@vtucode - in Module 1 Printed BCS301 2022 Scheme
@vtucode - in Module 1 Printed BCS301 2022 Scheme
@vtucode - in Module 1 Printed BCS301 2022 Scheme
BCS301 - Module 1
Probability distributions
Syllabus:
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.
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
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.
(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
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
(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
❖ 𝑞 = 1 − 𝑝 (𝑜𝑟) 𝑝 + 𝑞 = 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.
x is at least 2 x is at most 2
❖
𝑥≥2 𝑥≤2
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
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
= 31
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
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
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
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.
𝒎𝒙 (iii) Mean=Variance= 𝑚 = 4.
𝒑(𝒙) = 𝒆−𝒎 𝒙!
⇒ 𝑚 = 4.
𝟒𝒙
Therefore, 𝒑(𝒙) = 𝒆−𝟒 𝒙!
= 0.7619
= 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
=2
(1.5)𝑥 = 0.1912
Therefore, 𝑝(𝑥) = 𝑒 −1.5 𝑥!
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.
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
Here, 𝑁 = ∑ 𝑓𝑖 = 46 + 38 + 22 + 9 + 1 = 116
∑ 𝑥𝑖 𝑓𝑖 113
m=mean = 𝑋 = 𝑁
= 116 = 0.9741
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!
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
∑ 𝑥𝑖 𝑓𝑖 100
m = mean = 𝑋 = 𝑁
= 200 = 0.5
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!
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
(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
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.
∞ ∞
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
∞ ∞ ∞
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
= √0.04904 = 0.2214
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
(i) 𝑝(0.5 < 𝑥 < 0.75) = 𝐹(0.75) − 𝐹(0.5) = (0.75)2 −(0.5)2 = 0.3125
∞ 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
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
❖ 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
= 0.5760
= 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
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
= 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
= 500 × 𝑝(−1.6667 ≤ 𝑧 ≤ 0)
= 500 × 𝑄(−1.6667)
= 500 × 0.4522
≅ 226
= 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
= 2000 × 𝑅(1.8333)
= 2000 × 0.0334
≅ 67
= 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 × 0.9545
≅ 1909
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
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.
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
Introduction:
10
(iii) 𝑃(−∞ < 𝑥 < 10) = 0.25 ∫0 𝑒 −0.25𝑥 𝑑𝑥 = 0.9179
8% 𝑜𝑓 𝑎𝑛 𝑎𝑚𝑜𝑢𝑛𝑡 = 𝑃𝑟𝑜𝑓𝑖𝑡
0.08 𝑜𝑓 𝑎𝑛 𝑎𝑚𝑜𝑢𝑛𝑡 = 30
30
𝐴𝑚𝑜𝑢𝑛𝑡 = 0.08 = 375
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
(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
30
= 1 − ∫0 0.05𝑒 −0.05𝑥 𝑑𝑥 = 1 − 0.7769 = 0.2231
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
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 ]