UECM2623/UCCM2623 Numerical Methods and Statistics

Chapter 3: Probability Distribution

3.1 Random Variables

Random variable
A random variable is a variable whose value is determined by the outcome of a random
experiment. In general, it is denoted by the capital letter, X.

Discrete random variable

A random variable that assumes countable values is called a discrete random variable.

Example
1. The number of cars sold at a dealership during a given month.
2. The number of houses in a certain block.
3. The number of heads obtained in three tosses of a coin.

Continuous random variable

A random variable that can assume any value contained in one or more intervals is called a
continuous random variable.

Example
1. The height of a person.
2. The time taken to complete an examination.
3. The weight of a baby.
4. The price of a house.

3.2 Probability distribution of a discrete random variable

Probability distribution of a discrete random variable lists all the possible values that the random
variable can assume and their corresponding probabilities.

The ordered pairs (x, P(x)) where P ( x) = P ( X = x) is called the probability distribution of the
discrete random variable X.

Two characteristics of a probability distribution:

1. 0 ≤ P ( x) ≤ 1 for each value of x
2. ΣP ( x ) = 1

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Example 3.1
The following table lists the probability distribution of the number of breakdowns per week for a
machine based on past data.

Breakdowns per week 0 1 2 3

Probability 0.15 0.20 0.35 0.30

a) Present this probability distribution graphically.

b) Find the probability that during a given week, the number of breakdowns for this
machine is
i) exactly 2 ii) 0 to 2
iii) more than 1 iv) at most 1

Solution
Let x denote the number of breakdowns for this machine during a given week.

Example 3.2
According to a survey, 60% of all students at a large university suffer from math anxiety. Two
students are randomly selected from this university. Let x denote the number of students in this
sample who suffer from math anxiety. Develop the probability distribution of x.

Solution:
We define N = the student selected does not suffer from math anxiety
M = the student selected suffers from math anxiety

X Events P(X = x)

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3.2.1 Mean
The mean of a discrete random variable X is also called its expected value and is computed as
E ( X ) or µ = xP( x)
3.2.2 Variance
The variance of a discrete random variable X measures the spread of its probability distribution
and is computed as
Var ( X ) or σ 2 = E ( X 2 ) − ( E ( X )) 2
= x 2 P( x) − µ 2

The standard deviation of a discrete random variable X is given by

σ = σ2
= x 2 P( x ) − µ 2

Example 3.3
Refer to Example 3.1
Find the mean and standard deviation of the number of breakdowns per week for this machine.

Solution

X P (x) xP(x) x 2 P( x)
0 0.15 0 0
1 0.20 0.20 0.20
2 0.35
3 0.30 2.70
Σ 1.80

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3.3 The Binomial Probability Distribution

3.3.1 Combinations

Combinations (order does not matter)

The number of combinations for selecting x from n distinct elements is given by the formula
n n!
n
Cx = =
x x!(n − x)!

3.3.2 The Binomial Experiment

An experiment that satisfies the following four conditions is called a binomial experiment.
1. There are n identical trials.
2. Each trial has two and only two outcomes. These outcomes are usually called a success
and a failure. Each trial is called a Bernoulli trial.
3. P(success) = p , P(failure) = q, and p + q = 1 . The probabilities p and q remain constant
for each trial.
4. The trials are independent.

Example 3.4
Consider the experiment consisting of 10 tosses of a coin. Determine whether or not it is a
binomial experiment.

3.3.3 The Binomial Random Variable

The random variable X that represents the number of successes in n trials for a binomial
experiment is called a binomial random variable.

Binomial Probability Distribution

The probability distribution of X in a binomial experiment is called the binomial probability
distribution or the binomial distribution and denoted by B(n, p). We will write this as
X ~ B (n, p ).

Binomial Formula
For a binomial experiment, the probability of exactly x successes in n trials is given by
the binomial formula
n
P ( X = x) = p x q n − x where x = 0,1,2,..., n ; q = 1 − p
x

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To find the probability of x successes in n trials for a binomial experiment, the only parameters
needed are those of n and p.

Example 3.5
According to a poll of women aged 18 and older, 60% of the women said that they do not spend
enough time on themselves. Assume that this result holds true for the current population of all
women aged 18 and older. Let X denote the number in a random sample of three women aged 18
and older who hold this view. Write the probability distribution of x and draw a line graph for
this probability distribution.

Solution
Note that n - x is the number of women who either say that they spend enough time on
themselves or have no opinion.
p = P(a woman holds the given view) =
q = P(a woman does not hold the given view) =
The possible values of x are
Probability distribution of X: Line graph of the probability distribution of X:

x P(X = x)

Using the Table of Binomial Probabilities

Example 3.6
Suppose that X ~ B (n = 100, p = 0.25) . Find:
i) P ( X = 24)

ii) P (21 ≤ X < 30)

iii) P ( X < 20)

iv) E(X)

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Mean and Variance of a binomial distribution

Suppose X ~ B (n, p) . Then the mean and variance of X are
µ = np and σ 2 = npq
where q = 1 − p .

Suppose X ~ B (n, p) and Y = n − X . Then

Y ~ B ( n, 1 − p ) .

Example 3.7
Suppose X ~ B (n = 10, p = 0.8) and Y ~ B(n = 10, p = 0.2)
P ( X = 7) P (Y = 3)

Example 3.8
The probability that a patient recovers from a rate blood disease is 0.6. If 20 people are known
to have contracted this disease, what is the probability that
a) exactly 5 survive?
b) from 3 to 8 survive?
c) at least 10 survive?

Solution
Let X be the number of patients out of 20 who survive from this disease.

3.4 The Poisson Probability Distribution

The Poisson distribution is a discrete probability distribution that applies to occurrences of some
events over a specified interval. The random variable X is the number of occurrences of the
events in an interval. The interval can be time, distance, area, volume or some similar unit.

The following are examples of discrete random variable for which the Poisson probability
distribution can be applied.
1. The number of telemarketing phone calls received by a household during a given day.
2. The number of mistakes typed on a given page.
3. The number of customers entering a grocery store during a one-hour interval.

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Poisson Probability Distribution Formula

The probability of x occurrences in an interval is
λx e −λ
P( X = x) = x = 0,1, 2,
x!
where λ is the mean number of occurrences in that interval .
The Poisson distribution is denoted by Poisson( λ ).

Mean and Variance of the Poisson probability distribution

Suppose X ~ Poisson(λ ) , then µ = λ = σ 2 .

Example 3.9
A washing machine in a laundry shop breaks down an average of three times per month. Find
the probability that during the next month this machine will have
a) exactly two breakdowns
b) at most one breakdown
c) at least one breakdown

Solution
Let λ be the mean number of breakdowns per month, and let X be the actual number of
breakdowns observed during the next month for this machine.

Using the Table of Poisson Probabilities

Example 3.10
On average, two new accounts are opened per day at Bank ABC. Find the probability that on a
given day, the number of new accounts opened at this bank will be
a) exactly 6 b) at most 3 c) at least 7

Solution
Let X be the number of new accounts opened per day.

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3.5 Continuous Probability Distribution

A continuous random variable is a random variable whose values are not countable, it can
assume any value over an interval or intervals.

For example, the life of a battery, heights of persons, time taken to complete a test, etc, are
continuous random variables.

The probability that a continuous random variable X assumes a single value is always zero.
That is, P ( X = a ) = 0

Therefore, for a continuous random variable X, we will also call its probability distribution curve,
probability density function. This function, f (x) , satisfies the following properties:

i) f ( x) ≥ 0 , for all x.
ii) The total area between the curve of f (x) and the x-axis is always 1, that is
∞
f ( x) dx = 1
−∞
b
iii) P (a < X < b) = f ( x) dx .
a

Note that : P (a < X < b) = P (a ≤ X < b) = P (a < X ≤ b) = P (a ≤ X ≤ b)

3.5.1 Mean
Let X be a continuous random variable with probability density function f (x) . The mean or
∞
expected value of X is µ = E ( X ) = x f ( x) dx .
−∞

3.5.2 Variance
Let X be a continuous random variable with probability density function f (x) and mean µ . The
∞
variance of X is Var ( X ) = σ X2 = E[( X − µ ) 2 ] = ( x − µ ) 2 f ( x) dx
−∞
∞
or Var ( X ) = σ X2 = E ( X 2 ) − µ 2 = x 2 f ( x) dx − µ 2
−∞

3.6 The Normal Distribution

The normal distribution is one of the many probability distributions that a continuous random
variable can possess. The normal distribution is the most important and most widely used of all
probability distributions.

The normal probability distribution or the normal curve is a bell-shaped (symmetric) curve, its
mean is denoted by µ and its variance by σ 2 .

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The probability density function of a normal distribution is

f ( x) =
1
exp −
(x − µ )
2
− ∞ < x < ∞, − ∞ < µ < ∞, σ > 0
σ 2π 2σ 2

If X~ N ( µ , σ 2 ) , then the mean and the variance of X are µ X = E ( X ) = µ and

σ 2
X = Var ( X ) = σ , respectively.
2

The properties of a normally distributed variable:

1. The total area under the normal curve is 1.0
2. The curve is symmetric about the mean.
3. The two tails of the curve extend indefinitely.
4. Its mean, mode and median are all the same.

3.6.1 The Standard Normal Distribution

A normally distributed variable having mean 0 and variance 1 is said to have the standard
normal distribution.

Example 3.11
If Z ~ N(0, 1), find
a) P(1.19 < Z < 2.12)

b) P(-1.56 < Z < 2.31)

c) P(Z > -0.75)

d) P(0 < Z < 5.67)

e) P(-1.7 < Z < -0.88)

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X −µ
The standardized version of a normally distributed variable X, Z = , has the standard
σ
normal distribution. This is also called the Z values or Z scores.

Example 3.12

If X ~ N(40, 25), find

a) P(X > 55)

b) P(X < 49)

c) P(42 < X < 50)

d) P(32 < X < 38)

Example 3.13
a) Determine the Z-score having an area of 0.04 to its left under the standard normal curve.
b) Find the two Z-scores that divide the area under the standard normal curve into a middle
0.95 area and two outside 0.025 areas.

Solution

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Example 3.14
ABC produces many types of soft drinks, including Cola. The amount of soda in each can of
Cola has a normal distribution with a mean of 12 ounces and a standard deviation of 0.015 ounce.
a) What is the probability that a randomly selected can of Cola contains 11.97 to 11.99
ounces of soda?
b) What percentage of the Cola cans contain 12.02 to 12.07 ounces of soda?
Solution

Example 3.15
The life span of a calculator has a normal distribution with a mean of 65 months and a standard
deviation of 8 months. The company guarantees that any calculator that starts malfunctioning
within 36 months of the purchase will be replaced by a new one.
a) About what percentage of calculators made by this company are expected to be replaced?
b) What should the warranty period be to replace a malfunctioning calculator if the
company does not want to replace more than 1% of all the calculators sold?

Solution

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