Contents

Contents 1

4 Chapter 4 Discrete Random Variables 2

4.1 Two Types of Random Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
4.2 Probability Distribution for Discrete Random Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
4.3 Expected Values of Discrete Random Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
4.4 The Binomial Random Variable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

1
Chapter 4

Chapter 4 Discrete Random Variables

Most experiments have sample points that correspond to values of some numerical variable. For example, consider the
experimen of tossing two coins which the up faces (heads or tails) of the coins are observed. Suppose we are interested in
counting the total of heads observed. The following set indicates the possible values as well as sample space:

X : {0, 1, 2}
S : {HT, TH, HH, TT}
A random variable is a variable that assumes numerical values associated with the random outcomes of an experiment,
where one (and only one) numerical value is assigned to each sample point.
In this chapter, we define two different types of random variables, discrete and continuous.

4.1 Two Types of Random Variables

If we can list the values of a random variable x, even though the list is never ending, we call the list countable and the

corresponding random variable discrete. Thus, the number of heads observed in the example above is a discrete random

variable.

Random variables that can assume a countable number of values are called discrete. Note that several of the examples

of discrete random variables begin with the words “The number of”. This wording is very common, since the discrete random

variables most frequently observed are counts.

Random variables that can assume values corresponding to any of the points contained in an interval are called contin-

uous.

4.2 Probability Distribution for Discrete Random Variables

A complete description of a discrete random variable requires that we specify all the values the random variable can assume

and the probability associated with each value. Recall the experiment of tossing two coins which the random variable x

indicates the number of heads observed. The following table shows probability distribution for Coin-Toss experiment:

sample point x p(x)

1
TT 0 4
1
HT or TH 1 2
1
HH 2 4
Total 1

2
CHAPTER 4. CHAPTER 4 DISCRETE RANDOM VARIABLES 3

Since the probability distribution for a discrete random variable is concentrated at specific points (values of x), the graph

in Figure 4.1a represents the probabilities as the heights of vertical lines over the corresponding values of x.

Figure 4.1: Probability distribution for coin-toss experiment: graphical form

The probability distribution of a discrete random variable is a graph, table, or formula that specifies the probability

associated with each possible value that the random variable can assume.

Requirements for the Probability Distribution of a Discrete Random Variable x

1. p(x) ≥ 0 for all values of x.

P
2. p(x) = 1

where the summation of p(x) is over all possible values of x.

Example 4.1

The random variable x has the discrete probability distribution shown here:

x -2 -1 0 1 2
p(x) 0.1 0.15 0.4 0.3 0.05

a. What value of x is most probable?

b. Find p(x ≤ 0).

c. Find p(−1 ≤ x ≤ 1).

c. Find p(−1 < x ≤ 1).

4.3 Expected Values of Discrete Random Variables

The probability distribution for x possesses a mean µ and a variance σ 2 that are identical to the corresponding descriptive

measures for the population. This section explains how you can find the mean value for a random variable.

The mean, or expected value, of a discrete random variable x is:

P
µ = E(x) = xp(x)
CHAPTER 4. CHAPTER 4 DISCRETE RANDOM VARIABLES 4

Note

Expected is a mathematical term and should not be interpreted as it is typically used. Specifically, a random variable

might never be equal to its “expected value.”Rather, the expected value is the mean of the probability distribution, or a

measure of its central tendency. You can think of µ as the mean value of x in a very large (actually, infinite) number of

repetitions of the experiment in which the values of x occur in proportions equivalent to the probabilities of x.

The population variance σ 2 is defined as the average of the squared distance of x from the population mean µ.

The variance of a random variable x is

X X
σ 2 = E[(x − µ)2 ] = (x − µ)2 p(x) = x2 p(x) − µ2

or

σ 2 = E(x2 ) − µ2

√
The standard deviation of a discrete random variable is equal to the square root of the variance, or σ = σ2 .

Probability Rules for a Discrete Random Variable

Let x be a discrete random variable with probability distribution p(x), mean µ, and standard deviation σ. Then, depending

on the shape of p(x), the following probability statements can be made:

Chebyshev’s Rule Empirical Rule

p(µ − σ < x < µ + σ) ≥0 ≈ 0.68
p(µ − 2σ < x < µ + 2σ) ≥ 34 ≈ 0.95
p(µ − 3σ < x < µ + 3σ) ≥ 89 ≈1

Note

Chebyshev’s Rule applies to any probability distribution while Empirical Rule applies to probability distributions that

are mound shaped and symmetric.

Example 4.2

Medical research has shown that a certain type of chemotherapy is successful 70% of the time when used to treat skin

cancer. Suppose five skin cancer patients are treated with this type of chemotherapy, and let x equal the number of successful

cures out of the five. The probability distribution for the number x of successful cures out of five is given in the following

table:

x 0 1 2 3 4 5
p(x) 0.002 0.029 0.132 0.309 0.36 0.168

a. Find µ = E(x). Interpret the result.

p
b. Find σ = E[(x − µ)2 ]. Interpret the result.
CHAPTER 4. CHAPTER 4 DISCRETE RANDOM VARIABLES 5

c. Graph p(x). Locate µ and the interval µ ± 2σ Use either Chebyshev’s rule or the empirical rule to approximate the

probability that x falls into this interval. Compare your result with the actual probability.

d. Would you expect to observe fewer than two successful cures out of five?

Solution

a.

On average, the number of successful cures out of five skin cancer patients treated with chemotherapy will equal—–.

b.

Figure 4.2: a. Graph of p(x)

Figure 4.3: b. Shaded Area Between µ ± 2σ

CHAPTER 4. CHAPTER 4 DISCRETE RANDOM VARIABLES 6

Minitab: Graph → Probability Distribution Plot → View Single → ok

→ Distribution → Discrete

Values in: x

Probabilities in: p(x)

→ ok

c.

d.

4.4 The Binomial Random Variable

Many experiments result in dichotomous responses (i.e., responses for which there exist two possible alternatives, such as

Yes–No, Pass–Fail, Defective–Nondefective, or Male– Female). A simple example of such an experiment is the coin-toss

experiment. Ultimately, we are interested in the probability distribution of x, the number of heads observed. Many other

experiments are equivalent to tossing a coin (either balanced or unbalanced) a fixed number n of times and observing the

number x of times that one of the two possible outcomes occurs. Random variables that possess these characteristics are

called binomial random variables.

Characteristics of a Binomial Random Variable

1 The experiment consists of n identical trials.

2 There are only two possible outcomes on each trial. We will denote one outcome by S (for Success) and the other by

F (for Failure).

3 The probability of S remains the same from trial to trial. This probability is denoted by p, and the probability of F is

denoted by q = 1 - p.

4 The trials are independent.

5 The binomial random variable x is the number of S’s in n trials.

Example 4.3

The Heart Association claims that only 10% of U.S. adults over 30 years of age meet the minimum requirements established

by the President’s Council on Fitness, Sports, and Nutrition. Suppose four adults are randomly selected and each is given

the fitness test.

a Find the probability that none of the four adults passes the test.

b Find the probability that three of the four adults pass the test.
CHAPTER 4. CHAPTER 4 DISCRETE RANDOM VARIABLES 7

c Let x represent the number of the four adults who pass the fitness test. Explain why x is a binomial random variable.

Solution

Consider the following sample space for the experiment above; pass (S) or fail (F):
CHAPTER 4. CHAPTER 4 DISCRETE RANDOM VARIABLES 8

The Binomial Probability Distribution

n


p(x) = x pxq n−x(x = 0, 1, 2, ..., n)
Where

p = Probability of a success on a single trial

q =1−p

n = Number of trials

x = Number of successes in n trials

n − x = Number of failures in n trials

Question 1:

Find the probability distribution table for Physical Fitness Example.

Mean, Variance, and Standard Deviation for a Binomial Random Variable

√
Mean: µ = np Variance: σ 2 = npq Standard deviation: σ = npq

Question 2:

Calculate µ and σ, the mean and standard deviation, respectively, of the number of the four adults who pass the test.

Mean: µ = 4 × 0.1 = 0.4

Interpretation:

Thus, in the long run, the average number of adults (out of four) who pass the test is only .4.
√
Variance: σ 2 = 4 × 0.1 × 0.9 = 0.36 Standard deviation: σ = npq = 0.6

Example 4.4

Suppose a poll of 20 voters is taken in a large city. The purpose is to determine x, the number who favor a certain

candidate for mayor. Suppose that 60% of all the city’s voters favor the candidate.

a Find the mean and standard deviation of x.

b Use Minitab or Table I of Appendix B to find the probability that x ≤ 10, x > 12, and x = 11.

Solution
CHAPTER 4. CHAPTER 4 DISCRETE RANDOM VARIABLES 9

Using Tables and Minitab for Binomial Probabilities

Calculating binomial probabilities becomes tedious when n is large. For some values of n and p, the binomial probabilities

have been tabulated in Table I of Appendix B.

Note: The entries in the table represent cumulative binomial probabilities.

Figure 4.4: Binomial Probabilities for n = 20

Minitab: Calc → Probability Distribution → Binomial : Cumulative probability

Number of trials: 20

Event probability: 0.6

Input constant: 10

→ ok

Figure 4.5: The binomial probability distribution for x with shaded area within two standard deviations of the mean
CHAPTER 4. CHAPTER 4 DISCRETE RANDOM VARIABLES 10

√
µ = np = 20 × 0.6 = 12 and σ = npq = 2.19 then: µ ± 2σ = (7.6, 16.4) and p(7.6 ≤ x ≤ 16.4) = 0.963

Minitab: Graph → Probability Distribution Plot → View Probability → ok

Distribution: Binomial

Number of trials: 20

Event probability: 0.6

→ Shaded Area

check X Value

→ Middle

X Value 1: 7.6

X Value 2: 16.4

→ ok

The core content of the slides are from the textbook of this course;

STATISTICS (13th Edition)

by

JAMES McCLAVE and TERRY SINCICH