1.

12 Special Types Of Probability Distributions

We have seen from the previous section that a random variable can be described by some
specific characteristics of probability distribution such as expected value and variances.
However, this presumes that the PDF of the corresponding R.V is known. In practice, PDF of
some of the R.V have already been established by statistician. Hence in the following
section, we expect to discuss just few examples of some probability distributions and these
are, Binomial distribution, Poisson distribution, Normal distribution, t-distribution and also
the sampling distribution of the sample statistics that will be discussed in the next chapter.

1.12.1 Binomial Distribution

1.12.1.1 Definition of key terms

1.12.1.2 Binomial experiment

A binomial experiment is a statistical experiment which consist of repeated trials. Each

trial can result in just two possible outcomes. We call one of these outcome a success and the
other, a failure. The probability of success, denoted by P, is the expected to be constant on
every trial.

Examples of binomial experiment

• An experiment of tossing a fair coin

• An experiment of selecting a defective item from a given sample
• Asking 10 people if they have ever been to South Africa

1.12.1.3 Binomial Random Variable

This is the number of successes denoted by a letter X in n repeated trials of a binomial

experiment.

Binomial Probability Distribution

To understand binomial distributions and binomial probability, it helps to understand
binomial experiments and some associated notation. A binomial experiment (also known
as the outcome of Bernoulli Process) as also explicated from previous section, is a
random experiment that has the following properties:

i) The experiment consists of finite n number of repeated trials.

ii) Each trial can result in just two mutually exclusive possible outcomes. We call one of
these outcomes a success and the other, a failure.
iii) The probability of success, denoted by P, is the same (constant) on every trial.
iv) The trials are independent; that is, the outcome on one trial does not affect the
outcome on other trials.

Consider the following random experiment. You flip a coin 10 times and count the number of
times the coin lands on tails. This is a binomial experiment because:

• The experiment consists of repeated trials. We flip a coin 10 times.

• Each trial can result in just two possible outcomes – it's either heads or tails.
• The probability of success is constant, i.e. 0.5 on every trial.
• The trials are independent; that is, getting tails on one trial does not affect whether
we get tails on other trials.

Notation: Now, let us suppose that, we have:

• x = the number of successes that result from the binomial experiment.
• n = the number of trials in the binomial experiment.
• p = the probability of success on an individual trial.
• q = the probability of failure on an individual trial (This is equal to 1 - p.)
• b(x; n, p) = Binomial probability - the probability that an n-trial binomial experiment
results in exactly x successes, when the probability of success on an individual trial is
p.
Then, the model for specifying the probability of obtaining exactly x successes in a given
number of trials, n is given by

n
b( x; n, p) = P( X = x) =   p x q n − x for x = 0, 1, 2,    , n
 x
n n n!
Note: 
 x = Cx = x!(n − x)!
 
1.12.2 Mean, Variance, and Standard Deviation for a Binomial Random Variable
The expected value (mean) of binomial random variable is given by , and the

standard deviation is given by . That is,

Examples 1.10
Given that the expected value of a binomial distribution is 40 and standard deviation is 6.

Required:
Calculate n, p and q.

Solution:
From
 = np = 40
and
 2 = npq = 36
Put 1 into 2, we have
40q = 36
q = 0.9  p + q = 1  p = 0.1
Thus p = 0.1, q = 0.9, and n = 400
Example 1.11
Assume that on an average one telephone number out of 15 is busy.

Required:
What is the probability that if six randomly selected telephone numbers are dialled
a) Not more than three will be busy?
b) At least three of them will be busy?

Solution:
1 14
p= , q = , n = 6 , then
15 15
a) p( x  3) = p( x = 0) + p( x = 1) + p( x = 2) + p( x = 3) = 0.9997
(Use the Binomial distribution formula)

b) P( x  3) = 1 − P( x  3) = 1 − P( x = 0) + P( x = 1) + P( x = 2) = 0.0051

(use the same approach as in part a)

Example 1.12

The probability that a student is accepted to a prestigious college is 0.3. If 5 students from
the same school apply, what is the probability that at most 2 are accepted?
Data Given:

Find

From

Therefore:

1.12.2 Poisson Probability Distribution

A Poisson experiment is a random experiment that has the following properties:
• The occurrence of events is independent
• The average number of successes ( ) that occurs in a specified region is known.
• There is a possibility of infinite number of occurrences in a specified region
• The probability that a success will occur is proportional to the size of the region.
Note: the specified region could take many forms. For instance, it could be a length, an area,
a volume, a period of time, etc.
1.12.2.1 Application of Poisson Distribution
• The number of deaths by COVID-19 in the global in 2020
• The number of birth defects and genetic mutations
• The number of car accidents in Dar es Salaam city
• The number of typing errors on a page
• The spread of an endangered animal in Sub Saharan Africa
• The number of failure of a machine in one month

Notation
The following notation is helpful, when we talk about the Poisson distribution.
• : A constant equal to approximately 2.71828. (Actually, e is the base of the natural
logarithm system.)
• λ: The mean number of successes that occur in a specified region.
• x : The actual number of successes that occur in a specified region.
• P ( x,  ) : The Poisson probability that exactly x successes occur in a Poisson
experiment, when the mean number of successes is .
The probability distribution of the Poisson random variable X , representing the number of
outcomes occurring in a given time interval or a specified region of space is:

e − x
P ( x,  ) = for x = 0,1,2...
x!
Or

Where λ represent the average number of outcomes occurring in the specified time or
region. Furthermore, if X has a Poisson distribution, then and

Examples 1.13
The average number of days a school is closed due to snow during winter in a certain City in
USA is 4. Calculate the probability that the schools in this city will close for 6 days during a
winter?

Solution:
Given  =4, x = 6 using Poisson distribution
e −4 4 6
p( x = 6) = = 0.1042
6!
Note: The Poisson distribution may be used to approximate the Binomial distribution,
when n-is very large and p-is very small. See the following example

Example 1.14
Suppose that on average, 1 person in every 1000 is an alcoholic. Find the probability that a
random sample of 8000 people will yield fewer than 7 alcoholics.
Solution:
Let represent the number of alcoholic persons

1
p( x) = = 0.001, n = 8000
1000
Since p is very small, and n is very large, then

Now,

p( x  7) = p( x = 0) + p( x = 1) + p( x = 2) + ... + p( x = 6)
e −8 8 0 e −8 81 e −8 8 2 e −8 8 6
= + + + ... + = 0.3134
0! 1! 2! 6!

Example 1.15

The number of customers attended at CRDB bank follows Poisson distribution with a mean
of 10 customers per hour, find the probability that in any given hour

a) exactly 6 customers will be attended

b) No customer will be attended
c) At least 2 customers will be attended

Solution:
Data Given

From:

a)
 b)

c)

1.13 Continuous Probability Distributions

If a random variable is a continuous variable, its probability distribution is called a
continuous probability distribution. There are different types of Continuous
distribution; normal distribution is perhaps the single most used continuous distribution
which will be discussed in this lecture notes.
A continuous probability distribution differs from a discrete probability distribution in
several ways.
• The probability that a continuous random variable will assume a particular value is
zero.
• As a result, a continuous probability distribution cannot be expressed in Tabular
form.

• Instead, an equation or formula f (x ) is used to describe a continuous probability

distribution function.

Most often, the equation used to describe a continuous probability distribution is called a
probability density function (PDF). Sometimes, it is referred to as a density function.
For a continuous probability distribution, the density function has the following properties:

1. 0  f ( x)  1
The continuous random variable is defined over a continuous range of values (called
the domain of the variable), the graph of the density function will also be continuous
over that range.

2.  f ( x)dx = 1
The area bounded by the curve of the density function and the x-axis is equal to 1,
when computed over the domain of the variable.
 b

3. A =  f ( x)dx
a

The probability that a random variable assumes a value between a and b is equal to
the area under the density function bounded by a and b.

1. 14 Normal Distribution
Normal distribution is perhaps the single most important probability distribution involving
continuous random variable. By definition, a continuous random variable X has a normal
distribution if its probability distribution function (PDF) is given by:

If X has a normal distribution, then and

The common notation for a normal random variable is . Where means
distributed as, N stands for normal distribution, and the variables enclosed in brackets are
the parameters of the distribution, termed as population mean or expected value and
variance

1.14.1 Properties of normal distribution

1) It is bell-shaped ranging from negative to positive infinity
2) It is symmetrical around its mean value (see figure 1)
3) The area under the curve is unity

Figure 1: Normal Distribution Curve

1.14.2 Standard Normal distribution
PDF of a normal random variable is to some extent complicated to use. Therefore in order to
find probability of a normal random variable let say X, we normally used the so called
standard normal variable Z defined as indicated below.

Where Z has a zero mean and a unit variance. The common notion of expressing a standard
normal random variable is as indicated below:

Therefore, a normally distributed random variable with a given mean and variance can be
converted to a standard normal variable (aka normal deviate), which greatly simplifies our
task of computing probabilities.

1.14.3 The Standard Normal Distribution Table

A standard normal distribution Table shows a cumulative probability associated with a
particular z-score. Table rows show the whole number and tenths place of the z-score. Table
columns show the hundredths place.

Example 1.15
Find the probability that a -score will be greater than 3.00 from the standard normal Table.
Solution:
Required to find

Example 1.16
It is given that, the daily sale of bread in a bakery, follows the normal distribution with a
mean of 70 loaves and variance of 9, i.e . What is the probability that on any given
day the sale of bread is greater than 75 loaves?
Solution:
Data Given:

Let represent the daily sale of the bread in a bakery, then:

Example 1.17
An investor is considering to purchase a stock whose monthly return is approximately
normally distributed with an expected return of 0.01 and a standard deviation of 0.02. Use
the standard normal distribution table to find the probability that the stock return is
positive.
Data Given:

Let represent the stock return, then required to find:

Example 1.18
The income in thousands of dollars of a given company are normally distributed with the
mean 20 and the standard deviation of 5. Find the probability that a selected income will be
a) More than twenty five thousand dollars
b) Anywhere between eighteen twenty four thousand dollars
Data Given:

Let represent the income of the company, then required to find:

Example 1.19
Applicants for a certain job are given an aptitude test. Past experience shows that score from
the test are normally distributed with a mean of 60 points and a standard deviation of 12
points. What percentage of candidates would be expected to pass the test, if a minimum
score of 75 is required?
Data Given;

Let represent the scores of candidate, required to find

Solution:

Conclusion: Almost 10.56% of candidates would be expected to pass the test

Example 1.20

For a group of 1800 employees of a manufacturing company, IQ is approximately normally

distributed with mean 110 and standard deviation 12. It is known from experience that for a
particular job only persons with IQs of at least 95 are intelligent enough to do it, but those
with IQs greater than 120 soon become bored and unhappy with it. On the basis of IQ alone,
how many of the 1800 employees would you expect to be suitable for the work?
Data Given;
Let represent the IQ of employees. Required to find

Solution:

Then:
Find 66.11% of the total employees:

Conclusion: The results indicates that 1244 candidates would be suitable for the work
based on IQ test alone