3 Random Variables and their Probability Distributions (incomplete) (1)

Random Variables
(i) Discrete random variables
(ii) Continuous random variables
Random Variables and their Probability Distributions
A variable, such as the strength of a concrete or any other material or physical quantity, whose value is uncertain or
unpredictable or nondeterministic is called a random variable or a variate if its distribution is known.
Discrete Random Variable
A discrete variable can only assume at most a countable set of isolated values, as already stated, such as {0, 1, 2, 3, 4,
5}, {1, 2, 3, 4, …}, { 1/2 , 1/3 , 5/7, 4/9 }, or { 0.1 , 0.15, 0.75, 1.45 } etc. {1, 4, 9, 16, 25, … }
(1) Probability Mass Function of a Discrete Random Variable
If a random variable X assumes discrete values (finite or countably infinite); x1, x2, … , xn, …… , it is called discrete
random variable. The function f(x) defined as
f(x) = P[X = x] if x  RX
is called the probability function (or the probability mass function, pmf ) of the random variable X with the properties:
(i) 0  P [X = x]  1 0  f(x)  1
 
(ii)  P [X = xi ] = 1  f(xi ) = 1
i=1 i=1
(iii)
In the following examples, for defined random variables, we can find out the probability distribution.
Examples
(1) The probability distribution for the sample space for tossing three coins is
Let X denotes the number of heads; X = 0, 1, 2, 3
S = {HHH, HHT, HTH, THH, TTH, THT, HTT, TTT} 23 = 8
X: 0 1 2 3 Total
Probability P(X) 1/8 3/8 3/8 1/8 1
Called a complete probability distribution for the random variable X
Examples (1)
Find the probability distribution of the sum of the dots when two dice are thrown.
Sol.
We are familiar with the sample space when two dice are thrown:
Let X denotes the sum of the dots of the top faces, so the range of
X = 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12
X = 2 means the event {(1,1)}, therefore P[X=2] =1/36
X = 3 means, the event {(1,2), (2,1)}, therefore P[X=3] = 2/36
X = 4 means the event {(1,3), (3,1), (2,2)}, therefore P[X=4] = 3/36
…. …. ….
X = 12 means the event {(6,6)}, therefore P[X=12] = 1/36
Hence the complete probability distribution is
Xi 2 3 4 5 6 7 8 9 10 11 12
PX(xi) = P[X=xi] 1/36 2/36 3/36 4/36 5/36 6/36 5/36 4/36 3/36 2/36 1/36 1

x P[X = 2/36 6/36 12/36 20/36 30/36 42/36 40/36 36/36 30/36 22/36 12/36 E(X) =  x P[X = xi] =
xi]
x2 E(X2) =
P[X=xi]
Exercise 1.
Many manufacturers have quality control programs that include inspection of incoming materials for defects.
Suppose a computer manufacturer receives computer boards in lots of five. Two boards are selected from each lot for
inspection. We can represent possible outcomes of the selection process by pairs. For example, the pair (1, 2) represents the
selection of boards 1 and 2 for inspection.
List the ten different possible outcomes.
Suppose that boards 1 and 2 are the only defective boards in a lot of five. Two boards are to be chosen at random.
Define X to be the number of defective boards observed among those inspected. Find the probability distribution of X.
Sample space ={(1,2), (1,3), (1,4), (1,5), (2,3), (2,4), (2,5), (3,4), (3,5), (4,5) } , 5C2 = 10
X: 0 1 2 Total
P(X): 3/10 6/10 1/10 1
Exercise 2.
3 Random Variables and their Probability Distributions (incomplete) (2)

Let X be the number of years before a particular type of machines will need replacement. Assume that X has the
probability function f(1) = 0.1, f(2) = 0.2, f(3) = 0.2, f(4) = 0.2, f(5) = 0.3. Find the probability that machine needs no replacement
during the first 3 years. (Kreyszig 7th Ex 24.5)
P(that machine needs no replacement during the first 3 years) = 1  P(that machine needs replacement during the first 3 years)
= 1  {0.1 + 0.2 + 0.2}

OR
P(that machine needs no replacement during the first 3 years) = P(that machine wil need replacement during 4 th or 5th year)
= 0.2 + 0.3 = 0.5

Exercise 3.
If X has the probability function f(x) = k/2x ( X = 0, 1, 2, 3, 4, 5, 6, … ) What is the value of k and find P(X  4) (Kreyszig 7th Ex 24.5)
Solution: as f is a probability function, therefore  f(x) = 1
  k/2x = 1
K  1/2x = 1
a 1
By solving k[1 + ½ + 1/2 2 + 1/23 + ……] = 1 S = = 1=2
1r
12
2k = 1
We get k = ½ now our pmf becomes f(x) = (½)/2x = 1/ 2x+1
Hence p.m.f becomes f(x) = 1/2x+1
P(X  4) = P[X = 4] + P[X = 5] + …
= 1/25 + 1/26 + …… is G.P with a = ½5 and r = ½
a 1/25 1/25 2 1
now solve it S = = 1 = 1 = 1  25 = 1/ 2 = 1/16
4
1r
12 2
Repeat the same problem f(x) = k/3x ( X= 0, 1, 2, 3, 4, 5, 6, … )
Expectation
(Mean and Variance of a Discrete Random Variable)
Two numbers are often used to summarize a probability distribution for a random variable X. The mean is a measure
of the center or middle of the probability distribution, and the variance is a measure of the dispersion, or variability in the
distribution.
Definition
The mean or expected value of a random variable X denoted by E(X) indicates its weighted mean of all of its possible
values x1,x2, … ,xn each weighted by the respective probability.
Let X be a discrete random variable having values x1, x2, … , xn with corresponding probabilities P(X=x1) , P(X=x2), … ,
P(X=xn) such that  P(X=xi) = 1. Then the mathematical expectation or the expectation or the expected value of X, denoted by
E(X) is defined as
n
E(X) = x1 P(X=x1) + x2 P(X=x2) + … + P(X=xn) xn =  xi P(X=xi)
i =1
The measure of variability of a random variable X is referred to as the variance of the random variable or the variance
of the probability distribution of X is denoted by Var (X) and defined as:
n
Var(X) = E[(X  )2 ] =  (X  )2 P(X=xi) , if X is discrete and
i =1
Var(X) = E(X2)  [E(X)]2
Examples (2)
Two new product designs are to be compared on the basis of revenue potential. Marketing feels that the revenue
from design A can be predicted quite accurately to be $3 million. The revenue potential of design B is more difficult to assess.
Marketing concludes that there is a probability of 0.3 that the revenue from design B will be $7 million, but there is a 0.7
probability that the revenue will be only $2 million. Which design do you prefer?
Solution
Let X denote the revenue from design A. Because there is no uncertainty in the revenue from design A, we can model
the distribution of the random variable X as $3 million with probability 1. Therefore, E(X) = $3 million.
Let Y denote the revenue from design B. The expected value of Y in millions of dollars is
E(Y) = $ 7(0.3) + $2(0.7) = $3.5
Because E(Y) exceeds E(X), we might prefer design B. However, the variability of the result from design B is larger.
That is,
2 = (7 – 3.5)2 (0.3) + (2 – 3.5)2 (0.7)
= 5.25 millions of dollars squared
3 Random Variables and their Probability Distributions (incomplete) (3)

 Standard Deviation =  = 2 = $2.29

Because the units of standard deviation are the same as the units of the random variable, the standard deviation is
easier to interpret. In this example, we can summarize our results as “the average deviation of Y from its mean is $2.29 million.’
Examples (3)
How many heads would you expect if you flipped a coin twice? S = {HH, HT, TH, TT}
X = number of heads = {0, 1, 2} with p(0) = ¼, p(1) = ½ and p(2) = ¼
Weighted Average = E(X) = 0¼ + 1½ + 2¼ = 1
and E(X2) = 02¼ + 12½ + 22¼ = 3/2
Then Var (X) = E(X2)  [E(X)]2 = 3/2  1 = ½
Examples (4)
Roll a die. If the side comes up is odd, you win the $ equivalent of that side. If it is even, you lose $ 4. Let X denotes
our earning, so the possible values of the variable X are: 1,3,5, -4, therefore
X 1 3 5 -4
P(X=x) 1/6 1/6 1/6 1/6
E(X) = 11/6 + 31/6 + 51/6 + (-4)  3/6 = - ½
E(X2) = 121/6 + 321/6 + 521/6 + (-4)2  3/6 = 1/6 + 9/6 + 25/6 + 48 / 6 = 13.8
Var (X) = 13.8  0.25 = 13.55
Exercise 4.
If it rains, an umbrella salesman can earn $30 per day. If it is fair he can lose $6 per day. What is his expectation, if the
probability of rain is 0.3?
X = 30, 6
Exercise 5.
A coin is biased such that a head is three times as likely to occur as a tail. Find the expected number of tails when this
coin is tossed twice. (Walpole Problem 4.4)
S = {HH, HT, TH, TT}
p + 3p = 1  p = ¼ i.e. the probability of the tail, hence the probability of the head is ¾
X denoted the number of tails; X = 0, 1, 2
P[X = 0] = (¾)2
P[X = 1] = 2C1 (¼)(¾) HHHHT, HHHTH, HHTHH, HTHHH, THHHH = 5C1 = 5
P[X = 2] = (¼)2
E(X) =
Exercise 6.
A man draws two balls from a bag containing 3white and 5 black balls. If he receives $.70 for every white ball he
draws and $.7 for every black ball, find his expectation?
S = {WW, WB, BW, BB}
Let denotes the winning amount, X = $ 140, 77, 14
P[X = 140] = 3/8  2/7
P[X = 77] = 3/8  5/7 + 5/8  3/7 = 2C1  (3/8  5/7) = 2  (3/8  5/7)

P[X = 14] = 5/8  4/7

Exercise 7.
In summer season, a dealer of desert room cooler can earn Rs.500 per day if the day is hot and can earn Rs.200 per
day if it is fair and loses Rs.60 per day if it is cloudy. Find the expectation if the probability of the day being hot is 0.40, for being
fair it is 0.35 and being cloudy it is 0.25?
Exercise 8.
One thousand tickets are sold at $1 each for a color television valued at $350. What is the expected value of the gain
if you purchase one ticket?
Example 5.12, page 264, “Introductory Statistics” by Bluman
3 Random Variables and their Probability Distributions (incomplete) (4)

(1) Bernoulli Experiment:

An activity is repeated one time with two possible outcomes, called Beroulli trial / experiment
(i) Tossing a coin and observe number of heads
If X denotes number of heads then X = 0, 1, and P[X = 0] = ½ , P[X = 1] = ½

Suppose a random experiment has two outcomes, namely Success and Failure. Let probability of success be
p and probability of failure be q = 1  p. Such an experiment is called Bernoulli experiment or Bernoulli trial.
Trials of random experiment are called Bernoulli trials, if they satisfy the following conditions:
1. There is only one trial
2. There are exactly two outcomes: success or failure.
3. The outcomes (or the events) are independent.
4. The sum of the probabilities of success and failure is equal to 1.
(2) Binomial Probability Distribution
Binomial experiment is a Bernoulli trial repeated finite many times
Consider a fixed number n of mutually independent Bernoulli trails. Suppose these trials have same probability of
success, say p. A random variable X is called a binomial random variable if it represents the total number of successes in n
independent Bernoulli trials.
SSFSFFFSSSFFFSSFFFSF (n outcomes)
Thus, to find the probability density function of X we have to find the probability of x successes in n independent trails.
If we have x successes in n trails, then the probability of each n-tuple with x successes and n − x failures is
px (1 − p)n−x.

However, there are ( nx ) tuples with x successes and n − x failures in n trials.

Hence P[X = x] = ( x ) p q
n x nx
( x = 0, 1, 2, … ,n )
Therefore the probability density function of X is

f(x) = ( nx ) p q
x nx
( x = 0, 1, 2, … ,n )
The random variable X is called the binomial random variable with parameters n and p, if its probability density
function is of the form
Probability for x successes out of n

P[X =x] = ( nx ) p q x nx

( x = 0, 1, 2, … ,n )
Example suppose a coin is tossed 10 time, probability of a head is twice than the probability of a tail. Observe the
number of heads and find a complete probability distribution. Particularly, find the probability to obtain 6 heads in this activity.
W + 2W = 1  W = 1/3 i.e the probability of a tail
If X denotes number of heads ; X = 0, 1, …, 10
P = probability of a head = 2/3 and q = 1-p = probability of a tail = 1/3 such that p + q = 1
P[X = 6] = 10C6  (2/3)6 (1/3)4 HHHHHHTTTT
Example
A fair coin is tossed 5 times, and consider the number of heads find the probability to get 2 heads.
X denotes number of heads; X = 0, 1, 2, 3, 4, 5
P(2 heads) = P[X = 2] = 5C2  ( ½ )2  (½)3 =
HHTTT
THHTT
TTHHT
TTTHH
THTHT
HTHTT
TTHTH
THTHT
HTTTH
Repeat the question:
3 Random Variables and their Probability Distributions (incomplete) (5)

A coin is biased such that a head is three times as likely to occur as a tail. and consider the number of heads find the
probability to get 2 heads.
P + 3p = 1  4p = 1  p = ¼ i.e the probability of a tail, therefore the probability of a head is ¾
P(2 heads) = P[X = 2] = 5C2  ( ¾ )2  (¼)3 =

Exercise 9.
If 20% of the bolts produced by a machine are defective, determine the probability that out of 4 bolts chosen
at random, (a) 1, (b) 0, (c) less than 2, bolts will be defective.
(a) 4C
1  (0.2)1  (0.8)3 = 0.65 i.e. probability of getting 1 defective bolt DNNN, NDNN, NNDN, NNND
(b) If the probability of a defective bolt is 0.1, find (a) the mean, np (b) the standard deviation, npq for the
number of

defective bolts in a total of 400 bolts.

Examples (5)
On a five-question multiple-choice test there are five possible answers, of which one is correct. If a student guesses
randomly and independently.

(i) what is the probability that she is correct only on questions 1 and 4? qqqqq (1/5)2  (4/5)3
(ii) what is the probability that she is correct only on two questions? 2  (1/5)  (4/5)
5C 2 3

n = 5, p = probability a question to be correct is 1/5 , q = 1-p = 4/5

12345
12
13
14 HTTHT
15
23
24
25
34
35
45
Solution (i)
1 4
The probability of a success is p = 5 , and thus 1  p = 5 , therefore, the probability that she is correct on question 1 and
4 is
1 2 4
3
64
P(correct on question 1 and 4) = p2 (1  p)3 =  5  = 55 = 0.02048
  5
Solution (ii)
1 2 4
3
64
P(correct on any two questions) = 5C2 p2 (1  p)3 = 10   5  = 55 = 0.2048
  5
Mean and Variance
The mean and variance of the binomial distribution b(x; n, p) are
 = np and 2 = npq
S = {HHH, HHT, HTH, THH, HTT, THT, TTH, TTT}

Examples (6)
Tests for impurities commonly found in drinking water from private wells showed that 30% of all wells in a particular
county have impurity A. If a random sample of five wells is selected from the large number of wells in the county, what is the
probability that:
a. Exactly three will have impurity A? P[X = 3] = 5C3  (0.3)3  (0.7)2
b. At least three? P[X  3] = P[X = 3] + P[X = 4] + P[X = 5]
c. Fewer than three? P[X < 3] = P[X = 0] + P[X = 1] + P[X =2]
3 Random Variables and their Probability Distributions (incomplete) (6)

Solution
X denotes the number of wells having impurity A, X = 0, 1, 2, 3, 4,5
p = probability of a well having impurity A = 0.3 q = 1-p = 0.7
The sampling procedure represents a Binomial experiment with n = 5 and p = 0.3.
a. The probability of drawing exactly y = 3 wells containing impurity A is

p(y) = ( ny ) p q
y ny

5!
when n = 5, p = 0.3 and y = 3, p(3) = 3!2! (0.3)3 (0.7)2 = 0.13230

b. The probability of observing at least three wells containing impurity A is

P(y  3) = p(3) + p(4) + p(5)
5!
Where p(4) = 4!1! (0.3)4 (0.7)1 = 0.02835
5!
p(4) = 5!0! (0.3)5 (0.7)0 = 0.00243
Since we found p(3) in part a. we have
P(y  3) = p(3) + p(4) + p(5) =0.13230 + 0.02835 + 0.00243
c. P(y < 3) = p(0) + p(1) + p(2)
by using the complementary relationship and the fact that  P(y) = 1, we have
p(y < 3) = 1  p(y  3) = 1  0.16308 = 0.83692
Examples (7)
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 of the retailer randomly picks 20 items from a shipment. What is
the probability that there will be at least one defective item among these 20?
(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 3 shipments containing at least one defective device?
(Example 5.6, Book: Probability and Statistics by Walpole 8th Ed)
Solution (a)
Denote by X the number of defective devices among the 20. This follows that
n = 20 , X = 0, 1, 2, …, 20 and p = 0.03,
the probability of a defective device, therefore
P(X  1) = 1 - P(X = 0) = 1 – 20 C0 p0 q20-0
= 1 - 0.03°(1 - 0.03)20 = 0.4562.
Solution (b)
In this case, each shipment contains at least one defective. Hence, testing the result of each shipment is a trial with p
= 0.4562 from part (a). Assuming the independence from shipment to shipment and denoting by Y the number of shipments
containing at least one defective item Y follows another binomial distribution b(x; 10, 0.4562). Therefore, the answer to this
question is
P(Y = 3) = 10 C3 0.45623(1 - 0.4562)7 = 0.1602
(3) The Poisson Probability Distribution
Definition
When n is large and value of p is < 0.05, we prefer Poisson distribution
Given an interval of real numbers, assume counts occur at random throughout the interval. If the interval can be
partitioned into subintervals of small enough length such that
(1) the probability of more than one count in a subinterval is zero,
(2) the probability of one count in a subinterval is the same for all subintervals and
proportional to the length of the subinterval, and
(3) the count in each subinterval is independent of other subintervals,
the random experiment is called a Poisson process.
The random variable X that equals the number of counts in the interval is a Poisson random variable with parameter 0 < , and
xe-
the probability mass function of X is P(X ; ) = x! , x = 0, 1, 2, …
The characteristics of a Poisson random variable are listed below:
the experiment consist of counting the number X of times a particular event occur during a given unit of time, or
in a given area of volume (or weight, distance, or any other unit of measurement).
The probability that an event occurs in a given unit of time, area, or volume is the same for all the units.
The number of events that occur in one unit of time, area, or volume is independent of the number that occurs in
other units.
3 Random Variables and their Probability Distributions (incomplete) (7)

The mean (or expected) number of events in each unit will be denoted by the Greek letter meu, 
The Mean and Variance
Mean =  and 2 = 
 is called the parameter of a Poisson distribution.
Examples (8)
In a certain industrial facility, accidents occur infrequently. It is known that the probability of an accident on any given
day is 0.005 and accidents are independent of each other.
(a) What is the probability that in any given period of 400 days there will be an accident on one day? 400C1  (0.005)1 (0.995)399
(b) What is the probability that there are at most three days with an accident? (Walpole Example 5.19)
Solution
Let X denotes number of days in which we have accident; X = 0, 1, 2, … , 400
We prefer here Poisson distribution, n = 400 and p = the probability that we have an accident in a day = 0.005. Thus,
 = np = 2.
Using the Poisson approximation,
2xe-2
(a) P(that there will be an accident on one day) = P(X = 1) = 1! = e−221 = 0.271 and
3
(b) P(X ≤ 3) =  e-22x/x! = 0.857
x=0
Examples (9)
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?
Solution
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
 = np = (8000)(0.001) = 8.
Hence, if X represents the number of items having bubbles, we have
6 xe- 80e- 81e-8 xe- xe- xe- xe- xe-
P(X < 7) =  x! = 0! + 1! + x! + x! + x! + x! x! = 0.3134.
x=0
Examples (10)
If there are 200 typographical errors randomly distributed in a 500-page manuscript, find the probability that a given
page contains exactly 3 errors. (Bluman Example 5.27)
Solution
First, find the mean number  of errors. Since there are 200 errors distributed over 500 pages, each page has an
average of
200 2
 = 500 = 5 = 0.4
xe- (0.4)3e-0.4
P(X; ) = x! = 3! = 0.0072
Thus, there is less than a 1% chance that any given page will contain exactly 3 errors.
Examples
For the case of the thin copper wire, suppose that the number of flaws follows a Poisson distribution with a mean of
2.3 flaws per millimeter.
(i) Determine the probability of exactly two flaws in 1 millimeter of wire.
Let X denote the number of flaws in 1 millimeter of wire. Then, E(X) = 2.3 flaws and
e-2.3 (2.3)2
P(X = 2) = 2! = 0.265
(ii) Determine the probability of 10 flaws in 5 millimeters of wire.
Let X denote the number of flaws in 5 millimeters of wire. Then, X has a Poisson distribution with
E(X) = 5 mm  2.3 flaws/mm = 11.5 flaws
e-11.5 (11.5)10
Therefore P(X = 10) = 10! = 0.113
(iii) Determine the probability of at least one flaw in 2 millimeters of wire.
Let X denote the number of flaws in 2 millimeters of wire. Then, X has a Poisson distribution with
E(X) = 2 mm  2.3 flaws/mm = 4.6 flaws
Therefore,
P(X  1) = 1  P(X = 0) = 1  e-4.6 = 0.9899
Practical Interpretation: Notice that when a probability was requested for 2 mm of wire 2 was adjusted to 4.6, the
mean number of flaws in 2 mm. With such adjustments, probabilities can be calculated for intervals of any size.
3 Random Variables and their Probability Distributions (incomplete) (8)

Examples (11)
Suppose that number Y of a company’s employees absent on Mondays has approximately a Poisson probability
distribution. Furthermore, assume that the average number of Monday absent is 2.5.
(a) Find the mean and the standard deviation of Y, the number of employees absent on Monday.
(b) Find the probability that exactly 5 employees are absent on a given Monday.
(c) Find the probability that 2 or more employees are absent on a Monday.
Solution
a) The mean and variance of a Poisson random variable are both equals to . Thus, for this example
 =  = 2.5 and 2 =  = 2.5
then the standard deviation is
 = 2.5 = 1.58
b) We want the probability that exactly 5 employees are absent on Monday.
ye-
The probability distribution for y is P(y) = y!
Then, since  = 2.5, y = 5 and e-2.5 = 0.082085
(2.5)5e-2.5 (2.5)2 (0.082085)
 P(5; 2.5) = 5! = 5 . 4 . 3 . 2 . 1 = 0.067
c) to find the probability that two or more employees or absent on Monday,
we need to find

P(y 2) = P(2) + P(3) + P(4) + … =  P(y)
y=2
In order to find the probability of this event, we must consider the complementary event.
Thus, P(y 2) = 1 – P(y  1) = 1 – [P(0) + P(1)]
(2.5)0e-2.5 (2.5)1e-2.5 1 . (0.082085) (2.5)2 (0.082085)
=1- 0! - 1! =1- 1 - 1 = 1 – 0.287 = 0.713
According to our Poisson model, the probability that two or more employees are absent on Monday is 0.713.
Examples (12)
The probability that a man aged 50 years will die within a year is 0.01125. What is the probability that of 12 such men
at least 11 will reach their fifty-first birthday?
Solution
Required probability that at least 11 will not die within a year.
Let X denotes the number of men who will die within a year (i.e. they will not reach their 51 st birthday)
X = 0, 1, 2, 3, … , 12
Here p = 0.01125 i.e. a man will die within a year, and n = 12. We compute the desired probability by means of
Poisson distribution because the probability of death is very small.
Therefore  = np = 12  (0.01125) = 0.135, and the Poisson distribution is
e-0.135(0.135)x
P(x; 0.135) = x!
P(at least 11 will reach their 51st birthday )
= P(at least 11 will not die within a year)
= P(11 will not die) + P(12 will not die)  P(X =11) + P(X =12)
= P(1 will die) + P(0 will die)
= P(X = 1) + P(X =0)
e-0.135(0.135)1 e-0.135(0.135)0
= 1! + 0!
= 0.8737 + 0.1179
= 0.9916

Let X denotes the men who will not die; X = 0, 1, 2, 3, … , 12

P = the probability that a man will not die = 1  0.01125 = 0.98875
We decide here to apply binomial distribution; (because p > 0.05)
P[X = x] = nCx px qn-x
Required;
P(at least 11 will celebrate their 51st birthday) = P(at least 11 will not die within a year)
= P(11 will not die) + P(12 will not die)
= P(X = 11) + P(X = 12)
= 12C11 (0.89975)11 (0.01125)12-11 + 12C12 (0.89975)12 (0.01125)12-12
3 Random Variables and their Probability Distributions (incomplete) (9)

1. (bernoulli) A biased coin is tossed with p = 2/3 and q = 1/3, X denotes the number of heads, X = 0, 1 find their
prob distribution.
2. A coin is tossed 10 times find the probability to get exactly 6 heads. 10C6 p6 q106
3. Find the probability that 6th head comes at 10th toss. (generally we can say, how many times we have to toss a
coin to get 6 number of heads) (Negative Binomial distribution)
4. Find the probability that first head comes at 10th toss. (geometric distribution)

Let a coin is biased, with the probability of a head twice than the probability of a tail.
p+2p = 1  p = 1/3 i.e. the probability of a tail, therefore probability of a head = 2/3

H T H H T T H H T H

P[X = 10] = 9C5  (2/3)6 (1/3)4

P[X = x] = x-1Ck-1 pk qx-k general formula for negative binomial distribution

X denotes the number of trials to get k successes, X = k , K+1 , k+2, …

P[X = x] = x-1Ck-1 pk qxk
(2) Geometric what is the probability to get 1st head in 10th toss
T T T T T T T T T H P[X = 10] = 10-1C1-1 p1 qx1 = p qx-1

1 . (1/3) (2/3)
9 1

P[X = x] = 1. p1 qx1

(4) The Negative Binomial Probability Distribution

Probability Mass Function
If repeated independent trials can result in a success with probability p and a failure with probability q = 1 − p, then
the probability distribution of the random variable X, the number of the trial on which the kth success occurs, is

P[X = x] = ( xk -- 11 ) p q
k x–k , X = k, k+1, k+2, …
The mean and variance of a negative binomial random variable are, respectively,
k kq
=p and 2 = p2

TTTTTHTTTTTTTTTTHTTH 19C
2 p3 q17
Examples (1)
For a certain manufacturing process, it is known that, on the average, 10 in every 100 items is defective. What is the
probability that the 20th item inspected is the third defective item found?
Solution

P[X = x] = ( xk -- 11 ) p q
3 5–3

here X = 20th trial containing k = 3rd defective item and p = 10/100 = 0.10

Therefore, P[X = 20]. = ( 203 --11 ) (0.10) (0.90)

3 20 – 3 = ( 192 ) (0.10) (0.90)
3 17

Exercise 1.
To attach the housing on a motor, a production line assembler must use electrical tool to select and tighten four bolts.
Suppose that the probability of setting and tightening a bolt in any 1-second is p = 0.8. if if the assembler fails in the first second,
the probability of success during the second 1-second interval is 0.8, find

(i) probability distribution of X, the length of time until complete housing is attached. P[X = x] = ( xk -- 11 ) p q
k x

–k

(ii) probability at X = 6
(iii) the mean and variance of X
3 Random Variables and their Probability Distributions (incomplete) (10)

Exercise 2.
The probability that a person will install a black telephone in a residence is estimated to be 0.3. find the probability
that the 10th phone installed in a new sub-division is the 5th black phone.
Exercise 3.
A Web site randomly selects among 10 products to discount each day. The color printer of interest to you is discounted today.
(a) What is the expected number of days until this product is again discounted?
(b) What is the probability that this product is first discounted again exactly 10 days from now?
(c) If the product is not discounted for the next five days, what is the probability that it is first discounted again 15 days from now?
(d) What is the probability that this product is first discounted again within three or fewer days?
(5) The Geometric Probability Distribution
Probability Mass Function
If repeated independent trials can result in a success with probability p and a failure with probability q = 1 − p, then
the probability distribution of the random variable X, the number of the trial on which the first success occurs, is
P[X = x] = p qx -1 , x = 1, 2, 3, …
The mean and variance of a geometric random variable are, respectively,
1 1-p
=p and 2 = p2
Examples (2)
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?
Solution
Using the geometric distribution with x = 5 and p = 0.01, we have
P[X = x] = p qx -1 , x = 1, 2, 3, …
P[X = 5] = (0.01)(0.99)4 = 0.0096.
Geometric and Negative Binomial Distributions
Exercise 4.
The probability of a successful optical alignment in the assembly of an optical data storage product is 0.8. Assume the
trials are independent.
(a) What is the probability that the first successful alignment requires exactly four trials?
(b) What is the probability that the first successful alignment requires at most four trials?
(c) What is the probability that the first successful alignment requires at least four trials?
(Douglas Montgomery 3rd Problem 3.73)
Exercise 5.
A particularly long traffic light on your morning commute is green 20% of the time that you approach it. Assume that
each morning represents an independent trial.
(i) What is the probability that the first morning that the light is green is the fourth morning that you approach it?
(ii) What is the probability that the light is not green for 10 consecutive mornings?
(Douglas Montgomery 3rd Problem 3.73 and 3.75)
Exercise 6.
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?
(Douglas Montgomery 5th Example 5.15)