Professional Documents
Culture Documents
(dolis)
@2017
By sir.juma a.mkiwa
dr.doppler
www.jumamkiwa.blogspot.com
PHONE : 0756547078
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INTRODUCTION
PROBABILITY DISTRIBUTION
Probability distribution is the distribution which include two main parts.
This is the probability function (variable) which assumes separate value E.g x2 = 0, 1, 2, 3,
4.
i) Mathematical expectation
i) MATHEMATICAL EXPECTATION
x1, x2, x3,.xn with frequencies, f1, f2, f3.. fn. respectively as shown below
X X1 X2 X3 xn
f f1 f2 f3 fn
From
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= + + + +
= + + + +
Therefore;
E (x) =
Note:
1. E (x) =
2.
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VARIANCE AND STANDARD DEVIATION
Variance
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Recall
S.D =
Question
x 8 12 16 20 24
P (x) 1/8 1/6 3/8 1/4 1/12
Find i) E (x)
ii) E (x2)
iii)
soln
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Consider the distribution table below
=1+2+6+5+2
E(x) = 16
= 8 + 24 + 96 + 100 + 48
E (x2)= 276
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= -8 (1/8) + -4 (1/16) + 0 (3/8) + 4 (1/4) + 8 (1/2
=1 2/3 + 1 + 2/3.
=0
Note
Always
Proof
= 0 proved
OR
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Prove
X 0 1 2
P (x) K 2k 3k
Soln
=1
K + 2k + 3k = 1
6k = 1
K = 1/6
X 0 1 2
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X. PX O 1/3 1
Hence
E (x) =
= 0 + 1/3 + 1
= 4/3
3) In tossing a coin twice where x represents the number of heads, appear, and construct the
probability table for random experiment, form the table, calculate the expected value.
n (s) = 4
Probability distribution
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X 0 1 2
P (x)
Xp (x) 0
X=0
Hence
=0++
E (x) = 1
X 0 1 2 3 4
For x = 0
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n (s) = 8C4 = 70
P (E) = 1/70
For x = 1
P (B) = 16/70
For x = 2
P (B) = =
For x = 3
P (E) = =
For x = 4
p (E) =
p (E) = 1/70
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Hence
=2
05. Suppose a random variable x takes on value -3, -1, 2 and 5 with respectively probability
=1
2x 3 + x + 1 + x 1 + x 2 = 10
5x 5 = 10
5x = 15
X=3
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X -3 -1 2 5
Hence,
= -4/10
E (x) = -0.4
06. The random variable x has a probability distribution of 1/6 + 1/3 + 1/4.
Soln
x + y = 1 1/6 1/3
x + y = ..i
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14/3 1/3 1 5/4 = 7x + 11y
25/12 = 7x + 11y
7x + 11y = ..ii
11
4x = -
X= -
X = 1/6
Also
X+y=
1/6 + y =
Y = = 1/6
Y = 1/12
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07. A student estimates his chance of getting A in his subject is 10%, B+ is 40%, B is 35% C is
10%, D is 4% and E is 1%. By obtaining A , the students must get % points for B+, B, C, D and
E, he must get 4, 3, 2, 1 and 0 respectively. Find the student's expectation and standard deviation.
A B+ B C D E
X 5 4 3 2 1 0
X2 25 16 9 4 1 0
E (x) =
= 3.39
Also
S.D =
S.D =
S.D =
S.D = 0.99895
i) E (a) = a
Where a = is a constant
Proof
E (x) =
But
P (x) = 1
E (a) = a (s)
E (a) = a proved
a = constant
Proof
E (x) =
E (ax) =
But
= E (x)
Proof 03
E (x) = Ex p (x)
E (ax + b) =
= a E (x) + b (1)
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4. Var (x) = 0
Where a is constant
Proof 4
a2 (a) 2
= a2 a2
= 0 proved
Where
a is any constant
Proof 05
Var (x) = E (x2) [E (ax)] 2
var (ax) = E (ax) 2 [E (ax) ] 2
= E (a2 x2) [aE (x)] 2
= a2 E (x2) a2 (E (x)] 2
= a2 E (x2) a2 [E (x)] 2
= a2 [E (x2) a2 [E (x)] 2
= a2 [E (x2) [E (x)] 2]
var (x) = a2 var (x)
Var (ax + b) = a2var (x)
Where a and b are constant
Proof
Var (v) E (ax + b) 2 [E (ax + b)] 2
Var (ax + b) = E (ax + b) 2 [E (ax + b)] 2
Var (ax + b) E (a2x2 + 2abx + b2) [a Ex + b) 2
= E (a2x2) + E (2abx) + E (b2) [a2 E2 (x) + 2ab E (x) + b2
a2 E (x2) + 2abE (x) + b2 a2 E2 (x)
X 1 2 3
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P (x) 0.1 0.6 0.3
Find i) E (5x + 3)
ii) E (x2)
iii) var (5x + 3)
Consider the distribution table
X 1 2 3
X2 1 4 9
(5x + 3) = 5(x) + 3
But
= 2.2
= 5 (2.2) + 3
= 14
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ii)
= 5.2
= 25 var (x)
2
Var (x) = -[
Hence
Var (5x + 3) = 9
Example
The discrete random variable x has probability distribution given in the table below;
X 10 20 30
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From the given table
= 4 var x
But
Distribution table
X 10 20 30
Xp (x) 1 12 9
= 1 + 12 + 9
= 22
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= 10 + 240 + 270
= 520
Var (x) = 36
Therefore
= 4 (36) = 144
BINOMIAL DISTRIBUTION
This is the distribution which consists of two probability values which can be distributed
binomially
Properties
It has two probabilities, one is probability of success and one is a probability of failure.
The sum of probability of success p and of failure of q is one
P+q=1
The trial must be independent to each other
It consist of n number of trials of the experiment
Hence;
If p is the probability that an event will happen i.e ( probability of success) and q is the
probability that the event will not happen i.e (probability of failure) where n is the number of
trials
Then
The probability that an event occurs exactly x time from n number of trials is given by
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P(x) = ncx px qn x
Where
x = is the variable
Recall
= cx p x q n x
Where
x = 0, 1, 2, 3..n
= 0nC0p0qn 0 + 1nC1p q n- 1
+ 2n C2 p2qn 2 + 3n C3P3qn- 3
+..n.nCn pn qn - n
= nC1pqn 1 + 2n C2p2qn 2 +
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3n C3 p3 qn 3 ++nn Cn pnqo
= pq n 1 + p2qn 2
= +
+.+ npn
= np [qn 1 + +
= np [qn 1 + +
= np (p + q) n -1
But
P+q=1
= np (1) n -1
= np
VARIANCE
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Taking
)=
)=
=
2nC2p2qn-2 + 6n C3 p3q n 3 + .. + n (n 1) nCn Pnq0
= p2qn 2 + + + n
= + + + n (n 1) pn
= n (n 1) p2qn 2 + + n (n 1) pn
= n (n 1) p2 [qn 2 + ]
= n (n 1) p2 (p + q) n 2
= p (n 1) p2
Hence
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(x2)= n (n 1) p2 + np
= np (n 1) p + 1)
= np (n 1) p + 1) (np)2
= np [(n 1) p + 1 np]
= np [np p + 1 np]
= np [1 p]
= npq
STANDARD DEVIATION
From S.D =
S.D =
Note
ii) = np
Question
1. A pair coin is tossed 12 times the probability of obtaining head is 0.5, determine mean and
standard deviation.
3. Suppose that, the rain office records. Show that averages of 5 days in 30 days in June are rainy
days. Find the probability that June will have exactly 3 rainy days by using binomial distribution
also find S.D.
POISSON DISTRIBUTION
This is the special case of binomial probability distribution when the value of n is very large
number (n > 50) and when the probability of success, p is very small i.e (p < 0.1)
Properties
iii) The value of n is always greater than 50 (i.e n) 50) and the probability of success, p is very
small i.e p<0.1
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iv)
Therefore;
But p+q=1
q=1-p
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But
Note;
(1 + 1/x) x = e
X=
From
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Where
Therefore
= np
Variance
Taking
=n
But
= +
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Taking
Where;
i = 2, 3, 4
= x2 e x. ex
= x2
Hence,
x (x 1)
(x2) = x (x 1) + (x)
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Therefore;
Var (x) = np
STANDARD DEVIATION
From
S.D =
S.D =
Question
1. Given that probability that an individual is suffering from moralia is 0.001. Determine the
probability that out of 2000 individual
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2. Use poison distribution, find the probability that a random sample of 8000 people contain at
most 3 NCCR members if an average 1 person in each 1000 members is NCCR member.
P (x = 1) = 0.01487
P (x = 2) = 0.0446. Find
P (x = 3)
b) Find the probability that at most 5 defective fuses will be found in a box of 200 fuses of an
experience shows that 2% of such fuses are defective.
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RULES
iii) P (x < x) =
For instance
iv) P (x > x) =
For instance
P (x > 0.2) =
Note
i) P (x > o) at (a, b)
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Variance
From
Therefore
Example
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A continuous random variable x has a probability function given by
P (x) =
Observation in x indicates that expectation of x is 1, show that a = 1.5 and find value of b
Solution
P (x) = ax - bX2, 0 x 2
Also
= + dx = 1
= dx = 1
= - + 0 =1
Note
= -=
=a -b =1
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Also
(x) =
1= dx
1=
6a -8b = 3
2a 4b = 0
a = 2b
b = a/2
8 (a) 12 (a/2) = 3
8a 6a = 3
2a = 3
a = 1.5 shown
Also
b = 0.75
Example
The random variable x denotes that the number of weeks of a certain type of half life of the
probability density function f (x) is given by
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f (x)
soln
From
(x) =
= +
= dx
= 200 dx
= 200 [ ]
= 200 [
=2
= 2 weeks
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= p (x) dx x
= p (x) dx [
Therefore
Example
P (x) =
Observation in x indicates that expectation of x is 1, show that a = 1.5 and find value of b
Soln
P (x) = ax - b ,O X
P (x) = 0, - x
Also
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= + dx = 1
= - +0=1
Note
Also
Example
Given that the probability distribution function for random variable x is given by
Solution
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But
Now
Expected value is
Example
A function
(i) Mean
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(ii) Variance
Solution
(i)Mean
=
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=
= 3.074
(ii) Var(x)
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From
NORMAL DISTRIBUTION
It is derived as the limiting form of binomial distribution for the large values of n where p and q
are not very large.
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STANDARD VALUE
Where
X = variable
Hence
NORMAL CURVE
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A frequency diagram can take a variety
of different shapes however one particular shape occurs in many circumstances
PROPERTIES OF NORMAL
DISTRIBUTION CURVE
(iii) As
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(vi)The area under the curve is one re area (A) = 1 square unit
By taking
- The area between the ordinate and any other ordinate can be noted from the TABLE or
CALCULATOR
1.
2.
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3.
Note: =0.5 -
4.
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NOTE:
5.
Note:
6.
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Note:
7.
Note:
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=
8.
Note:
= 2.
9.
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10.
Note:
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=
STATISTICAL CALCULATION
(NORMAL DISTRIBUTION)
PC QC RC t
1 2 3 4
Therefore
xQn
where
(standard score)
Question
Find the area under the normal curve in each of the following cases;
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(a (a)
(b ( b)
(c (c)
(d ( d)
(e (e)
(f)
Solution (a)
NORMAL CURVE
(e)
= 0.7258
(f)
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Question
Determine the normalized variety (t)p(t) for x=53 and normal distributions
P(t) for the following data 55, 54, 51,55, 53, 53, 54, 52
Solution
From
53 t
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= -0.28
= 0.38974
Question
The marks in Mathematics examination are found to have approximately normal distribution
with mean 56 and standard deviation of 18. Find the standard mark equivalent of a mark 70.
Solution
= 0.78
= 78%
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The standard mark equivalent to a mark of 70 is 78%
Question
Assuming marks are normally distributed with means 100 and standard deviation 15. Calculate
the proportional of people with marks between 80 and 118
Solution
But
= -0.8
= 1.2
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The proportional of the people with marks between 88 and 118 is 67.31%
Question
(b Neema and Rehema received standard score of 0.8 and 0.4 respectively in Mathematics
examination of their marks where 88 and 64 respectively. Find mean and standard deviation of
examination marks.
From
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THE NORMAL APPROXIMATION (N) TO THE BINOMIAL DISTRIBUTION (B)
(i)
Note:
(ii)
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(A normal approximation to binomial distribution)
For x considered as
Then
Then
Questions
24: A fair win is tested 400 times; find the probability of obtaining between 190 and 210 heads
inclusive.
Solution
Given
N= 400
P=
B = (400, )
Also
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From
Normal curve
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25. Find the probability of obtaining between 4 and 6 head inclusive in 10 tosses of fair coin.
Solution
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=5
= 2.5
= 0.6563
re
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Normal curve
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The probability is
(26) Find the probability of obtaining form 40 to 60 heads in 100 tosses of a fair coin
(27) (a) A binomial experiment consists of n trials with a probability of success p an each
trial.
(ii) Using the conditions named in (i) above, write down mean and standard deviation
(b) The probability of obtaining head is when a fair coin is tossed 12 times.
(i) Find the mean and standard deviation for this experiment
(ii) Hence or otherwise, approximate using normal distribution the probability of getting heads
exactly 7 times
Solution
n>50
(0.2 p 0.8)
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Page 67 of 70
P(0.29 Z 0.87) =
28) A machine producing rulers of normal length 30cm is examined carefully and found to
produce rulers whose actual lengths are distributed as N(30,0.0001) Find the probability that a
ruler chosen at random has a length between 30cm and 30.01 cm
Soln # 28
N (30,0.0001)
=30,
P (30 30.01)
Z=
Z1= 30-30
0.01
Z1 = 0
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Z2 = 30.01-30
=0.01
Z2 = 1
P(0 z 1 )
P (0 z 1) = (1)
= 0.3413
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Probability is 0.3413
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