𝑼𝑵𝑰𝑻 𝑰𝑰 𝑻𝒉𝒆𝒐𝒓𝒕𝒊𝒄𝒂𝒍 𝑫𝒊𝒔𝒕𝒓𝒊𝒃𝒖𝒕𝒊𝒐𝒏𝒔 Find the moment generating function (MGF) of a Binomial distribution about

origin and hence find mean and variance of a Binomial distribution.

DISCRETE DISTRIBUTIONS Proof:
The following distributions are discrete probability distributions: We know that the MGF of a random variable ‘X’ is 𝑀𝑋 [𝑡] = ∑𝑛𝑥=0 𝑒 𝑡𝑥 𝑝(𝑥) [ ∵
1. Binomial Distribution 𝑝(𝑥) is pmf ]
2. Poisson Distribution Let X denote the random variable which follows binomial distribution, then MGF
BINOMIAL DISTRIBUTION about origin is
BERNOULLI TRIAL: 𝑛

𝑀𝑋 [𝑡] = 𝐸[𝑒 𝑡𝑥 ] = ∑ 𝑒 𝑡𝑥 𝑝(𝑥)

Each trial has two possible outcomes, generally called success and failure. Such a
𝑥=0
trial is known as Bernoulli trial. The sample space for a Bernoulli trial is S = {s, f} 𝑛

Example: = ∑ 𝑒 𝑡𝑥 𝑛𝐶𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 ∵ 𝑝(𝑥) = 𝑛𝐶𝑥 𝑝 𝑥 𝑞 𝑛−𝑥

𝑥=0
1. A toss of a single coin [head or tail] 𝑛

2. The throw of a die [even or odd numbers] = ∑(𝑝𝑒 𝑡 )𝑥 𝑛𝐶𝑥 𝑞 𝑛−𝑥

𝑥=0
DEFINITION: BINOMIAL DISTRIBUTION
𝑛
If the discrete R.V. X can take the values x = 0, 1, 2,…, n, such that 𝑃(𝑋 = 𝑥) = = ∑ 𝑛𝐶𝑥 𝑞 𝑛−𝑥 (𝑝𝑒 𝑡 )𝑥
𝑛𝐶𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 where 𝑝 + 𝑞 = 1, 𝑥=0

then X is said to follow a Binomial distribution with parameters 𝑛 and 𝑝, denoted = 𝑞 𝑛 + 𝑛𝐶1 𝑞 𝑛−1 (𝑝𝑒 𝑡 )1 + 𝑛𝐶2 𝑞 𝑛−2 (𝑝𝑒 𝑡 )2 +∙∙∙∙∙∙ +(𝑝𝑒 𝑡 )𝑛

by 𝐵(𝑛, 𝑝). 𝑀𝑋 [𝑡] = (𝑞 + 𝑝𝑒 𝑡 )𝑛

Note: is the MGF of a Binomial distribution

1. In the binomial distribution, p denote the probability of success in any trial

and q denote the probability of failure. Mean and Variance of a Binomial distribution

2. ∑ 𝑃(𝑋 = 𝑥) = ∑𝑛𝑥=0 𝑛𝐶𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 = (𝑞 + 𝑝)𝑛 = 1 ∵𝑞+𝑝=1 We know that 𝑀𝑋 [𝑡] = (𝑞 + 𝑝𝑒 𝑡 )𝑛

𝑀𝑋 ′ [𝑡] = 𝑛(𝑞 + 𝑝𝑒 𝑡 )𝑛−1 𝑝𝑒 𝑡 = (𝑛𝑝)(𝑞 + 𝑝𝑒 𝑡 )𝑛−1 . 𝑒 𝑡 … … … . (1)

MOMENT GENERATING FUNCTION, MEAN AND VARIANCE OF BINOMIAL 𝑀𝑋 ′′ [𝑡] = (𝑛𝑝)[(𝑞 + 𝑝𝑒 𝑡 )𝑛−1 . 𝑒 𝑡 + 𝑒 𝑡 (𝑛 − 1)(𝑞 + 𝑝𝑒 𝑡 )𝑛−2 . 𝑝𝑒 𝑡 ] … … … . (2)

DISTRIBUTION: ∵ 𝑑(𝑢𝑣) = 𝑢𝑣 ′ + 𝑣𝑢 ′
Put 𝑡 = 0 in (1) we get
Mean = 𝐸(𝑋) = 𝑀𝑋 ′ (0) = (𝑛𝑝)(𝑞 + 𝑝)𝑛−1 . 1 = 𝑛𝑝 ∵ 𝑞 + 𝑝 = 1

Dr.A.Manickam Associate Professor, School of Sciences, Division of Mathematics, FET, SRMIST TRY
Put 𝑡 = 0 in (2), we get
𝐸(𝑋 2 ) = 𝑀𝑋 ′′ (0) = (𝑛𝑝)[(𝑞 + 𝑝)𝑛−1 + (𝑛 − 1)(𝑞 + 𝑝)𝑛−2 . 𝑝] Example 1: The mean and S.D of a Binomial distribution are 5 and 2. Determine
= 𝑛𝑝[1 + (𝑛 − 1)𝑝] the distribution.
2 2 2
= 𝑛𝑝 + 𝑛 𝑝 − 𝑛𝑝 Solution: The Binomial distribution is
= 𝑛2 𝑝2 + 𝑛𝑝(1 − 𝑝) 𝑃(𝑋 = 𝑥) = 𝑛𝐶𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 , 𝑥 = 0,1,2, … … . . (1)
𝐸(𝑋 2 ) = 𝑛2 𝑝2 + 𝑛𝑝𝑞 To find 𝑝, 𝑞and 𝑛.
Variance 𝑜𝑓 𝑋 = 𝐸[𝑋 2 ] − {𝐸(𝑋)}2 = 𝑛2 𝑝2 + 𝑛𝑝𝑞 − 𝑛2 𝑝2 = 𝑛𝑝𝑞 Given Mean = 𝑛𝑝 = 5 … … . . (2)
𝑆. 𝐷 = √𝑛𝑝𝑞 = 2
Result: 𝑖. 𝑒. , 𝑛𝑝𝑞 = 4 ∙∙∙∙∙∙∙∙∙ (3)
Find the moment generating function (MGF) of a binomial distribution about (3) 𝑛𝑝𝑞 4 4
⇒ = ⇒𝑞=
mean (𝑛𝑝) (2) 𝑛𝑝 5 5
Proof: 4 1
∴ 𝑝 =1−𝑞 =1− 𝑖. 𝑒. , 𝑝 = ∙∙∙∙∙∙∙∙∙ (4)
5 5
We know that the MGF of a random variable X about any point ‘𝑎’ is
1
Substituting (4) in (2), we get 𝑛 ( ) = 5 ⇒ 𝑛 = 25
𝑀𝑋 (𝑡)( 𝑎𝑏𝑜𝑢𝑡 𝑥 = 𝑎) = 𝐸[𝑒 𝑡(𝑥−𝑎) ] 5

Here ‘a’ is mean of a binomial distribution Hence, (1) becomes

1 𝑥 4 25−𝑥
𝑖. 𝑒. , 𝑀𝑋 (𝑡)( 𝑎𝑏𝑜𝑢𝑡 𝑥 = 𝑛𝑝) = 𝐸[𝑒 𝑡(𝑥−𝑛𝑝) ] 𝑃(𝑋 = 𝑥) = 25𝐶𝑥 ( ) ( ) , 𝑥 = 0,1,2, … …is the required Binomial
5 5
= 𝐸[𝑒 𝑡𝑥 . 𝑒 −𝑡𝑛𝑝 ] distribution.
−𝑡𝑛𝑝 𝑡𝑥 ]
=𝑒 . 𝐸[𝑒 ∵ E(C) = C Example 2: Four coins are tossed simultaneous, what is the probability of getting
−𝑡𝑛𝑝
=𝑒 x 𝑀𝐺𝐹 𝑜𝑓 𝑋 𝑎𝑏𝑜𝑢𝑡 𝑜𝑟𝑖𝑔𝑖𝑛 (i) 2 heads (ii) at least 2 heads (iii) at most 2 heads.
−𝑡𝑛𝑝 𝑡 )𝑛
=𝑒 . (𝑞 + 𝑝𝑒 Solution: We know that 𝑃(𝑋 = 𝑥) = 𝑛𝐶𝑥 𝑝 𝑥 𝑞 𝑛−𝑥
∴ 𝑀𝑋 (𝑡) = (𝑒 −𝑡𝑝 )𝑛 . (𝑞 + 𝑝𝑒 𝑡 )𝑛 1 1
Here 𝑝 = , 𝑞= 𝑎𝑛𝑑 𝑛 = 4
Note: 2 2
1 2 1 2 4x3 1 1 3
The first four moments of Binomial distributions are (i) 𝑃(𝑋 = 2) = 4𝐶2 ( ) ( ) = ( )( ) =
2 2 1x2 4 4 8
(i) Mean = 𝐸(𝑋) = 𝑛𝑝 (ii) 𝑃(𝑋 ≥ 2) = 𝑃(𝑋 = 2) + 𝑃(𝑋 = 3) + 𝑃(𝑋 = 4)
(ii) Variance(𝜇2 ) = 𝑛𝑝𝑞 1 2 1 2 1 3 1 1 4
= 4𝐶2 ( ) ( ) + 4𝐶3 ( ) ( ) + 4𝐶4 ( ) . 1
(iii) (𝜇3 ) = 𝑛𝑝𝑞(𝑞 − 𝑝) 2 2 2 2 2
(iv) (𝜇4 ) = 𝑛𝑝𝑞[1 − 6𝑝𝑞 − 3𝑛𝑝𝑞] 3 24 1 1 6 + 4 + 1 11
= + ( )+ = =
8 6 16 16 16 16

Dr.A.Manickam Associate Professor, School of Sciences, Division of Mathematics, FET, SRMIST TRY
(iii) 𝑃(𝑋 ≤ 2) = 𝑃(𝑋 = 0) + 𝑃(𝑋 = 1) + 𝑃(𝑋 = 2) 𝑃 (at least three dice showing five or six) = 𝑃(𝑋 ≥ 3)
1 0 1 4 1 1 3 1 2 1 2 = 𝑃(𝑋 = 3) + 𝑃(𝑋 = 4) + 𝑃(𝑋 = 5) + 𝑃(𝑋 = 6)
= 4𝐶0 ( ) ( ) + 4𝐶1 ( ) ( ) + 4𝐶2 ( ) ( )
2 2 2 2 2 2 1 3 2 6−3 1 4 2 6−4 1 5 2 6−5 1 6 2 6−6
4 = 6𝐶3 ( ) ( ) + 6𝐶4 ( ) ( ) + 6𝐶5 ( ) ( ) + 6𝐶6 ( ) ( )
1 1 3 1 1 3 11 3 3 3 3 3 3 3 3
= + 4( ) + = + + =
16 2 8 16 4 8 16 1 1 1 1 233
= 160 x 6 + 60 x 6 + 12 x 6 + 1 x 6 = 6
Example 3:A pair of dice is thrown 4 times. If getting a doublet is considered a 3 3 3 3 3
success, find the probability of 2 successes. For 729 times, the expected number of times at least 3 dice showing five or six=
233 233
Solution: 𝑁x = 729 x = 233 times
36 36
In a throw of pair dice the doublet are (1, 1), (2, 2), (3, 3), (4, 4), (5, 5) and (6, 6). Example 5: In a large consignment of electric bulbs, 10 percent are defective. A
6 1 random sample of 20 is taken for inspection. Find the probability that (1) all
𝑝 = probability of getting a doublet = =
36 6
are good bulbs (2) at most there are 3 defective bulbs (3) exactly there are 3
defective bulbs.
1 5
∴ 𝑞 = 1 − 𝑝 = 1 − = ; here 𝑛 = 4 Solution: Let X denote the number of defective bulbs in 20
6 6
𝑥 𝑛−𝑥 1
We know that 𝑃(𝑋 = 𝑥) = 𝑛𝐶𝑥 𝑝 𝑞 Here 𝑛 = 20 , 𝑝 = 10% =
10
1 2 1 2 4x3 1 25 25 1 9
𝑃(𝑋 = 2) = 4𝐶2 ( ) ( ) = x x = ∴ 𝑞 = 1−𝑝 =1− =
6 6 1 x 2 36 36 216 10 10
Note: The random variable 𝑋follows binomial distribution with parameters 𝑛 and 𝑝
If we assume that n trials constitute a set and if we consider N sets, the ∴ 𝑃(𝑋 = 𝑥) = 𝑛𝐶𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 , 𝑥 = 0,1,2, … … 𝑛
frequency function of the binomial distribution is given by 1 𝑥 1 20−𝑥
= 20𝐶𝑥 ( ) ( ) , 𝑥 = 0,1,2, … , 20
𝑓(𝑥) = 𝑁𝑃(𝑥) = 𝑁 𝑛𝐶𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 10 10
Example 4: Six dice are thrown 729 times. How many times do you expect at (1) P( all are good )= P( no defective )

least three dice to show a five or six? 9 20

= 𝑃(𝑋 = 0) = 𝑞 𝑛 = ( ) = 0.1216
10
Solution:
(2) 𝑃(𝑋 ≤ 3) = 𝑃(𝑋 = 0) + 𝑃(𝑋 = 1) + 𝑃(𝑋 = 2) + 𝑃(𝑋 = 3)
Let ‘X’ be the R.V. denoting the number of successes when 6 dice are thrown.
9 20 1 9 19 1 2 9 18
𝑝 = probability of getting 5 or 6 with one die. = ( ) + 20𝐶1 ( ) ( ) + 20𝐶2 ( ) ( )
10 10 10 10 10
1 1 1
𝑝= + = 1 3 9 17
6 6 3 + 20𝐶3 ( ) ( )
10 10
1 2
𝑞 =1−𝑝 =1− = , 𝑛=6 ∵ 𝑁 = 729 9 20 919 918 917
3 3 = ( ) + 20 x 20 + 190 x 20 + 1140 x 20
10 10 10 10
Dr.A.Manickam Associate Professor, School of Sciences, Division of Mathematics, FET, SRMIST TRY
 = 0.1216 + 0.2702 + 0.2852 + 0.1901 = 0.8671 𝑛!
𝑃(𝑋 = 𝑥) = 𝑛𝐶𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 ∵ 𝑛𝐶𝑥 =
1 3 9 7 (𝑛 − 𝑥)! 𝑥!
(3) 𝑃(𝑋 = 3) = 20𝐶3 ( ) ( ) = 0.1901
10 10 𝑛 (𝑛 − 1)(𝑛 − 2) ∙∙∙∙∙∙∙ (𝑛 − 𝑥) ∙∙∙∙∙∙∙∙∙ 2.1 𝜆 𝑥 𝜆 𝑛−𝑥
= ( ) (1 − )
Problems for Practice [1.2 … … … (𝑛 − 𝑥)]𝑥! 𝑛 𝑛
1. The mean and variance of a binomial variate are 8 and 6. Find
𝟏 𝟑 𝑛 (𝑛 − 1)(𝑛 − 2) ∙∙∙∙∙∙∙ (𝑛 − 𝑥 + 1) 𝜆 𝑥 𝜆 𝑛−𝑥
𝑃(𝑋 ≥ 2) 𝐀𝐧𝐬: 𝐩 = ,𝐪 = , 𝐏(𝐗 ≥ 𝟐) = 𝟎. 𝟗𝟗𝟔𝟒 = ( ) (1 − )
𝟒 𝟒 𝑥! 𝑛 𝑛
1 2 (𝑥−1
𝑛 𝑥 (1 − ) (1 − ) … … . (1 − ) λ𝑥 𝜆 𝑛−𝑥
𝑛 𝑛 𝑛
= (1 − ) ∙∙∙∙∙∙∙∙∙∙∙∙ (1)
𝑥! 𝑛𝑥 𝑛
2. Out of 800 families with 4 children each how many families would be
expected to have (i) 2 boys and 2 girls (ii) atleast 1 boy (iii) atmost 2 λ 𝑛−𝑥
We know that lim (1 − ) = 𝑒 −λ and
𝑛→∞ 𝑛
girls (iv) children of both sexes. Assume equal probability for boys and
1 2 𝑥−1
girls.𝐀𝐧𝐬: (𝒊)𝟑𝟎𝟎 (𝒊𝒊) 𝟕𝟓𝟎 (𝒊𝒊𝒊)𝟓𝟓𝟎 (𝒊𝒗) 𝟕𝟎𝟎 lim (1 − ) = lim (1 − ) = ∙∙∙∙∙∙∙∙ lim {1 − ( )} = 1
𝑛→∞ 𝑛 𝑛→∞ 𝑛 𝑛→∞ 𝑛
Hence (1) becomes
POISSON DISTRIBUTION 𝑛 𝑥 λ𝑥 −λ
𝑃(𝑋 = 𝑥) = .𝑒 𝑤ℎ𝑒𝑛 𝑛 → ∞
DEFINITION: 𝑥! 𝑛 𝑥
If the discrete R.V. X can take the values X = 0, 1, 2, 3…. Such that 𝑃(𝑋 = 𝑥) = 𝑒 −λ λ𝑥
∴ 𝑃(𝑋 = 𝑥) = 𝑥 = 0,1,2, … … . ∞
𝑒 −𝜆 𝜆𝑥 𝑥!
𝑃(𝑥) = , 𝑥 = 0,1,2,3, … … ∞
𝑥! is the probability mass function of the Poisson random variable ‘X’
Then X is said to follow a Poisson distribution with parameter λ. MGF, MEAN AND VARIANCE OF POISSON DISTRIBUTION
POISSON DISTRIBUTION IS A LIMITING CASE OF BINOMIAL DISTRIBUTION Find the moment generating function of the Poisson distribution and hence find
Proof: mean and variance.
We know that the binomial distribution is 𝑃(𝑋 = 𝑥) = 𝑛𝐶𝑥 𝑝 𝑥 𝑞 𝑛−𝑥 , 𝑥 = Solution:
0,1,2, … … 𝑛 We know that MGF of X is
To consider it under limiting case when ∞

(i) n is indefinitely large i.e., 𝑛 → ∞ ∴ 𝑀𝑋 (𝑡) = ∑ 𝑒 𝑡𝑥 𝑝(𝑥)

𝑥=0
(ii) p is very small such that 𝑝 → 0 ∞
𝑒 −λ λ𝑥 𝑒 −λ λ𝑥
𝜆 𝜆 = ∑ 𝑒 𝑡𝑥 ( ) ∵ 𝑝(𝑥) =
𝑛𝑝 = 𝜆( 𝑎 𝑓𝑖𝑛𝑖𝑡𝑒 𝑞𝑢𝑎𝑛𝑡𝑖𝑡𝑦) ⇒ 𝑝 = 𝑎𝑛𝑑 𝑞 = 1 − 𝑝 = 1 − 𝑥! 𝑥!
𝑛 𝑛 𝑥=0

Dr.A.Manickam Associate Professor, School of Sciences, Division of Mathematics, FET, SRMIST TRY
 ∞
(λ𝑒 𝑡 )𝑥 . 𝑒 −λ
=∑
𝑥! Which gives the MGF of the Poisson variate with parameter
𝑥=0
∞ 𝜆 = 𝜆1 + 𝜆2 + , … . . , + 𝜆𝑛
−λ
(λ𝑒 𝑡 )𝑥
=𝑒 ∑
𝑥!
𝑥=0
REMARK:
−λ
(λ𝑒 𝑡 ) (λ𝑒 𝑡 )2 (λ𝑒 𝑡 )3
=𝑒 [1 + + + +∙∙∙∙∙∙∙∙∙] When an event occurs rarely, the number of occurrences of such an event may
1! 2! 3!
𝑡 𝑡 −1) be assumed to follow a Poisson distribution. The following are some of the
= 𝑒 −λ . 𝑒 λ𝑒 = 𝑒 λ(𝑒
examples, which may be analyzed using Poisson distribution.
To Find Mean and Variance
𝑡 −1)
∴ 𝑀𝑋 (𝑡) = 𝑒 λ(𝑒
(i) The number of telephone calls received at a telephone exchange

𝑡 −1)
in a given time interval.
𝑀𝑋 ′ (𝑡) = 𝑒 λ(𝑒 λ𝑒 𝑡
(ii) The number of defective articles in a packet of 100
𝑡 −1) 𝑡 −1)
𝑀𝑋 ′′ (𝑡) = 𝑒 λ(𝑒 λ𝑒 𝑡 + λ𝑒 𝑡 . 𝑒 λ(𝑒 . λ𝑒 𝑡 3 1
Example 1: If X is a Poisson variate such that 𝑃(𝑋 = 1) = and 𝑃(𝑋 = 2) = ,
′ 10 5
∴ 𝑀𝑋 (0) = 𝐸(𝑋) = 𝑚𝑒𝑎𝑛 = λ
find 𝑃(𝑋 = 0) and 𝑃 (𝑋 = 3).
𝑀𝑋 ′′ (0) = 𝐸(𝑋 2 ) = λ[1 + λ] = λ + λ2
𝑒 −λ λ𝑥
∴ 𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 = 𝐸(𝑋 2 ) − 𝐸[𝑋]2 = λ + λ2 − λ2 = λ Solution:We know that 𝑃(𝑋 = 𝑥) = Given that
𝑥!

RESULT : State and prove the additive property of independent Poisson variate. 3 𝑒 −λ λ1 3 3
𝑃(𝑋 = 1) = ⇒ = ⇒ 𝑒 −λ 𝜆 = ∙∙∙∙∙∙∙∙ (1)
(OR) Prove that Sum of the independent Poisson variates is also a Poisson 10 1! 10 10
variate. 1 𝑒 −λ λ2 1 2
𝑃(𝑋 = 2) = ⇒ = ⇒ 𝑒 −λ 𝜆2 = ∙∙∙∙∙∙∙∙ (2)
5 2! 5 5
Statement: If 𝑥1 , 𝑥2 , … . . , 𝑥𝑛 are ‘𝑛’ independent Poisson variates with
(2) 𝑒 −λ 𝜆2 4 4
parameters 𝜆1 , 𝜆2 , … . . , 𝜆𝑛 then 𝑋 = ∑𝑛𝑖=1 𝑋𝑖 is also a Poisson variate with ∴ ⇒ = ⇒ 𝜆=
(1) 𝑒 −λ λ1 3 3
parameter is 𝜆 = 𝜆1 + 𝜆2 + , … . . , + 𝜆𝑛 4
4 0
𝑒 −3 ( ) 4
Solution: 𝑃(𝑋 = 0) = 3
= 𝑒 −3 = 0.2635
0!
We know that the MGF of the Poisson variate𝑋𝑖 is given by
−
4
4 3
𝑡 −1) 𝑒 3 ( )
∴ 𝑀𝑋𝑖 (𝑡) = 𝑒 λi (𝑒 , 𝑖 = 1,2, … . . 𝑛 𝑃(𝑋 = 3) = 3
= 0.1041
3!
𝑀𝑋1+𝑋2+𝑋3…….𝑋𝑛 (𝑡) = 𝑀𝑋1 (𝑡). 𝑀𝑋2 (𝑡) … … . . 𝑀𝑋𝑛 (𝑡)
Example 2: The number of monthly breakdown of a computer is R.V having
𝑡 −1) 𝑡 −1) 𝑡 −1)
= 𝑒 λ1(𝑒 .𝑒 λ2(𝑒 … … … 𝑒 λn (𝑒 Poisson distribution with mean equal to 1.8. Find the probability that this
(λ1 +λ2 +⋯….λ𝑛 )(𝑒 𝑡 −1)
=𝑒 computer will function for a month with only one breakdown.
λ(𝑒 𝑡 −1)
∴ 𝑀𝑋 (𝑡) = 𝑒
Dr.A.Manickam Associate Professor, School of Sciences, Division of Mathematics, FET, SRMIST TRY
Solution: 𝑀𝑒𝑎𝑛 = 𝜆 = 1 ; 𝐸(𝑋 2 ) = 𝜆2 + 𝜆 = 2
Let X be the R.V. denoting the monthly breakdown of a computer. 𝑃(𝑋 ≥ 2) = 1 − 𝑃(𝑋 < 2)
Here, Mean = λ = 1.8 = 1 − [𝑃(𝑋 = 0) + 𝑃(𝑋 = 1)] = 1 − [𝑒 −1 + 𝑒 −1 ] = 1 − 2𝑒 −1
𝑒 −λ λ𝑥 𝑒 −1.8 (1.8)𝑥 Example 5: A manufacturer of cotter pins knows that 5% of his product is
We know that 𝑃(𝑋 = 𝑥) = =
𝑥! 𝑥!
defective. If he sells cotter pins in boxes of 100 and guarantees that not more
𝑒 −1.8 (1.8)
P(Computer will function for 1 month) = 𝑃(𝑋 = 1)= = 0.2975
1! than 10 pins will be defective. What is the approximate probability that a box
Example 3 :If 3% of the electric bulbs manufactured by a company are defective, will fail to meet the guaranteed quality?
find the probability that in a sample of 100 bulbs exactly 5 bulbs are defective. Solution:
−3
Given 𝑒 = 0.0498 Let X be the R.V denoting the no. of defective cotter pins.
Solution: 5
𝐺𝑖𝑣𝑒𝑛 𝑛 = 100 , 𝑝 = 5% = = 0.05
Let 𝑋 be the R.V. denoting the number of defective bulbs. 100
3 ∴ 𝑀𝑒𝑎𝑛 = 𝜆 = 𝑛𝑝 = 100 x 0.05 = 5
Given 𝑝 = 𝑃 (a bulb is defective) = = 0.03 and 𝑛 = 100
100
𝑒 −λ λ𝑥 𝑒 −5 5𝑥
Mean = 𝜆 = 𝑛𝑝 = 100 x 0.03 = 3 The Poisson distribution is 𝑃(𝑋 = 𝑥) = =
𝑥! 𝑥!

𝑒 −λ λ𝑥 𝑃(a box will fail to meet the guaranteed quality) = 𝑃(𝑋 > 10)
We know that 𝑃(𝑋 = 𝑥) =
𝑥!
= 1 − 𝑃(𝑋 ≤ 10)
𝑒 −3 (3)5
∴ 𝑃(exactly 5 bulbs are defective) = 𝑃(𝑋 = 5) = = 1 − [𝑃(𝑋 = 0) + 𝑃(𝑋 = 1) +∙∙∙∙∙∙∙∙∙∙ 𝑃(𝑋 = 10)]
5!
0.0498 x 243 𝑒 −5 50 𝑒 −5 51 𝑒 −5 52 𝑒 −5 53 𝑒 −5 54 𝑒 −5 55 𝑒 −5 56 𝑒 −5 57
= = 0.1008 =1−[ + + + + + + +
120 0! 1! 2! 3! 4! 5! 6! 7!
Example 4: If 𝑋 is a Poisson R.V such that (𝑋 = 2) = 9𝑃(𝑋 = 4) + 90𝑃(𝑋 = 6) , 𝑒 −5 58 𝑒 −5 59 𝑒 −5 510
+ + + ]
then find the variance, mean , 𝐸(𝑋 2 ) and 𝑃(𝑋 ≥ 2). 8! 9! 10!
𝑒 −λ λ𝑥 = 1 − 𝑒 −5 [1 + 5 + 125 + 20.8333 + 26.0417 + 26.0417 + 21.7014 + 15.5010
Solution: Poisson distribution is 𝑃(𝑋 = 𝑥) = , 𝑥 = 0,1,2, …
𝑥!
+ 9.6881 + 5.3823 + 2.6911]
Given 𝑃(𝑋 = 2) = 9𝑃(𝑋 = 4) + 90𝑃(𝑋 = 6)
= 1 − 0.9863 = 0.014
𝑒 −λ 𝜆2 𝑒 −λ 𝜆4 𝑒 −λ 𝜆6
⇒ = 9. + 90
2! 4! 6!
1 3 2 1 4
⇒ = 𝜆 + 𝜆 ( 𝐷𝑖𝑣𝑖𝑑𝑖𝑛𝑔 𝑏𝑦 𝑒 −λ 𝜆2 )
2 8 8
⇒ 𝜆4 + 3𝜆2 − 4 = 0 ⇒ (𝜆2 + 4)(𝜆2 − 1) = 0 ⇒ 𝜆 = 1 [∵ 𝜆 > 0]
We know that 𝑉𝑎𝑟 (𝑋) = 𝜆 = 1

Dr.A.Manickam Associate Professor, School of Sciences, Division of Mathematics, FET, SRMIST TRY
 ∞
= λ ∫ e−(λ−t)x dx
Problem for Practice: 0

1. A manufacturer knows that the condensers he makes contain on the λ ∞

= [𝑒 −(𝜆−𝑡)𝑥 ]0
−(λ − t)
average 1% of defectives. He packs them in boxes of 100. What is
𝜆
theprobability that a box picked at random will contain 3 or more faulty = [0 − 1]
−(𝜆 − 𝑡)
condensers. Ans: 𝝀 = 𝟏, 𝑷(𝑿 ≥ 𝟑) = 𝟎. 𝟎𝟖𝟎𝟑 𝜆
MX (t) = ,λ > 𝑡
(𝜆 − 𝑡)
2. The probability that an individual suffers from a bad reaction from a certain Next, to find Mean and Variance
injection is 0.001, determine the probability that out of 2000 individuals. (a) 𝜆 λ
MX (t) = =
(𝜆 − 𝑡) λ (1 − t )
exactly 3 (b) more than 2 individuals will suffer from a bad λ

reaction. 𝑨𝒏𝒔: 𝛌 = 𝟐, 𝐏(𝐗 = 𝟑) = 𝟎. 𝟏𝟖𝟎𝟒, 𝐏(𝐗 > 𝟐) = 𝟎. 𝟑𝟐𝟑𝟓 𝑡 −1

= (1 − )
𝜆
CONTINUOUS DISTRIBUTION 𝑡 t 2 𝑡 3 t 𝑟
= 1 + ( ) + ( ) + ( ) +∙∙∙∙∙∙∙∙ + ( ) +∙∙∙∙∙∙∙∙
𝜆 λ 𝜆 λ
If X is a continuous R.V., then we have the following distributions ∞
t 𝑟
1. Exponential distribution MX (t) = ∑ ( )
λ
r=0
2. Normal distribution
tr
EXPONENTIAL DISTRIBUTION Nowμ′r E(X r ) = the coeffi. of in MX (t)
r!

DEFINITION: r!
μ′r = , 𝑟 = 1,2, … … . (1)
A continuous R.V. ‘X’ is said to follow an exponential distribution with parameter λr,
1
λe−λx , x>0 Put 𝑟 = 1 in(1) , we get𝑀𝑒𝑎𝑛 = 𝐸(𝑋) =
λ
λ > 0 its PDF is given by 𝑓(𝑥) = {
0, otherwise 2] 2
Put 𝑥 = 2 in (1), we get E[X =
λ2
MGF, MEAN AND VARIANCE OF THE EXPONENTIAL DISTRIBUTION
2 1 1
Find the moment generating function of the exponential distribution, hence find Variance of X = E[X 2 ] − {E(X)}2 = − =
𝜆2 λ2 λ2
Mean and Variance. 1 1
Hence 𝑀𝑒𝑎𝑛 = , 𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 =
λ λ2
Solution:
∞
The MGF of X is MX (t) = ∫0 etx f(x)dx
∞
= ∫ etx λe−λx dx
0

Dr.A.Manickam Associate Professor, School of Sciences, Division of Mathematics, FET, SRMIST TRY
 Example 1: Supposse the duration X in minutes of long distance calls from your probability that one of these tires will last (i) at least 20,000 km (ii) at most
home follows exponential law with PDF
30,000 km.
1 −𝑥
𝑓(𝑥) = { 5 𝑒 , 𝑥>0
5
Solution:
0 , 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒 λe−λx , x>0
The exponential distribution is f(x) = {
Find (i) 𝑃(𝑋 > 5) (ii) 𝑃(3 ≤ 𝑋 ≤ 6) (iii) Mean of X and Variance of X (iv) MGF 0, otherwise
1 1
of X Given that Mean = = 40,000 ∴λ=
λ 40000
Solution: Let X denotes the mileage obtained with the tire
−λx
By Exponential distribution, 𝑓(𝑥) = λe , for x > 0 ∞

1
(𝑖)𝑃(𝑋 ≥ 20000) = ∫ 𝜆𝑒 −𝜆𝑥 𝑑𝑥
Here λ = 20000
5
∞
∞ 1 −𝑥
1 x

(i) 𝑃(𝑋 > 5) =

∞
∫5 𝑓(𝑥)𝑑𝑥 = ∫5 5 𝑒 5 𝑑𝑥 =∫ e−40000 dx
20000 40000
x ∞ 𝑥 ∞
1 e− 5 x ∞ 1 𝑒 −40000 20000
= [ 1 ] = −1 [e−5 ] = −1[0 − 𝑒 −1 ] = 0.3678 = [ ] = −1 [0 − e−40000 ]
5 − 5 40000 − 1
5 5 40000 20000

6 1 −𝑥
(ii) 𝑃(3 ≤ 𝑋 ≤ 6) =
6
∫3 𝑓(𝑥)𝑑𝑥 = ∫3 5 𝑒 5 𝑑𝑥 = −[0 − e−0.5 ] = 0.6065
𝑥 30000
−
x 6 30000 1 𝑥
1 𝑒 40000
1 e −
5 x 6 6 3 (ii) 𝑃(𝑋 ≤ 30000) = ∫0 𝑒 −40000 𝑑𝑥 = [ 1 ]
− − − 40000 40000 −
= [ 1 ] = −1 [e ] = − [𝑒 5 5 − 𝑒 ] = 0.2476
5 40000 0
5 − 3
5 3 30000
= −1 [e−40000 − 1] = [1 − e−0.75 ]
(iii) In the exponential distribution
= 0.5270
1 1
𝑀𝑒𝑎𝑛 = = 5 ∴ λ = RESULT: State and prove memory less property of the exponential distribution.
𝜆 5
1 STATEMENT: If ‘X’ is exponentially distributed with parameter λ, then
𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 = 2 = 25
λ P(X > 𝑚 + 𝑛 ∕ 𝑋 > 𝑚) = P(X > n) 𝑓𝑜𝑟 𝑎𝑛𝑦 𝑚, 𝑛 > 0
λ 1⁄ 1
5
(iv) MGF is MX (t) = (λ−t) = 1 = Proof:
−𝑡 1−5𝑡
5
The PDF of X if
Example 2:
The mileage which car owners get with a certain kind of radial tire is a λe−λx , x>0
f(x) = {
0, otherwise
R.V. having an exponential distribution with mean 40,000 km. Find the

Dr.A.Manickam Associate Professor, School of Sciences, Division of Mathematics, FET, SRMIST TRY
 1
(a) P(X > 2) = e−2(2) = e−1 = 0.3678
1
(∵ 𝑏𝑦 𝑚𝑒𝑚𝑜𝑟𝑦 𝑙𝑒𝑠𝑠 𝑝𝑟𝑜𝑝𝑒𝑟𝑡𝑦 , 𝑃(𝑋 > 𝑘) = e−λk here k = 2, λ = )
P(X > 𝑚 + 𝑛 𝑎𝑛𝑑 𝑋 > 𝑚) 2
P(X > 𝑚 + 𝑛 ∕ 𝑋 > 𝑚) =
P(X > 𝑚) (b) P(X ≥ 11⁄X > 8) = 𝑃(𝑋 ≥ 8 + 3⁄𝑋 > 8) = P(X > 3)
P(X > 𝑚 + 𝑛 ) (∵ by memory less property , P(X > 𝑚 + 𝑛 ∕ 𝑋 > 𝑚) = P(X > 𝑛))
= ∙∙∙∙∙∙∙∙ (1)
P(X > 𝑚) 1 3
∞ = 𝑒 −2(3) = 𝑒 −2 = 𝑒 −1.5 = 0.2231
P(X > 𝑚) = ∫ 𝑓(𝑥) dx Example: 4 The daily consumption of milk in excess of 20,000 gallons is
m
∞ approximately exponentially distributed with mean 3000. The city has a
∞
e−λx
= ∫ λe−λx dx = λ [ ] = −1[0 − e−λm ] = 𝑒 −𝜆𝑚 ∙∙∙∙∙∙∙∙∙ (2) daily stock of 35,000 gallons. What is the probability that of 2 days selected at
m −λ m

P(X > 𝑚 + 𝑛) = e−λ(m+n) … … … (3) random, the stock is insufficient for both days.
Solution:
Hence (1) becomes
Let X denote the R.V which denotes the excess amount of milk consumed in a
e−λ(m+n) e−λm e−λn
P(X > 𝑚 + 𝑛 ∕ 𝑋 > 𝑚) = = = e−λn = P(X > 𝑛) day, and Y denotes the daily consumption of milk, then X = Y – 20000
e−λm e−λm
∴ P(X > 𝑚 + 𝑛 ∕ 𝑋 > 𝑚) = P(X > n) λe−λx , x>0
By exponential distribution is f(x) = {
0, otherwise
PROBLEMS USING MEMORY LESS PROPERTY OF THE EXPONENTIAL
x
1 1 1
DISTRIBUTION Given that Mean = = 3000 ⇒λ= ∴ 𝑓(𝑥) = e−3000
λ 3000 3000

Example: 3 P( the stock is insufficient for one day )= P(Y > 35000)
The time (in hours) required to repair a machine is exponentially distributed = P(X + 20000 > 35000)
1
with parameter λ = (a) What is the probability that the repair time exceed = P(X > 15000)
2
1
2h? (b) What is the conditional probability that a repair takes at 11h given that = 𝑒 −3000𝑥(15000) ∵ ( P(X > 𝑘) = e−λk )
its duration exceeds 8h? = e−5
Solution: The probability that of 2 days selected at random, the stock is insufficient for
Let X be the R.V which represent the time to repair the machine. Then the PDF is both days = 𝑒 −5 . 𝑒 −5 = 𝑒 −10 =0.0000453
λe−λx , x>0
f(x) = {
0, otherwise
x
1
1 e−2 , x>0
Given λ = 𝑖. 𝑒. , f(x) = { 2
2
0, otherwise

Dr.A.Manickam Associate Professor, School of Sciences, Division of Mathematics, FET, SRMIST TRY
 Properties of Normal Distribution N(μ, σ):
NORMAL DISTRIBUTION: 1. The values of f(x) approaches zero as 𝑥® – ∞ and 𝑥® ∞. (i.e.) 𝑥 axis is
A continuous R.V. X is said to follow a normal distribution with parameters asymptote to the normal curve.
𝜇 𝑎𝑛𝑑 𝜎, if its probability density function is given by 2. The PDF is symmetric about .
1 (𝑥−𝜇)2 ⁄2𝜎 2 3. The maximum of the PDF occurs at 𝑥 = .
𝑓(𝑥) = 𝑒 − ∞ < 𝑥 < ∞, −∞ < 𝜇 < ∞, 𝜎 > 0
𝜎√2𝜋
4. Mean, median and mode coincide.
Symbolically, Normal distribution is denoted by 𝑁(𝜇, 𝜎)
5. Skewness is zero and the curve is mesokurtic (bell shaped).
6. The points of inflection of the curve occur at 𝑥 =  ± .
STANDARD NORMAL DISTRIBUTION:
7. Area Property:
The normal distribution 𝑁(0, 1) is called the standard normal distribution, X−μ
(i) 𝑃(𝑎 ≤ 𝑋 ≤ 𝑏) = 𝑃(𝑧1 ≤ 𝑍 ≤ 𝑧2 ), where Z = is the standard
whose density function is given by σ

normal variate
1 2 ⁄2 𝑋−𝜇 (ii) 𝑃(– ∞ ≤ 𝑋 ≤ ) = 𝑃(– ∞ ≤ 𝑍 ≤ 0) = 0.5,
∅(𝑧) = 𝑒 −𝑧 , −∞ < 𝑧 < ∞ . Here 𝑍 = is the standard normal variate.
√2𝜋 𝜎
𝑃( ≤ 𝑋 ≤ ∞) = 𝑃(0 ≤ 𝑍 ≤ ∞) = 0.5
(iii) 𝑃(– 𝑧1 ≤ 𝑍 ≤ 0) = 𝑃(0 ≤ 𝑍 ≤ 𝑧1 )
Note:
The total area under the normal curve is equal to 1. The density function is bell
shaped curve that is symmetric about . The value  and 2 represent the
average value (mean) and Var(X). (iv) 𝑃(– ∞ ≤ 𝑍 ≤ 𝑧1 ) = 0.5 – 𝑃(0 ≤ 𝑍 ≤ 𝑧1 ),
𝑃(𝑧1 ≤ 𝑍 ≤ ∞) = 0.5 – 𝑃(0 ≤ 𝑍 ≤ 𝑧1 )

RESULT: Show that the total area bounded by the above normal curve is 1.
PROOF:
−(x−μ)2
∞ ∞ 1
Area= ∫−∞ f(x)dx = ∫−∞ e 2σ2 dx
σ√2π

Put
𝑥−𝜇 𝑥 = ∞ ,𝑧 = ∞
=𝑧
𝜎
𝜎𝑑𝑧 = 𝑑𝑥 𝑥 = −∞, 𝑧 = − ∞

Dr.A.Manickam Associate Professor, School of Sciences, Division of Mathematics, FET, SRMIST TRY
 ∞ −z2 −z2
1 1 ∞
∴ Area = ∫ e 2 σdz = ∫ et(σz+μ) e
σ√2π −∞
2 σdz
−∞ σ√2π
−(z2 −2tσz)
∞ eμt ∞
1 −z2 = ∫−∞ e 2 dz
= ∫e 2 dz √2π
√2π −(z2 −2tσz) 1 (z−σt)2 σ2 t2
−∞ [∵ = − [(z − σt)2 − σ2 t 2 ] = − + ]
∞ 2 2 2 2
2 −z2 −z2
1 σ2 t2
= ∫e dz [∵ e is an even function] 1 ∞ − (z−σt)2 +
2 2
=eμt ∫−∞ e 2 2 dz
√2π √2π
0
t2 σ2 1
z 1 ∞ − (z−σt)2
Put = u , dz = √2du =eμt+ 2 ∫−∞ e 2 dz
√2 √2π
t2 σ2 ∞ −u2
1
2 ∞ 2 =eμt+ 2 ∫−∞ e 2 du
∴ 𝐀𝐫𝐞𝐚 = √ ∫ e−u √2du √2π
π 0
Put u = z − σt , z = ∞ , u = ∞
∞
𝟐 2 du = dz , z = −∞, u = −∞
= ∫ e−u du
√𝛑 1 ∞ −u2
0 = √2π [∵ ∫−∞ e 2 du =√2π]
√2π
2 √π ∞ 2 √π
= =1 [∫0 e−u du = ] 𝑡2 𝜎2
√π 2 2
MX (t) = 𝑒 𝜇𝑡+ 2
∵ Area bounded by the above normal curve is 1.
RESULT:
Find the nth central moments of normal distribution and hence find the mean
RESULT: Obtain the MGF of normal distribution.
and variance.
PROOF:
PROOF:
∞

MX (t) = ∫ etx f(x)dx The MGF (about mean) is given by

−∞ E[et(X−μ) ] = e−μt E(etX )
−(x−μ)2
∞
=∫−∞ etx
1
e 2σ2 dx = e−μt MX (t)
σ√2π
t2 σ2
1 ∞
−(x−μ)2 But MX (t)= eμt+ 2
= ∫ etx e 2σ2
σ√2π −∞
dx
∴ E[et(X−μ) ] = e−μt E(eXt )
Put
𝐭 𝟐 𝛔𝟐
𝑥−𝜇 𝑥 = ∞ ,𝑧 = ∞ = e−μt MX (t) = 𝐞−𝛍𝐭 𝐞𝛍𝐭+ 𝟐
=𝑧
𝜎 t2 σ2
=e 2
𝜎𝑑𝑧 = 𝑑𝑥 𝑥 = −∞, 𝑧 = − ∞

Dr.A.Manickam Associate Professor, School of Sciences, Division of Mathematics, FET, SRMIST TRY
 2 3 n
1 t 2 σ2 1 (t 2 σ2 ) 1 (t 2 σ2 ) 1 (t 2 σ2 ) ADDITIVE PROPERTY OF NORMAL DISTRIBUTION:
=1+ ( )+ ( )+ ( )+⋯+ ( n )
1! 2 2! 4 3! 8 n! 2

1 t 2 σ2 1 t 4 σ4 1 t 6 σ6 1 t 2n σ2n
=1+ ( )+ ( )+ ( ) + ⋯ + ( n ) − − − (1)
1! 2 2! 4 3! 8 n! 2 If Xi (i = 1,2, … , n) be n independent normal RV’s with mean μi and
2 4 6
1 σ 1 σ 1 σ variance σi 2 , then ∑ni=1 a i Xi is also a normal RV with mean∑ni=1 a i μi and variance
=1+ ( ) t2 + ( ) t4 + ( ) t6 + ⋯
1! 2 2! 4 3! 8 ∑ni=1 a i 2 σi 2
Using (1), we get Proof:
n
t M(∑ni=1 ai Xi ) (t) = M𝑎1𝑋1 (t)M𝑎2𝑋2 (t) … … … ManX𝑛 (t)by independence
μn = coefficient of
n!
2 𝜎 2 𝑡 2⁄2 2 𝜎 2 𝑡 2 ⁄2 2 𝜎 2 𝑡 2⁄2
t1 = 𝑒 𝑎1 𝜇1𝑡+𝑎1 1 𝑋 𝑒 𝑎2𝜇2𝑡+𝑎2 2 𝑋 … … … 𝑋 𝑒 𝑎𝑛 𝜇𝑛𝑡+𝑎𝑛 𝑛

μ1 = coefficient of =0 2 σ 2 t2 )⁄2
1! = e(∑ 𝑎𝑖 𝜇𝑖)t+∑(ai 𝑖

t2 Which is the MGF of a normal R.V with mean ∑ 𝑎𝑖 𝜇𝑖 and variance∑ a i 2 σ𝑖 2

μ2 = coefficient of = σ2
2!
NOTE:
t3
μ3 = coefficient of =0 (i) If 𝑋1 is 𝑁(𝜇1 , 𝜎1 ) and 𝑋2 is 𝑁(𝜇2 , 𝜎2 ) , then 𝑋1 + 𝑋2 is 𝑁 (𝜇1 +
3!
4
t
μ4 = coefficient of = 3σ4 𝜇2 , √𝜎12 + 𝜎22 ) similarly 𝑋1 − 𝑋2 is 𝑁 (𝜇1 − 𝜇2 , √𝜎12 + 𝜎22 )
4!
(ii) If 𝑋𝑖 (𝑖 = 1,2, … , 𝑛) are independent and identically distributed normal

The first four moments are given by variables with mean 𝜇 and standard deviation 𝜎 then their mean 𝑋̅ is

∴ Mean = μ1 = 0 𝑁(𝜇, 𝜎⁄√𝑛)

Variance=μ2 = σ2
μ3 = 0
μ4 = 3σ4
Thus Mean = μ1 = 0
Variance=μ2 = σ2 .
NOTE:
1. Mean, median and mode of the normal distribution coincide.
2. Q.D:MD:SD = 10:12:15.

Dr.A.Manickam Associate Professor, School of Sciences, Division of Mathematics, FET, SRMIST TRY
 Example: 1 If X is a normal variate with mean 30 and S. D. = 5. Find (i)P(26 ≤
Calculation of area under the Normal Curve X ≤ 40),(ii)P(X ≥ 45).
Solution:
Given  = 30 𝑎𝑛𝑑  = 5
𝑥−𝜇
Let 𝑍 = be the standard normal variate
𝜎

x − 30
𝑖. 𝑒. , Z =
5
26 − 30 40 − 30
(𝑖)𝑃(26 ≤ 𝑋 ≤ 40) = 𝑃 ( ≤𝑍≤ )
5 5
= 𝑃(−0.8 ≤ 𝑍 ≤ 2)
= 𝑃(−0.8 ≤ 𝑍 ≤ ∞ − 𝑃(2 ≤ 𝑍 ≤ ∞)
= 0.78814 − 0.02275 = 0.76539
45 − 30
(𝑖𝑖)𝑃(𝑋 ≥ 45) = 𝑃 (𝑍 ≥ ) = 𝑃(𝑍 ≥ 3) = 0.0013
5

Example: 2 The marks obtained by a number of students in a certain student are

approximately distributed with mean 65 and standard deviation 5. If 3 students
are selected at random from this group, what is the probability that at least one
of them would have scored above 75?
Solution:
If X represents the marks obtained by students, X follows the
distribution𝑁(65 , 5).
P (A student scores above 75) = 𝑃 (𝑋 > 75 )
75 − 65 𝑋 − 65
= 𝑃( < < ∞)
5 5
= 𝑃 (2 < 𝑍 < ∞)
= 0.0228

Dr.A.Manickam Associate Professor, School of Sciences, Division of Mathematics, FET, SRMIST TRY
Let p = P(A student scores above 75) = 0.0228 then q = 0.9772 and n = 3 By the additive property of normal distribution
Since p is the same for all the students, the number Y, of (successes) students 𝑈 = 2𝑋 − 𝑌 𝑓𝑜𝑙𝑙𝑜𝑤𝑠 𝑁(2 × 8 − 12, √4 × 4 + 1 × 48) = 𝑁(4 , 8)and𝑉 = 𝑋 +
scoring above 75, follows a binomial distribution. 2𝑌 𝑓𝑜𝑙𝑙𝑜𝑤𝑠 𝑁(8 + 2 × 12, √4 + 4 × 48) = 𝑁(32 , 14)
P (at least 1 student scores above 75) = P(at least one success ) Now𝑃(2𝑋 − 𝑌 ≤ 2𝜆) = 𝑃(𝑋 + 2𝑌 ≥ 𝜆)
= 𝑃(𝑌 ≥ 1) = 1 − 𝑃(𝑌 = 0) = 𝑃(𝑈 ≤ 2𝜆) = 𝑃(𝑉 ≥ 𝜆)
0 𝑛
= 1 − 𝑛𝐶0 × 𝑝 𝑞 𝑈−4 2𝜆 − 4 𝑉 − 32 𝜆 − 32
= 𝑃( ≤ ) = 𝑃( ≥ )
= 1 − 3𝐶0 (0.9772)3 8 8 14 14
= 1 − 0.9333 = 0.0667 2𝜆 − 4 𝜆 − 32
= 𝑃 (𝑍 ≤ ) = 𝑃 (𝑍 ≥ )
8 14
Example: 3 The independent RV’s X and Y have distributions 𝑁(45 , 2) and
2𝜆−4 𝜆−32
∴ = −( ) Since by the symmetry
𝑁(44 , 1.5) respectively. What is the probability that randomly chosen values of 8 14

X and Y differ by 1.5 or more? ⇒ 28 𝜆 − 56 = 256 − 8𝜆

Solution: 26
∴ 𝜆 =
3
X is 𝑁(45 , 2) and Y is 𝑁(44 , 1.5) Therefore by the additive property, 𝑈 =
Example: 5 Given that X is normally distributed,
𝑋 – 𝑌 follows the distribution 𝑁(1 , √4 + 2.25) = 𝑁(1 , 2.5)
ifP(X < 45) = 0.31 and P(X > 64) = 0.08 , find the mean and standard
Now P( X and Y differ by 1.5 or more)
deviation of the distribution.
=𝑃(|𝑋 − 𝑌| > 1.5)
Solution:
=𝑃(|𝑈| > 1.5)
Let X follows the distribution 𝑁(𝜇 , 𝜎)Given𝑃(𝑋 < 45) = 0.3 𝑎𝑛𝑑
=1 − 𝑃(|𝑈| ≤ 1.5)
𝑃(𝑋 > 64) = 0.08
= 1 − 𝑃(−1.5 ≤ 𝑈 ≤ 1.5) 45− 𝜇 64− 𝜇
That is 𝑃 (−∞ < 𝑍 < ) = 0.31 and 𝑃 ( < 𝑍 < ∞) = 0.08
−1.5 − 1 𝑈 − 1 1.5 − 1 𝜎 𝜎
= 1−𝑃{ ≤ ≤ } −(𝜇−45)
2.5 2.5 2.5 𝑃 (−∞ < 𝑍 < ) = 0.31 and
𝜎
= 1 − 𝑃[−1 ≤ 𝑍 ≤ 0.2]
64 − 𝜇
= 1 − {𝑃[−1 ≤ 𝑍 ≤ ∞] − 𝑃[0.2 ≤ 𝑍 ≤ ∞]} 𝑃( < 𝑍 < ∞) = 0.08
𝜎
= 1 − (0.8413 − 0.4207) = 0.5794 (𝜇 − 45) 64 − 𝜇
𝑃 (0 < 𝑍 < ) = 0.19 and 𝑃 (0 < 𝑍 < ) = 0.42
Example: 4 If X and Y are independent RV’s following N(8 , 2) and N(12 , 4√3) 𝜎 𝜎
𝜇−45 64− 𝜇
respectively, find the value of 𝜆 such that From the table of areas we get = 0.48 𝑎𝑛𝑑 = 1.42
𝜎 𝜎
𝑃(2𝑋 − 𝑌 ≤ 2𝜆) = 𝑃(𝑋 + 2𝑌 ≥ 𝜆) 𝜇 − 0.48 𝜎 = 45 ------ (1) and𝜇 + 1.42 𝜎 = 64 ------ (2)
Solving (2) – (1), 1.9 𝜎 = 19 ⟹ 𝜎 = 10 substitute in(1) ⟹ 𝜇 = 49.8
Solution:

Dr.A.Manickam Associate Professor, School of Sciences, Division of Mathematics, FET, SRMIST TRY
 UNIVERSITY QUESTIONS
UNIVERSITY QUESTIONS DEC 2014
APRIL/MAY 2015 PART A
PART A {|𝑥|; −1 ≤ 𝑥 ≤ 1
1. Test whether 𝑓(𝑥) = { can be the probability density
0; 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
{|𝑥|; −1 ≤ 𝑥 ≤ 1
1. Test whether 𝑓(𝑥) = { can be the probability density
0; 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒 function of a continuous random variable.
function of a continuous random variable. 2. What do you mean by MGF? Why it is called so?
2. What are the limitations of Poisson distribution? PART B
PART B 𝑥2
− ;
1. (i) If 𝑓(𝑥) = {𝑥𝑒 2 𝑥≥0 then show that 𝑓(𝑥) is a pdf and find 𝐹(𝑥).
1. (i) The CDF of the random variable of X is given by 0 ; 𝑥≤0
0; 𝑥 < 0 (ii) Find the MGF of a Poisson random variable and hence find its mean
1 1
𝑥+ ; 0≤𝑥≤ variance.
𝐹𝑋 (𝑥) = 2 2
1 2. (i) A random variable X takes the values -2, -1, 0 and 1 with probabilities
{ 1; 𝑥 >
2 1 1 1 1
, , and respectively. Find and draw the probability function.
1 1 1 8 8 4 2
Draw the graph of the CDF. Compute 𝑃 (𝑋 > ) , 𝑃 ( < 𝑋 ≤ )
4 3 2
(ii) In a normal distribution, 31% of the items are under 45 and 8% are over
2. (i) Messages arrive at a switch board in a Poisson manner at an average
64. Find the mean and variance of the distribution.
rate of six per hour. Find the probability for each of the following
events:
MAY 2014
1. Exactly two messages arrive within one hour
PART A
2. No message arrives within one hour
1. A continuous random variable X has the probability density function given
3. At least three messages arrive within one hour.
𝑎(1 + 𝑥 2 ), 2 ≤ 𝑥 ≤ 5
by 𝑓(𝑥) = { Find a and p(X<4).
(ii) The peak temperature T, as measured in degrees Fahrenheit, on a 0, otherwise
particular day is the Gaussian (85,10) random variable. What 2. For a binomial distribution with mean 6 and standard deviation√2 find the
is𝑃(𝑇 > 100), 𝑃(𝑇 < 60)and 𝑃(70 ≤ 𝑇 ≤ 100)? first two terms of the distribution

Dr.A.Manickam Associate Professor, School of Sciences, Division of Mathematics, FET, SRMIST TRY
 b) If a continuous random variable X follows uniform distribution in the interval
PART B (0,2) and a continuous random variable Y follows exponential distribution with
1. Suppose that a trainee soldier shoots a target in an independent fashion. If the parameter 𝜆. Find 𝜆 such that P (X <1)= P(Y<1).
probability that the target is shot on any one shot is 0.7,
(1) What is the probability that the target would be hit on tenth attempt? MAY 2013
(2) What is the probability that it takes him less than 4 shots? PART-A
(3) What is the probability that it takes him an even number of shots? 1. If X and Y are two independent random variables with variances 2 and 3
B. Determine the moment generating function of an exponential random find the variance of 3 X+4Y
variable and hence find its mean and variance. 2. State memory less property of exponential distribution.
2. Determine the mean, variance and moment generating function of a random PART:B
variable X following Poisson distribution with parameter λ. 1. a) A continuous random variable has the PDF f(x) = k x4-1 , -1<x<0. Find the
1 1
value of K and also 𝑃 {𝑋 > (− ) /𝑋 < (− )}
2 4
DEC 2013
2. a) Find the moment generating function and r th moment for the distribution
PART-A
whose PDF if f(x) = K e-x , 0 <x<∞. Hence find its mean and variance
1. A coin is tossed 2 times, if x denotes the number of heads; find the probability
b) In a large consignment of electric bulbs, 10 percent are defective. A random
distribution of x.
sample of 20 is taken for inspection. Find the probability that (1) all are good
2. If the probability that a target is destroyed on any one shot is 0.5, find the
bulbs (2) at most there are 3 defective bulbs (3) exactly there are 3 defective
probability that it would be destroyed on sixth attempt.
bulbs.
PART: B
DEC 2012
1. (a) Find the Moment generating function of the random variable X having the
PART-A
𝑥, 0≤𝑥≤1
PDF 𝑓(𝑥) = { 2 − 𝑥, 1 ≤ 𝑥 ≤ 2 1. A continuous random variable X that can assume any value between x=2 and
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒 x=5 has a density function given by f(x)= k(1+x). Find P(X<4).
b)A manufacturer of pins knows that 2% of his products are defective. If he sells 2. Identify the random variable and name the distribution it follows
pins in boxes of 100 and guarantees that not more than 4 pins will be defective. From the following statement: “ A realtor claims that only 30% of the houses in
What is the probability that a box fail to meet the guaranteed quality? a certain neighbourhood, are appraised at less than Rs 20 lakhs. A random
2. (a) 6 dice are thrown 729 times. How many times do you expect at least three sample of 10 houses from that neighbourhood is selected and appraised to check
dice to show a five or six? the realtor’s claim is acceptable are not”

Dr.A.Manickam Associate Professor, School of Sciences, Division of Mathematics, FET, SRMIST TRY
 (iii)If P(X≤C)>1/2 find the minimum value of C.
PART:B ( b). Find the moment generating function of an exponential random variable
1. (a) If the random variable X takes the values 1,2,3, and 4 such that and hence find its mean and variance.
2P(X=1)= 3P(X=2) =P(X=3) =5 P (X=4). Then find the probability 2. (a) If X is a Poisson variate such that P(X=2) = 9P(X=4) +90P(X=6)
Distribution and cumulative distribution function of X. Find (i) Mean and E(X2)
(b) Find the MGF of the Binomial distribution and find its mean. (ii) P(X≥2)
2.(a)If the probability that an applicant for a driver’s license will pass the road DEC 2011
teston any given trial is 0.8. What is the probability that he will finally pass the PART-A
test (1) on the 4th trial 2) in fewer than 4 trials? 1. A continuous random variable X that can assume any value between x=2 and
(b) The number of monthly breakdowns of computer is a random variable x=5 has a density function f(x) = k(1+x). Find P(X <4).
having a Poisson distribution with mean equal to 1.8.Find the probability that 2. State the probability law of Poisson distribution and also find its mean and
this computer will function for a month (1) without a breakdown (2) with only variance.
one breakdown. PART: B
MAY 2012 1. (a) The distribution function of a continuous random variable X is given by
PART-A 0, 𝑥<0
1 Check whether the following is a probability density function or 𝑥, 0 ≤ 𝑥 ≤ 1⁄2
𝐹(𝑥) = 3
𝜆𝑒 −𝜆𝑥 , 𝑥 > 0, 𝜆 > 0 1− (3 − 𝑥), 1⁄2 ≤ 𝑥 ≤ 3
not f(x) ={ 25
0, otherwise { 1, 𝑥≥3
2. If a random variable has the moment generating given by Find the PDF of X and evaluate𝑃(|𝑋| < 1) and 𝑃 (1/3 < 𝑋 < 4) using both the
2 CDF and PDF.
M X (t )  , determine the variance of X.
2-t (b) A random variable X has the following probability distribution
PART: B X -2 -1 0 1 2 3
1. (a) A random variable has the following distribution P(X) 0.1 k 0.2 2k 0.3 3k
X: 0 1 2 3 4 5 6 7 (i) Find k

P (X): 0 k 2k 2k 3k k2 2k2 7k2+k (ii) Evaluate P(X<2) and P(-2<X<2)

(iii) Find the PDF of X

(i) Find the value of k (iv) Evaluate the mean of X.

(ii)Evaluate P(X<6) P(X≥6)

Dr.A.Manickam Associate Professor, School of Sciences, Division of Mathematics, FET, SRMIST TRY
2. The probability function of an infinite discrete distribution is given PART: B
1
by 𝑃(𝑋 = 𝑗) = , 𝑗 = 1,2,3, … , ∞. Verify that the total probability is 1 and find 1. a).By calculating the moment generating function of a Poisson distribution
2𝑗

the mean and variance of the distribution. Find also P(X is even) P(X≥5) and P with parameter  Prove that the mean and variance of the Poisson distribution

(X is divisible by 3). are equal.

𝐶𝑒 −2𝑥 , 0 < 𝑥 < ∞
b) If the density function of X equals𝑓(𝑥) = { Find ‘C and
0, 𝑥 < 0
P(X>2)
DEC 2010
PART-A
1 − 𝑒 𝑎𝑥 , 𝑥 > 0
1. If a random variable X has the distribution function 𝐹(𝑥) = {
0, 𝑥<0
where 𝑎 is the parameter then find𝑃(1 ≤ 𝑋 ≤ 2).
2. Every week the average number of wrong number phone calls received by a
certain mail order house is seven. What is the probability that they will receive
two wrong calls tomorrow?
PART:B
1. (a) The distribution function of a random variable X is given by
F(X) = 1- (1+X) e-x ,x≥0. Find the density function mean and variance of X.
b) The time (in hours) required to repair a machine is exponentially distributed
1
with parameter𝜆 = . What is the probability that the repair time exceeds 2h?
2

What is the conditional probability that a repair takes at least 10h given that its
duration exceeds 9h?
MAY 2010
PART-A
1. What is meant by memory less property? Which continuous distribution
follows this property?

Dr.A.Manickam Associate Professor, School of Sciences, Division of Mathematics, FET, SRMIST TRY