Probability and Statistics (IT302)

17th August 2020 Monday 09:45AM-10:15AM

Class 6
 Probability Function, Probability Mass Function or
Probability Distribution

Source : Probability & Statistics for Engineers & Scientists, by Ronald E. Walpole, Raymond H. Myers, Sharon L. Myers, Keying Ye, 9th Edition, Prentice Hall, PP. 84
 Probability Function, Probability Mass Function or
Probability Distribution Contd.
Example 3.2: A stockroom clerk returns three safety helmets at random to three steel mill
employees who had previously checked them. If Smith, Jones, and Brown, in that order, receive
one of the three hats, list the sample points for the possible orders of returning the helmets, and find
the value m of the random variable M that represents the number of correct matches.
Solution : If S, J, and B stand for Smith’s, Jones’s, and Brown’s helmets, respectively, then the
possible arrangements in which the helmets may be returned and the number of correct matches are
If one assumes equal weights for the simple events, the probability that no Sample Space m
SJB 3
employee gets back the right helmet, that is, the probability that M assumes
SBJ 1
the value 0, is 1/3. The possible values m of M and their probabilities are BJS 1
JSB 1
JBS 0
Note that the values of m exhaust all possible cases and hence the probabilities BSJ 0
add to 1. Frequently, it is convenient to represent all the probabilities of a random variable X by a formula.
Therefore, we write f(x) = P(X = x); that is, f(3) = P(X = 3). The set of ordered pairs (x, f(x)) is called the
probability function, probability mass function, or probability distribution of the discrete random
variable X
Source : Probability & Statistics for Engineers & Scientists, by Ronald E. Walpole, Raymond H. Myers, Sharon L. Myers, Keying Ye, 9th Edition, Prentice Hall
 Probability Function, Probability Mass Function or
Probability Distribution Example
Example 3.8: A shipment of 20 similar laptop computers to a retail outlet contains 3 that are
defective. If a school makes a random purchase of 2 of these computers, find the probability
distribution for the number of defectives.
Solution : Let X be a random variable whose values x are the possible numbers of
defective computers purchased by the school. Then x can only take the numbers 0, 1, and
2

Source : Probability & Statistics for Engineers & Scientists, by Ronald E. Walpole, Raymond H. Myers, Sharon L. Myers, Keying Ye, 9th Edition, Prentice Hall, PP. 85
 Example

Example 3.9: If a car agency sells 50% of its inventory of a certain foreign car equipped
with side airbags, find a formula for the probability distribution of the number of cars
with side airbags among the next 4 cars sold by the agency.

Source : Probability & Statistics for Engineers & Scientists, by Ronald E. Walpole, Raymond H. Myers, Sharon L. Myers, Keying Ye, 9th Edition, Prentice Hall, PP. 85
 Example
The number of patients seen in the ER in any given hour is a random variable represented by
x. The probability distribution for x is:

x 10 11 12 13 14
P(x) .4 .2 .2 .1 .1

Find the probability that in a given hour:

a. exactly 14 patients arrive p(x=14)= .1

b. At least 12 patients arrive p(x12)= (.2 + .1 +.1) = .4

c. At most 11 patients arrive p(x≤11)= (.4 +.2) = .6

Source : http://home.ubalt.edu/ntsbarsh/lecture2.ppt Accessed on 8th August 2020

 Cumulative Distribution Function

There are many problems where we may wish to compute the probability that the
observed value of a random variable X will be less than or equal to some real number x.
Writing F(x) = P(X ≤ x) for every real number x, we define F(x) to be the Cumulative
Distribution Function of the random variable X.

One should pay particular notice to the fact that the cumulative distribution function is a
monotone nondecreasing function defined not only for the values assumed by the given
random variable but for all real numbers.

Source : Probability & Statistics for Engineers & Scientists, by Ronald E. Walpole, Raymond H. Myers, Sharon L. Myers, Keying Ye, 9th Edition, Prentice Hall, PP. 85
 Cumulative Distribution Function Contd.

Sample Space m
SJB 3
SBJ 1
BJS 1
JSB 1
JBS 0
BSJ 0

Source : Probability & Statistics for Engineers & Scientists, by Ronald E. Walpole, Raymond H. Myers, Sharon L. Myers, Keying Ye, 9th Edition, Prentice Hall
 Cumulative Distribution Function Example 3.10:
Example 3.10: Find the cumulative distribution function of the random variable X in
Example 3.9. Using F(x), verify that f(2) = 3/8.

Solution : Direct calculations of the probability distribution of Example 3.9 give

f(0)=1/16, f(1) = 1/4, f(2)= 3/8, f(3)= 1/4, and f(4)= 1/16. Therefore,
F(0) = f(0) =1/16
F(1) = f(0) + f(1) =5/16
F(2) = f(0) + f(1) + f(2) =11/16
F(3) = f(0) + f(1) + f(2) + f(3) =15/16
F(4) = f(0) + f(1) + f(2) + f(3) + f(4) = 1.

Hence,

Now f(2) = F(2) − F(1) = 11/16 −5/16 = 3/8.

Source : Probability & Statistics for Engineers & Scientists, by Ronald E. Walpole, Raymond H. Myers, Sharon L. Myers, Keying Ye, 9th Edition, Prentice Hall
 Probability Mass Function Plot
It is often helpful to look at a probability distribution in graphic form. One might plot the
points (x, f(x)) of Example 3.9 (f(0)=1/16, f(1) = 4/16, f(2)= 6/16, f(3)= 4/16, and f(4)= 1/16)
to obtain below Figure. By joining the points to the x axis either with a dashed or with a
solid line, we obtain a Probability Mass Function plot. Figure makes it easy to see what
values of X are most likely to occur, and it also indicates a perfectly symmetric situation in
this case.

Figure Probability Mass Function plot

Source : Probability & Statistics for Engineers & Scientists, by Ronald E. Walpole, Raymond H. Myers, Sharon L. Myers, Keying Ye, 9th Edition, Prentice Hall
 Probability Function, Probability Mass Function or
Probability Distribution Example
Discrete example: roll of a die

p(x) x p(x)
1 p(x=1)=1/6
2 p(x=2)=1/6
1/6 3 p(x=3)=1/6
4 p(x=4)=1/6
x
1 2 3 4 5 6 5 p(x=5)=1/6
6 p(x=6)=1/6

 P(x) = 1
all x
1.0

Source : http://home.ubalt.edu/ntsbarsh/lecture2.ppt Accessed on 8th August 2020

 Probability Histogram.
Instead of plotting the points (x, f(x)), more frequently construct rectangles, as in below
Figure. Here the rectangles are constructed so that their bases of equal width are centered at
each value x and their heights are equal to the corresponding probabilities given by f(x). The
bases are constructed so as to leave no space between the rectangles. Figure is called a
Probability Histogram.

Figure Probability Histogram

Source : Probability & Statistics for Engineers & Scientists, by Ronald E. Walpole, Raymond H. Myers, Sharon L. Myers, Keying Ye, 9th Edition, Prentice Hall
 Probability Histogram.
The Probability Histogram is very similar to a relative frequency histogram, but the vertical
scale shows Probabilities.

Source: http://www.shsu.edu/~jga001/alford_chapter5.ppt Accessed on 8th August 2020

Cumulative Distribution Function Example
Discrete example: Roll of a Die

P(x) x P(x≤A)
1.0
1 P(x≤1)=1/6
5/6
2/3 2 P(x≤2)=2/6
1/2 3 P(x≤3)=3/6
1/3
4 P(x≤4)=4/6
1/6
5 P(x≤5)=5/6
1 2 3 4 5 6 x
6 P(x≤6)=6/6

Source : http://home.ubalt.edu/ntsbarsh/lecture2.ppt Accessed on 8th August 2020

 Probability Distribution in Graph Form
There is a chance that a bit transmitted through a digital transmission channel is received
in error. Let X equal the number of bits in error in the next four bits transmitted. The
possible values for X are {0, 1, 2, 3, 4}. Based on a model for the errors that is presented
in the following section, probabilities for these values will be determined. Suppose that
the probabilities are

P(X= 0)=0.6561, P(X= 1)= 0.2916, P(X=2)=0.0486, P(X =3)=0.0036, P(X= 4)=0.0001

The probability distribution of X is specified by the possible values along with the
probability of each. A graphical description of the probability distribution of X is shown in
Fig. 3.

Source : Applied Statistics and Probability for Engineers by Douglas C. Montgomery and George C. Runger, Third Edition, PP. 61
 Exercise Problem No. 3.10

Question 3.10 Find a formula for the probability distribution of the random variable X
representing the outcome when a single die is rolled once.

Solution : The die can land in 6 different ways each with probability 1/6. Therefore, f(x)=1/6,
for x = 1, 2, . . . , 6.

Source : Probability & Statistics for Engineers & Scientists, by Ronald E. Walpole, Raymond H. Myers, Sharon L. Myers, Keying Ye, 9th Edition, Prentice Hall
 Exercise Problem No. 3.11
Question 3.11 A shipment of 7 television sets contains 2 defective sets. A hotel makes a
random purchase of 3 of the sets. If x is the number of defective sets purchased by the hotel,
find the Probability Distribution of X. Express the results graphically as a probability
histogram.
Solution :

Source : Probability & Statistics for Engineers & Scientists, by Ronald E. Walpole, Raymond H. Myers, Sharon L. Myers, Keying Ye, 9th Edition, Prentice Hall
 Exercise Problem No. 3.11
Question 3.11 A shipment of 7 television sets contains 2 defective sets. A hotel makes a
random purchase of 3 of the sets. If x is the number of defective sets purchased by the hotel,
Find the cumulative distribution function of the random variable X representing the number of
defective. Then using F(x), find (a) P(X = 1); (b) P(0 < X ≤ 2).
Solution :

Source : Probability & Statistics for Engineers & Scientists, by Ronald E. Walpole, Raymond H. Myers, Sharon L. Myers, Keying Ye, 9th Edition, Prentice Hall
 Exercise Problem No. 3.13
Question 3.13 The probability distribution of X, the number of imperfections per 10
meters of a synthetic fabric in continuous rolls of uniform width, is given by
x 0 1 2 3 4
f(x) 0.41 0.37 0.16 0.05 0.01
Construct the cumulative distribution function of X.
Solution: CDF of X is

Source : Probability & Statistics for Engineers & Scientists, by Ronald E. Walpole, Raymond H. Myers, Sharon L. Myers, Keying Ye, 9th Edition, Prentice Hall
Additional Slides for Probability Mass Function (PMF)

Source: https://www.staff.ncl.ac.uk/d.j.wilkinson/teaching/mas131/notes.pdf, Accessed on 8th August 2020

Additional Slides for Probability Mass Function (PMF)

Source: https://www.staff.ncl.ac.uk/d.j.wilkinson/teaching/mas131/notes.pdf, Accessed on 8th August 2020

Additional Slides for Cumulative Distribution Functions (CDFs)

Source: https://www.staff.ncl.ac.uk/d.j.wilkinson/teaching/mas131/notes.pdf, Accessed on 8th August 2020

Additional Slides for Cumulative distribution functions (CDFs)

Source: https://www.staff.ncl.ac.uk/d.j.wilkinson/teaching/mas131/notes.pdf, Accessed on 8th August 2020