Introduction To Probability Distribution: Abdul Wali Khan University Mardan Pakistan

Introduction To Probability
Distribution
CHAPTER 7
Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 1

Random Variable
If the value taken on by a variable is subject to chance, we call it a
random variable. Also called a chance variable.
OR
A random variable is a variable whose value determined by the
outcome of experiment.
Random variable is typically represented by uppercase letters
X,Y,Z and the values they take on by lowercase letters x,y,z.

Types of random variable
There are two types of random variables

 Discrete random variable
 Continuous random variable
A discrete random variable is one that can take on
only a finite or countably many number of possible
values.
• A continuous random variable can assume any
value contained in one or more intervals.

Probability
Distribution
Discrete Probability Continuous Probability

Distribution Distribution
Hypergoem Negative Geometric

Binomial Poisson etric Binomial Distribution Uniform Normal
Distribution Distribution Distribution Distribution Distribution
Distribution

Probability Distribution
The set of n possible values of a random variable x, i.e.,

{X1, X2, ...... Xn} along with their respective probabilities
P(X1), P(X2), ...... P(Xn) is called a probability distribution
of X.
The expression P(X) is called the probability function of X.
Note that the total probability is equal to unity.

Probability Distribution Of A Discrete
Random Variable
The probability distribution of a discrete random variable
lists all possible values that the random variable can assume
and their corresponding probabilities.
The probability distribution of a discrete random variable X
specifies P(X = x) for every possible value of x that X can take
on.
If a random variable is a discrete variable, its probability
distribution is called a discrete probability distribution and
the corresponding probability function p(X=x) is called a
Probability Mass Function.
With a discrete probability distribution, each possible value of
the discrete random variable can be associated with a non-
zero probability.
Thus, a discrete probability distribution can always be
presented in tabular form.
Properties Of Discrete Probability
Distribution
Probability distribution of a discrete random variable

possesses the following two properties.
1. The probability assigned to each value of a random
variable x lies in the range 0 to 1 ; that is, 0 ≤ P( X = x)
≤ 1 for each x.
2. The sum of probabilities assigned to all possible
values of x is equal to 1.0; that is
∑ P( X = x) = 1.
 Remember, the probabilities are rounded, the sum
may not be exactly 1.

Mean And Variance Of Discrete
The Mean of a discrete random variable x is the value that is
expected to occur per repetition, on average, if an experiment is
repeated a large number of times. It is actually the mean of its
probability distribution, denoted by µ and calculated as
µ = ∑ x P( X = x)
The Mean of a discrete random variable x is also called its
expected value and is denoted by E(x); that is
E(x) = ∑ x P( X = x)
The Variance of a discrete random variable x measure the
spread of its probability distribution and is computed as
σ² = ∑ (x² P( X = x) )- µ²

Binomial Probability Distribution
Bernoulli experiment is an experiment consisting of a

fixed number of independent trials each with two
possible outcomes, success and failure, and the same
probability of success.
Each repetition of a binomial experiment is called a trial
or a Bernoulli trials.
The number of successes x in n repeated trials of
a binomial experiment is called binomial random
variable .
The probability distribution of a binomial random
variable is called a binomial probability distribution.

Criteria for Using Binomial Distributions
An experiment is said to be binomial experiment if it satisfy

the following four conditions:
 The outcomes of each trial may be classified into one of
two categories, Success (S)and Failure (F).
 The probability of success, denoted by p, is the same on
every trial.
 The successive trials are all independent; that is, the
outcome on one trial does not affect the outcome on other
trials.
 The experiment is repeated a fixed number of times, say n.

Uses of Binomial Distribution
 Binomial distribution is often used in various decision

making situations in business.
 Acceptance sampling plan, a technique of quality control,
is based on this distribution.
 With the use of sampling plan, it is possible to accept or
reject a lot of items either at the stage of its manufacture or
at the stage of its purchase.

Probability Mass Function
A discrete random variable x with p.m.f
P(X = x) = px qn - x
Where x = 0,1,2,…..n
Notation
The following notation is helpful, when we talk about binomial probability.
 x: The number of successes that result from the binomial experiment.
 n: The number of trials in the binomial experiment.
 p: The probability of success on an individual trial.
 q: The probability of failure on an individual trial. (This is equal to 1 - p)

Continue
Note:
The results of the calculation for the values of n ≤ 20
could be also found in Binomial probability table.
For the value of n ˃ 20 we use Normal approximation of
Binomial distribution.

Example
Question: A die is tossed 3 times. What is the probability of
(a) No fives turning up?
(b) 1 five?
(c) 3 fives?
Solution:
This is a binomial distribution because there are
only 2 possible outcomes (we get a 5 or we don't).
Now, n=3 for each part. Let X= number of fives
appearing.
P(X = x) = px qn - x

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(a) Here, x = 0
P(X = 0) = (1/6)0 (5/6)3 = (125 / 216) = 0.5787
(b) Here, x = 1
P(X = 1) = (1/6)1 (5/6)2 = (75 / 216 ) = 0.34722
(b) Here, x = 3
P(X = 3) = (1/6)3 (5/6)0 = ( 1 / 216 ) = 0.00463

Features Of Binomial Distribution
The mean and variance of the binomial probability

distribution are
Mean: µ = np
Variance: σ² = npq where q = 1 – p
It depends upon two parameters n and p. It may be
pointed out that a distribution is known if the values of its
parameters are known.
Higer moments of the distribution are
 μ3 = npq(q-p) and μ4 = npq [1+3(n-2)pq]
 β1 = (1-2p)2/ npq and β2 = 3 + [(1-6pq)/ npq)

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The total number of possible values of the random variable are n + 1. The
successive binomial coefficients are nC0, nC1, nC2 , .... nCn. Further,
since nCx, nCn , these coefficients are symmetric.
The shape of the binomial distribution
For any number of trial n:
 The binomial distribution is symmetrical if p = 0.50
 The binomial distribution is skewed to the right if p is less than 0.50
 The binomial distribution is skewed to the left if p is greater than 0.50
For a given value of p, which is neither too small nor too large, the
distribution becomes more and more symmetrical as n becomes larger
and larger.

Binomial Frequency Distribution
Example: Four identical six sided dice, each with faces marked 1 to 6, are
rolled 200 times. At each rolling, a record is made of the number of dice whose
score on the uppermost face is even. How many times do you expect at most
two dice to show even faces?
Solution: Now n = 4 and N = 200
The probability of getting even face with one die is p = (3/6) = 0.5
q=1–p
q= 1 – 0.5 = 0.5
P(X = x) = p x qn - x
at x = 0
P(X = 0) = (0.5)0 (o.5)4 = 0.0625

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at x = 1
P(X = 1) = (0.5)1 (0.5)3 = 0.25
at x = 2
P(X = 2) = (0.5)2 (0.5)2 = 0.375
P ( X ≤ 2) = P(X = 0) + P(X = 1) + P(X = 2)
= 0.0625 + 0.25 + 0.375
= 0.6875
Hence the expected number of times at most two dice showing
even faces
200 P ( X ≤ 2) = 200 * 0.6875 = 137.5 ≈ 138

Fitting A Binomial Distribution To Observed Data
To fit a binomial distribution to a given frequency

distribution, we first compute its mean to find p. Then
the probabilities of various values of the random variable
x are computed by using the probability mass function.
These probabilities are then multiplied by N, the total
frequency, to get expected frequencies.
Example: Fit a Binomial distribution to the following data
X 0 1 2 3 4 5 6
f 5 18 28 12 7 6 4

First we have to calculate mean
Solution: x f f.X
Aim: P(X=x) = px qn - x 0 5 0
1 18 18
Where n,p are parameters of 2 28 56
the distribution. 3 12 36
Mean = = np
4 7 28
5 6 30
p= /n
6 4 24
Mean = ∑ f.x / ∑ f ∑ f = 80 ∑ f.x = 192
= 192/ 80
= 2.4

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p = 2.4 / 6 x P (X = x) Expected
Frequency
= 0.4
q=1–p 0 0.04666 3.7328
= 1 - 0.4 1 0.186624 14.92992
2 0.31104 24.8832
= 0.6
3 0.27648 22.1184
P(X=x) = (0.4)x (0.6)6 - x
4 0.13824 11.0592
Expected Frequency = N. P(X = x) 5 0.036864 2.94912
where N =∑ f 6 0.004096 0.32768
Total 1.00000 80

Assignment 6
Question: Hospital records show that of patients suffering from

a certain disease,75% die of it. What is the probability that of 6
randomly selected patients, 4 will recover? ( Ans:0.0329595)
Question: An airline wishes to know the probability that 4
airplane delays is the result of control reason. If the probability
of such delay is 0.4 and they studied 8 aircraft departures, find
the probability distributions of control related delays.
Question: Fit a Binomial distribution to the following data.
X 0 1 2 3 4 5 6 7 8
f 5 9 22 29 36 25 10 3 1

Poisson Probability Distribution
The Poisson Distribution was developed by the French

mathematician Simeon Denis Poisson in 1837.
The Poisson distribution (or Poisson law of small
numbers) is a discrete probability distribution that
expresses the probability of a given number of events
occurring in a fixed interval of time and/or space if
these events occur with a known average rate and
independently of the time since the last event.
The Poisson distribution can also be used for the
number of events in other specified intervals such as
distance, area or volume.

Criteria for Using Poisson
Distribution
An experiment is said to be poisson experiment if it satisfy the
following four conditions:
 The experiment results in outcomes that can be classified
as successes or failures.
 The average number of successes (μ) that occurs in a
specified region is known.
 The probability that a success will occur is proportional to
the size of the region.
 The probability that a success will occur in an extremely
small region is virtually zero.
Note that the specified region could take many forms. For
instance, it could be a length, an area, a volume, a period of
time, etc.
Applications
•This distribution is applicable to situations where the number of trials is
large and the probability of a success in a trial is very small.
•the number of deaths by horse kicking in the Prussian army (first
application)
•birth defects and genetic mutations
•rare diseases (like Leukemia, but not AIDS because it is infectious and so
not independent) - especially in legal cases
•car accidents
•traffic flow and ideal gap distance
•number of typing errors on a page
•failure of a machine in one month
•It serves as a reasonably good approximation to binomial distribution when
n ≥ 20 and p ≤ 0.05.
Probability Mass Function
The probability mass function (p.m.f) of Poisson distribution can be derived as a
limit of p.m.f of binomial distribution when n→∞such that µ (= np) remains
constant.
A discrete random variable x with p.m.f
P(x; μ) = where x = 0,1,2,……..

Notation
The following notation is helpful, when we talk about the Poisson distribution.
 e: A constant equal to approximately 2.71828. (Actually, e is the base of the
natural logarithm system.)
 μ: The mean number of successes that occur in a specified region.
 x: The actual number of successes that occur in a specified region.
 P(x; μ): The Poisson probability that exactly x successes occur in a Poisson
experiment, when the mean number of successes is μ.

Example
Question: In a town, on an average 10 accidents occur in a
span of 50 days. Assuming that the number of accidents per
day follow Poisson distribution, find the probability that there
will be three or more accidents in a day.
Solution:
The random variable denotes the number accidents per day.
Thus, we have µ=10/50 = 0.2. The required probability is
given by
P(X = x) =

Continue
P( X ≥ 3) = 1-P(X˂3)
= 1- [ P(X = 0 )+ P(X = 1 )+ P(X = 2 )]
=1-[0.8187+(0.2 *0.8187)+(0.8187*(0.2)2 )/2!]
=1- 0.998814
=0.001186

Features of Poisson Distribution
• The mean of the distribution is equal to μ .
• The variance is also equal to μ .
• It has only one parameter µ.
• The range of the Poisson distribution is 0 to ∞.
• Higer moments of the distribution are
 μ3 = μ and μ4 = 3μ2+ μ
 β1 = 1/ μ and β2 = 3 + (1/ µ)
Note:
 β1 →0 as µ → ∞, therefore the distribution tends to become more and more
symmetrical for large values of μ.
β2 → 3 as µ → ∞.This result shows that the distribution becomes normal for large
values of µ.
• The Poisson distribution is a positively skewed distribution. The skewness
decreases as µ increases.

Poisson Frequency Distribution
Question: The average number of customer arrivals per minute at a super bazaar is 2. What
do you expect that during one particular minute, exactly 3 customers will arrive in 60 days?
Solution:
It is given that µ = 2. Let the number of arrivals per minute be denoted by the random variable
x.
P(X = x) =
N. P(X = 3) = 60*[ ]
=60*[(0.13534*8)/6]
=60*0.18045
=10.827 ≈ 11
Hence 11 customers will arrive per minute in 60 days.

Poisson Approximation to Binomial
The probability mass function for the Poisson

distribution can be derived from the Binomial
probability mass function by making n extremely large
while p becomes very small, but within the constraint
that np remains finite.
When n, the number of trials becomes large, the
computation of probabilities by using the binomial
probability mass function becomes a cumbersome
task.
Usually, when n ≥ 20 and p ≤ 0.05, Poisson distribution
can be used as an approximation to binomial with
parameter µ = np.

Continue
Example : Find the probability of 4 successes in 30 trials by
using (i) binomial distribution and (ii) Poisson distribution. The
probability of success in each trial is given to be 0.02.
Solution:
(i) Here n = 30 and p = 0.02
P(X=4) = 30C4(0.02)4(0.98)26
= 27405*0.00000016*0.59= 0.00259.
(ii) Here µ = np =˃ 30 × 0.02 = 0.6
P(X=4) = [e-0.6 *(0.6)4 ]/4!
= 0.548*0.1296/24
= 0.00296
Fitting A Poisson Distribution To
Observed Data
To fit a Poisson distribution to a given frequency distribution, we
first compute its mean µ. Then the probabilities of various
values of the random variable x are computed by using the
probability mass function.These probabilities are then multiplied
by N, the total frequency, to get expected frequencies.
Example:The following mistakes per page were observed in a
book:
No. of mistakes 0 1 2 3
per page
Frequency 211 90 19 5
Fit a Poisson distribution to find the theoretical frequencies.

Continue
Solution: x f f.x
Aim: P(X=x) = 0 211 0
Where µ is parameters
1 90 90
of the distribution.
Mean = µ = ∑ f.x / ∑ f 2 19 38
= 143/ 325 3 5 15
= 0.44
Total ∑ f = 325 ∑ f.x =
143

Calculation of theoretical (or
expected) frequencies
x P(X=x) Expected
Frequency
P(X=x) = 0 0.64404 209.313
1 0.28338 92.0985
2 0.06234 20.2605
3 0.00914 2.9705
Expected Frequency = N. P(X = x)
Total 1.00000 325
where N =∑ f

Assignment 7
Question: A manufacturer of pins knows that on an average 5% of his

product is defective. He sells pins in boxes of 100 and guarantees that
not more than 4 pins will be defective. What is the probability that the
box will meet the guaranteed quality?(Ans: 0.44324)
Question: If 2% of electric bulbs manufactured by a certain company
are defective, find the probability that in a sample of 200 bulbs (i) less
than 2 bulbs are defective (ii) more than 3 bulbs are defective.
Question: For the arrival of the patients at a doctor’s clinic has
obtained the following distribution for 445 days. Fit a Poisson
distribution for the following data.
No. of 0 1 2 3 4 5 6
patients (x)
No. of days 153 169 72 31 12 6 2

Probability Distribution Of A Continuous
Random Variable
Recall: A continuous random variable may assume any

numerical value in one or more intervals
If a random variableis a continuous variable , its
probability distribution is called a continuous probability
distribution .
Use a continuous probability distribution to assign
probabilities to intervals of values.
• A continuous probability distribution cannot be expressed in
tabular form.

Probability Density Function
Cumulative distribution function

F(x) =
The equation used to describe a
continuous probability distribution
is called a probability density function (p.d.f).
f(x) =
Sometimes, it is referred to as a density function (d.f)
However,if X denotes the measurement of heights of
persons or the time interval of arrival of a specified number
of calls at a telephone desk, etc., it would be termed as a
continuous random variable.
Continue
The conditions for any function of a continuous variable to
serve as a probability density function are :
 Since the continuous random variable is defined over a
continuous range of values (called the domain of the
variable), the graph of the density function will also be
continuous over that range.
 The area bounded by the curve of the density function
and the x-axis is equal to 1, when computed over the
domain of the variable.
 The probability that a random variable assumes a value
between a and b is equal to the area under the density
function bounded by a and b.

Properties Of Density Function
 A probability density function (p.d.f) has the following properties:
(i) f(x)≥ 0 for all real values of X, and
(ii)
(iii) The probability that X takes on value in the interval (c,d), c < d is given
by
P (c < x ≤ d) = F(d) – F(c)
= -
=
(iv) The probability of a continuous random variable X taking any particular
value is always zero.
P(X = k) =
 Therefore a continuous random variable is measurable only over a given
interval.
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Remarks:
 When X is a continuous random variable, there are an
infinite number of points in the sample space and thus, the
probability that X takes a particular value is always defined
to be zero even though the event is not regarded as
impossible. Hence, we always talk of the probability of a
continuous random variable lying in an interval.
 The concept of a probability distribution is not new. In fact it
is another way of representing a frequency distribution.
Using statistical definition, we can treat the relative
frequencies of various values of the random variable as the
probabilities.

Mean And Variance Of Continuous
The mean μX of a continuous random variable X with
probability density function f(x) is
μX = E(X) =
The Variance of a continuous random variable x
measure the spread of its probability distribution and is
computed as
σx² =( )- µx²

Normal Distribution
The normal distribution is a theoretical function commonly
used in inferential statistics as an approximation to sampling
distributions.
It is also known as the Gaussian distribution and the bell
curve.
In general, the normal distribution provides a good model
for a random variable, when:
 There is a strong tendency for the variable to take a
central value;
 Positive and negative deviations from this central value
are equally likely;
 The frequency of deviations falls off rapidly as the
deviations become larger.
The Conditions of Normality
In order that the distribution of a random variable X is normal, the factors

affecting its observations must satisfy the following conditions:
 A large number of chance factors: The factors, affecting the
observations of a random variable, should be numerous and equally
probable so that the occurrence or non-occurrence of any one of them is
not predictable.
 Condition of homogeneity: The factors must be similar over the
relevant population although, their incidence may vary from observation
to observation.
 Condition of independence: The factors, affecting observations, must
act independently of each other.
 Condition of symmetry: Various factors operate in such a way that the
deviations of observations above and below mean are balanced with
regard to their magnitude as well as their number.

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Random variables observed in many phenomena related to

economics, business and other social as well as physical
sciences are often found to be distributed normally.
For example, observations relating to the life of an electrical
component, weight of packages, height of persons, income
of the inhabitants of certain area, diameter of wire, etc., are
affected by a large number of factors and hence, tend to
follow a pattern that is very similar to the normal curve.
In addition to this, when the number of observations become
large, a number of probability distributions like Binomial,
Poisson, etc., can also be approximated by this distribution.

Probability Density Function
If X is a continuous random variable, distributed normally with
mean µ and standard deviation σ , then its p.d.f. is given by
Notation
The following notation is helpful, when we talk about normal
distribution
 x: is a normal random variable
 μ: is the mean
 σ: is the standard deviation
 π: is a constant equal to approximately 3.14159
 e: is a constant equal to approximately 2.71828
Thus, the distribution has two parameters mean and standard
deviation.
Shape of Normal Probability Curve
For given values of the parameters, µ and σ, the
shape of the curve corresponding to normal probability density
function f(x) is as shown in Figure.
It should be noted here that although we seldom encounter variables

that have a range from - ∞ to ∞, as shown by the normal curve,
nevertheless the curves generated by the relative frequency
histograms of various variables closely resembles the shape of
normal curve.

Properties of Normal Probability
Distribution
1. A normal probability distribution or normal curve has the following
properties:
2. It is a bell shaped symmetrical curve about the ordinate at X = µ .
The ordinate is maximum at X = µ.
3. It is unimodal curve and its tails extend infinitely in both directions,
i.e., the curve is asymptotic to X axis in both directions.
4. All the three measures of central tendency coincide, i.e., mean =
median = mode
5. The total area under the curve gives the total probability of the
random variable taking values between - ∞ to ∞ . Mathematically, it
can be shown that

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Since median = µ, the ordinate at X = µ divides the area under the
normal curve into two equal parts, i.e.,
6. The value of p(X) is always non-negative for all values of X, i.e., the
whole curve lies above X axis.
7. The points of inflexion (the point at which curvature changes) of the
curve are at X = µ ± σ .
8. The quartiles are equidistant from median, i.e., Md - Q1 = Q3 - Md ,
by virtue of symmetry. Also Q1 = µ - 0.6745 σ , Q3 = µ + 0.6745 σ ,
quartile deviation = 0.6745 s and mean deviation = 0.8 σ ,
approximately.
9. Since the distribution is symmetrical, all odd ordered central
moments are zero.
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10. The successive even ordered central moments are related according to the
following recurrence formula µ 2n = (2n - 1) σ 2µ 2n - 2 for = 1, 2, 3, ......
11. The value of moment coefficient of skewness β1 is zero.

12. The coefficient of kurtosis
β2= µ4/µ22 = 3 σ4/σ4 = 3
Note that the above expression makes use of property .

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14. Area property: The area under the normal curve is distributed by its standard deviation in the
following manner.
 The area between the ordinates at µ - σ and µ + σ is 0.6826.

This implies that for a normal distribution about 68% of the observations will lie between
µ - σ and µ + σ .
 The area between the ordinates at µ– 2σ and µ+ 2σ is 0.9544.
This implies that for a normal distribution about 95% of the observations will lie
between µ– 2σ and µ+ 2σ.
 The area between the ordinates at µ– 3σ and µ+ 3σ is 0.9974.
This implies that for a normal distribution about 99% of the observations will lie
between µ– 3σ and µ+ 3σ.
This result shows that, practically, the range of the distribution is 6σ although, theoretically, the
range is from – ∞ to ∞.

Probability of Normal Variate in an Interval
Let X be a normal variate distributed with mean µ and standard deviation σ, also written in
abbreviated form as
X ~ N(µ,σ).
The probability of X lying in the interval (X 1, X2) is given by
In terms of figure, this probability is equal to the area under the normal curve between the
ordinates at X = X1 and
X = X2 respectively.
Note: It may be recalled that the probability that a continuous random variable takes a
particular value is defined to be zero even though the event is not impossible.

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It is obvious from the above that, to find P(X1≤X ≤ X2), we

have to evaluate an integral which might be cumbersome
and time consuming task. Fortunately, an alternative
procedure is available for performing this task. To devise this
procedure, we define a new variable z= [(x-µ)]/ σ.
Further, from the reproductive property, it follows that the

distribution of z is also normal.

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Thus, we conclude that if X is a normal variate with

mean µ and standard deviation σ, then z= [(x-µ)/σ] is a
normal variate with mean zero and standard deviation unity.
Since the parameters of the distribution of Z are fixed, it is a
known distribution and is termed as Standard Normal
Distribution (S.N.D).
Further, Z is termed as a Standard Normal Variate (S.N.V).

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In terms of figure, this probability is equal to the area under

the standard normal curve between the ordinates at z =
z1 and z = z2.
Since the distribution of z is fixed, the probabilities of z lying in

various intervals are tabulated.

Example 1
The Area Under Normal Curve Table can be used to write down the desired
probability.
Example: Using the table of area under the standard normal curve, find the
following probabilities :
(i) P(0 ≤ z ≤ 1.3) (ii) P(–1 ≤ z ≤ 0) (iii) P(–1 ≤ z ≤ 2)
(iv) P( z ≥ 1.54) (v) P(|z| > 2) (vi) P(|z| < 2)
Solution: The required probability, in each question, is indicated by the shaded

are of the corresponding figure.
(i) From the table, we can write P(0 ≤ z ≤ 1.3) = 0.4032.
(ii) We can write P(–1 ≤ z ≤ 0) = P(0 ≤ z ≤ 1), because the distribution is
symmetrical.
Continue

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(iv) We can write
P(z ≥ 1.54) = 0.5000 – P(0 ≤ z ≤ 1.54)
= 0.5000 – 0.4382 = 0.0618
(v) P(|z| > 2) = P(z > 2) + P(z < – 2)

= 2P(z > 2) = 2[0.5000 - P(0 ≤ z ≤ 2)]
= 1 – 2P(0 ≤ z ≤ 2)
= 1 – 2 × 0.4772
= 0.0456

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(vi) P(|z| < 2) = P(- 2 ≤ z ≤ 0) + P(0 ≤ z ≤ 2)

= 2P(0 ≤ z ≤ 2)
= 2 × 0.4772
= 0.9544

Example 2
Question: If X is a random variate which is distributed normally with mean 60 and
standard deviation 5, find the probabilities of the following events:
(i) 60 ≤ X ≤ 70, (ii) 50 ≤ X ≤ 65, (iii) X > 45, (iv) X ≤ 50.
Solution: It is given that µ = 60 and σ = 5
(i) Given X1 = 60 and X2 = 70, we can write

Z1 = (X1-µ)/σ
= (60-60)/5 = 0
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and Z2= (X2-µ)/σ
= (70-60)/5 = 2.
∴ P(60 ≤ X ≤ 70) = P(0 ≤ Z ≤ 2)
= 0.4772 (from table).
(ii) 50 ≤ X ≤ 65
Here X1 = 50 and X2 = 65, therefore, we can write
Z1= (50-60)/ 5 = -2 and
Z2= (65-60)/ 5 = 1
Hence P(50 ≤ X ≤ 65) = P(–2 ≤ Z ≤ 1)
= P(0 ≤ Z ≤ 2) + P(0 ≤ Z ≤ 1)
= 0.4772 + 0.3413
= 0.8185

Continue
(iii) X > 45
Here X = 45
Z = (45-60)/ 5 = -3
Hence P(X >45) = P(Z ≥-3)
= P(-3≤ z≤0) + P(0≤z≤∞)
= P(0≤z≤3) + P(0≤z≤∞)
= 0.4987 + 0.5000
= 0.9987

Example 3
Question : In a large institution, 2.28% of employees have income below
Rs 4,500 and 15.87% of employees have income above Rs. 7,500 per
month. Assuming the distribution of income to be normal, find its mean
and standard deviation.
Solution: Let the mean and standard deviation of the given distribution
be µand σ respectively.

Normal Approximation to Binomial
Distribution
Normal distribution can be used as an approximation to
binomial distribution when n is large and neither p nor q is very
small.
The sampling distribution of the sample means becomes
approximately normal if the sample size is large enough.
If X denotes the number of successes with probability p of a
success in each of the n trials, then X will be distributed
approximately normally with mean np and standard deviation √
npq.
When n p and n q are greater than or equal to 5, we can use
the normal approximation to the binomial to solve a problem.

Continue

Correction for Continuity
Since the Binomial Distribution is a discrete probability

distribution and we want to approximate it by using the
Normal Distribution which is continuous probability
distribution, we will need a continuity correction.
 If P(X = n) use P(n-0.5 ˂X˂ n+0.5)
 If P(X ˃ n) use P(X ˃ n+0.5)
 If P(X ≤ n) use P(X ˂ n+0.5)
 If P(X ˂ n) use P(X ˂ n-0.5)
 If P(X ≥ n) use P(X ˃ n-0.5)

Example
Question: An unbiased die is tossed 600 times. Use normal approximation to

binomial to find the probability obtaining
(i) more than 125 aces,
(ii) number of aces between 80 and 110,
(iii) exactly 150 aces.
Solution: Let X denote the number of successes, i.e., the number of aces.

Continue

Normal Approximation to Poisson Distribution
Normal distribution can also be used to approximate a

Poisson distribution when its parameter µ ≥10.
If X is a Poisson variate with mean µ, then for µ ≥ 10,
the distribution of X can be taken as approximately
normal with mean µ and standard deviation √µ so that
Z=[(x-µ)/√µ ]is a standard normal variate.

Example
Question: A random variable X follows Poisson distribution with

parameter 25. Use normal approximation to Poisson distribution to find
the probability that X is greater than or equal to 30.
Solution:

Assignment 8
Question:The average monthly sales of 5,000 firms are normally
distributed with mean Rs 36,000 and standard deviation Rs 10,000.
Find
(i) The number of firms with sales of over Rs 40,000.
(ii) The percentage of firms with sales between Rs 38,500 and Rs
41,000.
(iii) The number of firms with sales between Rs 30,000 and Rs 40,000.
[ Hint: N = 5000, µ = 36000 and σ = 10000]
Ans:- (i) 0.3446, 1723 (ii) 0.0987, 9.87% (iii) 0.3812, 1906
Question:The mean and standard deviation of certain measurements
computed from a large sample are 10 and 3 respectively. Use normal
distribution approximation to answer the following:
(i) About what percentage of the measurements lie between 7 and 13
inclusive?
(ii) About what percentage of the measurements are greater than 16?
Hint: Apply correction for continuity.
Continue
Question:The grades on a short quiz in biology were 0,

1, 2, 3, ...... 10 points, depending upon the number of
correct answers out of 10 questions. The mean grade
was 6.7 with standard deviation of 1.2. Assuming the
grades to be normally distributed, determine
(i) the percentage of students scoring 6 points, (ii) the
maximum grade of the lowest 10% of the class.
Hint: Apply normal approximation to binomial.

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Introduction To Probability

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 1

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 2

There are two types of random variables

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 3

Discrete Probability Continuous Probability

Hypergoem Negative Geometric

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 4

The set of n possible values of a random variable x, i.e.,

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 5

Probability distribution of a discrete random variable

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 7

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 8

Bernoulli experiment is an experiment consisting of a

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 9

An experiment is said to be binomial experiment if it satisfy

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 10

 Binomial distribution is often used in various decision

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 11

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 12

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 13

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 14

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 15

The mean and variance of the binomial probability

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 16

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 17

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 18

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 19

To fit a binomial distribution to a given frequency

Example: Fit a Binomial distribution to the following data

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 20

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 21

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 22

Question: Hospital records show that of patients suffering from

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 23

The Poisson Distribution was developed by the French

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 24

P(x; μ) = where x = 0,1,2,……..

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 27

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 28

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 29

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 30

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 31

The probability mass function for the Poisson

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 32

Fit a Poisson distribution to find the theoretical frequencies.

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 34

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 35

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 36

Question: A manufacturer of pins knows that on an average 5% of his

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 37

Recall: A continuous random variable may assume any

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 38

Cumulative distribution function

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 40

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 42

Abdul Wali Khan University Mardan Pakistan. www.awkum.edu.pk 43

In order that the distribution of a random variable X is normal, the factors