MAT3003 Probability, Statistics and Reliability
Random Variables
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Asst Professor, Dept of Mathematics
VIT Bhopal University
Spring 2024-25
Module 2 [Link]
Probability, Statistics and Reliability Module-2; Random Variable
Syllabus
Introduction to Random variables (One-two dimension) - Discrete and Continuous RV
- Probability function and Distribution function of RV, Expectation, Variance, and its
properties, Moment Generating function up to second moments.
Special Distributions:
Bernoulli distribution, Binomial distribution, Poisson distributions, Uniform
distribution and Normal distribution.
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Probability, Statistics and Reliability Module-2; Random Variable
Random Variables
We define a random variable as a function that maps from the sample space of an
experiment to the real numbers. Mathematically, Random Variable is expressed as,
X: S →R
where,
X is Random Variable (It is usually denoted using capital letter)
S is Sample Space
R is Set of Real Numbers
Random variables are generally represented by capital letters like X and Y.
Suppose a random variable X takes m different values i.e. sample space
X = {x1, x2, x3………xm} with probabilities
P(X = xi) = pi
where 1 ≤ i ≤ m
The probabilities must satisfy the following conditions :
0 ≤ pi ≤ 1; where 1 ≤ i ≤ m
p1 + p2 + p3 + ……. + pm = 1 Or we can say 0 ≤ pi ≤ 1 and ∑pi = 1
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Probability, Statistics and Reliability Module-2; Random Variable
Example 1
If two unbiased coins are tossed then find the random variable associated with that
event.
Solution:
Suppose Two (unbiased) coins are tossed
X = number of heads. [X is a random variable or function]
Here, the sample space S = {HH, HT, TH, TT}
Hence possible values for random variable X are 0, 1, 2.
X = {0, 1, 2} where m = 3
P(X = 0) = (Probability that number of heads is 0)
= P(TT) = 1/2×1/2 = 1/4
P(X = 1) = (Probability that number of heads is 1)
= P(HT | TH) = 1/2×1/2 + 1/2×1/2 = 1/2
P(X = 2) = (Probability that number of heads is 2)
= P(HH) = 1/2×1/2 = 1/4
Here, you can observe that, (0 ≤ p1, p2, p3 ≤ 1/2)
p1 + p2 + p3 = 1/4 + 2/4 + 1/4 = 1
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Probability, Statistics and Reliability Module-2; Random Variable
Example 2:Suppose a dice is thrown (X = outcome of the dice). Here, the sample
space S = {1, 2, 3, 4, 5, 6}.
Solution:
The output of the function will be:
P(X=1) = 1/6
P(X=2) = 1/6
P(X=3) = 1/6
P(X=4) = 1/6
P(X=5) = 1/6
P(X=6) = 1/6
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Probability, Statistics and Reliability Module-2; Random Variable
Types of Random Variable
Random variables are of two types that are,
1. Discrete Random Variable
2. Continuous Random Variable
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Probability, Statistics and Reliability Module-2; Random Variable
Part1
Discrete and Continuous Random Variables
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Probability, Statistics and Reliability Module-2; Random Variable
[Link] Random Variable
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Probability, Statistics and Reliability Module-2; Random Variable
Discrete Random Variable:
A discrete random variable is one which can take only finite or countable number of values
with definite probabilities associated with each one of them
Probability Mass Function (p. m. f):
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Probability, Statistics and Reliability Module-2; Random Variable
Measure Central tendency of discrete r.v
The term central tendency refers to the middle, or typical, value of a set of
data, which is most commonly measured by using the three m's: mean,
median, and mode. The mean, median, and mode are known as the
measures of central tendency
Mathematical Expectation: (Mean or Avg)
Example 1 A fair coin is tossed twice. Let 𝑋 be the number of heads that are observed.
1. Construct the probability distribution of 𝑋.
2. Find its mean
3. Find the probability that at least one head is observed
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Properties of Expectation:
1.
2.
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Probability, Statistics and Reliability Module-2; Random Variable
Variance
The term variance refers to a statistical measurement of the spread between numbers in a
data set. More specifically, variance measures how far each number in the set is from
the mean (average), and thus from every other number in the set. Variance is often
depicted by this symbol: Var(x) or σ2
3. (Or) Var X = E[(X − E X )2 ]
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Probability, Statistics and Reliability Module-2; Random Variable
4.
Standard Deviation(S.D) (σ): A standard deviation (or σ) is a measure of how
dispersed the data is in relation to the mean. Low, or small, standard deviation
indicates data are clustered tightly around the mean, and high, or large, standard
deviation indicates data are more spread out.
∴ Standard Deviation(S.D) (σ)= 𝑉𝑎𝑟(𝑋)
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Distribution Function or Cumulative Distribution Function:
Median Function of Random Variable:
The median is the middle value of a data set when it is arranged in ascending or
descending order. For discrete data, if the number of observations (n) is odd,
the median is the middle value. If n is even, the median is the average of the
two middle values.
Step by Step Solution:
Step 1:Arrange the data in ascending order.
Step 2:Determine the number of observations (n).
Step 3:If n is odd, the median is the value at the position (n + 1) / 2.
Step 4If n is even, the median is the average of the values at positions[ n / 2 and
(n / 2) + 1].
Step 5:Calculate the median based on the observations.
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Probability, Statistics and Reliability Module-2; Random Variable
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Probability, Statistics and Reliability Module-2; Random Variable
Exercise
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Probability, Statistics and Reliability Module-2; Random Variable
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, [Link] Random Variable
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Probability, Statistics and Reliability Module-2; Random Variable
Continuous random variable:
Continuous random variable is a random variable that can take on a continuum
of values. In other words, a random variable is said to be continuous if it
assumes a value that falls between a particular interval.
Continuous random variables are used to denote measurements such as height,
weight, time, etc
Probability Density Function (p. d. f):
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Measure Central tendency of continuous r.v
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Probability, Statistics and Reliability Module-2; Random Variable
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Probability, Statistics and Reliability Module-2; Random Variable
Exercise
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Probability, Statistics and Reliability Module-2; Random Variable
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Probability, Statistics and Reliability Module-2; Random Variable
9.
Find f(x) and its mean and Variance
10.
Find its probability density function f(x),mean and variance
11.
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Probability, Statistics and Reliability Module-2; Random Variable
The Moment-Generating Function(M.G.F)
𝑡2
Note: It is clear that coefficient of t is 𝐸(𝑋) and coefficient of 𝑖𝑠 𝐸(𝑋 2 )
2!
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Probability, Statistics and Reliability Module-2; Random Variable
Notations: E(X) = μ1′ and E(X 2 ) = μ′2 ,are know as 1st and 2nd moments about origin or simply
1st and 2nd moments
Theorem
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Probability, Statistics and Reliability Module-2; Random Variable
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Probability, Statistics and Reliability Module-2; Random Variable
Example: Suppose that you have a fair 4-sided die, and let X be the random variable representing the value of the
number rolled.
(a) Write down the moment generating function for X.
(b) Use this moment generating function to compute the first and second moments of X.
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Probability, Statistics and Reliability Module-2; Random Variable
Example:
Then find its E(Y) and E(Y 2 ). (Ans: 4 and 28)
2
Example: If MX t = , then find mean and variance
2−t
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Probability, Statistics and Reliability Module-2; Random Variable
Part2
Probability Distributions
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Probability, Statistics and Reliability Module-2; Random Variable
Discrete Random variable -Distributions:
1. Bernoulli distribution
2. Binomial distribution
3. Poisson distributions
Continuous Random variable- Distributions:
1. Uniform distribution
2. *Normal distribution
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[Link] Distribution
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Bernoullian Trial:
A particular trial having only two outcomes either success or failure in which the
probability of success is constant is called as Bernoullian trial.
The sample space of a Bernoullian trial has only two sample points, S = {success, failure}.
Some examples of Bernoullian trials are:
(a) A toss of a single coin (head or tail)
(b) The throw of a die (even or odd)
(c) Result of a student in an examination (pass or fail)
(d) The selection of items produced
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Probability, Statistics and Reliability Module-2; Random Variable
Bernoulli’s Distribution:
Let us define a random variable X, which represents the result of a Bernoullian trial. Thus,
X takes only two values.
Let, X = 1, if the result of the trial is a success.
= 0, if the trial results to failure.
Let p be the probability of success. q will be the probability of failure with p+q=1
So, we have, X takes the value 1 with probability p and 0 with probability q.
Accordingly,
x 0 1
P(X=x) q p
This can be written functionally as
𝑃 𝑋 = 𝑥 = 𝑝 𝑥 (1 − 𝑝)1−𝑥 , 𝑥 = 0,1 ,p + q=1
which is called the Bernoulli’s distribution.
Let us now calculate the mean and variance of the distribution.
1. Mean = E(X) = p (Prove it)
2. Var(X) =pq(Prove it)
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The Moment-Generating Function(M.G.F) of Bernoulli's Distribution
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[Link] Distribution
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Binomial Distribution
Let a random experiment having only two outcomes either success or failure, be performed a
number of times (n, say) under identical conditions.
Let X be the random variable that represents the number of successes in n trials, with ‘p’ the
probability of success which remains constant for each time the random experiment is
performed. Thus, ‘q =1-p’ is the probability of failure in any trial. Under the above conditions
the random variable X is said to follow binomial distribution if its probability mass function is
given by
𝑃 𝑋 = 𝑟 = 𝑛𝑐𝑟 𝑝𝑟 (1 − 𝑝)𝑛−𝑟 , 𝑟 = 0,1,2,3, … 𝑛, p+q=1
Applications of Binomial Distribution Binomial Distribution is used to determine the
probability of
✓ occurrence of heads or tails when a number of coins are tossed.
✓ number of males or females in a given population
✓ number of defective or non defective items in a production process
✓ number of successes or failures of a gambler in a particular game which is repeated a
number of times.
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Probability, Statistics and Reliability Module-2; Random Variable
Properties: If X~B(n, p) ,then prove the following
1. Mean = E(X) = np
2. Var(X) = npq
𝑛−𝑥 𝑝
3. (H.w) Recurrence relation 𝑃 𝑋 = 𝑥 + 1 = 𝑥+1 𝑃 𝑋=𝑥
𝑞
(The recurrence relation is used to calculate the probability of P(X=x+1) if the value of the
parameters of the distribution and P(X = x) is known)
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The Moment-Generating Function(M.G.F) of Binomial Distribution
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Example:
In each of 4 races, the Democrats have a 60% chance of winning. Assuming that the
races are independent of each other, what is the probability that:
a. The Democrats will win 0 races, 1 race, 2 races, 3 races, or all 4 races?
b. The Democrats will win at least 1 race
c. The Democrats will win a majority of the races
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Exercise
1. In a binomial distribution, mean is 3 and variance is 3/2. Find the probability of at
least 4 success. Ans 11/32
2. Obtain the binomial distribution given that mean 15 variance 6 Ans: n=25,p=0.6,q=0.4
3. Assume that 50% of all engineering students are good in mathematics determine the
probability that among 18 a) exactly 10 are good at mathematics b)at least 10 c) atleast 2
and at most 9 are good at mathematics
4. The overall percentage of failures in a certain examination is 30. What is the probability
that out of a group of 5 candidates at least 4 passed the examination? Ans 0.5288
5. The probability that a man hits a target is 1/3.a) if he fires five times, what is the probability
of his hitting target at least two times? b) how many times must he fire so that the
probability of his hitting target at least once is more than 90%?(0.5391 and n=6)
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6. 30% of item produced by a machine are defective. what is the probability that 8 of
items chosen at random from the production line of this machine would be atleast 2
defective?(Ans 0.6294)
7. A coin is biased so that a head is twice as likely to occur as a tail. If the coin is tossed 3
times, what is the probability of getting 2 tails and 1 head?(Ans 2/9)
8. The overall percentage of failures in a certain examination is [Link] six candidate
appeared the examination what is the probability that at least five pass the
examination?
9. Out of 800 families with 5 children each, how many would you expect to have (a) 3
boys, (b) 5 girls, (c) either 2 or 3 boys? Assume equal probabilities for boys and girls.
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Probability, Statistics and Reliability Module-2; Random Variable
Introduction
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3. The Moment-Generating Function
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Exercise
[Link] the probability of suffering a fever from the flu vaccine is 0.005. If 1000 people are given
the vaccine, use the Poisson distribution to approximate the probability that
a) 1 person suffers a fever as a result; and 𝜆=5,Ans: 0.0337
b) more than 6 people suffer a fever as a result Ans:0.2378
[Link] receiving a large shipment of computer chips, 800 chips are randomly selected. If 3 or fewer
defective chips are found, the entire lot is accepted without inspecting the remaining chips in the lot. If
4 or more chips are defective, every chip in the entire lot is carefully inspected at the supplier's
expense. Assume that the true proportion of nonconforming computer chips being supplied is 0.001.
a) Use the Poisson distribution to approximate the probability the lot will be accepted. Ans 0.9909
b) Use the Poisson distribution to approximate the probability the lot carefully inspected .Ans.0.0091
3. A manufacturer produces light-bulbs that are packed into boxes of 100. If quality control studies
indicate that 0.5% of the light-bulbs produced are defective, what percentage of the boxes will contain:
(a) no defective? Ans 0.6065 (b) 2 or more defectives? Ans.0.0902
4. The mean number of bacteria per millilitre of a liquid is known to be 6. Find the probability that in 1
ml of the liquid, there will be: (a) 0, (b) 1, (c) 2, (d) 3, (e) less than 4, (f) 6 bacteria.[Ans. 0.00248.
0.0149. 0.0446, 0.0892, 0.1512, 0.1606]
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5.A Council is considering whether to base a recovery vehicle on a stretch of road to help
clear incidents as quickly as possible. The road concerned carries over 5000 vehicles during
the peak rush hour period. Records show that, on average, the number of incidents during the
morning rush hour is 5. The Council won’t base a vehicle on the road if the probability of
having more than 5 incidents in any one morning is less than 30%. Based on this information
should the Council provide a vehicle? [Ans.0.38403]
6.A factory uses tools of a particular type. From time to time failures in these tools occur and
they need to be replaced. The number of such failures in a day has a Poisson distribution with
mean 1.25. At the beginning of a particular day there are five replacement tools in stock. A
new delivery of replacements will arrive after four days. If all five spares are used before the
new delivery arrives then further replacements cannot be made until the delivery arrives.
Find
(a) the probability that three replacements are required over the next four days.
[Ans 0.1404 ]
(b) the expected number of replacements actually made over the next four days
[Ans. 4.123]
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[Link] Distribution
[Rectangular Distribution]
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Introduction
The uniform distribution (continuous) is one of the simplest probability
distributions in statistics. It is a continuous distribution, this means that it
takes values within a specified range, e.g. between 0 and 1.
Definition: A random variable X is said to follow a continuous uniform
(rectangular) distribution over an interval (a, b) if its probability density
function is given by
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If X~U a, b then prove the following
x−a
1. FX x = b−a
a+b
2. E(x) = 2
(b−a)2
3. Var(x) = 12
etb −eta
4. MX t = t(b−a)
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Probability, Statistics and Reliability Module-2; Random Variable
Example1: A delivery company divides their packages into weight classes. Suppose packages
in the 14 to 20 pound class are uniformly distributed, meaning that all weights within that
class are equally likely to occur. We're interested in studying packages with weights in the 14
to 20 pound class.
a) Find the probability that the package weighs between 15 and 16.5 pounds[Ans 0.25]
b) Find the probability that a package weighs at least 15 pounds.[Ans 5/6]
c) Find the probability that a package weighs at least 18 pounds. [Ans 1/3]
d) Find the mean and standard deviation.
e) Find the 40th percentile of packages weights in this weight class. (Ans 16.4)
f) 20 % of packages weigh at least how many pounds(Ans 18.8)
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Ans:
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d.
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e.
f.
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Example2:A random variable X has a uniform distribution over(-2, 2),
(i) Find k for which P(X>k) = 1/2 (Ans:k=0)
(ii) Evaluate P(X<1) (Ans:3/4)
(iii) P( |X-1| <1 ) (Ans:1/2)
Ans:
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Probability, Statistics and Reliability Module-2; Random Variable
Exercise
1: You arrive into a building and are about to take an elevator to the your floor. Once you
call the elevator, it will take between 0 and 40 seconds to arrive to you. We will assume
that the elevator arrives uniformly between 0 and 40 seconds after you press the
button. Calculate the probability that elevator takes less than 15 seconds to arrive.
Ans.15/40
2:Metro trains are scheduled every 5 minutes at a certain station. A person comes to the
station at a random time. Let the random variable X count the number of minutes
he/she has to wait for the next train. Assume X has a uniform distribution over the
interval (0, 5). a)Find the probability that he/she has to wait at least 3 minutes for the
train.(Ans 0.4)
3: If X is uniformly distributed with mean 2 and variance 12, find P[X < 3].
[Ans:a=-4,b=8]
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5: The amount of time, in minutes, that a person must wait for a bus at Sehore is uniformly
distributed between zero and 15 minutes, inclusive.
a) What is the probability that a person waits fewer than 12.5 minutes?(0.8333)
b) On the average, how long must a person wait? Find the mean, μ, and the standard
deviation, σ.(7.5 and 4.3)
c) Ninety percent of the time, the time a person must wait falls below what value? This asks
for the 90th percentile (13.5)
[Link] current (in mA) measured in a piece of copper wire is known to follow a uniform
distribution over the interval [0, 25]. Write down the formula for the probability density
function f(x) of the random variable X representing the current. Calculate the mean and
variance of the distribution and find the cumulative distribution function F(x).
[Link] thickness x of a protective coating applied to a conductor designed to work in corrosive
conditions follows a uniform distribution over the interval [20, 40] microns. Find the mean,
standard deviation and cumulative distribution function of the thickness of the protective
coating. Find also the probability that the coating is less than 35 microns thick
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[Link] have a nominal net weight of 1 kg. However their actual net weights have a uniform
distribution over the interval 980 g to 1030 g.
(a) Find the probability that the net weight of a package is less than 1 kg.
(b) Find the probability that the net weight of a package is less than w g, where 980 < w < 1030.
[Link] waiting time until a train passes is a uniform random variable between 0 and 10 minutes.,
a) Construct its probability density function
b) If a passenger has already been waiting for 2 minutes ,what is the probability that he will
have to wait at least 3 more minutes for the train to pass?(1/2)
c) what is the probability that the passenger has to wait 3 more minutes given they have
already waited 2 minutes?(5/8)
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5.*Normal Distribution
[Gaussian Distribution]
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Normal Distributions (Bell Curve): Definition(OR Gaussian Distribution)
A Normal Distribution, sometimes called the bell curve, is a distribution that occurs
naturally in many situations. For example, the bell curve is seen in tests like the SAT and
GRE. The bulk of students will score the average (C), while smaller numbers of students
will score a B or D. An even smaller percentage of students score an F or an A. This
creates a distribution that resembles a bell (hence the nickname). The bell curve is
symmetrical. Half of the data will fall to the left of the mean; half will fall to the right.
Many groups follow this type of pattern. That’s why it’s widely used in business, statistics
and in government bodies like the FDA:
✓Heights of people.
✓Measurement errors.
✓Blood pressure.
✓Points on a test.
✓IQ scores.
✓Salaries.
*Note: Mean=Median=Mode
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3 Sigma Rule
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Measures of Central Tendency-Normal Distribution
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Problems on Normal Distribution
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Examples
Example1:Suppose X is normal with mean 6. If P(X > 16) = 0.0228, then what is the
standard deviation of X? (Ans σ = 5)
Example2:The top 5% of applicants (as measured by GRE scores) will receive scholarships.
If GRE ~ N(500, 1002 ), how high does your GRE score have to be to qualify for a
scholarship? (Ans :665)
Example3: The height of maple trees at age 10 are estimated to be normally distributed
with mean 200 cm and variance 64 cm. What is the probability a maple tree at age 10
grows more than 210cm(Ans: 0.10565)
Example4: The salaries of professors is approximately normally distributed. Suppose you
know that 33 percent of professors earn less than $80,000. Also 33 percent earn more than
$120,000. (a) What is the probability that of professors makes more than
$100,000(μ=100000, σ = 45454.5)
Example5: The annual rainfall in a region is normally distributed with μ=40 and standard
σ=4. What is the probability that in 2 of the next 4 years the rainfall will exceed 50
inches? (Ans:0.000071)
Example6:An adjustment test was administered on a sample of 500 students of class VIII.
The mean of the adjustment scores of the total sample obtained was 40 and standard
deviation obtained was 8, what percentage of cases lie between the score 36 and 48, if the
distribution of adjustment scores is normal in the universe.
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Example7: Suppose the diameter of a certain car component follows the normal distribution
with X ∼ N(10,32 ). Find the proportion of these components that have diameter larger than
13.4 mm.(0.1292)
Example8: Find the 25th percentile (or first quartile) of the distribution of X. In other words,
find c such that P(X ≤ c) = 0.25(7.975)
Example9: In a normal distribution, 31% of the items are under 45 and 8% are over [Link]
the mean and standard deviation of this distribution. (E(X)=50, σ = 10)
Example10: How are the marks obtained in statistics in a certain examination found to be
normally distributed? If 15% of the students>=60 marks & 40%<=30 marks, find the mean
and standard deviation?(Ans : E(X)=35.86 and σ = 23.26)
Example11: Suppose that the weight of navel oranges is normally distributed with mean µ =
8 ounces, and standard deviation σ = 1.5 ounces. Answer the following questions:
a) What proportion of oranges weigh more than 11.5 ounces?(0.0099)
b) What proportion of oranges weigh less than 8.7 ounces?(0.6808)
c) What proportion of oranges weigh more than 4.9 ounces?(0.9808)
d) What proportion of oranges weigh between 6.2 and 7 ounces?(0.1363)
e) Find the value of X below which you find the lightest 80% of all the
oranges.(x=9.27)
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Probability, Statistics and Reliability Module-2; Random Variable
Suppose that the weight of navel oranges is normally distributed with mean µ = 8 ounces, and
standard deviation σ = 1.5 ounces. Answer the following questions:
a) What proportion of oranges weigh more than 11.5 ounces?(0.0099)
b) What proportion of oranges weigh less than 8.7 ounces?(0.6808)
c) What proportion of oranges weigh more than 4.9 ounces?(0.9808)
d) What proportion of oranges weigh between 6.2 and 7 ounces?(0.1363)
e) Find the value of X below which you find the lightest 80% of all the
oranges.(x=9.27)
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Probability, Statistics and Reliability Module-2; Random Variable
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