Probability and Statistics (MATH F113)

Pradeep Boggarapu

Department of Mathematics
BITS PILANI K K Birla Goa Campus, Goa

January 22, 2025

Pradeep Boggarapu (Dept. of Maths) Probability and Statistics January 22, 2025 1 / 22
 Standard Examples for Discrete Random Variables

Pradeep Boggarapu (Dept. of Maths) Probability and Statistics January 22, 2025 2 / 22
Outline

-
1 Uniform discrete random variable.
-
2 Bernoulli and Binomial random variables.
3 Geometric random variable.-
-
4 Poisson random variable.
-
5 Hypergeometric random variable.

Pradeep Boggarapu (Dept. of Maths) Probability and Statistics January 22, 2025 3 / 22
Uniform discrete distribution
-

Definition 0.1 (Uniform discrete random variable).

Let A = {x1 , x2 , . . . , xn } be any finite set of real numbers.
We say that a discrete random variable X is uniformly
distributed over A, if
1
P(X = xj ) =
n
for all j = 1, 2, . . . , n.

Pradeep Boggarapu (Dept. of Maths) Probability and Statistics January 22, 2025 4 / 22
Uniform discrete distribution

Theorem 0.2.
Let X is uniformly distributed over the discrete set
A = {x1 , x2 , . . . , xn }, then
n
1!
E (X ) = xj .
n
j=1

1 " ! #2
!n n
1
V (X ) = xj2 → 2 xj .
n n
j=1 j=1
n
1 ! xj t
Mgf of X is given by MX (t) = e for all t ↑ R.
n
j=1

Pradeep Boggarapu (Dept. of Maths) Probability and Statistics January 22, 2025 5 / 22
 distributed over A =
ExR2 -... Mn)
Roof
:
X is uniformly
incess j2--in

&Ye
then
,

PM =

0 W
. .

E =
Em ==
V(X = E(Xi) Expr
know Itat
-

We

E( =-a)
= xpj) =
j =1

-X(X) =-
emp,
-

Myt of X , My Elety =
=

=
 distributed over E112 , --- , my
.
E If x is
uniformly function (mgf)
X(X) and moment generating
Then find ECX) ,

of .
X

Sol? Here pla [in

E(X)
= Tub =
: E
=

= (4 =
[m ==
j = 1

E-E
: VC =
E
 My(t)
+Y)
E(e
=
+
ze p() =
zestp(j)
Myf
=
all 2
=

=
Bernoulli random variable

Bernoulli and Binomial random variables

Pradeep Boggarapu (Dept. of Maths) Probability and Statistics January 22, 2025 6 / 22
Bernoulli random variable
Definition 0.3 (Bernoulli trial).
A random experiment or a trial whose outcome can be
classified as either success or a failure is called Bernoulli
trial.
In Bernoulli trial, define a random variable X by
X = 1, when the outcome is a success and X = 0
when it is a failure, then X is called Bernoulli random
variable.
If p is the probability that the trial is success, then the
probability mass function is given by
P(X 0)
=
= f (x) = p x (1 → p)1→x for x = 0, 1.
Pradeep Boggarapu (Dept. of Maths) Probability and Statistics January 22, 2025 7 / 22
Binomial random variable

Consider n Bernoulli trials which are indipendent and

identical in the sense that the outcome of one trial has
no e!ect on the outcome of any other and the
probability of success, p, 0 ↑ p ↑ 1 (let’s say) remains
the same from trial to trial.
If X denotes the number of success that occur in the
n trials, X is said to be binomial random variable with
parameters (n, p).
-

Pradeep Boggarapu (Dept. of Maths) Probability and Statistics January 22, 2025 8 / 22
Binomial random variable

The pmf of a binomial random variable having

parameters (n, p) is given by
!" #
n x n→x
x p q , x = 0, 1, · · · , n
b(x; n, p) =
0, otherwise

If X is a binomial randaom variable with parameters

(n, p) then we write it as X ↓ Bin(n, p). (We say that
X follows binomial distribution with parameters (n, p)
).

Pradeep Boggarapu (Dept. of Maths) Probability and Statistics January 22, 2025 9 / 22
Examples

Example 1. Five fair coins are flipped. If the outcomes are

assumed independent, find the probability mass function
of the number of heads obtained. And also find the
probability that atleast two heads are obtained.

I
* denote the of heads in 5 flips heads)
no
Platleast two

Then X-Bin (5) => P(X32)

Piz = P(X =) = 5c(/) ( =0

--
f
,
=
1 - P(X(2) = 1 - P(X 0)
= -
P(X= 1

52(/75 51425

E
5 (%25) for C= 12 5
.. = 1 -
-

-
=

.
W
=
I
O 0 .

2432
13/
= =

Pradeep Boggarapu (Dept. of Maths) Probability and Statistics January 22, 2025 10 / 22
Examples

Example 2. It is known that disks produced by a certain

company will be defective with probability 0.01
independently of each other. The company sells the disks
in packages of 10 and o!ers a money-back guarantee that
at most 1 of the 10 disks is defective. (i) What proportion
of packages is returned? (ii) If someone buys three
packages, what is the probability that exactly one of them
will be returned?
disks.
package of
n.
10
disks in a

denote the no · of defective

Xu Bin (10 , 0 01) .

P(X(1) 1 P(X)
(i) P(package isReturned)
-
=
=

1
= -
P(X o)
= -

P(x 1)
=

Pradeep Boggarapu (Dept. of Maths) Probability and Statistics January 22, 2025 11 / 22
 9
110 017'
10 99 )
99p
% .

100 01 10
.
-

1
. .
-
=

= 0 0043
.

of tree returned
(i) Plexactly one

310 0043) (1-0

004372
34p(-P
.
.

= =

= 0 . 0129
Mean, Variance and Mgf of Binomial RV

Theorem 0.4.
If X is a binomial random variable with parameters (n, p),
then
1 E (X ) = np
2 Var (X ) = np(1 → p)
3 The mgf of X is given by mX (t) = (pe t + 1 → p)n .

Proof. Note that the pmf or pdf of X is given by

! "
n x
b(x; n, p) = p (1 → p)n→x , for x = 0, 1, 2, . . . n.
x

Pradeep Boggarapu (Dept. of Maths) Probability and Statistics January 22, 2025 12 / 22
Mean, Variance and Mgf of Binomial RV
#n ! "
n x
E (X ) = x p (1 → p)n→x
x=0
x
n
# n!
= x p x (1 → p)n→x
x=0
x!(n → x)!
n
# (n → 1)!
= np p x→1 (1 → p)n→x
x=1
(x → 1)!(n → x)!
n→1
# (n → 1)!
= np p j (1 → p)n→1→j
j!(n → 1 → j)!
j=0
= np(p + 1 → p)n→1 = np

Pradeep Boggarapu (Dept. of Maths) Probability and Statistics January 22, 2025 13 / 22
Mean, Variance and Mgf of Binomial RV
V (X ) = E (X 2 ) → (E (X ))2 . We need to calculate E (X 2 ). So,
E (X 2 ) = E [X (X → 1) + X ]. This implies that E [X (X → 1)] + E [X ]. We
already calculated E [X ]. So, we need to calculate only E [X (X → 1)]
#n ! "
n x n→x
E [X (X → 1)] = x(x → 1) p q
x
x=0
n
# x(x → 1)n(n → 1)(n → 2)! 2 x→2 n→x
= p p q
x(x → 1)(x → 2)!(n → x)!
x=2
n
# (n → 2)!
= n(n → 1)p 2 p x→2 q n→2→x+2
(x → 2)!(n → 2 → x + 2)!
x=2
n→2 !
# "
2 n → 2 j n→2→j
= n(n → 1)p pq [ put x → 2 = j]
j
j=0

= n(n → 1)p (p + q)n→2

2

= n(n → 1)p 2
Pradeep Boggarapu (Dept. of Maths) Probability and Statistics January 22, 2025 14 / 22
Mean, Variance and Mgf of Binomial RV

E [X 2 ] = E [X (X → 1)] + E [X ]
= n(n → 1)p 2 + np

V (X ) = n(n → 1)p 2 + np → (np)2 = npq

Moment generating function is given by
# n ! "
n x
mX (t) =E [e tX ] = e tx p (1 → p)n→x
x=0
x
# n ! "
n $
= (pe t )x (1 → p)n→x = pe t + 1 → p)n .
x=0
x

Pradeep Boggarapu (Dept. of Maths) Probability and Statistics January 22, 2025 15 / 22
Cumulative Distribution Function of Binomial RV

Remark 0.5.
The cdf of binomial random variable X with parameters
(n, p) is given by


 0, if x <0



# [x] ! "
n j
B(x; n, p) = p (1 → p)n→j , if 0↑x <n

 j

 j=0

1, if x ↓ n.

Pradeep Boggarapu (Dept. of Maths) Probability and Statistics January 22, 2025 16 / 22
Additive Property of Binomial Distribution

Additive Property of Binomial Distribution:

Let X ↔ B(n1 , p1 ) and Y ↔ B(n2 , p2 ) be independent
random variables. Does X + Y follow binomial?
Answer is no.

Pradeep Boggarapu (Dept. of Maths) Probability and Statistics January 22, 2025 17 / 22
Additive Property of Binomial Distribution
If Xi , (i = 1, 2, · · · , k) are independent random
variables with parameters (n)i , p), (i =*1, 2, · · · , k),
# k #k
then their sum Xi ↔ B ni , p
i=1 i=1

Pradeep Boggarapu (Dept. of Maths) Probability and Statistics January 22, 2025 18 / 22
Additive Property of Binomial Distribution

Example 3. If the independent random variables X and Y

are binomially distributed, respectively with n = 3, p = 13 ,
and n = 5, p = 13 , write down the probability that
X + Y ↓ 1.

Pradeep Boggarapu (Dept. of Maths) Probability and Statistics January 22, 2025 19 / 22
Examples
Example 4. The mean and variance of binomial
distribution are 4 and 43 respectively. Find P(X ↓ 1).

Pradeep Boggarapu (Dept. of Maths) Probability and Statistics January 22, 2025 20 / 22
Examples

Example 5. A printing machine has a constant probability

of 0.05 of breaking down on any given day. If the machine
has no breakdowns during the week, a profit of $S is
realized. If 1 or 2 breakdowns occur, a profit of $R is
realized (R < S). If 3 or more breakdowns occur, a profit
of $ → L is realized. We assume that R, S, L are non zero
positive, we also suppose that if the machine breaks down
on any given day, it stays shut down for the remainder of
that day. Find the total expected profit realized per
five-day week.

Pradeep Boggarapu (Dept. of Maths) Probability and Statistics January 22, 2025 21 / 22
 Thank you for your attention

Pradeep Boggarapu (Dept. of Maths) Probability and Statistics January 22, 2025 22 / 22