Scribd
Upload
115 views

X X Such That P X P X X P X - The Number P Must: Probability Mass Function of A Discrete R.V

The document defines key concepts for probability mass functions and distribution functions of discrete random variables. It then provides examples to demonstrate how to calculate probabilities of events, determine parameter values, find distribution functions, and compute mean and variance for discrete random variables. Specifically, it shows how to: 1) Determine the probability mass function parameter value that satisfies the conditions. 2) Calculate probabilities of events using the probability mass function. 3) Find the distribution function from the probability mass function. 4) Compute the mean and variance to characterize the random variable distribution.

Uploaded by

Ashutosh Maurya
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
115 views

X X Such That P X P X X P X - The Number P Must: Probability Mass Function of A Discrete R.V

The document defines key concepts for probability mass functions and distribution functions of discrete random variables. It then provides examples to demonstrate how to calculate probabilities of events, determine parameter values, find distribution functions, and compute mean and variance for discrete random variables. Specifically, it shows how to: 1) Determine the probability mass function parameter value that satisfies the conditions. 2) Calculate probabilities of events using the probability mass function. 3) Find the distribution function from the probability mass function. 4) Compute the mean and variance to characterize the random variable distribution.

Uploaded by

Ashutosh Maurya
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 3

Probability Mass Function of a Discrete R.

Let X be a discrete random variable on a sample space S , which can take the values x1,
x2 , … such that P( X  xi )  P( xi )  pi called the probability of xi . The number pi must
satisfy the following conditions:

(i) pi  0 for all i and (ii)  pi  1


i
Distribution Function of the Discrete Random Variable

The distribution function or briefly the cumulative distribution function (c.d.f) for a
x
random variable X is defined by FX ( x)  F ( x)  P( X  x)   P( X  xi ) where x is any

real number, that is,    x   .

1. A random variable X has the following probability function:

Values of X 0 1 2 3 4
3a 4a 6a 7a 8a
Probability P(x)

(i) Determine the value of a .


(ii) Find P( X  2) , P( X  3) , P(0  X  4) .

Solution: (i) We know that if P(x) is the probability mass function, then  pi  1 .
i
Therefore, 3a  4a  6a  7a  8a  1
 28a  1
1
a
28
Therefore, the probability distribution of X is

Values of X 0 1 2 3 4
3 4 6 7 8
Probability P(x) 28 28 28 28 28

3 4 6 13
(ii) Now, P( X  2)  P( X  0)  P( X  1)  P( X  2)     .
28 28 28 28
8
Now, P( X  3)  P( X  4)  .
28
4 6 7 17
Now, P(0  X  4)  P( X  1)  P( X  2)  P( X  3)     .
28 28 28 28
2. A random variable X has the following probability function:

Values of X -2 -1 0 1
0.4 k 0.2 0.3
Probability P(x)

(a) Determine the value of k . (b) Find P( X  1) .


(c) Find the distribution function of X . (d) Find the mean value of X .

Solution: (a) We know that if P(x) is the probability mass function, then  pi  1 .
i
Therefore, 0.4  k  0.2  0.3  1
 k  0.1
Therefore, the probability distribution of X is

Values of X -2 -1 0 1
0.4 0.1 0.2 0.3
Probability P(x)

(b) P( X  1)  P( X  2)  P( X  1)  P( X  0)  0.4  0.1  0.2  0.7

(c)By definition, we know that the cumulative probability of X as F ( x)  P( X  x) .


Now, F (2)  P( X  2)  0.4
F (1)  P( X  1)  P( X  2)  P( X  1)  0.5
F (0)  P( X  0)  P( X  2)  P( X  1)  P( X  0)  0.7
F (1)  P( X  1)  P( X  2)  P( X  1)  P( X  0)  P( X  1)  1.
n
(d) Mean X   xi pi
i 1
 (2  0.4)  (1 0.1)  (0  0.2)  (1 0.3)
 0.6

3. The monthly demand for Titan watches is known to have the following probability
function:

Demand 1 2 3 4 5 6 7 8
0.08 0.12 0.19 0.24 0.16 0.10 0.07 0.04
Probability

Determine the mean demand for watches and also compute the variance.
n
Solution: Mean demand for watches X   xi pi
i 1
 1  0.08  2  0.12  3  0.19  4  0.24
 5  0.16  6  0.10  7  0.07  8  0.04
 4.06

You might also like