Chap 3

Probability and
Statistics
Dr. Suresh Kumar
Department of Mathematics,
BITS-Pilani, Pilani Campus,
Rajasthan.
Dr. Suresh Kumar (BITS-Pilani) January 25, 2020 1 / 64
Chapter 3
Discrete Random Variables and

Probability Distributions

Discrete Random Variable

If a variable X takes real values x corre-
sponding to each outcome of a random
experiment, it is called a random variable.

It is said to be discrete if it assumes finite
or countably infinite real values.
Ex. Suppose X is the number of heads in the
toss of two coins, where the sample space is
S = {HH, HT, TH, TT}.

It is said to be discrete if it assumes finite
or countably infinite real values.
Ex. Suppose X is the number of heads in the
toss of two coins, where the sample space is
S = {HH, HT, TH, TT}. Then X is a discrete
random variable taking three values 0, 1, 2. For,
X(HH) = 2, X(HT) = 1 = X(TH), X(HH) = 0.
Probability Mass Function (pmf)

Suppose a random variable X takes real
values x with probabilities P(X = x). Then
f(x) = P(X = x) is called
Xpmf of X provided
f(x) ≥ 0 for all x and f(x) = 1.
X=x

Suppose a random variable X takes real
values x with probabilities P(X = x). Then
f(x) = P(X = x) is called
Xpmf of X provided
f(x) ≥ 0 for all x and f(x) = 1.
X=x
Ex. In the random experiment of toss of 2 coins,
the pmf p is given by
X=x : 0 1 2
1 1 1
f(x) = P(X = x) : 4 2 4
Cumulative Distribution Function

Cumulative Distribution FunctionX
A function F defined by F(x) = f(x) is
X≤x
called cumulative distribution function of
the random variable X.

Cumulative Distribution FunctionX
A function F defined by F(x) = f(x) is
X≤x
called cumulative distribution function of
the random variable X.
Ex. In the random experiment of toss of 2 coins,
the density function F is given by
X=x : 0 1 2
1 1 1
f(x) : 4 2 4
1 3
F(x) : 4 4 1
Ex. A fair coin is tossed again and again till
head appears. If X denotes the number of tosses
in this experiment, find pmf and cdf of X .

Ex. A fair coin is tossed again and again till
head appears. If X denotes the number of tosses
in this experiment, find pmf and cdf of X .
X =x 1 2 3 ...
1 1 2 1 3

f (x) = P(X = x) 2 2 2 ...
x
or f (x) = 12 ,x = 1, 2, 3, .........
1 1 x x
X 1 − 1
F (x) = f (x) = 2 2
= 1 −
X ≤x
1 − 12 2
Ex. A shipment of 20 similar computers to a
retail outlet contains 3 defective computers. If a
school makes a random purchase of 2 of these
computers, find the probability distribution for
the number of defectives.

Ex. A shipment of 20 similar computers to a
retail outlet contains 3 defective computers. If a
school makes a random purchase of 2 of these
computers, find the probability distribution for
the number of defectives.
Sol. f (0) = C2,17/C2,20 = 68/95,
f (1) = 51/190 and f (2) = 3/190.

Ex. Find the probability distribution of the
number of heads in a toss of four coins. Also,
plot the pmf and probability histogram.

Ex. Find the probability distribution of the
number of heads in a toss of four coins. Also,
plot the pmf and probability histogram.
Sol. The number points in the sample 4 space
with 0, 1, 2, 3 and 4 heads are 0 , 1 , 42 , 43
4

and 44 , respectively. So f (0) = 4

0 /16 = 1/16,
4 4

f (1) = 1/16 = 1/4, f (2) = 2 /16 = 3/8,
f (3) = 43/16 = 1/4 and
f (4) = 44 /16 = 1/16.
Thus, f (x) = x4 /16, x = 0, 1, 2, 3, 4.

4
f(x) = /16, x = 0, 1, 2, 3, 4.
x
Figure: Probability mass function plot and probability

histogram
Ex. If a car agency sells 50% of its inventory of
a certain foreign car equipped with side airbags,
find a formula for the probability distribution of
the number of cars with side airbags among the
next 4 cars sold by the agency.

Ex. If a car agency sells 50% of its inventory of
a certain foreign car equipped with side airbags,
find a formula for the probability distribution of
the number of cars with side airbags among the
next 4 cars sold by the agency.
Sol. f (x) = x4 /16, x = 0, 1, 2, 3, 4.


Expectation

Expectation
Let X be a discrete random variable with
pmf p. Then, the expectation of X, de-
noted by E(X), is defined as
X
E(X) = xf(x).
X=x

Expectation
Let X be a discrete random variable with
pmf p. Then, the expectation of X, de-
noted by E(X), is defined as
X
E(X) = xf(x).
X=x
More generally, if H(X) is any function of
X, then we define
X
E(H(X)) = H(x)f(x).
X=x
E(X) is the mean value of X.

E(X) is the mean value of X.
Suppose X takes n distinct values x1, x2,
...., xn with frequencies f1, f2, ...., fn re-
Xn
spectively and fi = N. Then the mean
i=1
value of X is
n n n
X fixi X fi X
µ= = xi = f(xi)xi.
N N
i=1 i=1 i=1
where f(xi) = Nfi is the probability of occur-

rence of xi in the given distribution.
Ex. Let X denotes the number of heads in a toss
of two fair coins. Find E(X) and E(X2).

E(X) = 0 × 14 + 1 × 12 + 2 × 41 = 1.

E(X) = 0 × 14 + 1 × 12 + 2 × 41 = 1.
E(X2) = 02 × 14 + 12 × 12 + 22 × 41 = 32 .

E(X) = 0 × 14 + 1 × 12 + 2 × 41 = 1.
E(X2) = 02 × 14 + 12 × 12 + 22 × 41 = 32 .
Note: If X is a random variable and a, b are
constants, then E(a) = a, E(aX) = aE(X) and
E(aX + b) = aE(X) + b.

Ex. A lot containing 7 components is sampled
by a quality inspector; the lot contains 4 good
components and 3 defective components. A
sample of 3 is taken by the inspector. Find the
expected value of the number of good
components in this sample.

Ex. A lot containing 7 components is sampled
by a quality inspector; the lot contains 4 good
components and 3 defective components. A
sample of 3 is taken by the inspector. Find the
expected value of the number of good
components in this sample.
Sol. Let X represent the number of good
components in the sample. Then probability
4 3

x 3−x
distribution of X is f (x) = 7
,
3
x = 0, 1, 2, 3.
Simple calculations yield f (0) = 1/35,
f (1) = 12/35, f (2) = 18/35, and f (3) = 4/35.
Therefore,
3
X 12
µ = E (X ) = xf (x) = = 1.7.
x=0
7

Ex. A salesperson for a medical device company
has two appointments on a given day. At the
first appointment, he believes that he has a 70%
chance to make the deal, from which he can earn
$1000 commission if successful. On the other
hand, he thinks he only has a 40% chance to
make the deal at the second appointment, from
which, if successful, he can make $1500. What
is his expected commission based on his own
probability belief? Assume that the appointment
results are independent of each other.
Sol. The salesperson can have 4 possible
commission totals: $0, $1000, $1500, and
$2500. The associated probabilities are
f (0) = (1 − 0.7)(1 − 0.4) = 0.18,
f (2500) = (0.7)(0.4) = 0.28,
f (1000) = (0.7)(1 − 0.4) = 0.42,
f (1500) = (1 − 0.7)(0.4) = 0.12.
Therefore, the expected commission for the
salesperson is
E (X ) = (0)(0.18) + (1000)(0.42) +
(1500)(0.12) + (2500)(0.28) = $1300.
Ex. Number of cars X that pass through a car
wash between 4:00 P.M. and 5:00 P.M. on any
sunny Friday has the following probability
distribution:
X =x 4 5 6 7 8 9
1 1 1 1 1 1
f (x) 12 12 4 4 6 6
Let g (X ) = 2X − 1 represent the amount of

money, in dollars, paid to the attendant by the
manager. Find the attendant’s expected earnings
for this particular time period.
Ex. Number of cars X that pass through a car
wash between 4:00 P.M. and 5:00 P.M. on any
sunny Friday has the following probability
distribution:
X =x 4 5 6 7 8 9
1 1 1 1 1 1
f (x) 12 12 4 4 6 6
Let g (X ) = 2X − 1 represent the amount of

money, in dollars, paid to the attendant by the
manager. Find the attendant’s expected earnings
for this particular time period. (Ans.
Dr. Suresh Kumar (BITS-Pilani)
$12.67) 18 / 64
January 25, 2020
Variance

Variance
If X is a random variable with mean E(X) = µ,
then its variance, denoted by V(X) or σ 2
is defined as the expectation of (X − µ)2.

Variance
∴ σ 2 = E((X − µ)2) = E(X2 + µ2 − 2µX)
= E(X2) + µ2 − 2µE(X)
= E(X2) + E(X)2 − 2E(X)E(X)
= E(X2) − E(X)2.

Variance
∴ σ 2 = E((X − µ)2) = E(X2 + µ2 − 2µX)
= E(X2) + µ2 − 2µE(X)
= E(X2) + E(X)2 − 2E(X)E(X)
= E(X2) − E(X)2.
of two fair coins. Then E(X) = 1, E(X2) = 32 ,
σ 2 = 23 − 12 = 12 .
Note: If X is a random variable and a, b are con-
stants, then V(a) = 0, V(aX) = a2V(X) and
V(aX + b) = a2V(X).

Note: If X is a random variable and a, b are con-
stants, then V(a) = 0, V(aX) = a2V(X) and
V(aX + b) = a2V(X).
Standard Deviation (S.D.)
Let X be a random variable with variance
σ 2. Then the standard deviation of X, de-
noted by σ, is the the non-negative square
rootp of V(X), that is,
σ = V(X).

Ex. Let the random variable X represent the
number of automobiles that are used for official
business purposes on any given workday. The
probability distribution for company A is
x 1 2 3
f (x) 0.3 0.4 0.3
and that for company B is

x 0 1 2 3 4
f (x) 0.2 0.1 0.3 0.3 0.1
Show that the variance of the probability
distribution for company B is greater than that
for company A.

for company A.
Sol. µA = 2.0, σA2 = 0.6, µB = 2.0 and
σB2 = 1.6.

for company A.
Sol. µA = 2.0, σA2 = 0.6, µB = 2.0 and
σB2 = 1.6.
Ex. Calculate the variance of g (X ) = 2X + 3,
x 0 1 2 3
1 1 1 1
f (x) 4 8 2 8

for company A.
Sol. µA = 2.0, σA2 = 0.6, µB = 2.0 and
σB2 = 1.6.
Ex. Calculate the variance of g (X ) = 2X + 3,
x 0 1 2 3
1 1 1 1
f (x) 4 8 2 8
2
Sol. µ2X +3 = 6, σ2X +3 = 4.
Ex. Find the mean and variance of a random
variable X with the pmf given by
f (x) = cx, x = 1, 2, 3, ...., n
where c is a constant and n is some fixed

natural number.

Ex. Find the mean and variance of a random
variable X with the pmf given by
f (x) = cx, x = 1, 2, 3, ...., n
where c is a constant and n is some fixed

natural number.
2
Ans.: We find c = , µ = 2n+1
3 .
n(n + 1)
2
n(n + 1) 2n + 1
σ2 = − .
2 3
Ex. Consider a random variable X with the pmf
given by
f (x) = c 2−|x|, x = ±1, ±2, ±3, ....,
where c is a constant. If
|X |−1 2|X |
g (X ) = (−1) , then show that
2|X | − 1
E (g (X )) exists but E (|g (X )|) does not exist.

∞
X
Sol. Using the condition f (x) = 1, we find
x=±1
c = 1/2.
∞
X
Now E (g (X )) = g (x)f (x) =
x=±1
∞
X 1
(−1)|x|−1 , which is an
x=±1
2(2|x| − 1)
alternating and convergent series. But
∞
X 1
E (|g (X )|) = is a divergent
x=±1
2(2|x| − 1)
Dr. series.
Suresh Kumar (BITS-Pilani) January 25, 2020 25 / 64
Moments

Moments
Let X be a random variable and k be any
positive integer. Then E(Xk) defines the
kth ordinary moment of X.

Moments
Moment Generating Function (mgf)

Moments
The mgf of a random variable X, denoted
by mX(t), is defined as mX(t) = E[etX].

Moments
by mX(t), is defined as mX(t) = E[etX]. For,
2
E(etX) = 1 + tE(X) + t2! E(X2) + ............

Moments
by mX(t), is defined as mX(t) = E[etX]. For,
2
E(etX) = 1 + tE(X) + t2! E(X2) + ............
dk

Also, E(Xk) = dtk E(e tX
) t=0
.
Geometric Distribution

Suppose a random experiment consists of
a series of independent trials to obtain suc-
cess, where each trial results into two out-
comes namely success (s) and failure (f)
which have constant probabilities p and
1 − p = q, respectively in each trial. Let
X denotes the number of trials to get the
first success. Then pmf of X is given by

Suppose a random experiment consists of
a series of independent trials to obtain suc-
cess, where each trial results into two out-
comes namely success (s) and failure (f)
which have constant probabilities p and
1 − p = q, respectively in each trial. Let
X denotes the number of trials to get the
first success. Then pmf of X is given by
g(x; p) = qx−1p, x = 1, 2, 3......
For the geometric random variable X, prove that
pet
(i) mX(t) = 1−qe t , (q = 1 − p, t < − ln q),
(ii) E(X) = 1/p, E(X2) = (1 + q)/p2,

(iii) V(X) = q/p2.

For the geometric random variable X, prove that
pet
(i) mX(t) = 1−qe t , (q = 1 − p, t < − ln q),
(ii) E(X) = 1/p, E(X2) = (1 + q)/p2,

(iii) V(X) = q/p2.
Ex. A fair coin is tossed again and again till head
appears. If X denotes the number of tosses in this
experiment, then X is a geometric random vari-
x
able with the pmf g(x; 12 ) = 21 , x = 1, 2, 3, .........


Ex. For a certain manufacturing process, it is
known that, on the average, 1 in every 100 items
is defective. What is the probability that the fifth
item inspected is the first defective item found?

Ex. For a certain manufacturing process, it is
known that, on the average, 1 in every 100 items
is defective. What is the probability that the fifth
item inspected is the first defective item found?
Sol. Here p = 1/100 = 0.01 and x = 5. So
required probability is (0.01)(0.99)4 = 0.0096.

Ex. At a busy time, a telephone exchange is
very near capacity, so callers have difficulty
placing their calls. It may be of interest to know
the number of attempts necessary in order to
make a connection. Suppose that we let p =
0.05 be the probability of a connection during a
busy time. Find the probability of making a
successful call in the fifth attempt.

Ex. At a busy time, a telephone exchange is
very near capacity, so callers have difficulty
placing their calls. It may be of interest to know
the number of attempts necessary in order to
make a connection. Suppose that we let p =
0.05 be the probability of a connection during a
busy time. Find the probability of making a
successful call in the fifth attempt.
Sol. Here p = 0.05 and x = 5. So required
probability is (0.05)(0.95)4 = 0.041.
Negative Binomial Distribution

If X is the number of trials to obtain the kth
success. Then X is called a negative binomial
random variable with the values X = k, k +1, k +
2, . . . ..

If X is the number of trials to obtain the kth
success. Then X is called a negative binomial
random variable with the values X = k, k +1, k +
2, . . . .. Its probability mass function is given by

x −1 k
nb(x; k, p) = p (1 − p)x−k ,
k −1
x = k, k + 1, k + 2, . . . .

Ex. In an NBA (National Basketball
Association) championship series, the team that
wins four games out of seven is the winner.
Suppose that teams A and B face each other in
the championship games and that team A has
probability 0.55 of winning a game over team B.
(a) What is the probability that team A will win
the series in 6 games?
(b) What is the probability that team A will win
the series?
Sol. (a) Here x = 6, k = 4, p = 0.55.
So required probability is
P(X =6) = nb(6; 4, 0.55)
= 6−1 4
4−1 (0.55) (1 − 0.55)
6−4
= 0.1853.

Sol. (a) Here x = 6, k = 4, p = 0.55.
P(X =6) = nb(6; 4, 0.55)
= 6−1 4
4−1 (0.55) (1 − 0.55)
6−4
= 0.1853.
(b) The team A can win the championship series

in 4th or 5th or 6th or the 7th game.
P(X = 4) + P(X = 5) + P(X = 6) + P(X =
7) = 0.6083.
Binomial Distribution

Suppose a random experiment consisting of a fi-
nite number n of independent trials is performed,
where each trial results into two outcomes namely
success s and failure f which have constant prob-
abilities p and 1 − p respectively in each trial.

Suppose a random experiment consisting of a fi-
nite number n of independent trials is performed,
where each trial results into two outcomes namely
success s and failure f which have constant prob-
abilities p and 1 − p respectively in each trial.
If X denotes the number of successes in the n
trials, then X = 0, 1, 2, ...., n.

The pmf of X is given by
b(x; n, p) = nCx(1 − p)n−xpx, x = 0, 1, 2, 3......,
The random variable X with this pmf is called
binomial random variable.

b(x; n, p) = nCx(1 − p)n−xpx, x = 0, 1, 2, 3......,
For the binomial random variable X, we have
(i) mX(t) = (q + pet)n, where q = 1 − p,
(ii) E(X) = np, (iii) V(X) = npq.

b(x; n, p) = nCx(1 − p)n−xpx, x = 0, 1, 2, 3......,
Ex. Suppose a die is tossed 5 times. What is
the probability of getting exactly 2 fours ?

b(x; n, p) = nCx(1 − p)n−xpx, x = 0, 1, 2, 3......,
Ex. Suppose a die is tossed 5 times. What is
the probability of getting exactly 2 fours ?
Here n = 5, p = 1/6, x = 2. So
P(X = 2) =5 C2(1 − 1/6)5−2(1/6)2 = 0.161.
Ex. The probability that a certain kind of
component will survive a shock test is 3/4. Find
the probability that exactly 2 of the next 4
components tested survive.

Ex. The probability that a certain kind of
component will survive a shock test is 3/4. Find
the probability that exactly 2 of the next 4
components tested survive.
Sol. Here n = 4, p = 3/4, x = 2, and therefore
P[X = 2] = 42 (1 − 3/4)4−2(3/4)2 = 27/128.

Ex. The probability that a patient recovers from
a rare blood disease is 0.4. If 15 people are
known to have contracted this disease, what is
the probability that (a) at least 10 survive, (b)
from 3 to 8 survive, and (c) exactly 5 survive?

Ex. The probability that a patient recovers from
a rare blood disease is 0.4. If 15 people are
known to have contracted this disease, what is
the probability that (a) at least 10 survive, (b)
from 3 to 8 survive, and (c) exactly 5 survive?
Sol. (a) 0.0338 (b) 0.8779 (c) 0.1859

Ex. A large chain retailer purchases a certain
kind of electronic device from a manufacturer.
The manufacturer indicates that the defective
rate of the device is 3%. (a) The inspector
randomly picks 20 items from a shipment. What
is the probability that there will be at least one
defective item among these 20?

Ex. A large chain retailer purchases a certain
kind of electronic device from a manufacturer.
The manufacturer indicates that the defective
rate of the device is 3%. (a) The inspector
randomly picks 20 items from a shipment. What
is the probability that there will be at least one
defective item among these 20?
Sol. (a) Denote by X the number of defective
devices among the 20. Then X follows a
binomial distribution with n = 20 and p = 0.03.
Hence, P(X ≥ 1) = 1 − P(X = 0) = 0.4562.
(b) Suppose that the retailer receives 10
shipments in a month and the inspector
randomly tests 20 devices per shipment. What is
the probability that there will be exactly 3
shipments each containing at least one defective
device among the 20 that are selected and tested
from the shipment?

(b) Suppose that the retailer receives 10
shipments in a month and the inspector
randomly tests 20 devices per shipment. What is
the probability that there will be exactly 3
shipments each containing at least one defective
device among the 20 that are selected and tested
from the shipment?
Sol. (b) Each shipment can either contain at
least one defective item or not. Hence, testing of
each shipment can be viewed as a Bernoulli trial
with p = 0.4562 from part (a).
Assuming independence from shipment to
shipment and denoting by Y the number of
shipments containing at least one defective item,
Y follows another binomial distribution with
n = 10 and p = 0.4562. Therefore,
P[Y = 3] = 0.1602.

Ex. In a bombing attack, there is a 50% chance
that any bomb will strike the target. At least
two direct hits are required to destroy the target.
How many minimum number of bombs must be
dropped so that the probability of hitting the
target at least twice is more than 0.99?


Sol. P(X ≥ 2) ≥ 0.99 or
1 − P(X = 0) − P(X = 1) ≥ 0.99 or
2n ≥ 100 + 100n. This inequality is satisfied if
n ≥ 11. So at least 11 bombs must be dropped.
Bernoulli Distribution

Bernoulli Distribution
The Binomial distribution with n = 1 is called
Bernoulli distribution. So the random experiment
consists of a single trial, which results into two
outcomes namely success s and failure f with
probabilities p and 1 − p respectively. Since X
denotes the number of successes, so X = 0, 1.
The pmf of X reads as
b(x; 1, p) = (1 − p)1−xpx, x = 0, 1.
(i) mX(t) = q + pet, where q = 1 − p,
(ii) E(X) = p, (iii) V(X) = pq.
Multinomial Distribution

Multinomial Distribution
If a given trial can result in any one of k possible
outcomes o1, o2,. . . , ok with probabilities p1, p2 ,
. . . , pk , then the multinomial distribution gives
the probability that o1 occurs x1 times, o2 occurs
x2 times, . . . , and ok occurs ok times in n inde-
pendent trials, as follows:
n! x
f (x1, x2, . . . , xk ) = p1x1 p2x2 . . . pkk ,
x1!x2! . . . xn !
x1 + x2 + · · · + xk = n, p1 + p2 + · · · + pk = 1.
Ex. The probabilities that a person goes to
office by car, bus and train are 1/2, 1/4 and
1/4, respectively. Find the probability that the
person will go to office 2 days by car, 3 days by
bus and 1 day by train in the 6 days.


6! 1 2 1 3 1

Sol. 2!3!1! 2 4 4 .

Ex. The complexity of arrivals and departures of
planes at an airport is such that computer
simulation is often used to model the “ideal”
conditions. For a certain airport with three
runways, it is known that in the ideal setting the
following are the probabilities that the individual
runways are accessed by a randomly arriving
commercial jet:
Runway 1: p1 = 2/9,
Runway 2: p2 = 1/6,
Runway 3: p3 = 11/18.
What is the probability that 6 randomly arriving
airplanes are distributed in the following fashion?
Runway 1: 2 airplanes,
Runway 2: 1 airplane,
Runway 3: 3 airplanes

What is the probability that 6 randomly arriving
airplanes are distributed in the following fashion?
Runway 1: 2 airplanes,
Runway 2: 1 airplane,
Runway 3: 3 airplanes
2 2 1
6!
11 3
Sol. 2!1!3! 9 6 18 .

Hypergeometric Distribution

Hypergeometric Distribution
Suppose a random experiment consists of choos-
ing n objects without replacement from a lot of N
objects given that r objects possess a trait of our
interest in the lot of N objects. Let X denotes
the number of objects possessing the trait in the
selected sample of size n. Then X is a discrete
random variable and assumes values in the range
max[0, n − (N − r)] ≤ x ≤ min(n, r).

N
N -r r
n- x x

The pmf of hypergeometric random variable is
r
Cx.N−r Cn−x
∴ h(x; N, r, n) = NC
.
n

The pmf of hypergeometric random variable is
r
Cx.N−r Cn−x
∴ h(x; N, r, n) = NC
.
n
Further, it can be shown that

E(X) = n Nr and
r N−r N−n

V(X) = n N N N−1 .

Ex. Suppose we randomly select 5 cards with-
out replacement from a deck of 52 playing cards.
What is the probability of getting exactly 2 red
cards ?

Ex. Suppose we randomly select 5 cards with-
out replacement from a deck of 52 playing cards.
What is the probability of getting exactly 2 red
cards ?
Here N = 52, r = 26, n = 5, x = 2,
and therefore
P(X = 2) = h(x; 52, 26, 5) = 0.3251.

Ex. Lots of 40 components each are deemed
unacceptable if they contain 3 or more
defectives. The procedure for sampling a lot is
to select 5 components at random and to reject
the lot if a defective is found. What is the
probability that exactly 1 defective is found in
the sample if there are 3 defectives in the entire
lot?

Ex. Lots of 40 components each are deemed
unacceptable if they contain 3 or more
defectives. The procedure for sampling a lot is
to select 5 components at random and to reject
the lot if a defective is found. What is the
probability that exactly 1 defective is found in
the sample if there are 3 defectives in the entire
lot?
Sol. Here N = 40, r = 3, n = 5, x = 1, and
therefore P(X = 1) = h(1; 40, 3, 5) = 0.3011.
Hypergeometric dist. can be approximated by
Binomial dist. in case n is small compared to N.
A rule of thumb is N/n ≥ 20.

Ex. A manufacturer of automobile tires reports
that among a shipment of 5000 sent to a local
distributor, 1000 are slightly blemished. If one
purchases 10 of these tires at random from the
distributor, what is the probability that exactly 3
are blemished?

Ex. A manufacturer of automobile tires reports
that among a shipment of 5000 sent to a local
distributor, 1000 are slightly blemished. If one
purchases 10 of these tires at random from the
distributor, what is the probability that exactly 3
are blemished?
Sol. P(X = 3) = 0.2013 from binomial dist.,
and P(X = 3) = 0.2015 from hypergeometric
Poisson Experiment

Poisson Experiment

Poisson Experiment
Observing discrete occurrences of an event
in a continuous region or interval is called
a Poisson process or Poisson experiment.

Poisson Experiment

Poisson Experiment
Ex. Observing the white blood cells in a sample

of blood, observing the number of BITS-Pilani
students placed with more than one crore package
in five years etc. are Poisson experiments.

Poisson Distribution

Poisson Distribution
Let λ denote the number of occurrences
of the event of interest per unit measure-
ment of the region or interval. Then the
expected number of occurrences in a given
region or interval of size s is k = λs. If X
denotes the number of occurrences of the
event in the region or interval of size s,
then X is called a Poisson random variable
taking the values x = 0, 1, 2, .....
The pmf of Poisson random variable is
e−kkx
p(x; k) = , x = 0, 1, 2, ....
x!

e−kkx
p(x; k) = , x = 0, 1, 2, ....
x!
t
Also, mX(t) = ek(e −1), E(X) = k = V(X).

e−kkx
p(x; k) = , x = 0, 1, 2, ....
x!
t
Ex. A healthy person is expected to have 6000
WBC per ml of blood. A person is tested for
WBC count by collecting a blood sample of size
0.001ml. Find the probability that the collected
blood sample will carry exactly 3 WBC.

e−kkx
p(x; k) = , x = 0, 1, 2, ....
x!
t
Ex. A healthy person is expected to have 6000
WBC per ml of blood. A person is tested for
WBC count by collecting a blood sample of size
0.001ml. Find the probability that the collected
blood sample will carry exactly 3 WBC.
Here λ = 6000, s = 0.001, k = λs = 6 and x = 3,
−6 3
and so P(X = 3) = e 3!6 .
Ex. In the last 5 years, 10 students of
BITS-Pilani are placed with a package of
more than one crore. Find the probability
that exactly 7 students will be placed with
a package of more than one crore in the
next 3 years.

Ex. In the last 5 years, 10 students of
BITS-Pilani are placed with a package of
more than one crore. Find the probability
that exactly 7 students will be placed with
a package of more than one crore in the
next 3 years.
Here λ = 10/5 = 2, s = 3, k = λs = 6 and x = 7,

−6 7
and therefore P(X = 7) = e 7!6 .

Ex. 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?

Ex. 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?
Sol. Here k = 4 and x = 6.

Ex. Ten is the average number of oil tankers
arriving each day at a certain port. The facilities
at the port can handle at most 15 tankers per
day. What is the probability that on a given day
tankers have to be turned away?

Ex. Ten is the average number of oil tankers
arriving each day at a certain port. The facilities
at the port can handle at most 15 tankers per
day. What is the probability that on a given day
tankers have to be turned away?
Sol. Here k = 10 and required probability is
X15
P(X > 15) = 1 − P(X ≤ 15) = 1 − P(X =
x=0
x) = 1 − 0.9513 = 0.0487.

Poisson Distribution from the Binomial
Distribution

Poisson Distribution from the Binomial
Distribution
It can be proved that the Binomial distribution
tends to the Poisson distribution as n → ∞,
p → 0 and np = k remains constant. In other
words, when n is large and p is small such that
np = k remains constant, then the Binomial
distribution can be approximated by the Poisson
distribution.

Ex. The probability of accident on a road on
any given day is 0.005. (a) What is the
probability that in any given period of 400 days
there will be an accident on one day? (b) What
is the probability that there are at most three
days with an accident?

Ex. The probability of accident on a road on
any given day is 0.005. (a) What is the
probability that in any given period of 400 days
there will be an accident on one day? (b) What
is the probability that there are at most three
days with an accident?
Sol. Let X be a binomial random variable with
n = 400 and p = 0.005. Thus, np = 2. (a)
P(X = 1) = e −221 = 0.271 and
X3
(b) P(X ≤ 3) = e −22x /x! = 0.857.
Dr. Suresh Kumar (BITS-Pilani) x=0 January 25, 2020 60 / 64
Ex. In a manufacturing process where glass
products are made, defects or bubbles occur,
occasionally rendering the piece undesirable for
marketing. It is known that, on average, 1 in
every 1000 of these items produced has one or
more bubbles. What is the probability that a
random sample of 8000 will yield fewer than 7
items possessing bubbles?

Sol. This is essentially a binomial experiment
with n = 8000 and p = 0.001. Since p is very
close to 0 and n is quite large, we shall
approximate with the Poisson distribution using
k = (8000)(0.001) = 8. Hence, if X represents
the number of bubbles, the require probability is
P(X < 7) = 0.3134.

Uniform Distribution

Uniform Distribution
A random variable X is said to follow uni-
form distribution if it assumes finite num-
ber of values all with same chance of oc-
currence or equal probabilities. For instance,
if the random variable X assumes n val-
ues x1, x2, .... , xn with equal probabilities
P(X = xi) = 1/n, then it is uniform random
variable with pmf
1
u(x; n) = , x = x1, x2, ...., xn.
n
n n
1 X txi 1X
Also, mX(t) = e , µ= xi ,
n n
i=1 i=1
n n
!2
2 1X 2 1X
σ = xi − xi .
n n
i=1 i=1

n n
1 X txi 1X
Also, mX(t) = e , µ= xi ,
n n
i=1 i=1
n n
!2
2 1X 2 1X
σ = xi − xi .
n n
i=1 i=1
Ex. Suppose a fair die is thrown once. Let X
denotes the number appearing on the die. Then X
is a discrete random variable assuming the values
1, 2, 3, 4, 5, 6. Also, P(X = 1) = P(X = 2) =
P(X = 3) = P(X = 4) = P(X = 5) = P(X =
6) = 1/6. Thus, X is a uniform random variable.

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Probability and

Discrete Random Variables and

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and 44 , respectively. So f (0) = 4

Figure: Probability mass function plot and probability

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where f(xi) = Nfi is the probability of occur-

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Let g (X ) = 2X − 1 represent the amount of

Let g (X ) = 2X − 1 represent the amount of

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and that for company B is

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f (x) = cx, x = 1, 2, 3, ...., n

where c is a constant and n is some fixed

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f (x) = cx, x = 1, 2, 3, ...., n

where c is a constant and n is some fixed

f (x) = c 2−|x|, x = ±1, ±2, ±3, ....,

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(ii) E(X) = 1/p, E(X2) = (1 + q)/p2,

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(ii) E(X) = 1/p, E(X2) = (1 + q)/p2,

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