TUM School of Management

Production and Supply Chain Management

Prof Martin Grunow

Technische Universitt Mnchen

Probability Distributions
Probability distributions are models used to describe the behavior of
random variables.
The two types of random variables have two types of distributions,
because they are mathematically different
Discrete random variable: non-continuous distribution
Probability Mass Function
Continuous random variable: continuous distribution
Probability Density Function
2012 from "A First Course in Quality Engineering: Integrating Statistical
and Management Methods of Quality" by K.S. Krishnamoorthi. Reproduced
by permission of Taylor and Francis Group, LLC, a division of Informa plc.
Holly Ott

Quality Engineering & Management Module 2.2

11

TUM School of Management

Production and Supply Chain Management
Prof Martin Grunow

Technische Universitt Mnchen

Probability mass function (pmf)

If X is a discrete random variable, a function p(x) is defined as the
probability mass function (pmf) of the random variable with the
following properties
1) p(x) 0, for all x
2) x p(x) = 1
3) p(x) = P(X = x)

2012 from "A First Course in Quality Engineering: Integrating Statistical

and Management Methods of Quality" by K.S. Krishnamoorthi. Reproduced
by permission of Taylor and Francis Group, LLC, a division of Informa plc.
Holly Ott

Quality Engineering & Management Module 2.2

12

TUM School of Management

Production and Supply Chain Management
Prof Martin Grunow

Technische Universitt Mnchen

Probability mass function (pmf)

Example: a random variable X denotes the number of tails (Eagle)
when a Euro is tossed three times. Find its pmf.

Holly Ott

Quality Engineering & Management Module 2.2

13

TUM School of Management

Production and Supply Chain Management
Prof Martin Grunow

Technische Universitt Mnchen

Probability mass function (pmf)

Example: a random variable X denotes the number of tails when a
coin is tossed three times. Find its pmf.
In a table:

In a closed form:

3

x
p(x ) = , x = 0,1,2,3
8

p(x)

Or, as a graph:

2012 from "A First Course in Quality Engineering: Integrating Statistical

and Management Methods of Quality" by K.S. Krishnamoorthi. Reproduced
by permission of Taylor and Francis Group, LLC, a division of Informa plc.
Holly Ott

Quality Engineering & Management Module 2.2

x
14

TUM School of Management

Production and Supply Chain Management
Prof Martin Grunow

Technische Universitt Mnchen

Probability density function (pdf)

If X is a continuous random variable, a function f(x) is defined with the
following properties and is called the probability density function (pdf)
of X.
1) f(x) 0, for all x
2) f(x)dx = 1
3) P(a X b) = f(x)dx, integrated over the interval from a to b

2012 from "A First Course in Quality Engineering: Integrating Statistical

and Management Methods of Quality" by K.S. Krishnamoorthi. Reproduced
by permission of Taylor and Francis Group, LLC, a division of Informa plc.
Holly Ott

Quality Engineering & Management Module 2.2

15

TUM School of Management

Production and Supply Chain Management
Prof Martin Grunow

Technische Universitt Mnchen

Probability density function (pdf)

Example: a random variable is known to have the following pdf:

0.01x,

f (x ) = 0.01(20 x ),
0,

f(x)0

0 x 10

10 x 20
otherwise

0.10
0.100

55

10
10

20
200

2012 from "A First Course in Quality Engineering: Integrating Statistical

and Management Methods of Quality" by K.S. Krishnamoorthi. Reproduced
by permission of Taylor and Francis Group, LLC, a division of Informa plc.
Holly Ott

Quality Engineering & Management Module 2.2

16

TUM School of Management

Production and Supply Chain Management
Prof Martin Grunow

Technische Universitt Mnchen

Probability density function (pdf)

Example: a random variable is known to have the following pdf:

0.01x,

f (x ) = 0.01(20 x ),
0,

f(x)0

0 x 10

10 x 20
otherwise

0.10
0.100

55

10
10

20
200

2012 from "A First Course in Quality Engineering: Integrating Statistical

and Management Methods of Quality" by K.S. Krishnamoorthi. Reproduced
by permission of Taylor and Francis Group, LLC, a division of Informa plc.
Holly Ott

Quality Engineering & Management Module 2.2

17

TUM School of Management

Production and Supply Chain Management
Prof Martin Grunow

Technische Universitt Mnchen

Cumulative distribution function (CDF)

F(x)

X is a discrete random variable

with pmf, p(x)
CDF:
F(x) = P(X x)
= p(t), for t x

1.0

0.5
x

If X is a continuous random variable

1.0

with pdf f(x),

CDF:

F(x) = P(X x)
= f(t)dt, for t x

2012 from "A First Course in Quality Engineering: Integrating Statistical

and Management Methods of Quality" by K.S. Krishnamoorthi. Reproduced
by permission of Taylor and Francis Group, LLC, a division of Informa plc.
Holly Ott

CDF of a discrete random variable

F(x)

0.5

x
CDF of a continuous random variable

Quality Engineering & Management Module 2.2

18

TUM School of Management

Production and Supply Chain Management
Prof Martin Grunow

Technische Universitt Mnchen

Mean and Variance

Mean (): the weighted average, which represents the center of
gravity of a distribution (also called Expected Value)

If discrete with pmf = p(x):

If continuous with pdf = f(x):

x = x xp(x)

x = x xf(x)dx

2012 from "A First Course in Quality Engineering: Integrating Statistical

and Management Methods of Quality" by K.S. Krishnamoorthi. Reproduced
by permission of Taylor and Francis Group, LLC, a division of Informa plc.
Holly Ott

Quality Engineering & Management Module 2.2

19

TUM School of Management

Production and Supply Chain Management
Prof Martin Grunow

Technische Universitt Mnchen

Mean and Variance

Variance (2): the weighted average of the squared deviations of the
values of the variable from its mean.
If discrete with pmf = p(x):

2x

If continuous with pdf = f(x):

(x ) p(x)
x

2x

Standard Deviation ():

!X = !

(x ) f ( x)dx
x

2012 from "A First Course in Quality Engineering: Integrating Statistical

and Management Methods of Quality" by K.S. Krishnamoorthi. Reproduced
by permission of Taylor and Francis Group, LLC, a division of Informa plc.
Holly Ott

Quality Engineering & Management Module 2.2

20

TUM School of Management

Production and Supply Chain Management
Prof Martin Grunow

Technische Universitt Mnchen

Some Important Probability Distributions

Binomial Distribution discrete
Poisson Distribution discrete
Normal Distribution continuous
(Other important distributions we use in Quality Engineering are
Exponential, Weibull, t-dist., Chi-squared dist., F-dist..)

2012 from "A First Course in Quality Engineering: Integrating Statistical

and Management Methods of Quality" by K.S. Krishnamoorthi. Reproduced
by permission of Taylor and Francis Group, LLC, a division of Informa plc.
Holly Ott

Quality Engineering & Management Module 2.2

21

TUM School of Management

Production and Supply Chain Management
Prof Martin Grunow

Technische Universitt Mnchen

Coming Up
Lecture 2.3: Important Probability Distributions

Foto: Thommy Weiss / pixelio.de

Holly Ott

Quality Engineering & Management Module 2.2

22