Probability Distributions

1
• Probability Distribution: Complete list of all possible outcomes of an
experiment and its corresponding probabilities is called probability
distribution

• Discrete distributions are constructed from discrete random variable.

The binomial, Poisson, and hypergeometric, Geometric and negative
binomial distributions are discrete distributions

• Continuous distributions are based on continuous random variables.

The normal, uniform, exponential, t, chi-square, and F distributions are
continuous distributions

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Probability Distributions

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 Example:-The following data represent the daily sales in $1000 and its corresponding
probabilities

Probability distribution Find the probability that

Daily sales Probability (1) Daily sale is zero on consecutive two days
(X) P P(0  0)=0.2 × 0.2 =0.04
0 0.20 (2) Total sale of 6 on consecutive two days
1 0.30 P(2  4)+ P(4  2)+ P(3  3)=0.025+0.025+0.0225= 0.0725
2 0.25 (3) Total sale of less than 2 on consecutive days
3 0.15 P(0  0)+P(0  1)+ P(1  0)= 0.04+0.06+0.06 =0.16
4 0.10

1.00 4
Find expected daily sale (mean daily sale) and variance
Probability distribution

Daily sales Probability PX PX2

(X) P Mean = E(X) = σ 𝑃𝑋 = 1.65
0 0.20 00 00 Variance =σ 𝑃𝑋2 - σ 𝑃𝑋
1 0.30 0.30 0.30 4.25 - 1.65 = 2.6
2 0.25 0.50 1.00
3 0.15 0.45 1.35
4 0.10 0.40 1.60

1.00 1.65 4.25

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 Example:- The following data represent the number of goals in each match and its
corresponding probabilities. Find the probability that total goals in two matches are 5
Probability distribution Ist 2nd Probability
Goals Probability
0 5 0.05x0.05 =0.0025
0 0.05 5 0 0.05x0.05 =0.0025
1 0.20
1 4 0.20 x 0.30 =0.06
2 0.15
4 1 0.30 x 0.20 =0.06
3 0.15
4 0.30 2 3 0.15 x 0.15 =0.0225
5 0.05 3 2 0.15 x 0.15 =0.0225
>5 0.10
0.17
Total 1.00 6
Example:- A mobile company has conducted a study on 10,000 customers about the length
of time they have to wait, at its customer care centers, before being facilitated by the officer.
The results of the study are as follows:
Waiting Time
1. Construct the probability f PX2
(X) P PX
distribution for the above study. 0.0000 0.000
0 380 0.038
2. Determine the mean and variance 0.112 0.1120 0.112
1 1120
of the constructed probability 0.168 0.3360 0.672
2 1680
distribution. 0.178 0.5340 1.602
3 1780
Mean   pX  3.4920 0.196 0.7840 3.136
4 1960
Variance   pX 2    pX 
2
0.155 0.7750 3.875
5 1550
 15.334  3.4920 2
0.12 0.7200 4.320
6 1200
 3.14 0.033 0.2310 1.617
7
7 330
 Waiting Time
Calculate the probability f P
(X)
(3) that a customer must wait before being facilitated. 0 380 0.038
7

 P  1  P( X  0)
x 1
1 1120 0.112

2 1680 0.168
1  0.038  0.962 3 1780 0.178
(4) that a customer has to wait for less than two minutes
4 1960 0.196
before being facilitated? 1

 P  0.15
x 0
5
6
1550

1200
0.155
0.12

(5) that customer has to wait between 2 to 5 minutes? 7 330 0.033

4 10,000 1
 P  0.3740
x 3
7
(6) that customer has to wait more than 5 minutes?  P  0.1530
x 6 8
Example:- (a)In a game, a man is paid Rs. 50 if he gets all heads or all tails when 4 coins are
tossed and he pays out Rs. 30 if 1, 2 or 3 heads appear. His expected gain is:

X P PX
50 0.125 6.25
Expected loss=Rs. 20
-30 0.875 -26.25

-20
(b):- By investing into a particular stock, a person can make a profit in 1 year of Rs.5000 with
probability 0.4 or take a loss of Rs. 1500 with probability 0.8. the person’s expected gain is:
X P PX
5000 0.40 2000
Expected gain =800
-1500 0.80 -1200
9
800
Special Discrete Probability Distribution

1.Binomial
2.Poisson
3.Exponential
4.Negative Binomial
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 Binomial Probability Distribution
This distribution is for a discrete random variable which can have only two values-success
or failure such as Head or Tail , Male or Female, Pass or Fail, Good or Defective
Conditions for using Binomial distribution
i) The experiment consists of “n” repeated trials.

ii) Each trial has only two outcomes e.g. yes/no, Head/tail, success /failure.
iii) The probability of success of each trial remains fixed from trial to trial.
iv) The trials are statistically independent i.e. outcome of one trial does not affect the outcome of any other trial.
X=Number of success
we can find the Probability of X successes in n trials n=Total number of trials
P=Probability of success in a single trial
Binomial Formula
n x (q=1-p= Probability of failure)
P( X  x)  C p q n
x
x
x  0,1, 2, ,n
n and p are called parameters 11
Example(1) Suppose that 80% of adults with allergies report symptomatic relief
with a specific medication. If the medication is given to 10 new patients with
allergies, what is the probability that it is effective in exactly seven?
X= number of patients relief with medication 0, 1, 2 3,4 . . . 10
n= 10
p=Probability of a patient to get relief with medication=0.80

𝐵𝑖𝑛𝑜𝑚𝑖𝑎𝑙𝐹𝑜𝑟𝑚𝑢𝑙𝑎
𝑃(𝑋 = 𝑥) = 𝐶𝑥𝑛 𝑝 𝑥 𝑞𝑛−𝑥 𝑥 = 0,1,2, ⋯ , 𝑛

𝑃(𝑋 = 7) = 𝐶710 (0.8)7 (0.2)10−7 = 0.2013

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Example(2) The likelihood that a patient with a heart attack dies of the attack is
0.04 (i.e., 4 of 100 die of the attack).
Suppose we have 5 patients who suffer a heart attack, what is the probability
that all will survive?
0, 1, 2 . . . 5
X=Number of patients die with heart attack
n=5
P=Probability of a patient die with heart attack=0.04

5 0 5−0
𝑃(𝑋 = 0) = 𝐶0 (0.04) (0.96) = 0.8154

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Example(3) In a family of 11 children, what is the probability that there will be
more boys than girls?

X=Number of boys in family

n=11 X p
P=Probability of a boy in family =0.5 6 0.2256
7 0.1611
𝐵𝑖𝑛𝑜𝑚𝑖𝑎𝑙𝐹𝑜𝑟𝑚𝑢𝑙𝑎
𝑃(𝑋 = 𝑥) = 𝐶𝑥𝑛 𝑝 𝑥 𝑞 𝑛−𝑥 𝑥 = 0,1,2, ⋯ , 𝑛 8 0.0806
9 0.0269
10 0.0054
Byusing calculater
11 11 0.0005
𝑃(𝑋 ≥ 6) = ෍ 𝐶𝑥11 × 0. 5𝑥 × 0. 511−𝑥 = 0.5 0.5000
6 14
Example: (4) A biologist estimates that the chance of germination for a type of bean seed is
0.7. A student was given 6 seeds. What are the probabilities that he gets

X=Number of seeds germinated 0, 1, 2 3,4 . . . 6

n=6
P=Probability of a seed germination =0.7

(a) All seeds germinated 𝑃(𝑋 = 6) = 𝐶66 (0.7)6 (0.3)6−6 = 0.1176

(b) Just one seed not germinated 𝑃(𝑋 = 5) = 𝐶56 (0.7)5 (0.3)6−1 = 0.3025

(c) At most 4 seed germinated

Byusing calculater
4

𝑃(𝑋 ≤ 4) = ෍ 𝐶𝑥6 × 0. 7𝑥 × 0. 36−𝑥 = 0.5798

0
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Example: (5) Suppose individuals with a certain gene have a 0.70 probability of eventually
contracting a certain disease. If 10 individuals with the gene participate in a lifetime study, find
the probability that X=Number of individuals with disease
I. Exactly 8 will have certain disease n=10
II. At leat 8 will have certain disease p=prob. of a person contracting the disease = 0.70
III. At most 6 will have certain disease
IV. Between 5 to 7, both inclusive X=0,1,2,3,4, 5, 6 . . . 10
V. More than half will have certain disease

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Example(6) If a couple decides to have three offspring, what is the probability
that 2 will be boys

X= number of boys
n= 3
p=Probability of a boy=0.50

𝐵𝑖𝑛𝑜𝑚𝑖𝑎𝑙𝐹𝑜𝑟𝑚𝑢𝑙𝑎
𝑃(𝑋 = 𝑥) = 𝐶𝑥𝑛 𝑝 𝑥 𝑞𝑛−𝑥 𝑥 = 0,1,2, ⋯ , 𝑛

3
𝑃(𝑋 = 3) = 𝐶23 (0.5)2 (0.5)3−1 = 0.375 =
8

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Example (7) Consider a male with genotype AA and a female with genotype
Aa. What is the probability that 6 of their 7 offspring will have genotype Aa?
X= number of offspring with genotype Aa A A
n= 7
p=Probability of an offspring with genotype Aa A AA AA
=0.50
a aA aA

𝑃(𝑋 = 6) = 𝐶67 (0.5)6 (0.5)7−6 = 0.0547

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EXAMPLE If 60% population are in favour of government policies for controlling
COVID-19 virus, 30% against and 10% has no opinion.
If sample of 20 people are selected, what is the probability 13 are in favour of policies

X=Number of people that are in favour

n=20
p=Probability of a single person that is in favour =0.60
q=0.40

P( X  13)  C  0.60  0.40  0.1659

20 13 7 X=0, 1, 2, 3,. . .13 ,. . .20
13

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EXAMPLE In tossing of a coin four times, find the probability distribution of number of
heads. (ii):- 1Find mean and variance of the probability distribution in part (a)
x n x PX P X2 Alternative Formula :
X P( X  x)  C p q
n
x

0.000 0.000 Mean  np  2

0 0.063
0.250 0.250 Variance  npq  1
1 0.250
0.750 1.500
2 0.375
0.750 2.250
3 0.250
0.250 1.000
4 0.063
2.00 5.00

Mean   pX  2 Variance   pX    pX   1
2 2

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EXAMPLE A packing machine produces 20% defective packets. Find mean and variance
of the binomial distribution of defective packets, if a random sample of 10 packets are
selected

X=Number of defective packets

n=Total number of items =10

P=Probability of a defective packet=0.20

Alternative Formula :
Mean  10  0.2  2
Variance 10  0.2  0.8  1.6
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 Binomial Formula :
x n x
P( X  x)  C p q
n
x

If p=0.001 and n=50 the calculate  C250  0.0012  0.99950 2  0.0012

P(X=2) by binomial and Poisson 𝑃𝑜𝑖𝑠𝑠𝑜𝑛𝐹𝑜𝑟𝑚𝑢𝑙𝑎:
𝜇 = 𝑛𝑝 = 50 × 0.001 = 0.05
formula 𝑒 −𝜇 𝜇 𝑥 𝑒 −0.05 (0.05)2
𝑃(𝑋 = 2) = = = 0.0012
𝑥! 2!

𝐵𝑖𝑛𝑜𝑚𝑖𝑎𝑙𝐹𝑜𝑟𝑚𝑢𝑙𝑎:
𝑃(𝑋 = 2) = 𝐶25 × 0. 12 × 0. 95−2 = 0.0729

If p=0.1 and n=5 the calculate 𝑃𝑜𝑖𝑠𝑠𝑜𝑛𝐹𝑜𝑟𝑚𝑢𝑙𝑎:

𝜇 = 𝑛𝑝 = 5 × 0.1 = 0.5
P(X=2) by binomial and Poisson
𝑒 −𝜇 𝜇 𝑥 𝑒 −0.5 (0.5)2
𝑃(𝑋 = 2) = = = 0.0758
formula 𝑥! 2!

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 Poisson Probability Formula
Conditions:

a) When all conditions of binomial are fulfill along with number of trials is large
(n > 20) and probability of success is small (p <0.05)
b) When parameter of Poisson is given
Parameter:
Average =µ
Formula:
𝑒 −𝜇 𝜇 𝑥
𝑃(𝑋 = 𝑥) = 𝑥 = 1,2,3 … 𝑛
𝑥!
EXAMPLE: The likelihood that a patient with a heart attack dies of the attack is 0.04 (i.e., 4
of 100 die of the attack). Suppose we have 500 patients who suffer a heart attack, what is
the probability that 50 will die?
X=Number of patients die with heart attack
n=500
0, 1, 2 . . . 500
P=Probability of a patient die with heart attack=0.04
500
𝑃(𝑋 = 50) = 𝐶50 (0.04)50 (0.96)500−50 =?

As p < 0.05 and n > 20 so Poisson is appropriate

X=Number of patients die with heart attack
U=mean number of patient die with heart attack =500 × 0.04=20
𝑒 −20 × 2050
𝑃(𝑋 = 50) = = 7.63 × 10−9
50!
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EXAMPLE: If there is 0.1% chance that a new born baby have a rare blood disease. Among
the next 500 births, what is the probability that exactly 2 will have disease

X=Numberofbabieswithblood
𝑒 −𝜇 × 𝜇 𝑥
disease 𝑃(𝑋 = 𝑥) = 𝑥 = 1,2,3 ⋯ 500
n=500 𝑥!
p=0.001
𝜇=500 × 0.001=0.5

𝑒 −0.5 × 0. 52
𝑃(𝑋 = 2) = = 0.078
2!

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EXAMPLE: The probability that a component produced in a factory is defective is 0.005. If a
sample of 500 components are tested find the probability that
(a) Exactly 2 components are defective
(b) More than two components are defective

X=Number of defective components

n=500
p=0.005
𝜇=500 × 0.005=2.5

X=0,1,2,3,4, 5, 6 . . . 500

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EXAMPLE: A chemical firm produces bottles of shampoo. It is found over a long period of
time that 1 in 50 bottles contains enough impurity to render the shampoo unusable. A
random sample of 100 bottles is taken. What is the probability that more than 5 of them will
be unusable
X=Number of bottales unusable
n=100
X=0,1,2,3,4, 5, 6 . . . 100
p=0.02
𝜇=100 × 0.02=2

5
𝑒 −2 × 2𝑥
𝑃(𝑋 ≤ 5) = ෍ = 0.9834
𝑥!
𝑥=0
𝑃(𝑋 > 5) = 1 − 𝑃(𝑋 ≤ 5)
1 − 0.9834 = 0.0166 27
X=Number of patients that develop illness
n=1000
p=0.005 X=0,1,2,3,4, 5, 6 . . . 1000
𝜇=1000 × 0.005=5

4
𝑒 −5 × 5𝑥
𝑃(𝑋 ≤ 4) = ෍ = 0.4405
𝑥!
𝑥=0
𝑃(𝑋 ≥ 5) = 1 − 𝑃(𝑋 ≤ 4)
1 − 0.4405 = 0.5595
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29
 X=Numberofbacteria per ml of liquid
𝜇=Average number of bacteria per ml of liquid=1.1 per ml

2
X=0,1,2 ,3,4, 5, 6 . . .
𝑒 −1.1 × 1. 1𝑥
𝑃(𝑋 ≤ 2) = ෍ = 0.9004
𝑥!
𝑥=0
𝑃(𝑋 > 2) = 1 − 𝑃(𝑋 ≤ 2)
= 1 − 0.9004 = 0.0996 30
31
EXAMPLE: Calculate the probability that there will be more than 12 infected people by
COVID-19 in one hour, if a total of 204 new cases are recorded a day.

X = 0 ,1 ,2 ,3,4 . . 12, 13,14, . . .

X = Number of infected people per hour
U=Average Number of infected people per hour (204/24=8.5)
12
𝑒 −8.5 (8.5)𝑥
𝑃(𝑋 > 12) = 1 − ෍ = 0.0909
𝑥!
0

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EXAMPLE: The arrivals of customers at an automatic teller machine fallows Poisson with a
mean of five minutes.
(a) What is the probability that more than three customers arrive in 10 minutes?

Average number of customers per 10 minutes interval=2

3 𝑒 −2 ×2𝑥
𝑃 𝑋≤3 = σ𝑥=0 =0.857123
𝑥!

𝑃(𝑋 > 3) = 1 − 𝑃(𝑋 ≤ 3)

= 1 − 0.857123 = 0.142877

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 Geometric Distribution:
Geometric distribution is appropriate in situations in which independent trials are performed
until first success achieve.
1 Terminals on an on-line computer system are attached to a communication line to the central
computer system. The probability that any terminal is ready to transmit is 0.95.
Let X = number of terminals polled until the first ready terminal is located.
2. Toss a coin repeatedly until head appears Let X = number of tosses required to get first head
3. It is known that 20% of products on a production line are defective. Products are inspected
until first defective is encountered.
Let X = number of inspections to obtain first defective
4. One percent of bits transmitted through a digital transmission are received in error. Bits are
transmitted until the first error. Let X denote the number of bits transmitted until the first error
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 X= Number of trials required to get first success (head)
H q0 p
X=1

X=2 T H q1 p

X=3 T T H q2 p
H
X=4 T T T q3 p
H
X=x T T T T qx-1p
x-1 35
 Geometric Distribution:
1 An experiment consists of repeating trials until first success.
In theory, the number of trials could go on forever. There must be at least one trial.
2 Each trial has two possible outcomes; success with probability p and failure with
probability q = 1 − p.
3 Repeated trials are independent.

X=Number of trials required to get the first success

P=Probability of success in a single trial
Probability Mass Function of Geometric Distribution:
x 1
P( X x) q p x 1, 2,3...
36
Example:-An oil company conducts a geological study that indicates that an exploratory
oil well should have a 20% chance of striking oil. What is the probability that the first
strike comes on the third well drilled?
Solution
X=number of drillings required to get the first strike
P=probability of strike=0.2

P( X x) q x 1 p x 1, 2,3...

P( X 3) (0.8) 2 0.2 0.128

There is about 13% chance that the first strike comes on the third well drilled
37
Example:- The probability of a successful optical alignment in the assembly of an optical
data storage product is 0.8.Assume the trials are independent
1. What is the probability the first successful alignment requires exactly four trials?
2. What is the probability that the first successful alignment requires at most four trials?
3. What is the probability that the first successful alignment requires at least four trials?
Solution:-
X= number of trials to obtain in the first successful alignment.
P= probability of success=0.8

P( X x) qx 1 p x 1, 2,3...
P(X = 4) = 0.23(0.8) = 0.0064
P(X  4) = P(X=1) + P(X = 2) + P(X =3) + P(X = 4)=0.9984
P(X  4) = 1  P(X < 4) = 1  0.992 = 0.008
38
Mean and variance of Geometric Distribution
1
Mean : EX
P
2 2 1 p
Variance : EX EX 2
P

39
Example:- An oil company conducts a geological study that
indicates that an exploratory oil well should have a 20% chance of
striking oil.
What is the mean and variance of the number of wells that must be
drilled if the oil company wants to set up first oil producing well?
Mean and variance of Geometric Distribution
1 1
Mean : EX 5,
p 0.2
On average company have to drill 5 wells in order to get first oil producing well
2 2 1 p 0.8
Variance : EX EX 2 2
20
P 0.2
SD 20 4.47
40
 X= Number of trials required to get 2 success

X=2 HH q0 p2

X=3 T H H or H T H 2q1p2

X=4 TTHH or THTH or HTTH 3q2p2

X=5 TTTHH or TTHTH or THTTH or HTTTH 4q3p2

2 success in x trials k success in x trials
x 1 x 2 2 x 1 x k k 41

C 2 1
q p x 2,3, 4... C k 1
q p x k , k 1, k 2...
 Negative Binomial Distribution:
1 An experiment consists of repeating trials until kth success.
In theory, the number of trials could go on forever. There must be at least k trials.
2 Each trial has two possible outcomes; success with probability p and failure with
probability q = 1 − p.
3 Repeated trials are independent.

X=Number of trials required to get the kth success

P=probability of success in a single trial

Probability Mass function of Negative Binomial

x 1
P( X x) C k 1
qx k
pk x k, k 1, k 2...
42
Example:- An oil company conducts a geological study that indicates that an exploratory oil
well should have a 20% chance of striking oil. What is the probability that the 3rd strike
comes on the 7th well drilled?

Solution
X=number of drillings required to get the kth strike
K=number of success (striking oil.)
P=probability of strike=0.2

x 1
P( X x) C k 1
qx k
pk x k, k 1, k 2...

7 1 4
P( X 7) C 3 1
(0.8) 0.23 0.0492
There is about 5% chance that the 3rd strike comes on the 7 th well drilled

43
X=number of drillings required to get the kth strike
K=number of success (striking oil.)
x 1
P=probability of strike=0.2 P( X x) C k 1(1 p) x k
pk x k, k 1 , k 2...

(a):- What is the probability that at most 7 well drilled are required for 3rd striking oil.
7
x 1 x 3
P( X 7) C 3 1
(0.8) 0.23 0.1480
x 3

There is about 15% chance that maximum 7 drills are required in order to get the 3rd strike
(b):- What is the probability that at least 7 well drilled are required for 3rd striking oil.
P( X 7) 1 P( X 6)
6
x 1 x 3
1 C 3 1
(0.8) 0.23 0.9011
x 3

There is about 90% chance that atlest 7 drills are required in order to get the 3rd strike

44
X=number of drillings required to get the kth strike
K=number of success (striking oil.) x 1 x k k
P=probability of strike=0.2
P( X x) C k 1
(1 p ) p x k , k 1 , k 2...

(c):- What is the probability that between 7 to 10 well drilled are required for 3rd striking oil.
9
x 1 x 3
P(8 X 9) C 3 1
(0.8) 0.23 0.1138
x 8
(d):- What is the probability that from 7 to 10 well drilled are required for 3rd striking oil.
10
x 1 x 3
P(7 X 10) C 3 1
(0.8) 0.23 0.2233
x 7

(f):- What is the probability that, at most 10 but greater than 7 well drilled are required for 3rd
striking oil.
10
x 1 x 3
P(8 X 10) C 3 1
(0.8) 0.23 0.1742
x 8

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Mean and variance of Negative Binomial Distribution
k
Mean : EX Mean number of trials required to produce k success
P
k 1 p
Variance 2
P

46
Example:- An oil company conducts a geological study that indicates that an
exploratory oil well should have a 20% chance of striking oil.
What is the mean and variance of the number of wells that must be drilled if
the oil company wants to set up three oil producing wells?
Mean and variance of Negative Binomial Distribution
k 3
Mean : EX 15,
p 0.2
On average company have to drill 15 wells in order to get 3 oil producing wells
k 1 p 3 0.8
Variance 2 2
60
P 0.2
SD 60 7.75

47