Probability Distributions

Chapter 5
Probability Distributions
§ 5.1
Probability
Distributions
Random Variables
A random variable x represents a numerical value associated with
each outcome of a probability distribution.
A random variable is discrete if it has a finite or countable number

of possible outcomes that can be listed.
x
0 2 4 6 8 10
A random variable is continuous if it has an uncountable number or

possible outcomes, represented by the intervals on a number line.
x
0 2 4 6 8 10
Larson & Farber, Elementary Statistics: Picturing the World, 3e 3

Random Variables
Example:
Decide if the random variable x is discrete or continuous.
a.) The distance your car travels on a tank of gas
The distance your car travels is a continuous random
variable because it is a measurement that cannot be
counted. (All measurements are continuous random
variables.)
b.) The number of students in a statistics class

The number of students is a discrete random variable
because it can be counted.
Discrete Probability Distributions
A discrete probability distribution lists each possible value the
random variable can assume, together with its probability. A
probability distribution must satisfy the following conditions.
In Words In Symbols
1. The probability of each value of the 0  P (x)  1
discrete random variable is between
0 and 1, inclusive.
2. The sum of all the probabilities is 1. ΣP (x) = 1

Constructing a Discrete Probability Distribution
Guidelines
Let x be a discrete random variable with possible outcomes x1, x2,
… , x n.
1. Make a frequency distribution for the possible outcomes.
2. Find the sum of the frequencies.
3. Find the probability of each possible outcome by dividing its
frequency by the sum of the frequencies.
4. Check that each probability is between 0 and 1 and that the
sum is 1.

Example:
The spinner below is divided into two sections. The probability of
landing on the 1 is 0.25. The probability of landing on the 2 is 0.75.
Let x be the number the spinner lands on. Construct a probability
distribution for the random variable x.
1 x P (x)
1 0.25 Each probability is
2 between 0 and 1.
2 0.75
The sum of the probabilities is 1.

Example:
The spinner below is spun two times. The probability of landing on
the 1 is 0.25. The probability of landing on the 2 is 0.75. Let x be
the sum of the two spins. Construct a probability distribution for the
random variable x.
The possible sums are 2, 3, and 4.

P (sum of 2) = 0.25  0.25 = 0.0625
1
Spin a 1 on the “and” Spin a 1 on the
2
first spin. second spin.
Continued.
Example continued:
P (sum of 3) = 0.25  0.75 = 0.1875

1
Spin a 1 on the “and” Spin a 2 on the
2 first spin. second spin.
“or”
P (sum of 3) = 0.75  0.25 = 0.1875

Sum of
P (x)
spins, x
2 0.0625 Spin a 2 on the “and” Spin a 1 on the
3 0.375 first spin. second spin.
4
0.1875 + 0.1875 Continued.
Example continued:
1 P (sum of 4) = 0.75  0.75 = 0.5625

2 Spin a 2 on the “and” Spin a 2 on the
first spin. second spin.
Sum of
P (x)
spins, x
2 0.0625 Each probability is between 0
3 0.375 and 1, and the sum of the
4 0.5625 probabilities is 1.

Graphing a Discrete Probability Distribution
Example:
Graph the following probability distribution using a histogram.
Sum of P(x)
P (x) Sum of Two Spins
spins, x 0.6
2 0.0625 0.5
3 0.375
4 0.5625 0.4
Probability
0.3
0.2
0.1
0 x
2 3 4
Sum
Mean
The mean of a discrete random variable is given by
μ = ΣxP(x).
Each value of x is multiplied by its corresponding probability and
the products are added.
Example:
Find the mean of the probability distribution for the sum of the two
spins.
x P (x) xP (x)
2 0.0625 2(0.0625) = 0.125 ΣxP(x) = 3.5
3 0.375 3(0.375) = 1.125 The mean for the
4 0.5625 4(0.5625) = 2.25 two spins is 3.5.
Variance
The variance of a discrete random variable is given by
2 = Σ(x – μ)2P (x).
Example:
Find the variance of the probability distribution for the sum of the
two spins. The mean is 3.5.
x P (x) x–μ (x – μ)2 P (x)(x – μ)2 ΣP(x)(x – 2)2

2 0.0625
2-3,5=
-1.5 2.25  0.141  0.376
3 0.375 –0.5 0.25  0.094
The variance for the
4 0.5625 0.5 0.25  0.141 two spins is
approximately 0.376

Standard Deviation
The standard deviation of a discrete random variable is given by
σ = σ 2.
Example:
Find the standard deviation of the probability distribution for the
sum of the two spins. The variance is 0.376.
σ  σ2
x P (x) x–μ (x – μ)2 P (x)(x – μ)2
 0.376  0.613
2 0.0625 –1.5 2.25 0.141
Most of the sums differ
3 0.375 –0.5 0.25 0.094 from the mean by no
4 0.5625 0.5 0.25 0.141 more than 0.6 points.

Expected Value
The expected value of a discrete random variable is equal to the
mean of the random variable.
Expected Value = E(x) = μ = ΣxP(x).
Example:
At a raffle, 500 tickets are sold for $1 each for two prizes of $100
and $50. What is the expected value of your gain?
Your gain for the $100 prize is $100 – $1 = $99.

Your gain for the $50 prize is $50 – $1 = $49.
Write a probability distribution for the possible gains (or
outcomes).
Continued.
Expected Value
Example continued:
At a raffle, 500 tickets are sold for $1 each for two prizes of $100
and $50. What is the expected value of your gain?
Gain, x P (x)
E(x) = ΣxP(x).
1
$99 500 1 1 498
 $99   $49   ($1) 
1 500 500 500
$49 500
 $0.70
–$1 498
500
Because the expected value is
Winning no negative, you can expect to lose
prize
$0.70 for each ticket you buy.
§ 5.2
Discrete Probability
Distributions
5.2.1 Binomial Experiments
A binomial experiment is a probability experiment that satisfies
the following conditions.
1. The experiment is repeated for a fixed number of trials, where
each trial is independent of other trials.
2. There are only two possible outcomes of interest for each trial.
The outcomes can be classified as a success (S) or as a failure
(F).
3. The probability of a success P (S) is the same for each trial.
4. The random variable x counts the number of successful trials.

Notation for Binomial Experiments
Symbol Description
n The number of times a trial is repeated.
p = P (S) The probability of success in a single trial.

q = P (F) The probability of failure in a single trial. (q = 1
– p)
x The random variable represents a count of the

number of successes in n trials: x = 0, 1, 2,
3, … , n.

Binomial Experiments
Example:
Decide whether the experiment is a binomial experiment. If it is,
specify the values of n, p, and q, and list the possible values of the
random variable x. If it is not a binomial experiment, explain why.
• You randomly select a card from a deck of cards, and note if

the card is an Ace. You then put the card back and repeat
this process 8 times.
This is a binomial experiment. Each of the 8 selections
represent an independent trial because the card is replaced
before the next one is drawn. There are only two possible
outcomes: either the card is an Ace or not.
n 8 4 1 1 12 x  0,1,2,3,4,5,6,7,8
p  q 1  
52 13 13 13
Binomial Experiments
Example:
Decide whether the experiment is a binomial experiment. If it is,
specify the values of n, p, and q, and list the possible values of the
random variable x. If it is not a binomial experiment, explain why.
• You roll a die 10 times and note the number the die lands on.
This is not a binomial experiment. While each trial (roll) is

independent, there are more than two possible outcomes: 1, 2,
3, 4, 5, and 6.

Binomial Probability Formula
In a binomial experiment, the probability of exactly x successes in n
trials is
n!
P (x )  nC x p x q n  x  p x q n x .
(n  x )! x !
Example:
A bag contains 10 chips. 3 of the chips are red, 5 of the chips are
white, and 2 of the chips are blue. Three chips are selected, with
replacement. Find the probability that you select exactly one red chip.
3
p = the probability of selecting a red chip   0.3
10
q = 1 – p = 0.7 P (1)  3C 1(0.3)1(0.7)2
n=3  3(0.3)(0.49)
x=1  0.441
Binomial Probability Distribution
Example:
A bag contains 10 chips. 3 of the chips are red, 5 of the chips are
white, and 2 of the chips are blue. Four chips are selected, with
replacement. Create a probability distribution for the number of red
chips selected.
3
p = the probability of selecting a red chip   0.3
10
q = 1 – p = 0.7
n=4 x P (x)
x = 0, 1, 2, 3, 4 0 0.240 The binomial
1 0.412 probability
2 0.265 formula is used to
find each
3 0.076
probability.
4 0.008
Finding Probabilities
Example:
The following probability distribution represents the probability of
selecting 0, 1, 2, 3, or 4 red chips when 4 chips are selected.
x P (x) a.) Find the probability of selecting no
0 0.24 more than 3 red chips.
1 0.412
2 0.265
3 0.076 b.) Find the probability of selecting at
4 0.008 least 1 red chip.
a.) P (no more than 3) = P (x  3) = P (0) + P (1) + P (2) + P (3)
= 0.24 + 0.412 + 0.265 + 0.076 = 0.993
b.) P (at least 1) = P (x  1) = 1 – P (0) = 1 – 0.24 = 0.76
Complement
Graphing Binomial Probabilities
Example:
The following probability distribution represents the probability of
selecting 0, 1, 2, 3, or 4 red chips when 4 chips are selected. Graph
the distribution using a histogram.
x P (x) P (x)
0 0.24 0.5 Selecting Red Chips
1 0.412 Probability
0.4
2 0.265
0.3
3 0.076
4 0.008 0.2
0.1
0 x
0 1 2 3 4
Number of red chips
Mean, Variance and Standard Deviation
Population Parameters of a Binomial Distribution
Mean: μ  n p
Variance: σ 2  n pq
Standard deviation: σ  n pq
Example:
One out of 5 students at a local college say that they skip breakfast in
the morning. Find the mean, variance and standard deviation if 10
students are randomly selected.
n  10 μ  np σ 2  n pq σ  n pq
1
p   0.2  10(0.2)  (10)(0.2)(0.8)  1.6
5
q  0.8 2  1.6  1.3

5.2.2 Geometric Distribution
A geometric distribution is a discrete probability distribution of
a random variable x that satisfies the following conditions.
1. A trial is repeated until a success occurs.

2. The repeated trials are independent of each other.
3. The probability of a success p is constant for each trial.
The probability that the first success will occur on trial x is

P (x) = p(q)x – 1, where q = 1 – p.

Geometric Distribution
Example:
A fast food chain puts a winning game piece on every fifth package
of French fries. Find the probability that you will win a prize,
a.) with your third purchase of French fries,
b.) with your third or fourth purchase of French fries.
p = 0.20 q = 0.80
a.) x = 3 b.) x = 3, 4
P (3) = (0.2)(0.8)3 – 1 P (3 or 4) = P (3) + P (4)
= (0.2)(0.8)2  0.128 + 0.102
= (0.2)(0.64)  0.230
= 0.128
5.2.3 Poisson Distribution
The Poisson distribution is a discrete probability distribution of a
random variable x that satisfies the following conditions.
1. The experiment consists of counting the number of times an event, x,
occurs in a given interval. The interval can be an interval of time,
area, or volume.
2. The probability of the event occurring is the same for each interval.
3. The number of occurrences in one interval is independent of the
number of occurrences in other intervals.
4. The Poisson distribution is used to describe the distribution of rare
events in a large population

Formula
x μ
μ e
P (x ) 
x!
The probability of exactly x occurrences in an interval is
where e  2.71818 and μ is the mean number of occurrences.

Poisson Distribution
Example:
The mean number of power outages in the city of Brunswick is 4 per
year. Find the probability that in a given year,
a.) there are exactly 3 outages,
b.) there are more than 3 outages.
a .)   4, x  3 b.) P (m or e t h a n 3)
 1  P (x  3)
4 3(2.71828)-4
P (3)   1  [P (3)  P (2) + P (1) + P (0)]
3!
 0.195  1  (0.195  0.147  0.073  0.018)

 0.567

§ 5.3
Continous Probability
Distributions
1 Normal Probability
Distributions

Properties of Normal Distributions
A continuous random variable has an infinite number of possible
values that can be represented by an interval on the number line.
Hours spent studying in a day
0 3 6 9 12 15 18 21 24
The time spent studying

can be any number
between 0 and 24.
The probability distribution of a continuous random variable is

called a continuous probability distribution.

The Normal Distribution
Changing μ shifts the

f(X) distribution left or right.
Changing σ increases or
decreases the spread.

 X

Properties of Normal Distributions
Properties of a Normal Distribution

1. The mean, median, and mode are equal.
2. The normal curve is bell-shaped and symmetric about the mean.
3. The total area under the curve is equal to one.
4. The normal curve approaches, but never touches the x-axis as it
extends farther and farther away from the mean.

The Normal Distribution (pdf):
1 x 2
1  ( )
f ( x)  e 2 
 2
This is a bell shaped
curve with different
Note constants: centers and spreads
=3.14159 depending on  and 
e=2.71828

The Normal PDF
It’s a probability function, so no matter what the values of 

and , must integrate to 1.
 1 x 2
1  ( )

 2
 e 2  dx 1

**The beauty of the normal curve:
No matter what  and  are, the area between -

 and + is about 68%; the area between -2
and +2 is about 95%; and the area between -
3 and +3 is about 99.7%. Almost all values
fall within 3 standard deviations.

68-95-99.7 (Empirical) Rule
68% of
the data
95% of the data
99.7% of the data

Example
Suppose University entry exam scores roughly follows a

normal distribution in local Universities of (with range
restricted to 0-189), and the average score is 115 with a
standard deviation of 20, then:
68% of students will have scores between 95 and 135

95% will be between 75 and 155
99.7% will be between 55 and 175

The Standard Normal (Z):
“Universal Currency”
The formula for the standardized normal probability

density function is
1 Z 0 2 1
1  ( ) 1  ( Z )2
p( Z )  e 2 1
 e 2
(1) 2 2

The Standard Normal Distribution (Z)
All normal distributions can be converted into the

standard normal curve by subtracting the mean and
dividing by the standard deviation:
X 
Z

Somebody calculated all the integrals for the standard

normal and put them in a table! So we never have to
integrate!
Even better, computers now do all the integration.
Comparing X and Z units
115 155 X ( = 115,  = 20)

0 2.0 Z ( = 0,  = 1)

Example
For example: What’s the probability of getting a exam score of 130 or less, =100 and =20?
130  100
Z  1. 5
20
i.e., A score of 130 is 1.5 standard deviations above the mean
130 1 x 100 2 1.5 1
1  ( ) 1  Z2
 P ( X  130)   e 2 20
dx 
   e 2 dz
0 ( 20) 2  2
Yikes!
But to look up Z= 1.5 in standard normal chart  no problem!
= 0.9332
Practice problem
If salaries of adults in Uzbekistan are normally distributed with a mean of $300 and a standard deviation of $50,
a. What is the chance of selecting someone having salary of $425 or higher when sampling adults at random?
b. What is the chance of selecting someone with salary of $360 or lower?

Answer
a. What is the chance of selecting someone having salary of $425 or higher when sampling adults at random?
425  300
Z  2.50
50
From the chart  Z of 2.50 corresponds to a right tail (greater than)

area of: P(Z≥2.50) = 1-(.9938)= .0062 or .62 %


Probability Distributions

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Chapter 5

A random variable is discrete if it has a finite or countable number

A random variable is continuous if it has an uncountable number or

Larson & Farber, Elementary Statistics: Picturing the World, 3e 3

b.) The number of students in a statistics class

2. The sum of all the probabilities is 1. ΣP (x) = 1

Larson & Farber, Elementary Statistics: Picturing the World, 3e 5

Larson & Farber, Elementary Statistics: Picturing the World, 3e 6

The sum of the probabilities is 1.

Larson & Farber, Elementary Statistics: Picturing the World, 3e 7

The possible sums are 2, 3, and 4.

P (sum of 3) = 0.25  0.75 = 0.1875

P (sum of 3) = 0.75  0.25 = 0.1875

1 P (sum of 4) = 0.75  0.75 = 0.5625

Larson & Farber, Elementary Statistics: Picturing the World, 3e 10

x P (x) x–μ (x – μ)2 P (x)(x – μ)2 ΣP(x)(x – 2)2

Larson & Farber, Elementary Statistics: Picturing the World, 3e 13

Larson & Farber, Elementary Statistics: Picturing the World, 3e 14

Your gain for the $100 prize is $100 – $1 = $99.

Larson & Farber, Elementary Statistics: Picturing the World, 3e 18

n The number of times a trial is repeated.

p = P (S) The probability of success in a single trial.

x The random variable represents a count of the

Larson & Farber, Elementary Statistics: Picturing the World, 3e 19

• You randomly select a card from a deck of cards, and note if

This is not a binomial experiment. While each trial (roll) is

Larson & Farber, Elementary Statistics: Picturing the World, 3e 21

Larson & Farber, Elementary Statistics: Picturing the World, 3e 26

1. A trial is repeated until a success occurs.

The probability that the first success will occur on trial x is

Larson & Farber, Elementary Statistics: Picturing the World, 3e 27

Larson & Farber, Elementary Statistics: Picturing the World, 3e 29

Larson & Farber, Elementary Statistics: Picturing the World, 3e 30

 0.195  1  (0.195  0.147  0.073  0.018)

Larson & Farber, Elementary Statistics: Picturing the World, 3e 31

Larson & Farber, Elementary Statistics: Picturing the World, 3e 33

Hours spent studying in a day

The time spent studying

The probability distribution of a continuous random variable is

Larson & Farber, Elementary Statistics: Picturing the World, 3e 34

Changing μ shifts the

Larson & Farber, Elementary Statistics: Picturing the World, 3e 35

Properties of a Normal Distribution

Larson & Farber, Elementary Statistics: Picturing the World, 3e 36

Larson & Farber, Elementary Statistics: Picturing the World, 3e 37

It’s a probability function, so no matter what the values of 

Larson & Farber, Elementary Statistics: Picturing the World, 3e 38

No matter what  and  are, the area between -

Larson & Farber, Elementary Statistics: Picturing the World, 3e 39

95% of the data

99.7% of the data

Larson & Farber, Elementary Statistics: Picturing the World, 3e 40

Suppose University entry exam scores roughly follows a

68% of students will have scores between 95 and 135

Larson & Farber, Elementary Statistics: Picturing the World, 3e 41

The formula for the standardized normal probability

Larson & Farber, Elementary Statistics: Picturing the World, 3e 42

All normal distributions can be converted into the

Somebody calculated all the integrals for the standard

115 155 X ( = 115,  = 20)

Larson & Farber, Elementary Statistics: Picturing the World, 3e 44

Larson & Farber, Elementary Statistics: Picturing the World, 3e 46