 2000 individuals more than 2 will get a bad reaction.
To find: 𝒎, 𝒑(𝒙)
By data, 𝑛 = 2000, 𝑝 = 0.001 𝑝(more than 2 will get a bad reaction)
It follows Poisson distribution. = 𝑝(𝑥 > 2)
Probability density function is = 1 − 𝑝(𝑥 ≤ 2)
𝑚𝑥 = 1 − [𝑝(0) + 𝑝(1) + 𝑝(2)]
𝑝(𝑥) = 𝑒 −𝑚
𝑥! (2)0 (2)1 (2)2
= 1 − 𝑒 −2 [ + + ]
𝑚 = 𝑚𝑒𝑎𝑛 = 𝑛𝑝 = 2 0! 1! 2!

(2)𝑥 = 1 − 0.6767
Therefore, 𝑝(𝑥) = 𝑒 −2
𝑥!
= 0.3233

Dr. Narasimhan G , RNSIT


23
7. In a certain factory turning out razor blades there is a small probability of 1/500 for
any blade to be defective. The blades are supplied in packets of 10. Use Poisson
distribution to calculate the approximate number of packets containing (i) no
defective, (ii) one defective, and (iii) two defective blades in a consignment of 10000
packets.
To find: 𝒎, 𝒑(𝒙) (i) Number of packets containing
By data, no defectives = 𝑁 × 𝑝(0)
𝑛 = 10, 𝑝 = 0.002 and 𝑁 = 10000. (0.02)0
= 10000 × 𝑒 −0.02 0!
𝑚 = 𝑚𝑒𝑎𝑛 = 𝑛𝑝 = 0.02
= 9802
Since 𝑝 is too small,
(ii) Number of packets containing
It follows Poisson distribution.
one defective= 𝑁 × 𝑝(1)
Probability density function is (0.02)1
𝑥 = 10000 × 𝑒 −0.02
𝑚 1!
𝑝(𝑥) = 𝑒 −𝑚
𝑥! = 196
Put 𝑚 = 𝑚𝑒𝑎𝑛 = 𝑛𝑝 = 0.02 (iii) Number of packets containing
𝑥
−0.02 (0.02) two defectives = 𝑁 × 𝑝(2)
Therefore, 𝑝(𝑥) = 𝑒 𝑥!
(0.02)2
= 10000 × 𝑒 −0.02 2!

=2

8. Alpha particles are emitted by a radioactive source at an average rate of 5 in a 20


minutes’ interval. Using Poisson distribution, find the probability that there will
be (i) exactly two emissions, and (ii) at least two emissions, in a randomly chosen
20 minutes’ interval.

To find: 𝒎, 𝒑(𝒙) (i) 𝑝(exactly two emissions)


It follows Poisson distribution. 52
= 𝑝(2) = 𝑒 −5 2! = 0.0842
Probability density function is
(ii) 𝑝(at least two emissions )
𝑚𝑥
𝑝(𝑥) = 𝑒 −𝑚 = 𝑝(𝑥 ≥ 2) = 1 − 𝑝(𝑥 < 2)
𝑥!
By data, 𝑚 =average rate= 5 = 1 − {𝑝(0) + 𝑝(1)}
5𝑥 = 1 − {𝑒 −5 + 5𝑒 −5 } = 0.9596.
Therefore, 𝑝(𝑥) = 𝑒 −5 𝑥!

Dr. Narasimhan G , RNSIT


24
9. A car hire firm has two cars which it hire out day by day. The number of demand for
a car on each day is distributed as a Poisson distribution with mean 1.5, Calculate the
proportion of days (i) on which there is no demand (ii) On which demand is refused.
To find: 𝒑(𝒙) (ii) 𝑝(demand is refused)
It follows Poisson distribution. = 𝑝(𝑥 > 2)
Probability function is = 1 − 𝑝(𝑥 ≤ 2)
𝑥
𝑚 = 1 − [𝑝(0) + 𝑝(1) + 𝑝(2)]
𝑝(𝑥) = 𝑒 −𝑚
𝑥! (1.5)0 (1.5)1 (1.5)2
= 1 − 𝑒 −1.5 [ + + ]
By data, 𝑚 = 1.5 0! 1! 2!

(1.5)𝑥 = 0.1912
Therefore, 𝑝(𝑥) = 𝑒 −1.5 𝑥!

(i) 𝑃(No demands)= 𝑝(0)


(1.5)0
= 𝑒 −1.5 = 0.2231
0!

10. The probability that a news reader commits no mistake in reading the news is 𝟏/𝒆𝟑 .
Find the probability that on a particular news broadcast he commits (i) Only 2
mistakes (ii) More than 3 mistakes (iii) At most 3 mistakes.

To find: 𝒑(𝒙) (i) (i) 𝑝(Only 2 mistakes)


By data, 𝑝(0) = 𝑒 −3 ------(1) 32
= 𝑝(2) = 𝑒 −3 2! = 0.2240
It follows Poisson distribution.
(ii) 𝑝( More than 3 mistakes)
Probability function is
= 𝑝(𝑥 > 3)
−𝑚
𝑚𝑥
𝑝(𝑥) = 𝑒 = 1 − 𝑝(𝑥 ≤ 3)
𝑥!
𝑚0 = 1 − [𝑝(0) + 𝑝(1) + 𝑝(2) + 𝑝(3)]
𝑝(0) = 𝑒 −𝑚 = 𝑒 −𝑚 -----(2)
0! 30 31 32 33
= 1 − 𝑒 −3 [ 0! + + + ]
Equating (1) and (2), 1! 2! 3!

𝑚=3 = 0.3527
3𝑥 (ii) (iii) 𝑝( at most 3 mistakes)
Therefore, 𝑝(𝑥) = 𝑒 −3 𝑥!
(iii) = 𝑝(𝑥 ≤ 3)
= 𝑝(0) + 𝑝(1) + 𝑝(2) + 𝑝(3)
30 31 32 33
= 𝑒 −3 [ 0! + 1!
+ 2!
+ 3!
] = 0.6472

Dr. Narasimhan G , RNSIT


25
11. Fit a Poisson distribution for the data
𝒙: 0 1 2 3 4
𝒇: 46 38 22 9 1
To find: 𝑵, 𝒎, 𝒇(𝒙)

Here, 𝑁 = ∑ 𝑓𝑖 = 46 + 38 + 22 + 9 + 1 = 116

∑ 𝑥𝑖 𝑓𝑖 = (0 × 46) + (1 × 38) + (2 × 22) + (3 × 9) + (4 × 1) = 113.

∑ 𝑥𝑖 𝑓𝑖 113
m=mean = 𝑋 = 𝑁
= 116 = 0.9741

Probability function of a Poisson distribution is

𝑒 −𝑚 𝑚𝑥 𝑒 −0.9741 0.9741 𝑥
𝑝(𝑥) = =
𝑥! 𝑥!

0.9741 𝑥
𝑓(𝑥) = 𝑁 × 𝑝(𝑥) = 116 × 𝑒 −0.9741 𝑥!

Fitting Poisson distribution

Theoretical frequencies are

𝑓(0) = 116 × 𝑝(0) = 200 × 𝑒 −0.9741 = 200 × 0.6065 ≅ 44

𝑓(1) = 116 × 𝑝(1) = 200 × 𝑒 −0.9741 × 0.9741 ≅ 43

1
𝑓(2) = 116 × 𝑝(2) = 200 × 𝑒 −0.9741 × 2 (0.9741 )2 ≅ 21

1
𝑓(3) = 116 × 𝑝(3) = 200 × 𝑒 −0.9741 × 3! (0.9741 )3 ≅ 7

1
𝑓(4) = 116 × 𝑝(4) = 200 × 𝑒 −0.9741 × 4! (0.9741 )4 ≅ 1

Dr. Narasimhan G , RNSIT


26
12. Fit a Poisson distribution to the set of observations:
𝒙: 0 1 2 3 4
𝒇: 122 60 15 2 1
To find: 𝑵, 𝒎, 𝒇(𝒙)

Here, 𝑁 = ∑ 𝑓𝑖 = 122 + 60 + 15 + 2 + 1 = 200,

∑ 𝑥𝑖 𝑓𝑖 = (0 × 122) + (1 × 60) + (2 × 15) + (3 × 2) + (4 × 1) = 100.

∑ 𝑥𝑖 𝑓𝑖 100
m = mean = 𝑋 = 𝑁
= 200 = 0.5

Probability function of a Poisson distribution is

𝑒 −𝑚 𝑚𝑥 𝑒 −0.5 0.5𝑥
𝑝(𝑥) = 𝑥!
= 𝑥!

(0.5)𝑥
𝑓(𝑥) = 𝑁 × 𝑝(𝑥) = 200 × 𝑒 −0.5 𝑥!

Fitting Poisson distribution

Theoretical frequencies are

𝑓(0) = 200 × 𝑝(0) = 200 × 𝑒 −0.5 = 200 × 0.6065 ≅ 121

𝑓(1) = 200 × 𝑝(1) = 200 × 𝑒 −0.5 × 0.5 ≅ 61

1
𝑓(2) = 200 × 𝑝(2) = 200 × 𝑒 −0.5 × (0.5)2 ≅ 15
2

1
𝑓(3) = 200 × 𝑝(3) = 200 × 𝑒 −0.5 × 3! (0.5)3 ≅ 3

1
𝑓(4) = 200 × 𝑝(4) = 200 × 𝑒 −0.5 × 4! (0.5)4 ≅ 0

Dr. Narasimhan G , RNSIT


27
1.4 Continuous probability distributions
Introduction:
❖ If a random variable takes any real value in the specified interval then it is called continuous
random variable. Ex: height of students in a class, length of leaves in a tree.
❖ P(x) is the probability density function of the continuous random variable x if (i) 𝑝(𝑥) ≥ 0 (ii)

∫−∞ 𝑝(𝑥) 𝑑𝑥 = 1.
∞ ∞
❖ 𝐸(𝑥) = ∫−∞ 𝑥𝑝(𝑥) 𝑑𝑥 , 𝐸(𝑥 2 ) = ∫−∞ 𝑥 2 𝑝(𝑥) 𝑑𝑥
❖ If p(x) is the probability density function of the continuous random variable x then cumulative
𝑡
distribution function 𝐹(𝑡) = 𝑝(𝑥 ≤ 𝑡) = ∫−∞ 𝑝(𝑥)𝑑𝑥.Then 𝐹 ′ (𝑡) = 𝑝(𝑡)
❖ 𝑝(𝑎 ≤ 𝑥 ≤ 𝑏) = 𝑝(𝑎 ≤ 𝑥 < 𝑏) = 𝑝(𝑎 < 𝑥 ≤ 𝑏) = 𝑝(𝑎 < 𝑥 < 𝑏) = 𝐹(𝑏) − 𝐹(𝑎)
Problems:
𝒙
(𝟔) + 𝒌, 𝟎 ≤ 𝒙 ≤ 𝟑
1. Find the constant k so that 𝒇(𝒙) = { is a probability density
𝟎, 𝒆𝒍𝒔𝒆𝒘𝒉𝒆𝒓𝒆
function. 𝐓𝐡𝐞𝐧 𝐟𝐢𝐧𝐝 𝒑(𝟏 ≤ 𝒙 ≤ 𝟐) .
To find: 𝒌
∞ 𝑝(1 ≤ 𝑥 ≤ 2)
1 = ∫−∞ 𝑝(𝑥) 𝑑𝑥
2
3
= ∫ 𝑝(𝑥)𝑑𝑥
= ∫ 𝑝(𝑥)𝑑𝑥 1
0
2
3 𝑥
𝑥 = ∫ ( + 𝑘) 𝑑𝑥
= ∫ ( + 𝑘) 𝑑𝑥 1 6
0 6
2
3 3 𝑥 1
𝑥 = ∫ ( + ) 𝑑𝑥
= ∫ ( ) 𝑑𝑥 + 𝑘 ∫ 𝑑𝑥 1 6 12
0 6 0
1
9 =
= + 3𝑘 3
12
9
1 − 12 = 3𝑘
3 1
Therefore, 𝑘 = 12 = 4

Dr. Narasimhan G , RNSIT


28
𝒌𝒙𝟐 , 𝟎 ≤ 𝒙 ≤ 𝟑
2. A random variable x has the density function 𝒑(𝒙) = {
𝟎, 𝒆𝒍𝒔𝒆𝒘𝒉𝒆𝒓𝒆
Evaluate k and find 𝒑(𝒙 ≤ 𝟏), 𝒑(𝟏 ≤ 𝒙 ≤ 𝟐), 𝒑(𝒙 ≤ 𝟐)𝒂𝒏𝒅 𝒑(𝒙 > 𝟏)
To find: 𝒌 (i) 𝑃(𝑥 ≤ 1)
∞ 1 1
1 = ∫−∞ 𝑝(𝑥) 𝑑𝑥 1 1 1
= ∫ 𝑝(𝑥)𝑑𝑥 = 𝑘 ∫ 𝑥 2 𝑑𝑥 = ( ) =
−∞ 0 9 3 27
3
= ∫0 𝑝(𝑥)𝑑𝑥
(ii) 𝑃(1 ≤ 𝑥 ≤ 2)
3
= ∫0 𝑘𝑥 2 𝑑𝑥 2 2
1 7 7
= ∫ 𝑝(𝑥)𝑑𝑥 = 𝑘 ∫ 𝑥 2 𝑑𝑥 = ( ) =
3 9 3 27
= 𝑘 ∫0 𝑥 2 𝑑𝑥 1 1

(iii) 𝑃(𝑥 ≤ 2)
= 9𝑘
2 2
1 8 8
𝑘 = 1/9. = ∫ 𝑝(𝑥)𝑑𝑥 = 𝑘 ∫ 𝑥 2 𝑑𝑥 = ( ) =
−∞ 0 9 3 27
(iv) 𝑃(𝑥 > 1)
3 3
1 26 26
= ∫ 𝑝(𝑥)𝑑𝑥 = 𝑘 ∫ 𝑥 2 𝑑𝑥 = ( ) =
1 1 9 3 27

Dr. Narasimhan G , RNSIT


29
3. The probability density function of a continuous random variable x is
𝒌𝒙, 𝒇𝒐𝒓 𝟎 ≤ 𝒙 < 𝟐
𝟐𝒌, 𝒇𝒐𝒓 𝟐 ≤ 𝒙 < 𝟒
𝒑(𝒙) = { find k and then determine the mean of x.
𝟔𝒌 − 𝒌𝒙, 𝒇𝒐𝒓 𝟒 ≤ 𝒙 ≤ 𝟔
𝟎, 𝒆𝒍𝒔𝒆𝒘𝒉𝒆𝒓𝒆

To find: 𝒌


By data, 1 = ∫−∞ 𝑝(𝑥)𝑑𝑥


= ∫ 𝑝(𝑥)𝑑𝑥
−∞

6
= ∫ 𝑝(𝑥)𝑑𝑥
0

2 4 6
= ∫ 𝑘𝑥𝑑𝑥 + ∫ 2𝑘𝑑𝑥 + ∫ (6𝑘 − 𝑘𝑥)𝑑𝑥
0 2 4

2 4 6 6
= 𝑘 ∫ 𝑥𝑑𝑥 + 2𝑘 ∫ 𝑑𝑥 + 6𝑘 ∫ 𝑑𝑥 − 𝑘 ∫ 𝑥𝑑𝑥
0 2 4 4

= 2𝑘 + 4𝑘 + 12𝑘 − 10𝑘

Therefore, 1= 8𝑘 or 𝑘 = 1/8

To find: Mean


Mean = ∫−∞ 𝑥 𝑝(𝑥)𝑑𝑥

6
= ∫0 𝑥 𝑝(𝑥)𝑑𝑥

2 4 6
= ∫0 𝑘𝑥 2 𝑑𝑥 + ∫2 2𝑘𝑥𝑑𝑥 + ∫4 (6𝑘 − 𝑘𝑥)𝑥𝑑𝑥

2 4 6 6
= 𝑘 ∫ 𝑥 2 𝑑𝑥 + 2𝑘 ∫ 𝑥𝑑𝑥 + 6𝑘 ∫ 𝑥𝑑𝑥 − k ∫ 𝑥 2 𝑑𝑥
0 2 4 4

1 8 2 6 1 152
= 8 (3) + 8 (6) + 8 (10) − 8 ( 3
) = 3.

Dr. Narasimhan G , RNSIT


30
4. The frequency distribution of a measurable characteristic varying between 0 and 2
𝒙𝟑 , 𝟎≤𝒙≤𝟏
is as 𝒇(𝒙) = { 𝟐 Calculate mean and standard deviation.
(𝟐 − 𝒙) , 𝟏 ≤ 𝒙 ≤ 𝟐

∞ ∞
𝐸(𝑥) = ∫ 𝑥𝑓(𝑥)𝑑𝑥 𝐸(𝑥 2 ) = ∫ 𝑥 2 𝑓(𝑥)𝑑𝑥
−∞ −∞
2 2
= ∫0 𝑥𝑓(𝑥)𝑑𝑥 = ∫0 𝑥 2 𝑓(𝑥)𝑑𝑥
1 2 1 2
= ∫0 𝑥 4 𝑑𝑥 + ∫1 (4𝑥 + 𝑥3 − 4𝑥 2 )𝑑𝑥 = ∫0 𝑥 5 𝑑𝑥 + ∫1 (4𝑥2 + 𝑥4 − 4𝑥 3 )𝑑𝑥
= 0.2 + 0.4167 1
= 6 + 0.5333
= 0.6167
= 0.7

𝑀𝑒𝑎𝑛 = 𝐸(𝑥) = 0.6167

Standard deviation = √𝐸(𝑥 2 ) − [𝐸(𝑥)]2 = √0.7 − 0.61672 = √0.3197 = 0.5654

5. The probability density function of a continuous random variable x is


𝒌𝒙(𝟏 − 𝒙)𝒆𝒙 , 𝟎 ≤ 𝒙 ≤ 𝟏
𝒑(𝒙) = { . Find the value of k and evaluate mean and
𝟎, 𝒆𝒍𝒔𝒆𝒘𝒉𝒆𝒓𝒆
standard deviation of the distribution.

∞ ∞ ∞
1 = ∫ 𝑝(𝑥)𝑑𝑥 𝐸(𝑥) = ∫ 𝑥𝑝(𝑥)𝑑𝑥 𝐸(𝑥 2 ) = ∫ 𝑥 2 𝑝(𝑥)𝑑𝑥
−∞ −∞ −∞
1 1 1
= ∫0 𝑝(𝑥)𝑑𝑥
= 𝑘 ∫ 𝑥 2 (1 − 𝑥)𝑒 𝑥 𝑑𝑥 = 𝑘 ∫ 𝑥 2 (𝑥 − 𝑥 2 )𝑒 𝑥 𝑑𝑥
1 0 0
= ∫0 𝑘𝑥(1 − 𝑥)𝑒 𝑥 𝑑𝑥 1 1
1 2 )𝑒 𝑥 = 𝑘 ∫ (𝑥 2 − 𝑥 3 )𝑒 𝑥 𝑑𝑥 = 𝑘 ∫ (𝑥 3 − 𝑥 4 )𝑒 𝑥 𝑑𝑥
= 𝑘 ∫0 (𝑥 −𝑥 𝑑𝑥 0 0

= 𝑘(0.2817) = 3.5496 × 0.1549 = 3.5496 × 0.0989


𝑘 = 3.5496 = 0.5496 = 0.3511

Mean= 𝐸(𝑥) = 0.5496


Standard deviation = √𝐸(𝑥 2 ) − [𝐸(𝑥)]2 = √0.3511 − (0.5496)2

= √0.04904 = 0.2214

Dr. Narasimhan G , RNSIT


31
6. For the probability distribution given by the cumulative distribution function
𝟎, 𝒕>𝟎
𝟐
𝑭(𝒕) = {𝒕 , 𝟎 ≤ 𝒕 ≤ 𝟏 Find the probability density function.
𝟏, 𝒕>𝟏
Also evaluate (i) 𝒑(𝟎. 𝟓 < 𝒙 < 𝟎. 𝟕𝟓) (ii) 𝒑(𝒙 ≤ 𝟎. 𝟓) (iii) 𝒑(𝒙 > 𝟎. 𝟕𝟓)

Find: Probability density function

0, 𝑡>0
𝐹(𝑡) = {𝑡 2 0≤𝑡≤1
1, 𝑡>1

0, 𝑡>0
𝑝(𝑡) = 𝐹 ′ (𝑡) = {2𝑡, 0≤𝑡≤1
0, 𝑡>1

0, 𝑥>0
𝑝(𝑥) = {2𝑥, 0 ≤ 𝑥 ≤ 1
0, 𝑥>1

This is the required probability density function.

(i) 𝑝(0.5 < 𝑥 < 0.75) = 𝐹(0.75) − 𝐹(0.5) = (0.75)2 −(0.5)2 = 0.3125

(ii) 𝑝(𝑥 ≤ 0.5) = 𝐹(0.5) = (0.5)2 = 0.25

(iv) 𝑝(𝑥 > 0.75) = 1 − 𝑝(𝑥 ≤ 0.75) = 1 − 𝐹(0.75) = 1 − (0.75)2 = 0.4375.

Dr. Narasimhan G , RNSIT


32
𝟏
, 𝒙𝟏 < 𝒙 < 𝒙𝟐
7. A function is defined as 𝒇(𝒙) = { 𝒌 Find the cumulative
𝟎, 𝒆𝒍𝒔𝒆𝒘𝒉𝒆𝒓𝒆
distribution of the variate 𝒙 when 𝒌 satisfies the requirements for 𝒇(𝒙) to be a
density function.

∞ 𝑥
1 = ∫ 𝑝(𝑥)𝑑𝑥 𝐹(𝑥) = ∫ 𝑝(𝑥)𝑑𝑥
−∞ −∞
𝑥2 𝑥
= ∫𝑥 𝑝(𝑥)𝑑𝑥
= ∫ 𝑝(𝑥)𝑑𝑥 1
𝑥1 𝑥 1
𝑥2
= ∫𝑥 𝑑𝑥
1 1𝑘
=∫ 𝑑𝑥 1 𝑥
𝑥1 𝑘 = 𝑘 ∫𝑥 𝑑𝑥
1
𝑥2
1 1
= ∫ 𝑑𝑥 = 𝑘 (𝑥 − 𝑥1 )
𝑘 𝑥1
𝑥−𝑥1
1 =
𝑥2 −𝑥1
= (𝑥2 − 𝑥1 )
𝑘
𝑘 = 𝑥2 − 𝑥1

𝟏
(𝒙 + 𝟏), −𝟏 < 𝒙 < 𝟏
8. 𝒇(𝒙) = {𝟐 represents the density of a r.v X, Find 𝑬(𝒙), 𝑽𝒂𝒓(𝒙).
𝟎, 𝒆𝒍𝒔𝒆𝒘𝒉𝒆𝒓𝒆

∞ ∞
E(x) = ∫−∞ 𝑥𝑓(𝑥)𝑑𝑥 𝐸(𝑥 2 ) = ∫−∞ 𝑥 2 𝑝(𝑥)𝑑𝑥
1 1 1 1
= ∫−1(𝑥 2 + 𝑥)𝑑𝑥 = ∫−1 𝑥 2 (𝑥 + 1)𝑑𝑥
2 2
1 1 1
= (0.6667)
2
= 2 ∫−1(𝑥 3 + 𝑥 2 ) 𝑑𝑥

= 0.3334 = 0.3334

Variance = 𝐸(𝑥 2 ) − [𝐸(𝑥)]2 = 0.3334 − (0.3334)2 = 0.2222

Dr. Narasimhan G , RNSIT


33
Home work:

9. If a random variable x has the probability density function


2𝑒 −2𝑥 , 𝑥>0
𝑓(𝑥) = { find 𝑝(1 < 𝑥 < 3)𝑎𝑛𝑑 𝑝(𝑥 > 0.5). Also find the variance.
0, 𝑥≤0

10. The frequency function of a continuous r.v is given by 𝑓(𝑥) = 𝑦0 𝑥(2 − 𝑥), 0 ≤ 𝑥 ≤ 2.
Find mean and S.D

Dr. Narasimhan G , RNSIT


34
1.5 Normal distribution
Introduction:
❖ The continuous probability distribution having the probability density function
1 2 2
𝑓(𝑥) = 𝜎 𝑒 −(𝑥−𝜇) /2𝜎 is called the normal distribution.
√2𝜋

❖ 𝑓(𝑥) ≥ 0, ∫−∞ 𝑓(𝑥)𝑑𝑥 = 1, Mean = 𝜇, variance = 𝜎 2
❖ A normal distribution with 𝜇 = 0 𝑎𝑛𝑑 𝜎 = 1 is called standard normal distribution .
𝑥−𝜇
𝑧= is called the standard normal variate.
𝜎
❖ Standard normal curve is symmetric about the line 𝑧 = 0.
❖ The total area is 1 and the area on either side of is 0.5

❖ How to find the area under the standard normal curve using calculator?
In 𝑚𝑠, go to SD, press 𝑠ℎ𝑖𝑓𝑡 𝑑𝑖𝑠𝑡𝑟𝑛 In es, go to stat, 𝑠ℎ𝑖𝑓𝑡 𝑠𝑡𝑎𝑡 𝑑𝑖𝑠𝑡𝑟𝑛
𝑃(𝑎) = 𝐴(−∞, 𝑎), 𝑄(𝑎) = 𝐴(0, 𝑎), 𝑅(𝑎) = 𝐴(𝑎, ∞)

Pictorial representation:

𝑝(𝑧 < −1) = 𝑃(−1) = 0.1587 𝑝(𝑧 > 1) = 𝑅(1) = 0.1587 𝑝(0 < 𝑧 < 1) = 𝑄(1) = 0.3413

Dr. Narasimhan G , RNSIT


35
1. For the standard normal distribution of a random variable z evaluate the following:
(i) 𝑷(𝟎 ≤ 𝒛 ≤ 𝟏. 𝟒𝟓) (ii) 𝑷(−𝟐. 𝟔𝟎 ≤ 𝒛 ≤ 𝟎) (iii)𝑷(−𝟑. 𝟒𝟎 ≤ 𝒛 ≤ 𝟐. 𝟏)
(iv) 𝑷(𝟏. 𝟐𝟓 ≤ 𝒛 ≤ 𝟐. 𝟏) (v) 𝑷(−𝟐. 𝟓𝟓 ≤ 𝒛 ≤ −𝟎. 𝟖) (vi) 𝑷(𝒛 ≥ 𝟏. 𝟕)
(vii) 𝑷(𝒛 ≤ −𝟑. 𝟑𝟓) (viii) 𝑷(|𝒛| ≤ 𝟏. 𝟖𝟓)
(i) 𝑃(0 ≤ 𝑧 ≤ 1.45) = 𝑄(1.45) = 0.4265

(ii) 𝑃(−2.60 ≤ 𝑧 ≤ 0) = 𝑄(−2.60) = 0.4953

(iii)𝑃(−3.40 ≤ 𝑧 ≤ 2.1) = 𝑄(−3.40) + 𝑄(2.1) = 0.9818

Dr. Narasimhan G , RNSIT


36
(iv) 𝑃(1.25 ≤ 𝑧 ≤ 2.1) = 𝑄(2.1) − 𝑄(1.25) = 0.0878

(v) 𝑃(−2.55 ≤ 𝑧 ≤ −0.8) = 𝑄(−2.55) − 𝑄(−0.8) = 0.2065

(vi) 𝑃(𝑧 ≥ 1.7) = 𝑅(1.7) = 0.0446

(vii) 𝑃(𝑧 ≤ −3.35) = 𝑃(−3.35) = 0.0004

Dr. Narasimhan G , RNSIT


37
(viii) 𝑃(|𝑧| ≤ 1.85) = 𝑃(−1.85 ≤ 𝑧 ≤ 1.85) = 𝑄(−1.85) − 𝑄(1.85) = 0.9357

Dr. Narasimhan G , RNSIT


38
2. For the normal distribution with mean 2 and standard deviation 4 evaluate the
following probabilities: (i) 𝑷(−𝟔 < 𝒙 < 𝟑) (ii) 𝑷(𝟏 < 𝒙 < 𝟓) (iii) 𝑷(𝒙 ≥ 𝟓) (iv)
𝑷(|𝒙| < 𝟒) (v) 𝑷(|𝒙| > 𝟑) (vi) 𝑷(|𝒙 − 𝟐| > 𝟏)
𝑥−𝜇 𝑥−2
By data, 𝑧 = =
𝜎 4
−6−2 𝑥−2 3−2
(i) 𝑝(−6 < 𝑥 < 3) = 𝑝 ( < < )
4 4 4

= 𝑝(−2 < 𝑧 < 0.25)


= 𝑄(−2) + 𝑄(0.25)

= 0.5760

1−2 𝑥−2 5−2


(ii) 𝑃(1 < 𝑥 < 5) = 𝑝 ( < < )
4 4 4

= 𝑝(−0.25 < 𝑧 < 0.75)

= 𝑄(−0.25) + 𝑄(0.75)
= 0.3721

𝑥−2 5−2
(iii) 𝑃(𝑥 ≥ 5) = 𝑝 ( ≥ )
4 4
= 𝑝(𝑧 ≥ 0.75)
= 𝑅(0.75)
= 0.2266

−4−2 𝑥−2 4−2


(iv) 𝑃(|𝑥| < 4) = 𝑝 ( < < )
4 4 4
= 𝑝(−1.5 < 𝑧 < 0.5)
= 𝑄(−1.5) + 𝑄(0.5)
= 0.6247

(v) 𝑃(|𝑥| > 3) = 1 − 𝑝(|𝑥| ≤ 3)


= 1 − 𝑝(−3 ≤ 𝑥 ≤ 3)
−3−2 𝑥−2 3−2
= 1−𝑝( < < )
4 4 4
= 1 − 𝑝(−1.25 < 𝑧 < 0.25)
= 1 − [𝑄(−1.25) + 𝑄(0.25)]
= 1 − 0.4931
= 0.5069

Dr. Narasimhan G , RNSIT


39
(vi) 𝑃(|𝑥 − 2| > 1) = 1 − 𝑝(|𝑥 − 2| ≤ 1)
= 1 − 𝑝(−1 ≤ 𝑥 − 2 ≤ 1)
1 𝑥−2 1
= 1 − 𝑝(− 4 ≤ ≤ 4)
4
= 1 − 𝑝(−0.25 < 𝑧 < 0.25)
= 1 − [𝑄(−0.25) + 𝑄(0.25)]
= 1 − 0.1974
= 0.8026

3. If X is a normal variate with mean 30 and S.D 5, find the probabilities that
(i) 𝟐𝟔 ≤ 𝒙 ≤ 𝟒𝟎 (ii) |𝑿 − 𝟑𝟎| > 𝟓.

𝑥−𝜇 𝑥−30
By data, 𝜇 = 30, 𝜎 = 5. Therefore, 𝑧 = =
𝜎 5
26−30 𝑥−30 40−30
(i) 𝑃(26 ≤ 𝑥 ≤ 40) = 𝑝 ( ≤ ≤ )
5 5 5

= 𝑝(−0.8 ≤ 𝑧 ≤ 2)

= 𝑄(−0.8) + 𝑄(2)

= 0.7654

(ii) 𝑝(|𝑥 − 30| > 5) = 1 − 𝑝(|𝑥 − 30| ≤ 5)


= 1 − 𝑝(−5 ≤ 𝑥 − 30 ≤ 5)
𝑥−30
= 1 − 𝑝 (−1 ≤ 5 ≤ 1)
= 1 − 𝑝(−1 ≤ 𝑧 ≤ 1)
= 1 − 0.6826
= 0.3174

Dr. Narasimhan G , RNSIT


40
4. The mean and standard deviation of the marks obtained by 1000 students in an
examination are respectively 34.4 and 16.5. Assuming the normality of the distribution
find the approximate number of students expected to obtain the marks between 30 and
60.
By data, 𝜇 = 34.4, 𝜎 = 16.55.
𝑥−𝜇 𝑥−34.4
Therefore, 𝑧 = =
𝜎 16.5
Approximate number of students
= 𝑁 × 𝑃(30 ≤ 𝑥 ≤ 60)
30−34.4 𝑥−34.4 60−34.4.
= 1000 × 𝑝 ( ≤ ≤ )
16.5 16.5 16.5

= 1000 × 𝑝(−0.2667 ≤ 𝑧 ≤ 1.5515)

= 1000 × 0.5458

≅ 546

5. The mean weight of 500 students at a certain school is 50 kgs and the standard
deviation is 6 kgs. Assuming that the weights are normally distributed, find the
expected number of students weighing between (i)between 40 and 50 kgs (ii) more than
60 kgs.
𝑥−𝜇 𝑥−50
By data, 𝜇 = 50, 𝜎 = 6. Therefore, 𝑧 = =
𝜎 6

(i) Expected number of students weighing between 40 and 50 kgs.


= 𝑁 × 𝑃(40 ≤ 𝑥 ≤ 50)
40−50 𝑥−50 50−50
= 500 × 𝑝 ( ≤ ≤ )
6 6 6

= 500 × 𝑝(−1.6667 ≤ 𝑧 ≤ 0)

= 500 × 𝑄(−1.6667)

= 500 × 0.4522

≅ 226

(ii) Expected number of students weighing more than 60 kgs.


= 𝑁 × 𝑃(𝑥 > 60)
𝑥−50 60−50
= 500 × 𝑝 ( > )
6 6

= 500 × 𝑝(𝑧 > 1.6667)

= 500 × 𝑅(1.1667)

= 500 × 0.0478 ≅ 24
Dr. Narasimhan G , RNSIT
41
6. The life of a certain electric lamps is normally distributed with mean of 2040 hours and
standard deviation 60 hours. In a consignment of 2000 lamps, find how many would be
expected to burn for (i) more than 2150 hours (ii) less than 1950 hours and (iii) between
1920 hours and 2160 hours.

𝑥−𝜇 𝑥−2040
By data, 𝜇 = 2040, 𝜎 = 60. Therefore, 𝑧 = =
𝜎 60

(i) No. of lamps expected to burn more than 2150 hours


= 𝑁 × 𝑃(𝑥 > 2150)
𝑥−2040 2150−2040
= 2000 × 𝑝 ( > )
60 60

= 2000 × 𝑝(𝑧 > 1.8333)

= 2000 × 𝑅(1.8333)

= 2000 × 0.0334

≅ 67

(ii) No. of lamps expected to burn less than 1950 hours


= 𝑁 × 𝑃(𝑥 < 1950)
𝑥−2040 1950−2040
= 2000 × 𝑝 ( < )
60 60

= 2000 × 𝑝(𝑧 < −1.5)

= 2000 × 𝑃(−1.5)

= 2000 × 0.0668

≅ 134

(iii) No. of lamps expected to burn between 1920 hours and 2160 hours
= 𝑁 × 𝑃(1920 < 𝑥 < 2160)
1920−2040 𝑥−2040 2160−2040
= 2000 × 𝑝 ( < < )
60 60 60

= 2000 × 𝑝(−2 < 𝑧 < 2)

= 2000 × [𝑄(−2) + 𝑄(2)]

= 2000 × 0.9545

≅ 1909

Dr. Narasimhan G , RNSIT


42
7. In a normal distribution, 31% of the items are under 45 and 8% are over 64. Find the
mean and standard deviation.

𝑝(𝑥 < 45) = 0.31 𝑝(𝑥 > 64) = 0.08


𝑥−𝜇 45−𝜇 𝑥−𝜇 64−𝜇
𝑝 ( 𝜎 < 𝜎 ) = 0.31 𝑝 ( 𝜎 > 𝜎 ) = 0.08
45−𝜇 64−𝜇
𝑝 (𝑧 < ) = 0.31 𝑝 (𝑧 > ) = 0.08
𝜎 𝜎
45−𝜇 64−𝜇
= −0.5 = 1.4
𝜎 𝜎
𝜇 − 0.5𝜎 = 45 ----- (1) 𝜇 + 1.4𝜎 = 64 ---- (2)

By solving (1 ) and (2) we get 𝜇 = 50 , 𝜎 = 10


Therefore, mean is 50 and standard deviation is 10.

8. A certain number of articles manufactured in one batch were classified in to three


categories according to a particular characteristic, being less than 50, between 50 and 60
and greater than 60. If this characteristic is known to be normally distributed, determine
the mean and standard deviation of this batch if 60%, 35% and 5% were found in these
categories.

𝑝(𝑥 < 50) = 60% 𝑝(𝑥 > 60) = 5%


𝑥−𝜇 50−𝜇 𝑥−𝜇 60−𝜇
𝑝 ( 𝜎 < 𝜎 ) = 0.6 𝑝 ( 𝜎 > 𝜎 ) = 0.05
50−𝜇 60−𝜇
𝑝 (𝑧 < ) = 0.6 𝑝 (𝑧 > ) = 0.05
𝜎 𝜎
50−𝜇 60−𝜇
= 0.2545 = 1.6450
𝜎 𝜎
𝜇 + 0.2545𝜎 = 50 ----- (1) 𝜇 + 1.6450𝜎 = 60 ---- (2)

By solving (1 ) and (2) we get 𝜇 = 48.17 , 𝜎 = 7.19


Therefore, mean is 48.17 and standard deviation is 7.19

Dr. Narasimhan G , RNSIT


43
9. The IQ of students in a certain college is assumed to be normally distributed with mean
70 and variance 25. If two students are selected at random, find the probability that (i)
both of them (ii) at least one of them have IQ between 72 and 80.

𝑝 = 𝑃(120 ≤ 𝑥 ≤ 155)
72−80 𝑥−70 80−70
= 𝑝( ≤ ≤ )
5 5 5

= 𝑝(−1.6 ≤ 𝑧 ≤ 2)

= 𝑄(−1.6) − 𝑄(2)
= 0.9225

(i) Probability that both of them have IQ between 72 and 80


=𝑝×𝑝
= 0.9225 × 0.9225
= 0.8510
(ii) the probability that at least one of them have IQ between 72 and 80.
= 1 − (𝑞 × 𝑞)
= 1 − (0.0775 × 0.0775)
= 0.9940

Home work:
10. In a normal distribution 7% are under 35 and 89% are under 60. Find the mean and standard
deviation.
Ans: 48.65, 9.22

11. A sample of 100 dry battery cells produced by a certain company was tested for their lengths
of life, and the test yielded the following data. Mean life = 12 hours. Standard deviation = 3
hours. Using normal distribution, find how many cells are expected to have their life lengths
(i) greater than 15 hours, (ii) between 10 and 14 hours, and (iii) less than 6 hours.

Ans: 16, 50, 2

12. In an examination taken by 500 candidates, the average and S.D. of marks obtained are 40%
and 10% respectively. Assuming normal distribution, find (i) how many have scored above
60% (ii) how many will pass if 50% is fixed as the minimum marks for passing (iii) how many
will pass if 40% is fixed as the minimum marks for passing and (iv) what should be the
minimum percentage of marks for passing so that 350 candidates pass.
Ans: 11, 79, 250, 35

Dr. Narasimhan G , RNSIT


44
1.6 Exponential distribution

Introduction:

❖ The continuous probability distribution having the probability density function


𝛼𝑒 −𝛼𝑥 , 0 ≤ 𝑥 < ∞
𝑓(𝑥) = { is called the exponential distribution.
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒

❖ 𝑓(𝑥) ≥ 0, ∫−∞ 𝑓(𝑥)𝑑𝑥 = 1
1 1
❖ Mean = 𝛼 , Standard deviation= 𝛼
𝑘 𝑘
❖ ∫−∞ 𝑓(𝑥)𝑑𝑥 = ∫0 𝑓(𝑥)𝑑𝑥 (∵ It is defined only 0 ≤ 𝑥 < ∞)
∞ 𝑘
❖ ∫𝑘 𝑓(𝑥)𝑑𝑥 = 1 − ∫0 𝑓(𝑥)𝑑𝑥 (∵ It is defined only 0 ≤ 𝑥 < ∞)

1. If 𝒙 is an exponential variate with mean 4, evaluate the following:


(i) 𝑷(𝟎 < 𝒙 < 𝟏) (ii) 𝑷(𝒙 > 𝟐) (iii) 𝑷(−∞ < 𝒙 < 𝟏𝟎).
1
By data, mean = 𝛼 = 4
1
Therefore, 𝛼 = 4 = 0.25

Probability density function is

𝑝(𝑥) = 𝛼𝑒 −𝛼𝑥 , 𝑥 > 0

= 0.25 𝑒 −0.25𝑥 , 𝑥 > 0


1
(i) 𝑃(0 < 𝑥 < 1) = 0.25 ∫0 𝑒 −0.25𝑥 𝑑𝑥 = 0.2212
2
(ii) 𝑃(𝑥 > 2) = 1 − 𝑃(𝑥 < 2) = 1 − 0.25 ∫0 𝑒 −0.25𝑥 𝑑𝑥 = 0.6065

10
(iii) 𝑃(−∞ < 𝑥 < 10) = 0.25 ∫0 𝑒 −0.25𝑥 𝑑𝑥 = 0.9179

Dr. Narasimhan G , RNSIT


45
2. In a certain town the duration of a shower is exponentially distributed with mean 5
minutes. What is the probability that a shower will last for (i) less than 10 minutes (ii)
10 minutes or more?
1
By data, mean = 𝛼 = 5
1
Therefore, 𝛼 = 5 = 0.2
Probability density function is

𝑝(𝑥) = 𝛼𝑒 −𝛼𝑥 , 𝑥 > 0

= 0.2𝑒 −0.2𝑥 , 𝑥 > 0

(i) P (shower lasts for less than 10 minutes)


10
= 𝑃(𝑥 < 10) = 0.2 ∫0 𝑒 −0.2𝑥 𝑑𝑥 = 0.8647

(ii) P (shower lasts for 10 minutes or more)

= 𝑃(𝑥 > 10) = 1 − 𝑃(𝑥 < 10) = 1 − 0.8647 = 0.1353

3. The length of telephone conversation in a booth has been an exponential distribution


and found on an average to be 3 minutes. Find the probability that a random call made
from this booth (i) Ends less than 3 minutes (ii) between 3 and 5 minutes.
1
By data, mean = 𝛼 = 3
1
Therefore, 𝛼 = 3

Probability density function is

𝑝(𝑥) = 𝛼𝑒 −𝛼𝑥 , 𝑥 > 0


1
1
= 3 𝑒 −3 𝑥 , 𝑥 > 0
1
1 3
(i) 𝑃(Call ends in less than 3mins.)= 3 ∫0 𝑒 −3𝑥 𝑑𝑥 = 0.6321
1
1 5
(ii) 𝑃(Call made between 3 and 5 mins.)= 3 ∫3 𝑒 −3𝑥 𝑑𝑥 = 0.1789

Dr. Narasimhan G , RNSIT


46
4. The sales per day for a shop is exponentially distributed with the average sale
amounting to ₹100 and net profit is 8%. Find the probability that the net profit
exceeds ₹30 on two consecutive days.
1
By data, mean = 𝛼 = 100
1
Therefore, 𝛼 = 100 = 0.01

Probability density function is

𝑝(𝑥) = 𝛼𝑒 −𝛼𝑥 , 𝑥 > 0

= 0.01 𝑒 −0.01𝑥 , 𝑥 > 0

8% 𝑜𝑓 𝑎𝑛 𝑎𝑚𝑜𝑢𝑛𝑡 = 𝑃𝑟𝑜𝑓𝑖𝑡

0.08 𝑜𝑓 𝑎𝑛 𝑎𝑚𝑜𝑢𝑛𝑡 = 30
30
𝐴𝑚𝑜𝑢𝑛𝑡 = 0.08 = 375

𝑃(net profit exceeds ₹30) = 𝑃(Amount exceeds ₹375)

= 𝑃(𝑥 > 375)

= 1 − 𝑃(𝑥 < 375)


375
= 1 − 0.01 ∫0 𝑒 −0.01𝑥 𝑑𝑥 = 0.0235

P(net profit exceeds ₹30 on two consecutive days) = 0.0235 × 0.0235 = 0.0005

5. The average daily turnout of a departmental store is ₹10,000 and the net profit is 8%.
If the turnout has an exponential distribution, find the probability that the net profit
will exceed ₹3000 each on two consecutive days chosen at random.
1
By data, mean = 𝛼 = 10000 𝑝(net profit exceeds ₹3000)
1 = 𝑃(Amount exceeds ₹37500)
Therefore, 𝛼 = 10000 = 0.0001 = 𝑃(𝑥 > 37500)
Probability density function is = 1 − 𝑃(𝑥 < 37500)
𝑝(𝑥) = 𝛼𝑒 −𝛼𝑥 , 𝑥 > 0 37500
= 0.0001 𝑒 −0.0001𝑥 , 𝑥 > = 1 − 0.0001 ∫ 𝑒 −0.0001𝑥 𝑑𝑥
0 0
8% 𝑜𝑓 𝑎𝑛 𝑎𝑚𝑜𝑢𝑛𝑡 = 𝑃𝑟𝑜𝑓𝑖𝑡 = 0.0235
0.08 𝑜𝑓 𝑎𝑛 𝑎𝑚𝑜𝑢𝑛𝑡 = 3000 p(net profit exceeds ₹3000 on two
3000
𝐴𝑚𝑜𝑢𝑛𝑡 = 0.08 = 37500 consecutive days)
= 0.0235 × 0.0235
= 0.0005

Dr. Narasimhan G , RNSIT


47
6. At a certain city bus stop, three buses arrive per hour on an average. Assuming that
the time between successive arrivals is exponentially distributed, find the probability
that the time between the arrival of successive buses is (i) less than 10 minutes (ii) at
least 30 minutes.
Average number of busses per hour = 3
60
Average time between arrivals = = 20 minutes.
3
1
By data, mean = 𝛼 = 20
1
Therefore, 𝛼 = 20 = 0.05

Probability density function is

𝑝(𝑥) = 𝛼𝑒 −𝛼𝑥 , 𝑥 > 0

= 0.05 𝑒 −0.05𝑥 , 𝑥 > 0

(i) P (Time between the arrival of successive buses is less than 10 minutes)
10
= 𝑃(𝑥 < 10) = ∫0 0.05𝑒 −0.05𝑥 𝑑𝑥 = 0.3935

(ii) P (Time between the arrival of successive buses is at least 30 minutes)



= 𝑃(𝑥 ≥ 30) = ∫30 0.05𝑒 −0.05𝑥 𝑑𝑥

30
= 1 − ∫0 0.05𝑒 −0.05𝑥 𝑑𝑥 = 1 − 0.7769 = 0.2231

Dr. Narasimhan G , RNSIT


48
7. After the appointment of a new sales manager, the sales in a two-wheeler show-
room is exponentially distributed with mean equal to 4. If two days are selected at
random, what is the probability that (i) on both days the sales is over 5 units, (ii)
the sales is over 5 units on at least one of the two days?
1
By data, mean = 𝛼 = 4
1
Therefore, 𝛼 = 4 = 0.25

Probability density function is

𝑝(𝑥) = 𝛼𝑒 −𝛼𝑥 , 𝑥 > 0

= 0.25 𝑒 −0.25𝑥 , 𝑥 > 0

(i) P (The sales is over 5 units on a randomly chosen day)


∞ 5
= 𝑃(𝑥 > 5) = ∫5 0.25𝑒 −0.25𝑥 𝑑𝑥 = 1 − ∫0 0.25𝑒 −0.25𝑥 𝑑𝑥 = 0.2865

If two days are selected,

(ii) P (The sales is over 5 units on both days)

= 𝑃(𝑥 > 5) × 𝑃(𝑥 > 5) = 0.0821

(iii) P (The sales is over 5 units on at least one day)

= 1 − 𝑃(𝑥 < 5) × 𝑃(𝑥 < 5) = 1 − 0.71352 = 0.4909

8. The daily turnover in a medical shop is exponentially distributed with ₹6000 as the
average with a net profit of 8%. Find the probability that the net profit exceeds ₹500
on a randomly chosen day.
1
By data, mean = 𝛼 = 6000 𝑃(net profit exceeds ₹500)
1 = 𝑃(Amount exceeds ₹6250)
Therefore, 𝛼 = 6000 = 0.0002 = 𝑃(𝑥 > 6250)
Probability density function is = 1 − 𝑃(𝑥 < 6250)
𝑝(𝑥) = 𝛼𝑒 −𝛼𝑥 , 𝑥 > 0 6250
= 0.0002 𝑒 −0.0002𝑥 , 𝑥 > 0 = 1 − 0.0002 ∫ 𝑒 −0.0002𝑥 𝑑𝑥
8% 𝑜𝑓 𝑎𝑛 𝑎𝑚𝑜𝑢𝑛𝑡 = 𝑃𝑟𝑜𝑓𝑖𝑡 0
0.08 𝑜𝑓 𝑎𝑛 𝑎𝑚𝑜𝑢𝑛𝑡 = 500 = 0.2865
500
𝐴𝑚𝑜𝑢𝑛𝑡 = 0.08 = 6250

Dr. Narasimhan G , RNSIT


49
Home work:

9. If x is an exponential variate with mean 5 evaluate


(i) 𝑃(0 < 𝑥 < 1), (ii)𝑃(−∞ < 𝑥 < 10) and (iii)𝑃(𝑥 ≤ 0 𝑜𝑟 𝑥 ≥ 1)
Ans: 0.1813, 0.8647, 0.8187
10. The life a T.V. tube manufactured by a company is known to have a mean of 200
months. Assuming that the life has an exponential distribution, find the probability
that the life of a tube manufactured by the company is (i) less than 200 months, (ii)
between 100 and 300 months.

[Ans. 1 − 𝑒 −1 ; 𝑒 −0.5 − 𝑒 −1.5 ]

11. If the life time of a certain type of electric bulbs is distributed as an exponential
variate with mean of 100 hours, what is the probability that a bulb will last for more
than 1500 hours? If two bulbs are selected at random, find the probability that (i)
both the bulbs, (ii) at least one bulb will last for more than 1500 hours.
[Ans. 𝑒 −3/2 , 𝑒 −3 , (2𝑒 −3/2 − 𝑒 −3 )]
12. In a certain town, the duration of a shower is exponentially distributed with mean
equal to 5 minutes. What is the probability that (i) a shower will last for at least 2
minutes more, given that it has already lasted for 5 minutes, (ii) a shower will last
for not more than 6 minutes more if it has already lasted for 3 minutes
[Ans. (i) 𝑒 −2/5 (ii) 1 − 𝑒 −6/5 ]

Dr. Narasimhan G , RNSIT


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