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Some common probability

distributions
Random Experiments
• An experiment whose outcome or result can be
predicted with certainty is called a deterministic
experiment.
•Although all possible outcomes of an experiment may
be known in advance, the outcome of a particular
performance of the experiment cannot be predicted
owing to a number of unknown causes. Such an
experiment is called a random experiment.
•A random experiment is an experiment that can be
repeated over and over, giving different results.
•e.g A fair 6-faced cubic die, the no. of telephone calls
received in a board in a 5-min. interval.
Probability theory is a study of random or
unpredictable experiments and is helpful
in investigating the important features of these random
experiments.
• For discrete math, we focus on the discrete
version of probabilities.
• For each random experiment, there is assumed
to be a finite set of discrete possible results,
called outcomes. Each time the experiment is
run, one outcome occurs. The set of all
possible outcomes is called the sample space.
Example.

If the experiment consists of flipping two


coins, then the sample space is:

S = {(H, H), (H, T), (T, H), (T, T)}


Example.

If the experiment consists of tossing two


dice, then the sample space is:
S = {(i, j) | i, j = 1, 2, 3, 4, 5, 6}

• element or a member or sample point

• an event may be a subset that includes the entire


sample space S, or a subset of S called the null
set.

B = {x/ x is an even factor of 7}


More Probability Definitions

• A subset (say E) of the sample space is called an


event. In other words, events are sets of
outcomes.

( If the outcome of the experiment is contained in E,


then we say E has occurred.)

For each event, we assign a number between 0


and 1, which is the probability that the event occurs.
Example.

If the experiment consists of flipping two


coins, and E is the event that a head
appears on the first coin, then E is:

E = {(H, H), (H, T)}


Example.

If the experiment consists of tossing two


dice, and E is the event that the sum of the
two dice equals 7, then E is:

E={(1, 6), (2, 5), (3, 4), (4, 3), (5, 2),(6,1)}
Union: EF

Intersection:E  F also denoted as EF

(If E  F = , then E and F are said to be mutual


exclusive.)
Definition:
A random variable (RV) is a function X : S  R
that assigns a real number X(s) to every element
s  S, where S is the sample space corresponding to
a random experiment E.
Discrete Random Variable
If X is a random variable (RV) which can take a finite
number or countably infinite number of values, X is
called a discrete RV.

Eg. 1. The number shown when a die is thrown


2. The number of alpha particles emitted by a
radioactive source are discrete RVs.
Example
Suppose that we toss two coins and consider the sample
Space associated with this experiment. Then
S={HH,HT,TH,TT}.
Define the random variable X as follows:
X is the number of heads obtained in the two tosses.
Hence X(HH) = 2, X(HT) = 1 = X(TH) & X(TT) = 0.

Note that to every s in S there corresponds exactly


one value X(s). Different values of s may lead to
the same value of S.

Eg. X(HT) = X(TH)


Probability Function
If X is a discrete RV which can take the values
x1 , x 2 , x 3 ,.... such that

P(X  x i )  pi , then pi is called the probabilit y


function or probabilit y mass function or point
probabilit y function, provided pi (i  1,2,3,...)
satisfy the following conditions:

(i)p i  0, i,&
(ii ) p i  1
i
Example of a Discrete PDF
• Suppose that 10% of all households have
no children, 30% have one child, 40%
have two children, and 20% have three
children.
• Select a household at random and let X =
number of children.
• What is the pmf of X?
Example of a Discrete PDF
• We may list each value.
– P(X = 0) = 0.10
– P(X = 1) = 0.30
– P(X = 2) = 0.40
– P(X = 3) = 0.20
Example of a Discrete PDF
• Or we may present it as a chart.

x P(X = x)
0 0.10
1 0.30
2 0.40
3 0.20
Example of a Discrete PDF
• Or we may present it as a stick graph.

P(X = x)

0.40

0.30

0.20

0.10

x
0 1 2 3
Example of a Discrete PDF
• Or we may present it as a histogram.

P(X = x)

0.40

0.30

0.20

0.10

x
0 1 2 3
Example
A random variable X has the following probability distribution
x: -2 -1 0 1 2 3
p(x): 0.1 K 0.2 2K 0.3 K
(a) Find K, (b) Evaluate P(X < 2) and P(-2 < X < 2), (c) find the cdf of
X and (d) evaluate the mean of X.
Example
The pmf. of a random variable X is given by
x
c
p(x)  , x  0,1,2,....., where  is some positive
x!
value. Find (i) P(X  0)(ii)P(X  2)

Solution .
   x
Since  p(x)  1, we have c  1
i 0 i  0 x!
 x
 
As e   , we have ce  1.
i  0 x!
- 0
e  
Hence P(X  0)  e
0!

P(X  2)  1  P(X  2)
   e 
2 
 1  e  e  
 2 
The collection of pairs {x i , p i }, i  1,2,3,...., is called
the probabilit y distributi on of the RV X, which is
sometimes displayed in the form of a table as given below :
X  xi P(X  x i )
x1 pi
x2 p2
. .
. .
. .
xr pr
. .
.
If X represents the total number of heads obtained,
when a fair coin is tossed 3 times, find the
probability distribution of X.

X: 0 1 2 3
1 3 3 1
P:
8 8 8 8
Continuous Random Variable
If X is an RV which can take all values (i.e., infinite
number of values ) in an interval, then X is called
a continuous RV.

0, x  0,

X( x )  x,0  x  1,
1, x  1

Probability Density Function
If X is a continuous RV,then f is said to be the
probability density function (pdf) of X , if it satisfies the
following conditions:

(i)f ( x )  0, x  R x , and (ii )  f ( x )dx  1


(iii) For any a, b with -   a  b  ,


b
P(a  X  b)   f ( x )dx
a
When X is a continuous RV

a
P(X  a )  P(a  X  a )   f ( x )dx  0
a

This means that it is almost impossible that a continuous


RV assumes a specific value.

Hence P(a  X  b)  P(a  X  b)  P(a  X  b)


Probability Density Function
0.6 0 if x  0
0.5
f X ( x)   1  x / 
0.4  e if 0  x
f X (x ) 0.3 
0.2
0.1
0.0
-3 0 3 6 9 12 15
x
Example
Check whether t he function f(x)  4x ,0  x  1
3

is a probabilit y density function or not.

Solution . Clearly f(x)  0x  [0,1].


1 1
Also  f ( x )dx   4x dx  1.
3

0 0
A random variable X has the density function
1 / 4, - 2  x  2
f(x)  
0, elsewhere
Obtain (i) P(X  1)(ii)P( X  1)(iii )P(2X  3  5)

(¾,1/2,1/4)
Example
A random variable X has the following probability distribution
x: -2 -1 0 1 2 3
p(x): 0.1 K 0.2 2K 0.3 K
(a) Find K, (b) Evaluate P(X < 2) and P(-2 < X < 2)
Cumulative Distribution Function (cdf)
If X is an RV, discrete or continuous , then P(X<=x)
is called the cumulative distribution function of X
or distribution function of X and denoted as F(x).

If X is discrete , F(x)  p
j
j

X j x
X
If X is continuous , F(x)  P(-  X  x)   f(x)dx
-
Probability Density Function
0.6 0 if x  0
0.5
f X ( x)   1  x / 
0.4
 e if 0  x
f X (x ) 0.3 
0.2
0.1
0.0
-3 0 3 6 9 12 15
x
Cumulative Distribution Function
1.2
1.0
0.8
F X (x ) 0.6
0.4
0.2
0.0
-3 0 3 6 9 12 15
x
0 if x  0
FX ( x)    x /
1  e if 0  x
Probbility Density Function
0.0016
0.0012
f X (x ) 0.0008
0.0004
0.0000
-100 0 100 200 300 400 500 600 700 800
x
0 if x  0
1
f X ( x)   if 0  x  u
u
0 if u  x

Cumulative Distribution Function
1.0
0.8
0.6
F X (x )
0.4
0.2
0.0
-100 0 100 200 300 400 500 600 700 800
0 if x  0 x
x
FX ( x)   if 0  x  u
u
1 if u  x

If the probabilit y density of a random variable is
K(1 - x 2 ),0  x  1
given by f(x)  
0 otherwise
Find (i) K, (ii) the cumulative distributi on function of
the random variable.  3 / 2[x  x / 3] 0  x  1
3

0 otherwise
Properties of the cdf F(x)
1.F(x) is a non - decreasing function of x, i.e. , if x1  x 2 ,
then F(x1 )  F(x 2 ) .

2.F()  0 & F()  1.

3. If X is a discrete RV taking values x1 , x 2 ,...., where


x1  x 2  x 3  ....  x i 1  x i  ....., then P(X  x i )  F( x i )  F( x i 1 ).

d
4.If X is a continuous RV, then F( x )  f ( x ), at all
dx
points where F(x) is differenti able.
Definition s
If X is a discrete RV, then the expected value or
the mean value of g(X) is defined as
E{g(X)}   g(x i )p i , where p i  P(X  x i )
i

the probabilit y mass function of X.


If X is a continuous RV with pdf f(x), then
E{g(X)}   g(x)f(x)dx
Rx
Two expected values which are most commonly
used for characteri sing a RV X are its mean  x & var iance  2x

 x  E(X)   x i p i , if X is discrete
i

  xf(x)dx, if X is continuous
Rx
2
x 
Var ( x )    E (X   x ) 2

  ( x i   x ) pi , if X is discrete
2
i

  (x -  x ) f ( x )dx, if X is continuous
2

Rx
The square root of variance is called the standard
deviation.
Example
Find the expected value of the number on a die when
thrown.(7/2)

Var (X)  E(X )  {E(X)}


2 2

Var (X)  E{( X   x ) }  E{X  2 x X   x }


2 2 2

 E(X )  2 x E(X)   x (sin ce  x is a constant)


2 2

 E(X )   x (sin ce  x  E(X))


2 2

Var (X)  E(X )  {E(X)}


2 2
Example
A random variable X has the following probability distribution
x: -2 -1 0 1 2 3
p(x): 0.1 K 0.2 2K 0.3 K
(a) Find K, (b) Evaluate P(X < 2) and P(-2 < X < 2), (c) find the cdf of
X and (d) evaluate the mean of X.
ìï x, 0 < x £ 1
ïï
For the triangular distribution f (x) = í 2 - x, 1 £ x £ 2
ïï
ïïî 0, otherwise
Find mean and var iance
(1,1/ 6)
Moments
r
If X is the discrete or continuous RV, E ( X ) is called rth
order raw moment of X about the origin and denoted
by 'r .
 x f ( x ) if X is discrete
r

x
 r '  E(X )   
r

  x f ( x )dx if X is continuous
r

-
Since the first and second moments about the origin are
given by 11  E(X) & 12  E(X 2 ),
mean  first moment about the origin
Var(X)    E(X)     
1
2
2 1
2  .
1 2
1
E{( X   x ) n is called the nth order central moment
of X and denoted by  n .

E{ X } & E{ X   x } are called absolute moments of X.


n n

E{( X  a ) } & E{ X  a } are called generalise d moments of X.


n n

1  E(X  E(X))  E(X)  E(X)  0


 2  E(X  E(X))  Var (X)
2
Binomial Distribution
The Bernoulli probability mass function is the density
function of a discrete variable X having 0 and 1 as
the only possible values

The pmf of X is given by P(0) = P{X = 0} = 1-p


P(1) = P{X = 1} = p
where p, 0<=p<=1 is the probability that the trial is a
success.

A random variable X is said to be Bernoulli random variable


if pmf satisfies above equation for some p  (0,1).
Assuming that p remains the same for all repetitions,
if we consider n independent repetitions (or trials) of
E and if the random variable X denotes the
number of times the event A has occurred, then
X is called a binomial random variable with
parameters n and p
Definition
• 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 the 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.
Ex. 1: Binomial Experiments
• 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, explain why.

1. A certain surgical procedure has an 85%


chance of success. A doctor performs the
procedure on eight patients. The random
variable represents the number of
successful surgeries.
Ex. 1: Binomial Experiments
Solution: the experiment is a binomial experiment
because it satisfies the four conditions of a
binomial experiment. In the experiment, each
surgery represents one trial. There are eight
surgeries, and each surgery is independent of
the others. Also, there are only two possible
outcomes for each surgery—either the surgery is
a success or it is a failure. Finally, the
probability of success for each surgery is 0.85.

n=8
p = 0.85
q = 1 – 0.85 = 0.15
x = 0, 1, 2, 3, 4, 5, 6, 7, 8
Ex. 1: Binomial Experiments
• 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, explain why.

2. A jar contains five red marbles, nine blue


marbles and six green marbles. You
randomly select three marbles from the
jar, without replacement. The random
variable represents the number of red
marbles.
Ex. 1: Binomial Experiments
Solution: The experiment is not a binomial
experiment because it does not satisfy all
four conditions of a binomial experiment.
In the experiment, each marble selection
represents one trial and selecting a red
marble is a success. When selecting the
first marble, the probability of success is
5/20. However because the marble is not
replaced, the probability is no longer 5/20.
So the trials are not independent, and the
probability of a success is not the same for
each trial.
Binomial Probabilities
There are several ways to find the probability of x
successes in n trials of a binomial experiment. One way
is to use the binomial probability formula.

Binomial Probability Formula


In a binomial experiment, the probability of exactly x
successes in n trials is:

x nx n! x nx
P( x )  n C x p q  p q
(n  x )!x!
Ex. 7: Constructing and Graphing a
Binomial Distribution
• 65% of households subscribe to cable TV. You randomly select six
households and ask each if they subscribe to cable TV. Construct a
probability distribution for the random variable, x. Then graph the
distribution.

6
P(0) = C0 (0.65) 0 (0.35) 6- 0
= 0.002
6
P(1) = C1 (0.65)1 (0.35) 6- 1 = 0.020
6
P(2) = C 2 (0.65) 2 (0.35) 6- 2
= 0.095
6
P(3) = C3 (0.65)3 (0.35) 6- 3
= 0.235
6
P(4) = C 4 (0.65) 4 (0.35) 6- 4
= 0.328
6
P(5) = C5 (0.65)5 (0.35) 6- 5
= 0.244
6
P(6) = C6 (0.65) 6 (0.35) 6- 6
= 0.075
Ex. 7: Constructing and Graphing a
Binomial Distribution
• 65% of households subscribe to cable TV. You
randomly select six households and ask each if
they subscribe to cable TV. Construct a
probability distribution for the random variable, x.
Then graph the distribution.

x 0 1 2 3 4 5 6
P(x) 0.002 0.020 0.095 0.235 0.328 0.244 0.075

Because each probability is a relative frequency,


you can graph the probability using a relative
frequency histogram as shown on the next slide.
Ex. 7: Constructing and Graphing a
Binomial Distribution
• Then graph the distribution.
x 0 1 2 3 4 5 6
P(x) 0.002 0.020 0.095 0.235 0.328 0.244 0.075

R
e
0.35 NOTE: that the
l histogram is
a 0.3 skewed left. The
t
graph of a binomial
i 0.25
v distribution with p >
e 0.2 .05 is skewed left,
F while the graph of a
r
0.15 P(x) binomial distribution
e with p < .05 is
q
0.1 skewed right. The
u
e graph of a binomial
n 0.05 distribution with p =
c .05 is symmetric.
y 0
0 1 2 3 4 5 6
Households
Example
It is known that car produced by an automobile company
will be defective with probability 0.01 independently of
each other. The company sells the cars in packages of
10 and offers a money-back guarantee that atmost 1 of
the10 cars is defective. What proportion of packages
sold must the company replace?

P(X  1)  1  {P(X  1)}  1  {P(X  0)  P(X  1)


 1 { C0 (.01) (.99) ( C1 (.01)(.99) }  .004
10 0 10 10 9
n
  x C x p (1  p)
n
mean  E(X)   x C x p (1  p)
n x nx n x nx
x 0
x 1

 np

n
n x
Second moment 2
1
 E( X )   x
2 2n
C x p (1  p)
x
x 0

variance = npq
Example
For a binomial distributi on with mean 6, standard deviation
2 , find the first two terms of the distributi on.
9
((1 / 3) ,2 / 2187)

The mean and variance of binomial distributi on


are 4 and 3 respective ly. Find P(X  1).

(1  (3 / 4) )  .9899
16
A and B play a game in which their chances of winning
are in the ratio 3:2. Find A’s chance of winning atleast
three games out of the five games played.
Discrete Distributions

Binomial Distribution

n r
P( X  r )  C r p q
n r
; r  0,1,2,..., n
If we assume that n trials constitute a set and if we
consider N sets, the frequency function of the
binomial distribution is given by f(r)=N p(r)

n r
 N Cr p q
n r
Ex. 7: Constructing and Graphing a
Binomial Distribution
• 65% of households subscribe to cable TV. You
randomly select six households and ask each if
they subscribe to cable TV. Construct a
probability distribution for the random variable, x.

x 0 1 2 3 4 5 6
P(x) 0.002 0.020 0.095 0.235 0.328 0.244 0.075
Properties of a
Normal Distribution
• Continuous Random Variable
• Symmetrical in shape (Bell shaped)
• The probability of any given range of
numbers is represented by the area under
the curve for that range.
• Probabilities for all normal distributions are
determined using the Standard Normal
Distribution.
Probability for a
Continuous Random Variable
Probability Density Function for
Normal Distribution
x 
2

1 1
2( )
f (x)  e 
 2
   x  ,    ,   0

N(, )

2
1 x 7
f (x)   (
1
e 2 )
32 4

   x  ,    ,   0

N(7,4)

 f ( x )dx  1

Standard Normal Distribution
N(0,1)
z2
1 
(z)  e 2
,  z  .
2
  0,   1 & by changing x and f respective ly
into z and .
X -
If X has distributi on N(, ) and if Z  ,

then Z has distributi on N(0,1)

z
values of (z),  (z)dz are tabulated .
0
z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09

0.0 0.0000 0.0040 0.0080 0.0120 0.0160 0.0190 0.0239 0.0279 0.0319 0.0359

0.1 0.0398 0.0438 0.0478 0.0517 0.0557 0.0596 0.0636 0.0675 0.0714 0.0753

0.2 0.0793 0.0832 0.0871 0.0910 0.0948 0.0987 0.1026 0.1064 0.1103 0.1141

0.3 0.1179 0.1217 0.1255 0.1293 0.1331 0.1368 0.1406 0.1443 0.1480 0.1517

0.4 0.1554 0.1591 0.1628 0.1664 0.1700 0.1736 0.1772 0.1808 0.1844 0.1879

0.5 0.1915 0.1950 0.1985 0.2019 0.2054 0.2088 0.2123 0.2157 0.2190 0.2224

0.6 0.2257 0.2291 0.2324 0.2357 0.2389 0.2422 0.2454 0.2486 0.2517 0.2549

0.7 0.2580 0.2611 0.2642 0.2673 0.2704 0.2734 0.2764 0.2794 0.2823 0.2852
0.8 0.2881 0.2910 0.2939 0.2969 0.2995 0.3023 0.3051 0.3078 0.3106 0.3133

0.9 0.3159 0.3186 0.3212 0.3238 0.3264 0.3289 0.3315 0.3340 0.3365 0.3389

1.0 0.3413 0.3438 0.3461 0.3485 0.3508 0.3513 0.3554 0.3577 0.3529 0.3621

1.1 0.3643 0.3665 0.3686 0.3708 0.3729 0.3749 0.3770 0.3790 0.3810 0.3830

1.2 0.3849 0.3869 0.3888 0.3907 0.3925 0.3944 0.3962 0.3980 0.3997 0.4015

1.3 0.4032 0.4049 0.4066 0.4082 0.4099 0.4115 0.4131 0.4147 0.4162 0.4177

1.4 0.4192 0.4207 0.4222 0.4236 0.4251 0.4265 0.4279 0.4292 0.4306 0.4319

1.5 0.4332 0.4345 0.4357 0.4370 0.4382 0.4394 0.4406 0.4418 0.4429 0.4441

1.6 0.4452 0.4463 0.4474 0.4484 0.4495 0.4505 0.4515 0.4525 0.4535 0.4545
1.7 0.4554 0.4564 0.4573 0.4582 0.4591 0.4599 0.4608 0.4616 0.4625 0.4633

1.8 0.4641 0.4649 0.4656 0.4664 0.4671 0.4678 0.4686 0.4693 0.4699 0.4706

1.9 0.4713 0.4719 0.4726 0.4732 0.4738 0.4744 0.4750 0.4756 0.4761 0.4767

2.0 0.4772 0.4778 0.4783 0.4788 0.4793 0.4798 0.4803 0.4808 0.4812 0.4817

2.1 0.4821 0.4826 0.4830 0.4834 0.4838 0.4842 0.4846 0.4850 0.4854 0.4857

2.2 0.4861 0.4864 0.4868 0.4871 0.4875 0.4878 0.4881 0.4884 0.4887 0.4890

2.3 0.4893 0.4896 0.4898 0.4901 0.4904 0.4906 0.4909 0.4911 0.4913 0.4916

2.4 0.4918 0.4920 0.4922 0.4925 0.4927 0.4929 0.4931 0.4932 0.4934 0.4936

2.5 0.4938 0.4940 0.4941 0.4943 0.4945 0.4946 0.4948 0.4949 0.4951 0.4952

2.6 0.4953 0.4955 0.4956 0.4957 0.4959 0.4960 0.4961 0.4962 0.4963 0.4964
2.7 0.4965 0.4966 0.4967 0.4968 0.4969 0.4970 0.4971 0.4972 0.4973 0.4974

2.8 0.4974 0.4975 0.4976 0.4977 0.4977 0.4978 0.4979 0.4979 0.4980 0.4981

2.9 0.4981 0.4982 0.4982 0.4983 0.4984 0.4984 0.4985 0.4985 0.4986 0.4986

3.0 0.4987 0.4987 0.4987 0.4988 0.4988 0.4989 0.4989 0.4989 0.4990 0.4990

3.1 0.4990 0.4991 0.4991 0.4991 0.4992 0.4992 0.4992 0.4992 0.4993 0.4993

3.2 0.4993 0.4993 0.4994 0.4994 0.4994 0.4994 0.4994 0.4995 0.4995 0.4995

3.3 0.4995 0.4995 0.4995 0.4996 0.4996 0.4996 0.4996 0.4996 0.4996 0.4997

3.4 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4998
X  N (, )

E(X)   xf ( x )dx  


similarly , var iance   2


Determining the Probability for a
Standard Normal Random Variable
• P(- Z  1.62) = .5 + .4474 = .9474
• P(Z > 1.62) = 1 - P(- Z  1.62) =
1 - .9474 = .0526
Determining the probability of any Normal Random
Variable
Interpreting Z
• In figure Z = -0.8 means that the value 360 is
.8 standard deviations below the mean.
• A positive value of Z designates how may
standard deviations () X is to the right of the
mean ().
• A negative value of Z designates how may
standard deviations () X is to the left of the
mean ().
Example: A group of achievement scores are
normally distributed with a mean of 76 and a
standard deviation of 4. If one score is randomly
selected what is the probability that it is at least 80.

 4

76 80

x   80  76
Z  1
 4
P( x  80)  P(z  1)  .5  P(0  z  1) 
.5  .3413  .1587
 4

76 80

xu 80  76
Z  1
 4
P ( x  80)  P ( z  1)  .5  P (0  z  1) 
.5  .3413  .1587
.3413

.1587

0 1
Continuing, what is the probability that it is less than 70.

70 76

xu 70  76
Z   1.5
 4
P ( x  70)  P ( z  1.5)  .5  P (1.5  z  0.0) 
.5  .4332  .0668 .4332

.0668

-1.5 0
What proportion of the scores occur within 70 and 85.

.4332

.4878
-1.5 0 2.25

xu 70  76
Z    1.5
 4
xu 85  76
Z    2.25
 4
P (70  x  85)  P ( 1.5  z  2.25) 
P ( 1.5  z  0.0)  P (0.0  z  2.25) 
.4332  .4878  .9210
Time required to finish an exam is known to be normally
distributed with a mean of 60 Min. and a Std Dev. of 12
minutes. How much time should be allowed in order for
90% of the students to finish?

.9   12

60 x
x 
z

z  x  
z    x
1.28(12)  60  x
x  75.36
(ans. 0.5886)
An automated machine that files sugar sacks has an adjusting device to
change the mean fill per sack. It is now being operated at a setting that
results in a mean fill of 81.5 oz. If only 1% of the Sacks filled at this
setting contain less than 80.0 oz, what is the value of the variance for this
population of fill weights. (Assume Normality).

.01

-2.33 0
  81.5 x  80 PROB  .01
x
Z 

80.0  81.5
2.33 

( 80.0  81.5 )
   .6437
2.33
  .4144
2
When n is very large and neither p nor q is very small

X—B(n,p)
s tan dard binomial variable Z is given by
X - np
Z
npq
as X varies from 0 to n with step size 1, Z varies
- np nq 1
from to with step size .
npq npq npq
 1 z2 / 2
P( z )  F ( z )   e dz,  z  
 2
Let X be the number of times that a fair coin, flipped 40
times, land heads. Find P(X=20). Use normal
approximation and compare it to the exact solution.

P(X=20)=P(19.5<X<20.5)

 19.5  20 X  20 20.5  20 
 P   
 10 10 10 
 (.16)  (.16)  .1272
If 20% of the momory chips made in a certain plant
are defective, what are the probabilities that in a
lot of 100 randomly chosen for inspection
(a) at most 15 will be defective?
(b) exactly 15 will be defective ?

  100(.20)  20,   4
Fit a normal distribution to the following distribution
and hence find the theoretical frequencies:
Class Freq
60-65 3
65-70 21
70-75 150
75-80 335
80-85 336
85-90 135
90-95 26
95-100 4
-------------
1000
Fit a normal distribution to the following distribution
and hence find the theoretical frequencies:

x: 125 135 145 155 165 175 185 195 205 Total
f: 1 1 14 22 25 19 13 3 2 1000
z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09

0.0 0.0000 0.0040 0.0080 0.0120 0.0160 0.0190 0.0239 0.0279 0.0319 0.0359

0.1 0.0398 0.0438 0.0478 0.0517 0.0557 0.0596 0.0636 0.0675 0.0714 0.0753

0.2 0.0793 0.0832 0.0871 0.0910 0.0948 0.0987 0.1026 0.1064 0.1103 0.1141

0.3 0.1179 0.1217 0.1255 0.1293 0.1331 0.1368 0.1406 0.1443 0.1480 0.1517

0.4 0.1554 0.1591 0.1628 0.1664 0.1700 0.1736 0.1772 0.1808 0.1844 0.1879

0.5 0.1915 0.1950 0.1985 0.2019 0.2054 0.2088 0.2123 0.2157 0.2190 0.2224

0.6 0.2257 0.2291 0.2324 0.2357 0.2389 0.2422 0.2454 0.2486 0.2517 0.2549

0.7 0.2580 0.2611 0.2642 0.2673 0.2704 0.2734 0.2764 0.2794 0.2823 0.2852
0.8 0.2881 0.2910 0.2939 0.2969 0.2995 0.3023 0.3051 0.3078 0.3106 0.3133

0.9 0.3159 0.3186 0.3212 0.3238 0.3264 0.3289 0.3315 0.3340 0.3365 0.3389

1.0 0.3413 0.3438 0.3461 0.3485 0.3508 0.3513 0.3554 0.3577 0.3529 0.3621

1.1 0.3643 0.3665 0.3686 0.3708 0.3729 0.3749 0.3770 0.3790 0.3810 0.3830

1.2 0.3849 0.3869 0.3888 0.3907 0.3925 0.3944 0.3962 0.3980 0.3997 0.4015

1.3 0.4032 0.4049 0.4066 0.4082 0.4099 0.4115 0.4131 0.4147 0.4162 0.4177

1.4 0.4192 0.4207 0.4222 0.4236 0.4251 0.4265 0.4279 0.4292 0.4306 0.4319

1.5 0.4332 0.4345 0.4357 0.4370 0.4382 0.4394 0.4406 0.4418 0.4429 0.4441

1.6 0.4452 0.4463 0.4474 0.4484 0.4495 0.4505 0.4515 0.4525 0.4535 0.4545
1.7 0.4554 0.4564 0.4573 0.4582 0.4591 0.4599 0.4608 0.4616 0.4625 0.4633

1.8 0.4641 0.4649 0.4656 0.4664 0.4671 0.4678 0.4686 0.4693 0.4699 0.4706

1.9 0.4713 0.4719 0.4726 0.4732 0.4738 0.4744 0.4750 0.4756 0.4761 0.4767

2.0 0.4772 0.4778 0.4783 0.4788 0.4793 0.4798 0.4803 0.4808 0.4812 0.4817

2.1 0.4821 0.4826 0.4830 0.4834 0.4838 0.4842 0.4846 0.4850 0.4854 0.4857

2.2 0.4861 0.4864 0.4868 0.4871 0.4875 0.4878 0.4881 0.4884 0.4887 0.4890

2.3 0.4893 0.4896 0.4898 0.4901 0.4904 0.4906 0.4909 0.4911 0.4913 0.4916

2.4 0.4918 0.4920 0.4922 0.4925 0.4927 0.4929 0.4931 0.4932 0.4934 0.4936

2.5 0.4938 0.4940 0.4941 0.4943 0.4945 0.4946 0.4948 0.4949 0.4951 0.4952

2.6 0.4953 0.4955 0.4956 0.4957 0.4959 0.4960 0.4961 0.4962 0.4963 0.4964
2.7 0.4965 0.4966 0.4967 0.4968 0.4969 0.4970 0.4971 0.4972 0.4973 0.4974

2.8 0.4974 0.4975 0.4976 0.4977 0.4977 0.4978 0.4979 0.4979 0.4980 0.4981

2.9 0.4981 0.4982 0.4982 0.4983 0.4984 0.4984 0.4985 0.4985 0.4986 0.4986

3.0 0.4987 0.4987 0.4987 0.4988 0.4988 0.4989 0.4989 0.4989 0.4990 0.4990

3.1 0.4990 0.4991 0.4991 0.4991 0.4992 0.4992 0.4992 0.4992 0.4993 0.4993

3.2 0.4993 0.4993 0.4994 0.4994 0.4994 0.4994 0.4994 0.4995 0.4995 0.4995

3.3 0.4995 0.4995 0.4995 0.4996 0.4996 0.4996 0.4996 0.4996 0.4996 0.4997

3.4 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4998

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