Chapter 7
Probability Distributions
• Definition: A random variable is a numerical description
of the outcomes of the experiment or a numerical valued
function defined on sample space, usually denoted by
capital letters.
• Example: If X is a random variable, then it is a function
from the elements of the sample space to the set of real
numbers.
i.e. X is a function X: S → R
A random variable takes a possible outcome and assigns a
number to it
Example: Flip a coin three times, let X be the number of
heads in three tosses.
Random variables are of two types:
1. Discrete random variable: are variables which can assume
only a specific number of values. They have values that can be
counted
Examples:
• Toss a coin n times and count the number of heads.
• Number of children in a family.
• Number of car accidents per week.
• Number of defective items in a given company.
• Number of bacteria per two cubic centimeter of water.
Continuous random variable: are variables that can
assume all values between any two give values.
Examples:
• Height of students at certain college.
• Mark of a student.
• Life time of light bulbs.
• Length of time required to complete a
given training.
Definition: a probability distribution consists of a
value a random variable can assume and the
corresponding probabilities of the values.
Example: Consider the experiment of tossing a
coin three times. Let X be the number of heads.
Construct the probability distribution of X.
Solution:
First identify the possible value that X can assume.
Calculate the probability of each possible distinct value
of X and express X in the form of frequency distribution.
Probability distribution is denoted by P for discrete and by
f for continuous random variable.
Common Discrete Probability Distributions
Bernoulli Distribution
When a random process or experiment, called a trial,
can result in only one of two mutually exclusive
outcomes, such as
Male or female
dead or alive,
sick or well,
full-term or premature, the single trial is called a
Bernoulli trial.
The outcome of an experiment can either be success (i.e.,
1) and failure (i.e., 0)
Pr(X=1) = p and Pr(X=0) = 1-p,
E[X] = p, Var(X) = p(1-p)
Binomial distribution
• In general the binomial distribution involves four assumptions
There are fixed n number of trials each of which
results in one of two mutually exclusive outcomes.
The outcomes of n trials are independent.
The probability of “success” is constant for each trial
The trials are independent each other
Pr (X=success) = Pr (X=1) = p
Pr (X=failure) = Pr (X=0) = 1-p
The binomial distribution....
A process that has only two possible outcomes is called a
binomial process. In statistics, the two outcomes are
frequently denoted as success and failure. The
probabilities of a success or a failure are denoted by p
and q, respectively. Note that p + q = 1. The binomial
distribution gives the probability of exactly k successes
in n trials
n k n k
P(k) p 1 p
k
The binomial distribution....
If you have only two possible outcomes (call them 1/0 or
yes/no or success/failure) in n independent trials, then
the probability of exactly X “successes” is:
Examples: 1. What is the probability of getting three
heads by tossing a fair coin four times?
Solution: Let X be the number of heads in tossing a
fair coin four times
2. Suppose that an examination consists of six true and false
questions, and assume that a student has no knowledge of the
subject matter. The probability that the student will guess the
correct answer to the first question is 30%. Likewise, the
probability of guessing each of the remaining questions correctly
is also 30%.
a) What is the probability of getting more than three correct
answers?
b) What is the probability of getting at least two correct answers?
c) What is the probability of getting at most three correct answers?
d) What is the probability of getting less than five correct answers?
The mean and variance values for a binomial distribution
or the average number of successes in repeated samples
of n is equal to
np
V npq
Example 3: From the sample of 1000 US population, there
are 290 smokers, if we want to get the mean and
standard deviation of the proportion of smokers, we can
use the formula of the following;
Mean=nxp=1000x0.29=290
2. Poisson Distribution
A random variable X is said to have a Poisson distribution if
its probability distribution is given by:
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
- The process that gives rise to such events are called
Poisson process.
• Examples:
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?
Solution; Let X =the number of accidents,
Example 2. Suppose x is a random variable representing
the number of individuals involved in a road accident
each year (in US 2.4 are involved per 10,000 population
each year)
i.e. λ = 2.4
• Pr (X=0) = e-2.4 2.40 = 0.091
0!
• Pr (X=1) = e-2.4 2.41 = 0.218
1!
• Pr (X=2) = e-2.4 2.42 = 0.262
2!
If X is a Poisson random variable with parameters
Note: The Poisson probability distribution provides a close
approximation to the binomial probability distribution when n is
large and p is quite small or quite large with
Example: 1. Find the binomial probability P(X=3)
by using the Poisson distribution if
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
Properties of a Normal Distribution
1. It is bell shaped and is symmetrical about its mean, The
maximum ordinate is at μ = x and is given by
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, Thus, the normal distribution is
completely described by two parameters: mean and
standard deviation.
Properties of Normal distribution….
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.⇒
6. It is unimodal, i.e., values mound up only in the center
of the curve.
7. Median =Mean= mode
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.
Properties of the Standard Normal Distribution:
Same as a normal distribution, but also...
• mean is zero
• Variance is one • Standard Deviation is one
