Probability Distribution

Problem Solving
Topics Covered

❖ Probability Distributions

❖ Discrete Probability Distribution of random variables

❖ Continuous Probability Distribution of random variables

Probability Distribution:
Probability Distribution:
A probability distribution is a table or an equation that links each outcome of a statistical experiment with its probability
of occurrence.
To understand probability distributions, it is important to understand random experiment, variables. random variables,
and some notation.

Random Experiment:
Random experiment is one whose results depend on chance, that is the result cannot be predicted.
Eg: Tossing of coins, throwing of dice are some examples of random experiments.

Random Variable:
A variable whose value is a number determined by the outcome of a random experiment is called a random variable.
A random variable is denoted by capital letters like X, Y, Z….., whereas the values of the random variable are
denoted by the corresponding small letters like x, y, z …….
Notation:
Notations:
● X represents the random variable X.
● P(X) represents the probability of X.
● P(X = x) refers to the probability that the random variable X is equal to a particular value, denoted by x. As an
example, P(X = 1) refers to the probability that the random variable X is equal to 1.

Example:
Suppose that two coins are tossed so that the sample space is S = {HH, HT, TH, TT}
Suppose X represent the number of heads which can come up, with each sample point we can associate a number for
X as shown in the table below:

Sample Point HH HT TH TT

X 2 1 1 0
Examples of Random Variables
Thus the random variable X takes the values 0, 1,2 for this random experiment. X= 0, 1, 2. For each random variable
xi, the probability of respective random variable is denoted by p(xi) or simply pi .

X X1=0 X2=1 X3=2

p(xi) p(xi)=1/4 p(xi)=2/4 p(xi)=1/4

The sum of the probabilities of all the random variable is equal to one. ie p(x1) + p(x2) + p(x3) = ¼+2/4+¼ = 1

2) Experiment: Flip a coin Five times;

Outcomes = {(HHHHH), (HHHHT), (HHHTH), .... , (TTTTT) }

Random variable X be the total number of heads. The values of X can be 0, 1, 2, 3, 4, 5.
Types of Random Variables
Types of Random Variables:
1. Discrete Random Variables
2. Continuous Random Variables

Discrete Random Variables:

If a random variable takes only a finite or a countable number of values, it is called a discrete random variable.

Example: when 3 coins are tossed, the number of heads obtained is the random variable X assumes the values
0,1,2,3 which form a countable set. Such a variable is a discrete random variable.
Continuous random variable:
A random variable X which can take any value between certain interval is called a continuous random variable.
Note that the probability of any single value at x, value of X is zero. i.e P(X = x) = 0 Thus continuous random variable
takes value only between two given limits.

For example:
The height of students in a particular class lies between 4 feet to 6 feet.
We write this as X = {x|4 ≤ x ≤ 6}
The maximum life of electric bulbs is 2000 hours. For this the continuous random variable will be X = {x | 0 ≤ x ≤ 2000}
Try this question:
Find the probability distribution of the number of sixes in throwing two dice once.
Explanation:
When two dice are thrown the total number of sample points are 36.

Let X denote the number of sixes obtained in throwing two dice once.
Then X is the random variable, which can take the values 0,1,2.

Let A denote the success of getting a six in throwing a die and A’ denote not getting a six.

Then probability getting a six

P(A) =1/6

Probability not getting a six

P(A’ ) =5/6

No sixes:
P(x = 0) = P(A’ and A’ )
= P(A ) . P(A’) = 5/6 x ⅚
=25/36
P(x = 1) = P(A and A’ ) or P(A’ and A)
= P(A) . P(A’ ) + P(A’ ) .P(A)
=⅙ x ⅚ +⅚x ⅙
=10/36
=5/18

P(x = 2) = P( A and A)
= P(A) .P(A)
=⅙ x ⅙
=1/36

Hence the probability distribution of X is given by

X=x 0 1 2

P(X=x) 25/36 10/36 1/36

Types of Probability Distribution:
Like Random variables, even Probability Distributions are of two types

1. Discrete Probability Distribution of Random Variables

2. Continuous Probability Distribution of Random Variables

Discrete Probability Distribution of Random Variables:

If a random variable is a discrete variable, its probability distribution is called a Discrete Probability Distribution of
Random variables.

Some commonly used discrete probability distributions are

Poisson distribution,
Binomial distribution,
Bernoulli distribution,
discrete uniform distribution.

All other Distribution other than Binomial distribution

are out of scope in the Syllabus.
Probability Mass Function:

Let X be a discrete random variable which assumes the values x1, x2, ...xn with each of these values, we associate a
number called the probability Pi= P(X=xi), i = 1,2,3…n

This is called probability of xi satisfying the following conditions.

(i) Pi 0 for all i, ie Pi’ s are all non -negative

(ii) ∑ pi = p1 + p2 + …pn =1
ie the total probability is one.

This function pi or p(xi) is called the probability mass function of the discrete random variable X.
Try this question:
A random variable has the following probability distribution

Values of 0 1 2 3 4 5 6 7 8
X

P(X) a 3a 5a 7a 9a 11a 13a 15a 17a

1. Determine the value of a

2. Find (i) P( x < 3) and (ii) P( 2 ≤ x ≤ 5)
Since pi is the probability mass function of discreterandom variable X,
We have ∑pi = 1

a + 3 a + 5a + 7a + 9a +11a + 13a + 15a + 17a = 1

81a = 1

a = 1/81

2) (i)P(x <3) = P(x=0) + P(x=1) + P(x=2)

= a + 3 a + 5a
= 9a
= 9 (1/81)
= 1/9
2)
(ii)P ( 2 ≤ x ≤ 5) = P(x=2) +P(x=3) + P( x = 4) +P(x=5)
= 5 a + 7a +9a +11a
= 32a
= 32/81

Cumulative Distribution Function:

For a discrete random variable X, the distribution function or cumulative distribution is given by F(x) and
is written as F(x) = P(X ≤x) ; - ∞< x < ∞
Thus in a discrete distribution function, there are a countable number of points x1, x2,….. and their probabilities pi such
that F(xi) = ∑(xi≤ x) pi, where i = 1, 2,3,....
In simple, F(X) = P(X≤x)
Try this Question:
A random variable has the following probability distribution

Values of 0 1 2 3 4 5 6 7 8
X

P(X) a 3a 5a 7a 9a 11a 13a 15a 17a

1) Find the cumulative distribution function of x.

2) Find F(5)
Explanation:
Values 0 1 2 3 4 5 6 7 8
of X

P(X) a 3a 5a 7a 9a 11a 13a 15a 17a

F(x) = P a 4a 9a 16a 25a 36a 49a 64a 81a

(X≤x)

F(X) 1/81 4/81 9/81 16/81 25/81 36/81 49/81 64/81 81/81
=1

(ii)F(5) = 36/81
Binomial Distribution
The binomial distribution gives the discrete probability distribution.

The binomial distribution describes the behavior of a count variable X if the following conditions apply:
1: The number of observations n is fixed.
2: Each observation is independent.
3: Each observation represents one of two outcomes ("success" or "failure").
4: The probability of "success" p is the same for each outcome.

If these conditions are met, then X has a binomial distribution with parameters n and p, abbreviated B(n,p).
Binomial distribution
A random variable X is said to follow binomial distribution, if its probability mass function is given by
P (X = x) = P(x) = nCx px (1-p)n-x ; x = 0, 1,2, …,n
0 ; otherwise
Here, the two independent constants n and p are known as the ‘ parameters’ of the distribution. The distribution is
completely determined if n and p are known. x refers the number of successes.

Example:
Toss a coin for 12 times. What is the probability of getting exactly 5 heads.

Explanation
Number of trials n = 12
Number of success x = 5 since we define getting a head as success
Probability of success on any single trial p = ½, then 1-p = ½
Example
P(X=5) = 12C5 (½)5 (1/2)12-5
P(X=5) = [11 x 9 x 8] (1/2)12
=729 (1/2)12

Try this question:

Eight coins are tossed simultaneously. Find the probability of getting at least six heads.
Explanation:
Here number of trials, n = 8, p denotes the probability of getting a head.
p = 1/2
and 1-p = 1/2
If the random variable X denotes the number of heads, then the probability of a success in n trials is given by
P (X = x) = P(x) = nCx px (1-p)n-x ; x = 0, 1,2, …,n
= 8Cx (1/2)x(1/2)8-x
=1/28 . 8Cx
Probability of getting atleast six heads is given by
P(x ≥6) = P(x = 6) + P(x = 7) + P(x = 8)
= (1/28 . 8C6 ) + (1/28 . 8C7) + (1/28 . 8C8)
=1/28 . [28+8+1]
= 37/256
Expected Value:
A very important concept in probability and statistics is that of mathematical expectation, expected value, or
briefly the expectation, of a random variable.

For a discrete random variable X having the possible values x1, x 2, x3, ..., xn, the expectation of X is defined as
E(x) = x1 × P(X = x1) + x2 × P(X = x2) + x3 × P(X = x3) + …. + xn × P(X = xn)

When the probabilities are all equal, E(x) =

Example:
Find the expected value of x, where x represents the outcome when a die is thrown.
Explanation:
Here each of the outcome (ie., number) 1, 2, 3, 4, 5 and 6 occurs with probability 1/6. Thus the probability distribution of
X will be

X 1 2 3 4 5 6

P(x) 1/6 1/6 1/6 1/6 1/6 1/6

Thus the expected value of X is

E(X) = ∑xipi
=x1p1 + x2p2 + x3p3 + x4p4+ x5p5 + x6p6
E(X) = 1 x ⅙ +2 x ⅙ +3 x ⅙ + 4 x ⅙+ 5 x 1/6 + 6 x ⅙
=7/2
= 3.5
Try this question:

An urn contains 7 white and 3 red balls. Two balls are drawn together at random from the urn. Find the
expected number of white balls drawn
Explanation:
From the urn containing 7 white and 3 red balls, two balls can be drawn in 10C2 ways. Let X denote the number of
white balls drawn, X can take the values 0, 1 and 2.

The probability distribution of X is obtained as follows:

P(0) = Probability that neither of two balls is white.

= Probability that both balls drawn are red.
=3C2/10C2 = 1/15
P(1) = Probability of getting 1 white and 1 red ball.
=(7C1 x 3C1)/10C2 = 7/15
P(2) = Probability of getting two white balls
=(7C2)/10C2 = 7/15
Hence expected number of white balls drawn is
E(x) =∑xi p(xi) = 0 x 1/15 + 1x 7/15 + 2+ 7/15 = 7/5 = 1.4
Continuous Probability Distribution:
Continuous Probability Distribution of Random Variables:

If a random variable is a continuous variable, its probability distribution is called a Continuous Probability Distribution of
Random variables.

Some commonly used discrete probability distributions are

Normal distribution,
Standard normal distribution,
Beta distribution,
Gamma distribution
All other Distribution other than Normal Distribution & Standard Normal Distribution are out of scope in the Syllabus.
Normal Distribution
Data can be "distributed" in different ways.
It can be spread out more on the left
Or more on the right
Or it can be all jumbled up

But there are many cases where the

Data tends to be around a central
value with no bias left or right, and
it gets close to a "Normal Distribution”
Normal distribution
Every normal curve(regardless of its mean or standard deviation) conforms to the following
"rule".
About 68% of the area under the curve falls within μ – σ and μ + σ.
Which means P(μ – σ ≤ X ≤ μ + σ) = 0.68
About 95% of the area under the curve falls within μ – 2σ and μ+2σ.
Which means P(μ – 2σ ≤ X ≤ μ + 2σ) = 0.95
About 99.7% of the area under the curve falls within 3 standard
deviations of the mean.
Which means P(μ – 3σ ≤ X ≤ μ + 3σ) = 0.997
Problem
An average light bulb manufactured by the Acme Corporation lasts 300 days with a standard deviation of
50 days. Assuming that bulb life is normally distributed, what is the probability that an Acme light bulb will last
at most 350 days?
Solution
Given that , mean = 300 days and
Standard deviation = 50 days
we want to find the cumulative probability that bulb life
is less than or equal to 350 days i.e P(X<350) .
Hence from the above graph of normal distribution, the
area lies under 0 to μ + σ = 0 to 300 + 50 will be
= 50% + 34.1% = 84.1%
So P( X < 350) = 0.841

Hence, there is a 84.1% chance that a light bulb will

burn out within 350 days.
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