LESSON

3
Discreet Probability
Distributions

At the end of the lesson, the student should be able to:

1. Distinguish the different types of probability distributions;

2. Compute probabilities, means and variances for discrete random
variables;
3. Describe the properties of the normal distribution;
Probability Distributions
 Random Variable and Distributions

 Random Variables

Random variable is a numerical event whose value is determined by a chance

process. Notation: X.

There are two types of random variables.

1. Discrete random variable: a variable that takes on a finite (countable)
number of values over a given interval; expressed in whole numbers.
Examples:

 Number of persons in a household:

 Number of customers served in an hour:
 Number of RVs rented by a firm in a given period of time:

In each of these cases: X → 1, 2, 3 . . . n

2. Continuous random variable: a variable that takes on an infinite

(uncountable) number of values over a given interval; expressed in
fractional numbers.
Examples:
 Net weight of corn flakes in a box of Corn Flakes:
 Time required to prepare a given pizza at location A and to deliver
it to location B:
 Length of time to failure of a piece of machinery:
 Dosage of medication to treat a given illness:

In each of these cases: X → Infinite number of possible values

In sum:
Discrete variables are counted quantities expressed in whole
numbers.
Continuous variables are measured quantities having to do with
length, weight, volume, velocity, etc.

Probability Distributions
Corresponding to the two types of random variables there are two types of
probability distributions:

1. Discrete probability distribution; and

2. Continuous probability distribution
 DISCRETE PROBABILITY DISTRIBUTION

Discrete Probability Distribution

A discrete distribution describes the probability of occurrence of each value of a discrete

random variable. A discrete random variable is a random variable that has countable values,
such as a list of non-negative integers.

With a discrete probability distribution, each possible value of the discrete random variable can
be associated with a non-zero probability. Thus, a discrete probability distribution is often
presented in tabular form.

3.1 Random Variables and Their Probability Distributions

Random Variables

In probability and statistics, a random variable is a variable whose value is subject to variations
due to chance (i.e. randomness, in a mathematical sense). As opposed to other mathematical
variables, a random variable conceptually does not have a single, fixed value (even if unknown);
rather, it can take on a set of possible different values, each with an associated probability.

A random variable’s possible values might represent the possible outcomes of a yet-to-be-
performed experiment, or the possible outcomes of a past experiment whose already-existing
value is uncertain (for example, as a result of incomplete information or imprecise
measurements). They may also conceptually represent either the results of an “objectively”
random process (such as rolling a die), or the “subjective” randomness that results from
incomplete knowledge of a quantity.

Random variables can be classified as either discrete (that is, taking any of a specified list of
exact values) or as continuous (taking any numerical value in an interval or collection of
intervals). The mathematical function describing the possible values of a random variable and
their associated probabilities is known as a probability distribution.

Discrete Random Variables

Discrete random variables can take on either a finite or at most a countably infinite set of
discrete values (for example, the integers). Their probability distribution is given by a probability
mass function which directly maps each value of the random variable to a probability. For
example, the value of x1 takes on the probability p1, the value of x2 takes on the probability p2,
and so on. The probabilities pi must satisfy two requirements: every probability pi is a number
between 0 and 1, and the sum of all the probabilities is 1: (p1+p2+⋯+pk=1).
Discrete Probability Distribution: This shows the probability mass function of a discrete probability distribution. The
probabilities of the singletons {1}, {3}, and {7} are respectively 0.2, 0.5, 0.3. A set not containing any of these points
has probability zero.

Examples of discrete random variables include the values obtained from rolling a die and the
grades received on a test out of 100.

Probability Distributions for Discrete Random Variables

Probability distributions for discrete random variables can be displayed as a formula, in a table,
or in a graph.

A discrete random variable x has a countable number of possible values. The probability
distribution of a discrete random variable x lists the values and their probabilities, where
value x1 has probability p1, value x2 has probability x2, and so on. Every probability pi is a
number between 0 and 1, and the sum of all the probabilities is equal to 1.

Examples of discrete random variables include:

 The number of eggs that a hen lays in a given day (it can’t be 2.3)
 The number of people going to a given soccer match
 The number of students that come to class on a given day
 The number of people in line at McDonald’s on a given day and time

A discrete probability distribution can be described by a table, by a formula, or by a graph. For

example, suppose that xx is a random variable that represents the number of people waiting at
the line at a fast-food restaurant and it happens to only take the values 2, 3, or 5 with
probabilities 2/10, 3/10, and 5/10 respectively. This can be expressed through the
function f(x)=x/10, x=2,3,5 or through the table below. Of the conditional probabilities of the
event BB given that A1 is the case or that A2 is the case, respectively. Notice that these two
representations are equivalent, and that this can be represented graphically as in the probability
histogram below.
 Probability Histogram: This histogram displays the probabilities of each of the three discrete random
variables

The formula, table, and probability histogram satisfy the following necessary conditions of
discrete probability distributions:

1. 0≤f(x)≤1, i.e., the values of f(x) are probabilities, hence between 0 and 1.
2. ∑f(x)=1, i.e., adding the probabilities of all disjoint cases, we obtain the probability of the
sample space, 1.

Sometimes, the discrete probability distribution is referred to as the probability mass function
(pmf). The probability mass function has the same purpose as the probability histogram, and
displays specific probabilities for each discrete random variable. The only difference is how it
looks graphically.

Probability Mass Function: This shows the graph of a probability mass function. All the values
of this function must be non-negative and sum up to 1.

x f(x)

2 0.2

3 0.3

5 0.5

Discrete Probability Distribution: This table shows the valuesof the discrete random variable
can take on and their corresponding probabilities.
3.2 Cumulative Distribution Functions

You might recall that the cumulative distribution function is defined for discrete random variables
as:
❑
F ( x )=P ( X ≤ x )=∑ f (t)
t≤x

Again, F(x) accumulates all of the probability less than or equal to x. The cumulative distribution
function for continuous random variables is just a straightforward extension of that of the
discrete case. All we need to do is replace the summation with an integral.

The cumulative distribution function ("c.d.f.") of a continuous random variable X is defined

as:

x
F ( x )= ∫ f ( t ) dt
−∞

For -∞<x<∞

3.3 Expected Values of Random Variables

The expected value of a random variable is the weighted average of all possible values that this
random variable can take on.

Discrete Random Variable

A discrete random variable X has a countable number of possible values. The probability
distribution of a discrete random variable X lists the values and their probabilities, such
that xi has a probability of pi. The probabilities pi must satisfy two requirements:

1. Every probability pi is a number between 0 and 1.

2. The sum of the probabilities is 1: p1+p2+⋯+pi = 1.

Expected Value Definition

In probability theory, the expected value (or expectation, mathematical expectation, EV, mean,
or first moment) of a random variable is the weighted average of all possible values that this
random variable can take on. The weights used in computing this average are probabilities in
the case of a discrete random variable.

The expected value may be intuitively understood by the law of large numbers: the expected
value, when it exists, is almost surely the limit of the sample mean as sample size grows to
infinity. More informally, it can be interpreted as the long-run average of the results of many
independent repetitions of an experiment (e.g. a dice roll). The value may not be expected in the
ordinary sense—the “expected value” itself may be unlikely or even impossible (such as having
2.5 children), as is also the case with the sample mean.

How To Calculate Expected Value

Suppose random variable X can take value x1 with probability p1, value x2 with probability p2,
and so on, up to value xi with probability pi. Then the expectation value of a random
variable XX is defined as E[X]=x1 p1+ x2 p2+⋯+xi pi, which can also be written as: E[X]=∑xi p1.

If all outcomes xi are equally likely (that is, p 1= p2 =⋯=pi), then the weighted average turns into
the simple average. This is intuitive: the expected value of a random variable is the average of
all values it can take; thus, the expected value is what one expects to happen on average. If the
outcomes xi are not equally probable, then the simple average must be replaced with the
weighted average, which takes into account the fact that some outcomes are more likely than
the others. The intuition, however, remains the same: the expected value of X is what one
expects to happen on average.

For example, let X represent the outcome of a roll of a six-sided die. The possible values
for X are 1, 2, 3, 4, 5, and 6, all equally likely (each having the probability of 1/6). The
expectation of X is:

E[X]=(1x1/6) + (2x2/6) + (3x3/6) + (4x4/6) + (5x5/6) + (6x6/6) = 3.5.

In this case, since all outcomes are equally likely, we could have simply averaged the numbers
together:

(1 + 2 + 3 + 4 + 5 + 6)/6 = 3.5.

Average Dice Value Against Number of Rolls: An illustration of the convergence of sequence averages
of rolls of a die to the expected value of 3.5 as the number of rolls (trials) grows.
3.4 The Binomial Distribution

Binomial Experiment

A binomial experiment is a statistical experiment that has the following properties:

 The experiment consists of n repeated trials.

 Each trial can result in just two possible outcomes. We call one of these outcomes a
success and the other, a failure.
 The probability of success, denoted by P, is the same on every trial.
 The trials are independent; that is, the outcome on one trial does not affect the outcome
on other trials.

Consider the following statistical experiment. You flip a coin 2 times and count the number of
times the coin lands on heads. This is a binomial experiment because:

 The experiment consists of repeated trials. We flip a coin 2 times.

 Each trial can result in just two possible outcomes - heads or tails.
 The probability of success is constant - 0.5 on every trial.
 The trials are independent; that is, getting heads on one trial does not affect whether we
get heads on other trials.

The following notation is helpful, when we talk about binomial probability.

 x: The number of successes that result from the binomial experiment.

 n: The number of trials in the binomial experiment.
 P: The probability of success on an individual trial.
 Q: The probability of failure on an individual trial. (This is equal to 1 - P.)
 n!: The factorial of n (also known as n factorial).
 b (x; n, P): Binomial probability - the probability that an n-trial binomial experiment results
in exactly x successes, when the probability of success on an individual trial is P.
 nCr: The number of combinations of n things, taken r at a time.

Binomial Distribution

A binomial random variable is the number of successes x in n repeated trials of a binomial

experiment. The probability distribution of a binomial random variable is called a binomial
distribution.

Suppose we flip a coin two times and count the number of heads (successes). The binomial
random variable is the number of heads, which can take on values of 0, 1, or 2. The binomial
distribution is presented below.
 Number of
Probability
Heads

0 0.25

1 0.50

2 0.25

The binomial distribution has the following properties:

 The mean of the distribution (μx) is equal to n * P.

 The variance (σ2x) is n * P * ( 1 - P ).
 The standard deviation (σx) is sqrt[ n * P * ( 1 - P ) ].

Binomial Formula and Binomial Probability

The binomial probability refers to the probability that a binomial experiment results
in exactly x successes. For example, in the above table, we see that the binomial probability of
getting exactly one head in two-coin flips is 0.50.

Given x, n, and P, we can compute the binomial probability based on the binomial formula.

Binomial Formula. Suppose a binomial experiment consists of n trials and results

in x successes. If the probability of success on an individual trial is P, then the binomial
probability is:

b (x; n, P) = nCx * Px * (1 - P) n - x
or
b (x; n, P) = {n! / [ x! (n - x)!]} * Px * (1 - P) n - x

Example 1

Suppose a die is tossed 5 times. What is the probability of getting exactly 2 fours?

Solution: This is a binomial experiment in which the number of trials is equal to 5, the number of
successes is equal to 2, and the probability of success on a single trial is 1/6 or about 0.167.
Therefore, the binomial probability is:

b (2; 5, 0.167) = 5C2 * (0.167)2 * (0.833)3

b (2; 5, 0.167) = 0.161
Cumulative Binomial Probability

A cumulative binomial probability refers to the probability that the binomial random variable
falls within a specified range (e.g., is greater than or equal to a stated lower limit and less than
or equal to a stated upper limit).

For example, we might be interested in the cumulative binomial probability of obtaining 45 or

fewer heads in 100 tosses of a coin. This would be the sum of all these individual binomial
probabilities.

b (x < 45; 100, 0.5) =

b (x = 0; 100, 0.5) + b (x = 1; 100, 0.5) + ... + b (x = 44; 100, 0.5) + b (x = 45; 100, 0.5)

Example 2

What is the probability of obtaining 45 or fewer heads in 100 tosses of a coin?

Solution: To solve this problem, we compute 46 individual probabilities, using the binomial
formula. The sum of all these probabilities is the answer we seek. Thus,

b (x < 45; 100, 0.5) = b (x = 0; 100, 0.5) + b (x = 1; 100, 0.5) + . . . + b (x = 45; 100, 0.5)
b (x < 45; 100, 0.5) = 0.184

Example 3

The probability that a student is accepted to a prestigious college is 0.3. If 5 students from the
same school apply, what is the probability that at most 2 are accepted?

Solution: To solve this problem, we compute 3 individual probabilities, using the binomial
formula. The sum of all these probabilities is the answer we seek. Thus,

b(x < 2; 5, 0.3) = b(x = 0; 5, 0.3) + b(x = 1; 5, 0.3) + b(x = 2; 5, 0.3)

b(x < 2; 5, 0.3) = 0.1681 + 0.3601 + 0.3087
b(x < 2; 5, 0.3) = 0.8369

3.5 The Poisson Distribution

A Poisson distribution is the probability distribution that results from a Poisson experiment.

Attributes of a Poisson Experiment

A Poisson experiment is a statistical experiment that has the following properties:

  The experiment results in outcomes that can be classified as successes or failures.
 The average number of successes (μ) that occurs in a specified region is known.
 The probability that a success will occur is proportional to the size of the region.
 The probability that a success will occur in an extremely small region is virtually zero.

Note that the specified region could take many forms. For instance, it could be a length, an
area, a volume, a period of time, etc.

Notation

The following notation is helpful, when we talk about the Poisson distribution.

 e: A constant equal to approximately 2.71828. (Actually, e is the base of the natural

logarithm system.)
 μ: The mean number of successes that occur in a specified region.
 x: The actual number of successes that occur in a specified region.
 P (x; μ): The Poisson probability that exactly x successes occur in a Poisson
experiment, when the mean number of successes is μ.

Poisson Distribution

A Poisson random variable is the number of successes that result from a Poisson experiment.
The probability distribution of a Poisson random variable is called a Poisson distribution.

Given the mean number of successes (μ) that occur in a specified region, we can compute the
Poisson probability based on the following Poisson formula.

Poisson Formula. Suppose we conduct a Poisson experiment, in which the average number of
successes within a given region is μ. Then, the Poisson probability is:

P (x; μ) = (e-μ) (μx) / x!

where x is the actual number of successes that result from the experiment, and e is
approximately equal to 2.71828.

The Poisson distribution has the following properties:

 The mean of the distribution is equal to μ.

 The variance is also equal to μ .

Poisson Distribution Example

The average number of homes sold by the Acme Realty company is 2 homes per day. What is
the probability that exactly 3 homes will be sold tomorrow?
Solution: This is a Poisson experiment in which we know the following:

 μ = 2; since 2 homes are sold per day, on average.

 x = 3; since we want to find the likelihood that 3 homes will be sold tomorrow.
 e = 2.71828; since e is a constant equal to approximately 2.71828.

We plug these values into the Poisson formula as follows:

P (x; μ) = (e-μ) (μx) / x!

P (3; 2) = (2.71828-2) (23) / 3!

P (3; 2) = (0.13534) (8) / 6

P (3; 2) = 0.180

Thus, the probability of selling 3 homes tomorrow is 0.180.

Cumulative Poisson Probability

A cumulative Poisson probability refers to the probability that the Poisson random variable is
greater than some specified lower limit and less than some specified upper limit.

Cumulative Poisson Example

Suppose the average number of lions seen on a 1-day safari is 5. What is the probability that
tourists will see fewer than four lions on the next 1-day safari?

Solution: This is a Poisson experiment in which we know the following:

 μ = 5; since 5 lions are seen per safari, on average.

 x = 0, 1, 2, or 3; since we want to find the likelihood that tourists will see fewer than 4
lions; that is, we want the probability that they will see 0, 1, 2, or 3 lions.
 e = 2.71828; since e is a constant equal to approximately 2.71828.

To solve this problem, we need to find the probability that tourists will see 0, 1, 2, or 3 lions.
Thus, we need to calculate the sum of four probabilities: P (0; 5) + P (1; 5) + P (2; 5) + P (3; 5).
To compute this sum, we use the Poisson formula:

P (x < 3, 5) = P (0; 5) + P (1; 5) + P (2; 5) + P (3; 5)

P (x < 3, 5) = [ (e-5) (50) / 0!] + [ (e-5) (51) / 1!] + [ (e-5) (52) / 2!] + [ (e-5) (53) / 3!]

P (x < 3, 5) = [ (0.006738) (1) / 1] + [ (0.006738) (5) / 1] + [ (0.006738) (25) / 2] + [ (0.006738)

(125) / 6]
 P (x < 3, 5) = [ 0.0067] + [ 0.03369] + [ 0.084224] + [ 0.140375]

P (x < 3, 5) = 0.2650

Thus, the probability of seeing at no more than 3 lions is 0.2650.