CHAPTER 9
9. Common Probability distributions
Common Discrete Probability Distributions
1. Binomial Distribution
A binomial experiment is a probability experiment that satisfies the following four requirements called
assumptions of a binomial distribution.
1. The experiment consists of n identical trials.
2. Each trial has only one of the two possible mutually exclusive outcomes, success or a
failure.
3. The probability of each outcome does not change from trial to trial, and
4. The trials are independent, thus we must sample with replacement.
Definition: The outcomes of the binomial experiment and the corresponding
probabilities of these outcomes are called Binomial Distribution.
Let P=the probability of success
q=1− p=the probability of failure on any given trial
Then the probability of getting x successes in n trials becomes:
P( X =x )= ()
n x n− x
x
p q , x =0 ,1 , 2 ,. . .. , n
And this is sometimes written as:
X ~ Bin (n , p )
When using the binomial formula to solve problems, we have to identify three things:
The number of trials (n )
The probability of a success on any one trial ( p ) and
The number of successes desired ( X ).
Examples:
1. What is the probability of getting three heads by tossing a fair con four times?
Solution:
Let X be the number of heads in tossing a fair coin four times
X ~ Bin (n=4 , p=0 .50 )
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⇒ P ( X=x)= ()n x n− x
x
p q , x=0 , 1, 2 , 3 , 4
()
= 4 0 . 5x 0 . 54− x
x
4
()
= 0 . 54
x
()
⇒ P ( X=3 )= 4 0 .5 4 =0 . 25
3
Remark: If X is a binomial random variable with parameters n and p then
E( X )=np Var ( X )=npq
,
2. Poisson Distribution
- A random variable X is said to have a Poisson distribution if its probability distribution is
given by:
λ x e−λ
P( X =x )= , x=0 ,1 , 2 ,. .. . ..
x!
Where λ=the average number .
- The Poisson distribution depends only on the average number of occurrences per unit
time of space.
- The Poisson distribution is used as a distribution of rare events, such as:
Number of misprints.
Natural disasters like earth quake.
Accidents.
Hereditary.
Arrivals
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- The process that gives rise to such events is called Poisson process.
Examples:
1. If 1.6 accidents can be expected an intersection on any given day, what is the
probability that there will be 3 accidents on any given day?
λ=1 .6
Solution; Let X =the number of accidents,
1 . 6 x e−1 . 6
X = poisson ( 1 .6 ) ⇒ p ( X=x )=
x!
1 .6 3 e−1. 6
p ( X=3 )= =0 . 1380
3!
λ
If X is a Poisson random variable with parameters then
E( X )= λ Var ( X )=λ
,
Common Continuous Probability Distributions
1. Normal Distribution
A random variable X is said to have a normal distribution if its probability density function is given by
1
f ( x )= e
( ) , −∞<x <∞ , −∞<μ<∞ , σ >0
−
1 x −μ 2
2 σ
σ √2 π
2
Where μ=E( X ), σ =Variance( X )
2
μ and σ are the Parameters of the Normal Distribution .
Properties of Normal Distribution:
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1. It is bell shaped and is symmetrical about its mean and it is mesokurtic. The maximum ordinate is
at x= μ and is given by
1
f ( x )=
σ √2 π
2. It is asymptotic to the axis, i.e., it extends indefinitely in either direction from the mean.
3. It is a continuous distribution.
4. It is a family of curves, i.e., every unique pair of mean and standard deviation defines a different
normal distribution. Thus, the normal distribution is completely described by two parameters:
mean and standard deviation.
5. Total area under the curve sums to 1, i.e., the area of the distribution on each side of the mean is
∞
0.5.⇒ −∞
∫ f ( x)dx=1
6. It is unimodal, i.e., values mound up only in the center of the curve.
7. Mean=Median=mod e=μ
8. The probability that a random variable will have a value between any two points is equal to the
area under the curve between those points.
Note: To facilitate the use of normal distribution, the following distribution known as the standard
normal distribution was derived by using the transformation
X−μ
Z=
σ
1 2
1 − z
⇒ f ( z )= e 2
√2 π
Properties of the Standard Normal Distribution:
Same as a normal distribution, but also...
Mean is zero
Variance is one
Standard Deviation is one
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- Areas under the standard normal distribution curve have been tabulated in various ways. The most
common ones are the areas between
Z=0 and a positive value of Z .
- Given a normal distributed random variable X with
μ and s tan dard deviation σ
Mean
a−μ X−μ b−μ
P( a< X <b )=P( < < )
σ σ σ
a−μ b−μ
P( a< X <b )=P( <Z< )
⇒ σ σ
Note:
P(a< X <b )=P( a≤ X <b )
=P (a<X ≤b )
=P (a≤ X≤b )
Examples:
1. Find the area under the standard normal distribution which lies
a) Between Z=0 and Z=0.96
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