Chapter 2: Discrete Probability Distributions

Dr. Suresh Kumar 1 / 62

Discrete Random Variable
If a variable X takes real values x corresponding to
each outcome of a random experiment, it is called a
random variable. It is said to be discrete if it assumes
finite or countably infinite real values.
Ex. Suppose X is the number of heads in the toss of two coins,
where the sample space is
S = {HH, HT, TH, TT}. Then X is a discrete random variable
taking three values 0, 1, 2. For, X(HH) = 2, X(HT) = 1 = X(TH),
X(HH) = 0.
Dr. Suresh Kumar 2 / 62
Probability Mass Function (pmf)
Suppose a random variable X takes real values x with
probabilities P(X = x). Then f(x) = P(XX = x) is called
pmf of X provided f(x) ≥ 0 for all x and f(x) = 1.
X=x
Ex. In the random experiment of toss of 2 coins, the pmf p is
given by
X=x : 0 1 2
1 1 1
f(x) = P(X = x) : 4 2 4

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Cumulative Distribution Function
X
A function F defined by F(x) = f(x) is called cumu-
X≤x
lative distribution function of the random variable X.
Ex. In the random experiment of toss of 2 coins, the density
function F is given by
X=x : 0 1 2
1 1 1
f(x) : 4 2 4
1 3
F(x) : 4 4 1
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Ex. A fair coin is tossed again and again till head appears. If
X denotes the number of tosses in this experiment, find pmf
and cdf of X .
X =x 1 2 3 ...
1 1 2

1 3

or
f (x) = P(X = x) 2 2 2 ...
1 x


f (x) = 2 , x = 1, 2,
3, .........
1 1 x  x
X 1 − 1
F (x) = f (x) = 2 2
1 = 1 −
X ≤x
1 − 2
2
Dr. Suresh Kumar 5 / 62
Ex. A shipment of 20 similar computers to a retail outlet
contains 3 defective computers. If a school makes a random
purchase of 2 of these computers, find the probability
distribution for the number of defectives.
Sol. f (0) = C2,17/C2,20 = 68/95, f (1) = 51/190 and
f (2) = 3/190.

Dr. Suresh Kumar 6 / 62

Ex. Find the probability distribution of the number of heads
in a toss of four coins. Also, plot the pmf and probability
histogram.
Sol. The number of
points in
the
sample
space with 0, 1, 2,
4 4 4 4 4


3 and 4 heads are 0 , 1 , 2 , 3 and 4 , respectively. So
4 4



f (0) = 0
/16 = 1/16, f (1) =
1 /16 = 1/4,
f (2) = 42
/16 = 3/8, f (3) = 43 /16 = 1/4 and
f (4) = 44 /16 =
1/16.
Thus, f (x) = x4 /16, x = 0, 1, 2, 3, 4.
Dr. Suresh Kumar 7 / 62
  
4
f(x) = /16, x = 0, 1, 2, 3, 4.
x

Figure: Probability mass function plot and probability histogram

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Expectation
Let X be a discrete random variable with pmf f. Then,
the expectation of X, denoted by E(X), is defined as
X
E(X) = xf(x).
X=x

More generally, if H(X) is any function of X, then we

define X
E(H(X)) = H(x)f(x).
X=x
Dr. Suresh Kumar 9 / 62
E(X) is the mean value of X.
Suppose X takes n distinct values x1, x2, ...., xn with
Xn
frequencies f1, f2, ...., fn respectively and fi = N.
i=1
Then the mean value of X is
n n   n
X fixi X fi X
µ= = xi = f(xi)xi.
N N
i=1 i=1 i=1

where f(xi) = Nfi is the probability of occurrence of xi in

the given distribution.
Dr. Suresh Kumar 10 / 62
Ex. Let X denotes the number of heads in a toss of two fair
coins. Find E(X) and E(X2).
E(X) = 0 × 14 + 1 × 12 + 2 × 14 = 1.
E(X2) = 02 × 41 + 12 × 12 + 22 × 14 = 23 .
Note: If X is a random variable and a, b are constants, then
E(a) = a, E(aX) = aE(X) and E(aX + b) = aE(X) + b.

Dr. Suresh Kumar 11 / 62

Ex. A lot containing 7 components is sampled by a quality
inspector; the lot contains 4 good components and 3 defective
components. A sample of 3 is taken by the inspector. Find
the expected value of the number of good components in this
sample.
Sol. Let X represent the number of good components in the
sample. Then

probability distribution of X is
4 3


x 3−x
f (x) = 7

, x = 0, 1, 2, 3.
3
Dr. Suresh Kumar 12 / 62
Simple calculations yield f (0) = 1/35, f (1) = 12/35,
f (2) = 18/35, and f (3) = 4/35. Therefore,
3
X 12
µ = E (X ) = xf (x) = = 1.7.
x=0
7

Dr. Suresh Kumar 13 / 62

Ex. A salesperson for a medical device company has two
appointments on a given day. At the first appointment, he
believes that he has a 70% chance to make the deal, from
which he can earn $1000 commission if successful. On the
other hand, he thinks he only has a 40% chance to make the
deal at the second appointment, from which, if successful, he
can make $1500. What is his expected commission based on
his own probability belief? Assume that the appointment
results are independent of each other.
Dr. Suresh Kumar 14 / 62
Sol. The salesperson can have 4 possible commission totals:
$0, $1000, $1500, and $2500. The associated probabilities are
f (0) = (1 − 0.7)(1 − 0.4) = 0.18,
f (2500) = (0.7)(0.4) = 0.28,
f (1000) = (0.7)(1 − 0.4) = 0.42,
f (1500) = (1 − 0.7)(0.4) = 0.12.
Therefore, the expected commission for the salesperson is
E (X ) = (0)(0.18) + (1000)(0.42) + (1500)(0.12) +
(2500)(0.28) = $1300.
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Ex. Number of cars X that pass through a car wash between
4:00 P.M. and 5:00 P.M. on any sunny Friday has the
following probability distribution:
X =x 4 5 6 7 8 9
1 1 1 1 1 1
f (x) 12 12 4 4 6 6

Let g (X ) = 2X − 1 represent the amount of money, in

dollars, paid to the attendant by the manager. Find the
attendant’s expected earnings for this particular time period.
(Ans. $12.67)
Dr. Suresh Kumar 16 / 62
Variance
If X is a random variable with mean E(X) = µ, then its
variance, denoted by V(X) or σ 2 is defined as the expec-
tation of (X − µ)2. ∴ σ 2 = E((X − µ)2) = E(X2 + µ2 − 2µX)
= E(X2) + µ2 − 2µE(X)
= E(X2) + E(X)2 − 2E(X)E(X)
= E(X2) − E(X)2.
Ex. Let X denotes the number of heads in a toss of two fair
coins. Then E(X) = 1, E(X2) = 32 , σ 2 = 32 − 12 = 21 .
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Note: If X is a random variable and a, b are constants, then
V(a) = 0, V(aX) = a2V(X) and
V(aX + b) = a2V(X).
Standard Deviation (S.D.)
Let X be a random variable with variance σ 2. Then
the standard deviation of X, denoted by σ, is the non-
negative
p square root of V(X), that is,
σ = V(X).

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Ex. Let the random variable X represent the number of
automobiles that are used for official business purposes on any
given workday. The probability distribution for company A is
x 1 2 3
f (x) 0.3 0.4 0.3
and that for company B is
x 0 1 2 3 4
f (x) 0.2 0.1 0.3 0.3 0.1
Dr. Suresh Kumar 19 / 62
Show that the variance of the probability distribution for
company B is greater than that for company A.
Sol. µA = 2.0, σA2 = 0.6, µB = 2.0 and σB2 = 1.6.
Ex. Calculate the variance of g (X ) = 2X + 3,

x 0 1 2 3
1 1 1 1
f (x) 4 8 2 8

2
Sol. µ2X +3 = 6, σ2X +3 = 4.

Dr. Suresh Kumar 20 / 62

Ex. Find the mean and variance of a random variable X with
the pmf given by

f (x) = cx, x = 1, 2, 3, ...., n

where c is a constant and n is some fixed natural number.

2
Ans.: We find c = , µ = 2n+1
3 .
n(n + 1)
 2
n(n + 1) 2n + 1
σ2 = − .
2 3
Dr. Suresh Kumar 21 / 62
Ex. Consider a random variable X with the pmf given by

f (x) = c 2−|x|, x = ±1, ±2, ±3, ....,

2|X |
|X |−1
where c is a constant. If g (X ) = (−1) , then
2|X | − 1
show that E (g (X )) exists but E (|g (X )|) does not exist.

Dr. Suresh Kumar 22 / 62

 ∞
X
Sol. Using the condition f (x) = 1, we find c = 1/2.
x=±1
∞ ∞
X X 1
Now E (g (X )) = g (x)f (x) = (−1)|x|−1 ,
x=±1 x=±1
2(2|x| − 1)
which is an alternating and convergent series. But
∞
X 1
E (|g (X )|) = is a divergent series.
x=±1
2(2|x| − 1)

Dr. Suresh Kumar 23 / 62

Moments
Let X be a random variable and k be any positive in-
teger. Then E(Xk) defines the kth ordinary moment of
X.
Moment Generating Function (mgf)
The mgf of a random variable X, denoted by mX(t), is
defined as mX(t) = E(etX). For,
2
E(etX) = 1 + tE(X) + t2! E(X2) + ............
dk
k tX


Also, E(X ) = dtk E(e ) t=0 .
Dr. Suresh Kumar 24 / 62
Geometric Distribution
Suppose a random experiment consists of a series of
independent trials to obtain success, where each trial
results into two outcomes namely success (s) and fail-
ure (f) which have constant probabilities p and 1 − p = q,
respectively in each trial. Let X denotes the number
of trials to get the first success. Then pmf of X is given
by
g(x; p) = qx−1p, x = 1, 2, 3......
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For the geometric random variable X, prove that
pet
(i) mX(t) = 1−qe t , (q = 1 − p, t < − ln q),

(ii) E(X) = 1/p, E(X2) = (1 + q)/p2,

(iii) V(X) = q/p2.
Ex. A fair coin is tossed again and again till head appears.
If X denotes the number of tosses in this experiment, then
X
x
is a geometric random variable with the pmf g(x; 12 ) = 12 ,
x = 1, 2, 3, .........

Dr. Suresh Kumar 26 / 62

Ex. For a certain manufacturing process, it is known that, on
the average, 1 in every 100 items is defective. What is the
probability that the fifth item inspected is the first defective
item found?
Sol. Here p = 1/100 = 0.01 and x = 5. So required
probability is (0.01)(0.99)4 = 0.0096.

Dr. Suresh Kumar 27 / 62

Ex. At a “busy time,” a telephone exchange is very near
capacity, so callers have difficulty placing their calls. It may be
of interest to know the number of attempts necessary in order
to make a connection. Suppose that we let p = 0.05 be the
probability of a connection during a busy time. Find the
probability of making a successful call in the fifth attempt.
Sol. Here p = 0.05 and x = 5. So required probability is
(0.05)(0.95)4 = 0.041.

Dr. Suresh Kumar 28 / 62

Negative Binomial Distribution
If X is the number of trials to obtain the kth success. Then X
is called a negative binomial random variable with the values
X = k, k + 1, k + 2, . . . .. Its probability mass function is given
by  
x −1 k
nb(x; k, p) = p (1 − p)x−k ,
k −1
x = k, k + 1, k + 2, . . . .

Dr. Suresh Kumar 29 / 62

Ex. In an NBA (National Basketball Association)
championship series, the team that wins four games out of
seven is the winner. Suppose that teams A and B face each
other in the championship games and that team A has
probability 0.55 of winning a game over team B.
(a) What is the probability that team A will win the series in 6
games?
(b) What is the probability that team A will win the series?

Dr. Suresh Kumar 30 / 62

Sol. (a) Here x = 6, k = 4, p = 0.55.
So required probability is
P(X =
6) = nb(6; 4, 0.55)
= 6−1 4
4−1 (0.55) (1 − 0.55)
6−4
= 0.1853.

(b) The team A can win the championship series in 4th or 5th
or 6th or the 7th game.
So required probability is
P(X = 4) + P(X = 5) + P(X = 6) + P(X = 7) = 0.6083.
Dr. Suresh Kumar 31 / 62
Binomial Distribution
Suppose a random experiment consisting of a finite number
n of independent trials is performed, where each trial results
into two outcomes namely success s and failure f which have
constant probabilities p and 1 − p respectively in each trial.
If X denotes the number of successes in the n trials, then
X = 0, 1, 2, ...., n.

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The pmf of X is given by
b(x; n, p) = nCx(1 − p)n−xpx, x = 0, 1, 2, 3......, n.
The random variable X with this pmf is called binomial
random variable.
For the binomial random variable X, we have
(i) mX(t) = (q + pet)n, where q = 1 − p,
(ii) E(X) = np, (iii) V(X) = npq.
Ex. Suppose a die is tossed 5 times. What is the probability
of getting exactly 2 fours ?
Here n = 5, p = 1/6, x = 2. Ans. 0.161
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Ex. The probability that a certain kind of component will
survive a shock test is 3/4. Find the probability that exactly 2
of the next 4 components tested survive.
Sol. Here n =
4, p = 3/4, x = 2, and therefore
P[X = 2] = 42 (1 − 3/4)4−2(3/4)2 = 27/128.

Dr. Suresh Kumar 34 / 62

Ex. The probability that a patient recovers from a rare blood
disease is 0.4. If 15 people are known to have contracted this
disease, what is the probability that (a) at least 10 survive,
(b) from 3 to 8 survive, and (c) exactly 5 survive?
Sol. (a) 0.0338 (b) 0.8779 (c) 0.1859

Dr. Suresh Kumar 35 / 62

Ex. A large chain retailer purchases a certain kind of
electronic device from a manufacturer. The manufacturer
indicates that the defective rate of the device is 3%. (a) The
inspector randomly picks 20 items from a shipment. What is
the probability that there will be at least one defective item
among these 20?
Sol. (a) Denote by X the number of defective devices among
the 20. Then X follows a binomial distribution with n = 20
and p = 0.03. Hence, P(X ≥ 1) = 1 − P(X = 0) = 0.4562.
Dr. Suresh Kumar 36 / 62
(b) Suppose that the retailer receives 10 shipments in a
month and the inspector randomly tests 20 devices per
shipment. What is the probability that there will be exactly 3
shipments each containing at least one defective device
among the 20 that are selected and tested from the shipment?
Sol. (b) Each shipment can either contain at least one
defective item or not. Hence, testing of each shipment can be
viewed as a Bernoulli trial with p = 0.4562 from part (a).

Dr. Suresh Kumar 37 / 62

Assuming independence from shipment to shipment and
denoting by Y the number of shipments containing at least
one defective item, Y follows another binomial distribution
with n = 10 and p = 0.4562. Therefore,
P[Y = 3] = 0.1602.

Dr. Suresh Kumar 38 / 62

Ex. In a bombing attack, there is a 50% chance that any
bomb will strike the target. At least two direct hits are
required to destroy the target. How many minimum number
of bombs must be dropped so that the probability of hitting
the target at least twice is more than 0.99?
Sol. P(X ≥ 2) ≥ 0.99 or 1 − P(X = 0) − P(X = 1) ≥ 0.99
or 2n ≥ 100 + 100n. This inequality is satisfied if n ≥ 11. So
at least 11 bombs must be dropped.

Dr. Suresh Kumar 39 / 62

Bernoulli Distribution
The Binomial distribution with n = 1 is called Bernoulli distri-
bution. So the random experiment consists of a single trial,
which results into two outcomes namely success s and failure
f with probabilities p and 1 − p respectively. Since X denotes
the number of successes, so X = 0, 1.
The pmf of X reads as
b(x; 1, p) = (1 − p)1−xpx, x = 0, 1.
(i) mX(t) = q + pet, where q = 1 − p,
(ii) E(X) = p, (iii) V(X) = pq.
Dr. Suresh Kumar 40 / 62
Multinomial Distribution
If a given trial can result in any one of k possible outcomes
o1, o2,. . . , ok with probabilities p1, p2 , . . . , pk , then the multi-
nomial distribution gives the probability that o1 occurs x1 times,
o2 occurs x2 times, . . . , and ok occurs xk times in n independent
trials, as follows:
n! x
f (x1, x2, . . . , xk ) = p1x1 p2x2 . . . pkk ,
x1!x2! . . . xk !
x1 + x2 + · · · + xk = n, p1 + p2 + · · · + pk = 1.
Dr. Suresh Kumar 41 / 62
Ex. The probabilities that a person goes to office by car, bus
and train are 1/2, 1/4 and 1/4, respectively. Find the
probability that the person will go to office 2 days by car, 3
days by bus and 1 day by train in the 6 days.

6! 1 2 1 3 1




Sol. 2!3!1! 2 4 4 .

Dr. Suresh Kumar 42 / 62

Ex. The complexity of arrivals and departures of planes at an
airport is such that computer simulation is often used to
model the “ideal” conditions. For a certain airport with three
runways, it is known that in the ideal setting the following are
the probabilities that the individual runways are accessed by a
randomly arriving commercial jet:
Runway 1: p1 = 2/9,
Runway 2: p2 = 1/6,
Runway 3: p3 = 11/18.
Dr. Suresh Kumar 43 / 62
What is the probability that 6 randomly arriving airplanes are
distributed in the following fashion?
Runway 1: 2 airplanes,
Runway 2: 1 airplane,
Runway 3: 3
airplanes
2 2 1
6!

11
3
Sol. 2!1!3! 9 6 18 .

Dr. Suresh Kumar 44 / 62

Hypergeometric Distribution
Suppose a random experiment consists of choosing n objects
without replacement from a lot of N objects given that r objects
possess a trait of our interest in the lot of N objects. Let X de-
notes the number of objects possessing the trait in the selected
sample of size n. Then X is a discrete random variable and as-
sumes values in the range max[0, n − (N − r)] ≤ x ≤ min(n, r).

Dr. Suresh Kumar 45 / 62

 N
N -r r

n- x x

Dr. Suresh Kumar 46 / 62

The pmf of hypergeometric random variable is
r
Cx.N−r Cn−x
∴ h(x; N, r, n) = NC
.
n
Further, it can
be shown that
r
E(X) = n N
and

r N−r N−n


V(X) = n N N N−1 .

Dr. Suresh Kumar 47 / 62

Ex. Suppose we randomly select 5 cards without replacement
from a deck of 52 playing cards. What is the probability of
getting exactly 2 red cards ?
Here N = 52, r = 26, n = 5, x = 2,
and therefore
P(X = 2) = h(x; 52, 26, 5) = 0.3251.

Dr. Suresh Kumar 48 / 62

Ex. Lots of 40 components each are deemed unacceptable if
they contain 3 or more defectives. The procedure for sampling
a lot is to select 5 components at random and to reject the
lot if a defective is found. What is the probability that exactly
1 defective is found in the sample if there are 3 defectives in
the entire lot?
Sol. Here N = 40, r = 3, n = 5, x = 1, and therefore
P(X = 1) = h(1; 40, 3, 5) = 0.3011.

Dr. Suresh Kumar 49 / 62

Hypergeometric dist. can be approximated by Binomial dist.
in case n is small compared to N. A rule of thumb is
N/n ≥ 20.
Ex. 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 are
blemished?
Sol. P(X = 3) = 0.2013 from binomial dist., and
P(X = 3) = 0.2015 from hypergeometric dist.
Dr. Suresh Kumar 50 / 62
Poisson Experiment
Observing discrete occurrences of an event in a con-
tinuous region or interval is called a Poisson process
or Poisson experiment.

Ex. Observing number of buses arriving on a bus stop between

9AM and 11AM, observing the white blood cells in a sample of
blood etc. are Poisson experiments.

Dr. Suresh Kumar 51 / 62

Poisson Distribution
Let λ denote the number of occurrences of the event
of interest per unit measurement of the region or in-
terval. Then the expected number of occurrences in a
given region or interval of size s is k = λs. If X denotes
the number of occurrences of the event in the region
or interval of size s, then X is called a Poisson random
variable taking the values x = 0, 1, 2, .....

Dr. Suresh Kumar 52 / 62

The pmf of Poisson random variable is
e−kkx
p(x; k) = , x = 0, 1, 2, ....
x!
t
Also, mX(t) = ek(e −1), E(X) = k = V(X).
Ex. A healthy person is expected to have 6000 WBC per ml of
blood. A person is tested for WBC count by collecting a blood
sample of size 0.001ml. Find the probability that the collected
blood sample will carry exactly 3 WBC.
Here λ = 6000, s = 0.001, k = λs = 6 and x = 3, and so
−6 3
P(X = 3) = e 3!6 .
Dr. Suresh Kumar 53 / 62
Ex. In the last 5 years, 10 students of BITS Pilani are
placed with a package of more than one crore. Find
the probability that exactly 7 students will be placed
with a package of more than one crore in the next 3
years.

Here λ = 10/5 = 2, s = 3, k = λs = 6 and x = 7, and there-

−6 7
fore P(X = 7) = e 7!6 .

Dr. Suresh Kumar 54 / 62

Ex. During a laboratory experiment, the average number of
radioactive particles passing through a counter in 1
millisecond is 4. What is the probability that 6 particles enter
the counter in a given millisecond?
Sol. Here k = 4 and x = 6.

Dr. Suresh Kumar 55 / 62

Ex. Ten is the average number of oil tankers arriving each
day at a certain port. The facilities at the port can handle at
most 15 tankers per day. What is the probability that on a
given day tankers have to be turned away?
Sol. Here k = 10 and required probability is
X15
P(X > 15) = 1 − P(X ≤ 15) = 1 − P(X = x) =
x=0
1 − 0.9513 = 0.0487.

Dr. Suresh Kumar 56 / 62

Poisson Distribution from the Binomial Distribution
It can be proved that the Binomial distribution tends to the
Poisson distribution as n → ∞, p → 0 and np = k remains
constant. In other words, when n is large and p is small such
that np = k remains constant, then the Binomial distribution
can be approximated by the Poisson distribution.

Dr. Suresh Kumar 57 / 62

Ex. The probability of accident on a road on any given day is
0.005. (a) What is the probability that in any given period of
400 days there will be an accident on one day? (b) What is
the probability that there are at most three days with an
accident?
Sol. Let X be a binomial random variable with n = 400 and
p = 0.005. Thus, np = 2. (a) P(X = 1) = e −221 = 0.271
and
X3
(b) P(X ≤ 3) = e −22x /x! = 0.857.
x=0
Dr. Suresh Kumar 58 / 62
Ex. In a manufacturing process where glass products are
made, defects or bubbles occur, occasionally rendering the
piece undesirable for marketing. It is known that, on 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?

Dr. Suresh Kumar 59 / 62

Sol. This is essentially a binomial experiment with n = 8000
and p = 0.001. Since p is very close to 0 and n is quite large,
we shall approximate with the Poisson distribution using
k = (8000)(0.001) = 8. Hence, if X represents the number of
bubbles, the require probability is P(X < 7) = 0.3134.

Dr. Suresh Kumar 60 / 62

Uniform Distribution
A random variable X is said to follow uniform distri-
bution if it assumes finite number of values all with
same chance of occurrence or equal probabilities. For
instance, if the random variable X assumes n values
x1, x2, .... , xn with equal probabilities P(X = xi) = 1/n,
then it is uniform random variable with pmf
1
u(x; n) = , x = x1, x2, ...., xn.
n
Dr. Suresh Kumar 61 / 62
 n n
1 X txi 1X
Also, mX(t) = e , µ= xi,
n n
i=1 i=1
n n
!2
1 X 1 X
σ2 = x2i − xi .
n n
i=1 i=1
Ex. Suppose a fair die is thrown once. Let X denotes the
number appearing on the die. Then X is a discrete random
variable assuming the values 1, 2, 3, 4, 5, 6. Also, P(X = 1) =
P(X = 2) = P(X = 3) = P(X = 4) = P(X = 5) = P(X =
6) = 1/6. Thus, X is a uniform random variable.
Dr. Suresh Kumar 62 / 62