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Probability Distribution

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PROBABILITY DISTRIBUTION

• Probability Distribution is obtained in


relation to a random variable by some
mathematical model.
• We can find the expected frequencies by
applying the models.
• Also called, Theoretical or expected
frequency distributions.
• Examples include- Binomial , Poisson
and Normal distribution.
BINOMIAL DISTRIBUTION
A binomial distribution can be thought of as simply
the probability of a SUCCESS or FAILURE outcome
in an experiment or survey that is repeated multiple
times. The binomial is a type of distribution that
has two possible outcomes (the prefix “bi” means two,
or twice). For example, a coin toss has only two
possible outcomes: heads or tails and taking a test
could have two possible outcomes: pass or fail.
This model is based on the binomial theorem and was
propounded by Jacob Bernouli in 1700.
APPLICATIONS OF BINOMIAL
DISTRIBUTION-
1) Where no. of trials are too large but finite.
2) Every trial is independent.
3) Events are mutually exclusive and
exhaustive.
4) Every trial has only two outcomes .
Occurrence of one will be known as
success indicated by ‘p’ and occurrence
of another is known as failure indicated
by ‘q’.
PROPERTIES OF BINOMIAL
DISTRIBUTION-
1) Mean= np
2) Variance = npq
3) Standard deviation = √npq
4) Variance is always less than mean.
5) Variance will be highest when p=q
6) Mode= (n+1)p
i) Integer- Bi-modal (2 modes)- a) (n+1)p
& b)(n+1)p-1
ii) Non-integer- Uni- Modal( 1 mode)- Greatest
Integer in (n+1)p
FUNCTION OF BINOMIAL
DISTRIBUTION-
P(x) = nCr · pr (1 − p)n−r

Where,
n = no. of trials
r = no. of success required
p = probability of success in one trial
q = probability of failure in one trial.
n
Cr = [n!/r!(n−r)]!
POISSON DISTRIBUTION-
Another probability distribution widely used
in both the physical and social sciences to
find out the theoretical frequencies of
different rare events of the cases where p is
very small.
Examples-no. of printing mistake per page of
a large book.
This theory was developed by a French
Mathematician , Simeon Denis Poisson in
1837.
APPLICATIONS OF POISSON
DISTRIBUTION-
1) Number of trials are too large (tends to
infinity)
2) Probability of success is very
small(tends to Zero) (i.e. p).
UTILITY OR IMPORTANCE OF
POISSON DISTRIBUTION-
1) The number of telephone calls arriving at a telephone switch board in unit time
(say, per minute).
2) The number of customers arriving at the super market ; say per hour.
3) The number of defects per unit of manufactured product [This is done for the
construction of control chart for number of defects (c) in Industrial Quality
Control].
4) To count the number of radio-active disintegrations of a radio-active element per
unit of time (Physics).
5) To count the number of bacteria per unit (Biology).
6) The number of defective material say, pins, blades etc. in a packing
manufactured by a good concern.
7) The number of suicides reported in a particular day or the number of causalities
(persons dying) due to a rare disease such as heart attack or cancer or snake bite
in a year.
8) The number of accidents taking place per day on a busy road.
9) The number of typographical errors per page in a typed material or the number
of printing mistakes per page in a book.
FUNCTION OF POISSON
DISTRIBUTION-

P= f(x)= (e-λ λx )/x!
Where,
 λ= np (Average)
x(r)= no. of success required
If not given,
e= 2.71828
PROPERTIES OF POISSON
DISTRIBUTION-
1) Mean= m= np
2) Variance= m
3) Standard deviation= √m
4) Mode= m
i) Integer- Bi-Modal- m &m-1
ii) Non- Integer- Greatest Integer in m
NORMAL DISTRIBUTION
Normal distribution, also
called Gaussian distribution, the most
common distribution function for
independent, randomly generated
variables. Its familiar bell-shaped curve is 
ubiquitous in statistical reports, from
survey analysis and quality control to
resource allocation.
PROPERTIES OF NORMAL
DISTRIBUTION
1) Mean= Median = Mode
2) Mean Deviation from Mean =
Mean Deviation from Median=
Mean Deviation from Mode = 0.8*standard deviation
3) Quartile- 1st Quartile=
µ- 0.675*standard deviation
2nd Quartile =
µ+0.675*standard deviation
4) Quartile Deviation = 0.675*Standard Deviation
5) Point of Inflexion = (µ- standard deviation) (µ+standard deviation)
6) Normal Distribution curve is a bell shaped curve.
7) The curve is symmetrical about the line X = μ, (Z = 0), i.e.., it has the same shape on either side of
the line X = μ (or Z = 0). This is because the equation of the curve φ (z) remains unchanged if we
change z to – z.
8) Theoretically, the range of the distribution is from – ∞ to ∞. But practically, Range = 6σ
9) Distribution is unimodal, the only mode occurring at X = μ.
10) Quartile deviation (Q.D.) is given by Q.D. = Q3 – Q1 2 = 0·6745σ .
11) Q.D. : M.D. : S.D. : : 10 : 12 : 15
12) No portion of the curve lies below the x-axis, since p(x) being the probability can never be negative
IMPORTANCE OF NORMAL
DISTRIBUTION-
1) Most of the discrete probability distributions (e.g., Binomial distribution, Poisson distribution) tend to
normal distribution as n, the number of trials increases. For large values of n, computation of probability
for discrete distributions becomes quite tedious and time consuming. In such cases, normal approximation
can be used with great ease and convenience.
2) Almost all the exact sampling distributions, e.g., Student’s t-distribution, Snedecor’s F-distribution,
Fisher’s Z-distribution and Chi square distribution conform to normal distribution for large degrees of
freedom (i.e., as n → ∞).
3) The whole theory of exact sample (small sample) tests, viz., t, F, χ2 tests, etc., is based on the fundamental
assumption that the parent population from which the samples have been drawn follows Normal
distribution.
4) Normal distribution is used in Statistical Quality Control in Industry for the setting of control limits for the
construction of control charts.
5) W.J. Youden of the National Bureau of Standards describes the importance of the Normal distribution
artistically in the following words : THE NORMAL LAW OF ERROR STANDS OUT IN THE
EXPERIENCE OF MANKIND AS ONE OF THE BROADEST GENERALISATIONS OF NATURAL
PHILOSOPHY. IT SERVES AS THE GUIDING INSTRUMENT IN RESEARCHES, IN THE PHYSICAL
AND SOCIAL SCIENCES AND IN MEDICINE, AGRICULTURE AND ENGINEERING. IT IS AN
INDISPENSABLE TOOL FOR THE ANALYSIS AND THE INTERPRETATION OF THE BASIC DATA
OBTAINED BY OBSERVATION AND EXPERIMENT.
6) The above presentation, strikingly enough gives the shape of the normal probability curve.
7) Lipman reveals the popularity and importance of normal distribution in the following quotation : “Every
body believes in the law of errors (the normal curve), the experimenters because they think it is a
mathematical theorem, the mathematicians because they think it is an experimental fact.
PROBABILITY DENSITY FUNCTION
OF NORMAL DISTRIBUTION-
NORMAL DISTRIBUTION CURVE-
z= x-µ/σ
Where,
x= required value(will be decided by the
constraints)
µ=mean
σ= standard deviation
And z represents area.

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