CT QB

STAT 309: PROBABILITY AND STATISTICS
FOR ENGINEERS
Mr. Isaac Akoto

University of Energy and Natural Resources - UENR
Department of Mathematics and Statistics
Lecture Note
October 25, 2017

Poisson Distribution and the Poisson Process
Experiments yielding numerical values of a random variable X,

the number of outcomes occurring during a given time interval
or in a specified region, are called Poisson experiments.
The given time interval may be of any length, such as a

minute, a day, a week, a month, or even a year. Hence a
Poisson experiment can generate observations for the random
variable X representing the number of telephone calls per hour
received by an office.
The specified region could be a line segment, an area, a

volume, or perhaps a piece of material.
isaac.akoto@uenr.edu.gh STAT 405: Probability and Statistics (3 credits)

Poisson Distribution
The number X of outcomes occurring during a Poisson

experiment is called a Poisson random variable, and its
probability distribution is called the Poisson distribution.
The mean number of outcomes is computed from p = λt ,

where t is the specific time, distance, area, or volume of
interest.
Since its probabilities depend on p = λt , the rate of

occurrence of outcomes, we shall denote them by the symbol
p(x; λt ).

Definition
The probability distribution of the Poisson random variable X ,
representing the number of outcomes occurring in a given time
interval or specified region denoted by t, is
e −λt (λt )x
p(x; λt ) = , x = 1, 2, . . .
x!

Example
During a laboratory experiment the average number of radioactive

particles passing through a counter in 1 millisecond is 4. What is
the probability that 6 particles enter the counter in a given
millisecond?

Solution
Using the Poisson distribution with x = 6 and λt = 4,

e 4 (4)6
p(6; 4) = = 0.1042
6!

Example
An automobile manufacturer is concerned about a fault in the

breaking mechanism of a particular model. The fault can on rare
occasions cause a catastrophe at high speed. Assume that the
distribution of the number of cars per year that will experience the
fault is a Poisson random variable with mean 6.
a Calculate the probability that:
i at most three cars will experience a catastrophe in a year,
ii more than one car will experience a catastrophe in six months.
b How many cars are expected to experience a catastrophe in

two years?

Solution
ai 0.151
aii 0.801
b 12

Mean and Variance for a Poisson Distribution
Mean
The mean or expectation of X is given by
E (X ) = λt
Variance
The Variance of X is also given by
Var (X ) = λt

Continuous Uniform Distribution
One of the simplest continuous distributions in all of statistics

is the continuous uniform distribution.
This distribution is characterized by a density function that is

flat, and thus the probability is uniform in a closed interval,
say [A, B].

Definition
The density function of the continuous uniform random variable X
on the interval [A, B] is
It should be emphasized that the density function forms a

1
rectangle with base B − A and constant height
B −A

The density function for a uniform random variable on the

interval [1, 3] is shown in the figure below.

Probabilities are simple to calculate for the uniform

distribution due to the simple nature of the density function.
However, note that the application of this distribution is based

on the assumption that the probability of falling in an interval
of fixed length within [A, B] is constant.

Example
Suppose that a large conference room for a certain company can

be reserved for no more than 4 hours. However, the use of the
conference room is such that both long and short conferences
occur quite often. In fact, it can be assumed that length X of a
conference has a uniform distribution on the interval [0, 4].
a What is the probability density function?
b What is the probability that any given conference lasts at

least 3 hours?

Solution
a The appropriate density function for the uniformly distributed

random variable X in this situation is
b
Z4
1 1
P(X ≥ 3) = dx =
4 4
3

The mean and variance of a Uniform Distribution
Mean
The mean or expectation of X is given by
A+B
E (X ) =
2
Variance
The variance of X is given by
(B − A)2
Var (X ) =
12

Normal Distribution
The most important, continuous probability distribution in the
entire field of statistics is the normal distribution.
Its graph, called the normal curve, is the bell-shaped curve: of

the figure below, which describes approximately many
phenomena that occur in nature, industry, and research.
Figure 1: The normal curve

Normal Distribution
A continuous random variable X having the bell-shaped

distribution of the figure above is called a normal random
variable.
The mathematical equation for the probability distribution of

the normal variable depends upon the two parameters, µ and
σ 2 , its mean and variance respectively.
Hence we denote the values of the density of X by N(x; µ, σ 2 )

or X ∼ N(µ, σ 2 )

Normal Distribution
Definition
The density function of the normal random variable X , with mean
µ and σ 2 is

2 1 1 2
X ∼ N(µ, σ ) = √ exp (x − µ) , −∞ < x < ∞
2πσ 2σ 2
Where π = 3.14159and e = 2.71828

Normal Distribution
In the figure below, we have sketched two normal curves
having the same standard deviation but different means.
The two curves are identical in form but are centered at

different positions along the horizontal axis.
Figure 2: Normal curve µ1 < µ2 and σ1 = σ2

Normal Distribution
In the figure, we have sketched two normal curves with the

same mean but different standard deviations.
This time we see that the two curves are centered at. exactly
the same position on the horizontal axis, but the curve with
the larger standard deviation is lower and spreads out farther.
Remember that the area under a probability curve must be

equal to 1, and therefore the more variable the set of
observations the lower and wider the corresponding curve will
be

Normal Distribution
Figure 3: Normal curve µ1 = µ2 and σ1 < σ2

Normal Distribution
The figure below shows the results of sketching two normal
curves having different means and different standard
deviations.
Clearly, they are centered at different positions on the

horizontal axis and their shapes reflect the two different values
of σ 2 .
Figure 4: Normal curve µ1 < µ2 and σ1 < σ2

Properties Of Normal Distribution
1 The mode, which is the point on the horizontal axis where the
curve is a maximum, occurs at x = µ
2 The curve is symmetric about a vertical axis through the

mean µ.
3 The curve has its points of inflection at x = µ ± σ, is concave

downward if µ − σ < X < µ + σ
4 The normal curve approaches the horizontal axis

asymptotically as we proceed in either direction away from the
mean.
5 The total area under the curve and above the horizontal axis
is equal to 1.

Areas under the Normal Curve
The curve of any continuous probability distribution or density

function is constructed so that the area under the curve
bounded by the two ordinates x = x1 and x = x2 equals the
probability that the random variable X assumes a value
between x = x1 and x = x2 .
Thus, for the normal curve in Figure 5,

Zx2 Zx2
2 1 1
P(x1 < X < x2 ) = n(x; µ, σ )dx = √ exp (x − µ)2
2πσ 2 2σ 2
x1 x1
is represented by the area of the shaded region.

Areas under the Normal Curve
Figure 5: P(x1 < X < x2 ) = area of the shaded region
The area under the curve between any two ordinates must
then also depend on the values mean µ and variance σ 2 .

The Standard Normal Distribution
A distribution of a normal random variable, Z , is said to be

standard if its mean is 0 and variance is 1. That is,
Z ∼ N(0, 1)
All observations of any normal random variables, X , can

fortunately be transformed into a standard normal random
variable with a new set of observations. This can be done bv
means of the transformation
X −µ
Z=
σ
Whenever X assumes a value x, the corresponding value of Z

x −µ
is given by z =
σ

Therefore, if X falls between the values x = x1 and x = x2 the

random variable Z will fall between the corresponding values
x1 − µ x2 − µ
z1 = and z2 =
σ σ
Consequently, we may write
P[x1 < X < x2 ]

x1 − µ x −µ x2 − µ
= P z1 = <z = < z2 =
σ σ σ
= P[z1 < Z < z2 ]

Figure 6: The Original and Transformed Normal Distribution
Specialized calculations have been made to compute values

for the standard normal table. The table below indicates the
area under the standard normal curve corresponding to
P(Z < z) or values of z ranging from -3.49 to 3.49.



We illustrate the use of this table. Look at the standard

normal distribution table (only a fragment of it below).
What does the number 0.3238 represent? It represents the

area under the standard normal curve above 0 and to the left
of 0.93.

In our examples and exercises, we will encounter two types of

questions regarding the normal distribution.
Type 1
The first type of problems requires us to find probability that
a certain event will or will not happen. In statistical notation,
it can be written as:
P(Z ≤ z) =?
P(Z ≥ z) =?
P(z1 ≤ Z ≤ z2 ) =?
In all these three cases, the answer can be found in the

standard normal table, not in the headings.

Type 1
Example
Given a standard normal distribution, find the area under the curve
that lies
to the right of z = 1.84,
between z = −1.97 and z = 0.86.

Type 1
Solution
The area in Figure (a) to the right of z = 1.84 is equal to 1
minus the area in Table above to the left of Z = 1.84, namely,
1 − 0.9671 = 0.0329.
The area in Figure (b) between z = −1.97 and z = 0.86 is

equal to the area to the left of z = 0.86 minus the area to the
left of z = -1.97. From the table, we find the desired area to
be 0.8051 − 0.0244 = 0.7807

Type 2
The second type of problems requires us to find za rather than
probability. In other words, you need will need to find a
number on the real line rather than the area under the curve.
In statistical notation, it can be written as:
P(Z ≤?) = (some probability between 0 and 1)
P(Z ≥?) = (some probability between 0 and 1)
P(? ≤ Z ≤?) = (some probability between 0 and 1)
In all these three cases, the answer can be found at the

heading of the standard normal table, not the probabilities in
the table. That is, we read the heading of the associated
probability.

Type 2
Example
Given a standard normal distribution, find the value of k such that
P(Z > k) = 0.3015
P(k < Z < −0.18) = 0.4197

Type 2
Solution
In Figure (a) we see that the σ 2 : value leaving an area of
0.3015 to the right must then leave an area of 0.6985 to the
left. From Table above it follows that k = 0.52.
From table above, we note that the total area to the left of
-0.18 is equal to 0.4286. In Figure (b) we see that the area
between k and −0.18 is 0.4197 so that the area to the left, of
k must be 0.4286 − 0.4197 = 0.0089. Hence, from table
above, we have k = −2.37.

Example
Given a random variable X having a normal distribution with
µ = 50 and σ = 10, find the probability that X assumes a value
between 45 and 62.

Solution
P[45 < X < 62]

45 − 50 x −µ 62 − 50
= P z1 = <Z = < z2 =
10 σ 10
= P[−0.5 < Z < 1.2] = P(Z < 1.2) − P(Z < −0.5)
= 0.8849 − 0.3085 = 0.5764

Example
Given that X has a normal distribution with µ = 300 and σ = 50,
find the probability that X assumes a value greater than 362.

Solution
P[X > 362]

x −µ 362 − 300
=P Z= >
σ 50
= P[Z > 1.24] = 1 − P(Z < 1.24)
= 1 − 0.8625 = 0.1075
Example
Given a normal distribution with µ = 40 and σ = 6, find the value
of x that has
45% of the area to the left,
14% of the area to the right.

Solution

Solution
a An area of 0.45 to the left of the desired x value is shaded in
Figure (a). We require a z value that leaves an area of 0.45 to
the left. From Table we find

x − 40
P Z= < z = 0.45
6
x − 40
=⇒Z = = φ−1 (0.45)
6
x − 40
=⇒Z = = −0.13
6
=⇒P(Z < −0.13) = 0.45

Solution
Note
φ−1 (0.45) is obtained by reading 0.45 from the negative table of
the area under the normal curve since the probability is less than
0.5 and that gives us -0.13 or 1 - 0.45 = 0.55 from positive table of
the area under the normal curve and negate that value. i.e. -0.13.
Therefore,
x = (6 × (−0.13)) + 40 = 39.22

Solution
b In Figure (b) we shade an area equal to 0.14 to the right of
the desired x value. This time we require a z value that leaves
0.14 of the area to the right and hence: an area of 0.86 to the
left. Again, from Table, we find
P(Z > z) = 1 − P(Z < z)

x − 40
=1−P Z =
6
= 1 − 0.14 = 0.86
X − 40
=⇒ Z = = φ−1 (0.86)
6
x − 40
=⇒ Z = = 1.08
6
∴ P(Z > 1.08) = 0.14
Solution
Note
φ−1 (0.86) is obtained by reading 0.86 from the positive table of
the area under the normal curve since the probability is greater
than 0.5 and that gives us 1.08.
Therefore,
x = (6 × (−0.13)) + 40 = 39.22

Example
A certain type of storage battery lasts, on average, 3.0 years with a
standard deviation of 0.5 year. Assuming that the battery lives are
normally distributed, find the probability that a given battery will
last less than 2.3 years.

Solution
We find,
P(X < 2.3)

x − 3.0 2.3 − 3.0
=P Z = <
0.5 0.5
= P[Z < −1.4]
= 0.0808

Example
An electrical firm manufactures light bulbs that have a life, before
burn-out, that is normally distributed with mean equal to 800
hours and a standard deviation of 40 hours. Find the probability
that a bulb burns between 778 and 834 hours.

Solution
We find,
P(778 < X < 834)

778 − 800 x − 800 834 − 800
=P < <
40 40 40
= P[−0.55 < Z < 0.85]
= P[Z < 0.85] − P[Z < −0.55]
= 0.8023 − 0.2912
= 0.5111

Example
In an industrial process the diameter of a ball bearing is an
important component part. The buyer sets specifications on the
diameter to be 3.0 ± 0.01cm. The implication is that no part falling
outside these specifications will be accepted. It is known that in
the process the diameter of a ball bearing has a normal distribution
with mean µ = 3.00 and standard deviation σ = 0.005. On the
average, how many manufactured ball bearings will be scrapped?

Solution
We find,
P(2.99 < X < 3.01)

2.99 − 3.00 x − 3.00 3.01 − 3.00
=P < <
0.005 0.005 0.005
= P[−2.0 < Z < 2.0]
Due to symmetry of the normal distribution, we find that

P(−2.00 < X < 2.00)
= 2P[Z < 2.00]
= 2 × 0.0228
= 0.0456
Example
Gauges are used to reject all components where a certain
dimension is not within the specification 1.50 ± d. It is known that
this measurement is normally distributed with mean 1.50 and
standard deviation 0.2. Determine the value d such that the
specifications cover 95% of the measurements.

Solution

1.50 − d − 1.50 x − 1.50 1.50 + d − 1.50
P <Z = < = 0.95
0.2 0.2 0.2

−d d
P z1 = < Z < z2 = = 0.95
0.2 0.2
P[z1 < Z < z2 ] = 0.95
From the area under the curve, the score that gives a probability of
0.95 is 1.96, so
P[−1.96 < Z < 1.96] = 0.95
Therefore,
d
1.96 = =⇒ d = 0.2 × 1.96 = 0.392
0.2
Example
A certain machine makes electrical resistors having a mean
resistance of 40 ohms and a standard deviation of 2 ohms.
Assuming that the resistance follows a normal distribution and can
be measured to any degree of accuracy,
a what percentage of resistors will have a resistance exceeding
43 ohms?
b find the percentage of resistances exceeding 43 ohms if

resistance is measured to the nearest ohm.

Solution
a A percentage is found by multiplying the relative frequency by
100%. Since the relative frequency for an interval is equal to
the probability of falling in the interval, we must find the area
to the right of x = 43 i.e.
P[X > 43]

x − 40 43 − 40
P Z= >
2 2
= P(Z > 1.5)
= 1 − P(Z < 1.5)
= 1 − 0.9332 = 0.0668
Hence, 6.68%. of the resistors will have a resistance exceeding

43 ohms.
Solution
b This problem differs from a. in that we now assign a
measurement of 43 ohms to all resistors whose resistances are
greater than 42.5 and less than 43.5. We are actually
approximating a discrete distribution by means of a
continuous normal distribution. We now find that
P(X > 43.5)
= P(Z > 1.75)
= 1 − P(Z < 1.75) = 1 − 0.9599 = 0.0401
Therefore, 4.01% of the resistances exceed 43 ohms when

measured to the nearest ohm. The difference 6.6% - 4.0% =
2.67%: between this answer and that of a. represents all
those resistors having a resistance greater than 43 and less
than 43.5 that are now being recorded as 43 ohms.
THANK YOU

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STAT 309: PROBABILITY AND STATISTICS

Mr. Isaac Akoto

October 25, 2017

Experiments yielding numerical values of a random variable X,

The given time interval may be of any length, such as a

The specified region could be a line segment, an area, a

isaac.akoto@uenr.edu.gh STAT 405: Probability and Statistics (3 credits)

The number X of outcomes occurring during a Poisson

The mean number of outcomes is computed from p = λt ,

Since its probabilities depend on p = λt , the rate of

isaac.akoto@uenr.edu.gh STAT 405: Probability and Statistics (3 credits)

isaac.akoto@uenr.edu.gh STAT 405: Probability and Statistics (3 credits)

During a laboratory experiment the average number of radioactive

isaac.akoto@uenr.edu.gh STAT 405: Probability and Statistics (3 credits)

Using the Poisson distribution with x = 6 and λt = 4,

isaac.akoto@uenr.edu.gh STAT 405: Probability and Statistics (3 credits)

An automobile manufacturer is concerned about a fault in the

b How many cars are expected to experience a catastrophe in

isaac.akoto@uenr.edu.gh STAT 405: Probability and Statistics (3 credits)

isaac.akoto@uenr.edu.gh STAT 405: Probability and Statistics (3 credits)

isaac.akoto@uenr.edu.gh STAT 405: Probability and Statistics (3 credits)

One of the simplest continuous distributions in all of statistics

This distribution is characterized by a density function that is

isaac.akoto@uenr.edu.gh STAT 405: Probability and Statistics (3 credits)

It should be emphasized that the density function forms a

isaac.akoto@uenr.edu.gh STAT 405: Probability and Statistics (3 credits)

The density function for a uniform random variable on the

isaac.akoto@uenr.edu.gh STAT 405: Probability and Statistics (3 credits)

Probabilities are simple to calculate for the uniform

However, note that the application of this distribution is based

isaac.akoto@uenr.edu.gh STAT 405: Probability and Statistics (3 credits)

Suppose that a large conference room for a certain company can

a What is the probability density function?

b What is the probability that any given conference lasts at

isaac.akoto@uenr.edu.gh STAT 405: Probability and Statistics (3 credits)

a The appropriate density function for the uniformly distributed

isaac.akoto@uenr.edu.gh STAT 405: Probability and Statistics (3 credits)

isaac.akoto@uenr.edu.gh STAT 405: Probability and Statistics (3 credits)

Its graph, called the normal curve, is the bell-shaped curve: of

Figure 1: The normal curve

isaac.akoto@uenr.edu.gh STAT 405: Probability and Statistics (3 credits)

A continuous random variable X having the bell-shaped

The mathematical equation for the probability distribution of

Hence we denote the values of the density of X by N(x; µ, σ 2 )

isaac.akoto@uenr.edu.gh STAT 405: Probability and Statistics (3 credits)

Where π = 3.14159and e = 2.71828

isaac.akoto@uenr.edu.gh STAT 405: Probability and Statistics (3 credits)

The two curves are identical in form but are centered at

Figure 2: Normal curve µ1 < µ2 and σ1 = σ2

isaac.akoto@uenr.edu.gh STAT 405: Probability and Statistics (3 credits)

In the figure, we have sketched two normal curves with the

Remember that the area under a probability curve must be

isaac.akoto@uenr.edu.gh STAT 405: Probability and Statistics (3 credits)

Figure 3: Normal curve µ1 = µ2 and σ1 < σ2

isaac.akoto@uenr.edu.gh STAT 405: Probability and Statistics (3 credits)

Clearly, they are centered at different positions on the

Figure 4: Normal curve µ1 < µ2 and σ1 < σ2

2 The curve is symmetric about a vertical axis through the

3 The curve has its points of inflection at x = µ ± σ, is concave

4 The normal curve approaches the horizontal axis

isaac.akoto@uenr.edu.gh STAT 405: Probability and Statistics (3 credits)

The curve of any continuous probability distribution or density

Thus, for the normal curve in Figure 5,

is represented by the area of the shaded region.