Slide 5

8. Probability Distributions and Statistics and 10.
Probability and Calculus(Combined Chapters)
Calculus with Business Applications II Math 1690
Spring 2011
Calculus with Business Applications II Math 1690 8. Probability Distributions and Statistics and 10. Probability a
8.1 and 10.1 Probability Distributions and Random
Variables
Random Variable
A random variable is a rule that assigns a number to each outcome
of a chance experiment.
There are two kinds of random variables: Discrete and
Continuous:
A random variable X that assumes only discrete values(e.g
integers) is called a discrete random variable.
For Example, suppose an experiment consists of throwing a die and
observing the face that lands up. If we let X denote the outcome of
the experiment, then X assumes one of the values 1, 2, 3, 4, 5, 6.
A random variable X that can assume any value in an interval is
called a continuous random variable.
Examples of a continuous random variables are the life span of a
light bulb, the length of a telephone call, the length of an infant at
birth.
Variables(Contd.)
Example 1: A pair of dice is rolled. Let X be the random variable
that gives the sum of the faces that fall uppermost.
a. List the outcomes of the experiment; that is, find the domain of
the function X.
b. Find the value assigned to each outcome of the experiment by
the random variable X.
c. Find the event that gives X=7.
Probability Distribution of a random Variable X is a table that
gives the distinct(numerical) values of the random variable X and
the probabilities associated with these values.
Example 2: Find the probability distribution of the random
variable X given in Example 1.
Histograms
A probability distribution of a random variable may be exhibited
graphically by means of a histogram.
Variables(Contd.)
Example 3: Draw the histogram for the probability distribution in
Example 2.
Note: In histogram, the probability associated with more than one
value of the random variable X is given by the sum of the areas of
the rectangles associated with those values of X. For Example, in
Example 1, the probability of the event of getting sum 4 or 5(that
is, X=4 or X=5) is P(X=4)+P(X=5).
Example 4: The probability distribution of the random variable X
is shown in the accompanying table:
x -5 -3 -2 0 2 3
P(X=x) 0.17 0.13 0.33 0.16 0.11 0.10
Find
a. P(X ≤ 0) b. P(X ≤ −3) c. P(−2 ≤ X ≤ 2)
Variables(Contd.)
Discrete Probability Function
A discrete probability function P with domain {x1 , x2 , . . . , xn }
satisfies these conditions:
1. 0 ≤ P(xi ) ≤ 1, for 1 ≤ i ≤ n
2. P(x1 ) + P(x2 ) + . . . P(xn ) = 1
Probability Density Function(Continuous Case)
A probability density function of a random variable X in an
interval I, where I may be bounded or unbounded, is a nonnegative
function f having the property that the total area of the region
under the graph of f is equal to 1.
The probability that an observed value of the random variable X
lies in the interval [a, b] is given by
Z b
P(a ≤ X ≤ b) = f (x)dx
a
Variables(Contd.)
Example 5: a. Determine the value of the constant k such that
the function f (x) = k(5 − x) is a probability density function on
the interval [0, 5].
b. If X is a continuous random variable with the probability density
function given in part a, compute the probability that X will
assume a value between 2 and 3.
c. Find the probability that X will assume a value 2.
Joint Probability Density Function

A joint probability density function of the random variables X and
Y on a region D is a nonnegative function f (x, y ) having the
property ZZ
f (x, y )dA = 1
D
Thus, the volume of the solid under the graph of f is equal to 1.
Variables(Contd.)
The probability that the observed values of the random variables X
and Y lie in a region R ∈ D is given by
ZZ
P[(X , Y ) in R] = f (x, y )dA
R
Example 6: Let f (x, y ) = xy be the joint probability density

function for the random variables X and Y on
D = {(x, y )|0 ≤ x ≤ 1; 0 ≤ y ≤ 2}. Find
a. P(0 ≤ X ≤ 1; 0 ≤ Y ≤ 2)
b. P(X + 2Y ≤ 1)
Home Work: Section 8.1 on Page 423 problems 5, 13, 15, 19.
Section 10.1 on Page 654 problems 17, 21, 31, 41, 43.
8.2, 8.3 and 10.2 Expected Value and Standard Deviation
Mean, Median and Mode
The average, or mean , of the n numbers x1 , x2 , . . . , xn is x̄ (read
”x bar”), where
x 1 + x2 + · · · + x n
x̄ =
n
The median of a group of numbers arranged in increasing or

decreasing order is (a) the middle number if there is an odd
number of entries or (b) the mean of the two middle numbers if
there is an even number of entries.
The mode of a group of numbers is the number in the group that
occurs most frequently.
Example 1: The weights, in ounces, of ten packages of potato
chips are
16.1 16 15.8 16 15.9 16.1 15.9 16
16.2
Find the mean, median and mode weights.
8.2, 8.3 and 10.2 Expected Value and Standard
Deviation(Contd.)
Expected Value of a Discrete Random variable
Let X denote a random variable that assumes the values
x1 , x2 , . . . , xn with associated probabilities p1 , p2 , . . . , pn ,
respectively. Then the expected value of X, denoted by E (X ), is
given by
E (X ) = x1 p1 + x2 p2 + · · · + xn pn
Expected Value of a Continuous Random variable

Suppose the function f defined on the interval [a, b] is the
probability density function associated with a continuous random
variable X. Then, the expected value of X is
Z b
E (X ) = xf (x)dx
a
Deviation(Contd.)
Example 2: If a sample of three batteries is selected from a lot of
ten, of which two are defective, what is the expected number of
defective batteries?
(Hint: First find the probability distribution for the random
variable associated with the number of defective batteries)
Example 3: Find the expected value of a random variable X
3 2
associated with the probability density function f (x) = 125 x over
the interval [0, 5]
Odds
If P(E ) is the probability of an event E occurring, then
1. The odds in favor of E occurring are
P(E ) P(E )
= P(E ) 6= 1
1 − P(E ) P(E c )
Deviation(Contd.)
2. The odds against E occurring are
1 − P(E ) P(E c )
= P(E ) 6= 0
P(E ) P(E )
Probability of an Event(Given the Odds)

If the odds in favor of an event E occurring are a to b, then the
probability of E occurring is
a
P(E ) =
a+b
Example 4: Suppose the probability that it will rain tomorrow is

0.3.
a. What are the odds that it will rain tomorrow?
b. What are the odds that it will not rain tomorrow?
Deviation(Contd.)
Example 5: The odds in favor of an event E occurring are 9 to 7.
What is the probability of E occurring?
Variance and Standard Deviation of a Discrete Random
Variable X
Suppose a random variable has the probability distribution
x x1 x2 x 3 . . . xn
P(X=x) p1 p2 p3 . . . pn
and expected value
E (X ) = µ
Then the variance of the random variable X is
Var (X ) = p1 (x1 − µ)2 + p2 (x2 − µ)2 + · · · + pn (xn − µ)2
and the standard deviation of X is
p
σ = Var (X )
Deviation(Contd.)
Variance and Standard Deviation of a Continuous Random
Variable X
Let X be a continuous random variable with probability density
function f (x) on [a, b]. Then the variance of X is
Z b
Var (X ) = (x − µ)2 f (x)dx
a
and the standard deviation of X is

p
σ = Var (X )
Example 6: Find the variance and standard deviation for the

Examples 2 and 3.
Deviation(Contd.)
Chebychev’s Inequality
Let X be a random variable with expected value µ and standard
deviation σ. Then the probability that a randomly chosen outcome
of the experiment lies between µ − kσ and µ + kσ is at least
1 − k12 ; that is,
1
P(µ − kσ ≤ X ≤ µ + kσ) ≥ 1 −
k2
Example 7: Suppose X is a random variable with mean µ and

standard deviation σ. If a large number of trials is observed, at
least what percentage of these values is expected to lie between
µ − 2σ and µ + 2σ?
Home Work: Odd numbers in Sections 8.2, 8.3 and 10.2.
8.4 The Binomial Distribution
Bernoulli Trials
In general, experiments with two outcomes are called Bernoulli
trials, or binomial trials. We usually label one of the outcomes a
success and the other a failure.
A sequence of Bernoulli(binomial) trials is called a binomial
experiment. A binomial experiment has the following properties:
1. The number of trials in the experiment is fixed.
2. There are two outcomes of each trial: ”success” and ”failure.”
3. The probability of success in each trial is the same.
4. The trials are independent of each other.
Note that in a binomial experiment it is customary to denote the
number of trials by n, the probability of success by p, and the
probability of failure by q.
Computation of Probabilities in Bernoulli Trials
In a binomial experiment in which the probability of success in any
trial is p, the probability of exactly x successes in n independent
8.4 The Binomial Distribution(Contd.)
trials is given by
C (n, x)p x q n−x
If we let X be the random variable that gives the number of

successes in a binomial experiment, then the probability of exactly
x successes in n independent trials may be written
P(X = x) = C (n, x)p x q n−x (x = 0, 1, 2, . . . , n)
The random variable X is called a binomial random variable, and
the probability distribution of X is called a binomial distribution.
Example 1: A fair dice is rolled four times. If a 6 lands uppermost
in a trial, then the throw is considered a success. Otherwise, the
throw is considered a failure.
a. Find the probability of obtaining exactly 0, 1, 2, 3, and 4
successes, respectively, in this experiment.
b. Construct the binomial distribution for this experiment and draw
a histogram associated with it.
c. What is the probability of getting 0 or 1 success in the
experiment?
Example 2: If the probability that a certain tennis player will serve

an ace is 14 , what is the probability that he will serve exactly two
aces out of five serves? (Assume that the five serves are
independent.)
Mean, Variance, and Standard Deviation of a Random

Variable X
If X is a binomial random variable associated with a binomial
experiment consisting of n trials with probability of success p and
probability of failure q, then the mean(expected value), Variance,
and Standard Deviation of X are
µ = E (X ) = np
Var (X ) = npq
√
σX = npq
Example 3: Find the mean, variance, and standard deviation for
the experiment in Example 2.
Home Work: Section 8.4 on page 459 problems 11, 19, 23, 33.
8.5 and 10.3 The Normal Distribution
Normal Distributions are important type of continous probability
distributions. The graph of a normal distribution, which is bell
shaped, is called a normal curve.
The normal curve(and therefore the corresponding normal
distribution) is completely determined by its mean µ and standard
deviation σ. In fact, the normal curve has the following
characteristics:
1. The curve has a peak at x = µ.
2. The curve is symmetric with respect to the vertical line x = µ.
3. The curve always lies above the x-axis but approaches the x-axis
as x extends indefinitely in either direction.
4. The area under the curve is 1.
5. For any normal curve, 68% of the area under the curve lies
within 1 standard deviation of the mean(that is, between µ − σ
and µ + σ), 95% of the area lies within 2 standard deviations of
the mean, and 99.7% of the area lies within 3 standard deviations
of the mean.
8.5 and 10.3 The Normal Distribution(Contd.)
The following is the normal curve with mean µ and standard
deviation σ:
The mean µ of a normal distribution determines where the center

of the curve is located, whereas the standard deviation σ of a
normal distribution determines the peakedness(or flatness) of the
curve.
The normal curve with mean µ = 0 and standard deviation σ = 1
is called the standard normal curve. The corresponding
distribution is called the standard normal distribution. The
random variable itself is called the standard normal random
variable and is commonly denoted by Z.
Note that the general normal probability density function with
mean µ and standard deviation σ is defined to be
1 −(x−µ)2
f (x) = √ e 2σ2 (−∞ < x < ∞)
σ 2π
Computations of Probabilities Associated with Normal

Distributions
The table for Standard Normal Distribution is found on Appendix
D on page 577. We will use the table to solve the following
examples:
Example 1: Let Z be the standard normal variable. Make a sketch
of the appropriate region under the standard normal curve, and
then find the values of
a. P(Z < 1.45) b. P(Z > 1.11)
c. P(−1.32 < Z < 1.74)
Example 2: Let Z be the standard normal random variable. Find

the value of z if z satisfies
a. P(Z < z) = 0.8907 b. P(Z > z) = 0.9678
c. P(−z < Z < z) = 0.8354
If X is a normal random variable with mean µ and standard
deviation σ, then it can be transformed into the standard normal
random variable Z by means of the substitution
X −µ
Z=
σ
The area of the region under the normal curve(with random
variable X) between x = a and x = b is equal to the area of the
region under the standard normal curve between z = a−µσ and
b−µ
z = σ . In terms of probabilities associated with these
distributions, we have
a−µ b−µ
P(a < X < b) = P( <Z < )
σ σ
b−µ
P(X < b) = P(Z < )
σ
and
a−µ
P(X > a) = P(Z > )
σ
Example 3: Suppose X is a normal random variable with mean

µ = 500 and σ = 75. Find the value of
a. P(X < 750) b. P(X > 350)
c. P(400 < X < 600)
Home Work: Section 8.5 on page 469 problems 7, 11, 13, 16, 17,
19.
8.6 Applications of the Normal Distribution
Applications Involving Normal Random Variables
Example 1: The medical records of infants delivered at Kaiser
Memorial Hospital show that the infants’ lengths at birth(in
inches) are normally distributed with a mean of 20 and a standard
deviation of 2.6. Find the probability that an infant selected at
random from among those delivered at the hospital measures
a. More than 22 in.
b. Less than 18 in.
c. Between 19 and 21 in.
(Hint: Let X be the random variable associated with the infants’
lengths at birth)
Example 2: The scores on a sociology examination are normally

distributed with a mean of 70 and a standard deviation of 10. If
the instructor assigns A’s to 15%, B’s to 25%, C’s to 40%, D’s to
15%, and F’s to 5% of the class, find the cutoff points for grades
A-D.
Approximating Binomial Distributions
Recall that a binomial distribution is a probability distribution of
the form
P(X = x) = C (n, x)p x q n−x x = 0, 1, 2, . . . , n

Theorem 1: Suppose we are given a binomial distribution
associated with a binomial experiment involving n trials, each with
a probability of success p and a probability of failure q. Then, if n
is large and p is not close to 0 or 1, the binomial distribution may
be approximated by a normal distribution with
√
µ = np and σ = npq
Applications Involving Binomial Random Variables

Example 3: A coin is weighted so that the probability of obtaining
a head in a single toss is 0.4. If the coin is
tossed 25 times, what is the probability of obtaining

a. Fewer than 10 heads?
b. Between 10 and 12 heads, inclusive?
c. More than 15 heads?
Example 4: Colorado Mining and Mineral has 800 employees
engaged in its mining operations. It has been estimated that the
probability of a worker meeting with an accident during a 1-yr
period is 0.1. What is the probability that more than 70 workers
will meet with an accident during the 1-yr period?
Home Work: Section 8.6 on page 477 problems 3, 5, 10, 14, 15

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8. Probability Distributions and Statistics and 10.

Probability and Calculus(Combined Chapters)

Calculus with Business Applications II Math 1690

Joint Probability Density Function

Example 6: Let f (x, y ) = xy be the joint probability density

The median of a group of numbers arranged in increasing or

Expected Value of a Continuous Random variable

Probability of an Event(Given the Odds)

Example 4: Suppose the probability that it will rain tomorrow is

and the standard deviation of X is

Example 6: Find the variance and standard deviation for the

Example 7: Suppose X is a random variable with mean µ and

If we let X be the random variable that gives the number of

Example 2: If the probability that a certain tennis player will serve

Mean, Variance, and Standard Deviation of a Random

The mean µ of a normal distribution determines where the center

Computations of Probabilities Associated with Normal

Example 2: Let Z be the standard normal random variable. Find

Example 3: Suppose X is a normal random variable with mean

Example 2: The scores on a sociology examination are normally

P(X = x) = C (n, x)p x q n−x x = 0, 1, 2, . . . , n

Applications Involving Binomial Random Variables

tossed 25 times, what is the probability of obtaining

Home Work: Section 8.6 on page 477 problems 3, 5, 10, 14, 15

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