Probability distributions

Statistics and Probability, MTH 281

Introduction

A probability distribution is a statistical function that gives the possibility of occurrence

of all possible outcomes of an experiment. Two important functions are used to describe
a probability distribution. These are the probability mass function or probability density
function and the cumulative distribution function.

There are two types of data, namely, discrete and continuous. Based on this, a probabil-
ity distribution can be classified into a discrete probability distribution and a continuous
probability distribution.

Discrete probability distributions

Discrete distributions involve a finite or countable set of distinct values. They are described by
their probability mass function (PMF), which assigns probabilities to each possible outcome.

In discrete distributions, we will talk about:

• Binomial distribution

• Poisson distribution

1
1 Binomial distribution

The Binomial distribution is a discrete probability distribution that arises when a fixed
number of independent trials are conducted, each with only two possible outcomes: success
or failure.

1.1 Definition and Formulas

Let’s define the key parameters and formulas associated with the Binomial distribution:

• n: The number of trials or experiments.

• p: The probability of success on a single trial.

• q: The probability of failure on a single trial, where q = 1 p.

• x: The number of successes in the n trials.

The probability mass function (PMF) of the Binomial distribution is given by:
✓ ◆
n
P (X = x) = · px · q n x ,
x

n
where x
represents the binomial coefficient, which is the number of ways to choose x
successes from n trials and is calculated as:
✓ ◆
n n!
=
x x! · (n x)!

The cumulative distribution function (CDF) gives the probability that the number of suc-
cesses is less than or equal to a certain value:

x ✓ ◆
X n
P (X  x) = · pk · q n k

k=0
k

2
 1.2 Assumptions of the Binomial Distribution:

1.2 Assumptions of the Binomial Distribution:

1. Binary Outcomes: Each trial must result in one of two possible outcomes, often labelled
as success or failure.

2. Fixed Number of Trials: The number of trials (n) is fixed in advance and does not change
during the experiment.

3. Independence: Each trial is independent of the others, meaning the outcome of one trial
does not a↵ect the result of another.

4. Constant Probability of Success: The probability of success (denoted as ”p”) remains

constant for each trial.

1.3 Binomial Distribution: Mean and Variance

Mean (µ)

The mean of a binomial distribution with parameters n (number of trials) and p (probability
of success) is given by:
µ = np

Proof

Consider a binomial distribution with n trials and success probability p. Let X be the random
variable representing the number of successes.

Each trial follows a Bernoulli distribution with a probability of success p. The expected value
of a single Bernoulli trial is p, so the expected value of n trials is np:

E(X) = E(X1 + X2 + . . . + Xn ) = E(X1 ) + E(X2 ) + . . . + E(Xn ) = np

3
 1.3 Binomial Distribution: Mean and Variance

Variance ( 2 )

The variance of a binomial distribution with parameters n and p is given by:

2
= np(1 p) = npq.

Proof

Using the same setup as above, the variance of a single Bernoulli trial is p(1 p), so the
variance of n trials is np(1 p):

Var(X) = Var(X1 + X2 + . . . + Xn )

= Var(X1 ) + Var(X2 ) + . . . + Var(Xn )

= np(1 p)

Example 1

Suppose that we do an experiment of flipping a fair coin 10 times. Compute the following
probabilities:

1. Obtaining exactly 7 heads.

2. Obtaining at least 5 heads.

3. Not obtaining head.

Solution

The coin is fair, so the probability of heads (success) is p = 0.5, and the probability of tails
(failure) is q = 0.5. Using the Binomial distribution:

1. Obtaining exactly 7 heads.

✓ ◆
10
P (X = 7) = · 0.57 · 0.510 7
7

4
 1.3 Binomial Distribution: Mean and Variance
✓ ◆
10 10!
= = 120
7 7! · (10 7)!

P (X = 7) = 120 · 0.57 · 0.53 ⇡ 0.117.

2. Obtaining at least 5 heads.

10 ✓ ◆
X 10
P (X 5) = · 0.5k · 0.510 k
⇡ 0.62
k=5
k

3. Not obtaining heads.

✓ ◆
10
P (X = 0) = · 0.50 · 0.510 ⇡ 0.00098.
0

Example 2

In a large restaurant, an average of 3 out of every 5 customers ask for water with their meal.
A random sample of 10 customers is selected. Find the probability that:

1. Exactly 6 customers ask for water with their meal.

2. Less than 9 customers ask for water with their meal.

Solution

Using the Binomial distribution, we have n = 10, p = 35 , q=1 p = 25 .

1.
✓ ◆ ✓ ◆6 ✓ ◆10 6
10 3 2
P (X = 6) = · · ⇡ 0.25.
6 5 5

2.
X8 ✓ ◆ ✓ ◆k ✓ ◆10 k
10 3 2
P (X < 9) = P (X  8) = · · ⇡ 0.95.
k=0
k 5 5

5
 1.3 Binomial Distribution: Mean and Variance

Example 3

If a student randomly guesses five multiple-choice questions, and each question has five
possible choices, solve the following:

1. Find the probability that the student gets exactly three correct.

2. Find the probability that the student gets at least 4 questions correct.

3. Find the mean and variance.

Solution

Using the Binomial distribution:

1 4
n = 5, p= , q=1 p= .
5 5

1. The probability that the student gets exactly three correct answers is given by:
✓ ◆ ✓ ◆3 ✓ ◆ 5 3
5 1 4
P (X = 3) = · · ⇡ 0.05.
3 5 5

2. The student gets at least 4 questions correct:

X5 ✓ ◆ ✓ ◆k ✓ ◆5 k
5 1 4
P (X 4) = · · ⇡ 0.006.
k=4
k 5 5

3. The mean is given by:

1
µ = np = 5 ⇥ =1
5

The variance ( 2 ) is given by:

2 1 4
= npq = 5 ⇥ ⇥ = 0.8.
5 5

6
 1.3 Binomial Distribution: Mean and Variance

Example 4

Suppose a factory produces light bulbs, and each bulb has a 95% chance of passing a quality
control test. If a random sample of 50 bulbs is selected, we can model the situation using a
binomial distribution. Find the mean and variance.

Solution

Let X be the number of bulbs that pass the test. We have n = 50 trials and p = 0.95
probability of success.

The mean (µ) of the number of bulbs that pass the test in the binomial distribution is given
by:
µ = np = 50 ⇥ 0.95 = 47.5.

The variance ( 2 ) is given by:

2
= np(1 p) = 50 ⇥ 0.95 ⇥ (1 0.95) = 2.375.

Example 5

A random variable X follows a Binomial distribution, X ⇠ B(10, p), given that p = 0.65.
Find the following probabilities:

1. P (X = 6)

2. P (X  4)

3. P (X > 8)

Solution

Given: X ⇠ B(10, 0.65)

7
 1.3 Binomial Distribution: Mean and Variance
1.
✓ ◆
10
P (X = 6) = ⇥ 0.656 ⇥ (1 0.65)10 6
= 0.24.
6

2.
4 ✓ ◆
X 10
P (X  4) = ⇥ 0.65i ⇥ (1 0.65)10 i
= 0.09.
i=0
i

3.
✓ ◆ ✓ ◆
10 10
P (X > 8) = ⇥ 0.659 ⇥ (1 0.65) 10 9
+ ⇥ 0.6510 ⇥ (1 0.65)10 10
= 0.09.
9 10

8
2 Poisson Distribution

The Poisson distribution is a discrete probability distribution that arises when counting the
number of events that occur within a fixed interval of time or space. It is particularly useful
for modelling rare events that happen independently and randomly.

2.1 Definition and Formulas

Let’s establish the key parameters and formulas associated with the Poisson distribution:

• : The average rate at which events occur in the given interval.

• x: The number of events we are interested in.

The probability mass function (PMF) of the Poisson distribution is given by:

x
e ·
P (X = x) = ,
x!

where e is the base of the natural logarithm.

The cumulative distribution function (CDF) of the Poisson distribution can be calculated as:

x
X k
e ·
P (X  x) =
k=0
k!

2.2 Assumptions of the Poisson Distribution:

1. Independence of Events: Events occur independently of each other. The occurrence of an

event does not a↵ect the occurrence of another event.

2. Constant Average Rate: The average rate ( ) at which events occur is constant over time
or space.

9
 2.3 Poisson Distribution: Mean and Variance

2.3 Poisson Distribution: Mean and Variance

Mean (µ)

The mean (expected value) of a Poisson distribution with parameter is given by:

µ=

Proof

Consider a Poisson distribution with parameter . Let X be the random variable representing
the number of events.

The probability mass function of the Poisson distribution is given by:

k
e
P (X = k) = .
k!

The mean of X is calculated as follows:

1
X
µ= k · P (X = k)
k=0
1
X k
e
= k·
k=0
k!
1
X k
=e
k=1
(k 1)!
X1 k 1
=e
k=1
(k 1)!

=e ·e

= .

Note: the Taylor series expansion for e is given by:

2 3 4
e =1+ + + + + ...
2! 3! 4!

10
 2.3 Poisson Distribution: Mean and Variance

Variance ( 2 )

The variance of a Poisson distribution with parameter is given by:

2
=

Proof

The variance of X is calculated as follows:

It is known that
2
= E[X 2 ] (E[X])2 ,

so, to find the variance, we need to calculate E[X 2 ] as follows:

1
X
2
E[X ] = k 2 · P (X = k)
k=0
X1 k
2 e
= k · .
k=0
k!

We can use the formula for expectation of X(X 1) to simplify the calculation of E[X 2 ]:

1
X k
e
E[X(X 1)] = k(k 1)
k=0
k!
1
X k
=e
k=2
(k 2)!
X1 k 2
2
= e
k=2
(k 2)!
2
= e e
2
= .

Now, since we found that

E[X(X 1)] = E[X 2 X] = 2

,

11
 2.3 Poisson Distribution: Mean and Variance
and,
E[X 2 X] = E[X 2 ] E[X],

so this can lead to

E[X 2 ] = 2
+ E[X] = 2
+ .

Now, from the variance formula and recall that

2
= E[X 2 ] (E[X])2
2 2
= +

= .

Thus, the variance of a Poisson distributed random variable X with the parameter is .

Example 1

Suppose that, on average, 2 cars pass through a certain intersection every minute. Compute
the following probabilities:

1. Obtaining exactly 3 cars passing through in a minute.

2. At most, one car passes through in a minute.

Solution

In this case, the average rate of cars passing through, , is 2. Using the Poisson distribution:

1. Obtaining exactly 3 cars passing through in a minute.

2
e · 23
P (X = 3) = ⇡ 0.180.
3!

2. At most 1 car passing through in a minute.

2
e · 20 e 2 · 21
P (X  1) = + ⇡ 0.406.
0! 1!

12
 2.3 Poisson Distribution: Mean and Variance

Example 2

In a call centre, calls arrive at an average rate of 5 calls per minute. Calculate the probability
that there are exactly 7 incoming calls in a given minute.

Solution

For this scenario, = 5. We can compute the probability using the Poisson distribution
formula:
5
e · 57
P (X = 7) = ⇡ 0.104.
7!

Example 3

In a given region, lightning strikes occur on average 12 times per year. Find the probability
of experiencing fewer than 10 lightning strikes in a year.

Solution

Given = 12 (average rate per year), we need to calculate the cumulative probability:

9
X 12
e · 12k
P (X < 10) = ⇡ 0.242.
k=0
k!

Example 4

An expert typist makes, on average, 2 typing errors every 5 pages. What is the probability
that the typist will make at most 5 errors on the next fifteen pages?

Solution

The average rate of errors is given as 2 errors every 5 pages. To find the rate of errors for
15 pages, we can use proportionality:

2
= ⇥ 15 = 6.
5

13
 2.3 Poisson Distribution: Mean and Variance
Now, we want to find the probability of making at most 5 errors on the next fifteen pages:

5
X 6
e · 6x
P (X  5) = ⇡ 0.45.
x=0
x!

Example 5

Electricity power failures occur according to a Poisson distribution with an average rate of 3
failures every twenty weeks. Calculate the probability that there will not be more than one
failure during a particular week.

Solution

The average rate of failures is given as 3 failures every twenty weeks. To find the rate of
failures for a single week, we can use proportionality:

3
= = 0.15.
20

Now, we want to find the probability that there will not be more than one failure during a
particular week:
1
X 0.15
e · (0.15)x
P (X  1) = ⇡ 0.99.
x=0
x!

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Continuous probability distributions

Continuous probability distributions describe the probabilities of variables that can take on
an infinite number of values within a given range. They are defined using functions like the
Probability Density Function (PDF) and Cumulative Distribution Function (CDF). These
distributions, such as the Normal distribution, Uniform distribution, Exponential distribu-
tion and Gamma distribution, are essential for modelling real-world phenomena involving
continuous data.

In continuous distributions, we will talk about the Uniform distribution.

3 Uniform distribution

The Uniform distribution is a continuous probability distribution representing a random

variable with a constant probability density function over a specified interval. It is often
used in various fields, including physics, engineering, and economics, to model situations
where each value in the interval is equally likely to occur.

3.1 Definition and Formulas

Let’s define the key parameters and formulas associated with the Uniform distribution:

• a: The lower bound of the interval.

• b: The upper bound of the interval.

• x: A value within the interval [a, b].

The probability density function (PDF) of the Uniform distribution is given by:
8
>
>
< 1
if a  x  b
b a
f (x) =
>
>
:0 otherwise

15
 3.2 Assumptions of the Uniform distribution:
The cumulative distribution function (CDF) is calculated as the integral of the PDF:
8
>
>
>
> 0 if x < a
>
<
F (x) = x a
if a  x  b
>
> b a
>
>
>
:1 if x > b

3.2 Assumptions of the Uniform distribution:

1. Continuity: The distribution is continuous over a specified interval.

2. Equal Probability Density: All values within the interval have an equal probability density.

3.3 Uniform distribution: Mean and Variance

Mean (µ)

The mean of the uniform distribution on the interval [a, b] is given by:

b+a
µ= .
2

Proof

The mean of a continuous random variable X with probability density function f (x) is given
by:
Z 1
µ = E[X] = x · f (x) dx
1

16
 3.3 Uniform distribution: Mean and Variance
For the uniform distribution on [a, b], the probability density function f (x) is constant within
this interval and zero outside of it. Substituting this into the formula for the mean:
Z b
1
µ= x· dx
a b a
 2 b
1 x
=
b a 2 a
1 b 2 a2
= ·
b a 2
1
= · (b a)(b + a)
2(b a)
b+a
= .
2

Variance ( 2 )

The variance of the uniform distribution on the interval [a, b] is given by:

2 (b a)2
= .
12

Proof

The variance of a continuous random variable X is given by:

Z 1
2
= (x µ)2 · f (x) dx.
1

Also, it is known that.

2
= E[X 2 ] (E[X])2 ,

17
 3.3 Uniform distribution: Mean and Variance
2
so, to find the variance, we need to calculate E[X ] as follows,
Z b
2
E[X ] = x2 · f (x) dx
a
Z b
1
= x2 · dx
a b a
 b
1 x3
= ·
b a 3 a
3
1 b a3
= ·
b a 3
1
= · (b a)(b2 + a2 + ab)
3(b a)
b2 + a2 + ab
= .
3
2
Using the given relationship for variance = E[X 2 ] (E[X])2 , we substitute the expressions
for E[X 2 ] and E[X]:
✓ ◆2
2 b2 + a2 + ab b+a
=
3 2
b + a + ab b + 2ab + a2
2 2 2
=
3 4
4b2 + 4a2 + 4ab 3b2 6ab 3a2
=
12
2 2
b 2ab + a
=
12
(b a)2
= .
12

Example 1

The amount of time, in minutes, that a person must wait for a bus is uniformly distributed
between zero and 15 minutes, inclusive.

i. What is the probability that a person waits fewer than 12.5 minutes?

ii. What is the mean and standard deviation?

18
 3.3 Uniform distribution: Mean and Variance

Solution

Let X be the number of minutes a person must wait for a bus. We are given a = 0 and
b = 15, and X ⇠ U (0, 15).

Then, the probability density function f (x) here after substituting a = 0 and b = 15 is given
by 8
>
>
< 1 , for 0  x  15
15
f (x) =
>
>
:0, otherwise

i. To find the probability that a person waits fewer than 12.5 minutes (P (X < 12.5)), we
integrate the probability density function from 0 to 12.5:
Z 12.5
1
P (X < 12.5) = dx
0 15
h x i12.5 12.5 5
= = = .
15 0 15 6

ii. The mean for the given waiting time distribution where a = 0 and b = 15:

0 + 15
µ= = 7.5.
2

The standard deviation is the square root of the variance and given by:

15 0
= p ⇡ 4.33.
12

Example 2

Suppose you have a random variable X following a Uniform distribution on the interval [2, 7].

i. Calculate the probability that X takes a value between 3 and 5.

ii. Compute the mean and variance.

19
 3.3 Uniform distribution: Mean and Variance

Solution

As the random variable X follows a Uniform distribution on the interval [2, 7], the density
1
function, f (x) = b a
, where a = 2 and b = 7.

i.
Z 5  5
1 1 1 2
P (3  X  5) = dx = x = · (5 3) = = 0.4.
3 5 5 3 5 5

Another way we can solve this by using the CDF of the Uniform distribution:

5 2 3 2 2
P (3  X  5) = F (5) F (3) = = = 0.4.
7 2 7 2 5

ii. The mean:

2+7
µ= = 4.5,
2

and the variance is

2 (7 2)2 25
= = .
12 12

20