2.

Theoretical distributions

In this chapter, we shall consider some important discrete and continuous probability distributions,
which occur frequently in many engineering and other applications.

2.1 Binomial distribution

Binomial distribution is derived from an experiment known as Bernoulli trial named after the swiss
mathematician James Beroulli.

Definition 2.1.1 A random variable X is said to follow a binomial distribution with parameter n and p
if its probability mass function is given by

nC x q n−x , x = 0, 1, 2, · · · , n
xp

P (X = x) =
 0, otherwise

Note 1

1. The parameter p is the probability of success in a single trial and n is the number of trials. n is
also known as the index or the degree of the binomial distribution.

2. It is clear that P (X = x) = p(x) ≥ 0 ∀ x

3. Binomial distribution is used in games of chance, military defense strategies, failure analysis and
many other situations.

Note 2 Formula to remember:

1. The binomial distribution is P (X = x) =n Cx px q n−x , x = 0, 1, 2, · · · , n

2. p+q=1

3. Moment generating function of binomial distribution is MX (t) = (q + pet )n

√
4. Mean= np , variance= npq and standard deviation= npq

1
2.2 Statistics and Queueing Theory

5. Mode of the binomial distribution is that value of x for which p(x) is maximum.

Moment Generating Function of Binomial Distribution

The MGF of Geometric distribution is given by

n
X
tX
MX (t) = E(e ) = etx P (X = x)
x=0
n
X
= etx nCx px q n−x
x=0
n
X
t
= e nCx (pet )x q n−x
x=0
= [pe + q]nt

∴ MX (t) = [pet + q]n

Mean and Variance of Binomial Distribution

MX (t) = [pet + q]n

0
First Moment = Mean = E(X) = MX (0)
0
MX (t) = n(q + pet )n−1 pet
0
MX (0) = np

00
Second Moment = E(X 2 ) = MX (0)
00
MX (t) = np[et (q + pet )n−1 + et (n − 1)(q + pet )n−2 pet ]
00
MX (0) = np[1 + (n − 1)p] = np + n2 p2 − np2

Var(X) = E(X 2 ) − [E(X)]2

= np + n2 p2 − np2 − n2 p2 = np − np2

= np(1 − p) = npq

M. Radhakrishnan, Asst.Professor, SRM University

Theoretical distributions 2.3

Problem 1 The mean of a binomial distribution is 20 and standard deviation is 4. Find the parameters
of the distribution.

Solution: Let (n,p) be the parameters of the binomial distribution,

√
then mean =np and standard deviation= npq.

Given np = 20 − − − −(1)
√
and npq = 4
⇒ npq = 16 − − − −(2)
Using (1) in (2), we get
16 4
(2) ⇒ 20q = 16 ⇒ q = =
20 5

4 1
∴ p=1−q =1− = and
5 5

1
∴ (1) ⇒ n. = 20 ⇒ n = 100
5
 
1
∴ the parameters are 100, .
5

Problem 2 Comment on the following ”The mean of a binomial distribution is 3 and variance is 4”.

Solution: Let (n,p) be the parameters of the binomial distribution,

then mean =np and variance= npq.

Given np = 3 − − − −(1)
and npq = 4 − − − −(2)
Using (1) in (2), we get
4
(2) ⇒ 3q = 4 ⇒ q = > 1, which is not true, since the probability value can not be greater than 1.
3

So, there is no binomial distribution with this data, the statement is false.

Problem 3 Six dice are thrown 729 times. How many times do you expect atleast 3 dice to show a five
or a six?

Solution: Success is getting 5 or 6 in a die. Let X denote the number of success when 6 dice are thrown.
∴ X is a binomial random variable with parameter (n, p).
∴ P (X = x) =n Cx px q n−x , x = 0, 1, 2, · · · , n

2 1
Given n = 6 and p =probability of getting 5 or 6 = =
6 3
1 2
∴ q =1−p=1− =
3 3

M. Radhakrishnan, Asst.Professor, SRM University

2.4 Statistics and Queueing Theory

 x  6−x
1 2
∴ P (X = x) =6 Cx , x = 0, 1, 2, · · · , 6
3 3

p(X ≥ 3) = 1 − P (X < 3)
= 1 − {P (X = 0 + P (X = 1) + P (X = 2))}
(  0  6−0  1  6−1  2  6−2 )
6C 1 2 6 1 2 6 1 2
=1− 0 + C1 + C2
3 3 3 3 3 3
1
=1− {64 + 192 + 240}
36
496 233
=1− =
729 729
233
when 6 dices are thrown 729 times, the number of times atleast 3 dice show 5 or 6 is 729 × = 233.
729
Problem 4 In 256 sets of 12 tosses of a fair coin,in how many cases may one expect 8 heads and 4 tails?

Solution: Let X denote the number of heads.

∴ X is a binomial random variable with parameter (n, p).
∴ P (X = x) =n Cx px q n−x , x = 0, 1, 2, · · · , n

1
Given n = 12 and p =probability of getting head=
2
1 1
∴ q =1−p=1− =
2 2
 x  12−x  12
12 1 1 12 1
∴ P (X = x) = Cx = Cx , x = 0, 1, 2, · · · , 12
2 2 2
 12
12 1
∴ P (X = 8) = C8 = 0.12
2

∴ the number of times to get 8 heads and 4 tails appearing in 256 sets= 256 × 0.12 = 30.72 ≈ 31times.

Problem 5 Ten coins are thrown simultaneously. Find the probability of getting atleast 7 heads?

Solution: Here n=10. Let X denotes number of heads. ∴ X follows a binomial distribution.
∴ P (X = x) =n Cx px q n−x , x = 0, 1, 2, · · · , n

1 1
Now p=probability of getting a head= . ∴ q = 1 − p =
 x  n−x 2 2  
10 1 1 10 1 10
∴ P (X = x) = Cx = P (X = x) = Cx , x = 0, 1, 2, · · · , 10
2 2 2

Required P (X ≥ 7) = P (X = 7) + P (X = 8) + P (X = 9) + P (X = 10)
 10  10  10  10
10 1 10 1 10 1 10 1
= C7 + C8 + C9 + C10
2 2 2 2
 10
1
= [120 + 45 + 10 + 1] = 0.1718
2

M. Radhakrishnan, Asst.Professor, SRM University

Theoretical distributions 2.5

 5
1 3 t
Problem 6 A discrete random variable X has moment generating function MX (t) = + e .
4 4
Find E [X] , V ar [X] and P (X = 2).

n
Solution: We know that moment generating function MX (t) = q + pet − − − − − (1)
1 3 t 5
 
Given MX (t) = + e . − − − − − −(2)
4 4
By uniqueness of MGF, (2) is the moment generating function of binomial distribution.

3 1
∴ n = 5, p = , q = .
4 4

3 15
∴ E [X] = np = 5. =
4 4

3 1 15
and V ar [X] = npq = 5. . =
4 4 16
  5−2  2   3
32

1 3 1 45
∴ P (X = 2) =5 C2 5
= C2 = = 0.0879
4 4 4 4 512

Exercise
1. The mean and variance of a binomial distribution are 8 and 6. Find P (X ≥ 2).

2. The mean and s.d.(standard deviation) of a binomial distribution are 5 and 2 respectively. Determine
the distribution.

3. Out of 800 families with 4 children each, how many families would be expected to have (1) 2 boys
and 2 girls (2) atleast one boy (3) at most 2 girls (4) children of both sexes.

4. Out of 2000 families with 4 children each, how many would you expect to have (1) at least 1 boy
(2) 2 boys (3) 1 or 2 girls (4) no girls?

M. Radhakrishnan, Asst.Professor, SRM University

2.6 Statistics and Queueing Theory

2.2 Poisson distribution

Poisson distribution is a limiting case of binomial distribution when the probability of success p is very
small and number of Bernoulli trials n is very large so that np = λ is a constant of moderate value. Thus
poisson distribution is also associated with Bernoulli trials and it relates to rare events. It was discovered
by the French mathematician Denis Poisson when he applied probability theory to law suits, criminal
trials, etc.

Definition 2.2.1 A random variable X is said to follow a Poisson distribution with parameter λ > 0, if
its probability mass function is given by

λx
P (X = x) = e−λ x = 0, 1, 2, · · · , ∞
x!

X is called a Poisson random variable.

Note 3

1. Mean=Variance= λ.

2. It is clear that P (X = x) = p(x) ≥ 0 ∀ x

t −1)
3. Moment generating function of Poisson distribution is MX (t) = eλ(e .

Moment Generating Function of Poisson Distribution

The MGF of Geometric distribution is given by

∞
X
MX (t) = E(etX ) = etx P (X = x)
x=0
∞
X e−λ λx
= etx
x!
x=0
∞
X (λet )x
= e−λ
x!
x=0
−λ λet t −1)
= e e = eλ(e

t −1)
∴ MX (t) = eλ(e

M. Radhakrishnan, Asst.Professor, SRM University

Theoretical distributions 2.7

Mean and Variance of Poisson Distribution

t −1)
MX (t) = eλ(e

0
First Moment = Mean = E(X) = MX (0)
0 t −1)
MX (t) = λet eλ(e
0
MX (0) = λ

00
Second Moment = E(X 2 ) = MX (0)
00 t −1) t −1)
MX (t) = (λet )2 eλ(e + λet eλ(e
00
MX (0) = λ2 + λ

Var(X) = E(X 2 ) − [E(X)]2

= λ2 + λ − λ2 = λ

Note that for Poisson Distribution, Mean=Variance= λ.

Problem 1 six coins were tossed 6400 times using the Poisson distribution. Find the probability of
getting 6 heads 10 times.
1
Solution:Probability of getting one head with one coin=
2
 6
1 1
∴ Probability of getting six heads with six coin= =
2 64

1
Here n=6400. ∴ λ = np = 6400 × = 100.
64

10010
P(getting 6 heads 10 times)= P (X = 10) = e−100
10!
Problem 2 A car hire firm has two cars which is been hired for day by day basis with mean of 1.5. Use
Poisson distribution to find on a particular day.

1. some demand is refused.

2. no car is used.

M. Radhakrishnan, Asst.Professor, SRM University

2.8 Statistics and Queueing Theory

3. no demand is refused.

Solution: Given λ = np = 1.5

1. P (X > 2) = 1 − P (X ≤ 2)

= 1 − [P (X = 0) + P (X = 1) + P (X = 2)]

(1.5)0 (1.5)1 (1.5)2

 
=1− e−1.5 + e−1.5 + e−1.5
0! 1! 2!
(1.5)2
 
= 1 − e−1.5 + e−1.5 (1.5) + e−1.5
2

= 1 − [0.233 + 0.334 + 0.251] = 0.191

(1.5)0
2. P (X = 0) = e−1.5
0!

= e−1.5 = 0.223

3. P (X ≤ 2) = [P (X = 0) + P (X = 1) + P (X = 2)]

(1.5)0 (1.5)1 (1.5)2

 
= e−1.5 + e−1.5 + e−1.5
0! 1! 2!
(1.5)2
 
= e−1.5 + e−1.5 (1.5) + e−1.5
2

= [0.233 + 0.334 + 0.251] = 0.808

Exercise
1. A manufacturer of pins know that 2% of his products are defective. If he sells pins in boxes of 100
and guarantees that not more than 4 pins will be defective. What is the probability that a box will
fail to meet the guaranteed quality.

2. If X is a Poisson random variable such that P (x = 2) = 9P (X = 4) + 90P (X = 6), find the

variance.

3. It is known that probability that an item produced by a certain machine will be defective is 0.01.
By applying Poisson approximation, show that the probability that a random sample of 100 items
2
selected at random from the total output will contain not more than one defective item is
e
t −1)
4. The MGF of a random variable X is e3(e , find P (X = 1).

M. Radhakrishnan, Asst.Professor, SRM University

Theoretical distributions 2.9

2.3 Geometric Distribution

A random variable X is said to follow Geometric distribution, if it assumes only non-negative values and
its probability mass function is given by

P (X = x) = q x p, x = 0, 1, 2, . . . , 0 < p < 1

where q = 1 − p.

We can also write the pmf of the Geometric distribution as

P (X = x) = q x−1 p, x = 1, 2, 3, . . . , 0 < p < 1

where q = 1 − p.

Moment Generating Function of Geometric Distribution

The MGF of Geometric distribution is given by

∞
X
MX (t) = E(etX ) = etx P (X = x)
x=0
∞
X
= etx q x p
x=0
∞
X
= (qet )x p
x=0
= p[1 + qet + (qet )x + (qet )x + . . . ]

= p(1 − qet )−1 [since(1 − x)−1 = 1 + x + x2 + . . . ]

p
∴ MX (t) = (1−qet )

Mean and Variance of Geometric Distribution

MX (t) = p(1 − qet )−1

0
First Moment = Mean = E(X) = MX (0)
0
MX (t) = (−1)p(1 − qet )−2 (−qet )
0 pq q
MX (0) = 2
=
p p

M. Radhakrishnan, Asst.Professor, SRM University

2.10 Statistics and Queueing Theory

00
Second Moment = E(X 2 ) = MX (0)
00
MX (t) = pq[(−2)(1 − qet )−3 (−q(et )2 ) + (et )(1 − qet )−2 ]
00 q(1 + q)
MX (0) =
p2

Var(X) = E(X 2 ) − [E(X)]2

q(1 + q) q 2 q
= 2
− 2 = 2
p p p

Memoryless/Forgetfullness Property of Geometric Distribution

If a random variable X which is following geometric distribution, then

P (X > s + k/X > s) = P (x > k)

, for any s, t > 0.

∞
X
P (X > r) = qxp
x=r
= q r p[1 + q + q 2 + . . . ] (1)
 
r 1
= q p = qr (2)
1−q

Now

P (X > s + k, X > s)
P (X > s + k/X > s) =
P (X > s)
q (s+k)
= = q k = P (X > k) (3)
qs

M. Radhakrishnan, Asst.Professor, SRM University

Theoretical distributions 2.11

2.4 Exponential Distribution

A continuous random variable X is said to follow an exponential distribution with parameter λ > 0 if
its probability density function is given by

λe−λx ,

when , x > 0
f (x) =

0, otherwise

Moment Generating Function of E XPONENTIAL D ISTRIBUTION

The MGF of Exponential distribution is given by

Z∞
tX
MX (t) = E(e ) = etx f (x)dx
x=0
Z∞
= etx λe−λx dx
0
Z∞
= λ e−(λ−t)x dx
0
" #
e−(λ−t)x
= λ
−(λ − t)
λ
= = λ(λ − t)−1
λ−t

Mean and Variance of Exponential Distribution

MX (t) = λ(λ − t)−1

0
First Moment = Mean = E(X) = MX (0)

M. Radhakrishnan, Asst.Professor, SRM University

2.12 Statistics and Queueing Theory

0
MX (t) = λ(−1)(λ − t)−2 (−1)
0 λ 1
MX (0) = =
λ2 λ

00
Second Moment = E(X 2 ) = MX (0)
00
MX (t) = λ(−2)(λ − t)−3 (−1)]
00 2λ 2
MX (0) = 3
= 2
λ λ

Var(X) = E(X 2 ) − [E(X)]2

2 1 1
= 2
− 2 = 2
λ λ λ

Memoryless/Forgetfullness Property of Exponential Distribution

If a random variable X is exponentially distributed, then

P (X > s + k/X > s) = P (x > k)

, for any s, t > 0.

Z∞
P (X > r) = λe−λx dx
x=r
∞
e−λx

= λ = e−λr (4)
λ r

Now

P (X > s + k, X > s)
P (X > s + k/X > s) =
P (X > s)
e−λ(s+k)
= = e−λk = P (X > k) (5)
e−λs

M. Radhakrishnan, Asst.Professor, SRM University

Theoretical distributions 2.13

2.5 Normal distribution

Normal distribution is the most important continuous probability distribution in statistics both from
practical and theoretical point of views.

Definition 2.5.1 A continuous random variable X with parameters µ and σ 2 is said to follow a normal
distribution if its probability density function is given by
!2
x−µ
1 −
f (x) = √ e σ , −∞ < x < ∞, σ > 0
σ 2π

X is called a normal random variable.

Note 4

1. The notation X N (µ, σ 2 ) means X is normally distributed with mean µ and variance σ 2

1
2. In the binomial distribution with parameters n and p, when n is very large and p is nearly the
2
binomial approaches normal.
Rx2
3. Let X N (µ, σ 2 ). Then P (x1 < X < x2 ) = f (x)dx. For any x1 , x2 this integral cannot be
x1
evaluated in closed form and so it should be evaluated by numerical methods. As µ and σ vary, we
have different function and every time we have to make different computations. So it is convenient
to have a fixed table which could be used for all such computations. This is done by transforming
X −µ
X into Z = .
σ

Problem 1 If X is normally distributed with mean 16 and s.d 3. Find

1. P (X ≥ 19)

2. P (12.5 < X < 19)

3. K if P (X > k) = 0.24

Solution: Given µ = 16 and σ = 3.

X −µ X − 16
Put Z = =
σ 3
19 − 16
1. When X = 19, Z = =1
3
∴ P (X ≥ 19) = P (Z ≥ 1)
= 0.5 − P (0 < z < 1)

z = 0.5 − 0.3413
0 0.3413 1 ?

0.5
= 0.1587

M. Radhakrishnan, Asst.Professor, SRM University

2.14 Statistics and Queueing Theory

12.5 − 16
2. When X = 12.5, Z = = 1.16
3

19 − 16
When X = 19, Z = =1
3
∴ P (12.5 < X < 19) = P (−1.16 < Z < 1)
= P (−1.16 < Z < 0) + P (0 < z < 1)
= P (0 < Z < 1.16) + P (0 < z < 1) 0.3710

= 0.3770 + 0.3413 z
-1.16 0.3710 0 0.3413 1 1.16

= 0.7183
3. P (X > K) = 0.24
k − 16
When X = K, Z = = z1
3

∴ P (X > K) = 0.24
⇒ P (Z > z1 ) = 0.24
⇒ P (0 < Z < z1 ) = 0.5 − 0.24 = 0.26
∴ the z1 is the value of Z corresponding to the area 0.26 and z1 = 0.7 (from normal table)
K − 16 K − 16
∴ = z1 ⇒ = 0.7 ⇒ K = 3(0.7) + 16 ⇒ K = 18.1
3 3

Problem 2 In a test on 2000 electric bulbs, it was found that the life of a particular make was normally
distributed with an average life of 2040 hours and standard deviation of 60 hours. Estimate the number
of bulbs likely to burn for

1. more than 2100 hours

2. less than 1950 hours

3. more than 1920 hours but less than 2160 hours.

Solution: Given µ = 2040 and σ = 60.

X −µ X − 2040
Put Z = =
σ 60
2100 − 2040
1. When X = 2100, Z = =1
60
∴ P (X ≥ 2100) = P (Z ≥ 1)
= 0.5 − P (0 < z < 1)
∴ the number of
z = 0.5 − 0.3413
0 0.3413 1 ?

0.5
= 0.1587
bulbs expected to burn for ≥ 2100 hours = 2000 × 0.1587 ≈ 159.

1950 − 2040
2. When X = 1950, Z = = −1.5
60

M. Radhakrishnan, Asst.Professor, SRM University

Theoretical distributions 2.15

∴ P (X ≤ 1950) = P (Z ≤ −1.5)
= 0.5 − P (0 < z < 1.5)

z = 0.5 − 0.4332
? -1.5 0 0.3413 1.5 ?

0.5
= 0.0668
∴ the number of bulbs expected to burn for less than 1950 hours = 2000 × 0.0668 ≈ 134.

1920 − 2040
3. When X = 1920, Z = = −2
60

2160 − 2040
When X = 2160, Z = =2
60
∴ P (1920 < X < 2160) = P (−2 < Z < 2)
= P (−2 < Z < 0) + P (0 < z < 2)
= P (0 < z < 2) + P (0 < z < 2)
0.4772
= 2P (0 < z < 2)
z
-2 0 2
= 2(0.4772) ?

= 0.9544
∴ the number of bulbs expected to burn for 1920 hours to 2160 = 2000 × 0.9544 ≈ 1908.

Problem 3 In a normal distribution 31% of the items are under 45 and 8% are over 64. Find the mean
and s.d. of the distribution.

X −µ
Solution: Let X follows N (µ, σ 2 ), Z =
σ
31 8
Given P (X < 45) = = 0.31 and P (X > 64) = = 0.08
100 100
45 − µ
When X = 45, Z = = −z1 ,
σ
31
∵ P (X < 45) = = 0.31
100
0.19
⇒ 45 − µ = −σz1
0.31 ∴ z1 is the value of z corresponding to the area
−z1
z Rz1
z=0
ϕ(z)dz = 0.19
0
∴ z1 = 0.495(from tables)
∴ 45 − µ = −0.495σ − − − − − (1)

M. Radhakrishnan, Asst.Professor, SRM University

2.16 Statistics and Queueing Theory

64 − µ
When X = 64, Z = = +z2 , ∵ P (X < 64) = 0.08
σ
⇒ 64 − µ = +σz2
0.42
∴ z2 is the value of z corresponding to the area
0.08 Rz2
z ϕ(z)dz = 0.42
z=0 Z2
0
∴ z2 = 1.405(from tables)
∴ 64 − µ = 1.405σ − − − − − (2)
Solving (1) and (2), we get µ = 49.95, σ = 10 or µ = 50, σ = 10

Exercise
1. If X is normally distributed with mean 8 and s.d 4. Find

(a) P (5 ≤ X ≤ 10)

(b) P (10 ≤ X ≤ 15)

(c) P (X ≥ 15)

2. In a distribution exactly normal 7% of the items are under 35 and 89% are under 63. What are the
mean and standard deviation of the distribution?

3. The marks of 100 students in an exam are found to be normally distributed with mean 70 and S.D.
5. Estimate the number of students whose marks will be

(a) between 60 and 75.

(b) more than 75 marks.

(c) less than 65 marks.

M. Radhakrishnan, Asst.Professor, SRM University