Module:4 Probability Distributions
• Binomial distribution
• Poisson distributions
• Normal distribution
• Gamma distribution
• Exponential distribution
• Weibull distribution
Binomial Distribution
Notations
Probability mass function of a Binomial distribution
Mean and Variance
Mean and Variance
Six dice are thrown 729 times. How many times do you except at least three dice
to show a 5 or 6.
The incidence of a certain disease is such that 20% of workers suffer
from it. If 10 workers are selected at random, find the probability that
(i) exactly 2 workers suffer from the disease, (ii) not more that 2
workers suffer from the disease.
Poisson Distribution
MEAN
A hospital switch board receives an average of 4 emergency calls in a 10-
minute interval. What is the probability that
i. there at most 2 emergency calls in a 10-minute interval
ii. there are exactly 3 emergency calls in a 10-minute interval.
More Problems - Binomial and Poisson
Exponential distribution
Moment Generating Function
Mean and Variance
Exponential Distribution possesses memoryless property
PROOF
Problem 1:
Problem 2:
𝟏
The time (in hours) required to repair a watch is exponentially distributed with parameter 𝝀 =
𝟐
1. What is the probability that the repair the time exceeds 2 hours?
2. What is the probability that a repair takes 11 hours given that duration exceeds 8
hours?
with mean 120 days, find the probability that such a watch
1. Will have to set in less than 24 days, and
2. Not have to reset in a least 180 days.
Normal Distribution
Normal Distribution
𝑃(0 < 𝑍 < 2)
𝑃(−2 < 𝑍 < 0)
Problems
2. A normal distribution has mean 𝜇 = 20, and
standard deviation 𝜎 = 10. Find 𝑃(15 ≤ 𝑋 ≤ 40).
3. If X is normal with mean 2 and standard deviation 3, describe
1 3
the distribution of 𝑌 = 𝑋 − 1, find 𝑃[𝑌 ≥ ]
2 2
1. The average seasonal rainfall in a place in 16 inches with a SD of 4
inches. What is the probability that in a year the rainfall in that place will
be between 20 and 24 inches?
2. In a distribution exactly normal 7% of the items are under 35 and
89% are under 63. What are the mean and standard deviation of the
distribution ?
Gamma Distribution
Problem
Weibull distribution
1. Suppose the lifetime of certain kind of emergency back-up battery (in hours) is
a random variable 𝑋 having Weibull distribution with 𝛼 = 0.1, 𝛽 = 0.5. Find the
probability that such a battery will last more than 300 hours
2. Suppose the time to failure (in minutes) of certain electrical components subjected to
1
continuous vibrations may be looked upon as a Weibull distribution with 𝛼 = and 𝛽 = 1/5
3
• How long is such a component expected to last?
• What is the probability that such a component will fail in less than 5 hours?
