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Module 4

This document covers the concepts of random variables and probability distributions, detailing the basic principles of probability theory, including random experiments, sample spaces, events, and the axioms of probability. It explains key concepts such as conditional probability, independent events, and the multiplication theorem, along with examples of random variables and their classifications as discrete or continuous. Additionally, it introduces probability distributions and the criteria for discrete probability distributions.

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0% found this document useful (0 votes)
3 views69 pages

Module 4

This document covers the concepts of random variables and probability distributions, detailing the basic principles of probability theory, including random experiments, sample spaces, events, and the axioms of probability. It explains key concepts such as conditional probability, independent events, and the multiplication theorem, along with examples of random variables and their classifications as discrete or continuous. Additionally, it introduces probability distributions and the criteria for discrete probability distributions.

Uploaded by

venkisubasv
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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MODULE - 4

RANDOM VARIABLE AND


PROBABILITY DISTRIBUTIONS

A Mathematical measure of uncertainty is the theory of Probability. A


probability distribution is a mathematical function that provides the
probabilities of occurrence of different possible outcomes in an experiment.

4.1 Review of basic Probability Theory

Random Experiment

An experiment whose outcome cannot be predicted or determined in


advance is called a random experiment. Each performance in a random
experiment is called a trial. The result of a trail in a random experiment is
called an outcome.

Examples:
(i) Tossing a coin, (ii) Throwing a dice, (iii) Drawing a card from pack of cards.

Sample space

All possible outcomes of the random experiment is called a sample space


and is denoted by S.
Examples:
(i) Tossing a fair coin: S = {H, T}
(ii) Tossing a fair coin twice: S = {HH, HT, TH, TT}
(iii) Tossing a coin thrice: S = {HHH, HHT, HTH, THH, TTH, THT, HTT, TTT}
(iv) Throwing a dice: S = {1, 2, 3, 4, 5, 6}
(v) Throwing a pair of dice: S = {(1, 1), (1, 2), (1, 3), … , (6, 6)}

Event

A non-empty subset of the sample space is called an event and is


denoted by A, B, C, …

The null set  is also an event. The sample space S is called sure event.
108 Random Variable and Probability Distributions
--------------------------------------------------------------------------------------------------------------------------------
Examples:

(i) A = Getting an even number when throwing a dice


= {2, 4, 6}
(ii) B = Getting a sum is equal to 10 when throwing a pair of dice
= {(4, 6), (5, 5), (6, 4)}
(iii) C = Getting at least two heads when tossing a coin thrice
= {HHH, HHT, HTH, THH}
(iv) D = Getting at most two heads when tossing a coin thrice
= {HHT, HTH, THH, TTH, THT, HTT, TTT}

Note: Two events A and B are said to be mutually exclusive events if A  B = 

Probability of an event

The probability of an event A of the sample space S of random


experiment is denoted by P (A) and is defined by
n  A
P  A 
nS 
where n  A  is the number of elements in an event A and n  S  is the number of
elements in the sample space S.
Example:

(i) Probability of getting a prime number when throwing a dice


n  A 3 1
P  A   
nS  6 2
(ii) Probability of getting a sum is equal to 7 when throwing a pair of dice
n  A 6 1
P  A   
nS  36 6
(iii) Probability of drawing 2 spade cards from a well shuffled pack of
n  A 13
C2 78 1
playing cards P  A     
nS  52
C2 1326 17

Axioms of Probability

(i) Probability of any event is always lies between 0 and 1 (both


inclusive).
(ii) Probability of impossible event is zero.
(iii) Probability of sample space is one.
(iv) Probability of the compliment of the event A is denoted by P A and  
 
is defined by P A  1  P  A  .
Mathematical Foundation for Computer Applications 109
--------------------------------------------------------------------------------------------------------------------------------
Addition principle

(i) If A and B are two mutually exclusive events then


P  A  B   P  A  P  B 
(ii) If A and B are any two events then P  A  B   P  A   P  B   P  A  B 

Conditional Probability

Let A and B be any two events associated with the same sample space of
the random experiment then the conditional probability of an event A given that
B has occurred is denoted by P (A|B) and is given by

P  A  B
P  A | B  , provided P  B   0 .
P  B

Similarly, the conditional probability of an event B given that A has occurred is


denoted by P (B|A) and is given by

P  A  B
P  B | A  , provided P  A   0 .
P  A

Properties of conditional probability

(i) Let E and F be events of a sample space S of an experiment, then we


have P (S|F) = P(F|F) = 1
(ii) If A and B are any two events of a sample space S and F is an event of
S such that P(F) ≠ 0, then
P  A  B  | F   P  A | F   P  B | F   P  A  B  | F 
(iii) P (E′|F) = 1 − P (E|F)

Multiplication Theorem on Probability

By Conditional probability, we have

P  A  B P  A  B
P  A | B  and P  B | A  
P  B P  A

From these results, we can write

P  A  B   P  A | B  P  B  and P  A  B   P  B | A  P  A 

The above result is known as the multiplication rule of probability.


110 Random Variable and Probability Distributions
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Multiplication rule of probability for more than two events

If E, F and G are three events of sample space, we have

P (E ∩ F ∩ G) = P (E) P (F|E) P (G|(E ∩ F)) = P (E) P (F|E) P (G|EF)

Similarly, the multiplication rule of probability can be extended for four


or more events.

Independent Events

Let A and B be two events such that the probability of occurrence of one
of them is not affected by occurrence of the other. Such events are called
independent events. i.e., Two events A and B are said to be independent, if

P (A|B) = P (B) and P (A|B) = P (A).

Now, by the multiplication rule of probability, we have

P (A ∩ B) = P (A). P (B|A) ---- (1)

If E and F are independent, then (1) becomes

P (A ∩ B) = P (A). P (B) ---- (2)

Thus, using (2), the independence of two events is also defined as follows:

Let A and B be two events associated with the same random experiment,
then A and B are said to be independent if

P (A ∩ B) = P (A). P (B)

Note: Two events A and B are said to be dependent if they are not independent,
i.e. if P (A ∩ B) ≠ P (A). P (B)

Note: If E and F are independent events, then


(a) E and F′ are independent,
(b) E′ and F are independent,
(c) E′ and F′ are independent.

Theorem of total probability

Let {E1, E2,...,En} be a partition of the sample space S, and suppose


that each of the events E1, E2,..., En has non-zero probability of occurrence. Let
A be any event associated with S, then

 P A| E  PE 
n
P(A) = P(E1) P(A|E1) + P(E2) P(A|E2) + ... + P(En) P(A|En) = j j
j 1
Mathematical Foundation for Computer Applications 111
--------------------------------------------------------------------------------------------------------------------------------
Bayes’ Theorem

If E1, E2 ,..., En are n non empty events which constitute a partition of


sample space S, i.e. E1, E2 ,..., En are pairwise disjoint and E1∪ E2∪ ... ∪ En = S
and A is any event of non-zero probability, then

P  A | Ei  P  Ei 
P  Ei | A   for any i  1, 2,3,..., n
 P A| E  PE 
n

j j
j 1

4.2 Random Variables

In a random experiment, if a real variable is associated with every


outcome then it is called a random variable. It is also called chance variable or
stochastic variable. Random variables are usually denoted by X, Y, Z.

In other words, a random variable X on a sample space S is a real valued


function, whose domain is the sample space of a random experiment.

i.e., X: S → R that assigns a real number X (s) to each sample point s  S.

The set of all real numbers of a random variable X is called the range of X.

For example, let us consider the experiment of tossing a coin two times in
succession. The sample space of the experiment is S = {HH, HT, TH, TT}.

If X denotes the number of heads obtained, then X is a random variable and for
each outcome, its value is as given below:

X (HH) = 2, X (HT) = 1, X (TH) = 1, X (TT) = 0.

On the same sample space S, we can define more than one random variables.

For example, let Y denote the number of heads minus the number of tails for
each outcome of the above sample space S.

Then Y (HH) = 2, Y (HT) = 0, Y (TH) = 0, Y (TT) = – 2.

Thus, X and Y are two different random variables defined on the same sample
space S.
112 Random Variable and Probability Distributions
--------------------------------------------------------------------------------------------------------------------------------

WORKED EXAMPLES

Example 4.2.1: A bag contains 2 white and 1 red balls. One ball is drawn at
random and then put back in the box after noting its color. The process is
repeated again. If X denotes the number of red balls recorded in the two
draws, describe X.

Solution:

Let the balls in the bag be denoted by w1, w2, r.

Then the sample space is S = {w1 w1, w1 w2, w2 w2, w2 w1, w1 r, w2 r, r w1, r w2, r
r}

Now, for s ∈ S, X (s) = number of red balls

X ({w1 w1}) = X ({w1 w2}) = X ({w2 w2}) = X ({w2 w1}) = 0,

X ({w1 r}) = X ({w2 r}) = X ({r w1}) = X ({r w2}) = 1 and X ({r r}) = 2

Thus, X is a random variable which can take values 0, 1 or 2.

Example 4.2.2: A person plays a game of tossing a coin thrice. For each
head, he is given Rs 2 by the organizer of the game and for each tail; he
has to give Rs 1.50 to the organizer. Let X denote the amount gained or
lost by the person. Show that X is a random variable and exhibit it as a
function on the sample space of the experiment.

Solution:

X is a number whose values are defined on the outcomes of a random


experiment. Therefore, X is a random variable.

Now, sample space is S = {HHH, HHT, HTH, THH, HTT, THT, TTH, TTT}

Then, X (HHH) = Rs (2 × 3) = Rs 6,

X (HHT) = X (HTH) = X (THH) = Rs (2 × 2 − 1 × 1.50) = Rs 2.50

X (HTT) = X (THT) = (TTH) = Rs (1 × 2) – (2 × 1.50) = – Re 1 and

X (TTT) = − Rs (3 × 1.50) = − Rs 4.50

where, minus sign shows the loss to the player. Thus, for each element of the
sample space, X takes a unique value, hence, X is a function on the sample
space whose range is {– 1, 2.50, – 4.50, 6}.
Mathematical Foundation for Computer Applications 113
--------------------------------------------------------------------------------------------------------------------------------
4.2.1 Discrete and Continuous Random variables

A random variable can be discrete or continuous.

A discrete random variable is a variable whose value is obtained by


counting. It can assume only isolated values. It has a finite number of possible
values.

Examples: (i) number of students present


(ii) number of red marbles in a jar
(iii) number of heads when flipping three coins
(iv) students’ grade level

A continuous random variable is a variable whose value is obtained by


measuring. A continuous random variable is a random variable where the data
can take infinitely many values. It can assume any value within an interval. It
takes all values in a given interval of numbers.

Examples: (i) Height of students in class


(ii) Weight of students in class
(iii) Time it takes to get to school
(iv) Distance travelled between the places

Probability distribution of a random variable

A description giving the values of the random variable X along with the
corresponding probabilities is called the probability distribution of the random
variable X.

X x1 x2 x3 … xn
P (X) p1 p2 p3 … pn

4.2.2 Discrete Probability Distribution

Let a random variable X assume values x1 , x2 ,..., xn with probabilities p1 , p2 ,..., pn


such that

(i) P  X  xi   pi  0, for each xi and


n
(ii) p
i 1
i  p1  p2  ...  pn  1 .

Then the probability distribution is called discrete probability distribution.

The function P (X) is called the probability density function (p.d.f) or the
probability mass function (p.m.f). The distribution function F(x) of the discrete
114 Random Variable and Probability Distributions
--------------------------------------------------------------------------------------------------------------------------------
x
random variable X is defined by F  x   P  X  x   p
i 1
i , where x is any integer.

This distribution function is also called cumulative distribution function (c.d.f).

Mean and variance of discrete probability distribution

Let X be a random variable whose possible values x1 , x2 ,..., xn occur with


probabilities p1 , p2 ,..., pn , respectively. The mean of X, denoted by μ, is the
n
number x p ,
i 1
i i i.e., the mean of X is the weighted average of the possible

values of X, each value being weighted by its probability with which it occurs.
The mean of a random variable X is also called the expectation of X, denoted by
E(X).
n
Thus, EX     x pi 1
i i  x1 p1  x2 p2  ...  xn pn

In other words, the mean or expectation of a random variable X is the sum of


the products of all possible values of X by their respective probabilities.

The variance of X is denoted by V (X) and is defined by

 
n
V X   x pi   2  E X 2   E  X  
2 2
i
i 1

The non-negative number


X  V X 

is called the standard deviation of the random variable X.

WORKED EXAMPLES

Example 4.2.3: A random variable X has the following probability


distribution:

X 0 1 2 3 4 5 6 7
P (X) 0 k 2k 2k 3k k2 2k2 7k2 + k

(i) Find k
(ii) Evaluate P (X < 6), P (X  6), P (3 < X  6)
1
(iii) Find the minimum value of x so that P  X  x   .
2

Solution: (VTU 2004, 2009, 2012, 2014, 2019)


Mathematical Foundation for Computer Applications 115
--------------------------------------------------------------------------------------------------------------------------------
n
(i) We have, p
i 1
i 1

 p1  p2  ...  p8  1

 0  k  2k  2k  3k  k 2  2k 2  7k 2  k  1

 10k 2  9k  1  0

 10k  1 k  1  0
1
 k  pi  0
10
(ii) P  X  6  1  P  X  6

 1   P  X  6   P  X  7  


 1  2k 2  7 k 2  k 
 1  9k 2  k
9 1 81
1  
100 10 100
P  X  6  P  X  6  P  X  7 

 2k 2  7 k 2  k

 9k 2  k
9 1 19
  
100 10 100
P (3 < X  6)  P  X  4   P  X  5  P  X  6 

 3k  k 2  2k 2

 3k  3k 2
3 3 33
  
10 100 100

(iii) P  X  1  P  X  0   P  X  1

1 1
0k  k  
10 2
P  X  2   P  X  0   P  X  1  P  X  2 

3 1
 0  k  2k  3k  
10 2
116 Random Variable and Probability Distributions
--------------------------------------------------------------------------------------------------------------------------------
P  X  3  P  X  0   P  X  1  P  X  2   P  X  3

5 1
 0  k  2k  2k  5k  
10 2
P  X  4  P  X  0   P  X  1  P  X  2   P  X  3  P  X  4 

8 1
 0  k  2k  2k  3k  8k  
10 2

1
 The minimum value of x so that P  X  x   is 4.
2

Example 4.2.4: A random variable X has the following probability


distribution:

X 0 1 2 3 4 5 6
P (X) k 3k 5k 7k 9k 11k 13k

(i) Find k
(ii) Evaluate P (X < 4), P (X  5), P (3 < X  6)
(iii) Find the minimum value of k so that P  X  2  0.3

Solution: (VTU 2004, 2011, 2013, 2018)

n
(i) We have, p
i 1
i 1

 p1  p2  ...  p8  1

 k  3k  5k  7k  9k  11k  13k  1
 49k  1
1
 k
49
(ii) P  X  4  1  P  X  4

 1   P  X  4   P  X  5   P  X  6  

 1   9k  11k  13k 

 1  33k
33 16
1 
49 49
P  X  5  P  X  5  P  X  6 
Mathematical Foundation for Computer Applications 117
--------------------------------------------------------------------------------------------------------------------------------
24
 11k  13k  24k 
49

P(3  X  6)  P  X  4   P  X  5  P  X  6 

33
 9k  11k  13k  33k 
49

(iii) P  X  2   P  X  0   P  X  1  P  X  2 
 k  3k  5k  9k  0.3
0.3 1
k  
9 30
1
 The minimum value of k is .
30

Example 4.2.5: A random variable X has the following probability


distribution:

X 3 2 1 0 1 2 3
P (X) k 2k 3k 4k 3k 2k k

(i) Find k
(ii) Evaluate P (X  1), P (X > 1), P (1 < X  2)
(iii) Find its mean and standard deviation.

Solution: (VTU 2007, 2013, 2015)

n
(i) We have, p
i 1
i 1

 p1  p2  ...  p8  1

 k  2k  3k  4k  3k  2k  k  1
 16k  1
1
 k
16
(ii) P  X  1  1  P  X  1

 1   P  X  2   P  X  3  

 1   2k  k 

 1  3k
118 Random Variable and Probability Distributions
--------------------------------------------------------------------------------------------------------------------------------
3 13
1 
16 16
P  X  1  P  X  2   P  X  3

3
 2k  k  3k 
16
P (1 < X  2)  P  X  0   P  X  1  P  X  2 

9
 4k  3k  2k  9k 
16

(iii) Mean   x p i i

  3 k    2  2k    1 3k   0  1 3k    2  2k    3 k


 3k  4k  3k  3k  4k  3k  0

Variance V  x i
2
pi   2

  3  k    2   2k    1  3k   0  1  3k    2   2k    3 k


2 2 2 2 2 2

40 5
 9k  8k  3k  3k  8k  9k  40k  
16 2

5
Standard deviation   V   1.581
2

Example 4.2.6: A random variable X has the following probability


distribution:

X 2 1 0 1 2 3
P (X) 0.1 k 0.2 2k 0.3 k

(i) Find k
(ii) Evaluate P (X < 1), P (X > 1)
(iii) Find its mean and standard deviation.

Solution: (VTU 2005, 2006, 2012)

n
(i) We have, p
i 1
i 1

 p1  p2  ...  p8  1

 0.1  k  0.2  2k  0.3  k  1


Mathematical Foundation for Computer Applications 119
--------------------------------------------------------------------------------------------------------------------------------
 4k  0.6  1
 4k  0.4

 k  0.1

(ii) P  X  1  1  P  X  1

 1   P  X  1  P  X  2   P  X  3  

 1   2k  0.3  k 

 0.7  3k
 0.7  3 0.1  0.4

P  X  1  1  P  X  1
 1   P  X  2   P  X  1

 1  0.1  k

 1  0.1  0.1  1  0.2  0.8

(iii) Mean   x p i i

  2  0.1   1 k   0  1 2k    2  0.3   3 k


 0.2  k  2 k  0.6  3k

 4k  0.4  4  0.1  0.4  0.8

Variance V  x i
2
pi   2

 0.4  k  2k  1.2  9k  0.64

 12k  0.96  12  0.1  0.96  2.16

Standard deviation   V  2.16  1.47

Example 4.2.7 Let a pair of dice be thrown and the random variable X be
the sum of the numbers that appear on the two dice. Find the probability
distribution of X. Also find mean or expectation of X.

Solution:

The sample space S of the experiment consists of 36 elementary events in the


form of ordered pairs (xi, yi), where xi = 1, 2, 3, 4, 5, 6 and yi = 1, 2, 3, 4, 5, 6.

i.e., S  1, 1 , 1, 2  , 1, 3  ,...,  6, 6 


120 Random Variable and Probability Distributions
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Random variable X = sum of the numbers on the two dice takes the
values 2, 3, 4, 5, 6, 7, 8, 9, 10, 11 or 12.

Now, P (X = 2) = P ({(1, 1)}) = 1/36

P (X = 3) = P ({(1, 2), (2, 1)}) = 2/36

P (X = 4) = P ({(1, 3), (2, 2), (3, 1)}) = 3/36

P (X = 5) = P ({(1, 4), (2, 3), (3, 2), (4, 1)}) = 4/36

P (X = 6) = P ({(1, 5), (2, 4), (3, 3), (4, 2), (5, 1)}) = 5/36

P (X = 7) = P ({(1, 6), (2, 5), (3, 4), (4, 3), (5, 2), (6, 1)}) = 6/36

P (X = 8) = P ({(2, 6), (3, 5), (4, 4), (5, 3), (6, 2)}) = 5/36

P (X = 9) = P ({(3, 6), (4, 5), (5, 4), (6, 3)}) = 4/36

P (X = 10) = P ({(4, 6), (5, 5), (6, 4)}) = 3/36

P (X = 11) = P ({(5, 6), (6, 5)}) = 2/36

P (X = 12) = P ({(6, 6)}) = 1/36

The probability distribution of X is

X 2 3 4 5 6 7 8 9 10 11 12
P
1/36 2/36 3/36 4/36 5/36 6/36 5/36 4/36 3/36 2/36 1/36
(X)

 x p  2  36  3  36  4  36  5  36  6  36  7  36
1 2 3 4 5 6
Mean   i i

5 4 3 2 1
8   9   10   11  12 
36 36 36 36 36

2  6  12  20  30  42  40  36  30  22  12
 7
36

Example 4.2.8: 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.

Solution: (VTU 2011)

Random experiment = die is tossed thrice and its Sample space is

S  1, 1, 1 , 1, 1, 2  , 1, 1,3  ,...,  6,6,6 


Mathematical Foundation for Computer Applications 121
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Let random variable X = getting 1 or 6 on a toss = {0, 1, 2, 3}

Probability of success = 2/6 = 1/3 and Probability of failure = 1 – 1/3 = 2/3

2 2 2 8
P  X  0   P  no success   P  all failures     
3 3 3 27

1 2 2 12
P  X  1  P  one success and two failures   3C1    
3 3 3 27

1 1 2 6
P  X  2   P  two successes and one failure   3C2    
3 3 3 27

1 1 1 1
P  X  2   P  three successes   3C3    
3 3 3 27

The probability distribution of X is

X 0 1 2 3

P (X) 8/27 12/27 6/27 1/27

 x p  0  1 27  2  27  3  27
12 6 1
Mean   i i

12 12 3
   1
27 27 27

 1 
x
2 12 6
Variance V  i pi   2   0  12   22   32    12
 27 27 27 

12 24 9 5 2
   1  1 
27 27 27 3 3

EXERCISE 4.1

1. A random variable X has the following probability distribution:

X 0 1 2 3 4 5
P (X) k 5k 10k 10k 5k k
(i) Find k
(ii) Find mean and standard and deviation
122 Random Variable and Probability Distributions
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2. Find the standard deviation for the following probability
distribution:

X 8 12 16 20 24
P (X) 1/8 1/6 3/8 1/4 1/12
3. Obtain the distribution function of the total number of heads
occurring in three tosses of an unbiased coin.
4. Four coins are tossed. What is the expectation of the number of
heads?
5. From an urn containing 3 red and 2 white balls, a man is to
draw 2 balls at random without replacement, being promised
Rs.20 for each red ball he draws and Rs.10 for each white one.
Find his expectation.

ANSWERS

1
1. k ,   2.5,   2.74 2. 25
32
3. X 0 1 2 3
P (X) 1/8 3/8 3/8 1/8
4. 2

4.2.3 Continuous Probability Distribution

For every continuous random variable X, the real number f  x  is said to be


continuous probability function or probability density function (p.d.f) if the
following conditions are satisfied:

(i) f  x   0 and

(ii)  f  x  dx  1


Note: The probability of x lies in the interval (a, b) is defined as


b
P a  x  b   f  x  dx
a

Note: If X is a continuous random variable with p.d.f f  x  then the function


f  x  is defined by
Mathematical Foundation for Computer Applications 123
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x
F  x  P  X  x   f  x  dx


This function is also called cumulative distribution function (c.d.f) of X.

Mean and variance of continuous probability distribution

If X is a continuous random variable with probability density function


f  x  where   x   then the mean, variance and standard deviation of X are
given by


Mean    x f  x  dx

 

  x    f  x  dx or V   x f  x  dx  
2
Variance V  2 2

 

Standard deviation   V

WORKED EXAMPLES

Example 4.2.9: A random variable X has the density function:

 kx 2 , 3  x  3
f  x  
 0, otherwise

Find k and also find P (X  2) and P (X > 1).

Solution: (VTU 2005, 2009, 2012)

f  x  is (p.d.f) if


(i) f  x   0 and (ii)  f  x  dx  1


From (i), k  0


From (ii),  f  x  dx  1

124 Random Variable and Probability Distributions
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3
  kx dx  1
2

3

3
 x3 
 k   1
 3  3

  3  3   3  3 
 k  1
 3 

 k  9  9  1

1
 k
18
x
We have, P  X  x   f  x  dx


2
 P  X  2   f  x  dx


2
1  x3 
2
1 2

3

18
x dx   
18  3   3

1   2    3   35
3 3

  
18  3  54


We have, P  X  x   f  x  dx

x


 P  X  1   f  x  dx
1

3
1  x3 
3
1 2

1

18
x dx   
18  3 1

1   3  1  13
3 3

  
18  3  27

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Example 4.2.10: Find the constant C such that

Cx , 0  x  3
2
f  x  
 0, otherwise

is a probability density function. Also compute P (1 < X < 2).

Solution: (VTU 2006, 2009, 2012)

f  x  is (p.d.f) if


(i) f  x   0 and (ii)  f  x  dx  1


From (i), k  0


From (ii),  f  x  dx  1


3
  Cx dx  1
2

3
 x3 
 C   1
 3 0

  3 3  0 
 C  1
 3 

C 9  1
1
  C
9
b
We have, P a  x  b   f  x  dx
a
2
 P 1  x  2    f  x  dx
1
2
1  x3 
2
1 2
1
9
x dx   
9  3 1

1   2   1  7
3 3

  
9 3  27

126 Random Variable and Probability Distributions
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Example 4.2.11: The function f  x  is defined as

 e  x , x0
f  x   .
 0, x0

Is f  x  a probability density function? If so, determine the probability


that the variate having this density will fall in the interval (1, 2). Also find
the cumulative probability function F (2).

Solution:

(i) Clearly, f  x   0 and

 0 

 f  x  dx    0 dx   e
x
(ii) dx
  0


 0  e x dx
0


 e x 
   e  e     0  1  1

 0

  1 0

Hence the function f  x  satisfies the requirements for a density


function.

 f  x  is a probability density function

b
We have, P a  x  b   f  x  dx
a

2
 P 1  x  2    f  x  dx
1

2
2
 e x 

x
 e dx   
1  1 1

 
  e 2  e 1  0.233

x
Also we have, F  x  P  X  x   f  x  dx

Mathematical Foundation for Computer Applications 127
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2
 F  2  P  X  2   f  x  dx


0 2
   0  dx  e x dx

 0


 0  e x dx
0

2
 e x 
   e  e   0.865
2
 0

  1 0

Example 4.2.12: A random variable X has the density function:

 kx , 0 x 2

f  x    2k , 2 x4
  kx  6k , 4  x  6

Find k and mean value of X.

Solution:

f  x  is (p.d.f) if


(i) f  x   0 and (ii)  f  x  dx  1


From (i), k  0


From (ii),  f  x  dx  1


2 4 6
  kx dx   2k dx    kx  6k  dx  1
0 2 4

2 6
 x2   x2 
k    2k  x 2  k    6k  x 4  1
4 6

 2 0  2 4

 2k  8k  4k  18k  8k  36k  24k  1

 8k  1
128 Random Variable and Probability Distributions
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1
 k
8
6
We have, Mean   x f  x  dx

0

2 4 6
 kx dx  2kx dx  x  kx  6k  dx

2
 
0 2 4

2 4 6 6
 x3   x2   x3   x2 
 k    2k    k    6k  
 3 0  2 2  3 4  2 4

8  152 
 k    k 12   k    3k  20 
 3  3 

1
 24k  24    3
8

Example 4.2.13: A random variable X has the density function:

 k  x  1  , 1  x  1
f  x  
 0, otherwise

Find (i) k, (ii) mean and variance of X.

Solution:

f  x  is (p.d.f) if


(i) f  x   0 and (ii)  f  x  dx  1


From (i), k  0


From (ii),  f  x  dx  1


1
  k  x  1 dx  1
1

1
 x2 
 k   x  1
2  1
Mathematical Foundation for Computer Applications 129
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 12    12 
 k    1    1   1
 2   2 
   

 2k  1

1
 k
2
1
We have, Mean   x f  x  dx

1

1
1 
 x   x  1  dx

1  
2

1
1  x3 x 2 
1

 
1
 x 2  x dx    
2 1 2 3 2  1

1   1 1   1 1   1
    
2  3 2   3 2   3

  x    f  x  dx
2
We have, Variance V 
1

1 2
 1  1 
  x     x  1  dx

1 
3 2 

1
1  2 2x 1 
 
x     x  1 dx
2 1  3 9

1  3 x2 5x 1 
1
 
x 
2 1  3
   dx
9 9

1
1  x 4 x3 5 x 2 1 
     x
2 4 9 18 9  1

1  1 1 5 1   1 1 5 1   2
        
2  4 9 18 9   4 9 18 9   9
130 Random Variable and Probability Distributions
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EXERCISE 4.2

 x  1 
 , 2 x4
1. If a function f (x) defined by f  x    8 
 0,
 otherwise
(i) Prove that f (x) is a p.d.f
(ii) Find P (X < 3.5) and P (X  3.5)
x
  k, 0  x  3
2. Find the value of k such that f  x    6
 0, otherwise
is a p.d.f. Also find P (1  X  2).
k x e , 0  x  1
x
3. Find the value of k such that f  x   
 0, otherwise
is a p.d.f. Also find its mean.
k e 3 x , x0
4. Find the value of k such that f  x   
 0, otherwise
is a p.d.f. Also find P (0.5  X  1) and P (2  X  1.5)
5. A function is defined as follows:
 0, x2
1

f  x     2 x  3 , 2  x  4
18
 0, x4
Show that it is a density function. Find the probability that a variate
having this density will fall in the interval [2, 3].
6. If the function f  x  represents the density of a random variable X,
1
  x  1 , 1  x  1
given by f  x    2
 0, otherwise
Find E (X) and V (X).

ANSWERS

1
1. (ii) 0.7031 and 0.2969 2. k , 1/3
12
e 2e  5
3. k ,  4. k=3
e2 e2
5. 4/9 6. 1/3 and 2/9
Mathematical Foundation for Computer Applications 131
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4.3 Binomial Distribution

Trials of a random experiment are called Bernoulli trials, if they satisfy


the following conditions:

(i) There should be a finite number of trials.


(ii) The trials should be independent.
(iii) Each trial has exactly two outcomes: success or failure.
(iv) The probability of success remains the same in each trial.

If p is the probability of success and q is the probability of failure then


the probability distribution of number of successes in an experiment consisting

of n Bernoulli trials may be obtained by the binomial expansion of  q  p  .


n

Hence, this distribution of number of successes X can be written as

X 0 1 2 … r ... n
P (X) n
C0 q n C1 q n1 p
n n
C2 q n2 p 2 … n
Cr qnr pr n
Cn p n

The above probability distribution is known as binomial distribution with


parameters n and p, because for given values of n and p, we can find the
complete probability distribution. A binomial distribution with n-Bernoulli trials
and probability of success in each trial as p, is denoted by B (n, p).
The probability of r successes P (X = r) is also denoted by P (r) and is
given by P  X  r   P  r   nCr q n  r p r , r = 0, 1, ... , n and q = 1 – p.

This P (r) is called the probability function of the binomial distribution.


If p is the probability of success and q is the probability of failure then
the probability of r successes out of n trails is given by
P  X  r   P  r   nCr q n  r p r , r = 0, 1,..., n and q = 1 – p.

Mean and variance of Binomial distribution

The mean and variance of the binomial distribution are given by


Mean   np
Variance V  npq

Standard deviation   V  npq


132 Random Variable and Probability Distributions
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WORKED EXAMPLES

Example 4.3.1: The probability of a newly generated virus attacked to the


computer will corrupt the 4 files out of 20 files opened in an hour. If 12
files are opened in an hour, find the probability that (i) at least 10 files are
corrupted, (ii) exactly 3 files are corrupted, (iii) all the files are corrupted,
(iv) all the files are safe, (v) more than 2 but not more than 5 files are
corrupted.

Solution:

Here n = 12 files are opened in an hour

4 1
Let p = Probability of corrupted files = 
20 5

1 4
Hence, q  1  p  1  
5 5

We have, P  r   nC r q n  r p r

12  r r
4 1
 P  r   12Cr   5
5  

(i) P (at least 10 files are corrupted)  P  r  10

 P  r  10  P  r  11  P  r  12 

12 10 10 12 11 11 12 12 12


4 1 4 1  4 1
 C10  
12
 5   C11  5 
12
 5   C12  5 
12
5
5          

1
10
 4
2
 4  1  1 
2
   66     12      1   
5  5  5  5   5  

= 0.000004526

(ii) P (3 files are corrupted)  P  r  3

12  3 3
4 1
 C3  
12
 5   0.001074
5  
Mathematical Foundation for Computer Applications 133
--------------------------------------------------------------------------------------------------------------------------------
(iii) P (all files are corrupted)  P  r  12
12 12 12 12
4 1 1
 12C12   5 5
5    
(iv) P (all files are safe) = 1  P (all files are corrupted)
12
1
1  
5
(v) P (more than 2 files but not more than 5 are corrupted)

 P  2  r  5

 P  r  3  P  r  4   P  r  5 

12  3 3 12  4 4 12  5 5
4  1  12  4   1  12  4  1
 12C3    5   C4  5   5   C5  5  5
5          

= 0.42225

Example 4.3.2: A box contains 100 transistors, 20 of which are defective


and 10 are selected at random, find the probability that (i) all are
defective, (ii) at least one is defective, (iii) all are good, (iv) at most 3 are
defective.

Solution:

Here n = 10 are selected at random

20 1
Let p = Probability of defective = 
100 5

1 4
Hence, q  1  p  1  
5 5

We have, P  r   nC r q n  r p r

10  r r
4 1
 P  r   Cr  
10
5
5  

(i) P (all are defective)  P  r  10


10 10 10 10
4 1 1 1
 10C10    5   11  5   10
5     5
134 Random Variable and Probability Distributions
--------------------------------------------------------------------------------------------------------------------------------
(ii) P (at least one is defective)  P  r  1

 1  P  r  1

 1  P  r  0
10  0 0 10
4 1 4
 1  C0    5   1  1  5  1
10

5    
10
4
1  
5

(iii) P (all are good) = P (none is defective)  P  r  0 


10  0 0 10 10
4 1 4
1  
4
 10C0    5   1  5  
5     5

(iv) P (at most 3 are defective)  P  r  3

 P  r  0  P  r  1  P  r  2   P  r  3

10  0 0 10 1 1 10  2 2 10 3 3
4  1  10  4   1  10  4   1  10  4  1
 C0  
10
 5   C1  5   5   C2  5   5   C3  5   5
5              

10 9 8 2 7 3
4
1  10  
4 1  4 1  4 1
 1        45       120     
5  5 5  5 5  5  5

4
7
 4 3 2
 4   4  9  1 
3
     2        120    
5  5   5   5  5   5  

7 7
 4   64 32 36 120   4   524 
         
 5   125 25 25 125   5   125 

Example 4.3.3: 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, find the probability that (i) 5 lines are busy, (ii) at most 2 lines
are busy, (iii) all lines are busy.

Solution: (VTU 2002, 2005, 2009, 2014)

Here n = 10 lines are chosen

Let p = Probability of busy = 0.2

Hence, q  1  p  1  0.2  0.8


Mathematical Foundation for Computer Applications 135
--------------------------------------------------------------------------------------------------------------------------------
We have, P  r   nC r q n  r p r

P  r   10Cr  0.8   0.2 r


10  r

(i) P (5 lines are busy)  P  r  5

 10C5  0.8   0.2 5   252  0.8 5  0.2 5


10  5

  252  0.16   0.02642


5

(ii) P (at most 2 lines are busy)  P  r  2 

 P  r  0  P  r  1  P  r  2 

 10C0  0.8   0.2 0  10C1  0.8 101  0.2 1  10C2  0.8 10 2  0.2 2
10  0

 1 0.8  1  10  0.8 9  0.2    45  0.8 8  0.2 2


10

  0.8   0.8   10  0.8  0.2    45  0.2  


8 2 2
 
 0.6778

(iii) P (all lines are busy)  P  r  10

1
 10C10  0.8   0.2 10  11 0.2 10 
10 10

510

Example 4.3.4: The probability that a pen manufactured by a company will


1
be defective is . If 12 such pens are manufactured, find the probability
10
that (i) exactly two will be defective, (ii) at least two will be defective,
(iii) none will be defective.

Solution: (VTU 2012, 2019)

Here n = 12 pens are manufactured

1
Let p = Probability of defective =
10

1 9
Hence, q  1  p  1  
10 10

We have, P  r   nC r q n  r p r

12  r r
 9   1 
 P  r   12Cr    10 
 10   
136 Random Variable and Probability Distributions
--------------------------------------------------------------------------------------------------------------------------------
(i) P (exactly two will be defective)  P  r  2 
12  2 2
 9   1 
 12C2    10 
 10   
10 2
 9  1
  66     
 10   10 

  66  0.9   0.12  0.2301


10

(ii) P (at least two will be defective)  P  r  2 


 1  P  r  2
 1   P  r  0   P  r  1

  9
12  0
 1  12  9   1  
0 12 1 1
 1   12C0    10   C1   
  10     10   10  
  9 12  9   1  
11
 1  1   1  12      
  10   10   10  
11
 9   21 
 1       0.3412
 10   10 

(iii) P (none will be defective)  P  r  0 


12  0 0
 9   1 
 12C0    10 
 10   
12
 9 
 1   1  0.2824
 10 

Example 4.3.5: Six dice are thrown 729 times. How many times do you
expect at least three dice to show five or six?

Solution:

Here n = 6 dice are thrown

2 1
Let p = Probability of showing 5 or 6 = 
6 3

1 2
Hence, q  1  p  1  
3 3
Mathematical Foundation for Computer Applications 137
--------------------------------------------------------------------------------------------------------------------------------
We have, P  r   nC r q n  r p r

6 r r
2 1
 P  r   6Cr    3
3  

P (at least 3 success)  P  r  3

 1  P  r  3

 1   P  r  0   P  r  1  P  r  2 

 60
 2 1
0 6 1
 2 1
1
 2   1  
62 2
 1   6C0      6C1      6C2     
  3  3  3  3  3   3  

  2 6 5
 2 1  2   1  
4 2
 1  1   1   6       15      
  3   3  3  3   3  
4
 2   4 4 15 
1      
 3  9 3 9 

 16  31  496
 1      1 
 81  9  729
 0.3196 per dice

 For 729 dice, P (at least 3 success)  P  r  3  729  0.3196  729  233

Example 4.3.6: Out of 800 families with 5 children each, how many would
you expect to have (i) 3 boys, (ii) 5 girls, (iii) either 2 or 3 boys? (Assume
equal probabilities for boys and girls)

Solution: (VTU 2001, 2004, 2013)

Here n = 5 children

1
Let p = Probability =
2

1 1
Hence, q  1  p  1  
2 2

We have, P  r   nC r q n  r p r

5 r r
1 1
 P  r   5Cr   2
2  
138 Random Variable and Probability Distributions
--------------------------------------------------------------------------------------------------------------------------------
5
1
 P  r   Cr  
5

2

(i) P (3 boys)  P  r  3

5
1 5
 5C3   
 2  16

 For 800 families, the probability of number families having 3 boys is

5
  800  250
16

(ii) P (5 girls) = P (no boys)  P  r  0 


5
1 1
 5C0   
 
2 32

 For 800 families, the probability of number families having 5 girls is

1
  800  25
32

(iii) P (either 2 or 3 boys)  P  2  r  3


 P  2   P  3


1
25
C
5
2  5C3  5
8

 For 800 families, the probability of number families having either 2 or


5
3 boys is  800  500
8

Example 4.3.7: The probability that a man aged 60 will live upto 70 is
0.65. Out of 10 men, now at the age of 60, find the probability that (i) at
least 7 will live upto 70, (ii) exactly 9 will live upto 70, (iii) at most 9 will
live upto 70.

Solution: (VTU 2005)

Here n = 10 men

Let p = Probability that a man aged 60 will live upto 70 = 0.65

Hence, q  1  p  1  0.65  0.35


Mathematical Foundation for Computer Applications 139
--------------------------------------------------------------------------------------------------------------------------------
We have, P  r   nC r q n  r p r

P  r   10Cr  0.35   0.65 r


10  r

(i) P (at least 7 will live upto 70)  P  r  7 

 P  r  7   P  r  8  P  r  9   P  r  10 

 10C7  0.35   0.65 7  10C8  0.35 108  0.65 8


10  7

 10C9  0.35   0.65 9  10C10  0.35 1010  0.65 10


10  9

= 0.5138

(ii) P (exactly 9 will live upto 70)  P  r  9 

 10C9  0.35   0.65 9  0.07249


10  9

(iii) P (at most 9 will live upto 70)  P  r  9 

 1  P  r  9

 1  P  r  10 

 10C10  0.35   0.65 10  0.9865


10 10

Example 4.3.8: The probability that an entering student will graduate is


0.4. Determine the probability that out of 5 students (i) none, (ii) one,
(iii) at least one will graduate.

Solution: (VTU 2005)

Here n = 5 students

Let p = Probability will graduate = 0.4

Hence, q  1  p  1  0.4  0.6

We have, P  r   nC r q n  r p r

P  r   5Cr  0.6   0.4 r


5 r

(i) P (none will graduate)  P  r  0 


 5C0  0.6   0.4 0
50
140 Random Variable and Probability Distributions
--------------------------------------------------------------------------------------------------------------------------------

 1 0.6  1  0.0778


5

(ii) P (one will graduate)  P  r  1

 5C1  0.6   0.4 1  0.2592


5 1

(iii) P (at least one will graduate)  P  r  1

 1  P  r  1

 1  P  r  0

 1  5C0  0.6   0.4 0


50

 1  0.0778  0.9222

Example 4.3.9: When a coin is tossed 4 times, find the probability of


getting (i) exactly one head, (ii) at most 3 heads and (iii) at least two
heads.

Solution: (VTU 2005)

Here n = 4 times tossed a coin

1
Let p = Probability of head =
2

1 1
Hence, q  1  p  1  
2 2

We have, P  r   nC r q n  r p r

4 r r
1 1
 P  r   4Cr   2
2  

4
1
 P  r   4Cr  
2

(i) P (one head)  P  r  1


4
1 1
 4C1   
2 4

(ii) P (at most 3 heads)  P  r  3


Mathematical Foundation for Computer Applications 141
--------------------------------------------------------------------------------------------------------------------------------
 P  r  0  P  r  1  P  r  2   P  r  3
4 4 4 4
1 1 1  1  15
 4C0    4C1    4C2    4C3   
2 2 2  2  16

(iii) P (at least 2 heads)  P  r  2 

 1  P  r  2

 1   P  r  0   P  r  1

 4  1  4 4  1  4  11
 1   C0    C1    
 2  2   16

Example 4.3.10: Eight fair coins are thrown simultaneously. Find the
probability of getting (i) six heads, (ii) not more than 6 heads.

Solution: (VTU 2006)

Here n = 8 coins are thrown

1
Let p = Probability of head =
2

1 1
Hence, q  1  p  1  
2 2

We have, P  r   nC r q n  r p r

8 r r
1 1
 P  r   Cr  
8
2
2  

8
1
 P  r   8Cr  
2

(i) P (6 heads)  P  r  6 
8
1
 8C6    0.1094
2

(ii) P (not more than 6 heads)  P  r  6 

 1  P  r  6

 1   P  r  7   P  r  8 
142 Random Variable and Probability Distributions
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  1  
8 8
1
 1   8C7    8C8   
 2  2  

= 0.9648

Example 4.3.11: In 256 sets of 12 tosses of a coin, in how many cases one
can expect 8 heads and 4 tails.

Solution: (VTU 2008)

Here n = 12 tosses of a coin

1
Let p = Probability of head =
2

1 1
Hence, q  1  p  1  
2 2

We have, P  r   nC r q n  r p r

12  r r
1 1
 P  r   12Cr   2
2  

12
1
 P  r   12Cr  
2

P (8 heads)  P  r  8

12
1
 C8    0.1208
12

2

 For 256 sets, P(8 heads and 4 tails)  256  0.1208  30.94

Example 4.3.12: In sampling 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.

Solution:

Here n = 20

Given, Mean = 2

We have, Mean   np
Mathematical Foundation for Computer Applications 143
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 2
 p   0.1
n 20

Hence, q  1  p  1  0.1  0.9

We have, P  r   nC r q n  r p r

P r   Cr  0.9   0.1r
20  r
 20

P (at least 3 defective parts)  P  r  3

 1  P  r  3

 1   P  r  0   P  r  1  P  r  2 

1  20
C0  0.9 
20  0
 0.10  20C1  0.9 201  0.11  20C2  0.9 20 2  0.12 
= 0.323

 For 1000 such samples, P  r  3  1000  0.323  323

Example 4.3.13: Fit a binomial distribution for the data

x 0 1 2 3 4 5
f 2 14 20 34 22 8

Solution: (VTU 2005)

Here n = 5 [since 6 values of xi are given, n + 1 = 6]

f i  2  14  20  34  22  8  100

x f i i  0  14  40  102  88  40  284

 Mean  
x f i i

284
 2.84
f i 100

We have, Mean   np

 2.84
 p   0.568
n 5

Hence, q  1  p  1  0.568  0.432


144 Random Variable and Probability Distributions
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We have, P  r   nC r q n  r p r

P  r   5Cr  0.432   0.568 r


5 r

Now, F  xi    f  P  x 
i i

F  0   100  P  0   100   5C0  0.432   0.568 0   1.505


50

F 1  100  P 1  100   5C1  0.432   0.568 1   9.891


5 1

F  2   100  P  2   100   5C2  0.432   0.568 2   26.01


5 2

F  3  100  P  3  100   5C3  0.432   0.568 3   34.199


53

F  4   100  P  4   100   5C4  0.432   0.568 4   22.483


5 4

F  5   100  P  5   100   5C5  0.432   0.568 5   5.912


55

 The theoretical frequencies are

x 0 1 2 3 4 5
f 1.505 9.89 26.01 34.199 22.483 5.912

EXERCISE 4.3

1. Determine the binomial distribution for which mean is 2 and mean +


variance = 3. Also find P  X  3 .
2. 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.
3. A die is thrown five times. If getting an odd number is a success, find the
probability of getting at least four successes?
4. The probability that a bomb dropped from a plane will strike the target is
1/5. If six bombs are dropped, find the probability that (i) exactly two will
strike the target, (ii) at least two will strike the target.
5. If 10% of the rivets produced by a machine are defective, find the
probability that out of 5 rivets chosen at random (i) none will be
defective, (ii) one will be defective and (iii) at least two will be defective.
Mathematical Foundation for Computer Applications 145
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6. A product is 0.5% defective and is packed in cartons of 100. What
percentage contains not more than 3 defectives?
7. If in a lot of 500 solenoids 25 are defective, find the probability of 0, 1, 2,
3 defective solenoids in a random sample of 20 solenoids.
8. A sortie of 20 aeroplanes is sent on an operational flight. The chance that
an aeroplane fails to return is 5%. Find the probability that (i) one plane
does not return, (ii) at the most 5 planes do not return.
9. If on an average one vessel in every 10 is wrecked, find the probability
that out of 5 vessels expected to arrive, at least 4 will arrive safely.
10. Five hundred articles were selected at random out of a batch containing
10,000 articles and 30 were found to be defective. How many defective
articles would you reasonably expect to have in the whole batch?
11. Fit a binomial distribution to the following frequency distribution:
x 0 1 3 4
f 28 62 10 4

12. Fit a binomial distribution to the following frequency distribution:


x 0 1 2 3 4 5 6

f 13 25 52 58 32 16 4

ANSWERS

1 1 15
1. n  4, p  , q  ; 2. 0.3456
2 2 16
3. 3/16 4. (i) 0.246, (ii) 0.345
5. (i) 0.5905, (ii) 0.3281, (iii)
6. 99.83
0.0815
19
 19   1 
7. 0.3585, 0.3773, 0.1887, 0.0596 8. (i) 20
C1    
 20   20 
20  r r
 19   1 
5
(ii) r 0
20
Cr  
 20 
 
 20 
9. 45927/50000 10. 600

4.4 Poisson Distribution

In a binomial distribution, if the following axioms hold:

(i) the number of trails n   ,


(ii) the probability of success p  0 and
(iii) np   , is a finite number
then the probability distribution reduces to
146 Random Variable and Probability Distributions
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 r e
Pr   , r  0, 1, 2, ...
r!

This probability distribution is called Poisson distribution.

Mean and variance of Poisson distribution

The mean and variance of the Poisson distribution are given by


Mean   
Variance V  

Standard deviation   V  

WORKED EXAMPLES

Example 4.4.1: If the probability of a bad reaction from a certain injection


is 0.001, determine the chance that out of 2000 individuals more than two
will get a bad reaction.

Solution: (VTU 2003, 2008, 2015)

Here n = 2000

Let p = Probability of bad reaction = 0.001

We have,   np

    2000 0.001  2

 r e
We have, Pr   , r  0, 1, 2, ...
r!

2r e2
 Pr   , r  0, 1, 2, ...
r!

P (more than two will get a bad reaction)  P  r  2 

 1  P  r  2

 1   P  r  0   P  r  1  P  r  2 

 2 e 21 e2 22 e2 
0 2
1      0.32
 0! 1! 2! 
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Example 4.4.2: Assume that the probability of an individual coalminer
1
being killed in a mine accident during a year is . Use Poisson
2400
distribution to calculate the probability that in a mine employing 200
miners there will be at least one fatal accident in a year.

Solution:

Here n = 200

1
Let p = Probability of killed =
2400

We have,   np

 1  1
    200      0.0833
 2400  12

 r e
We have, Pr   , r  0, 1, 2, ...
r!

 Pr  
 0.0833r e0.0833 , r  0, 1, 2, ...
r!

P (at least one fatal accident)  P  r  1

 1  P  r  1

 1  P  r  0

1
 0.08330 e0.0833  0.08
0!

Example 4.4.3: In a certain factory turning out razor blades, there is a


small chance of 0.002 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, (iii) two defective blades respectively in a consignment of
10,000 packets.

Solution: (VTU 2004, 2008, 2012)

Here n = 10

Let p = Probability of defective = 0.002


148 Random Variable and Probability Distributions
--------------------------------------------------------------------------------------------------------------------------------
We have,   np

   10 0.002  0.02

 r e
We have, Pr   , r  0, 1, 2, ...
r!

 Pr  
 0.02 r e0.02 , r  0, 1, 2, ...
r!

(i) P (no defective)  P  r  0 

 0.02 0 e0.02
  0.9802
0!

 Number of packets containing no defective blade is 10000  0.9802 = 9802

(ii) P (one defective)  P  r  1

 0.02 1 e0.02
  0.0196
1!

 Number of packets containing one defective blade is 10000  0.0196 = 196

(iii) P (two defective)  P  r  2 

 0.02 2 e0.02
  0.000196
2!

 Number of packets containing two defective blades is

10000  0.000196 = 1.96  2

Example 4.4.4: Given that 2% of the fuses manufactured by a firm are


defective. Find by using Poisson distribution, the probability that a box
containing 200 fuses has (i) no defective fuses, (ii) 3 or more defective
fuses, (iii) at least one defective fuse.

Solution: (VTU 2005, 2007, 2016)

Here n = 200

Let p = Probability of defective = 0.02

We have,   np
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    200 0.02  4

 r e
We have, Pr   , r  0, 1, 2, ...
r!

 4 r e4
 Pr   , r  0, 1, 2, ...
r!

(i) P (no defective fuse)  P  r  0 


 4  e 4
0

 0.01832
0!

(ii) P (3 or more defective fuses)  P  r  3

 1  P  r  3

 1  P  r  0   P  r  1  P  r  2 

 4 e 41 e 4 42 e 4 
0 4
1      0.762
 0! 1! 2! 

(iii) P (at least one defective fuse)  P  r  1

 1  P  r  1

 1  P  r  0

40 e4
1  0.982
0!

Example 4.4.5: A certain screw making machine produces on an average


two defectives out of 100 and packs them in boxes of 500. Find by using
Poisson distribution, the probability that a box containing (i) 3 defectives,
(ii) at least one defective, (iii) between two and four defectives.

Solution: (VTU 2005, 2008, 2010)

Here n = 500

2
Let p = Probability of defective =  0.02
100

We have,   np
150 Random Variable and Probability Distributions
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    500 0.02  10

 r e
We have, Pr   , r  0, 1, 2, ...
r!

10 r e10
 Pr   , r  0, 1, 2, ...
r!

(i) P (3 defectives)  P  r  3


10  e 10
3

 0.00757
3!

(ii) P (at least one defective)  P  r  1

 1  P  r  1

 1  P  r  0

100 e10
1  0.9999546  1
0!

(iii) P (between two and four defectives)  P  2  r  4 

 P  r  3


10 3 e10  0.00757
3!
Example 4.4.6: A car hire firm has 2 cars, which it hires out day by day.
The demand for a car on each day is distributed as a Poisson distribution
with mean 1.5. Calculate the probability that on a certain day (i) neither
car is used, (ii) some demand is refused.

Solution:

Given Mean = 1.5

i.e.,   1.5
 r e
We have, Pr   , r  0, 1, 2, ...
r!

 Pr  
1.5  e 1.5
r

, r  0, 1, 2, ...
r!
(i) P (neither car is used)  P  r  0 
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1.5  e 1.5
0

 0.2231
0!

(ii) P (some demand is refused) = P (more than 2 demands)


 P  r  2

 1  P  r  2

 1  P  r  0   P  r  1  P  r  2 

 1.5 0 e 1.5 1.5 1 e1.5 1.5 2 e 1.5 


1    
0! 1! 2!
 
 0.1913

Example 4.4.7: Fit a Poisson distribution for the data

x 0 1 2 3 4
f 46 38 22 9 1

Solution: (VTU 2003)

f i  46  38  22  9  1  116

x f i i  0  38  44  27  4  113

 Mean  
x f i i

113
 0.9741
f i 116

We have, Mean   

   0.9741

 r e
We have, Pr   , r  0, 1, 2, ...
r!

 Pr  
 0.9741 e 0.9741
r

, r  0, 1, 2, ...
r!

Now, F  xi    f  P  x 
i i
152 Random Variable and Probability Distributions
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  0.97410 e0.9741 
F  0   116  P  0   116     43.8
 0! 

  0.97411 e0.9741 
F 1  116  P 1  116     42.66
 1! 

  0.97412 e 0.9741 
F  2   116  P  2   116     20.78
 2! 

  0.97413 e0.9741 
F  3  116  P  3  116     6.75
 3! 

  0.97414 e0.9741 
F  4   116  P  4   116     1.64
 4! 

 The theoretical frequencies are

x 0 1 2 3 4
f 43.8 42.66 20.78 6.75 1.64

Example 4.4.8: Fit a Poisson distribution for the data

x 0 1 2 3 4
f 122 60 15 2 1

Solution: (VTU 2004, 2010)

f i  122  60  15  2  1  200

x f i i  0  60  30  6  4  100

 Mean  
x f i i

100
 0.5
f i 200

We have, Mean   

   0.5
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 r e
We have, Pr   , r  0, 1, 2, ...
r!

 0.5r e0.5
 Pr   , r  0, 1, 2, ...
r!

Now, F  xi    f  P  x 
i i

  0.50 e0.5 
F  0    200  P  0    200     121.31
 0! 

  0.5 1 e0.5 
F 1   200  P 1   200     60.65
 1! 

  0.5 2 e0.5 
F  2    200  P  2    200     15.16
 2! 

  0.5 3 e0.5 
F  3   200  P  3   200     2.53
 3! 

  0.5 4 e0.5 
F  4    200  P  4    200     0.32
 4! 

 The theoretical frequencies are

x 0 1 2 3 4
f 121 61 15 2 0

EXERCISE 4.4

1. If a random variable has a Poisson distribution such that P 1  P  2 ,


find (i) mean of the distribution, (ii) P  4  .
2. The incidence of occupational disease in an industry is such that the
workmen have a 10% chance of suffering from it. What is probability that
in a group of 7, five or more will suffer from it?
3. X is a Poisson variable and it is found that the probability that X = 2 is
two-thirds of the probability that X = 1. Find the probability that X = 0
and the probability that X = 3. What is the probability that X exceeds 3?
154 Random Variable and Probability Distributions
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4. Using Poisson distribution, find the probability that all of the spades will
be drawn from a pack of well-shuffled cards at least once in 104
consecutive trails.
5. A manufacturer knows that the condensers he makes contain on the
average 1% defectives. He packs them in boxes of 100. What is the
probability that a box picked at random will contain 3 or more faulty
condensers?
6. A source of liquid is known to contain bacteria with the mean number of
bacteria per cubic centimeters equal to 3. Ten 1 c.c., test tubes are filled
with the liquid. Assuming that Poisson distribution is applicable,
calculate the probability that all the test tubes will show growth i.e.,
contain at least 1 bacterium each.
7. If the number of incoming aeroplanes per minute at an international
airport is a random variable having a Poisson distribution with mean 0.9.
Find the probability that there will be (i) exactly 9 incoming planes
during a period of 5 minutes, (ii) fewer than 10 incoming planes during a
period of 8 minutes and (iii) at least 14 incoming planes during a period
of 11 minutes.
8. In a certain city the number of persons will die each year from diseases
caused by using tobacco contents is a random variable having a Poisson
distribution with mean 1.6. Find the probabilities of (i) two such deaths
in a given year, (ii) at least 7 such deaths in 5 years.
9. There are 500 boxes each containing 1000 ballot papers. The chance that
a ballot paper is defective is 0.002. Assuming Poisson distribution for the
number of defective ballot papers, find the number of boxes containing at
least one defective ballot paper.
10. Fit a Poisson distribution for the data

x 0 1 2 3 4
f 180 92 24 3 1

ANSWERS

2
1. (i) 2, (ii) 2. 0.0008
3e 2
3. P  0   0.2636, P  3  0.1041, P   3  0.1506 4. 0.865
5. 0.08 6. 0.6

7. (i) 0.0232, (ii) 0.8097, (iii) 0.1284 8. (i) 0.2584, (ii) 0.6866

9. 432 boxes
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4.5 Exponential Distribution

The continuous probability distribution having the probability density


function f (x) given by

 e x , 0  x  
f  x  
 0, otherwise

where   0, is known as the exponential distribution.


It is easily verify that (i) f  x   0 and (ii)  f  x  dx  1


Mean and variance of Exponential distribution

The mean and variance of the binomial distribution are given by


1
Mean  

1
Variance V  2

1
Standard deviation   V 

Note: Since the function f (x) is zero for    x  0, the probabilities of the
exponential distribution for various cases are as follows:
a
(i) P  0  x  a    f  x  dx, a0
0
a
(ii) P  x  a   1  P  x  a   1  f  x  dx,
 a0
0

WORKED EXAMPLES

Example 4.5.1: If x is an exponential variate with mean 5, evaluate the


following:
(i) P  0  x  1 , (ii) P  x  2 ,
(iii) P     x  10  (iv) P  x  0 or x  1

Solution:
 e x , 0  x  
The p.d.f of the exponential distribution is f  x   
 0, otherwise
156 Random Variable and Probability Distributions
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Given, Mean = 5
1
i.e., Mean    5

1
 
5
1 1
(i) P  0  x  1   f  x  dx    e
 x
dx
0 0
1
 1 x 
1 e 5 
1 1
 1  5 x

  
0 
5
e dx  
5 1 

 5 0

   e  0.2  e0   1  e  0.2  0.1813

2
(ii) P  x  2   1  P  x  2   1  f  x  dx

0
2


 1   e  x dx
0
2
 1 x 
1 e 5 
2 1
 1  5 x
1  
0 
5  e dx  1  
5 1 

 5 0

 1   e  2/5  e0   e  2/5  0.6703

(iii) P    x  10  P    x  0  P  0  x  10 
10 10
0  f  x  dx   f  x  dx
0 0

10 10 1
1  x
0

  e  x dx    e 5 dx
0 
5 
10
 1 x 
1 e 5 
   e  e   0.8647
2
  0
1
5  
 5 0

(iv) P  x  0 or x  1   f  x  dx
1

  1
1  x

1 1 
5 
  e  x dx    e 5 dx
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 1 x 
1 e 5     
1
      e  e 5

5 1   
 5 1

   0  e 0.2   0.8187

Example 4.5.2: 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?

Solution: (VTU 2005, 2009, 2014)

 e x , 0  x  
The p.d.f of the exponential distribution is f  x   
 0, otherwise
Given, Mean = 5
1
i.e., Mean    5

1
 
5
(i) P (less than 10 minutes)  P  x  10

 P    x  10

 P    x  0   P  0  x  10 
10 10
0  f  x  dx   f  x  dx
0 0

10 10 1
1  x
0
 0 
5 
  e  x dx    e 5 dx

10
 1 x 
1 e 5 
   e  e   0.8647
2
  0
5 1 
 5 0

(ii) P (10 minutes or more)  P  x  10

 1  P  x  10 
 1  0.8647  0.1353
158 Random Variable and Probability Distributions
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Example 4.5.3: The length of a telephone conversation has an exponential
distribution with a mean of 3 minutes. Find the probability that a call
(i) ends in less than 3 minutes, (ii) takes between 3 and 5 minutes.

Solution: (VTU 2006, 2010)


 e , 0  x    x
The p.d.f of the exponential distribution is f  x   
 0, otherwise
Given, Mean = 3
1
i.e., Mean    3

1
 
3
(i) P (less than 3 minutes)  P  x  3

 P    x  3

 P    x  0  P  0  x  3
3 3
0  f  x  dx   f  x  dx
0 0

3 3 1
1  x
0
 0 
3 
  e  x dx    e 3 dx

3
 1 x 
1 e 3 
    e  e   0.6321
1
  0
3 1 
 3 0

(ii) P (between 3 and 5 minutes)  P  3  x  5


5
  f  x  dx
3

5 5 1
1  x
3
 3 
3 
  e  x dx    e 3 dx

5
 1 x 
1 e 3   5 1

      e 3  e   0.179
3 1   
 3 3
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Example 4.5.4: The sale per day in a shop is exponentially distributed with
the average sales amounting to Rs.100 and net profit is 8%. Find the
probability that the net profit exceeds Rs.30 on two consecutive days.

Solution:
 e x , 0  x  
The p.d.f of the exponential distribution is f  x   
 0, otherwise
Given, Mean = 100
1
i.e., Mean    100

1
 
100
Let A be the amount for which profit is 8%
Given, profit = Rs.30
 8% of A = 30
30 30
 A=   375
8% 0.08
Now, P (profit exceeding Rs.30) = 1  P (profit  Rs.30)
= 1  P (sales  Rs.375)
375
1  f  x  dx
0

375

 e
 x
1 dx
0

375

  0.01 e
0.01x
1 dx
0

375
 e 0.01x 
 1   0.01  
 0.01  0

 1  e3.75  e0   0.00055
160 Random Variable and Probability Distributions
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EXERCISE 4.5

1. The length of a telephone conversation has an exponential distribution


with a mean of 5 minutes. Find the probability that a call (i) ends in less
than 5 minutes, (ii) takes between 5 and 10 minutes. (VTU 2019)
2. The average lifetime of a car is 15 years and it is exponentially decreases.
If you buy a 10 years old car, what is the probability that it is in service
after 10 years of purchase from your side.
3. The mileage (in thousands of kilometres) which car owners get with a
certain kind of radial tyre is a random variable having an exponential
distribution with mean 40. Find the probabilities that one of these tyres
will last (i) at least 20,000 kms, (ii) at most 30,000 kms.
4. The sale per day in a shop is exponentially distributed with mean is
Rs.100. If sales tax is levied at the rate of 8%, what is the probability that
the sales tax return from that shop will not exceed Rs.60 per day?

ANSWERS

1. (i) 0.6321, (ii) 0.2325 2. 0.2498


3. (i) 0.6065, (ii) 0.5276 4. 0.9994

4.6 Normal Distribution

The normal distribution is a continuous distribution, is the most


important of all the distributions. It can be derived from the binomial
distribution in the limiting case when n is very large and p is close to 0.5.

The normal distribution has two parameters (two numerical descriptive


measures): the mean (μ) and the standard deviation (σ). If X is a quantity to be
measured that has a normal distribution with mean (μ) and standard deviation
(σ), we designate this by writing the following formula of the normal probability
density function:
2
1  x 
1   
f  x  e 2  

 2

where   x  ,       and   0.

Here x is called normal variate and f  x  is called probability density


function of the normal distribution.
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The graph of the normal
distribution is called the normal curve.
It is bell-shaped and symmetrical
about the line x   . The line x  
divides the total area under the curve
which is equal to 1 into two equal
parts. The area to the right as well as
to the left of the line x   is 0.5.

Mean and variance of the Normal distribution

The mean and variance of the binomial distribution are given by

Mean  
Variance V   2
Standard deviation  

Standard form of the Normal distribution

If X is a normal random variable with mean  and standard deviation 


x
then the random variable z  has the normal distribution with mean 0 and

standard deviation 1. The random variable z is called the standard normal
random variable.

The standard normal distribution is a normal distribution of


standardized values called z-scores. A z-score is measured in units of the
standard deviation. The mean for the standard normal distribution is zero, and
the standard deviation is one.

If X is a normally distributed random variable and X ~ N (μ, σ), then the


z-score for a particular x is:
x
z

The z-score tells you how many standard deviations the value x is above
(to the right of) or below (to the left of) the mean, μ. Values of x that are larger
than the mean have positive z-scores, and values of x that are smaller than the
mean have negative z-scores. If x equals the mean, then x has a z-score of zero.
162 Random Variable and Probability Distributions
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Example: Suppose X ~ N (5, 6). This says that X is a normally distributed
random variable with mean μ = 5 and standard deviation σ = 6.

Suppose x = 17, then


x   17  5
z   2.
 6

This means that x = 17 is two standard deviations (2σ) above or to the right of
the mean μ = 5.

Now suppose x = 1, then


x   1 5
z   0.67.
 6

This means that x = 1 is 0.67 standard deviations (–0.67σ) below or to the left of
the mean μ = 5.

The probability density function for the normal distribution in standard form is
given by

1  12 z 2
f z  e
2

This helps us to compute areas under the normal probability curve by making
use of standard tables.

The mathematical tool needed to find the area under a curve is integral
calculus. The integral of the normal probability density function between the
two points x1 and x2 is the area under the curve between these two points and
is the probability between these two points.
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Normal probability distribution curves

Note:

(1) If f  z  is the probability density function for the normal distribution,


z2
1  12 z 2
then P  z1  z  z2    f  z  dz  f  z   f  z  where f  z   e
2
2 1
z1

The function f  z  defined above is called the distribution function for


the normal distribution.

(2) The probabilities P  z1  z  z2  , P  z1  z  z2  , P  z1  z  z 2  and


P  z1  z  z 2  are all regarded to be the same.
z1 
(3) P  z  z1    f  z  dz and P  z  z1    f  z  dz
 z1

(4) P    z  0   P  0  z     0.5
(5) P  z  z1   P  0  z     P  0  z  z1 
(6) P   z1  z  z2   P   z1  z  0   P  0  z  z2 
(7) P   z1  z  0   P  0  z  z1  (since the normal curve is symmetric)
(8) P   z1  z  z1   2 P  0  z  z1 
(9) F   z1   1  F  z1 
(10) The following table called normal probability table gives the area under
the standard normal curve from 0 to z > 0, for various values of z.
164 Random Variable and Probability Distributions
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It is also important to note that because the normal distribution is


symmetrical it does not matter if the z-score is positive or negative when
calculating a probability. One standard deviation to the left (negative z-score)
covers the same area as one standard deviation to the right (positive z-score).
This fact is why the Standard Normal tables do not provide areas for the left
side of the distribution.
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WORKED EXAMPLES

Example 4.6.1: If X is a normal variate with mean 30 and S.D. 5, find the
probabilities that (i) 26  X  40, (ii) X  45 and (iii) |X – 30| > 5.

Solution:

Given,   30 and S.D.   5

x
We have, z

x  30
 z
5

26  30
(i) When x  26  z   0.8
5
40  30
When x  40  z  2
5

 P  26  X  40  P  0.8  z  2

 P  0.8  z  0  P  0  z  2 

 P  0  z  0.8  P  0  z  2 

 0.2881  0.4772  0.7653

45  30
(ii) When x  45  z  3
5

 P  x  45  P  z  3

 P  0  z     P  0  z  3

 0.5  0.4986  0.0014

(iii) P  X  30  5   P  25  X  35 
25  30
When x  25  z   0.1
5
35  30
When x  35  z  1
5
166 Random Variable and Probability Distributions
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 P  25  X  35  P  1  z  1

 2P  0  z  1

 2  0.3413  0.6826

 P  X  30  5   1  P  X  30  5 

 1  0.6826  0.3174

Example 4.6.2: In a test on 2000 electric bulbs, it was found that the life
of a particular make was normally distributed with an average life of 2040
hours and S.D. of 60 hours. Estimate the number of bulbs likely to burn for
(i) more than 2150 hours, (ii) less than 1950 hours, (iii) more than 1920
hours and less than 2160 hours.

Solution: (VTU 2005, 2006, 2008, 2012)

Given,   2040 hours and S.D.   60 hours

x
We have, z

x  2040
 z
60

2150  2040
(i) When x  2150  z   1.83
60

 P  x  2150  P  z  1.83

 P  0  z     P  0  z  1.83

 0.5  0.4664  0.0336

 Number of bulbs expected to burn for more than 2150 hours is

 0.0336  2000  67

1950  2040
(ii) When x  1950  z   1.5
60

 P  x  1950  P  z  1.5

 P  z  1.5
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 P  0  z     P  0  z  1.5

 0.5  0.4332  0.0668

 Number of bulbs expected to burn for more than 2150 hours is

 0.0668  2000  134

1920  2040
(iii) When x  1920  z   2
60
2160  2040
When x  2160  z  2
60

 P 1920  x  2160  P  2  z  2 

 2P  0  z  2

 2  0.4772  0.9544

 Number of bulbs expected to burn for more than 1920 hours


and less than 2160 hours is

 0.9544  2000  1909

Example 4.6.3: A sample of 100 dry battery cells tested to find the length
of life produced the following results:

x  12 hours and S.D.   3 hours

Assuming the data to be normally distributed, what percentage of battery


cells are expected to have life (i) more than 15 hours, (ii) less than 6 hours
and (iii) between 10 and 14 hours?

Solution:

Given,   12 hours and S.D.   3 hours

x
We have, z

x  12
 z
3

15  12
(i) When x  15  z  1
3
168 Random Variable and Probability Distributions
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 P  x  15  P  z  1

 P  0  z     P  0  z  1

 0.5  0.3413  0.1587  15.87%

6  12
(ii) When x  6  z   2
3

 P  x  6  P  z  2

 P  z  2

 P  0  z     P  0  z  2

 0.5  0.4772  0.0228  2.28%

10  12 2
(iii) When x  10  z    0.67
3 3
14  12 2
When x  14  z    0.67
3 3

 P 10  x  14  P  0.67  z  0.67 

 2P  0  z  0.67 

 2  0.2486  0.4972  49.72%

Example 4.6.4: The marks of 1000 students in an examination follow a


normal distribution with mean 70 and standard deviation 5. Find the
number of students whose marks will be (i) less than 65, (ii) more than 75,
(iii) between 65 and 75.

Solution:

Given,   70 and S.D.   5

x
We have, z

x  70
 z
5

65  70
(i) When x  65  z   1
5
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 P  x  65  P  z  1

 P  z  1

 P  0  z     P  0  z  1

 0.5  0.3413  0.1587

 Number of students scoring less than 65 marks is

 0.1587  1000  159

75  70
(ii) When x  75  z  1
5

 P  x  75  P  z  1

 P  0  z     P  0  z  1

 0.5  0.3413  0.1587

 Number of students scoring more than 75 marks is

 0.1587  1000  159

(iii) When x  65  z  1
When x  75  z  1

 P  65  x  75  P  1  z  1

 2P  0  z  1

 2  0.3413  0.6826

 Number of students scoring marks between 65 and 75 is

 0.6826  1000  683

Example 4.6.5: In an examination taken by 500 candidates, the average


and the standard deviation of marks obtained (normally distributed) are
40% and 10% respectively. Find approximately (i) how many will pass, if
50% is fixed as a minimum, (ii) how many have scored marks above 60%
and (iii) what should be the minimum percentage if 350 candidates are to
pass?
170 Random Variable and Probability Distributions
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Solution:

Given,   40 and S.D.   10

x
We have, z

x  40
 z
10

50  40
(i) When x  50  z  1
10

 P  x  50   P  z  1

 P  0  z     P  0  z  1

 0.5  0.3413  0.1587

 Number of students passing if 50% is fixed as minimum is

 0.1587  500  79

60  40
(ii) When x  60  z  2
10

 P  x  60   P  z  2 

 P  0  z     P  0  z  2

 0.5  0.4772  0.0228

 Number of students scoring more than 60% is

 0.0228  500  11

(iii) Let M% of marks is the minimum for passing if 350 candidates are
to pass. Then, we should have M < 40, and
P  x  M   500  350
350
 P x  M    0.7
500

x  40
We have, z
10

 x  10 z  40
Mathematical Foundation for Computer Applications 171
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 M  40 
 P  x  M   P 10 z  40  M   P  z 
 10 

M  40
 P  z   z1  where z1 
10

 P   z1  z  0   P  0  z   

 P  0  z  z1   0.5

Since P  x  M   0.7  P  0  z  z1   0.2

The normal probability table shows that P  0  z  z1   0.2 for z1  0.55

M  40
So, z1   0.55  M  34.5  35
10

 35% is fixed as minimum marks for passing in order to pass 350


candidates out of 500.

Example 4.6.6: In a normal distribution, 31% of the items are under 45


and 8% are over 64. Find the mean and standard deviation of the
distribution.

Solution: (VTU 2008, 2012, 2013)

Let  be the mean and  be the S.D.

Given, 31% of the items are under 45

 Area to the left of the ordinate x = 45 is 0.31

Given, 8% of the items are over 64

 Area to the right of the ordinate x = 64 is 0.08

When x = 45, let z  z1

P  z1  z  0   0.5  0.31  0.19

From the normal probability table, the value of z corresponding to this area is
0.5.

i.e., z1  0.5  z1  0
When x = 64, let z  z2
172 Random Variable and Probability Distributions
--------------------------------------------------------------------------------------------------------------------------------
P  0  z  z2   0.5  0.08  0.42

From the normal probability table, the value of z corresponding to this


area is 1.4.

i.e., z2  1.4

x
Since, z

45   64  
 0.5  and 1.4 
 

   0.5  45 and   1.4  64

Solving these equations, we get

  50 and   10

Example 4.6.7: In a normal distribution, 7% of the items are under 35 and


89% are under 60. Find the mean and standard deviation of the
distribution.

Solution: (VTU 2009, 2015)

Let  be the mean and  be the S.D.

Given, 7% of the items are under 35

 Area to the left of the ordinate x = 35 is 0.07

Given, 89% of the items are under 60

 Area to the left of the ordinate x = 60 is 0.89

When x = 35, let z  z1

P  z1  z  0  0.5  0.07  0.43

From the normal probability table, the value of z corresponding to this area is
1.48

i.e., z1  1.48  z1  0
When x = 60, let z  z2

P  z2  z  0   0.5  0.89  0.39


Mathematical Foundation for Computer Applications 173
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From the normal probability table, the value of z corresponding to this area is
1.23

i.e., z2  1.23  z2  0
x
Since, z

35   60  
 1.48  and 1.23 
 

   1.48  35 and   1.23  60

Solving these equations, we get

  48.65 and   9.22

Example 4.6.8: Fit a normal distribution for the data

x 2 4 6 8 10
f 1 4 6 4 1

Solution: (VTU 2005)

f i  1  4  6  4  1  16

x f i i  2  16  36  32  10  96

x i
2
f i  4  64  216  256  100  640

 Mean  
x f i i

96
6
f i 16

Variance V 
x f i
2
i
 2 
640
 36  4
f i 16

S.D   V  4  2

The p.d.f. of normal distribution is


2
1  x 
1   
f  x  e 2  

 2
174 Random Variable and Probability Distributions
--------------------------------------------------------------------------------------------------------------------------------
2
1  x 6 
1   
 e 2 2 

2 2

The equation of the normal curve that fits the data is

F  xi    f  f  x
i

 1  x 6  
  
2
1  x 6 
  
2

1 8
 F  xi   16   e 2 2    e 2 2 
 2 2  2
 
2
1  26 
8   
F  2  e 2 2 
 0.97
2
2
1  46 
8   
F  4  e 2 2 
 3.9
2
2
1  66 
8   
F  6  e 2 2 
 6.1
2
2
1  86 
8   
F 8  e 2 2 
 3.9
2
2
1  10  6 
8   
F 10   e 2 2 
 0.97
2

 The theoretical frequencies are

x 2 4 6 8 10
f 1 4 6 4 1

EXERCISE 4.6

1. For a normally distributed variate x with mean 1 and S.D. 3, find


(i) P (3.43  x  6.19) and (ii) P (1.43  x  6.19).
2. If z is normally distributed with mean 0 and variance 1, find
(i) P (z   1.64) and (ii) z1 if P  z  z1   0.84.
3. The mean height of 500 students is 151 cm and the standard
deviation is 15 cm. Assuming that the heights are normally
Mathematical Foundation for Computer Applications 175
--------------------------------------------------------------------------------------------------------------------------------
distributed, find how many students heights lie between 120 and 155
cm.
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 marks between 30 and 60.
5. In a certain examination, the percentage of candidates passing and
getting distinctions were 45 and 9 respectively. Assume the
distribution of marks to be normal. Estimate the average marks
obtained by the candidates, the minimum pass and distinction marks
being 40 and 75 respectively.
6. Assuming that the diameters of 1000 brass plugs taken consecutively
from a machine, form a normal distribution with mean 0.7515 cm and
standard deviation 0.002 cm, how many of the plugs are likely to be
rejected if the approved diameter is 0.752  0.004 cm ?
7. A manufacturer of air-mail envelopes knows from experience that the
weight of the envelopes is normally distributed with mean 1.95 gm and
standard deviation 0.05 gm. About how many envelopes weighing (i) 2
gm or more, (ii) 2.05 gm or more can be expected in a given packet of
100 envelopes.
8. Find the equation of the best fitting normal curve to the following
distribution:

x 0 1 2 3 4 5
f 13 23 34 15 11 4

ANSWERS

1. (i) 0.1644, (ii) 0.7686 2. (i) 0.095, (ii) 0.995

3. 294 4. 543

5. 36.4 6. 52
2
 x2 
100  
7. (i) 16, (ii) 2 8. F  xi   e 3.4 

3.4



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