Chapter 2

Probability distribution

2.1 Discrete distribution

2.1.1 Binomial distribution
2.1.2 Poisson distribution
2.2

Continuous distribution
2.2.1 Normal distribution

Probability Distributions

Definitions
Sample A collection of measurements
selected from some larger source or population.
Probability Distribution A mathematical
model that relates the value of the variable with
the probability of occurrence of that value in
the population.
Random Variable variable that can take on
different values in the population according to
some random mechanism.

Introduction to Probability
Distributions

Random Variable

Represents a possible numerical value from

an uncertain event
Random
Variables
Discrete
Random Variable

Continuous
Random Variable

Probability Distributions

Two Types of Probability Distributions

Continuous When a variable being measured is
expressed on a continuous scale, its probability
distribution is called a continuous distribution. The
probability distribution of piston-ring diameter is
continuous.

Discrete When the parameter being measured can only

take on certain values, such as the integers 0, 1, 2, , the
probability distribution is called a discrete distribution.
The distribution of the number of nonconformities would
be a discrete distribution.

Important Discrete Distributions

i.
ii.

Binomial Distribution
Poisson Distribution

BINOMIAL DISTRIBUTION

Binomial Distribution
A quality characteristic follows a binomial
distribution if:
1. The outcomes of each trial must be independent of each
other. In other words, the outcome of one trial does not
affect the outcome of another trial.
2.

There must be a fixed number of trials.

2.

Each trial can have only two outcomes or outcomes. Each

outcome is either a success or failure.

3.

The probability of success is denoted by p and that of failure

by q, and p + q =1. The probabilities p and q remain
constant for each trial. The probability of a

Binomial Distribution

Note:

The success does not mean that the corresponding

outcome is considered favorable or desirable and
vice versa
The outcome to which the question refers
is called a success; the outcome to which it
does not refer is called a failure.

Binomial Distribution

For example:
The probability of a defective laptop
manufactured at a firm is 0.05 in a
random sample of ten.

The probability of 8 packages will not

arrive at its destination.

Binomial Distribution
The binomial distribution with parameters n 0
and 0 p 1 , is
n x
p ( x) p (1 p ) n x
x
Where;
n = the total number of trials
p = probability of success
q = 1 - p = probability of failure
x = number of successes in n trials

Binomial Distribution
(Example)
Compute the probabilities of X successes, using the
binomial formula.
a. n = 6, X = 3, p = 0.03
b. n = 4, X = 2, p = 0.18

Binomial Distribution
(Example)
a.

P(x = 3) = 6C3(0.03)3(1-0.03)6-3
= 6C3(0.03)3(0.97)3
= 0.0005

b.

P(x = 2) = 4C2(0.18)2(1-0.18)4-2
= 4C2(0.18)2(0.82)2
= 0.1307

Binomial Distribution
(Examples)
Sampling and testing over a long period has shown that
10% of the components made on a particular production
line are faulty. A sample of 10 components is chosen at
random. Find the probability that:
a) None of the components in the samples are faulty.
b) At least 2 of the components are faulty.

Binomial Distribution
(Examples)
(a) P( x 0)10 C 0 (0.1) 0 (0.9)10
0.3487

(b) P( x 2) 1 P( x 2)
1 P ( x 0,1)
1 (0.3487 10C1 (0.1)1 (0.9)9
1 (0.3487 0.3874)
0.2639

Binomial Distribution
The mean and variance of the binomial
distribution:
m np

s 2 np(1 p)

where;
n = the total number of trials
p = probability of success
q = 1-p = probability of failure

Binomial Distribution
(Examples)
Find the mean, variance and standard deviation
for each of the values of n and p when the
conditions for the binomial distribution are met.
a. n = 100, p = 0.75
b. n = 300, p = 0.3

Binomial Distribution
(Examples)
a.

m = np = 100(0.75) = 75
s2 = npq = 100(0.75)(0.25) = 18.75
s = npq = 18.75 = 4.33

b.

m = np = 300(0.30) = 90
s2 = npq = 300(0.30)(0.70) = 63
s = npq = 63 = 7.94

Binomial Distribution
(TRY)

Determine the probability distribution of the

random variable X if X ~ Bin (10, 0.4).
a. Compute also P(X = 5) and P(X < 2).
b. Determine the mean and variance for X.

Binomial Distribution
(TRY)

Binomial Distribution
(TRY)

A survey found that 25% of Malaysian watch

movie at the cinema. Determine the mean,
variance and standard deviation of the number of
individuals who watch movie at the cinema if a
random sample of 1000 Malaysian is selected at
the Bintang Walk.

Binomial Distribution
(TRY)

POISSON
DISTRIBUTION

PX
( x|
e- x
x!

Poisson Distribution

The Poisson distribution is a discrete probability

distribution that applies to occurrences of some event
over a specified interval.

The random variable x is the number of occurrences

of an event over some interval.

The occurrences must be random.

The occurrences must be independent of each other.

The occurrences must be uniformly distributed over

the interval being used.

Poisson Distribution

1.

2.

3.

Example of Poisson distribution

The number of emergency call received by an
ambulance control in an hour.
The number of vehicle approaching a bus stop in
a 5 minutes interval.
The number of flaws in a meter length of
material

Poisson Distribution
The Poisson distribution is
p(x )

x!

x 0 ,1 ,

where,
: mean number of occurrences in that interval
e: approximately 2.7183

Poisson Distribution
(Example)

The number of fish a man catches in an hour has

average 3 fish per hour. Calculate the probability
that:
(a) In the next hour he catches 3 fish.
(b) In the next hour he catches more than 4 fish.
(c) He catches 6 fish or less in next 2 hours.

Poisson Distribution
(Example)
(a)

e 3 33
P ( x 3)
3!
0.2240

(b)

P ( x 4) P ( x 5)
1 [ P ( x 0,1,2,3,4)]
e 3 30 e 3 31 e 3 3 2 e 3 33 e 3 3 4
1[

]
0!
1!
2!
3!
4!

0 . 1847

Poisson Distribution
(Example)
(c)

New mean =

3 2
6

P ( x 6 ) P ( x 0 ,1, 2 ,3, 4 ,5, 6 )

e 6 60 e 6 61 e 6 6 2
e 6 6 6
[

...
]
0!
1!
2!
6!

0.606309

Poisson Distribution
(TRY)

A student finds that the average number of

amoebas in 10 ml of ponds water from a particular
pond is 4. Assuming that the number of amoebas
follows a Poisson distribution, find the probability
that in a 10 ml sample,
there are exactly 5 amoebas
i.
there are no amoebas
ii.
iii.
there are fewer than three amoebas

Poisson Distribution
(TRY)

Poisson Distribution

The mean and variance of the Poisson

distribution are
m

Poisson Distribution
(Example)
An auto salesperson sells an average of 0.9 cars
per day. Find the mean, variance and standard
deviation of cars sold per day by this
salesperson.
Solution:

m = = 0.9
s2 = = 0.9
s = = 0.9 = 0.9487

NORMAL DISTRIBUTION

CHARACTERISTICS OF THE NORMAL

PROBABILITY DISTRIBUTION

The shape of the normal curve is often illustrated as

a bell-shaped curve.
Two parameters, (mean) and (standard
deviation),

The m controls the center and

s controls the spread.

The normal curve is symmetric.

CHARACTERISTICS OF THE NORMAL

PROBABILITY DISTRIBUTION

The total area under the curve is 1

(.5 to the left of the mean
and .5 to the right).

Probabilities for the normal random variable are

given by areas under the curve.

Normal Probability Distribution

1
f (x )
e
2

PDF:

= mean
= standard deviation
= 3.14159
e = 2.71828

1 x

Effect of varying parameters

(m & s)
f(X)
B
A

C
X

Empirical Rule

68%

3s 2s s

About 68% of the area lies

within 1 standard deviation
of the mean

m s 2s 3s

About 95% of the area lies

within 2 standard
deviations
About 99.7% of the area lies within 3
standard deviations of the mean

Continuous Random Variable

Probability
b

Probability Is Area
Under Curve!

P(a x b) f ( x)dx
a

f(x)

Standard Normal Distribution

The normal distribution with parameter values

m 0 and s 1
The random variable is denoted by Z.
The pdf is

1
z2 / 2
f ( z;0,1)
e
s 2

The cdf is
z

( z ) P( Z z )

f ( y;0,1)dy

Standard Normal Distribution

Shaded area = (z )

Standard
normal curve

Standard Normal Distribution

(Example)
Find the area under the standard normal curve to
the left of z = 1.95
Solution:

Standard Normal Distribution

(Example)
Let Z be the standard normal variable. Find (from table)
a. P( Z 0.85)
Area to the left of 0.85 = 0.8023
b. P(Z > 1.32)

1 P( Z 1.32) 0.0934

Standard Normal Distribution

c. P(2.1 Z 1.78)
Determine the area to the left of 1.78 then subtract
the area to the left of 2.1.

= P( Z 1.78) P( Z 2.1)
= 0.9625 0.0179
= 0.9446

Converting to the standard normal

distribution

But what if the variable is not standard normal? The

statistical tables are only for standard normal variable z.

Solution: convert the normal variable into a standard

normal variable by changing each x value into a z value.

Once the variable is converted to a standard normal

variable, look at the standard normal tables for the
probabilities.

Standardize the Normal

Distribution
X m
Z
s

Normal
Distribution

Standardized
Normal Distribution

s= 1

m= 0
One table!

Normal probability distribution

(Example)

A food company produces cans of beans. The net weight

of a can of bean is normally distributed with mean 524
gm and standard deviation 3 gm. A can of bean is
randomly selected. Calculate the probability that the net
weight is:
(a) More than 526 gm.
(b) Less than 523 gm.
(c) Between 523 gm and 526 gm.

Normal probability distribution

(Example)
526 524

P
(
x

526
)

P
Z

(a)

P( Z 0.67)
1 0.7486
0.2514

(b)

523 524

P ( x 523) P Z

P( Z 0.33)
1 0.6293

0.3707

Normal probability distribution

(Example)
523 524
526 524
Z

3
3

(c) P (523 x 526) P

P (0.33 Z 0.67)
P ( Z 0.67) [1 P( Z 0.33)]
0.7486 (1 0.6293)
0.7486 0.3707
0.3779

Normal probability distribution

(TRY)

An oil company sells on average 15 gallons of oil per

week with a standard deviation of 6 gallons. What is
the probability that the oil company will sell more
than 20 gallons next week?

Thank
you