Discrete Random Variables and

Probability Distributions
Presented by:
Juanito S. Chan, PIE, ASEAN Engr.
(AE 0490)
 Learning Objectives
After careful study of this chapter you should be
able to do the following:
1. Determine probabilities from probability
mass functions and the reverse
2. Determine probabilities from cumulative
distribution functions and cumulative
distribution functions from probability mass
functions, and the reverse
 Learning Objectives
3. Calculate means and variances for discrete
random variables
4. Understand the assumptions for some common
discrete probability distributions
5. Select an appropriate discrete probability
distribution to calculate probabilities in specific
applications
6. Calculate probabilities, determine means and
variances for some common discrete probability
distributions
 Discrete Random Variable
• Discrete Random Variable is a random
variable where the sample space contains a
finite number of possibilities or an unending
sequence with as many elements as there are
whole numbers.
 Example of a Discrete Random
Variable
• In a semiconductor manufacturing process,
two wafers from a lot are tested. Each wafer is
classified as pass or fail. Assume that the
probability that a wafer passes the test is 0.8
and that wafers are independent. The sample
space for the experiment and associated
probabilities are shown in the table on the
next slide. Define the discrete random variable
X and their corresponding probabilities.
 Solution
• Let X be the random variable defined as the
number of wafers that pass the test.
• The probability distribution of the number of
wafers that pass the test is:
Outcome
Wafer 1 Wafer 2 Probability X
Pass Pass 0.64 2
Fail Pass 0.16 1
Pass Fail 0.16 1
Fail Fail 0.04 0
 Discrete Probability Distributions
• The function f(x) is a probability function or a
probability distribution of the discrete random
variable X if, for each possible outcome x,
1. f ( x)  0.
2.  f ( x)  1.
x

3. P( X  x)  f ( x).
 Cumulative Discrete Probability
Distributions
• The cumulative distribution F(x) of a discrete
random variable X with probability
distribution f(x) is given by

F ( x)  P( X  x)   f (t )
tx
 EXAMPLES
1. Find the probability distribution of the sum
of the numbers when a pair of dice is tossed.
2. Find the formula for the probability
distribution of the number of heads when a
coin is tossed four times.
3. Find the cumulative distribution of the
random variable X in problem no. 2 . Using
F(x), verify that f(2) = 3/8.
 Solution to Problem 1
• Let X be a random variable whose values x are
the possible totals
• The range of x is any integer from 2 to 12.
• The total no. of sample space = 6(6) = 36
x 2 3 4 5 6 7 8 9 10 11 12
f(x) 1/36 2/36 3/36 4/36 5/36 6/36 5/36 4/36 3/36 2/36 1/36
 Solution to Problem 2
• The probability distribution f(x) is given by:

 4
 
 x
f x   4 , x  0, 1, 2, 3, 4
2
 Solution to Problem 3
• The cumulative probability distribution is
given by:
0 for x  0
1
 for 0  x  1
16
5
 for 1  x  2
16
F x   
11 for 2  x  3
16
15
 for 3  x  4
16

1 for x  4

f 2   F 2   F 1 
11 5 6 3
  
16 16 16 8
 Mean and Variance of a Discrete
Random Variable
• The mean or expected value of the discrete
random variable X, is denoted as μ or E(X), is
  E ( X )   xf ( x)
x
• The variance of X, denoted as σ2, or V(X), is
  V ( X )  E  X      x    f ( x)   x f ( x)  
2 2 2 2 2

x x

• The standard deviation of X is    2

 Examples
• Two new product designs are to be compared
on the basis of revenue potential. Marketing
feels that the revenue from design A can be
produced quite accurately to be $3 million.
The revenue potential of design B is more
difficult to assess. Marketing concludes that
there is a probability of 0.3 that the revenue
from design B will be $7 million, but there is a
0.7 probability that the revenue will be only
$2 million. Which design do you prefer?
 Solution
• Let X denote the revenue from design A. The E(X)
= $3 million
• Let Y denote the revenue from design B. the
expected value of Y in millions of dollars is
E(Y) = $7(0.3) + $2(0.7) = $3.5
Because E(Y) exceeds E(X), we might prefer B.
However, the variability of the result from design B
is larger. That is,
σ2 = (7 – 3.5)2(0.3) + (2 – 3.5)2(0.7) = 5.25
σ = 2.29
 Examples
• The number of messages sent per hour over a
computer network has the following
distribution:
x = number of messages 10 11 12 13 14 15
f(x) 0.08 0.15 0.30 0.20 0.20 0.07

• Determine the mean and standard deviation

of the number of messages sent per hour.
 Solution
• E(X) = 10(0.08) + 11(0.15) + 12(0.30) + 13(0.2)
+ 14(0.2) + 15(0.07) = 12.5
• V(X) = 102(0.08) + 112(0.15) + 122(0.30) +
132(0.2) + 142(0.2) + 152(0.07) – 12.52 = 1.85
• σ = sqrt(1.85) = 1.36
 Expected Value of a Function of a
Discrete Random Variable
• If X is a discrete random variable with
probability mass function f(x),

E h x    h x  f  x 
x
 Example
• There is a chance that a bit transmitted
through a digital transmission channel is
received in error. Let X equal the number of
bits in error in the next four bits transmitted.
The possible values of X are {0, 1, 2, 3, 4}.
Based on the model for the errors,
probabilities for these values are the
following:
X 0 1 2 3 4
f(X) 0.6561 0.2916 0.0486 0.0036 0.0001
 Example cont….
• What is the expected value of the square of
the number of bits in error? h(X) = X2
E[h(x)] = 02 x 0.6561 + 12 x 0.2916 + 22 x 0.0486
+ 32 x 0.0036 + 42 x 0.0001 = 0.52
 Discrete Uniform Distribution
• A random variable X has a discrete uniform
distribution if each of the n values in its range,
say x1, x2, ……, xn, has equal probability. Then,

f(xi) = 1/n
 Mean and Variance of Uniform
Distribution
• Suppose X is a discrete uniform random
variable on the consecutive integers a, a + 1,
a + 2, ….., b, for a ≤ b. The mean of X is
ba
  EX  
2
• The variance of X is

 2b  a  1
2
1
12
 Example
• The lengths of plate glass parts are measured
to the nearest tenth of a millimeter. The
lengths are uniformly distributed, with values
at every tenth of a millimeter starting at 590.0
and continuing through 590.9. Determine the
mean and variance of the lengths.
 Solution
• E(X) = (590.9 + 590.0)/2 = 590.45

• σ2 = [(590.9 – 590.0 + 1)2 – 1]/12 = 0.2175

mm2
 BINOMIAL DISTRIBUTION
• The following qualities characterize a
binomial statistical experiment and
distinguish it from other processes:
• The binomial experiment proceeds with n repeated
trials.
• Each trial may result in two mutually exclusive
possible outcomes: success or failure.
• The trials are independent and so probability of
success (denoted as p) remains constant from trial
to trial.
Binomial Distribution Formula

where:
n = number of trials
X = number of successes of which probability
we are computing
p = probability of success in one trial
q = probability of failure in one trial
Note: p + q = 1
 Mean and Variance of Binomial
Random Variable
• If X is a binomial random variable with
parameters p and n,

μ = E(X) = np
σ2 = V(X) = np(1 – p)
 Hypergeometric Distribution
• As in the binomial experiment, the
hypergeometric experiment consists of n
repeated trials, which result in either
success or failure. However, the trials are
not independent. Therefore the probability
of success changes systematically from
trial to trial.
 Hypergeometric Formula

where:
X = number of successes
n = number of trials or the sample size
N = population from which the sample is taken
k = total number of items in N which are assigned as
successes.
 Mean and Variance of
Hypergeometric Distribution
• If X is a hypergeometric random variable with
parameters N, k, n, then
μ = E(X) = np
 N n
  V ( X )  np1  p 
2

 N 1 
where p  K N
 Finite Population Correction Factor
• The term in the variance of a hypergeometric
random variable
N n
N 1
is called the finite population correction factor
 POISSON DISTRIBUTION
• The Poisson experiment concerns us
with the probability of X successes
not in n repeated trials but rather over
a given period of time or continuum of
space.
Poisson Distribution Formula
x 
e
p( X ;  ) 
X!
where:
λ  average number of successes in a
given time interval
e  2.71828, a constant
 Mean and Variance of Poisson
Random Variable
• If X is a Poisson random variable with
parameter λ, then

μ = E(X) = λ
2
σ = V(X) = λ
 EXAMPLES
(1) The probability that a patient recovers from
a rare blood disease is 0.4. If 15 people are
known to have contacted this disease, what
is the probability that (a) at least 10 survive,
(b) from 3 to 8 survive, (c) exactly 5 survive?
(2) A committee of size 5 is to be selected at
random from three chemists and five
physicists. find the probability distribution for
the number of chemists on the committee.
 Examples cont……
(3) Lots of 40 components each are called acceptable if
they contain no more than three defectives. The
procedure for sampling the lot is to select 5
components at random and to reject the lot if a
defective is found. What is the probability that
exactly one defective will be found in the sample if
there are three defectives in the entire lot?
(4) The average number of radioactive particles passing
through a counter during 1 millisecond in a
laboratory experiment is four. What is the probability
that six particles enter the counter in a given
millisecond?
 The Binomial Approximation of the
Hypergeometric Distribution
• When the sample size n in a hypergeometric
experiment is small relative to a large N*, the
probability of success will hardly change in
successive trials. Thus the binomial process is
approximated and the binomial distribution may
be used to approximate the hypergeometric
distribution.
• hn,k,Nbn,p with p  k/N
 EXAMPLE
• A manufacturer of automobile tires
reports that among a shipment of 5000
sent to a local distributor, 1000 are
slightly blemished. If one purchases 10
of these tires at random from the
distributor, what is the probability that
exactly 3 will be blemished?
 The Poisson Approximation of the
Binomial Distribution
• In a binomial experiment, when n is large
(n  30), and p or q is close to zero such
that np  5 or nq  5, the resulting binomial
probability distribution may be
approximated using the Poisson
distribution.
• bnppwith  np
 EXAMPLE
• In a certain manufacturing process in
which glass items are being produced,
defects or bubbles occur, occasionally
rendering the piece undesirable for
marketing. It is known that on the
average 1 in every 1000 of these items
produced has one or more bubbles.
What is the probability that a random
sample of 8000 will yield fewer than 7
items possessing bubbles?
 Geometric Distribution
• In a series of Bernoulli trials (independent
trials with constant probability p of a success),
let the random variable X denote the number
of trials until the first success. Then X is a
geometric random variable with parameter
0< p< 1 and
 Mean and Variance of Geometric
Random Variable
• If X is a geometric random variable with
parameter p,

μ = E(X) = 1/p
σ2 = V(X) = (1 – p)/p2
 EXAMPLE
• The probability that a bit transmitted through
a digital transmission channel is received in
error is 0.1. Assume the transmissions are
independent events, and let the random
variable X denote the number of bits
transmitted until the first error. What is the
probability that in five trials the first four bits
are transmitted correctly and the fifth bit is in
error?
 Solution

• Given: x = 5 trials and p = 0.1

f(5) = (1 – 0.1)5-1(0.1) = 0.066
 Negative Binomial Distribution
• In a series of Bernoulli trials (independent
trials with constant probability p of a success),
let the random variable X denote the number
of trials until r successes occur. Then X is a
negative binomial random variable with
parameter 0< p< 1 and r= 1,2,3, …. And
 Mean and Variance of Negative
Binomial Distribution
• If X is a negative binomial random variable
with parameters p and r,

μ = E(X) = r/p
σ2 = V(X) = r(1 – p)/p2
 EXAMPLE
• The probability that a bit transmitted through
a digital transmission channel is received in
error is 0.1. Assume the transmissions are
independent events, and let the random
variable X denote the number of bits
transmitted until the fourth error. What is the
probability that in 10 trials exactly three errors
occur in the first nine trials ?
 Solution
• Given x = 10 r = 4 p = 0.1

10  1
f (10)   1  0.1 0.1
10  4 4

 4 1 
9
  0.9  01  0.004464
6 4

 3
 MULTINOMIAL DISTRIBUTION
• Suppose a random experiment consist of a
series of n trials. Assume that
(1) The result of each trial is classified into one
of k classes.
(2) The probability of a trial generating a result
in class 1, class 2, …., class k is constant over
the trials and equal to p1, p2, ……, pk ,
respectively.
(3) The trials are independent.
• The random variable X1 , X2 , ……., Xk , that
denote the number of trials that result in class
1, class 2, ……, class k, respectively, have a
multinomial distribution and the joint
probability mass function is
 Mean and Variance of Multinomial
Random Variable
• If X is a multinomial random variable with
parameters pi

E(Xi) = npi
V(X) = npi(1 – pi)
 EXAMPLE
• Of the 20 bits received, what is the probability
that 14 are excellent, 3 are good, 2 are fair,
and 1 is poor? Assume that the classifications
of individual bits are independent events and
that the probabilities of E, G, F, and P are 0.6,
0.3, 0.08 and 0.02 respectively.
 Solution
• Given the following:
• X1 = 12; X2 = 6; X3 = 2; X4 = 0
• p1= 0.6; p2 = 0.3; p3 = 0.08; p4 = 0.02
P X 1  12, X 2  6, X 3  2, X 4  0 
20!
 0.6 0.3 0.08 0.02  0.038
12 6 2 0

12!6!2!0!