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III-Discrete Distributions

This document covers discrete random variables and probability distributions. It discusses key concepts like discrete random variables, probability mass functions, mean and variance of discrete random variables, and several common discrete probability distributions including the binomial, geometric, Poisson, and uniform distributions. The learning objectives are to understand how to determine probabilities from distributions and calculate properties like mean and variance for discrete random variables and distributions.

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Ισηνα Ανησι
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© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
109 views

III-Discrete Distributions

This document covers discrete random variables and probability distributions. It discusses key concepts like discrete random variables, probability mass functions, mean and variance of discrete random variables, and several common discrete probability distributions including the binomial, geometric, Poisson, and uniform distributions. The learning objectives are to understand how to determine probabilities from distributions and calculate properties like mean and variance for discrete random variables and distributions.

Uploaded by

Ισηνα Ανησι
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Discrete Random Variables and

Probability Distributions
3-1 Discrete Random Variables
3-2 Probability Distributions and
Probability Mass Functions
3-4 Mean and Variance of a
Discrete Random Variable
3-5 Discrete Uniform Distribution
3-6 Binomial Distribution
3-7 Geometric Distribution

3-9 Poisson Distribution

Learning Objectives for Module 3


1.
2.
3.
4.

5.
6.

After careful study of this module, you should be able to do the


following:
Determine probabilities from probability mass functions and the
reverse.
Determine probabilities and probability mass functions from
cumulative distribution functions and the reverse.
Calculate means and variances for discrete random variables.
Understand the assumptions for discrete probability
distributions.
Select an appropriate discrete probability distribution to
calculate probabilities.
Calculate probabilities, means and variances for discrete
probability distributions.

Probability Distributions
A random variable is a function that assigns a
real number to each outcome in the sample
space of a random experiment.
The probability distribution of a random
variable X gives the probability for each value
of X.
Probability distributions can be shown by using a
graph or a table.

EXAMPLE 1
Consider three coins are tossed, the sample space is represented as TTT,
TTH, THT, HTT, HHT,HTH, THH, HHH; and if X is the random variable for
the number of heads, then X assumes the value 0, 1, 2, or 3.
Probabilities for the values of X can be determined as follows:

Hence, the probability of getting no heads is 1/8 , one head is 3/8 , two
heads is 3/8, and three heads is 1/8 . From these values, a probability
distribution can be constructed by listing the outcomes and assigning the
probability of each outcome, as shown below.

A discrete probability distribution consists of the values a random


variable can assume and the corresponding probabilities of the values.
The probabilities are determined theoretically or by observation.
EXAMPLE 2 Rolling a Die
Construct a probability distribution for rolling a single die.

SOLUTION
Since the sample space is 1, 2, 3, 4, 5, 6 and each outcome has a
probability of 1/6, the distribution is as shown.

When probability distributions are shown graphically, the values of X are


placed on the x axis and the probabilities P(X) on the y axis. These
graphs are helpful in determining the shape of the distribution (rightskewed, left-skewed, or symmetric).
EXAMPLE Tossing Coins
Represent graphically the probability distribution for the sample space for
tossing three coins.

Example 3-4: Digital Channel


There is a chance that a bit
transmitted through a digital
transmission
channel
is
received in error.
Let X equal the number of bits
received in error in the next 4
bits transmitted.
The associated probability
distribution of X is shown in the
table.
The probability distribution of X
is given by the possible values
along with their probabilities.

Figure 3-1 Probability


distribution for bits in error.

P(X =0) =
P(X =1) =
P(X =2) =
P(X =3) =
P(X =4) =

0.6561
0.2916
0.0486
0.0036
0.0001
1.0000

Probability Mass Function


For a discrete random variable X with possible values
x1, x2, , xn, a probability mass function is a function
such that:

Cumulative Distribution Functions


Example 3-6: Consider the probability distribution for the digital channel
example.
P(X =x )

x
0
1
2
3
4

0.6561
0.2916
0.0486
0.0036
0.0001
1.0000

Find the probability of three or fewer bits in error.


The event (X 3) is the total of the events: (X = 0), (X = 1), (X = 2),
and (X = 3).
From the table:

P(X 3) = P(X = 0) + P(X = 1) + P(X = 2) + P(X = 3) = 0.9999

Cumulative Distribution Function and Properties


The cumulative distribution function, is the probability that a random
variable X with a given probability distribution will be found at a value
less than or equal to x.
Symbolically,

F ( x) P( X x) f ( xi )
xi x

For a discrete random variable X, F(x) satisfies the following properties:

Example 3-8: Sampling without Replacement


A days production of 850 parts contains 50 defective parts. Two parts
are selected at random without replacement. Let the random variable X
equal the number of defective parts in the sample. Find the cumulative
distribution function of X.
The probability mass function is calculated as follows:
P X 0

800
850

799
849
0.886

50
P X 1 2 800
850 849 0.111

P X 2

50
850

49
849
0.003

Therefore,
F 0 P X 0 0.886
F 1 P X 1 0.997
F 2 P X 2 1.000
0
0.886

F ( x)
0.997
1

x0
0 x 1
1 x 2
2 x

Figure 3-4 Cumulative Distribution Function

Mean and Variance of a Discrete Random Variable

Variance Formula Derivations


is the definitional formula

is the computational formula

The computational formula is easier to calculate manually.

Example 3-9: Digital Channel


In Example 3-4, there is a chance that a bit transmitted through a digital
transmission channel is received in error. X is the number of bits received in
error of the next 4 transmitted. The probabilities are
P(X = 0) = 0.6561, P(X = 2) = 0.0486, P(X = 4) = 0.0001,
P(X = 1) = 0.2916, P(X = 3) = 0.0036
Use table to calculate the mean & variance.
x f (x )

(x -0.4)

f (x )

(x -0.4) f (x ) x f (x )

0.6561

0.0000

0.160

0.1050

0.0000

0.2916

0.2916

0.360

0.1050

0.2916

0.0486

0.0972

2.560

0.1244

0.1944

0.0036

0.0108

6.760

0.0243

0.0324

0.0001

0.0004

12.960

0.0013

0.0016

Total =

0.4000

0.3600

0.5200

= Mean

= Variance ( ) = E (x )

2 = E (x 2) - 2 = 0.3600
Computational formula

Remark

Example
Suppose two coins are tossed repeatedly, and the number of heads that
occurred is recorded. What will be the mean of the number of heads?
The sample space is HH, HT, TH, TT and each outcome has a probability of
1/4 . Now, in the long run, you would expect two heads (HH) to occur
approximately of the time, one head to occur approximately of the time
(HT or TH), and no heads (TT) to occur approximately of the time. Hence,
on average, you would expect the number of heads to be

That is, if it were possible to toss the coins many times or an infinite
number of times, the average of the number of heads would be 1.
Hence, to find the mean for a probability distribution, you must multiply
each possible outcome by its corresponding probability and find the
sum of the products.

Discrete Uniform Distribution


If the random variable X assumes the values x1, x2,
, xn, with equal probabilities, then the discrete
uniform distribution is given by

f(xi) = 1/n

Discrete Uniform Distribution


Let X be a discrete random variable ranging from
a,a+1,a+2,,b, for a b. There are b (a-1)
values in the inclusive interval. Therefore:
f(x) = 1/(b-a+1)
Its measures are:
= E(x) = (b+a)/2
2 = V(x) = [(b-a+1)21]/12
Note that the mean is the midpoint of a & b.

Example 3-14: Number of Voice Lines


Let the random variable X denote the number of
the 48 voice lines that are in use at a particular
time. Assume that X is a discrete uniform random
variable with a range of 0 to 48. Find E(X) & .
Answer:

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