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Probability Distribution

Introduction, Binomial, Exponential and Normal distributions based problems

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37 views19 pages

Probability Distribution

Introduction, Binomial, Exponential and Normal distributions based problems

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anuradha
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© © All Rights Reserved
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CHAPTER V

PROBABILITY DISTRIBUTION

5.1. INTRODUCTION
Probability theory and statistics, the binomial distribution is the discrete
probability distribution that gives only two possible results in an
experiment, either Success or Failure. For example, if we toss a coin, there
could be only two possible outcomes: heads or tails, and if any test is
taken, then there could be only two results: pass or fail. This distribution is
also called a binomial probability distribution.

There are two parameters n and p used here in a binomial distribution. The
variable ‘n’ states the number of times the experiment runs and the
variable ‘p’ tells the probability of any one outcome. Suppose a die is
thrown randomly 10 times, then the probability of getting 2 for anyone
throw is ⅙. When you throw the dice 10 times, you have a binomial
distribution of n = 10 and p = ⅙. Learn the formula to calculate the two
outcomes distribution among multiple experiments along with solved
examples here in this article.

5.2. BINOMIAL PROBABILITY DISTRIBUTION


In Binomial probability distribution, the number of ‘Success’ in a
sequence of n experiments, where each time a question is asked for yes-
no, then the Boolean-valued outcome is represented either with
success/yes/true/one (probability p) or failure/no/false/zero (probability q
= 1 − p). A single success/failure test is also called a Bernoulli trail or
Bernoulli experiment, and a series of outcomes is called a Bernoulli
process. For n = 1, i.e. a single experiment, the binomial distribution is
a Bernoulli distribution. The binomial distribution is the base for the
famous binomial test of statistical importance.

NEGATIVE BINOMIAL DISTRIBUTION


In probability theory and statistics, the number of successes in a series of
independent and identically distributed Bernoulli trials before a

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particularised number of failures happens. It is termed as the negative
binomial distribution. Here the number of failures is denoted by ‘r’. For
instance, if we throw a dice and determine the occurrence of 1 as a failure
and all non-1’s as successes. Now, if we throw a dice frequently until 1
appears the third time, i.e., r = three failures, then the probability
distribution of the number of non-1s that arrived would be the negative
binomial distribution.

BINOMIAL DISTRIBUTION EXAMPLES


As we already know, binomial distribution gives the possibility of a
different set of outcomes. In real life, the concept is used for:

 Finding the quantity of raw and used materials while making a


product.
 Taking a survey of positive and negative reviews from the public
for any specific product or place.
 By using the YES/ NO survey, we can check whether the number
of persons views the particular channel.
 To find the number of male and female employees in an
organization.
 The number of votes collected by a candidate in an election is
counted based on 0 or 1 probability.

BINOMIAL DISTRIBUTION FORMULA


The binomial distribution formula is for any random variable X, given by;

P(x:n,p) = nCx px (1-p)n – x

(or)

P(x:n,p) = nCx px (q)n-x

where,

n = the number of experiments

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x = 0, 1, 2, 3, 4, …

p = Probability of Success in a single experiment

q = Probability of Failure in a single experiment = 1 – p

The binomial distribution formula can also be written in the form


of n-Bernoulli trials,

where nCx = n!/x!(n–x)!

Hence, P(x:n,p) = n!/[x!(n-x)!]px(q)n-x

BINOMIAL DISTRIBUTION MEAN AND VARIANCE


For a binomial distribution, the mean, variance and standard deviation for
the given number of success are represented using the formulas
Mean, μ = np
Variance, σ2 = npq
Standard Deviation σ= √(npq)
Where p is the probability of success
q is the probability of failure, where q = 1-p
PROPERTIES OF BINOMIAL DISTRIBUTION
The properties of the binomial distribution are:

 There are two possible outcomes: true or false, success or failure,


yes or no.
 There is ‘n’ number of independent trials or a fixed number of n
times repeated trials.
 The probability of success or failure remains the same for each
trial.
 Only the number of success is calculated out of n independent
trials.
 Every trial is an independent trial, which means the outcome of
one trial does not affect the outcome of another trial.

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EXAMPLE PROBLEMS
1) If a coin is tossed 5 times, find the probability of (a) Exactly 2 heads
(b) At least 4 heads.

Solution: The repeated tossing of the coin is an example of a Bernoulli


trial. According to the problem:
Number of trials: n=5
Probability of head: p= 1/2 and hence the probability of tail, q =1/2
(a) For exactly two heads:

x =2

P(x=2) = 5C2 p2 q5-2 = 5! / 2! 3! × (½)2× (½)3

P(x=2) = 5/16

(b) For at least four heads:

x ≥ 4, P(x ≥ 4) = P(x = 4) + P(x=5)

Hence,

P(x = 4) = 5C4 p4 q5-4 = 5!/4! 1! × (½)4× (½)1 = 5/32

P(x = 5) = 5C5 p5 q5-5 = (½)5 = 1/32

Therefore,

P(x ≥ 4) = 5/32 + 1/32 = 6/32 = 3/16

2) For the same question given above, find the probability of Getting
at most 2 heads

Solution: P (at most 2 heads) = P(X ≤ 2) = P (X = 0) + P (X = 1) + P


(X = 2)

P(X = 0) = (½)5 = 1/32

P(X=1) = 5C1 (½)5= 5/32

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P(x=2) = 5C2 p2 q5-2 = 5! / 2! 3! × (½)2× (½)3 = 5/16

Therefore,

P(X ≤ 2) = 1/32 + 5/32 + 5/16 = 1/2

3)A fair coin is tossed 10 times, what are the probability of getting
exactly 6 heads and at least six heads.

Solution: Let x denote the number of heads in an experiment.


Here, the number of times the coin tossed is 10. Hence, n=10.
The probability of getting head, p ½
The probability of getting a tail, q = 1-p = 1-(½) = ½.
The binomial distribution is given by the formula:
P(X= x) = n Cxpxqn-x, where = 0, 1, 2, 3, …
Therefore, P(X = x) = 10Cx(½)x(½)10-x
(i) The probability of getting exactly 6 heads is:
P(X=6) = 10C6(½)6(½)10-6
P(X= 6) = 10C6(½)10
P(X = 6) = 105/512.
Hence, the probability of getting exactly 6 heads is 105/512.

(ii) The probability of getting at least 6 heads is P(X ≥ 6):


P(X ≥ 6) = P(X=6) + P(X=7) +P(X= 8) + P(X = 9) + P(X=10)
P(X ≥ 6) = 10C6(½)10 +10C7(½)10 + 10C8(½)10 + 10C9(½)10 + 10C10(½)10
P(X ≥ 6) = 193/512.
EXERCISE PROBLEMS
1. The mean and variance of the binomial variate X are 8 and 4
respectively. Find P(X<3).
2. The binomial variate X lies within the range {0, 1, 2, 3, 4, 5, 6},
provided that P(X=2) = 4P(x=4). Find the parameter “p” of the
binomial variate X.
3. In binomial distribution, X is a binomial variate with n= 100, p=
⅓, and P(x=r) is maximum. Find the value of r.
4. What is meant by binomial distribution?
5. Mention the formula for the binomial distribution.

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6. What is the formula for the mean and variance of the binomial
distribution?
7. What are the criteria for the binomial distribution?
8. What is the difference between a binomial distribution and normal
distribution?
5.3. POISSON DISTRIBUTION
A Poisson distribution is a discrete probability distribution. It gives the
probability of an event happening a certain number of times (k) within a
given interval of time or space. The Poisson distribution has only
one parameter, λ (lambda), which is the mean number of events. The
graph below shows examples of Poisson distributions with different values
of λ.

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WHAT IS A POISSON DISTRIBUTION?
A Poisson distribution is a discrete probability distribution, meaning that it
gives the probability of a discrete (i.e., countable) outcome. For Poisson
distributions, the discrete outcome is the number of times an event occurs,
represented by k.

You can use a Poisson distribution to predict or explain the number of


events occurring within a given interval of time or space. “Events” could
be anything from disease cases to customer purchases to meteor strikes.
The interval can be any specific amount of time or space, such as 10 days
or 5 square inches.

You can use a Poisson distribution if:

1. Individual events happen at random and independently. That is, the


probability of one event doesn’t affect the probability of another
event.
2. You know the mean number of events occurring within a given
interval of time or space. This number is called λ (lambda), and it
is assumed to be constant.

When events follow a Poisson distribution, λ is the only thing you need to
know to calculate the probability of an event occurring a certain number of
times.

EXAMPLES OF POISSON DISTRIBUTIONS


In general, Poisson distributions are often appropriate for count data.
Count data is composed of observations that are non-negative integers
(i.e., numbers that are used for counting, such as 0, 1, 2, 3, 4, and so on).

HORSE KICK DEATHS


One of the first applications of the Poisson distribution was by
statistician Ladislaus Bortkiewicz. In the late 1800s, he investigated
accidental deaths by horse kick of soldiers in the Prussian army. He
analysed 20 years of data for 10 army corps, equivalent to 200 years of
observations of one corp.
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The following histogram shows simulated data that are similar to what
Bortkiewicz observed:

He found that a mean of 0.61 soldiers per corps died from horse
kicks each year. However, most years, no soldiers died from horse kicks.
On the other end of the spectrum, one tragic year there were four soldiers
in the same corps who died from horse kicks.

USING MODERN TERMINOLOGY

 A death by horse kick is an “event.”


 The time interval is one year.
 The mean number of events per time interval, λ, is 0.61.
 The number of deaths by horse kick in a specific year is k.

The army corps that Bortkiewicz observed were a sample of the


population of all Prussian army corps. Because of the random nature
of sampling, samples rarely follow a probability distribution perfectly. The
deaths by horse kick in the sample approximately follow a Poisson

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distribution, so we can reasonably infer that the population follows a
Poisson distribution.

OTHER EXAMPLES OF POISSON DISTRIBUTIONS


Since Bortkiewicz’s time, Poisson distributions have been used to
describe many other things. For example, a Poisson distribution could be
used to explain or predict:

 Text messages per hour


 Male grizzly bears per hectare
 Machine malfunctions per year
 Website visitors per month
 Influenza cases per year

PROBABILITY MASS FUNCTION GRAPHS


A Poisson distribution can be represented visually as a graph of the
probability mass function. A probability mass function is a function that
describes a discrete probability distribution.

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The most probable number of events is represented by the peak of the
distribution—the mode.

 When λ is a non-integer, the mode is the closest integer smaller


than λ.
 When λ is an integer, there are two modes: λ and λ−1.

When λ is low, the distribution is much longer on the right side of its peak
than its left (i.e., it is strongly right-skewed).

As λ increases, the distribution looks more and more similar to a normal


distribution. In fact, when λ is 10 or greater, a normal distribution is a
good approximation of the Poisson distribution.

MEAN AND VARIANCE OF A POISSON DISTRIBUTION


The Poisson distribution has only one parameter called λ.

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 The mean of a Poisson distribution is λ.
 The variance of a Poisson distribution is also λ.

In most distributions, the mean is represented by µ (mu) and the variance


is represented by σ² (sigma squared). Because these two parameters are the
same in a Poisson distribution, we use the λ symbol to represent both.

POISSON DISTRIBUTION FORMULA


The probability mass function of the Poisson distribution is:

where:

 is a random variable following a Poisson Distribution


 is the number of times an event occurs
 P (X = k) is the probability that an event will occur k times
 is Euler’s constant (approximately 2.718)
 is the average number of times an event occurs
 ! is the factorial function

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EXAMPLE PROBLEMS
1)An average of 0.61 soldiers died by horse kicks per year in each
Prussian army corps. You want to calculate the probability that
exactly two soldiers died in the VII army corps in 1898, assuming that
the number of horse kick deaths per year follows a Poisson
distribution.
Solution: The specific army corps (VII Army Corps) and year (1898)
don’t matter because the probability

is constant.

= 2 deaths by horse kick

= 0.61 deaths by horse kick per year

= 2.718

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The probability that exactly two soldiers died in the VII Army
Corps in 1898 is 0.101.

5.4. NORMAL DISTRIBUTION

In probability theory and statistics, the Normal Distribution, also called


the Gaussian Distribution, is the most significant continuous probability
distribution. Sometimes it is also called a bell curve. A large number of
random variables are either nearly or exactly represented by the normal
distribution, in every physical science and economics. Furthermore, it can
be used to approximate other probability distributions, therefore
supporting the usage of the word ‘normal ‘as in about the one, mostly
used.
NORMAL DISTRIBUTION DEFINITION
The Normal Distribution is defined by the probability density function for
a continuous random variable in a system. Let us say, f(x) is the
probability density function and X is the random variable. Hence, it
defines a function which is integrated between the range or interval (x to x
+ dx), giving the probability of random variable X, by considering the
values between x and x+dx.

f(x) ≥ 0 ∀ x ϵ (−∞,+∞)

And -∞∫+∞ f(x) = 1

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Normal Distribution Formula

The probability density function of normal or gaussian distribution is


given by;

Where,

 x is the variable

 μ is the mean
 σ is the standard deviation

NORMAL DISTRIBUTION CURVE

The random variables following the normal distribution are those whose
values can find any unknown value in a given range. For example, finding
the height of the students in the school. Here, the distribution can consider
any value, but it will be bounded in the range say, 0 to 6ft. This limitation
is forced physically in our query.

Whereas, the normal distribution doesn’t even bother about the range. The
range can also extend to –∞ to + ∞ and still we can find a smooth curve.
These random variables are called Continuous Variables, and the Normal
Distribution then provides here probability of the value lying in a
particular range for a given experiment. Also, use the normal distribution
calculator to find the probability density function by just providing the
mean and standard deviation value.

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NORMAL DISTRIBUTION STANDARD DEVIATION
Generally, the normal distribution has any positive standard deviation. We
know that the mean helps to determine the line of symmetry of a graph,
whereas the standard deviation helps to know how far the data are spread
out. If the standard deviation is smaller, the data are somewhat close to
each other and the graph becomes narrower. If the standard deviation is
larger, the data are dispersed more, and the graph becomes wider. The
standard deviations are used to subdivide the area under the normal curve.
Each subdivided section defines the percentage of data, which falls into
the specific region of a graph.

Using 1 standard deviation, the Empirical Rule states that,


 Approximately 68% of the data falls within one standard deviation
of the mean. (i.e., Between Mean- one Standard Deviation and
Mean + one standard deviation)
 Approximately 95% of the data falls within two standard
deviations of the mean. (i.e., Between Mean- two Standard
Deviation and Mean + two standard deviations)
 Approximately 99.7% of the data fall within three standard
deviations of the mean. (i.e., Between Mean- three Standard
Deviation and Mean + three standard deviations)

Thus, the empirical rule is also called the 68 – 95 – 99.7 rule.

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EXAMPLE PROBLEMS
1) Calculate the probability density function of normal distribution
using the following data. x = 3, μ = 4 and σ = 2.

Solution: Given, x = 3

Mean = 4 and

Standard deviation = 2

By the formula of the probability density of normal distribution,


we can write;

Hence, f(3,4,2) = 1.106.

2) If the value of random variable is 2, mean is 5 and the standard


deviation is 4, then find the probability density function of the
gaussian distribution.

Solution:

Given, Variable, x = 2

Mean = 5 and

Standard deviation = 4

By the formula of the probability density of normal distribution,


we can write;

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f (2,2,4) = 1/(4√2π) e0

f (2,2,4) = 0.0997

There are two main parameters of normal distribution in statistics namely


mean and standard deviation. The location and scale parameters of the
given normal distribution can be estimated using these two parameters.

NORMAL DISTRIBUTION PROPERTIES


Some of the important properties of the normal distribution are listed
below:
 In a normal distribution, the mean, median and mode are equal(i.e.,
Mean = Median= Mode).
 The total area under the curve should be equal to 1.
 The normally distributed curve should be symmetric at the centre.
 There should be exactly half of the values are to the right of the
centre and exactly half of the values are to the left of the centre.
 The normal distribution should be defined by the mean and
standard deviation.
 The normal distribution curve must have only one peak. (i.e.,
Unimodal)
 The curve approaches the x-axis, but it never touches, and it
extends farther away from the mean.

APPLICATIONS
The normal distributions are closely associated with many things such as:

 Marks scored on the test


 Heights of different persons
 Size of objects produced by the machine
 Blood pressure and so on.

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FREQUENTLY ASKED QUESTIONS ON NORMAL
DISTRIBUTION

1) What is a normal distribution in statistics?


A probability function that specifies how the values of a variable are
distributed is called the normal distribution. It is symmetric since most of
the observations assemble around the central peak of the curve. The
probabilities for values of the distribution are distant from the mean
narrow off evenly in both directions.

2) What does normal distribution mean?


In statistics (and in probability theory), the Normal Distribution, also
called the Gaussian Distribution, is the most important continuous
probability distribution. Sometimes it is also called a bell curve.

3) What is a normal distribution used for?


A normal distribution is significant in statistics and is often used in the
natural sciences and social arts to describe real-valued random variables
whose distributions are unknown.

4) What are the characteristics of a normal distribution?


The essential characteristics of a normal distribution are:
It is symmetric, unimodal (i.e., one mode), and asymptotic.
The values of mean, median, and mode are all equal.
A normal distribution is quite symmetrical about its center. That means the
left side of the center of the peak is a mirror image of the right side. There
is also only one peak (i.e., one mode) in a normal distribution.

5) How do you know if data is normally distributed?


A histogram presents a useful graphical representation of the given data.
When a histogram of distribution is superimposed with its normal curve,
then the distribution is known as the normal distribution.

6) How do you use a normal distribution table?


As we know, the label for rows contains the integer part and the first
decimal place of z. In contrast, the title for columns comprises the second

18
decimal place of z. The values within the table are the probabilities
corresponding to the table type. Hence, to get the value of 0.56 from the z-
table, identify the probability value corresponding to the 0.5 row and 0.06
column (=0.2123).

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