PROBABILTY

AND
DISTRIBUTION
S
• Perhaps it was man’s unquenchable
thirst for winning gambling that led
to the early development of
probability theory. In an effort to
increase their winnings, gamblers
called upon the mathematicians to
provide optimum strategies for
various games of chance. Some of
the mathematicians were Pascal,
Leibniz, Fermat and James Bernoulli.
This probability encompasses many
other fields such as: Politics,
Business, Weather Forecasting, and
Scientific Research.
In Statistics we use the word “experiment” to
describe any process that generates a set data.

An example of statistical experiment

1. might be tossing of a coin.
2. Measuring the amount of rainfall at
Lake Placid each year for the month of
July.
3. If a chemist runs an analysis several
times under the same conditions, he will
obtain different measurements,
indicating an element of chance in the
experimental procedure.
 Probability

• means possibility. It is a branch of

mathematics that deals with the
occurrence of a random event.
The value is expressed from zero
to one. Probability has been
introduced in Math's to predict
how likely events are to happen.
 Probability

The meaning of probability is

basically the extent to which
something is likely to happen. This is
the basic probability theory, which is
also used in the probability
distribution. To find the probability of
a single event to occur, first, we
should know the total number of
possible outcomes.
 Probability
Definition in
Math

• Probability is a measure of the likelihood

of an event to occur. Many events
cannot be predicted with total certainty.
We can predict only the chance of an
event to occur i.e., how likely they are
going to happen, using it. Probability can
range from 0 to 1, where 0 means the
event to be an impossible one and 1
indicates a certain event. The
probability of all the events in a
sample space adds up to 1.
For example

• when we toss a coin, either we get

Head OR Tail, only two possible
outcomes are possible (H, T). But
when two coins are tossed then there
will be four possible outcomes.

S= {(H, H), (H, T), (T, H), (T, T)}.

 The probability formula is
defined as the possibility of
an event to happen is equal
to the ratio of the number of
Formula favorable outcomes and the
total number of outcomes.
for
Probabilit Probability of event to happen

y P(E) = Number of favorable

outcomes/Total Number of
outcomes
Example
1) There are 6 pillows in a bed, 3 are red, 2 are
yellow and 1 is blue. What is the probability of
picking a yellow pillow?
Ans: The probability is equal to the number of yellow
pillows in the bed divided by the total number of
pillows,
P(E)=2/6 = 1/3.
Example
2) There is a container full of colored bottles,
red, blue, green and orange. Some of the
bottles are picked out and displaced. Sumit
did this 1000 times and got the following
results:
• No. of blue bottles picked out: 300
• No. of red bottles: 200
• No. of green bottles: 450
• No. of orange bottles: 50
Solution

a) What is the probability that Sumit will pick a green

bottle?
Ans: For every 1000 bottles picked out, 450 are green.
Therefore, P(green) = 450/1000 = 0.45
b) If there are 100 bottles in the container, how many
of them are likely to be green?
Ans: The experiment implies that 450 out of 1000 bottles are
green.
Therefore, out of 100 bottles, 45 are green.
 Probability Tree

• The tree diagram helps to organize

and visualize the different possible
outcomes. Branches and ends of the
tree are two main positions.
Probability of each branch is written
on the branch, whereas the ends are
containing the outcome. Tree
diagrams are used to figure out when
to multiply and when to add. You can
see below a tree diagram for the
coin:
 Types of
Probability

There are three major

types of probabilities:
• Theoretical Probability
• Experimental Probability
• Axiomatic Probability
Theoretical Probability

It is based on the possible chances of

something to happen. The theoretical
probability is mainly based on the reasoning
behind probability.

For example, if a coin is tossed, the theoretical

probability of getting a head will be ½.
Experimental Probability

It is based on the basis of the observations of an

experiment. The experimental probability can be
calculated based on the number of possible outcomes
by the total number of trials.

For example, if a coin is tossed 10 times and head is

recorded 6 times then, the experimental probability
for heads is 6/10 or, 3/5.
Axiomatic Probability

In axiomatic probability, a set of rules or axioms are set which

applies to all types. These axioms are set by Kolmogorov and
are known as Kolmogorov’s three axioms. With the
axiomatic approach to probability, the chances of occurrence
or non-occurrence of the events can be quantified.
The axiomatic probability lesson covers this concept in detail
with Kolmogorov’s three rules (axioms) along with various
examples.
Conditional Probability is the likelihood of an event or outcome
occurring based on the occurrence of a previous event or
outcome.
 Probability of an Event

• Assume an event E can occur in r ways out of a sum of n probable or

possible equally likely ways. Then the probability of happening of
the event or its success is expressed as;
P(E) = r/n
• The probability that the event will not occur or known as its failure is
expressed as:
P(E’) = (n-r)/n = 1-(r/n)
• E’ represents that the event will not occur.
• Therefore, now we can say;
• P(E) + P(E’) = 1
• This means that the total of all the probabilities in any random test or
experiment is equal to 1.
 What are Equally Likely Events?

• When the events have the same theoretical probability of happening,

then they are called equally likely events. The results of a sample
space are called equally likely if all of them have the same probability
of occurring. For example, if you throw a die, then the probability of
getting 1 is 1/6. Similarly, the probability of getting all the numbers
from 2,3,4,5 and 6, one at a time is 1/6. Hence, the following are
some examples of equally likely events when throwing a die:
• Getting 3 and 5 on throwing a die
• Getting an even number and an odd number on a die
• Getting 1, 2 or 3 on rolling a die are equally likely events, since the
probabilities of each event are equal.
Complementary Events

The possibility that there will be only two outcomes which

states that an event will occur or not. Like a person will come
or not come to your house, getting a job or not getting a job,
etc. are examples of complementary events. Basically, the
complement of an event occurring in the exact opposite that
the probability of it is not occurring. Some more examples are:
• It will rain or not rain today
• The student will pass the exam or not pass.
• You win the lottery or you don’t.
Probability
Theory

• Probability theory had its root in

the 16th century when J. Cardan,
an Italian mathematician and
physician, addressed the first
work on the topic, The Book on
Games of Chance. After its
inception, the knowledge of
probability has brought to the
attention of great
mathematicians.
Probability
Theory
• Thus, Probability theory is the branch
of mathematics that deals with the
possibility of the happening of events.
Although there are many distinct
probability interpretations, probability
theory interprets the concept precisely
by expressing it through a set of axioms
or hypotheses. These hypotheses help
form the probability in terms of a
possibility space, which allows a
measure holding values between 0 and
1. This is known as the probability
measure, to a set of possible outcomes
of the sample space.
Probability Density
Function

The Probability Density Function (PDF) is

the probability function which is
represented for the density of a
continuous random variable lying
between a certain range of
values. Probability Density
Function explains the normal distribution
and how mean and deviation exists.
The standard normal distribution is used
to create a database or statistics, which
are often used in science to represent the
real-valued variables, whose distribution
is not known.
Probabili
ty Terms
and
Definitio
n
Applications of Probability

CHOOSING A CARD FLIPPING A COIN THROWING A DICE PULLING A RED WINNING A LUCKY
FROM THE DECK OF IN THE AIR BALL OUT OF A DRAW
CARDS BUCKET OF RED
AND WHITE BALLS
 It is used for risk assessment and
modelling in various industries

Other Major Weather forecasting or prediction

of weather changes
Applications
of Probability of a team winning in a
Probability sport based on players and
strength of team

In the share market, chances of

getting the hike of share prices
 Question 1: Find the probability of ‘getting 3 on
rolling a die’.
Solution:

Problems Sample Space = S = {1, 2, 3, 4, 5, 6}

and Total number of outcomes = n(S) = 6

Solutions Let A be the event of getting 3.

on Number of favourable outcomes = n(A) = 1

Probabilit i.e. A = {3}
y Probability, P(A) = n(A)/n(S) = 1/6

Hence, P(getting 3 on rolling a die) = 1/6

Question
2: Draw a • Solution:

random card • A standard deck has 52 cards.

• Total number of outcomes = n(S) = 52
from a pack • Let E be the event of drawing a face card.
of cards. • Number of favourable events = n(E) = 4 x 3
What is the = 12 (considered Jack, Queen and King only)
• Probability, P = Number of Favourable
probability Outcomes/Total Number of Outcomes
that the • P(E) = n(E)/n(S)

card drawn • = 12/52

• = 3/13
is a face • P(the card drawn is a face card) = 3/13
card?
Question 3: A • Solution:
vessel contains 4 • Given,
blue balls, 5 red • The probability to get the first ball is red or the first
balls and 11 white event is 5/20.
balls. If three • Since we have drawn a ball for the first event to
occur, then the number of possibilities left for the
balls are drawn second event to occur is 20 – 1 = 19.
from the vessel at • Hence, the probability of getting the second ball as
random, what is blue or the second event is 4/19.
the probability • Again with the first and second event occurring,
the number of possibilities left for the third event to
that the first ball occur is 19 – 1 = 18.
is red, the second • And the probability of the third ball is white or the
ball is blue, and third event is 11/18.
the third ball is • Therefore, the probability is 5/20 x 4/19 x 11/18 =
44/1368 = 0.032.
white?
• Or we can express it as: P = 3.2%.
NORMAL DISTRIBUTION
• In probability theory and statistics, the Normal Distribution, also
called the Gaussian Distribution, is the most significant continuous
probability distribution. Sometimes it is also called a bell curve. A large
number of random variables are either nearly or exactly represented by
the normal distribution, in every physical science and
economics. Furthermore, it can be used to approximate
other probability distributions, therefore supporting the usage of the
word ‘normal ‘as in about the one, mostly used.
WHAT IS A
NORMAL CURVE
• A normal curve is the graph of
a normal distribution. A normal
distribution is defined in terms
of the mean of the population
(µ) and the standard
deviation(σ) of the population
distribution.
Normal Distribution Properties
• Some of the important properties of the normal distribution are
listed below:

• In a normal distribution, the mean, median and mode are equal.

(i.e., Mean = Median= Mode).
• The total area under the curve should be equal to 1.
• The normally distributed curve should be symmetric at the centre.
• There should be exactly half of the values are to the right of the
centre and exactly half of the values are to the left of the centre.
• The normal distribution should be defined by the mean and
standard deviation.
• The normal distribution curve must have only one peak. (i.e.,
Unimodal)
• The curve approaches the x-axis, but it never touches, and it
extends farther away from the mean.
EMPIRICAL
RULE
• For a distribution that is symmetric
and bell-shaped:
• About 68.26% of the area under the
normal curve is within +1.0 and -1.0
standard deviation from the mean.
• About 95.44% of the area under the
normal curve is within +2.0 and -2.0
standard deviation from the mean.
• About 99.72% of the area under the
normal curve is within +3.0 and -3.0
standard deviation from the mean.
SKEWNESS
• if the mean of the set of data is
greater than the median and
the mode, such distribution is
positively skewed. if the mean
of the set of data is lower than
the median and the mode,
such distribution is negatively
skewed.
KURTOSIS
• Leptokurtic- if the scores are
lumped near each other(taller
curve)
• Platykurtic (normal)
• Mesokurtic (shorter than
normal)
Normal Distribution Standard
Deviation
• Generally, the normal distribution has any positive standard deviation.
We know that the mean helps to determine the line of symmetry of a
graph, whereas the standard deviation helps to know how far the data
are spread out. If the standard deviation is smaller, the data are
somewhat close to each other and the graph becomes narrower. If the
standard deviation is larger, the data are dispersed more, and the
graph becomes wider. The standard deviations are used to subdivide
the area under the normal curve. Each subdivided section defines the
percentage of data, which falls into the specific region of a graph.
Normal Distribution
Problems and
Solutions

• Question 1: Calculate the

probability density function of
normal distribution using the
following data. x = 3, μ = 4 and σ =
2.
• Solution: Given, variable, x = 3
• Mean = 4 and
• Standard deviation = 2
• By the formula of the probability density
of normal distribution, we can write;
• Hence, f(3,4,2) = 1.106.
Normal Distribution
Problems and
Solutions

• Question 2: If the value of random variable

is 2, mean is 5 and the standard deviation
is 4, then find the probability density
function of the gaussian distribution.
• Solution: Given,
• Variable, x = 2
• Mean = 5 and
• Standard deviation = 4
• By the formula of the probability density of
normal distribution, we can write;
• f(2,2,4) = 1/(4√2π) e0
• f(2,2,4) = 0.0997
Applications

• The normal distributions are closely

associated with many things such as:
• Marks scored on the test
• Heights of different persons
• Size of objects produced by the
machine
• Blood pressure and so on.
What is a normal
distribution used
for?

• A normal distribution is significant in

statistics and is often used in the
natural sciences and social arts to
describe real-valued random variables
whose distributions are unknown.
 • The essential characteristics of a normal
distribution are:It is
Symmetric
unimodal (i.e., one mode),
What are the
and asymptotic.
characteristic
s of a normal The values of mean, median, and mode
distribution? are all equal.
A normal distribution is quite symmetrical
about its center. That means the left side
of the center of the peak is a mirror image
of the right side. There is also only one
peak (i.e., one mode) in a normal
distribution.
 The Standard Normal
Distribution

• The standard normal distribution is one of

the forms of the normal distribution. It occurs
when a normal random variable has a mean
equal to zero and a standard deviation equal to
one. In other words, a normal distribution with a
mean 0 and standard deviation of 1 is called the
standard normal distribution. Also, the standard
normal distribution is centered at zero, and the
standard deviation gives the degree to which a
given measurement deviates from the mean.
The random variable of a standard normal
distribution is known as the standard score or
a z-score. It is possible to transform every
normal random variable X into a z score using
the following formula:

z = (X – μ) / σ

where X is a normal random variable, μ is the mean of

X, and σ is the standard deviation of X. You can also find
the normal distribution formula here. In probability
theory, the normal or Gaussian distribution is a very
common continuous probability distribution.
 Standard Normal
Distribution
Function
• The standard normal distribution function
for a random variable x is given by:

Probability Density Function is given by

the formula,

• This is a special case when μ = 0 and σ = 1.

This situation of a normal distribution is also
called the standard normal distribution or
unit normal distribution.
Standard Normal Distribution Uses
The standard normal distribution is a tool to translate a
normal distribution into numbers. We may use it to get
more information about the data set than was initially
known.

Standard normal distribution allows us to quickly estimate

the probability of specific values befalling in our distribution
or compare data sets with varying means and standard
deviations.

Also, the z-score of the standard normal distribution is

interpreted as the number of standard deviations a data
point falls above or below the mean.
Characteristics of
Standard Normal
Distribution

• A z-score of a standard normal

distribution is a standard score
that indicates how many standard
deviations are away from the
mean an individual value (x) lies:
• When z-score is positive, the x-
value is greater than the mean
• When z-score is negative, the x-
value is less than the mean
 Characteristics of Standard
Normal Distribution

• When z-score is equal to 0, the x-value is

equal to the mean
• The empirical rule, or the 68-95-99.7 rule of
standard normal distribution, tells us where
most values lie in the given normal
distribution. Thus, for the standard normal
distribution, 68% of the observations lie within
1 standard deviation of the mean; 95% lie
within two standard deviations of the mean;
99.7% lie within 3 standard deviations of the
mean.
Normal Distribution-Real World
Example
• Usually, happenings in the real world follow a
normal distribution. This enables researchers to
practice normal distribution as a model for
evaluating probabilities linked with real-world
scenarios. Basically, the analysis includes two
steps:
• Converting raw data into the form of z-score, using
the conversion equation given as z = (X – μ) / σ.
• Finding the probability. After the raw data is
transformed into z-scores, then with the help of
standard normal distribution tables or normal
distribution calculators available online to find
probabilities linked with the z-scores.
Z-Score Table
• A standard normal table (also called the unit normal table or z-
score table) is a mathematical table for the values of ϕ, indicating the
values of the cumulative distribution function of the normal
distribution. Z-Score, also known as the standard score, indicates how
many standard deviations an entity is, from the mean.
• Since probability tables cannot be printed for every normal distribution,
as there is an infinite variety of normal distribution, it is common
practice to convert a normal to a standard normal and then use the z-
score table to find probabilities.
Z-Score Formula

• It is a way to compare the results from a test

to a “normal” population.
• If X is a random variable from a normal
distribution with mean (μ) and standard
deviation (σ), its Z-score may be calculated
by subtracting mean from X and dividing the
whole by standard deviation.
• Where, x = test value
• μ is mean and
• σ is SD (Standard Deviation)
• For the average of a sample
from a population ‘n’, the
mean is μ and the standard
deviation is σ.
 How to Interpret z-Score

Here is how to interpret z-scores:

• A z-score of less than 0 represents an element less than the mean.
• A z-score greater than 0 represents an element greater than the mean.
• A z-score equal to 0 represents an element equal to the mean.
• A z-score equal to 1 represents an element, which is 1 standard deviation greater than
the mean; a z-score equal to 2 signifies 2 standard deviations greater than the mean;
etc.
• A z-score equal to -1 represents an element, which is 1 standard deviation less than
the mean; a z-score equal to -2 signifies 2 standard deviations less than the mean;
etc.
• If the number of elements in the set is large, about 68% of the elements have a z-
score between -1 and 1; about 95% have a z-score between -2 and 2 and about 99%
have a z-score between -3 and 3.
 Example of Z Score/ Standard score

• Example: The test scores of students in a class test has a

mean of 70 and with a standard deviation of 12. What is the
probable percentage of students scored more than 85?
• Solution: The z score for the given data is,
• z= (85-70)/12=1.25
• From the z score table, the fraction of the data within this score is
0.8944.
• This means 89.44 % of the students are within the test scores of 85
and hence the percentage of students who are above the test scores of
85 = (100-89.44)% = 10.56 %.
 Example of Z Score/ Standard score

• Example 1: The average yield of a mango orchard in the

Province of Guimaras is normally distributed with a mean
µ=70 kg and standard deviation of σ=16 kg per tree.
• a. Shade the area under the normal curve that
represents the probability that an orchard yield between
38 and 70 kg.
• b. What is the percentage that the orchard will yield
between 70 and 86 kg?

▪ Answer: 47.72%