Introduction to Probability

Distributions
Dr. Pravin Kumar
Probability distributions list or describe probabilities for all
possible occurrences of a random variable.

There are two types of probability distributions:

• Discrete distributions
• Continuous distributions.
 Discrete probability distributions
• Discrete probability distributions describes a finite set of
possible occurrences, for discrete “count data.”
• For example, the number of successful treatments out of 2
patients is discrete, because the random variable represent
the number of success can be only 0, 1, or 2.
• The probability of all possible occurrences—Pr(0 successes),
Pr(1 success), Pr(2 successes)—constitutes the probability
distribution for this discrete random variable.
 Continuous probability distributions
• Continuous probability distributions describe an “unbroken”
continuum of possible occurrences.
• For example, the probability of a given birthweight can be
anything from, say, half a pound to more than 12 pounds (or
something like that).
• Thus, the random variable of birthweight is continuous, with
an infinite number of possible points between any two values.
 Random Variables
• A random variable is a variable whose values are determined
by chance.
• „ A discrete variable is a variable that can assume only a
specific number of values. For example, the outcomes for the
roll of a die or the outcomes for the toss of a coin.
• „ A continuous variable is a variable that can assume all
values in the interval between any two given values. For
example, the temperature between 62°F and 78°F.
 Discrete Probability Distribution
• A discrete probability distribution consists of the values a
random variable can assume and the corresponding
probabilities of the values. The probabilities are determined
theoretically or by observation.
• Graphic representation: Probability distributions can be
shown graphically by representing the values of X on the x
axis and the probability P(X) on the y axis.
• Example:
When three coins are tossed, the sample space is represented
as TTT, TTH, THT, HTT, HHT, HTH, THH, HHH; and if X is the
random variable for the number of heads, then X assumes the
value 0, 1, 2, or 3. Probabilities for the values of X can be
determined as follows:
 Discrete Probability Distribution (cont’d)

Hence a probability distribution can be constructed:

 Discrete Probability Distribution (cont’d)

Two Requirements for a Probability Distribution:

1. The sum of the probabilities of all the events in the sample
space must equal 1; that is ΣP(X)=1.
2. The probabilities of each event in the sample space must be
between or equal to 0 and 1. That is, 0≤P(X)≤1.
 Calculating the Mean
• The mean of a random variable with a discrete probability
distribution is
µ = X1•P(X1)+ X2•P(X2)+ X3•P(X3)+…+ Xn•P(Xn)
= ΣX•P(X)
where X1, X2, X3,…, Xn are the outcomes and P(X1), P(X2),
P(X3),…, P(Xn) are the corresponding probabilities.

• Note: ΣX•P(X) means to sum the products.

 Calculating the Mean (cont’d)
• Suppose two coins are tossed repeatedly, and the number of heads
that occurred is recorded. What will be the mean of the number of
head?

The sample space is HH, HT, TH, TT, and each outcome has a probability of 1/4. Now, in the
long run, one would expect two heads (HH) to occur approximately 1/4 of the time, one
head (HT or TH) to occur approximately 1/2 of the time, and no heads (TT) to occur
approximately 1/4 of the time. Hence, on average, one would expect the number of heads
to be

1/4 * 2 + 1/2 * 1 +1/4 * 0 =1

That is , if it were possible to toss the coins many times or an

infinite number of times, the average of the number of head
would be 1.
“In order to find the mean for a probability
distribution, one must multiply each possible outcome
by its corresponding probability and find the sum of
the products”.
 Variance of a Probability Distribution
• The variance of a probability distribution is found by
multiplying the square of each outcome by its corresponding
probability, summing those products, and subtracting the
square of the mean.
The formula for calculating the variance is:

The formula for the standard deviation is:

• Example
Five balls numbered 0, 2, 4, 6, and 8 are placed in a bag.
After the balls are mixed, one is selected, its number is noted,
and then it is replaced. If this experiment is repeated many
times, find the variance and standard deviation of the numbers
on the balls.
The mean is
µ = ΣX•P(X) = 0*1/5+ 2*1/5+ 4*1/5+ 6*1/5+ 8*1/5 = 4.0
The variance is

The standard deviation is σ = 2.8.

 Expected Value
• The expected value of a discrete random variable of a
probability distribution is the theoretical average of the
variable. The formula is:

The symbol E(X) is used for the expected value.

 The Binomial Distribution
• Many types of probability problems
have only two possible outcomes or
they can be reduced to two outcomes.
• Examples include: when a coin is
tossed it can land on heads or tails,
when a baby is born it is either a boy or
girl, etc.
 The Binomial Experiment
The binomial experiment is a probability experiment that satisfies
these requirements:

1. Each trial can have only two possible outcomes—success or

failure.
2. There must be a fixed number of trials.
3. The outcomes of each trial must be independent of each other.
4. The probability of success must remain the same for each trial.

The outcomes of a binomial experiment and the corresponding

probabilities of these outcomes are called a binomial distribution.
Notation for the Binomial Distribution
• In a binomial experiment, the probability of exactly X successes in n trials is

• Example: A coin is tossed 3 times. Find the probability of getting exactly two
head.
This problem can be solved by looking at the sample space.

There are three ways of getting two heads.

HHH, HHT, HTH, THH, TTH, THT, HTT, TTT

The answer is 3/8, or 0.375.

Looking at this example from the standpoint of a binomial

experiment, one can show that it meets the four requirements.
In this case, n = 3, X = 2, p = 0.5, and q =0.5.
 2 3 2
3 1 1
P(2)  C2      0.375
2 2
 Poisson Distribution
• The Poisson distribution is a discrete probability distribution
that is useful when n is large and p is small and when the
independent variables occur over a period of time.
• The Poisson distribution can be used when there is a density
of items distributed over a given area or volume, such as the
number of defects in a given length of videotape.
• The probability of X occurrences in an interval of time,
volume, area, etc., for a variable where λ is the mean number
of occurrences per unit (area, time, volume, etc.) is
• The Poisson distribution can also be used to
approximate the binomial distribution when n
is large and is small (e.g., less than 5).
 Example
If there are 200 typographical errors randomly distributed in a
500-page manuscript, find the probability that a given page
contains exactly three errors.

First, find the mean number l of errors. Since there are 200
errors distributed over 500 pages, each page has an average of
λ =200/500 or 0.4 error per page. Since X = 3, substituting into
the formula yields
 Hypergeometric Distribution

When sampling is done without replacement, the binomial

distribution does not give exact probabilities, since the trials are
not independent. The smaller the size of the population, the less
accurate the binomial probabilities will be. The hypergeometric
distribution is a distribution of a variable that has two outcomes
when sampling is done without replacement.
Given a population with only two types of objects (females and
males, defective and nondefective, etc.) such that there are a
items of one kind and b items of another kind and a + b equals
the total population, the probability P(X) of selecting without
replacement a sample of size n with X items of type a and n-X
items of type b is
a b
C X Cn  X
P ( X )  a b
Cn
 Example
For example, suppose a committee of four people is to be
selected from seven women and five men. What is the probability
that the committee will consist of three women and one man? To
solve this problem, one must find the number of ways a
committee of three women and one man can be selected from
seven women and five men. This answer can be found by using
combinations; it is 7C3 × 5C1 = 35 × 5 = 175. Next, find the total
number of ways a committee of four people can be selected from
12 people. Again, by the use of combinations, the answer is 12C4
= 495.
Finally, the probability of getting a committee of three women
and one man from seven women and five men is
Applications of Hypergeometric Distribution

• Objects are often manufactured and shipped to a company.

The company selects a few items and tests to see whether
they are satisfactory or defective. The company must know
the probability of getting a specific number of defects to make
the decision to accept or reject the whole shipment based on
a small sample. To do this, the company uses the
hypergeometric distribution.
Continuous Probability Distributions
 Probability Density Functions…
• Unlike a discrete random variable which we have already
studied, a continuous random variable is one that can
assume an uncountable number of values.
 We cannot list the possible values because there is an infinite
number of them.
 Because there is an infinite number of values, the probability
of each individual value is virtually 0.
 Point Probabilities are Zero
 Because there is an infinite number of values, the probability
of each individual value is virtually 0.

Thus, we can determine the probability of a range of values

only.

• e.g. with a discrete random variable like tossing a die, it is

meaningful to talk about P(X=5), say.
• In a continuous setting (e.g. with time as a random variable),
the probability the random variable of interest, say task
length, takes exactly 5 minutes is infinitesimally small, hence
P(X=5) = 0.
• It is meaningful to talk about P(X ≤ 5).
 Probability Density Function…
• A function f(x) is called a probability density function
(over the range a ≤ x ≤ b if it meets the following
requirements:

1) f(x) ≥ 0 for all x between a and b, and

f(x)

area=1

a b x

2) The total area under the curve between a and b is 1.0

 Uniform Distribution…
• Consider the uniform probability distribution
(sometimes called the rectangular probability
distribution).
• It is described by the function:
f(x)

a b x

area = width x height = (b – a) x =1

 Example …
• The amount of gasoline sold daily at a service station
is uniformly distributed with a minimum of 2,000
gallons and a maximum of 5,000 gallons.
f(x)

2,000 5,000 x

• What is the probability that the service station will

sell at least 4,000 gallons?
• Algebraically: what is P(X ≥ 4,000) ?
• P(X ≥ 4,000) = (5,000 – 4,000) x (1/3000) = .3333
 The Normal Distribution…
• The normal distribution is the most important of all probability
distributions. The probability density function of a normal
random variable is given by:

• It looks like this:

• Bell shaped,
• Symmetrical around the mean …
 The Normal Distribution…
• Important things to note:
The normal distribution is fully defined by two parameters:
its standard deviation and mean

The normal distribution is bell shaped and

symmetrical about the mean

Unlike the range of the uniform distribution (a ≤ x ≤ b)

Normal distributions range from minus infinity to plus infinity
 Standard Normal Distribution…
• A normal distribution whose mean is zero and standard deviation is
one is called the standard normal distribution.
0
1

• As we shall see shortly, any normal distribution can be converted to a

standard normal distribution with simple algebra. This makes
calculations much easier.
 Normal Distribution…
• The normal distribution is described by two
parameters:
• its mean and its standard deviation .
Increasing the mean shifts the curve to the
right…
 Normal Distribution…
• The normal distribution is described by two
parameters:
• its mean and its standard deviation .
Increasing the standard deviation “flattens”
the curve…
 Calculating Normal Probabilities…
• Example: The time required to build a computer is normally
distributed with a mean of 50 minutes and a standard deviation
of 10 minutes:

• What is the probability that a computer is assembled in a time

between 45 and 60 minutes?

• Algebraically speaking, what is P(45 < X < 60) ?

 Calculating Normal Probabilities…
…mean of 50 minutes and a
standard deviation of 10 minutes…
• P(45 < X < 60) ?

0
 Calculating Normal Probabilities…
• P(–.5 < Z < 1) looks like this:

• The probability is the area

• under the curve…

• We will add up the

• two sections: 0
• P(–.5 < Z < 0) and
–.5 … 1
• P(0 < Z < 1)
 Calculating Normal Probabilities…
• How to use Table 3… [other forms of normal
tables exist]
This table gives probabilities P(0 < Z < z)
First column = integer + first decimal
Top row = second decimal place

P(0 < Z < 0.5)

P(0 < Z < 1)

P(–.5 < Z < 1) = .1915 + .3414 = .5328

The probability time is between

45 and 60 minutes = .5328
 Using the Normal Table (Table 3)…
• What is P(Z > 1.6) ?
P(0 < Z < 1.6) = .4452

0 1.6

P(Z > 1.6) = .5 – P(0 < Z < 1.6)

= .5 – .4452
= .0548
 Using the Normal Table (Table 3)…
• What is P(Z < -2.23) ? P(0 < Z < 2.23)

P(Z < -2.23) P(Z > 2.23)

-2.23 0 2.23

P(Z < -2.23) = P(Z > 2.23)

= .5 – P(0 < Z < 2.23)
= .0129
 Using the Normal Table (Table 3)…
• What is P(Z < 1.52) ?
P(Z < 0) = .5 P(0 < Z < 1.52)

0 1.52

P(Z < 1.52) = .5 + P(0 < Z < 1.52)

= .5 + .4357
= .9357
 Using the Normal Table (Table 3)…
• What is P(0.9 < Z < 1.9) ?
P(0 < Z < 0.9)

P(0.9 < Z < 1.9)

0 0.9 1.9

P(0.9 < Z < 1.9) = P(0 < Z < 1.9) – P(0 < Z < 0.9)
=.4713 – .3159
= .1554
 Example
• The return on investment is normally distributed with a
mean of 10% and a standard deviation of 5%. What is the
probability of losing money?

• We want to determine P(X < 0). Thus,

 X   0  10 
P(X  0)  P  
  5 
 P( Z   2)
 .5  P(0  Z  2)
 .5  .4772
 .0228
 Finding Values of ZA…
• Often we’re asked to find some value of Z for a
given probability, i.e. given an area (A) under
the curve, what is the corresponding value of z
(zA) on the horizontal axis that gives us this
area? That is:
• P(Z > zA) = A
 Finding Values of Z…
• What value of z corresponds to an area under
the curve of 2.5%? That is, what is z.025 ?
Area = .50 Area = .025

Area = .50–.025 = .4750

If you do a “reverse look-up” on Table 3 for .4750,

you will get the corresponding zA = 1.96
Since P(z > 1.96) = .025, we say: z.025 = 1.96
 Finding Values of Z…

• Other Z values are

• Z.05 = 1.645
• Z.01 = 2.33

• Will show you shortly how to use the “t-

tables” with infinite degrees of freedom to
find a bunch of these standard values for Zα
 Using the values of Z

• Because z.025 = 1.96 and - z.025= -1.96, it follows that we can

state

P(-1.96 < Z < 1.96) = .95

The old Empirical Rule stated about 95% within + 2σ
P(-2 < Z < 2) = .95
From now on we will use the 1.96 number for this statement
unless you are just talking in general terms about how much of
a population in with + 2σ

Similarly
– P(-1.645 < Z < 1.645) = .90
 Exponential Distribution…[Not on test]
• Another important continuous distribution is the exponential
distribution which has this probability density function:

• Note that x ≥ 0. Time (for example) is a non-negative quantity; the exponential

distribution is often used for time related phenomena such as the length of time
between phone calls or between parts arriving at an assembly station. Note also
that the mean and standard deviation are equal to each other and to the inverse of
the parameter of the distribution (lambda )
Exponential Distribution…[Not on test]

• The exponential distribution depends upon the

value of
• Smaller values of “flatten” the curve:
• (e.g. exponential distributions for
= .5, 1, 2)

8.60
 Other Continuous Distributions…
• Three other important continuous distributions which will
be used extensively in later sections are introduced here:
• Student t Distribution, Looks like the standard normal
distribution (Z) after someone sat on it
• Chi-Squared Distribution,

• F Distribution.
 Student t Distribution…[don’t really need to know formula]

• Here the letter t is used to represent the random

variable, hence the name. The density function for
the Student t distribution is as follows…

• (nu) is called the degrees of freedom, and

• (Gamma function) is (k)=(k-1)(k-2)…(2)(1)
 Student t Distribution…[1 parameter]
• In much the same way that and define the normal
distribution [2 parameters], , the degrees of freedom,
defines the Student [will use df]
• t Distribution:

Figure 8.24
• As the number of degrees of freedom increases, the t
distribution approaches the standard normal distribution.
 Using the t table (Table 4) for values…
• For example, if we want the value of t with 10 degrees of
freedom such that the area under the Student t curve is .05:
Area under the curve value (t) : COLUMN

t.05,10
t.05,10=1.812

Degrees of Freedom : ROW

 Student t Probabilities and Values
• Excel can calculate Student distribution probabilities
and values. Warning: Excel will give you the value for
“t” where  is the area in “BOTH” tails

=TINV(0.1,10) "=" 1.812

8.67
 Chi-Squared Distribution…[Not on test]

• The chi-squared density function is given by:

• As before, the parameter is the number of degrees of

freedom.

Figure 8.27
 F Distribution…[Not on test]
• The F density function is given by:

• F > 0. Two parameters define this distribution, and like

we’ve already seen these are again degrees of freedom.
• is the “numerator” degrees of freedom and
• is the “denominator” degrees of freedom.
 Problems: Standard Normal “Z”

• If the random variable Z has a standard normal distribution,

calculate the following probabilities.
– P(Z > 1.7) =

– P(Z < 1.7) =

– P(Z > -1.7) =

– P(Z < -1.7) =

– P(-1.7 < Z < 1.7)

 Problems: Normal Distribution

• If the random variable X has a normal distribution with

• mean 40 and std. dev. 5, calculate the following
• probabilities.
– P(X > 43) =

– P(X < 38) =

– P(X = 40) =

– P(X > 23) =

 Problem: Normal

• The time (Y) it takes your professor to drive home each

• night is normally distributed with mean 15 minutes and
• standard deviation 2 minutes. Find the following
• probabilities. Draw a picture of the normal distribution and
• show (shade) the area that represents the probability you are
• calculating.
– P(Y > 25) =

– P( 11 < Y < 19) =

– P (Y < 18) =
 Problem: Target the Mean

• The manufacturing process used to make “heart pills” is

• known to have a standard deviation of 0.1 mg. of active ingredient.
• Doctors tell us that a patient who takes a pill with over 6 mg. of
• active ingredient may experience kidney problems. Since you want to
• protect against this (and most likely lawyers), you are asked to
• determine the “target” for the mean amount of active ingredient in each
• pill such that the probability of a pill containing over 6 mg. is 0.0035 (
• 0.35% ). You may assume that the amount of active ingredient in a pill
• is normally distributed.
– *Solve for the target value for the mean.
– *Draw a picture of the normal distribution you came up with and show the 3 sigma
limits.