PROBABILTY

DISTRIBUTION
Prepared by: Engr JDagdag
Random Variables
 Function that assigns numerical values to the
outcomes of a sample space.
 Capital letter – random variable

Classification:
 Discrete random variable is one of whose set of
possible values is finite or countable infinite.
 Continuous Random Variable is one that can
assume values on a continuous scale
Probability Distribution of
Discrete Random Variables
 Probability distribution – is a formula or a table
listing all possible values that a random variable
can take on. This is the theoretical counterpart of
frequency distribution.
 Probability mass function – of a discrete random
variable X is defined for every number x by
f(x)=P(X=x)
Properties of a discrete probability function:
1. f(x) ≥ 0
2. ∑ f(x) = 1
Examples…
E1. Find the probability distribution for the number of
heads that appear when a coin is tossed 3 times.
Solution:
Let X=number of heads that appear
x= 𝐻𝐻𝐻, 𝐻𝐻𝑇, 𝐻𝑇𝐻, 𝐻𝑇𝑇, 𝑇𝐻𝐻, 𝑇𝐻𝑇, 𝑇𝑇𝐻, 𝑇𝑇𝑇
x = 0, 1, 2, 3
f(x) = P(X=x)
x f(x)
0 1/8
1 3/8
2 3/8
3 1/8
∑ 1
E2. Find the probability mass function of random
variable Y which represents the number of red
marbles out of three balls drawn at random from an
urn containing 5 red marbles and 6 white marbles.
Solution:
Let Y=number of red marbles
m f(m)
y= 0, 1, 2, 3
4
5 𝐶0 6 𝐶3 20 4 0
f(0) = P(M=0)= = = 33
11 𝐶3 165 33
5
𝐶1 6 𝐶2 75 5 1
f(1) = P(M=1)= 5 = = 11
11 𝐶3 165 11
4
5 𝐶2 6 𝐶2 60 4 2
f(2) = P(M=2)= = = 11
11 𝐶3 165 11 2
3
5 𝐶3 6 𝐶0 10 2 33
f(3) = P(M=3)= = =
11 𝐶3 165 33 ∑ 1
Alternative solution:
6 5 4 4
f(0) = P(BBB) = =
11 10 9 33
f(1) = P(RBB or BRB or BBR)
5 6 5 6 5 5 6 5 5 5
= + + =
11 10 9 11 10 9 11 10 9 11
f(2) = P(RRB or RBR or BRR)
5 4 6 5 6 4 6 5 4 4
= + + =
11 10 9 11 10 9 11 10 9 11
5 4 3 2
f(3) = P(RRR) = =
11 10 9 33

4 5 4 2
∑f= + + + =1
33 11 11 33
Distribution Functions for Discrete
Random Variables
 The cumulative distribution function
(cdf) designated by F(x) for a
discrete random variable X is
defined by
 F(x) = P(x≤ 𝑥) = σ𝑢≤𝑥 𝑓(𝑢)
Example. Find the cumulative distribution function
for the number of heads that appear when a coin is
tossed 3 times.
x f(x) cdf
1 1
 F(0) =P x≤0 0
1 8 8
=𝑓 0 = 3 1
8
1
 F(1) =P x≤1 8
2
1 3 1 7
=𝑓 0 +𝑓 1 = + = 2
3
8 8 2 8
 F(2) =P x≤2 8
1
=𝑓 0 +𝑓 1 +𝑓 2 =
1
+
3 3
+ =
7 3 1
8 8 8 8 8
 F(3) =P x≤3
1 3 3 1
= 𝑓 0 + 𝑓 1 + 𝑓 2 + 𝑓(3) = + + + =1
8 8 8 8
Continuous Random Variables
 The function f(x) is a probability density function
(pdf) for a continuous random variable X, defined
over the set of real numbers R.
 PROPERTIES OF PDF
1. f(x) ≥ 0
∞
2. ‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 = 1
𝑏
3. P(a<X<b) =‫𝑥𝑑 𝑥 𝑓 𝑎׬‬
The cumulative distribution function (cdf) F(x) of a
continuous random variable x with density function
f(x) is given by
𝑥
F(x) = 𝑃 𝑥 ≤ 𝑥 = ‫׬‬−∞ 𝑓 𝑡 𝑑𝑡
Example. A continuous random variable x that can
assume value between x=2 and x=5 has a density
2
function given by 𝑓 𝑋 = (1+X). Find
27
a) P(x<4)
b) P(3<x<4)

Solution:
a) P(x<4)
𝑥
𝑥 2 𝑥 1
since F(x)= ‫׬‬2 𝑓 𝑡 𝑑𝑡 = ‫׬‬ 1 + 𝑡 𝑑𝑡 = 1+𝑡 2 2
27 2 27
1
F(x) = 1+𝑥 2 −9
27
25−9 16
F(4) = =
27 27
Example. A continuous random variable x that can
assume value between x=2 and x=5 has a density
2
function given by 𝑓 𝑋 = (1+X). Find
27
a) P(x<4)
b) P(3<x<4)

Solution:
∞ 2 4 1
b) P(3<x<4)=‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 = ‫׬‬ 1 + 𝑥 𝑑𝑡 = ሾ(1 +
27 3 27
The Mean and Variance of A
Continuous Random Variable

MEAN
μ=E(X)=‫𝑥𝑑 𝑥 𝑓 𝑥׬‬
VARIANCE
σ2 = ‫ 𝑥 ׬‬− μ 2 𝑓 𝑥 𝑑𝑥
 Some Discrete Probability
Distribution
 Binominal experiment
If an experiment consists of n repeated trials, each
trial has two possible outcomes which may be
labeled as success or failure, and if the repeated
trials are independent, the probability of a success
remains constant from trial to trial.
 Binomial Random Variable the number of success
in n independent trials
 Binomial distribution probability distribution of this
discrete random variable
 Ifa binomial trial can result in a success with a
probability p and a failure with probability q=1-p,
then the probability distribution of the binomial
random variable X, the number of success in n
independent trials is

𝒇 𝒙 = 𝒃 𝒙; 𝒏, 𝒑 = 𝑪 𝒑𝒙 𝒒𝒏−𝒙
𝒏 𝒙
MEAN
μ = np

VARIANCE
σ2 =npq
Example. A safety engineer claims that only 40% of all
workers wear safety helmets while at the workplace
during their break. Given that his claim is right, if 6
workers are randomly chosen, what is the probability
that 4 workers will be wearing their helmets during
their break at the workplace?
Solution:
x = number of workers wearing helmets
p=0.40
q=0.60
n=6
P(4workers wear helmets) = P(x=4)=f(4)= 6 𝐶4 𝑝4 𝑞 2
6!
= = 0.4 4
0.6 2
= 0.1382
(4!)(2!)
Example. The probability that a fluorescent light will
last for at least 800 hours is 0.9, find the probabilities
that among 20 lights selected
a) Exactly 18 will last for at least 800 hours
b) At least 15 will last for at least 800 hours
c) At least 2 will not last for at least 800 hours
Solution:
Let x=number of fluorescent lights that will last for at
least 800 hours
p=0.9
q=0.1
n=20
Solution. The probability that a fluorescent light will last
for at least 800 hours is 0.9, find the probabilities that
among 20 lights selected
a) Exactly 18 will last for at least 800 hours
x=18 will last for at least 800 hours
p=0.9
q=0.1
n=20

P(exactly 18 lights will last)=P(x=18)=f(18)= 20 𝐶18 𝑝18 𝑞 2

20!
= 0.9 18 0.1 2
(18!)(2!)
P(exactly 18 lights will last)=0.2852
Solution. The probability that a fluorescent light will last
for at least 800 hours is 0.9, find the probabilities that
among 20 lights selected
b) At least 15 will last for at least 800 hours
x=15 will last for at least 800 hours
p=0.9
q=0.1
n=20

P(at least 15 lights will last)=P(x≥15)=1-P(x<15) =1 −

σ14
𝑥=0 𝑓(𝑥)
=1 − 0.0013
P(atleast15 lights will last)=0.9887
Solution. The probability that a fluorescent light will last
for at least 800 hours is 0.9, find the probabilities that
among 20 lights selected
c) At least 2 will not last for at least 800 hours
x=at least 2 will not last for at least 800 hours
p=0.9, q=0.1, n=20

P(at least 2 lights will not last)=P(at most 18 will last )

=𝑃 𝑥 ≤ 18 = σ18 𝑥=0 𝑓(𝑥)
P(at least 2 lights will not last)=0.6083

Alternative solution:
P(at least will not last)=P(x≥ 2) = 1 − 𝑃(𝑋 < 2)
= 1 − σ1𝑥=0 𝑓(𝑥)=1-0.3971=0.6083
Poisson Distribution
 Poisson Experiment
- An experiment that yields the number of
outcomes during a given time interval or a
specific region
 Poisson Random Variable
- The number of outcomes occurring in a Poisson
experiment
 Poisson Distribution
- Probability of the number of outcomes in a
Poisson random variable
 The Probability distribution of the Poisson random
variable x, the number of outcomes occurring in a
given time interval or specified region is given by
f(x) = p(x; μ)
𝑒 −μ μ𝑥
𝑃 𝑥; μ =
𝑥!
where:
μ = the average number of outcomes
μ=λt
λ = the average number of outcomes per unit time or region
t = the time or region

MEAN
μ=λt
VARIANCE
σ2 =λ t
Example. A certain intersection was studied to justify
the installation of traffic lights. Study shows that this
intersection results in 3 traffic accidents per month on
the average. What is the probability that in any given
month at this intersection
a. Exactly 5 accidents will occur?
b. Less than 3 accidents will occur?
c. At least 2 accidents will occur?
Solution:
x=number of traffic accidents in a particular month
λ=3accidents/month
μ=λt=3accidents/month (month) = 3 accidents
Solution. A certain intersection was studied to justify
the installation of traffic lights. Study shows that this
intersection results in 3 traffic accidents per month on
the average. What is the probability that in any given
month at this intersection
a. Exactly 5 accidents will occur?
x= exactly 5 accidents will occur = 5
λ=3accidents/month
μ = λt = 3 accidents
𝑒 −μ μ𝑥 𝑒 −3 μ5
P(5 accidents) = P(x=5)=f(5)= = =0.1008
𝑥! 5!
or
P(x=5)=σ50 𝑓(𝑥) − σ40 𝑓(𝑥)=0.9161-0.8153=0.1008
Solution. A certain intersection was studied to justify
the installation of traffic lights. Study shows that this
intersection results in 3 traffic accidents per month on
the average. What is the probability that in any given
month at this intersection
b) Less than 3 accidents will occur?
x= less than 3 accidents= x<3
λ=3accidents/month
μ=λt=3accidents/month (month) = 3 accidents

P(less than 3 accidents) = P(x<3)=f(0)+f(1)+f(2)

𝑒 −3 30 𝑒 −3 μ1 𝑒 −3 μ2
= + + = 0.4232
0! 1! 2!
Solution: A certain intersection was studied to justify
the installation of traffic lights. Study shows that this
intersection results in 3 traffic accidents per month on
the average. What is the probability that in any given
month at this intersection
c. At least 2 accidents will occur?
x= At least 2 accidents = (x ≥ 2)
λ=3accidents/month
μ=λt=3accidents/month (month) = 3 accidents

P(at least 2 accidents) = P(x ≥ 2)=1-P(x<2)=1-σ1𝑥=0 𝑥

𝑒 −3 3𝑥
=1-σ𝑥=0
1
=1-0.1991=0.8009
𝑥!
Your Turn!
 An industrial process manufactures items
that can be classified as either defective or
not defective. The probability that an item is
defective is 0.1. An experiment is
conducted in which 5 items are drawn
randomly from the process. Let the random
variable X be the number of defectives in
this sample of 5. What is the probability
mass function of X?