Sathyabama Institute of Science and Technology

 2     
Var  X   ESMTA1402
2
- Probability and Statistics
2 
 2 2  
2
  4  Probability
 2
  2    2 Unit-2
  .
Distribution
 2  2 
Discrete type

Binomial distribution:
A random variable X is said to follow binomial distribution if it assumes only
non negative values and its probability mass function is given by
nC p x q n  x , x  0,1, 2,..., n; q  1  p
P  X  x   p( x)   x
0, otherwise
Notation: X B  n, p  read as X is following binomial distribution with parameter
n and p .
Problem.1
Find m.g.f. of Binomial distribution and find its mean and variance.
Solution:
M.G.F.of Binomial distribution:-
n
M X  t   E etx    etx P  X  x 
x 0
n
  nC x x P x q n  x etx
x 0
x

  nCx  pe q
n
t n x

x 0

M X (t )   q  pet 
n

Mean of Binomial distribution

Mean  E  X   M X   0

  n  q  pet  pet   np Since q  p  1

n 1

  t 0
E  X 2   M X   0 

 n  n  1  q  pet   pe   npet  q  pet  

n2 t 2 n 1

 t 0
E  X   n  n  1 p 2  np
2

 n 2 p 2  np 1  p   n 2 p 2  npq
Variance  E  X 2    E  X   npq
2

Mean  np ; Variance  npq

Problem.2
Comment the following: “The mean of a binomial distribution is 3 and variance is 4
Solution:
In binomial distribution, mean  variance but Variance  Mean
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Since Variance  4 &Mean  3 , the given statement is wrong.

Problem.3
 1  1
If X and Y are independent binomial variates B  5,  and B  7,  find P  X  Y  3
 2  2
Solution:
1
X  Y is also a binomial variate with parameters n1  n2  12 & p 
2
3 9
1 1 55
 P  X  Y  3  12C3      10
2 2 2
Problem.4
(i). Six dice are thrown 729 times. How many times do you expect atleast 3 dice show 5
or 6 ?
(ii) Six coins are tossed 6400 times. Using the Poisson distribution, what is the
approximate probability of getting six heads 10 times?
Solution:
(i). Let X be the number of times the dice shown 5 or 6
1 1 1
P 5 or 6   
6 6 3
1 2
 P  and q 
3 3
Here n  6
By Binomial theorem,
x 6 x
1  2
P  X  x   6Cx     where x  0,1, 2...6 .
 3  3
P  X  3  P  3  P  4   P  5   P  6 
3 3 4 2 5 6
1  2 1  2 1  2  1
 6C3      6C4      6C5      6C6  
 3  3  3  3  3  3  3
 0.3196
 Expected number of times atleast 3 dies to show 5 or 6  N  P  X  3
 729  0.3196  233 .
6
1
(ii). Probability of getting six heads in one toss of six coins is p  ,
2
6
1
  np  6400    =100
 2
e100 (100)10
Let X be the number of times getting 6 heads P( X  10)   1.025 1030
10!

Poisson distribution:
A random variable X is said to follow Poisson distribution if it assumes only non
negative values and its probability mass function is given by
 e   x
 ; x  0,1, 2,...;   0
P  X  x    x!
0, otherwise


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Notation: X P    read as X is following Poisson distribution with parameter  .

Poisson distribution as limiting form of binomial distribution:
Poisson distribution is a limiting case of Binomial distribution under the
following conditions:
(i). n the number of trials is indefinitely large, (i.e.) n  
(ii). p the constant probability of success in each trial is very small (i.e.) p  0
(iii). np   is finite.
Proof:
P  X  x   p  x   ncx p x q n  x
Let np  
 
 p , q 1 
n n
x n x
  
 p  x   n cx   1  
n   n
x n x
n!   
    1 
x ! n  x !  n   n
n n  1   n   x  1    n  x  !   x  n x

  n  1  n 
x ! n  x !    
 1  x 1 
1. 1   1  n  n x
 n x  1   
x
 
n 
 n 
x! nx 
n x
 1  x 1  x  
p  x   1. 1   1    1 
 n  n  x! n
Taking limit n   on both sides
 1   n x
x x  1   
lim p  x   lim  1  1 1  
n  x ! n   n   n  n 

x n
x  1   x  1     
 lim 1   1    lim 1   lim 1  
x ! n   n   n   n   n  n   n
 x
e 
P  X  x  ; x  0,1, 2,...
x!
Problem.1
Criticise the following statement: “The mean of a Poisson distribution is 5 while the
standard deviation is 4”.
Solution:
For a Poisson distribution mean and variance are same. Hence this statement is
not true.

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Geometric distribution:
A random variable X is said to have a Geometric distribution if it assumes only
non negative values and its probability mass function is given by
q x 1 p; x  1, 2,...;0  p  1
P  X  x  
0, otherwise
Problem.1
Find the Moment generating function of geometric distribution and find its Mean and
Variance
Solution:

M X t   E etX  

  etx q x 1 p
x 1

 pet qet 
x 1

x 1

  
2
 pet 1  qet  qet  
 

 
1
 pet 1  qet
pet
M X t  
1  qet
 d  pet   t 
1  M x (0)        pe   1
  
 dt  1  qet   
  t 0   1  qe
t

2


  t 0
p

 d2     
2  M x (0)   
pet
   
d pet   1  q
 dt 2 
   1  qet   
 t 0   
 dt  1  qet 2  
  t 0
p2

1
Mean  1 
p

 
2
2
1 q  1  q
Variance  2  1  2    2
p  p p
Problem.2
State and prove Memoryless property of geometric distribution.
Solution:
If X has a geometric distribution, then for any two positive integer ' s ' and ' t '
P X  s t   P X  t .
 X  s
The p.m.f of the geometric random variable X is P( X  x)  q x 1 p , x  1, 2,3,....

 
P X  s  t  X  s P  X  s  t 
P X  s t       (1)
 X  s P  X  s P  X  s

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
 P X  t  q x 1
p  qt p  qt 1 p  qt 2 p  ....  q t p 1  q  q 2  q 3  ....
x t 1

 qt p(1  q)1  qt p( p)1  qt

Hence P  X  s  t   q s t and P  X  s   q s

 
P X  s  t  X  s  q s t
(1)  P  X  s  t  s  qt  P[ X  t ]
 X  s P  X  s q
 P X  s t   P X  t
 X  s
Problem.3
1
If the probability is that a man will hit a target what is the chance that he will hit the
4
target for the first time in the 7th trial?
Solution:
The required probability is
P  FFFFFFS   P  F  P  F  P  F  P  F  P  F  P  F  P  S 
6
3 1
q p 
6
.    0.0445 .
4 4
Problem.4
A die is cast until 6 appears what is the probability that it must cast more then five
times?
Solution:
1
Probability of getting six 
6
1 1
 p  & q  1
6 6
Let x : No of throws for getting the number 6. By geometric distribution
P  X  x   q x 1 p, x  1, 2,3....
Since 6 can be got either in first, second……throws.
To find P  X  6  1  P  X  6
x 1
5 1
5
 1   .
x 1  6  6
 1   5  1   5 2  1   5 3  1   5 4  1  
 1                       
 6   6  6   6   6   6   6   6   6  
1 5 
5

1    
6   6    5 5
 1     0.4019
1
5 6
6
Problem.5
Suppose that a trainee soldier shoots a target an independent fashion. If the probability
that the target is shot on any one shot is 0.8.
(i) What is the probability that the target would be hit on 6th attempt?
(ii) What is the probability that it takes him less than 5 shots?

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Solution:
Here p  0.8, q  1  p  0.2
P  X  x   q x 1 p, x  1, 2...
(i) The probability that the target would be hit on the 6th attempt  P  X  6
  0.2   0.8  0.00026
5

(ii) The probability that it takes him less than 5 shots  P  X  5

4 4
  q x 1 p  0.8  0.2 
x 1

x 1 x 1

 0.8 1  0.2  0.04  0.008  0.9984

Continuous type
Uniform (or) Rectangular distribution:
A continuous random variable X is said to have a uniform distribution over an
interval  a, b  if its probability density function is given by
 1
 ,a  x  b
f  x  b  a
0, otherwise
Problem.1
4
If X is uniformly distributed with Mean 1 and Variance , find P  X  0
3
Solution:
If X is uniformly distributed over  a, b  , then
b  a 
2
ba
EX   and V  X  
2 12
ba
 1 a  b  2
2
b  a 
2
4
    b  a   16
2

12 3
 a  b  2 & b  a  4 We get b  3, a  1
 a  1& b  3 and probability density function of x is
1
 ; 1  x  3
f  x   4
0 ; Otherwise
0
1 1 0 1
P  x  0   dx   x 1  .
1
4 4 4
Exponential distribution:
A continuous random variable X assuming non negative values is said to have an
exponential distribution with parameter   0 , if its probability density function is
given by
 e   x , x  0
f  x  
0, otherwise
Problem.1

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Find the moment generating function of Exponential distribution and find its mean and
variance.
Solution:
 e   x , x  0
We know that f  x   
0, otherwise
 
M X  t   E  etx    etx f  x  dx    e   x etx dx
0 0

   e x  t  dx
0

 e  x   t   
  
     t  0   t
d     1
Mean  1   M X  t     2

 dt  t 0     t   t 0 

 d2     2  2
2   2 M X  t    

3
 2
 dt  t 0     t   t 0 

 
2
2 1 1
Variance  2  1  2  2  2 .
  
Problem.2
State and prove the memoryless property of exponential distribution.
Solution:
Statement:
If X is exponentially distributed with parameters  , then for any two positive
integers‘s’ and‘t’, P  x  s  t / x  s   P  x  t 
Proof:
 e   x , x  0
The p.d.f of X is f  x   
0 , Otherwise


 P  X  k     e  x dx   e   x   ek
k
k

P  x  s  t  x  s
 P  X  s  t / x  s 
P  x  s
P  X  s  t  e   s t 
    s  e  t
P  X  s e
 Px  t
Problem.3
A component has an exponential time to failure distribution with mean of 10,000 hours.
(i). The component has already been in operation for its mean life. What is the
probability that it will fail by 15,000 hours?
(ii). At 15,000 hours the component is still in operation. What is the probability
that it will operate for another 5000 hours.
Solution:

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Let X denote the time to failure of the component then X has exponential distribution
with Mean  1000 hours.
1 1
  10, 000   
 10, 000
 1 
x

 e 10,000
,x 0
The p.d.f. of X is f  x   10, 000

 0 , otherwise
(i) Probability that the component will fail by 15,000 hours given it has already been
in operation for its mean life  P  x  15, 000 / x  10, 000
P 10,000  X  15,000

P  X  10,000
15,000

 f  x  dx
e 1  e 1.5
 10,000


e 1
 f  x  dx
10,000

0.3679  0.2231
  0.3936 .
0.3679
(ii) Probability that the component will operate for another 5000 hours given that
it is in operational 15,000 hours  P  X  20, 000 / X  15, 000
 P  x  5000 [By memoryless prop]


 f  x  dx  e
0.5
  0.6065
5000

Gamma distribution:
A continuous random variable X is said to have a gamma distribution with
parameter  , if its probability density function is given by
 e  x   x 1
 ;   0, 0  x  
f  x      
0, otherwise

Problem.1
The Daily consumption of milk in a city in excess of 20,000 gallons is approximately
1
distributed as a Gamma variate with parameters   2 and   . The city has a
10, 000
daily stock of 30,000 gallons. What is the probability that the stock is in sufficient on a
particular day?
Solution:
Let X be the r.v denoting the daily consumption of milk (is gallons) in a city
Then Y  X  20,000 has Gamma distribution with p.d.f.
y
1 
f  y  y e 2 1 10,000
,y0
10, 000    2 
2

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1 6
 e [400]  25e6  .06196875
16

Normal distribution:
A random variable X is said to have a Normal distribution with parameters
 (mean) and  2 (variance) if its probability density function is given by the probability
law
1  x 
2

1   
f  x  e 2    ,   x  ,     ,   0
 2
Notation: X N   ,  2  read as X is following normal distribution with mean  and
variance  2 are called parameter.
Problem.1
t2
Prove that “For standard normal distribution N  0,1 , M X  t   e . 2

Solution:
Moment generating function of Normal distribution
 M X  t   E etx 
1  x 
2
  
1 
e
2  
 tx
e dx
 2 
x
Put z  then  dz  dx,    Z  

 z2
1 t  z    
 M X t   e 2
dz
2 
 z2 

e t  t z 

2 e

 2 
dz

1   2t 2 
t    z t 2  
e 
 e
2  2 
dz
2 
 2t 2
t  1
e e 2   z t 2

2 e

2
dz
 1
1   z t 2
the total area under normal curve is unity, we have
2 e

2
dz  1

 2t 2
t 
Hence M X  t   e 2  For standard normal variable N  0,1
2
t
M X t   e 2
Problem.2
State and prove the additive property of normal distribution.
Solution:
Statement:

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If X1 , X 2 ,..., X n are n independent normal random variates with mean  1 ,  12  ,

  ,  ,…   , 
2 2
2
n n
2
then X1  X 2  ...  X n also a normal random variable with mean
 n n

 
 i 1
 i , 
i 1
 i2  .

Proof:
We know that. M X1  X 2 ... X n  t   M X1  t  M X 2  t  ...M X n  t 
t 2 i 2
i t 
But M X i  t   e 2
, i  1, 2....n
t 12
2
t 2 22 t 2 n 2
1t   2t  n t 
M X1  X 2 ... X n  t   e 2
e 2
...e 2

 1  2 ... n t 
 1  2 ... n
2 2 2
t 2

e 2
n

n  i 2 t 2
 i t  i1 2
 e i1
By uniqueness MGF, X1  X 2  ...  X n follows normal random variable with
 n n

parameter   i ,   i 2  .
 i 1 i 1 
This proves the property.
Problem.3
X is a normal variate with mean  30 and S .D  5 Find the following P  26  X  40
Solution:
X N  30,52 
   30 &   5
X 
Let Z  be the standard normal variate

 26  30 40  30 
P  26  X  40  P  Z
 5 5 
 P  0.8  Z  2  P  0.8  Z  0  P  0  Z  2
 P  0  Z 0.8   0  z  2
 0.2881  0.4772  0.7653 .
Problem.4
The average percentage of marks of candidates in an examination is 45 will a standard
deviation of 10 the minimum for a pass is 50%.If 1000 candidates appear for the
examination, how many can be expected marks. If it is required, that double that
number should pass, what should be the average percentage of marks?
Solution:
Let X be marks of the candidates
Then X N  42,102 
X  42
Let z 
10
P  X  50  P  Z  0.8

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 0.5  P  0  z  0.8
 0.5  0.2881  0.2119
Since 1000 students write the test, nearly 212 students would pass the
examination.
If double that number should pass, then the no of passes should be 424.
We have to find z1 , such that P  Z  z1   0.424
 P  0  z  z1   0.5  0.424  0.076
From tables, z  0.19
50  x1
 z1   x1  50  10 z1
10
 50  1.9  48.1
The average mark should be 48 nearly.
Problem.5
Given that X is normally distribution with mean 10 and probability P  X  12  0.1587 .
What is the probability that X will fall in the interval  9,11 .
Solution:
Given X is normally distributed with mean   10.
x
Let z  be the standard normal variate.

12  10 2
For X  12, z  z
 
2
Put z1 

Then P  X  12  0.1587
P  Z  Z1   0.1587
 0.5  p  0  z  z1   0.1587
 P  0  z  z1   0.3413
From area table P  0  z  1  0.3413
2
 Z1  1  1

To find P 9  x  11
1 1
For X  9, z   and X  11, z 
2 2
 P 9  X  11  P  0.5  z  0.5
 2 P  0  z  0.5
 2  0.1915  0.3830
31. 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:
Let  be the mean and  be the standard deviation.
Then P  X  45  0.31 and P  X  64  0.08

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45  
When X  45 , Z    z1

z1

 z1 is the value of z corresponding to the area    z dz  0.19

0

 z1  0.495
45    0.495 ---(1)
64  
When X  64 , Z   z2

z2

 z2 is the value of z corresponding to the area    z dz  0.42

0

 z2  1.405
64    1.405 ---(2)
Solving (1) & (2) We get   10 (approx) &   50 (approx)

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