15ma301 U2

Lecture Notes
15MA301-Probability & Statistics
S
N
A
H
IT
Prepared by
H
AT
S ATHITHAN
Assistant Professor
F
O
Department of of Mathematics
Faculty of Engineering and Technology
S
TE
SRM UNIVERSITY
Kattankulathur-603203, Kancheepuram District.
O
N
E
R
TU
C
LE
SRM UNIVERSITY
Kattankulathur-603203, Kancheepuram District.

Probability & Statistics S.ATHITHAN
Contents
1 Standard Discrete Distributions 3
1.1 Binomial Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.1.1 Moment Generating Function of Binomial Distribution . . . . . . . . . 3
1.1.2 Mean and Variance of Binomial Distribution . . . . . . . . . . . . . . 3
1.2 Poisson Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.2.1 Moment Generating Function of Poisson Distribution . . . . . . . . . . 4
1.2.2 Mean and Variance of Poisson Distribution . . . . . . . . . . . . . . . 5
1.3 Geometric Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.3.1 Moment Generating Function of Geometric Distribution . . . . . . . . 6
S
1.3.2 Mean and Variance of Geometric Distribution . . . . . . . . . . . . . . 6
1.3.3 Memoryless/Forgetfullness Property of Geometric Distribution . . . . . 6
N
A
2 Standard Continuous Distributions 7
H
2.1 Uniform or Rectangular Distribution . . . . . . . . . . . . . . . . . . . . . . . 7
IT
2.1.1 Moment Generating Function of U NIFORM D ISTRIBUTION . . . . . . 7
2.1.2 Mean and Variance of Exponential Distribution . . . . . . . . . . . . . 8
H
2.2 Exponential Distribution . . . . . . . . . . . . . . . . . . . . . . . . . .
AT . . . 8
2.2.1 Moment Generating Function of E XPONENTIAL D ISTRIBUTION . . . 8
2.2.2 Mean and Variance of Exponential Distribution . . . . . . . . . . . . . 9
2.2.3 Memoryless/Forgetfullness Property of Exponential Distribution . . . . 9
F
2.3 Normal Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

O
2.3.1 MGF of Normal Distribution . . . . . . . . . . . . . . . . . . . . . . . 10

S
TE
3 Example Worked out Problems 11

O
4 Exercise/Practice/Assignment Problems 23
N
E
R
TU
C
LE
Page 1 of 26 https://sites.google.com/site/lecturenotesofathithans/home
Unit-1
Probability Distributions
T OPICS :
? Some Special/Standard Probability Distributions
– Discrete: Binomial, Poisson and Geometric
– Continuous: Exponential and Normal
– Properties and applications of these distributions to industrial problems.
? Functions of Random Variables
S
N
A
H
IT
H
AT
F
O
S
TE
O
N
E
R
TU
C
LE
1 Standard Discrete Distributions
1.1 Binomial Distribution
The Probability Mass Function (P.M.F.) of Binomial distribution is given by
P (X = x) = nCx px q n−x , x = 0, 1, 2, . . . , n
n
X
Note that nCx px q n−x = [p + q]n = 1
x=0
S
Here n=Number of Samples, p=Probability of attaining success and q = 1 − p.
N
A
H
1.1.1 Moment Generating Function of Binomial Distribution
IT
H
The MGF of Geometric distribution is given by
n
X
AT
tX
MX (t) = E(e ) = etx P (X = x)
x=0
F
n
O
X
= etx nCx px q n−x
S
x=0
n
TE
X
t
= e nCx (pet )x q n−x
O
x=0
= [pet + q]n
N
E
∴ MX (t) = [pet + q]n

R
TU
1.1.2 Mean and Variance of Binomial Distribution

C
LE
MX (t) = [pet + q]n
First Moment = Mean = E(X) = MX0 (0)

MX0 (t) = n(q + pet )n−1 pet
MX0 (0) = np
Second Moment = E(X 2 ) = MX00 (0)

MX00 (t) = np[et (q + pet )n−1 + et (n − 1)(q + pet )n−2 pet ]
MX00 (0) = np[1 + (n − 1)p] = np + n2 p2 − np2
Var(X) = E(X 2 ) − [E(X)]2

= np + n2 p2 − np2 − n2 p2 = np − np2
= np(1 − p) = npq
S
1.2 Poisson Distribution
N
A
The Probability Mass Function (P.M.F.) of Poisson distribution is given by
H
IT
e−λ λx
P (X = x) = , x = 0, 1, 2, . . .
H
x! AT
where λ = np
Note that
F
O
∞
X e−λ λx
S
x=0
x!
TE
∞
−λ
X λx
= e = e−λ [eλ ] = 1
x!
O
x=0
N
E
1.2.1 Moment Generating Function of Poisson Distribution

R
TU

∞
C
X
tX
MX (t) = E(e ) = etx P (X = x)
LE
x=0
∞
X e−λ λx
= etx
x=0
x!
∞
−λ
X (λet )x
= e
x=0
x!
−λ λet t
= e e = eλ(e −1)
t
∴ MX (t) = eλ(e −1)
1.2.2 Mean and Variance of Poisson Distribution
t
MX (t) = eλ(e −1)

t
MX0 (t) = λet eλ(e −1)
MX0 (0) = λ
S
N
t t
MX00 (t) = (λet )2 eλ(e −1) + λet eλ(e −1)
A
MX00 (0) = λ2 + λ
H
IT
Var(X) = E(X 2 ) − [E(X)]2
H
= λ2 + λ − λ2 = λ
AT
Note that for Poisson Distribution, Mean=Variance= λ.
F
O
1.3 Geometric Distribution

S
TE
A random variable X is said to follow Geometric distribution, if it assumes only non-negative

O
values and its probability mass function is given by

N
P (X = x) = q x p, x = 0, 1, 2, . . . , 0 < p < 1
E
where q = 1 − p.
R
TU
We can also write the pmf of the Geometric distribution as
P (X = x) = q x−1 p, x = 1, 2, 3, . . . , 0 < p < 1

C
LE
where q = 1 − p.
1.3.1 Moment Generating Function of Geometric Distribution

∞
X
tX
MX (t) = E(e ) = etx P (X = x)
x=0
∞
X
= etx q x p
x=0
X∞
= (qet )x p
S
x=0
= p[1 + qet + (qet )x + (qet )x + . . . ]
N
= p(1 − qet )−1 [since(1 − x)−1 = 1 + x + x2 + . . . ]
A
H
p
∴ MX (t) =
IT
(1 − qet )
H
1.3.2 Mean and Variance of Geometric Distribution
AT
F
MX (t) = p(1 − qet )−1

O
S

TE
MX0 (t) = (−1)p(1 − qet )−2 (−qet )

pq q
O
MX0 (0) = 2 =
p p
N
E
R

TU
MX00 (t) = pq[(−2)(1 − qet )−3 (−q(et )2 ) + (et )(1 − qet )−2 ]
q(1 + q)
C
MX00 (0) =
p2
LE
Var(X) = E(X 2 ) − [E(X)]2

q(1 + q) q 2 q
= 2
− 2 = 2
p p p
1.3.3 Memoryless/Forgetfullness Property of Geometric Distribution
If a random variable X which is following geometric distribution, then
P (X > s + k/X > s) = P (x > k)
, for any s, t > 0.
∞
X
P (X > r) = qxp
x=r
= q r p[1 + q + q 2 + . . . ] (1)

r 1
= q p = qr (2)
1−q
Now
P (X > s + k, X > s)
S
P (X > s + k/X > s) =
P (X > s)
N
(s+k)
q
= = q k = P (X > k) (3)
A
qs
H
IT
2 Standard Continuous Distributions
H
AT
2.1 Uniform or Rectangular Distribution
F
A continuous random variable X is said to follow an uniform or rectangular distribution if its

O
probability density function is given by

S

 1 , when , a < x < b
TE
f (x) = b − a
0, otherwise
O
N
2.1.1 Moment Generating Function of U NIFORM D ISTRIBUTION

E
R
The MGF of Exponential distribution is given by

TU
Z∞
tX
etx f (x)dx
C
MX (t) = E(e ) =
LE
x=0
Z∞
1
= etx
dx
b−a
0
tx b
1 e
=
b−a t a
ebt − eat
=
(b − a)t
2.1.2 Mean and Variance of Exponential Distribution
ebt − eat
MX (t) =
(b − a)t
First Moment = Mean = E(X) = MX0 (0) doesn’t exist

The moment-generating function is not differentiable at zero. ∴ We have to find mean and
variance using rth moment
Z∞
1
µ0r r
xr
S
= E(X ) = dx
b−a
x=0
N
r+1
b − ar+1
A
=
(b − a)(r + 1)
H
(a2 + ab + b2 )
IT
(b + a)
Now, Mean =µ01 = E(X) = and µ02 = E(X 2 ) = .
2 3
H
(b − a)2
Variance=E(X 2 ) − [E(X)]2 = . AT
12
2.2 Exponential Distribution

F
O
A continuous random variable X is said to follow an exponential distribution with parameter

S
λ > 0 if its probability density function is given by

TE
(
λe−λx , when , x > 0
O
f (x) =
0, otherwise
N
E
2.2.1 Moment Generating Function of E XPONENTIAL D ISTRIBUTION

R
TU
The MGF of Exponential distribution is given by

Z∞
C
tX
MX (t) = E(e ) = etx f (x)dx
LE
x=0
Z∞
= etx λe−λx dx
0
Z∞
= λ e−(λ−t)x dx
0
∞
e−(λ−t)x

= λ
−(λ − t) 0
λ
= = λ(λ − t)−1
λ−t
2.2.2 Mean and Variance of Exponential Distribution
MX (t) = λ(λ − t)−1
MX0 (t) = λ(−1)(λ − t)−2 (−1)

λ 1
S
MX0 (0) = 2
=
λ λ
N
A
H
MX00 (t) = λ(−2)(λ − t)−3 (−1)]
IT
2λ 2
MX00 (0) = 3
= 2
λ λ
H
AT
Var(X) = E(X 2 ) − [E(X)]2
2 1 1
= − =
λ2 λ2 λ2
F
O
2.2.3 Memoryless/Forgetfullness Property of Exponential Distribution

S
TE
If a random variable X is exponentially distributed, then

O
P (X > s + k/X > s) = P (x > k)

N
, for any s, t > 0.

E
R
TU
Z∞
P (X > r) = λe−λx dx
C
LE
x=r
∞
e−λx

= λ = e−λr (4)
λ r
Now
P (X > s + k, X > s)
P (X > s + k/X > s) =
P (X > s)
−λ(s+k)
e
= = e−λk = P (X > k) (5)
e−λs
2.3 Normal Distribution
Normal distribution is the most important continuous probability distribution in statistics both
from practical and theoretical point of views.
A random variable X is said to follow normal distribution with mean µ and σ 2 , if its density
function is given by the probability law
1 −(x−µ)2
f (x) = √ e 2σ2 , −∞ < x < ∞, σ > 0, −∞ < µ < ∞ (6)
σ 2π
The total area of the above curve is bounded by 1.
S
N
Z∞ Z∞
1 −(x−µ)2
A
Area = f (x)dx = √ e 2σ2 dx (7)
σ 2π
H
−∞ −∞
IT
X −µ
Put z = , then the Area becomes
H
σ AT
Z∞
1 −z 2
Area = Φ(z) = √ e 2 dz (8)
F
2π
−∞
O
This Φ(z) is called the standard normal curve which is bell shaped and symmetrical about the
S
line z = 0.
TE
O
2.3.1 MGF of Normal Distribution

N
t2 σ 2
MX (t) = eµt+
E
2
R
.
TU
Note 2.1.
C
1. The notation X ∼ N (µ, σ 2 ) means X is normally distributed with mean µ and variance
LE
σ2
2. In the binomial distribution with parameters n and p, when n is very large and p is nearly
1
the binomial approaches normal.
2
Zx2
2
3. Let X N (µ, σ ). Then P (x1 < X < x2 ) = f (x)dx. For any x1 , x2 this integral
x1
cannot be evaluated in closed form and so it should be evaluated by numerical methods.
As µ and σ vary, we have different function and every time we have to make different
computations. So it is convenient to have a fixed table which could be used for all such
X −µ
computations. This is done by transforming X into Z = .
σ
Hints to solve the problems under standard distributions
For the comfortability of the students to observe and solve the questions(problems) based on
the distributions, one can use the following ideas to solve the problems easily.
Table 1: Hints to solve the problems based on distributions

Attribute Binomial Dist. Poisson Dist. Geometric Dist.
No. of Sam- n < 10 n > 10 There is no information about
ples ‘n’ samples
Probability of p > 10% p < 10% 0<p<1
S
Success ‘p’
N
Remark 2.2. However in most of the cases which are applicaple to B INOMIAL we may use
A
P OISSON distribution and vice versa. It can be also noted that for large number of samples
H
with very less probability ‘p’, we have to go with Poisson distribution. We may solve the
IT
problems on discrete type when we consider the hints given in Table 1. For continuous case,
mostly the distribution of consideration will be mentioned in the given problem itself.
H
AT
3 Example Worked out Problems
F
O
Example: 1. Find the probability that a person tossing 3 fair coins to get either all heads or
S
all tails for the second time of the fifth trial.

TE
Hints/Solution: Here
O
p = P (X = 3 heads or 3 tails in tossing 3 coins)

N
1 1 1
= + =
8 8 4
E
3
R
and q = 1 − p = .
4
TU
As per the detail, 5th trial results in 2nd success.

C
i.e. The first 4 trials resulted in 1 success and 3 failures.

LE
4
∴ Required Probability = C 1 p1 q 3 × p
2 3
1 3
= 4× ×
4 4
27
= .
256
Example: 2. Two persons P and Q shooting their own target independently. The probabilities
3 5
of their hitting the target at each shot are and respectively. Find the probability that Q will
5 7
require more shots than P.
Hints/Solution: Let X denote the number of trials required by P to get his first success. Then
X follows a geometric distribution given by
r−1
3 2
P (X = r) = p1 q1r−1 = . ; r = 1, 2, 3, . . .
5 5
Let Y denote the number of trials required by Q to get his first success. Then Y follows a
geometric distribution given by
r−1
5 2
P (Y = r) = p2 q2r−1 = . ; r = 1, 2, 3, . . .
7 7
S
N
A
Required Probability = P (Q requires more trials to get his first success
H
than P requires to get his first success)
IT
X∞
= P (X = r and Y = r + 1, r + 2, . . . )
H
r=1 AT
∞
X
= P (X = r) × P (Y = r + 1, r + 2, . . . ) (by independence)
r=1
F
∞ r−1 X ∞ r+k−1
X 3 2 5 2
O
= . .
r=1
5 5 k=1
7 7
S
∞ r−1 X∞ k
3 4 2
TE
X
= .
r=1
7 35 k=1
7
O
N
∞ r−1 2
X 3 4 7
= .
E
r=1
7 35 1 − 27
R
∞ r−1
6 X 4 6 1 6
TU
= = 4 = .
35 r=1 35 35 1 − 35 31
C
LE
Example: 3. It is known that the probability of an item produced by a certain machine will be
defective is 5%. If the produced items are sent to the market as packets of 20, find the number
of packets containing
1. at least 2
2. exactly 2
3. atmost 2
defective items in a consignment of 1000 packets.
Hints/Solution: We assume the Random Variable (R.V.) X follows the Poisson distribution.
∴ The Probability Mass Function (P.M.F.) of Poisson distribution is given by
e−λ λx
P (X = x) = , x = 0, 1, 2, . . .
x!
5
Here p = 5% = 0.05, λ = np = 20 × = 1.
100
We need to find P (X ≥ 2), P (X = 2) and P (X < 2).
P (X ≥ 2) = 1 − P (X < 2)
= 1 − {P (X = 0) + P (X = 1)}
−1 0
e−1 11

e 1
S
= 1− +
0! 1!
N
−1
= 1 − e {1 + 1} = 1 − 0.368(2) = 1 − 0.736 = 0.264 u 26%
A
H
IT
P (X = 2) = {P (X = 2)}
H
e−1 12 AT
=
2!
= 0.368/2 = 0.184 u 18%
F
O
S
P (X < 2) = {P (X = 0) + P (X = 1)}
TE
−1 0
e−1 11

e 1
= +
O
0! 1!
N
−1
= e {1 + 1} = 0.368(2) = 0.736 u 74%
E
Note 3.1. To solve the above example we may use both the Binomial and Poisson distribution.
R
TU
C
LE
Example: 4. The mean of a binomial distribution is 20 and standard deviation is 4. Find the
parameters of the distribution.
Hints/Solution: Let (n,p) be the parameters of the binomial distribution,
√
then mean =np and standard deviation= npq.
Given np = 20 − − − −(1)
√
and npq = 4
⇒ npq = 16 − − − −(2)
Using (1) in (2), we get
16 4
(2) ⇒ 20q = 16 ⇒ q = =
20 5
4 1
∴ p = 1 − q = 1 − = and
5 5
1
∴ (1) ⇒ n. = 20 ⇒ n = 100
5

1
∴ the parameters are 100, .
5
Example: 5. Comment on the following ”The mean of a binomial distribution is 3 and variance
S
is 4”.
N
Hints/Solution: Let (n,p) be the parameters of the binomial distribution,
A
then mean =np and variance= npq.
H
Given np = 3 − − − −(1)
IT
and npq = 4 − − − −(2)
Using (1) in (2), we get
H
4 AT
(2) ⇒ 3q = 4 ⇒ q = > 1, which is not true, since the probability value can not be greater
3
than 1.
F
So, there is no binomial distribution with this data, the statement is false.
O
S
TE
Example: 6. Six dice are thrown 729 times. How many times do you expect atleast 3 dice to
O
show a five or a six?

N
Hints/Solution: Success is getting 5 or 6 in a die. Let X denote the number of success when 6
dice are thrown.
E
∴ X is a binomial random variable with parameter (n, p).

R
∴ P (X = x) =n Cx px q n−x , x = 0, 1, 2, · · · , n
TU
2 1
Given n = 6 and p =probability of getting 5 or 6 = =
C
6 3
LE
1 2
∴ q =1−p=1− =
3 3
x 6−x
6 1 2
∴ P (X = x) = Cx , x = 0, 1, 2, · · · , 6
3 3
p(X ≥ 3) = 1 − P (X < 3)
= 1 − {P (X = 0 + P (X = 1) + P (X = 2))}
( 0 6−0 1 6−1 2 6−2 )
6 1 2 1 2 1 2
=1− C0 +6 C1 +6 C2
3 3 3 3 3 3
1
=1− {64 + 192 + 240}
36
496 233
=1− =
729 729
when 6 dices are thrown 729 times, the number of times atleast 3 dice show 5 or 6 is 729 ×
233
S
= 233.
729
N
A
H
Example: 7. In 256 sets of 12 tosses of a fair coin,in how many cases may one expect 8 heads
IT
and 4 tails?
H
Hints/Solution: Let X denote the number of heads. AT
∴ X is a binomial random variable with parameter (n, p).
∴ P (X = x) =n Cx px q n−x , x = 0, 1, 2, · · · , n
F
1
O
Given n = 12 and p =probability of getting head=

2
S
1 1
∴ q =1−p=1− =
TE
2 2
x 12−x 12
O
12 1 1 12 1
∴ P (X = x) = Cx = Cx , x = 0, 1, 2, · · · , 12
N
2 2 2
12
E
12 1
∴ P (X = 8) = C8 = 0.12
R
2
TU
∴ the number of times to get 8 heads and 4 tails appearing in 256 sets= 256 × 0.12 = 30.72 ≈
31times.
C
LE
Example: 8. Ten coins are thrown simultaneously. Find the probability of getting atleast 7
heads?
Hints/Solution: Here n=10. Let X denotes number of heads. ∴ X follows a binomial distribu-
tion.
∴ P (X = x) =n Cx px q n−x , x = 0, 1, 2, · · · , n
1 1
Now p=probability of getting a head= . ∴ q = 1 − p =
x n−x 2 2
10
10 1 1 10 1
∴ P (X = x) = Cx = P (X = x) = Cx , x = 0, 1, 2, · · · , 10
2 2 2
Required P (X ≥ 7) = P (X = 7) + P (X = 8) + P (X = 9) + P (X = 10)
10 10 10 10
10 1 10 1 10 1 10 1
= C7 + C8 + C9 + C10
2 2 2 2
10
1
= [120 + 45 + 10 + 1] = 0.1718
2
Example: 9. A discrete random variable X has moment generating function MX (t) =
S
5
1 3 t
+ e . Find E [X] , V ar [X] and P (X = 2).
4 4
N
A
n
Hints/Solution: We know that moment generating function MX (t) = q + pet −−−−−(1)
H
5
1 3 t
Given MX (t) = + e . − − − − − −(2)
IT
4 4
By uniqueness of MGF, (2) is the moment generating function of binomial distribution.
H
3 1
AT
∴ n = 5, p = , q = .
4 4
F
3 15
O
∴ E [X] = np = 5. =
4 4
S
3 1 15
TE
and V ar [X] = npq = 5. . =

4 4 16
O
5−2 2 3
32

1 3 1 45
N
5 5
∴ P (X = 2) = C2 = C2 = = 0.0879
4 4 4 4 512
E
R
TU
C
Example: 10. Six coins were tossed 6400 times using the Poisson distribution. Find the prob-
LE
ability of getting 6 heads 10 times.

1
Hints/Solution: Probability of getting one head with one coin=
2
6
1 1
∴ Probability of getting six heads with six coin= =
2 64
1
Here n=6400. ∴ λ = np = 6400 × = 100.
64
10010
P(getting 6 heads 10 times)= P (X = 10) = e−100
10!
Example: 11. A car hire firm has two cars which is been hired for day by day basis with mean
of 1.5. Use Poisson distribution to find on a particular day
1. some demand is refused.
2. no car is used.
3. no demand is refused.
Hints/Solution: Given λ = np = 1.5
1. P (X > 2) = 1 − P (X ≤ 2)
S
= 1 − [P (X = 0) + P (X = 1) + P (X = 2)]
N
0 1 2

−1.5 (1.5) −1.5 (1.5) −1.5 (1.5)
=1− e
A
+e +e
0! 1! 2!
H
2

(1.5)
= 1 − e−1.5 + e−1.5 (1.5) + e−1.5
IT
2
H
= 1 − [0.233 + 0.334 + 0.251] = 0.191
AT
(1.5)0
2. P (X = 0) = e−1.5
0!
F
−1.5
=e = 0.223
O
3. P (X ≤ 2) = [P (X = 0) + P (X = 1) + P (X = 2)]
S
TE
0 1 2

−1.5 (1.5) −1.5 (1.5) −1.5 (1.5)
= e +e +e
0! 1! 2!
O
2

(1.5)
= e−1.5 + e−1.5 (1.5) + e−1.5
N
2
= [0.233 + 0.334 + 0.251] = 0.808
E
R
TU
Example: 12. Buses arrive at a specified bus stop at 15 minutes intervals starting at 7 am. i.e.
The buses arrive at 7.00,7.15,7.30, and so on. If a passenger arrives to the stop at a random
C
time that is uniformly distributed between 7.00 and 7.30 am, find the probability that he waits,
LE
(a) less than 5 min. for a bus

(b) at least 12 min for a bus.
Hints/Solution: Let X denote the time in minutes past 7 am, when the passenger arrives at the
1
bus stop. Then X is uniformly distributed over (0,30), i.e., f (x) = , 0 < x < 30.
30
(a) The passenger will have to wait less than 5 min. if he arrives at the stop between 7.10
and 7.15 or 7.25 and 7.30.
∴ Required probability = P (10 < X < 15) + P (25 < X < 30)
Z15 Z30
1 1 1
= dx + dx =
30 30 3
10 25
(b) The passenger will have to wait at least 12 min. if he arrives at the stop between 7.00 and
7.03 or 7.15 and 7.18.
S
∴ Required probability = P (0 < X < 3) + P (15 < X < 18)
N
Z3 Z18
A
1 1 1
= dx + dx =
H
30 30 5
0 15
IT
H
AT
Example: 13. The number of personal computer(PC) sold daily at certain company is uni-
formly distributed with a minimum of 2000 PC and a maximum of 5000 PC. Find the probability
F
O
that the daily sales will be

(a) between 2500 and 3000 PC
S
(b) at least 4000 PC’s

TE
Hints/Solution: Let X denote the no. of computers sold by the company in a particular day.
1
O
Then X is uniformly distributed over (2000,5000), i.e., f (x) = , 2000 < x < 5000.
3000
N
(a) The probability that the company sells between 2500 and 3000 PC’s.
E
R
∴ Required probability = P (2500 < X < 3000)

TU
3000
Z
1 1
= dx =
3000 6
C
2500
LE
(b) The probability that the company sells at least 4000 PC’s.
∴ Required probability = P (4000 < X < 5000)

5000
Z
1 1
= dx =
3000 3
4000
Example: 14. The mileage which car owners get with a certain kind of radial tire is a RV
having an exponential distribution with mean 40,000 km. Find the probability that these tires
will last
(a) at least 20,000 km
(b) at most 30,000 km
Hints/Solution: Let X denote the mileage obtained with the help of the tire, then f (x) =
1 x
e− 40,000 , x > 0.
40, 000
(a) The probability that the tire last at least 20,000 km.
∴ Required probability = P (X ≥ 20, 000)
S
Z∞
1
N
x
= e− 40,000 dx = e−0.5 = 0.6065.
40, 000
A
20,000
H
IT
(b) The probability that the tire last at most 30,000 km.
H
∴ Required probability = P (X ≤ 30, 000) AT
30,000
Z
1 x
= e− 40,000 dx = 1 − e−0.75 = 0.5270.
40, 000
F
0
O
S
TE
Example: 15. The time required (in hours) to repair a machine is exponentially distributed
O
with mean 2 hours. Find the probability that the repair time
N
(a) exceeds 2 hours

(b) takes at least 10 hours given that its duration already exceeds 6 hours.
E
1 1
R
Hints/Solution: Given mean of exponential distribution = 2 =⇒ λ = .

λ 2
TU
−λx 1 −x
Let X denote the time taken to repair the machine, then f (x) = λe = e 2 , x > 0.
2
C
(a) The probability that the time exceeds 2 hours.

LE
∴ Required probability = P (X > 2)

Z∞
1 −x
= e 2 dx = e−1.0 = 0.3679.
2
2
(b) The probability that the time takes at least 10 hours given that its duration already exceeds
6 hours.
∴ Required probability = P (X ≥ 10/X > 6) = P (X > 4) (By Memoryless Property)
Z∞
1 −x
= e 2 dx = 1 − e−2.0 = 1 − 0.1350 = 0.8650.
2
4
Example: 16. If X is normally distributed with mean 16 and s.d 3. Find

1. P (X ≥ 19)
2. P (12.5 < X < 19)
3. k if P (X > k) = 0.24
Hints/Solution: Given µ = 16 and σ = 3.
X −µ X − 16
Put Z = =
σ 3
19 − 16
S
1. When X = 19, Z = =1
3
N
A
∴ P (X ≥ 19) = P (Z ≥ 1)
H
= 0.5 − P (0 < z < 1)
IT
= 0.5 − 0.3413
z = 0.1587
H
0 0.341352300
1 ?
y AT
0.5
F
12.5 − 16
O
2. When X = 12.5, Z = = 1.16

3
S
19 − 16
TE
When X = 19, Z = =1
3
O
∴ P (12.5 < X < 19) = P (−1.16 < Z < 1)

N
= P (−1.16 < Z < 0) + P (0 < z < 1)

= P (0 < Z < 1.16) + P (0 < z < 1) 0.3710
E
= 0.3770 + 0.3413 z
R
-1.16 0.3710 0 0.3413 1 1.16

= 0.7183 y
TU
3. P (X > K) = 0.24
k − 16
When X = K, Z = = z1
C
3
LE
∴ P (X > K) = 0.24
⇒ P (Z > z1 ) = 0.24
⇒ P (0 < Z < z1 ) = 0.5 − 0.24 = 0.26
∴ the z1 is the value of Z corresponding to the area 0.26 and z1 = 0.7 (from normal table)
K − 16 K − 16
∴ = z1 ⇒ = 0.7 ⇒ K = 3(0.7) + 16 ⇒ K = 18.1
3 3
Example: 17. In a test on 2000 electric bulbs, it was found that the life of a particular make
was normally distributed with an average life of 2040 hours and standard deviation of 60 hours.
Estimate the number of bulbs likely to burn for
1. more than 2100 hours
2. less than 1950 hours
3. more than 1920 hours but less than 2160 hours.
Hints/Solution: Given µ = 2040 and σ = 60.
X −µ X − 2040
Put Z = =
σ 60
2100 − 2040
1. When X = 2100, Z = =1
60
S
N
∴ P (X ≥ 2100) = P (Z ≥ 1)
A
= 0.5 − P (0 < z < 1)
∴ the number of
= 0.5 − 0.3413
H
= 0.1587
IT
0 0.341352300
1
z
?
y
H
0.5
bulbs expected to burn for ≥ 2100 hours = 2000 × 0.1587 ≈ 159. AT

1950 − 2040
F
2. When X = 1950, Z = = −1.5

O
60
S
TE
∴ P (X ≤ 1950) = P (Z ≤ −1.5)
= 0.5 − P (0 < z < 1.5)
O
= 0.5 − 0.4332
N
z = 0.0668
? -1.5 0 0.341352300
1.5 ?
y
E
0.5
R
∴ the number of bulbs expected to burn for less than 1950 hours = 2000 × 0.0668 ≈ 134.
TU
1920 − 2040
C
3. When X = 1920, Z = = −2
60
LE
2160 − 2040
When X = 2160, Z = =2
60
∴ P (1920 < X < 2160) = P (−2 < Z < 2)
= P (−2 < Z < 0) + P (0 < z < 2)
= P (0 < z < 2) + P (0 < z < 2) 0.4772
= 2P (0 < z < 2)
= 2(0.4772) -2 0 2
z
?
= 0.9544 y
∴ the number of bulbs expected to burn for 1920 hours to 2160 = 2000 × 0.9544 ≈ 1908.
Example: 18. In a normal distribution 31% of the items are under 45 and 8% are over 64. Find
the mean and s.d. of the distribution.
X −µ
Hints/Solution: Let X follows N (µ, σ 2 ), Z =
σ
31 8
Given P (X < 45) = = 0.31 and P (X > 64) = = 0.08
100 100
45 − µ
When X = 45, Z = = −z1 ,
σ
31
∵ P (X < 45) = = 0.31
100
⇒ 45 − µ = −σz1
0.19
∴ z1 is the value of z corresponding to the area
S
0.31 Zz1
z
N
y z=00.341352300
−z1 1.5 ϕ(z)dz = 0.19
0.5
A
0
∴ z1 = 0.495(from tables)
H
∴ 45 − µ = −0.495σ − − − − − (1)
IT
64 − µ
When X = 64, Z = = +z2 , ∵ P (X < 64) = 0.08
H
σ
⇒ 64 − µ = +σz2
AT
∴ z2 is the value of z corresponding to the area
0.42 Zz2
F
0.08
0.31 ϕ(z)dz = 0.42
z
O
−z1 0.341352300
y z=0 Z2 0
∴ z2 = 1.405(from tables)
S
∴ 64 − µ = 1.405σ − − − − − (2)
TE
Solving (1) and (2), we get µ = 49.95, σ = 10 or µ = 50, σ = 10

O
N
E
R
TU
C
LE
4 Exercise/Practice/Assignment Problems
1. The mean and variance of a binomial distribution are 8 and 6. Find P (X ≥ 2).
2. The mean and s.d.(standard deviation) of a binomial distribution are 5 and 2 respectively.
Determine the distribution.
3. Out of 800 families with 4 children each, how many families would be expected to have
(1) 2 boys and 2 girls (2) atleast one boy (3) at most 2 girls (4) children of both sexes.
4. Out of 2000 families with 4 children each, how many would you expect to have (1) at
least 1 boy (2) 2 boys (3) 1 or 2 girls (4) no girls?
S
5. A manufacturer of pins know that 2% of his products are defective. If he sells pins in
N
boxes of 100 and guarantees that not more than 4 pins will be defective. What is the
A
probability that a box will fail to meet the guaranteed quality.
H
6. If X is a Poisson random variable such that P (x = 2) = 9P (X = 4) + 90P (X = 6),
IT
find the variance.
H
7. It is known that probability that an item produced by a certain machine will be defective
AT
is 0.01. By applying Poisson approximation, show that the probability that a random
sample of 100 items selected at random from the total output will contain not more than
2
one defective item is
F
e
O
t
8. The MGF of a random variable X is e3(e −1) , find P (X = 1).
S
9. Out of 500 companies with 4 secretaries each, how many companies would be expected
TE
to have
O
(a) 2 Men and 2 Women executives

N
(b) More than one men executives

E
(c) At least 2 women executives

R
TU
(d) Executives of both genders

(Assume both men and woment have equal probabilities)
C
10. Let X be normally distributed with mean 8 and standard deviation 4. Find: (i) P (5 ≤
LE
X ≤ l0) , (ii) P (10 ≤ X ≤ 15), (iii) P (X ≥ 15), (iv) P (X ≤ 5).

11. Suppose the scores on an examination are normally distributed with mean 76 and standard
deviation 15. The top 15% of the students receive A’s and the bottom 10% receive F’s.
Find (i) the minimum score to receive an A and (ii) the minimum score to pass (not to
receive an F).
12. Establish the memoryless property of G EOMETRIC distribution.
13. Establish the memoryless property of Exponential distribution.
14. A large shipment of textbook contains 2% with imperfect bindings. What is the probabil-
ity that among 700 text books taken from the shipment contains
(a) At most 5 imperfect bindings
(b) At least 5 imperfect bindings
(c) All books with perfect bindings
15. The length of time a person speaks over phone follows exponential distribution with mean
6. What is the probability that the person talks
(a) more than 8 min
(b) between 4 and 8 min
16. The marks obtained by the students in 3 subjects A, B and C in an examination are nor-
S
mally distribution with means 52, 50 and 48 and with standard deviations 10, 8 and 6
respectively. Find the probability that a student selected at random has secured a total of
N
A
(a) 180 and above
H
(b) 135 or less
IT
17. In an examination a student is considered to secure distinction, first class, second class
H
and failed according as he scores above 75%, between 60% and 75%, between 45% and
AT
60% and less than 45% respectively. If in a particular year 5% of the students scored
distinction and 10% of the students failed, then what percentage of students who have
scored first and second class?
F
O
18. Fit a BINOMIAL distribution for the following data:

x 0 1 2 3 4 5 6
S
.
f 5 18 28 12 7 6 4
TE
19. Fit a POISSON distribution for the following data:

O
x 0 1 2 3 4 5
.
N
f 142 156 69 27 5 1
20. Fit a BINOMIAL and POISSON distribution for the following data:
E
x 0 1 2 3 4 5
R
.
f 2 14 20 34 22 8
TU
21. Suppose that a trainee soldier shoots a target in an independent fashion. If the probability
C
that the target is shot on any one of the shot 0.8.

LE
(a) What is the probability that the target would be hit on the sixth attempt?
(b) What is the probability that it takes odd number of shots?
22. If the probability that an applicant for a driving license will pass the road test on any given
trial is 0.7. What is the probability that he will pass the test
(a) on the fourth trial
(b) in fewer than 5 trials
(c) takes more than 4 trials
23. A passenger arrives at a local railway station at 10 am knowing that the local train will
arrive at some time uniformly distributed between 10 and 10.30 am. What is the proba-
bility that he will have to wait longer than 10 minutes? If at 10.15 am the train has not
yet arrived, what is the probability that he will have to wait at least 10 more additional
minutes?
24. If the roots of the quadratic equation x2 − ax + b = 0 are real and b is the positive but
otherwise unknown. What are the expected values of the roots of the equation? Assume
that b is uniformly distributed in the permissible range.
25. The daily consumption of milk in excess of 20,000 gallons is approximately exponentially
distributed with mean 3000. The city has the daily stock of 35,000 gallons. What is the
S
probability that of two days selected at random, the stock is insufficient for both the days?
N
26. The amount of time that a watch will run without having to be reset is a RV following an
A
exponential distribution with mean 120 days. Find the probability that such a watch will
H
(i) will have to be set in less than 24 days and (ii) not have to set in at least 180 days.
IT
27. If X is normally distributed with mean 8 and s.d 4. Find
H
(a) P (5 ≤ X ≤ 10) AT
(b) P (10 ≤ X ≤ 15)
(c) P (X ≥ 15)
F
O
28. In a distribution exactly normal 7% of the items are under 35 and 89% are under 63. What
are the mean and standard deviation of the distribution?
S
TE
29. The marks of 100 students in an exam are found to be normally distributed with mean 70
and S.D. 5. Estimate the number of students whose marks will be
O
(a) between 60 and 75.

N
(b) more than 75 marks.

E
(c) less than 65 marks.

R
TU
C
LE
Figure 1: Values of e−λ .
Contact: (+91) 979 111 666 3 (or) athithan.s@ktr.srmuniv.ac.in

Visit: https://sites.google.com/site/lecturenotesofathithans/home
S
N
A
H
IT
H
AT
F
O
S
TE
O
N
E
R
TU
C
LE
Figure 2: Area under Standard Normal Curve.

15ma301 U2

Hochgeladen von

Dokumentinformationen

Originaltitel

Copyright

Verfügbare Formate

Dieses Dokument teilen

Dokument teilen oder einbetten

Freigabeoptionen

Stufen Sie dieses Dokument als nützlich ein?

Sind diese Inhalte unangemessen?

Copyright:

Verfügbare Formate

15ma301 U2

Hochgeladen von

Copyright:

Verfügbare Formate

Lecture Notes

15MA301-Probability & Statistics

Kattankulathur-603203, Kancheepuram District.

2.3 Normal Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

2.3.1 MGF of Normal Distribution . . . . . . . . . . . . . . . . . . . . . . . 10

3 Example Worked out Problems 11

1.1 Binomial Distribution

The Probability Mass Function (P.M.F.) of Binomial distribution is given by

∴ MX (t) = [pet + q]n

1.1.2 Mean and Variance of Binomial Distribution

MX (t) = [pet + q]n

First Moment = Mean = E(X) = MX0 (0)

Second Moment = E(X 2 ) = MX00 (0)

Var(X) = E(X 2 ) − [E(X)]2

1.2.1 Moment Generating Function of Poisson Distribution

The MGF of Geometric distribution is given by

First Moment = Mean = E(X) = MX0 (0)

1.3 Geometric Distribution

A random variable X is said to follow Geometric distribution, if it assumes only non-negative

values and its probability mass function is given by

We can also write the pmf of the Geometric distribution as

P (X = x) = q x−1 p, x = 1, 2, 3, . . . , 0 < p < 1

The MGF of Geometric distribution is given by

MX (t) = p(1 − qet )−1

First Moment = Mean = E(X) = MX0 (0)

MX0 (t) = (−1)p(1 − qet )−2 (−qet )

Second Moment = E(X 2 ) = MX00 (0)

Var(X) = E(X 2 ) − [E(X)]2

1.3.3 Memoryless/Forgetfullness Property of Geometric Distribution

If a random variable X which is following geometric distribution, then

P (X > s + k/X > s) = P (x > k)

, for any s, t > 0.

A continuous random variable X is said to follow an uniform or rectangular distribution if its

probability density function is given by

2.1.1 Moment Generating Function of U NIFORM D ISTRIBUTION

The MGF of Exponential distribution is given by

First Moment = Mean = E(X) = MX0 (0) doesn’t exist

2.2 Exponential Distribution

A continuous random variable X is said to follow an exponential distribution with parameter

λ > 0 if its probability density function is given by

2.2.1 Moment Generating Function of E XPONENTIAL D ISTRIBUTION

The MGF of Exponential distribution is given by

MX (t) = λ(λ − t)−1

First Moment = Mean = E(X) = MX0 (0)

MX0 (t) = λ(−1)(λ − t)−2 (−1)

2.2.3 Memoryless/Forgetfullness Property of Exponential Distribution

If a random variable X is exponentially distributed, then

P (X > s + k/X > s) = P (x > k)

, for any s, t > 0.

2.3.1 MGF of Normal Distribution

Table 1: Hints to solve the problems based on distributions

all tails for the second time of the fifth trial.

p = P (X = 3 heads or 3 tails in tossing 3 coins)

As per the detail, 5th trial results in 2nd success.

i.e. The first 4 trials resulted in 1 success and 3 failures.

show a five or a six?

∴ X is a binomial random variable with parameter (n, p).

Given n = 12 and p =probability of getting head=

Example: 9. A discrete random variable X has moment generating function MX (t) =

and V ar [X] = npq = 5. . =

ability of getting 6 heads 10 times.

(a) less than 5 min. for a bus

that the daily sales will be