Electronics Test & Development Centre, Chennai

Ministry of Communications & Information Technology

Probability & Distributions

Electronics Test & Development Centre, Chennai

Ministry of Communications & Information Technology

Probability Concepts
Random Experiment
An experiment whose outcome is not predictable in advance,
but all possible outcomes are known.
Sample space:
The set of all possible outcomes is called a sample
space,denoted by S.
Eg. (1) Random experiment : Tossing two fair coins
S = {HH, HT, TH, TT}
(3) Life time of the bulb : S = {0, }
Here Life Testing is an Random Experiment
Event : Any subset of the sample space is called an event,
generally denoted by A, B,.

Electronics Test & Development Centre, Chennai

Ministry of Communications & Information Technology

Probability Axioms
(1) First axiom:
The probability of an event is a non-negative real number:

(2) Second axiom : The probability of the Sample space =1

(3) Third axiom :
Any countable sequence of disjoint events E1,E2,... satisfies

When the events are not disjoint then:

Probability = Relative frequency

If there are 35 black and 65 white marbles are there
in a black box. The probability that one marble
selected at random from the box is black is 0.35.
This could be determined by the following.
1. Set the TOTAL to 0
2. Select one marble at random from the box.
3. Determine the marbles color. Add +1 to our total if the
marble is black, 0 otherwise.
4. Repeat steps 2 and 3 at least 1000 times, each time
selecting from all 100 marbles (simple random selection
with replacement).
5. Divide the TOTAL observed by the total number of iterations
(1000) and that fraction would be the estimated probability
of selecting a black marble at random.

Electronics Test & Development Centre, Chennai

Ministry of Communications & Information Technology

Exercise on Probability
1. What is the probability of observing 3 or 4 on the toss
of a single die?
2. What is the probability of observing a total of 13 on
the toss of two dies?
3. What is the probability of observing a total of 5 on the
toss of two dies?
4. A coin and a die are tossed simultaneously. What is the
probability of getting tail from coin tossing and
observing even number on a Die.
5. In a box there are 6 blue and 4 red marbles are there.
What is the probability that one marble selected at
random from the box is red?

Electronics Test & Development Centre, Chennai

Ministry of Communications & Information Technology

Discrete Distributions

Binomial Distribution
Poisson Distribution

Electronics Test & Development Centre, Chennai

Ministry of Communications & Information Technology

Binomial Distribution
The experiment consists of n identical trials (simple experiments).
Each trial results in one of two outcomes (success or failure)

The probability of success on a single trial is equal to p and

p remains

the same from trial to trial.

The trials are independent, that is, the outcome of one trial does not
influence the outcome of any other trial.

The random variable y is the number of successes observed during n

trials.

= np
=

Mean
Standard deviation

Electronics Test & Development Centre, Chennai

Binomial Distribution - THeoritical Example

Ministry of Communications & Information Technology

Binomial Distribution Example

Experiment: 5 fair coins are tossed.
Event of interest: the number of heads.
Each coin represents a Bernouilli Trial
with probability of a head coming up (a
success) of .5.
The sum of Bernouilli trials is a binomial
random variable, in this case with n=5,
p=.5.
The Experiment is repeated 50 times.
Class
0
1
2
3
4
5

Frequency
1
11
11
19
6
2

Pdf value for getting no. of

heads

0.35

0.3125

0.3125

0.3
0.25
0.2

0.15625

0.15625

0.15
0.1
0.05

0.03125

0.03125

0
0

No. of Heads

20
18
16
14
12
10
8
6
4
2
0

0 1 2 3 4 5

Electronics Test & Development Centre, Chennai

Ministry of Communications & Information Technology

Poisson Distribution
A random variable X is said to have a Poisson

Distribution if
P(X=x) = e- x / x !

x = 0,1,.

>0

is called the parameter of the distribution.

Other Forms of Poisson Distribution:

1) P(X=x) = e-np (np)x / x !

where x no. of defects in iron sheet (or) fabric (or) no. of spelling mistakes
in a volumunised book etc. n = for a given value p = probability of getting
a defect (from the previous available data)

2) P(X=r) = e-t (t)r / r !

where r = the no. of failures in time t
on the data
t = for a given time expressed in hours

= failure rate per hour

P(r) = Probability of getting r failures in time t

based

Example of Poisson Distribution-Wars by Year

Number of wars beginning by year for years 1482-1939.
Table of Frequency counts and proportions (458 years):
wars
0
1
2
3
4
More

Frequency Proportion
242
0.5284
148
0.3231
49
0.1070
15
0.0328
4
0.0087
0
0

Total Wars: 0(242) + 1(148) + 2(49) + 3(15) + 4(4) = 307

Average Wars per year: 307 wars / 458 years = 0.67 wars/year

Using Poisson Distribution as Approximation

Since mean of empirical (observed) distribution
is 0.67, use that as mean for Poisson distribution
(that is, set = 0.67)

p(0) = (e-0)/0! = e-0.67 = 0.5117

p(1) = (e-1)/1! = e-0.67(0.67) = 0.3428
p(2) = (e-2)/2! = e-0.67(0.67)2/2 = 0.1149
p(3) = (e-3)/3! = e-0.67(0.67)3/6 = 0.0257
p(4) = (e-4)/4! = e-0.67(0.67)4/24 = 0.0043
P(Y5) = 1-P(Y4)=
1-.5117-.3428-.1149-.0257-.0043=0.0006

Comparison of Observed and Model

Probabilities
In EXCEL, the function =POISSON(y,,FALSE)
returns p(y) = e-y/y!
wars
0
1
2
3
4
More

Frequency Proportion
242
0.5284
148
0.3231
49
0.1070
15
0.0328
4
0.0087
0
0

Model
0.5117
0.3428
0.1149
0.0257
0.0043
0.0006

The model provides a good fit to the observed data. Formal

tests of goodness-of-fit are covered in the sequel course.

Electronics Test & Development Centre, Chennai

Ministry of Communications & Information Technology

Poisson Distribution Empirical Data Graph

Poisson Distribution Empirical -Graph
(No. of Wars held during 1482-1939)
300

No. of Years

250

242

200
148
150
100
49
50

15

5
6
7
No. of Wars

10

11

0
1

Electronics Test & Development Centre, Chennai

Ministry of Communications & Information Technology

Poisson Distribution Theoretical -Graph

Poisson PDF values (theoritical) for occuring
no. of warsin a year

Prob of occuring no. of wars

0.6
0.5
0.4
0.3
0.2
0.1
0
0

No. of wars

10

Electronics Test & Development Centre, Chennai

Ministry of Communications & Information Technology

Continuous Distributions

Normal Distribution
Exponential Distribution

Electronics Test & Development Centre, Chennai

Ministry of Communications & Information Technology

Electronics Test & Development Centre, Chennai

Ministry of Communications & Information Technology

Find P(2 < X < 4) when X ~ N(5,2).

The standarization equation for X is:
Z = (X-)/ = (X-5)/2
when X=2, Z= -3/2 = -1.5
when X=4, Z= -1/2 = -0.5
P(2<X<4) = P(X<4) - P(X<2)
P(X<2) = P( Z< -1.5 )
= P( Z > 1.5 ) (by symmetry)
P(X<4) = P(Z < -0.5)
= P(Z > 0.5) (by symmetry)

P(2 < x < 4) = P(X<4)-P(X<2)

= P(Z>0.5) - P( Z > 1.5)
= 0.3085 - 0.0668 = 0.2417

- 4
- 3
- 2
- 1
01234
x

Electronics Test & Development Centre, Chennai

Ministry of Communications & Information Technology

The Normal Distribution

If a continuous variable is monitored (such as
the length of the rod from cutting process) the
variable will usually be distributed normally
about a mean .
Spread of values may be measured in terms of
population standard deviation which defines
the width of the bell-shaped curve.
= 150 mm
= 5 mm

Electronics Test & Development Centre, Chennai

Ministry of Communications & Information Technology

The Normal Distribution

68.27% of the steel rods produced will lie with in 5
mm of the mean ( )
95.45% of the rods will lie within 10 mm (( 2)..
99.73% of the rods will lie within 15 mm (( 3).

Electronics Test & Development Centre, Chennai

Ministry of Communications & Information Technology

The Normal Distribution

From the table, at the value + 1.96
0.025 (2.5%) of the population exceeds this
length.
Hence, 95% population lies within + 1.96.
Similarly, 99.8% of the rod lengths lie with
+ 3.09

Quality for
Competitiveness

Electronics Test & Development Centre, Chennai

Ministry of Communications & Information Technology

Lengths of 100 steel rods (mm)

144
151
145
154
157
157
149
141
158
145
151
155
152
144
150
147
155
157
153
155
146
152
143
151
154

146
150
139
146
153
150
144
147
150
148
150
145
146
160
146
144
150
148
155
142
156
147
156
152
140

154
134
143
152
155
145
137
149
149
152
154
152
152
150
148
148
153
149
149
150
148
158
151
157
157

146
153
152
148
157
147
155
155
156
154
153
148
142
149
157
149
148
153
151
150
160
154
151
149
151

Quality for
Competitiveness

August, 2003

Electronics Test & Development Centre, Chennai

Ministry of Communications & Information Technology

MSQM-BITS, Pilani

23

Quality for
Competitiveness

August, 2003

Electronics Test & Development Centre, Chennai

Ministry of Communications & Information Technology

MSQM-BITS, Pilani

24

Quality for
Competitiveness

August, 2003

Electronics Test & Development Centre, Chennai

Ministry of Communications & Information Technology

MSQM-BITS, Pilani

25

Electronics Test & Development Centre, Chennai

Ministry of Communications & Information Technology

Quality for
Competitiveness

=NORMDIST(260,255,50,TRUE)
August, 2003

MSQM-BITS, Pilani

26

Quality for
Competitiveness

MSQM-BITS, Pilani

27