Repeated trials

If a coin is tossed thrice, the probability of getting one head and two tails can be combined as
1 3
HTT, THT and TTH. The probability of each one of these being (2) , their total probability shall
1 3
be 3 (2) .

Similarly, if trial is repeated ‘𝑛’ times and if 𝑝 is the probability of success and 𝑞 is that of
failure, then probability of ‘𝑟’ success and ‘𝑛 − 𝑟’ failure is given by 𝑝𝑟 𝑞 𝑛−𝑟 . But these ‘𝑟’
success and ‘𝑛 − 𝑟’ failure can occur in any of these 𝑛𝐶 𝑟 ways in each of which the probability is
same.
Thus the probability of 𝑟 success is 𝑛𝐶 𝑟 𝑝𝑟 𝑞 𝑛−𝑟 .

The probability of at least 𝑟 success in 𝑛 trials= sum of probabilities 𝑟, 𝑟 + 1, … , 𝑛 success

= 𝑛𝐶𝑟 𝑝𝑟 𝑞 𝑛−𝑟 + 𝑛𝐶𝑟+1 𝑝𝑟+1 𝑞 𝑛−𝑟−1 + ⋯ + 𝑛𝐶 𝑛 𝑝𝑛 .

Binomial distribution:
It is concerned with trials of repetitive nature in which only the occurrence or non-occurrence
i.e., success or failure of particular event is of interest.
A random experiment with only two types of outcomes, success or failure of a particular event
is called a Bernoulli trial. A random variable X that takes the value either 0 or 1 is known as
Bernoulli variable.

𝑥𝑖 0 1
𝑃(𝑥𝑖 ) 1−𝑝 𝑝

Mean 𝜇 = ∑𝑥𝑖 𝑃(𝑥𝑖 ) = 𝑝.

Variance 𝜎 2 = ∑(𝑥𝑖 − 𝜇)2 𝑃(𝑥𝑖 )

= (0 − 𝑝)2 (1 − 𝑝) + (1 − 𝑝)2 𝑝 = 𝑝𝑞.

Standard deviation 𝜎 = √𝑝𝑞.

f (x) = P (X = x) = nCx p x (1  p)n x , where the random variable X denotes the number of successes
in n trials and x = 0, 1, . . . , n.
The Random variable X given by 𝑥 = 0,1,2, … , 𝑛 would have probability as
Number of success Probability 𝑃(𝑥)
0 𝑞𝑛
1 𝑛𝐶1 𝑝𝑞 𝑛−1
2 𝑛𝐶2 𝑝2 𝑞 𝑛−2
⋮ ⋮
𝑛 𝑛𝐶𝑛 𝑝𝑛 𝑞 𝑛−𝑛
This table is in the form of frequency distribution. Where in it should be observed that the values
of 𝑃(𝑥) for different values of 𝑥 = 0,1,2, … are the various terms expansion of (𝑝 + 𝑞)𝑛 and
accordingly the frequency distribution is called as the Binomial distribution.
Mean and variance of Binomial distribution (B.D):
For various values of 𝑥 = 0,1,2, … , 𝑛, we get the corresponding values of 𝑃(𝑥) = 𝑛𝐶𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 .

∴ Sum of the probability =𝑞 𝑛 + 𝑛𝐶1 𝑝𝑞 𝑛−1 + ⋯ + 𝑝𝑛 = (𝑞 + 𝑝)𝑛 = 1.

∴ ∑𝑃(𝑥𝑖 ) = 1.
Mean 𝜇 = ∑𝑥𝑖 𝑃(𝑥𝑖 ) = ∑𝑛𝑥=0 𝑥 𝑛𝐶𝑥 𝑝 𝑥 𝑞 𝑛−𝑥
𝑛!
= ∑𝑛𝑥=0 𝑥 𝑥!(𝑛−𝑥)! 𝑝 𝑥 𝑞 𝑛−𝑥

𝑛!
= ∑𝑛𝑥=1 𝑝 𝑥 𝑞 𝑛−𝑥
(𝑥−1)!(𝑛−𝑥)!

(𝑛−1)!
= 𝑛 ∑𝑛𝑥=1 (𝑥−1)! 𝑝 𝑝 𝑥 𝑞 𝑛−1−(𝑥−1)
[(𝑛−1)−(𝑥−1)]!

= 𝑛𝑝(𝑞 + 𝑝)𝑛−1 = 𝑛𝑝.

Variance 𝜎 2 = ∑(𝑥𝑖 − 𝜇)2 𝑃(𝑥𝑖 )
= ∑𝑛𝑥=0(𝑥 − 𝜇)2 𝑃(𝑥)
= ∑𝑛𝑥=0(𝑥 2 − 2𝑥𝜇 + 𝜇 2 )𝑃(𝑥)
= ∑𝑛𝑥=0 𝑥 2 𝑃(𝑥) − 2 ∑𝑛𝑥=0 𝑥 𝜇 𝑃(𝑥) + ∑𝑛𝑥=0 𝜇 2 𝑃(𝑥)
= ∑𝑛𝑥=0 𝑥 2 𝑛𝐶𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 − 2𝜇 2 + 𝜇 2

= ∑𝑛𝑥=0[𝑥(𝑥 − 1) + 𝑥] 𝑛𝐶𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 − 𝜇 2

𝑛!
= ∑𝑛𝑥=0 𝑥(𝑥 − 1) (𝑛−𝑥)!𝑥! 𝑝 𝑥 𝑞 𝑛−𝑥 + 𝜇 − 𝜇 2

(𝑛−2)!
= 𝑛(𝑛 − 1)𝑝2 ∑𝑛𝑥=2 [𝑛−2−(𝑥−2)]!(𝑥−2)! 𝑝 𝑥−2 𝑞 𝑛−2−(𝑥−2) + 𝜇 − 𝜇 2

= 𝑛(𝑛 − 1)𝑝2 (𝑞 + 𝑝)𝑛−2 + 𝜇 − 𝜇 2

 = 𝑛(𝑛 − 1)𝑝2 + 𝜇 − 𝜇 2
= 𝑛2 𝑝2 − 𝑛𝑝2 + 𝑛𝑝 − 𝑛2 𝑝2 = 𝑛𝑝(1 − 𝑝) = 𝑛𝑝𝑞.

Standard deviation 𝜎 = √𝑛𝑝𝑞.

Problems on Binomial distribution:

1
1. The probability that a pen manufactured by a company will be defective is 10. If 12 such
pens are manufactured, find the probability that a) exactly 2 will be defective b) at least 2
will be defective c) none will be defective.
Solution: The probability of a defective pen=0.1
∴ Probability of a non- defective pen 𝑞 = 1 − 0.1 = 0.9
a) Exactly 2 will be defective = 12𝐶 2 𝑝2 𝑞 𝑛−2
= 12𝐶2 𝑝2 𝑞12−2
= 12𝐶2 𝑝2 𝑞10 = 12𝐶2 (0.1)2 (0.9)10 = 0.2301.
b) The probability that at least 2 will be defective=1-pobability that less than 2 are
defective
=1-[12𝐶 0 𝑝0 𝑞12 + 12𝐶1 𝑝1 𝑞11 ]
=1-[(0.9)12 + 12(0.1)(0.9)11 ]
=0.3412.
c) The probability that none will be defective =12𝐶0 𝑝0 𝑞12 = (0.9)12 = 0.2824.

2. 4 coins are tossed 100 times and the following results were obtained. Fit a binomial
distribution for the data and calculate the theoretical frequency (corresponding probability
frequencies).
No. of heads 0 1 2 3 4
Frequency 5 29 36 25 5

Solution: Let X be random variable denoting no. of heads. If 𝑝 is the probability of head,
then 𝑞 represents the probability of tail.
∑𝑓𝑖 𝑥𝑖 196
From the given frequency distribution, mean 𝜇 = = 100 = 1.96.
∑𝑓𝑖
But 𝜇 = 𝑛𝑝 = 1.96
1.96 1.96
𝑝= = = 0.49
𝑛 4
∴ 𝑞 = 1 − 𝑝 = 1 − 0.49 = 0.51.
∴ The binomial distribution fit for this data is 100(0.49 + 0.51)4 .
 Hence, the corresponding probability frequencies are obtained as
100 4𝐶0 (0.49)0 (0.51)4 = 7
100 4𝐶1 (0.49)1 (0.51)3 = 26
100 4𝐶2 (0.49)2 (0.51)2 = 37
100 4𝐶3 (0.49)3 (0.51)1 = 24
100 4𝐶4 (0.49)4 (0.51)0 = 6
Thus the theoretical frequencies are 7, 26, 37, 24, 6.

3. Out of 800 families with 5 children each, how many would have expect to have a) 3 boys
b) 5 girls c) either 2 or 3 boys? Assume equal probability for boys and girls.
1 1
Solution: Let 𝑝 = probability of a boy=2 and 𝑞 = probability of girl= 2.
a) Probability of a family having 3 boys=5𝐶3 (0.5)3 (0.5)2 = 0.3125.
∴Expected no. of families=800 ×0.3125=250.
b) Probability of a family having 5 girls=5𝐶 0 (0.5)0 (0.5)5 = 0.03125.
∴ Expected no. of families=800×0.03125=25.
c) Probability of a family having either 2 or 3 boys= 5𝐶2 (0.5)2 (0.5)3 + 5𝐶3 (0.5)3 (0.5)2
= 0.625.
∴ Expected no. of families = 800 ×0.625=500.

4. The number of telephone lines busy at a particular time is a binomial variable with
probability 0.1 that a line is busy. If 10 lines are selected at random, what is the
probability that i) no line is busy ii) at least one line is busy iii) at most 2 lines are busy.
Solution: By data we have 𝑝 = 0.1 , 𝑞 = 1 − 𝑝 = 0.9. Also n=10.
∴ Out of 10 lines, the probability that 𝑟 lines are busy is given by 10𝐶𝑟 (0.1)𝑟 (0.9)10−𝑟 .
i) No. line is busy =10𝐶0 (0.1)0 (0.9)10 = 0.3487.
ii) Probability that at least one line is busy =1- probability that no. line is busy.
= 1 − 0.3487 = 0.6513.
iii) At most 2 lines are busy = 10𝐶0 (0.1) (0.9) + 10𝐶1 (0.1)(0.9)9 +
0 10

10𝐶2 (0.1)2 (0.9)8=0.929830.

5. In a bombing action, there is 50% chance that any bomb will strike the target. Two direct
hits are needed to destroy the target completely. How many bombs are required to be
dropped to give 99% chance or better of destroying the target?
Solution: From data, 𝑝 = 0.5 and 𝑞 = 0.5.
Where 𝑝 is the probability that bomb strike the target.
𝑃(𝑥) = 𝑛𝐶𝑥 (0.5)𝑥 (0.5)𝑛−𝑥 = 𝑛𝐶𝑥 (0.5)𝑛 represents the probability that 𝑥 bombs out of n
strikes the target.
We need to find minimum value of 𝑛 such that 2 ≤ 𝑘 ≤ 𝑛 bombs destroy the target
completely.
i.e, 𝑃(2 ≤ 𝑘 ≤ 𝑛) ≥ 0.99
∑𝑛𝐶𝑥 (0.5)𝑛 ≥ 0.99
 𝑛𝐶0 (0.5)𝑛 + 𝑛𝐶1 (0.5)𝑛 ≤ 1 − 0.99
1+𝑛
≤ 0.01
2𝑛
i.e., 100(1 + 𝑛) ≤ 2𝑛
till 𝑛 = 10, we get 100(1 + 𝑛) > 2𝑛
i.e., for 𝑛 = 10, 100(1 + 10) = 1100 > 210
for n=11, we get 100(1 + 𝑛) = 1200 < 211
∴ 𝑛 = 11
Minimum 11 bombs are required.

6. An airline knows that 5% of the people making reservation on a certain flight will not turn
up. Consequently their policy is to sell 52 tickets for a flight that can hold only 50
passengers. What is the probability that there will be a seat available for every passengers
who turns up.
Solution: Probability that passenger will not turn up=0.05.
i.e., = 0.05 ,𝑞 = 1 − 0.05 = 0.95.
x=no. of passenger will not turn up, 𝑛 = 52.
𝑃(𝑥) = 52𝐶𝑥 (0.05)𝑥 (0.95)52−𝑥
Required probability = 𝑃(𝑥 ≥ 50) = 1 − 𝑃(𝑥 > 50)
= 1 − {𝑃(𝑥 = 51) + 𝑃(𝑥 = 52)}
= 1 − {52𝐶51 (0.05)51 (0.95)1 +
52𝐶52 (0.05)52 (0.95)0 }.

7. If 20% of the bolts produced by a machine are defective, determine the probability that out
of 4 bolts chosen at random, (a) 1 (b) 0 (c) less than 2, bolts will be defective.

Solution: The probability of a defective bolt is p = 0.2, of a non - defective bolt is

q = 1 - p = 0.8.
Let the random variable X be the number of defective bolts. Then
(a) P(X = 1) = 4C1 (0.2)1 (0.8)3  0.4096
(b) P(X = 0) = 4C0 (0.2)0 (0.8)4  0.4096
(c) P(X < 2) = P(X = 0) + P(X = 1) = 0.4096 + 0.4096 = 0.8192.

8. Let the probability that the birth weight (in grams) of babies in America is less than 2547
grams be 0.1. If X equals the number of babies that weigh less than 2547 grams at birth
among 20 of these babies selected at random, then what is P(X ≤ 3)?

Solution: If a baby weighs less than 2547, then it is a success; otherwise it is a failure.
Thus X is a binomial random variable with probability of success p and n = 20. We are
3
given that p = 0.1. Hence P(X ≤ 3) = 
k 0
Ck (0.1)k (0.9)20k = 0.867
20
9. A gambler plays roulette at Monte Carlo and continues gambling, wagering the same
amount each time on “Red”, until he wins for the first time. If the probability of “Red” is
18
and the gambler has only enough money for 5 trials, then (a) what is the probability that
38
he will win before he exhausts his funds; (b) what is the probability that he wins on the
second trial?
18
Solution: p = P(Red) = 38.
(a) Hence the probability that he will win before he exhausts his funds is given by
18
P(X ≤ 5) = 1 - P(X ≥ 6) = 1 - (1 − 𝑝)5 = 1 - (1 − 38)5 = 0.956.
(b) Similarly, the probability that he wins on the second trial is given by
18 18
P(X = 2) = (1 – p) p = (1 - 38) 38 = 0.2493.

x
 , 0 x2
10. A continuous random variable has pdf f ( x)   2 .
0, elsewhere
(a) If two independent determination of X are made, then what is the probability that
both these determinations will be greater than 1.
(b) If three independent determinations are made, what is the probability that atleast 2
of these are greater than 1.
Solution:
x
 , 0 x2
f ( x)   2
0, elsewhere
Z : Number of independent determination greater than 1.
2𝑥
p = P(X > 1) = ∫1 2 𝑑𝑥 = 0.75

(a) P(Z = z) = nCz p z (1  p)n z

9
P(Z = 2) = 16.
(b) n = 3, P(Z ≥ 2) = P(Z = 2) + P(Z = 3)
= 3C2 (0.75)2 (0.25)32  3C3 (0.75)3 (0.25)0
27
= .
32

The Poisson Distribution

It is a distribution related to the probabilities of events which are extremely rare, but
which have large number of independent opportunities for occurrence.
Eg: Number of persons born blind per year in a large city, how many hits will websites
get in a particular minute.
 Poisson distribution is regarded as the limiting form of the binomial distribution when
𝑛 is very large i.e., 𝑛 → ∞ and 𝑝, the probability of success is very small i.e., 𝑝 = 0. So
that the mean 𝑛𝑝 tends to a fixed finite constant.
𝜆𝑥 𝑒 −𝜆
∴ Probability of 𝑥 success in Poisson distribution is given by 𝑃(𝑥) = .
𝑥!
Mean and standard deviation of Poisson distribution:
Mean 𝜇 = ∑𝑥𝑖 𝑃(𝑥𝑖 )
𝜆𝑥 𝑒 −𝜆
= ∑∞
𝑥=0 𝑥
𝑥!
−𝜆 ∑∞ 𝜆𝑥
= 𝑒 𝑥=0 (𝑥−1)!
𝜆𝑥−1
= 𝑒 −𝜆 𝜆 ∑∞
𝑥=0 (𝑥−1)!
𝜆 𝜆2
= 𝑒 −𝜆 𝜆 [1 + 1! + + ⋯ ] = 𝑒 −𝜆 𝜆𝑒 𝜆 = 𝜆.
2!
Variance 𝜎 2 = ∑(𝑥 − 𝜇)2 𝑃(𝑥)
= ∑(𝑥 2 − 2𝜇𝑥 + 𝜇 2 )𝑃(𝑥)
= ∑∞ 2 ∞
𝑥=0 𝑥 𝑃(𝑥) − 2𝜇 ∑𝑥=0 𝑥 𝑃(𝑥) + 𝜇
2

= ∑∞
𝑥=0[𝑥(𝑥 − 1) + 𝑥]𝑃(𝑥) − 𝜆
2

= ∑∞
𝑥=0 𝑥(𝑥 − 1)𝑃(𝑥) + ∑𝑥𝑃(𝑥) − 𝜆
2

𝑥(𝑥−1)𝜆𝑥 𝑒 −𝜆
= ∑∞
𝑥=0 + 𝜆 − 𝜆2
𝑥!

𝜆𝑥 𝑒 −𝜆
= ∑∞
𝑥=2 (𝑥−2)! + 𝜆 − 𝜆
2

𝜆𝑥−2
𝜎 2 = 𝜆2 ∑∞
𝑥=2 (𝑥−2)! 𝑒
−𝜆
+ 𝜆 − 𝜆2

= 𝜆2 𝑒 −𝜆 𝑒 𝜆 + 𝜆 − 𝜆2 = 𝜆

Standard deviation 𝜎 = √𝜆.

Note: Mean and Variance are equal in Poisson distribution.

Theorem : Prove that Poisson distribution is the limiting case of binomial distribution.
Proof: If X is binomial distributed, then
f (x) = P (X = x) = nCx p x (1  p)n x ……………………..(1)
where E(x) = np.

Let  = np so that p  .
n
n(n  1)(n  2). . .  n  k  1 x   
n x n x
  
x

P (X = x) = Cx   1  
n
=  1  
n  n x !n x  n
  1  2   x  1 
1  1   . . . 1  
n  x    n x
= 
n  n  
 1  
x!  n
As n  
 1  2   x  1 
1  1   . . . 1   1
 n  n   n 
     
While 1   n  x  1   n 1    x  e 
 n  n  n
𝑢 𝑛
using the well-known result from calculus that lim (1 + 𝑛) = eu
𝑛→∞
 x e 
It follows that when n   , P(X  x) 
x!
which is the Poisson distribution.

Problems on Poisson distribution:

1. 𝑋 is a Poisson variable and it is found that the probability that 𝑋 = 2 is two third of
probability that 𝑋 = 1. Find the probability that 𝑋 = 0 and 𝑋 = 3. What is the
probability that 𝑋 exceeds 3?
𝜆𝑥 𝑒 −𝜆
Solution: 𝑃(𝑥) = , 𝑥 = 0,1,2, …
𝑥!
2
∴ 𝑃{𝑋 = 2} = 3 𝑃{𝑋 = 1}
3𝜆2 𝑒 −𝜆 2𝜆𝑒 −𝜆
i.e., =
2! 1!
3𝜆2 − 4𝜆 = 0
𝜆(3𝜆 − 4) = 0
4
𝜆 = 0 or 𝜆 = 3
If 𝜆 = 0, then 𝑃(𝑥) = 0.
4 𝑥 4
4 (3 ) 𝑒 − 3
∴ 𝜆 ≠ 0 𝑎𝑛𝑑 𝜆 = => 𝑃(𝑥) =
3 𝑥!
4 0 −4 4
𝑃 {𝑋 = 0} = ( ) 𝑒 3 = 𝑒 −3 = 0.26359
3
4 0 4
𝑃{𝑋 = 3} = ( ) 𝑒 −3 = 0.10413714
3
𝑃{𝑋 > 3} = 1 − 𝑃{𝑋 ≤ 3} = 1 − [𝑃{𝑋 = 0} + 𝑃{𝑋 = 1} + 𝑃{𝑋 = 2} + 𝑃{𝑋 = 3}
4 0 4 4 1 4 4 2 4 4 3 4
(3) 𝑒 −3 (3) 𝑒 −3 (3) 𝑒 −3 (3) 𝑒 −3
= 1−[ + + + ]
0! 1! 2! 3!

= 1 − 0.953505 = 0.046494.
2. A manufacturer knows that the condensers that he makes contain on the average 1%
defective. He packs them in box of 100. What is the probability that a box picked at
random will contain 3 or more faulty condensers?

Solution: Let p=probability of a defective=0.01

𝑛 = 100, 𝑚𝑒𝑎𝑛 𝜆 = 𝑛𝑝 = 100 × 0.01 = 1.
∴ Probability that a box will contain 3 or more faulty condensers
= 1 − 𝑃{𝑋 < 3}
𝜆0 𝑒 −𝜆 𝜆1 𝑒 −𝜆 𝜆2 𝑒 −𝜆
=1−[ + + ]
0! 1! 2!

𝑒 −1
= 1 [𝑒 −1 + 𝑒 −1 + ]
2!
5𝑒 −1
= 1− = 0.0803013
2

3. The number of accidents in a year to taxi drivers in a city follows a Poisson distribution
with mean 3 out of 1000 taxi drivers. Find approximately the number of the drivers with
i) no accident in a year ii) more than 3 accidents in a year.
3𝑥 𝑒 −3
Solution: 𝑃(𝑥) = gives the probability of accidents to taxi drivers.
𝑥!
Approximate number of drivers out of 1000 with x accidents= 1000𝑃(𝑥).
i) No. of drivers with no accidents = 1000 × 𝑃(0)
30 𝑒 −3
= 1000 = 49.7870 ≅ 50.
0!
ii) No. of drivers with more than 3 accidents in a year=1000 −no. of drivers with
less than or equal to 3 accidents in a year.
= 1000 − 1000[𝑃(0) + 𝑃(1) + 𝑃(2) + 𝑃(3)]
30 𝑒 −3 3𝑒 −3 32 𝑒 −3 33 2−3
= 1000 − 1000 [ + + + ]
0! 1! 2! 3!
= 353.
4. A bag contains 1 red and 7 white marbles. A marble is drawn from the bag and its color is
observed. Then the marble is put back into the bag and the contents are thoroughly
mixed. Find the probability that in 8 such drawings, a red ball is selected exactly 3 times?
Solution: Let 𝑋 be a random variable denoting the number of times red ball is
selected in 8 drawings.
1
By data, mean 𝜆 = 𝑛𝑝 = 8 × = 1.
8
1𝑥 𝑒 −1
𝑃(𝑥) = , 𝑥 = 0,1,2,3, …
𝑥!
13 𝑒 −1
∴Probability of selecting a red ball exactly 3 times = 𝑃{𝑋 = 3} = = 0.06131.
3!
5. Suppose that 0.01% of the population of the city with population 10,000 suffers from
certain disease. Find the probability that there is at least two persons, who suffer from the
disease. If there are 10 such cities in state, what is the probability that at least one city
will have at least one person who suffer from the disease.
0.01
Solution: 𝑛 = 10,000, 𝑝 = 100 = 0.0001, 𝜆 = 𝑛𝑝 = 10,000 × 0.0001 = 1
∴ 𝑃(𝑋 ≥ 2) = 1 − 𝑃(𝑋 < 2)
= 1 − [𝑃(𝑋 = 0) + 𝑃(𝑋 = 1)]
−1 0
𝑒 𝜆 𝑒 −1 𝜆1 2
=1−( + ) = 1 − = 0.2642.
0! 1! 𝑒
No. of cities, 𝑛 = 10.
For each city 𝑃(Person suffer from disease)=𝑃(𝑋 ≥ 1) = 1 − 𝑃(𝑋 < 1)
= 1 − 𝑃(𝑋 = 0)=0.6321.
Probability of at least one suffer from each city = 0.6321.
𝑝 = 0.6321, 𝑛 = 10, 𝑞 = 1 − 𝑝 = 1 − 0.6321 = 0.3679.
Using binomial distribution,
Probability that at least one city will have at least one person who suffer from
disease = 𝑃(𝑋 ≥ 1) = 1 − 𝑃(𝑋 = 0) = 1 − 10𝐶0 𝑝0 𝑞10 = 0.999.

6. An insurance company has discovered that only about 0.1% of the population is involved
in a certain type of accident each year. If its 10,000 policy holders were randomly
selected from the population, what is the probability that not more than 5 of its clients are
involved in such an accident next year?
Solution: Let X be a number of clients involved in accidents.
𝑛 = 10,000 , 𝑝 = 0,0001, 𝜆 = 𝑛𝑝 = 10
𝑒 −𝜆 𝜆𝑥
𝑃(𝑋 = 𝑥) = , 𝜆 = 10
𝑥!
𝑃(𝑋 ≤ 5) = 𝑒 −10 [𝑃{𝑥 = 1} + 𝑃{𝑋 = 2} + 𝑃{𝑋 = 3} + 𝑃{𝑋 = 4} + 𝑃{𝑋 = 5}
= 0.0671.

7. The number of traffic accidents per week in a small city has a Poisson distribution with
mean equal to 3. What is the probability of exactly 2 accidents occur in 2 weeks?
Solution: The mean traffic accident is 3. Thus, the mean accidents in two weeks are
 = (3) (2) = 6.
 x e 
Since f ( x) 
x!
2 6
6 e
f (2)   18 e6 .
2!
 8. The distributor of been seeds determines from extensive test that 5% of large batch of seeds
won’t germinates. He sells seeds in packets of 50 and guarantees 90% germination.
Determine the probability that particular packet violate the guaranty.

Solution: p = 0.05, n = 50,  = 50 × 0.05 = 2.5.

X = Number of seeds that do not germinate
2.5x e2.5 5
P(X > 10% of 50) = P(X > 5) = 1 – P(X ≤ 5) = 1   = 0.042
0 x!

The Normal Distribution

One of the most important examples of a continuous probability distribution is the normal
distribution, sometimes called the Gaussian distribution. The density function for this
distribution is given by
 (x   )2
1
f ( x)  e 2 2
,    x   , −∞ < 𝜇 < ∞, 𝜎 > 0.
 2

Such a variable 𝑋 following the normal law is expressed as 𝑋~𝑁(𝜇, 𝜎 2 ).

x 1 2z
2

If z  , then f (z)  e ,    z   . This is often referred to as the standard

 2
normal density function.
𝑋−𝜇
This 𝑍 = is the standard normal variate with 𝐸(𝑍) = 0 and 𝑣𝑎𝑟(𝑍) = 1 and we
𝜎
write 𝑍~𝑁(0,1).
The probability of 𝑋 lying between 𝑥1 and 𝑥2 is given by the area under normal curve
from 𝑥1 to 𝑥2 .
𝑥2
1 −(𝑥−𝜇)2
𝑃(𝑥1 ≤ 𝑋 ≤ 𝑥2 ) = ∫𝑒 2𝜎2 𝑑𝑥
𝜎√2𝜋
𝑥1

𝑧 𝑧2
1 2 − 𝑥−𝜇
= ∫ 𝑒 2 𝑑𝑧 when 𝑧 =
√2𝜋 𝑧 1 𝜎

𝑧2 𝑧2
1 𝑧 1 𝑧1
= 2
[∫−∞ 𝑒 − 2 𝑑𝑧 − ∫ 𝑒
−
2 𝑑𝑧 ]
√2𝜋 √2𝜋 −∞

= 𝜙(𝑧2 ) − 𝜙(𝑧1 )
𝜇2
1 𝑧 −
Where 𝜙(𝑧) = ∫ 𝑒 2 𝑑𝑥 for various values of 𝑧 gives the corresponding standard normal
√2𝜋 −∞
function.
The cumulative function for 𝑧 is given by
 𝑧 𝑧
1 𝜇2
−
𝜙(𝑧) = 𝑃{𝑍 ≤ 𝑧} = ∫ 𝜙(𝜇)𝑑𝑥 = ∫𝑒 2 𝑑𝜇 .
√2𝜋
−∞ −∞

A graph of the density function f(z) sometimes called the standard normal curve, is shown
in Figure.

In this graph P(1  z  1)  0.6827, P(2  z  2)  0.9545 and P(3  z  3)  0.9973 .

Two important result on 𝜙(𝑧) are given by
 1) 𝜙(−𝑧) = 𝑃{𝑍 ≤ −𝑧} = 𝑃{𝑍 ≥ 𝑧} (𝑏𝑦 𝑠𝑦𝑚𝑚𝑒𝑡𝑟𝑦)
= 1 − 𝑃{𝑍 ≤ 𝑧}
= 1 − 𝜙(𝑧)
𝑎−𝜇 𝑏−𝜇 𝑏−𝜇 𝑎−𝜇
2) 𝑃{𝑎 ≤ 𝑋 ≤ 𝑏} = 𝑃 { ≤𝑧≤ } = 𝑃 {𝑧 ≤ } ~𝑃 {𝑧 − }
𝜎 𝜎 𝜎 𝜎
𝑏−𝜇 𝑎−𝜇
= 𝜙( )−𝜙( )
𝜎 𝜎

Expectation of normal distribution 𝐸(𝑋) = 𝜇.

Variance of normal distribution 𝑣𝑎𝑟(𝑋) = 𝜎 2 .

Note: 1) If 𝑋~𝑁(𝜇, 𝜎 2 ) and 𝑍~𝑁(0,1), then 𝑋 is called a normal variation with parameters 𝜇
and 𝜎 2 while 𝑍 is the standard normal variate with the parameters 0 and 1.
1) To find 𝑃{𝑎 ≤ 𝑋 ≤ 𝑏}, we change the variable 𝑋 to the standard normal variable 𝑍 and
𝑧2
1 −
hence find the area under the standard normal curve 𝜑(𝑧) = 𝑒 2 .
√2𝜋
𝑥2
−
𝑧 𝑒 2
i.e, 𝜙(𝑧) = 𝑃{𝑍 ≤ 𝑧} = ∫−∞ 𝑑𝑥.
√2𝜋

Examples 1:

P(z  1.66)  1  P(z  1.66)  1  0.9515  0.0485. (Using standard distribution table).

Examples 2:

P(1.96  z  1.96)  F (1.96)  F(1.96)  F (1.96)  [1  F (1.96)]  0.9750  (1  0.9750)  0.95

(Using standard distribution table).

Problems on Normal distribution:

1. In a normal distribution, 31% of the items are under 45 and 8% are over 64. Find the
mean and variance of distribution.
Solution: Given 𝑃{𝑋 < 45} = 31% and 𝑃{𝑋 > 64} = 8%
𝑋−𝜇 45−𝜇
i.e., 𝑃 { < } = 0.31
𝜎 𝜎
45−𝜇
𝑃 {𝑍 < } = 0.31
𝜎

45−𝜇
𝜙( ) = 0.31
𝜎
 −45+𝜇
1−𝑃( ) = 0.31
𝜎

𝜇−45
i.e., 𝜙 ( ) = 0.69.
𝜎
𝜇−45
= 0.5
𝜎

𝜇 − 0.5𝜎 = 45 --------------------(1)
𝑃{𝑋 > 64} = 8%
𝑋−𝜇 64−𝜇
i.e., 𝑃 > { > }
𝜎 𝜎

64−𝜇
𝑃 {𝑍 > } = 0.08
𝜎

64−𝜇
i.e., 1 − 𝜙 ( ) = 0.08
𝜎

64−𝜇
𝜙( ) = 0.92
𝜎
64−𝜇
= 1.4
𝜎

𝜇 + 1.4𝜎 = 64-------------------(2)
From (1) and (2), we get 𝜇 = 50 and 𝜎 = 10.

2. Suppose 𝑋 has the distribution 𝑁(𝜇, 𝜎 2 ). Determine 𝑐 as function of 𝜇 and 𝜎

such that 𝑃{𝑋 ≤ 𝑐} = 2𝑃{𝑋 > 𝐶}.
Solution: 𝑃{𝑋 ≤ 𝑐} = 2𝑃{𝑋 > 𝐶}
i.e., 𝑃{𝑋 ≤ 𝑐} = 2(1 − 𝑃{𝑋 ≤ 𝑐})
𝑃{𝑋 ≤ 𝑐} = 2 − 2𝑃{𝑋 ≤ 𝑐}
3𝑃{𝑋 ≤ 𝑐} = 2
2
𝑃{𝑋 ≤ 𝑐} = 3 = 0.666
𝑋−𝜇 𝑐−𝜇
i.e., 𝑃 { ≤ } = 0.666
𝜎 𝜎

𝑐−𝜇
𝑃 {𝑍 ≤ }=0.666
𝜎

𝑐−𝜇
𝜙( ) = 0.666
𝜎
𝑐−𝜇
= 0.43
𝜎

𝑐 = 𝜇 + 0.43.
3. Suppose that life length of two electronic device say 𝐷1 and 𝐷2 have distributions
𝑁(40,36) and 𝑁(45,9) respectively. If the electronic device is to be used for 45 hours
period, which device is to be preferred? If it is to be used for 48 hours period, which
device is to be preferred?
Solution: Let 𝑋 represents the life lengths of the electronic device.
For device 𝐷1 ,
(i) For a period of 45 hours,
𝑃{𝑋 ≥ 45} = 1 − 𝑃{𝑋 < 45} = 1 − 𝑃{𝑍 − 0.8333} = 1 − 𝜙(0.8333)
= 1 − 0.7967 = 0.2053 .
(ii) For a period of 48 hours,
𝑃{𝑋 ≥ 48} = 1 − 𝑃{𝑋 < 48} = 1 − 𝑃{𝑍 < 1.333} = 1 − 𝜙(1.333)
= 1 − 0.9082 = 0.0918.
For device 𝐷2 ,
(i) For a period of 45 hours,
𝑃{𝑋 ≥ 45} = 1 − 𝑃{𝑋 < 45} = 1 − 𝑃{𝑍 < 0} = 1 − 𝜙(0) = 1 − 0.5
= 0.5.
(ii) For a period of 48 hours,
𝑃{𝑋 ≥ 48} = 1 − 𝑃{𝑋 < 48} = 1 − 𝑃{𝑍 < 1} = 1 − 𝜙(1)
= 1 − 0.8413 = 0.1587.
For a period of 45 hours, device 𝐷2 is to be preferred whereas for a period of 48 hours,
device 𝐷2 is preferred.
4. For a normally distributed variate with mean 1 and standard deviation 3. Find the
probabilities that i) 3.43 ≤ 𝑋 ≤ 6.19 ii) −1.43 ≤ 𝑋 ≤ 6.19
Solution:
3.43−1 6.19−1
(i) 𝑃{3.43 ≤ 𝑋 ≤ 6.19} = 𝑃 { ≤𝑍≤ }
3 3
= 𝑃{0.81 ≤ 𝑍 ≤ 1.73}
= 𝜙(1.73) − 𝜙(0.81)
= 0.9582 − 0.7910 = 0.1672.
−1.43−1 6.19−1
(ii)𝑃{−1.43 ≤ 𝑋 ≤ 6.19} = 𝑃 { ≤𝑍≤ }
3 3

= 𝑃{−0.81 ≤ 𝑍 ≤ 1.73}
= 𝜙(1.73) − 𝜙(−0.81)

= 𝜙(1.73) − (1 − 𝜙(0.81))

= 0.9582 + 0.7910 − 1 = 0.7492.

5. A fair coin is tossed 500 times. Find the probabilities that the number of heads will not
differ from 250 by (a) more than 10 (b) more than 30.
Solution: Let 𝑋 represents the number of heads in 500 tosses.
1
∴ 𝑝 =probability of head turning up= 2 and 𝑛 = 500.
1 1 1
Mean= 𝑛𝑝 = 500 × 2 = 250 and 𝜎 = √𝑛𝑝𝑞 = √500 × 2 × 2 = 11.18033.
Since 𝑛 is very large and 𝑝 is not small. We can use normal approximation to
binomial.
a) Probability that number of heads will not differ from 250 by more than 1=
240−250 260−250
𝑃{240 ≤ 𝑋 ≤ 260} = 𝑃 {11.18033 ≤ 𝑍 ≤ 11.18033}
= 𝑃{−0.894427191 ≤ 𝑍 ≤ 0.894427191}
= 2𝜙(0.894427191) − 1
= 2(0.8133) − 1 = 0.6266 .
b) Probability that number of heads will not differ from 250 by more than 30=
220 − 250 280 − 250
𝑃{220 ≤ 𝑋 ≤ 280} = 𝑃 { ≤𝑍≤ }
11.180339 11.180339
= 𝑃{−2.68328172 ≤ 𝑍 ≤ 2.68328172}
= 2𝜙(2.68328172) − 1
= 2 × 0.9963 − 1 = 0.9920.

6. The weekly wages of workers in a certain factory was found to be normally distributed
with mean 𝑅𝑠. 500 and standard deviation 𝑅𝑠. 50. There are 228 persons getting at least
𝑅𝑠. 600. Find the number of workers in the factory.
600−500
Solution: For 𝑃{𝑋 ≤ 600} = 𝑃 {𝑍 ≤ } = 𝑃{𝑍 ≤ 2} = 1 − 𝑃{𝑍 ≤ 2}
50
𝑃{𝑋 ≥ 600} = 1 − 𝜙(𝑍) = 0.0228.
If 𝑛 is total number of workers then 𝑛𝑃{𝑋 ≥ 600} = 228.
i.e., 𝑛 × 0.0228 = 228.
228
𝑛 = 0.0228 = 10,000.
There are 10,000 workers in the factory.

7. If X is normally distributed with N(1, 4). Find P(|X| > 4).

x
Solution: If z  ,

then,

P(| X |  4)  1  P(| X |  4)  1  P(4  X  4)

 4  1 4 1 
 1 P  Z   1   F (1.5)  F (2.5) 
 2 2 
 2  0.9332  0.9938  0.073
8. In a normal distribution 31% of items rare under 45 and 48% are over 64. Find mean and
standard deviation.
Solution:
X = 45, area = 31%

 Z  0.5
X  45  
Z   0.5 
 
 0.5  45   ... . (1)

X = 64 , area = 48%

 Z  0.05
X  64  
Z  0.05 
 
 0.05   64   ... . (2)

Solving (1) and (2),

  62.27,   34.54.

9. If mean marks is 60 and standard deviation is 10, 70% failed in examination. What is the
grace marks given to obtain 70% pass the examination?

Solution:
  60,   10.
P( Z  a )  0.7  Z  0.525
X  X  60
Z  0.525 
 10
 X  65.25

P( Z  a )  0.3  Z  0.525
X  X  60
Z   0.525 
 10
 X  54.75

Therefore, grace mark = 65.25 – 54.75 = 10.5

10. Local authorities in a certain city install 10000 electric lamps in streets of city. If these
lamps have average life of 1000 burning hours with standard deviation of 200 hours. What
is the number of lamps might be expected to fail (i) in first 800 hours (ii) between 800
and 1200 hours.

Solution:   1000,   200.

(a)
 800  1000 
P( Z  800)  P  Z  
 200 
 P(Z  1)
 1  P(Z  1)
 0.1587

Number of lamps = 0.1587 X 10000 = 1587.

(b)
 800  1000 1200  1000 
P(800  Z  1200)  P  Z 
 200 200 
 P(1  Z  1)
 0.6826

Number of lamps = 0.6826 X 10000 = 6826

11. Annual rainfall at a place is known to be normal distributed with   29.5 inches and
  2.5 inches. How many inches of rain is expected to exceeded about 5% of the time?
Solution:

  29.5,   2.5.
P(Z  a)  0.05
 P(Z  a)  0.95
 Z  1.645
X     Z  33.61

Therefore, amount of rain exceeded = 33.61 - 29.5 = 4.11 inches.

Exponential distributions
A continuous random variable X is said to have exponential distribution with parameter 𝛼 > 0 if
its pdf is given by
𝛼𝑒 −𝛼𝑥 , 𝑥 > 0
𝑓(𝑥) = {
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
and we write 𝑋~exp(𝛼)
Mean:
∞

𝐸(𝑋) = ∫ 𝑥𝛼𝑒 −𝛼𝑥 𝑑𝑥

0

Put 𝛼𝑥 = 𝑧
1 ∞ 1 ∞ 1 1
Then 𝐸(𝑋) = 𝛼 ∫0 𝑧𝑒 −𝑧 𝑑𝑧 = 𝛼 ∫0 𝑒 −𝑧 𝑧 2−1 𝑑𝑧 = 𝛼 Γ(2) = 𝛼

Variance:
𝑉(𝑋) = 𝐸(𝑋 2 ) − [𝐸(𝑋)]2
∞
𝐸(𝑋 2 ) = ∫0 𝑥 2 𝛼𝑒 −𝛼𝑥 𝑑𝑥

Put 𝛼𝑥 = 𝑧
1 ∞ 1 ∞ 1 2! 2
𝐸(𝑋 2 ) = 𝛼2 ∫0 𝑧 2 𝑒 −𝑧 𝑑𝑧 = 𝛼2 ∫0 𝑒 −𝑧 𝑧 3−1 𝑑𝑧 = 𝛼 Γ(3) = 𝛼2 = 𝛼2
1
𝑉(𝑋) = 𝛼2

Gamma Distribution
A continuous random variable X is said to have Gamma distribution with parameter
𝑟 > 0 𝑎𝑛𝑑 𝛼 > 0 if its pdf is given by

𝛼 −𝛼𝑥
𝑒 (𝛼𝑥)𝑟−1 , 𝑥 > 0
𝑓(𝑥) = {Γ(𝑟)
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒

and we write 𝑋~G(𝑟, 𝛼)

Note: In Gamma distribution if r = 1 we get exponential distribution. Therefore, exponential
distribution is a special case of Gamma distribution.
Mean:
∞ 𝛼
𝐸(𝑋) = ∫0 𝑥 Γ(𝑟) 𝑒 −𝛼𝑥 (𝛼𝑥)𝑟−1 𝑑𝑥

Put 𝛼𝑥 = 𝑧

1 1 ∞ 1 1 1 1 𝑟
Then 𝐸(𝑋) = 𝛼 Γ(𝑟) ∫0 𝑒 −𝑧 𝑧 𝑟 𝑑𝑧 = 𝛼 Γ(𝑟) Γ(𝑟 + 1) = 𝛼 Γ(𝑟) rΓ(𝑟) = 𝛼

Variance:
𝑉(𝑋) = 𝐸(𝑋 2 ) − [𝐸(𝑋)]2
∞ 𝛼 𝑟 2 +𝑟
𝐸(𝑋 2 ) = ∫0 𝑥 2 Γ(𝑟) 𝑒 −𝛼𝑥 (𝛼𝑥)𝑟−1 𝑑𝑥 = 𝛼2
𝑟
𝑉(𝑋) = 𝛼2

Chi-square distribution
A continuous random variable X is said to have Chi-square distribution if its pdf is given by

1 𝑥 𝑛
𝑛 𝑒 −2 𝑥 2−1 , 𝑥 > 0, 𝑛>0
𝑓(𝑥) = {2𝑛/2 Γ ( )
2
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
We write 𝑋~𝜆2 (𝑛) where n is called the number of degrees of freedom.
𝑥 𝑛
∞ 1
Mean: 𝐸(𝑋) = ∫0 𝑥 𝑛 𝑒 −2 𝑥 2 −1 𝑑𝑥
2𝑛/2 Γ( )
2

𝑥
Put =𝑧
2

1 ∞ 2 𝑛
Then 𝐸(𝑋) = 𝑛 ∫0 𝑒 −𝑧 (2𝑧)𝑛/2 2𝑑𝑧 = 𝑛 Γ ( + 1) = 𝑛
2𝑛/2 Γ( ) Γ( ) 2
2 2

Variance:
𝑉(𝑋) = 𝐸(𝑋 2 ) − [𝐸(𝑋)]2
𝑥 𝑛
∞ 1
𝐸(𝑋 2 ) = ∫0 𝑥 2 𝑛 𝑒 −2 𝑥 2 −1 𝑑𝑥 = 𝑛2 + 2𝑛
2𝑛/2 Γ( )
2

𝑉(𝑋) = 2𝑛