Scribd
Upload
9 views

Probability Distributions _ Short Notes __ MHTCET Rankers 2025

The document covers the fundamentals of probability distributions, focusing on random variables, probability mass functions, and cumulative distribution functions for both discrete and continuous random variables. It explains key concepts such as expected value, variance, and standard deviation, along with their mathematical formulations. Additionally, it highlights the application of probability in real-life scenarios like poker.

Uploaded by

paliwalram98
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
9 views

Probability Distributions _ Short Notes __ MHTCET Rankers 2025

The document covers the fundamentals of probability distributions, focusing on random variables, probability mass functions, and cumulative distribution functions for both discrete and continuous random variables. It explains key concepts such as expected value, variance, and standard deviation, along with their mathematical formulations. Additionally, it highlights the application of probability in real-life scenarios like poker.

Uploaded by

paliwalram98
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 3

1

Class- 11th MHTCET


Mathematics

–|| Probability Distributions||–


Probability in Poker
Poker odds are the great application of probability in real
life. Players use probability to estimate their chances of
getting a good hand, a bad hand, and whether they should
bet more or simply fold their hands.

Chapter Outline
❖ Types of Random Variables, Probability Mass
Function and Cumulative Distribution Function of a
Discrete r. v.
❖ Expected Value, Variance, Standard Deviation of a
Discrete Random Variable
❖ Probability Density Function (p.d.f.) and Distribution Function of a Continuous Random Variable
__________________________________________________________________________________________

RANDOM VARIABLE:

A Random Variable is a function from the


sample space S to the set of real numbers
and is denoted by X.
Symbolically, x:S→R

Discrete Random Variable Continuous Random Variable


A random variable X is said to be A random variable X is said to be continuous
discrete, if it takes either finite or if it can take any value in a given interval.
countably infinite values. takes either finite or countably infinite values.

PROBABILITY MASS FUNCTION:


If X is a discrete r.v defined on a sample space S and the range of a random variable x assumes discrete value x1,
x2, x3, …., xn, then the function pi = P(X = xi) is called the probability mass function of X if
i. pi  0, I = 1, 2, 3 …., n and
ii. ∑𝑛𝑖=1 𝑝𝑖 = 1
The p.m.f. assigns a probability [P(X = 𝑥i )] for each of the possible value 𝑥i of the variable.
2

P(X = 𝑥i ) is read as probability that the r.v. X assumes the value 𝑥i.
PROBABILITY DISTRIBUTION:
Set of ordered pairs (𝑥𝑖 , pi ), i = 1,2,3, … , n is called as probability distribution of discrete r.v.X.

CUMULATIVE DISTRIBUTION FUNCTION (C.D.F.) OF A DISCRETE 𝐫. 𝐯.:


c.d.f. of a discrete r.v. X is defined as
F(𝑥) = P[X ≤ 𝑥], 𝑥 ∈ R
F(𝑥i ) = P [X ≤ 𝑥i ] = p1 + p2 + ⋯ + pi ; i = 1,2, … , n

EXPECTED VALUE:
Let X be a discrete r.v., which assumes values 𝑥1 , 𝑥2 , … , 𝑥n with probabilities p1 , p2 , … pn respectively. Then,
expected value (mean) of X , denoted by 𝐸(𝑋) is given by
E(X) = 𝑥1 p1 + 𝑥2 p2 + ⋯ + 𝑥n pn = ∑𝑛i=1 𝑥i pi
Note:
i. E(X) is also called as mathematical expectation of X .
ii. E(X) is considered to be the centre of gravity of the probability distribution of X .
iii. E(X) can be negative.

VARIANCE AND STANDARD DEVIATION:


Let X be a discrete r.v., which assumes values 𝑥1 , 𝑥2 , … , 𝑥n with probabilities p1 , p2 , … , pn respectively.
Then, variance of 𝑋, denoted by var (X) or 𝜎 2 is given by
𝑛 𝑛
2
var(𝑋) = ∑ 𝑝𝑖 (𝑥𝑖 − 𝜇 )2 = ∑ 𝑝𝑖 𝑥𝑖2 − (∑ 𝑝𝑖 𝑥𝑖 ) = 𝐸(𝑋2 ) − [𝐸(𝑋)]2
𝑖=1 𝑖=1

Standard Deviation (𝜎) = √var(𝑋) = √𝐸(𝑋 − 𝜇)2


Note: var(X) ≥ 0, always

PROBABILITY DENSITY FUNCTION:


If X is a continuous random variable, then the function f(𝑥) is called probability density function of 𝑋, if it
satisfies
∞
i. f(𝑥) ≥ 0, ∀𝑥 ∈ R ii. ∫−∞ f(𝑥)d𝑥 = 1
Note:
∞ 𝑏
i. If X takes values in the interval (a, b), then ∫−∞ 𝑓(𝑥)𝑑𝑥 = 1 reduces to ∫𝑎 𝑓(𝑥)𝑑𝑥 = 1
𝛽
ii. 𝑃(𝛼 < 𝑋 < 𝛽) = 𝑃(𝛼 ≤ 𝑋 < 𝛽) = 𝑃(𝛼 < 𝑋 ≤ 𝛽) = 𝑃(𝛼 ≤ 𝑋 ≤ 𝛽) = ∫𝛼 𝑓(𝑥)d𝑥
3

CUMULATIVE DISTRIBUTION FUNCTION (C.D.F.) OR DISTRIBUTION FUNCTION (D.F.) OF A


CONTINUOUS R.V.:
Let X be a continuous random variable with probability density function f(𝑥). Then, cumulative distribution
𝑛 Γ
function F(𝑥) of X is defined for every real number 𝑥i by F(𝑥i ) = P[X ≤ 𝑥i ] = ∫−∞ f(𝑥)d(𝑥)
Note: P[X > 𝑥] = 1 − P[X ≤ 𝑥] = 1 − F(𝑥)

EXPECTED VALUE OF A CONTINUOUS R.V.:


Let X be a continuous random variable with p.d.f. f(𝑥), the mean or expectation of X is defined as
∞
E(X) = ∫−∞ 𝑥f(𝑥)d𝑥,
Provided the integral exits.
b
If the p.d.f. of X is defined over an interval [a, b], then E(X) = ∫a 𝑥f(𝑥)d𝑥, f(𝑥) ≠ 0

VARIANCE AND STANDARD DEVIATION OF A CONTINUOUS R.V.:


Let X be a continuous random variable with p.d.f. f(𝑥). Then, variance of X , denoted by var(X) or 𝜎 2 is given
by Var(𝑋) = 𝐸[𝑋 − 𝐸(𝑋)]2 = E(X) 2 − [E(X)]2
∞ ∞ 2
=∫ 𝑥 2 f(𝑥)d𝑥 − [∫ 𝑥f(𝑥)d𝑥]
−∞ −∞

Standard Deviation (𝜎) = S.D. (𝑋) = √Var(𝑋)

PW Web/App - https://smart.link/7wwosivoicgd4
Library- https://smart.link/sdfez8ejd80if

You might also like