Chapter 3 Page 1 of 8

Chapter 3 Probability Distributions

3.1-3.3 Probability Distributions and Random Variables

Toss a coin twice

Outcome # of heads Probability
HH 2 1/ 4
HT 1 1/ 4
TH 1 1/ 4
TT 0 1/ 4

Definition: A real valued function which assigns to each element c  S one and only one real
number X(c) = x is called a random variable.
Let X = number of heads, then X(HH) = 2, X(TT) = 0.
We use upper case letters for random variables. We use corresponding lower case letters for
specific values of random variables. Note that we can write P(HH) = P(X = 2) = 1/ 4 ; P(1) =
P(HT) + P(TH) = 1/ 4 + 1/ 4 = 1/2.

Flip a coin 3 times

Outcome # of tails Probability
HHH 0 1/ 8
HHT 1 1/ 8
HTH 1 1/ 8
HTT 2 1/ 8
THH 1 1/ 8
THT 2 1/ 8
TTH 2 1/ 8
TTT 3 1/ 8
P(3) = 1/8, P(2) = 3/8, P(1) = 3/8, and P(0) = 1/8
x 0 1 2 3 Total
p(x) 1/ 8 3/8 3/8 1/8 1.0

The above table is called a probability distribution. Usually we give the probability distribution
in form of a formula. For the example of flipping a coin three times,
P(X = x) = f(x) = 3 C x /8, for x = 0, 1, 2, 3. [0,1,2,3 are the range of x values in the domain of f(x)]
The above is called the probability function or probability distribution of the random variable X.

Definition: P(X = x) = p(x) = f(x) is the probability distribution of a discrete random variable X if
and only if
(i) f ( x )  0 for each value within its domain.
(ii)  f ( x) = 1 .

Probability distributions can be represented on graphs. Usually we use the histograms and the bar
charts.
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Definition: If X is a discrete random variable, F ( x) = P( X  x) =  f (t ) , for −  x   is

tx
called the cumulative distribution function (CDF) or the distribution function of X.

Example 1: Find the CDF of the total number of tails obtained in three tosses of a fair coin.

Solution: Recall that f(0) = 1/8, f(1) = 3/8, f(2) = 3/8, and f(3) = 1/8.
F(0) = P(X  0) = f(0) = 1/8
F(1) = P(X  1) = f(0) + f(1) = 4/8
F(2) = P(X  2) = f(0) + f(1) + f(2) = 7/8
F(3) = P(X  3) = f(0) + f(1) + f(2) + f(3) = 1. Hence,
0, for x  0
1/8, for 0  x  1

F ( x) = 4/8, for 1  x  2
7/8, for 2  x  3

1, for x  3.

Problem 4 [a, d] page 72

(a) Clearly condition (i) is satisfied. For condition (ii), 1 = f ( x) = cx = 15c and so c = 1/15.
(d) Sum of geometric series is S n = a (r n − 1) /(r − 1) ; sum of arithmetic series is Sn = n(a + l ) / 2 ,
 a   1/ 4 
where l = a + (n − 1)d . 1 = f ( x) = c(1/ 4) x = c   = c  = c/3. Therefore, c = 3.
 1− r   3/ 4 

From the CDF F ( xi ) , we have that f ( x1 ) = F ( x1 ) and f ( xi ) = F ( xi ) − F ( xi −1 ) , i = 2, 3, 4, …, n.

From Example 1 on F(x), f(0) = F(0) = 1/8; f(1) = F(1) – F(0) = 4/8 – 1/8 = 3/8, etc.

Example 2: A tape recorder contains 6 transistors, of which 2 are defective. If 2 of these

transistors are randomly selected for inspection and X is the number of defectives observed,
(a) Find the probability distribution of X.
(b) Find the distribution function for X.
Solution: X can only be 0, 1, 2 P(X = 0) = f(0) = 4 C2 2C0 / 6 C2 = 6/15;
P(X = 1) = f(1) = 4 C12C1 / 6 C2 = 8/15; P(X = 2) = f(2) = 4 C0 2C2 / 6 C2 = 1/15
(a)
x 0 1 2
f(x) 6/15 8/15 1/15
(b) F(0) = f(0) = 6/15; F(1) = f(0) + f(1) = 14/15; F(2) = f(0) + f(1) + f(2) = 1. Hence
Chapter 3 Page 3 of 8

0, for x  0
6/15, for 0  x  1

F ( x) = 
14/15, for 1  x  2
1, for x  2.

Solution: X can only be 0, 1, 2 P(X = 0) = f(0) = 4 C2 2C0 / 6 C2 = 6/15;

P(X = 1) = f(1) = 4 C12C1 / 6 C2 = 8/15; P(X = 2) = f(2) = 4 C0 2C2 / 6 C2 = 1/15
(a)
x 0 1 2
f(x) 6/15 8/15 1/15
(b) F(0) = f(0) = 6/15; F(1) = f(0) + f(1) = 14/15; F(2) = f(0) + f(1) + f(2) = 1. Hence
0, for x  0
6/15, for 0  x  1

F ( x) = 
14/15, for 1  x  2
1, for x  2.

3.4 Probability Density Functions

One may consider the distance of your home to the campus. This is a continuous random
variable. Associated with a continuous random variable is its probability density function.

Definition: f(x) is the probability density function of a continuous random variable X if

(i) f ( x )  0 for −  x   .

(ii)  −
f ( x)dx = 1 .

b
For any real constants a and b with a  b , P (a  X  b) =  f ( x)dx .
a

Definition: If X is a continuous random variable, its cumulative distribution function (CDF) is

x
F ( x) = P( X  x) =  f (t )dt for −  x   .
−

Properties of F(x): (i) F ( − ) = 0 (ii) F ( ) = 1 (iii) If a < b, then F (a)  F (b) .

dF ( x)
From the definition of F(x), it follows that f ( x) = , where the derivative exists.
dx
Note that
b
(i) P (a  X  b) =  f ( x)dx = F(b) – F(a)
a

(ii) F(x) is always continuous except for mixed random variables.

Chapter 3 Page 4 of 8

Problem 26 page 80

6 x(1 − x), 0  x 1
g ( x) = 
0, elsewhere

14
P(X <1/4) =  0
6 x(1 − x)dx = 6[ x 2 / 2 − x 3 / 3]10 4 = 5/32 and
1
P(X > 1/2) =  6 x(1 − x)dx = 6[ x 2 / 2 − x 3 / 3]11/ 2 = 1/2
1/2

Problem 27 page 80
When x < 0, G(x) = 0
x x
When 0 < x < 1, G ( x) =  f (t )dt = G (0) +  6(t − t 2 )dt = 3x 2 − 2 x 3
− 0
x
When x  1, G ( x) = G (1) +  f (t )dt = 1 + 0 = 1 . Hence,
1

0, x0

G ( x) =  x 2 (3 − 2 x), 0  x  1
1, x  1.

To use G(x) to find P(X < 1/4): P(X < 1/4) = G(1/4) = 5/32 and

P(X > 1/2): P(X > 1/2) = 1 – P(X  1/2) = 1 – G(1/2) = 1 – 1/2 = 1/2

Problem 31 page 81
 x / 2, 0  x 1
1/ 2, 1 x  2

f ( x) = 
(3 − x) / 2, 2 x3
0, elsewhere.
When x  0 , F(x) = 0.
x x
 f (t )dt =  2 tdt = x / 4
−1
When 0  x  1 , F(x) = F(0) + 2
0 0
x x
When 1  x  2 , F(x) = F(1) +  f (t )dt = 1/ 4 +  2 dt = 1/ 4 + [t / 2] −1 x
1 = x / 2 − 1/ 4
1 1
x x
When 2  x  3 , F(x) = F(2) +  f (t )dt = +  (3 − t )dt = + [ t −
3
4
1 3 3
t ] = 23 x − 14 x 2 − 54
1 2 x
2
2 2 2 4 2 4
x
When x  3 , F(x) = F(3) +  f (t )dt = 1 + 0 = 1
3

Hence,
Chapter 3 Page 5 of 8

0, x0
1 2
4 x , 0  x 1
1
F ( x) =  2 x − 4 ,
1
1 x  2
3
2 x − 4 x − 4 , 2  x  3
1 2 5

1, x  3.
dF ( x)
Note that f ( x) = .
dx

Problem 93 page 107

f ( x) = 301 e− x /30 for x > 0.
18
(a) P( X  18) =  f ( x)dx = 1 − e −18/ 30 = 0.4512
0
36
(b) P(27  X  36) =  f ( x)dx = e −27 / 30 − e −36 / 30 = 0.1054
27

(c) P( X  48) =  f ( x)dx = e −48/ 30 = 0.2019
48

Problem 96 page 107

f ( x) = 19 xe− x / 3 for x > 0.
6
(a) P( X  6) =  f ( x)dx = 1 − 3e −2 = 0.5940
0

(b) To be inadequate, X > 9. P( X  9) =  f ( x)dx = 4e −3 = 0.1991
9

3.5 Bivariate Distributions

We will consider a pair of random variables defined over a joint sample space. For discrete
random variables X and Y their joint probability function or joint probability distribution is
written as f(x, y) = P(X = x, Y = y).

Definition: f(x, y) is a joint probability distribution if and only if

(i) f ( x, y )  0 for every (x, y) within its domain.
(ii)  f ( x, y ) = 1.
x y

The above definition can be extended to continuous random variables X and Y. Thus, f(x, y) is a
joint probability density function if
(i) f ( x, y )  0 for −  x  , −   y   .
Chapter 3 Page 6 of 8

 
(ii)  
− −
f ( x, y )dxdy = 1 .

Definition: The joint distribution function or joint cumulative distribution of discrete random
variables X and Y is given by F ( x, y ) = P( X  x, Y  y ) =  f ( s, t ) , for −  x  ,
s x t  y

−  y   .

Definition: The joint distribution function or joint cumulative distribution of continuous random
y x
variables X and Y is given by F ( x, y ) = P( X  x, Y  y ) =   f ( s, t )dsdt , for −  x  ,
− −

−  y   .
[See Example 3.16 on page 86 of our textbook]

From F(x, y), we take the partial derivatives when they exist to obtain f(x, y). This is given by
 2 F ( x, y )
f ( x, y ) = .
xy

3.6 Marginal Distributions

Definition: If X and Y are discrete random variables, the marginal distribution of X is given by
g ( x) =  f ( x, y ) . Similarly, the marginal distribution of Y is given by h( y) =  f ( x, y) .
y x

Definition: If X and Y are continuous random variables, the marginal distribution of X is given

by g ( x) =  f ( x, y )dy , for −  x   .
−

Similarly, the marginal distribution of Y is given by h( y ) =  f ( x, y )dx , for −  y   .
−

Problem 42 page 90
(a) P(X = 1, Y = 2) = 1/20 (b) P(X = 0, 1  Y < 3) = 1/4 + 1/8 = 3/8
(c) P(X + Y  1) = 1/12 + 1/4 + 1/6 = 1/2 (d) P(X > Y) = 1/6 + 1/24 + 1/40 = 7/30

Problem 50 page 90
1/ 2 1/ 2 − x
P( X + Y  1/ 2) =   24 xydydx = 1/16
0 0

Problem 56 page 91

 2
F ( x, y ) = e− x − e− x − y , and F ( x, y ) = e − x − y , x > 0 and y > 0.
x yx
Chapter 3 Page 7 of 8

3.7 Conditional Distributions

Definition: For discrete random variables X and Y, the conditional distribution of X given that
f ( x, y )
Y = y is f ( x | Y = y ) = , h( y )  0 .
h( y )
f ( x, y )
Similarly, the conditional distribution of Y given that X = x is  ( y | X = x) = , g ( x)  0 .
g ( x)

Definition: For continuous random variables X and Y, the conditional density of X given that
f ( x, y )
Y = y is f ( x | y ) = , h( y )  0 .
h( y )
f ( x, y )
Similarly, the conditional density of Y given that X = x is  ( y | x) = , g ( x)  0 .
g ( x)

Definition: Random variables X and Y are independent if and only if f ( x, y ) = g ( x)h( y ) [for all
pairs (x, y) when X and Y are discrete]

Problem 3.69 page 100

(a)
x –1 1
g(x) 2/8 6/8

(b)
y –1 0 1
h(y) 5/8 2/8 1/8

(c) f(x|Y = –1) = f(x, y)/h(–1)

x –1 1
f(x|–1) (1/8)/(5/8) = 1/5 (1/2)/(5/8) = 4/5

Problem 74 page 100

2
(a) g ( x) =  f ( x, y )dy = x + 1/2. Hence, g(x) = x + 1/2 for 0 < x < 1
0
Chapter 3 Page 8 of 8

(b)  ( y | x = 1/ 4) = f ( x, y ) / g (1/ 4) = (0.5 + y ) / 3 . Hence  ( y | x = 1/ 4) = 1/ 6 + y / 3 , 0 < y < 2

Problem 75 page 100

1
(a) h( y ) =  f ( x, y )dx = (1 + y ) / 4 , for 0 < y < 2.
0

(b) f ( x | y = 1) = f ( x, y ) / h(1) = (2 x + 1) / 2 , for 0 < x < 1