Discrete and Continuous Distributions

Paper: Probability and Statistics

Lesson: Discrete and Continuous Distributions

Lesson Developer: Nikhil Khanna

College/Department: Research Scholar,

Department of Mathematics,

University of Delhi

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 Discrete and Continuous Distributions

Contents

1. Introduction ................................................................................. 3
2. Discrete Distributions .................................................................... 3
Discrete Uniform Distribution ............................................................... 3
Binomial Distribution and Bernoulli distribution ...................................... 4
Poisson Distribution ............................................................................ 7
Geometric Distribution ...................................................................... 10
Negative Binomial Distribution ........................................................... 12
Some Solved Problems ..................................................................... 15
3. Continuous Distributions .................................................................. 17
Uniform Distribution ......................................................................... 17
Exponential Distribution .................................................................... 19
Normal Distribution .......................................................................... 21
Exercises ........................................................................................... 26
References ........................................................................................ 27

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1. Introduction
Till now, we have studied the concepts of random or non-deterministic experiments,
classical definition of Probability function and the axiomatic approach to the Probability
Theory. Further, discrete distributions, probability mass functions, continuous distributions
and probability density functions have also been studied.

In the present chapter, we will study some of the probability distributions which have
extremely important applications in the field of statistical theory. Further, we shall study
their parameters, i.e., the quantities that are fixed for one distributions but changes or
takes different values for different members of families of distributions of the same kind.
The most common parameters are the lower moments, mainly mean and variance .
Various forms of discrete distributions such as uniform, binomial, Poisson, geometric,
negative binomial and continuous distributions such as uniform, normal, exponential will be
studied with the help of various examples and solved problems.

2. Discrete Distributions
In this section, we will study some of the discrete probability distributions, their
mean , variance and the associated m.g.f.

Recall that, a random variable is discrete, if takes distinct values such as

i.e., if the range of is countable. The corresponding density function is
known as discrete density function of given by

Discrete Uniform Distribution

Definition 2.1 A random variable is said to have discrete uniform distribution if the
discrete density function of is given by

The next result gives the mean, variance and m.g.f. of discrete uniform distribution.

Theorem 2.2 If a random variable has a discrete uniform distribution, then

and .

Proof. We have

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Now, using (1) and (2), we have

The m.g.f. of is given by

Binomial Distribution and Bernoulli distribution

Definition 2.3 A random variable is said to have a Binomial distribution if the discrete

density function of is given by .

Here, and such that and are the two parameters of the Binomial
distribution, where represents the probability of success and represents the probability
of failure in a single trial.

We represent Binomial distribution by these notations or .

Note that the name Binomial distribution comes from the fact that the values of
(or ) for are nothing but the successive terms of the Binomial expansion of
i.e.,

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Also, note that the sum of the probabilities is equal to 1 since

If , the binomial distribution is known as Bernoulli distribution i.e., a random

variable is said to have a Bernoulli distribution if the discrete density function of is
given by

We represent Bernoulli distribution by the notation .

Here, and .

The next result gives the mean, variance and m.g.f. of discrete Binomial distribution.

Theorem 2.4 If a random variable has a Binomial distribution, then

and .

Proof. We have

Therefore,

Now,

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Now, using (1) and (2), we have

The m.g.f. of is given by

The next result gives the mean, variance and m.g.f. of Bernoulli distribution.

Theorem 2.5 If a random variable has a Bernoulli distribution, then

and .

Proof. We have

This gives

The m.g.f. of is given by

Let us see some of the examples.

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Example 2.6 If Six dice are thrown times, then how many times do you expect at least
three dice to show a or ?

Solution. Let denotes the probability of getting or .

Then,

The probability of successes is given by

Now, the probability of getting at least three successes is

Thus, the number of times at least 3 successes occur

Example 2.7 Let the m.g.f. of a random variable is of the form

Then, find and m.g.f. of .

Solution. Since , using Theorem 5.4, we have

Again, using Theorem 4.3 (i), we have

Poisson Distribution
Definition 2.8 A discrete random variable is said to have Poisson Distribution if the
discrete density function of is given by

where is known as the parameter of the distribution .

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The variable is called Poisson variate and is denoted as

Note that the sum of the probabilities of a Poisson distribution is unity as

The next result gives the mean, variance and m.g.f. of Poisson distribution.

Theorem 2.9 If a random variable has a Poisson distribution, then

and .

Proof. We have

Therefore,

Now,

Now, using (1) and (2), we have

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The m.g.f. of is given by

Thus, for a Poisson distribution, we note that

Value Addition

For Binomial Distribution , let constant.

Then,

If we let while and remain fixed, then

Thus, the Poisson Distribution is the limiting case of Binomial Distribution.

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Example 2.10 The manufacturer of scarf pins knows that of his product is defective. If
he sells scarf pins in a box of and guarantees that not more than pins will be
defective, what is the approximate probability that a box will fail to meet the guaranteed
quality?

Solution. We have

and

Therefore, .

Probability of defective scarf pins in a box of is

Probability that a box will fail to meet the guaranteed quality is

Geometric Distribution
Definition 2.11 A random variable is said to have geometric distribution if the discrete
density function of is given by

Where and

Here, is known as the parameter of the geometric distribution.

Note that since the various terms in the discrete density function of are
which clearly form a geometric series, the distribution is known as geometric
distribution.

The next result gives the mean, variance and m.g.f. of geometric distribution.

Theorem 2.12 If a discrete random variable has a geometric distribution, then

and

Proof. We have

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Therefore,

Now,

Now,

Differentiating w.r.t. , we have

Therefore,

Now, using (1) and (2), we have

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The m.g.f. of is given by

Example 2.13 A die is thrown until a side with a six appears. Then, find the probability that
it must be thrown more than four times?

Solution. The probability of getting a six is , so .

If denotes the number of throws required for the first success, then

for

The required probability is given by

Negative Binomial Distribution

Definition 2.14 A discrete random variable is said to have negative binomial
distribution if the discrete density function of is given by

where and are known as the parameters and and We

denote negative binomial distribution as .

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Value Addition

1. If we take , the negative binomial distribution becomes a geometric distribution.

2. Consider

Thus, the negative binomial distribution is also given by

The next result gives the mean, variance and m.g.f. of negative binomial distribution
distribution.

Theorem 2.15 If a discrete random variable has a negative binomial distribution

distribution, then

and

Proof. The m.g.f. of is given by

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Differentiating twice w.r.t. , we have

Therefore, we have

and

Now, using (1) and (2), we have

Example 2.16 A man participating in an archery tournament is continuously trying to hit a

target. What is the probability that his tenth trial is his fifth hit, if the probability of hitting
the target at any trial is ?

Solution. Here, we have , so .

If denotes the number of failures preceding the success, then

Clearly, and since , so is the number of failures preceding the

success.

Therefore, we have

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Some Solved Problems

Problem 7 An experiment succeeds twice as often as is fails. Find the chance that in the
next six trials there will be at least successes.

Solution. Clearly, the probability of getting success .

Thus,

The probability of successes is given by

So, the required probability

Problem 8 Let be a binomial variate and if and , then find the

value of .

Solution. Now, the probability of successes is given by

Then, for , we have

Problem 9 Let be a Poisson variate such that

Then, find

Solution. Using Definition 5.7, we have

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Thus,

Problem 10 Suppose that the average number of customers phone calls at the customer
care centre of a well-known telecom company regarding complaints about the network issue
related problems is calls per hour. Use Poisson distribution to answer the following
questions:

(i) What is the probability that no calls will arrive in a -minute interval?

(ii) What is the probability that more than five calls will arrive in a -minute interval?

Solution. (i) Average number of customers phone calls in a -minute interval is

Probability that no calls will arrive in a -minute interval is

(ii) Average number of customers phone calls in a -minute interval is

Probability that more than five calls will arrive in a -minute interval is

Problem 11 If and , then whether form a negative binomial distribution or

not?

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Solution. Here, and

Now, consider

But in this case, which is not possible.

Hence can not have negative binomial distribution.

3. Continuous Distributions
In this section, we will study some of the continuous probability distributions, their
mean , variance and the associated m.g.f.

Uniform Distribution
Definition 3.1 A continuous random variable is said to have uniform distribution over
the interval , where , if its probability density function p.d.f. is given
by

We denote uniform distribution by

Theorem 3.2 If a continuous random variable has a uniform distribution over , then

and

Proof. We have

Now,

Now, using (1) and (2), we have

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The m.g.f. of is given by

Example 3.3 If a random variable has a uniform distribution over . Then, find
for which

Also compute .

Solution. The p.d.f. is given by

Now,

We are given that

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Now,

Exponential Distribution
Definition 3.4 A continuous random variable is said to have an exponential
distribution with parameter , if its p.d.f. is given by

, for all and

We denote exponential distribution by

Theorem 3.5 If a continuous random variable has exponential distribution, then

and , for

Proof. We have

Now,

Now, using (1) and (2), we have

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The m.g.f. of is given by

Example 3.6 If with , then find .

Solution. We have

Using Theorem 3.5, we have

Example 3.7 If and such that

Then, find the value of .

Solution. We have

Since , so we have

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Thus,

Normal Distribution
Definition 3.8 A continuous random variable is said to have normal distribution if its
probability density function is given by

Random variable is known as normal variate and and are the parameters of normal
distribution . We denote normal distribution by .

The cumulative distribution function (c.d.f.) of is denoted as and is given by

Value Addition

1. The curve is known as the normal curve. It is a bell-shaped curve

which is symmetrical about the line

If we increases numerically, then decreases rapidly and we note that the maximum
value of is which occurs at One may note that since the ordinate at
divides the area under the normal curve into two equal parts, the median of the curve is
at the and in fact, mean, median and mode of the normal distribution coincides.

2. The total area under the curve is since

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where is a gamma function and

Theorem 3.9 If a continuous random variable has normal distribution, then

and

Proof. The M.G.F. of is given by

Thus, the M.G.F. of is

Differentiating (1) w.r.t. , we have

Therefore,

Differentiating (2) w.r.t. , we have

Thus,

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Now, using (3) and (4), we have

Definition 3.10 If denotes the normal distribution i.e., , then is known

as the standard normal variate with and and is denoted as
The probability density function of the standard normal variate is given by

Note that since , we have

Therefore,

The corresponding cumulative distribution function is given by

Theorem 3.11 Let denotes the normal distribution i.e., , then

Proof. We have

Taking

If put

and if put

This gives

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The cumulative distribution function of is given by

Now, consider

Using (1) and (2), we have

Corollary 3.12 Let denotes the standard normal distribution i.e., , then

Proof. The proof follows from the Theorem 3.10.

Value Addition

Let be a standard normal variate with probability density function given by

The area under the standard normal curve between the ordinates to is given
by the definite integral

The above integral is known as the normal probability integral.

Note that

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Therefore,

This gives

Thus,

(by symmetry)

Example 3.13 Let be a normal variate with mean and standard deviation .
Then,

(using Normal Table)

Example 3.14 The life of LED bulbs of a certain brand may be assumed to be normally
distributed with mean days and standard deviation days. What is the probability

(i) that the life of a randomly chosen LED bulb is less than days.

(ii) that the total life of a randomly chosen LED bulb is between 136 days and 174 days.
Solution. (i) We have

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(by symmetry)

(using Normal Table)

(ii) We have

(using Normal Table)

Exercises
1. What is the probability of obtaining heads in a toss of coins and then
repeating this experiment two times in the next five tosses ?
2. A family has children. Find the probability that this family has at least one girl,
given that they have at least one boy. Assume that either sex-birth is to equally
likely to occur and all births were independent.
3. Suppose balls are distributed at random into boxes. Find the probability that
there are exactly balls in the first boxes.
4. Assume that you have a fair die. How many times should you roll it so that with a
probability of at least the frequency of sixs will differ from by less than
5. The number of criminals being hanged in a week is a Poisson variate with mean .
However, itself is a variate which takes on one of the values with
respective probabilities What is the probability that no criminal is hanged.
6. Suppose that the number of trucks passing an intersection obeys Poisson
distribution. If the probability of no truck in one minute is , what is the
probability of more than one car in two minutes ?
7. and shoot independently until each has hit his own target. They have
probabilities and of hitting the targets at each shot respectively. Find the
probability that will require more shots than
8. Find the probability that a person tossing coins will get either all heads or all tails
for the second time on the sixth toss.
9. A man and a woman agree to meet at a certain place between PM and PM.
They agree that one arriving first will wait hours, , for other to arrive.

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Assuming that the arrival times are independent and uniformly distributed, find the
probability that they meet.
10. The daily consumption of milk in excess of gallons is approximately
exponentially distributed with . The city has a daily stock of gallons.
What is the probability that of two days selected at random, the stock is insufficient
for both the days ?
11. In a large group of men, are under inches in height and are between
inches. Assuming a normal distribution, find the mean height and standard
deviation.
12. If is , for what value of , is minimized.

References
1. Robert V. Hogg, Joseph W. McKean and Allen T. Craig, Introduction to Mathematical
Statistics, Pearson Education, Asia, 2007.
2. Irwin Miller and Marylees Miller, John E. Freunds Mathematical Statistics
with Applications (7th Edition), Pearson Education, Asia, 2006.
3. Sheldon Ross, Introduction to Probability Models (9th Edition), Academic Press,
Indian Reprint, 2007.

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