Discrete Random

Variable
MATH142
Engineering Data Analysis
 Course Outcome
Compute the probability distribution of a random variable for both discrete and continuous data.

• At the end of the lesson, the students are expected • Understand the assumptions for some common
to discrete probability distributions;
• Determine probabilities from the probability mass • Select an appropriate discrete probability distribution
functions and the reverse; to calculate probabilities in specific applications; and
• Determine probabilities from cumulative • Calculate probabilities, determine means and
distribution functions and cumulative distribution variances for some common discrete probability
functions from probability mass functions, and the distributions.
reverse;
• Calculate the means and variances for discrete
random variables;
 Random Variables
A function that assigns a real number to each Discrete
outcome in the sample space of a random
With a finite (or countably infinite) range
experiment
•number of scratches on a surface,
proportion of defective parts among 1000
Notation tested, number of transmitted bits in error
Uppercase letter such as X
Continuous
Example: The measured value is denoted by a With an interval (either finite or infinite) of real
lowercase letter such as x = 70 milliamperes numbers for its range

For multiple values, subscripts are used •Electrical current, length, pressure,
(x1, x2, x3, …) temperature, time, voltage, weight
 Random Variables
2-182/58 Decide whether a discrete or 2-183/58 Decide whether a discrete or
continuous random variable is the best model continuous random variable is the best model for
for each of the following variables: each of the following variables:
(a) The time until a projectile returns to earth.
(a) The weight of an injection-molded plastic
(b) The number of times a transistor in a part.
computer memory changes state in one (b) The number of molecules in a sample of gas.
operation.
(c) The concentration of output from a reactor.
(c) The volume of gasoline that is lost to
(d) The current in an electronic circuit.
evaporation during the filling of a gas tank.
(d) The outside diameter of a machined shaft.
(e) The number of cracks exceeding, 1.2 cm in
16 km of an interstate highway.
 Discrete Random Variable
PROBABILITY MASS FUNCTION CUMULATIVE DISTRIBUTION FUNCTION

For a discrete random variable X with possible The cumulative distribution function of a
values x1, x2, …, xn, a probability mass discrete random variable X, denoted as F(x),
function is a function such that is
𝐹 𝑥 = 𝑃 𝑋 ≤ 𝑥 = σ𝑥𝑖 ≤𝑥 𝑓 𝑥𝑖 .
(1) f(xi) ≥ 0
(2) σ𝑛𝑖=1 𝑓 𝑥𝑖 = 1 For discrete random variable X, 𝐹 𝑥 satisfies
(3) f(xi) = P(X = xi) the following properties.
(1) 𝐹 𝑥 = 𝑃 𝑋 ≤ 𝑥 = σ𝑥𝑖 ≤𝑥 𝑓 𝑥𝑖
(3-1)
(2) 0 ≤ F(x) ≤ 1
(3) If x ≤ y, then F(x) ≤ F(y)
(3-2)
 Mathematical Expectation of Random Variable
EXPECTED VALUE OF A FUNCTION OF A VARIANCE OF A RANDOM VARIABLE
DISCRETE RANDOM VARIABLE

The variance of X, denoted as σ2 or V(X), is

If X is a discrete random variable with probability
𝜎2 = 𝑉 𝑋 = 𝐸 𝑋 − 𝜇 2 = σ𝑥 𝑥 − 𝜇 2 𝑓 𝑥
mass function f(x),
= σ𝑥 𝑥 2 𝑓 𝑥 − 𝜇 2

𝐸ℎ 𝑋 = σ𝑥 ℎ 𝑥 𝑓 𝑥 .
STANDARD DEVIATIONOF A RANDOM
(3-4)
VARIABLE
The standard deviation of X is 𝜎 = √𝜎2.
MEAN OF A RANDOM VARIABLE
The mean or expected value of the discrete
random variable X, denoted as μ or E(X), is
𝜇 = 𝐸 𝑋 = σ𝑥 𝑥𝑓 𝑥 .
(3-3)
 Mathematical Expectation of Random Variable
RULES OF EXPECTATION VARIANCE OF A RANDOM VARIABLE
1. 𝐸(𝑐) = 𝑐 𝜎2 = 𝑉 𝑋 = 𝐸 𝑋 − 𝜇 2
= σ𝑥 𝑥 − 𝜇 2 𝑓 𝑥
2. 𝐸(𝑋) = 𝜇𝑥 𝜎 2 = σ𝑥 𝑥 − 𝜇 2 𝑓 𝑥
3. 𝐸 𝑎𝑋 = 𝑎𝐸 𝑋 = 𝑎𝜇𝑥
4. 𝐸 𝑋 + 𝑏 = 𝐸 𝑋 + 𝐸 𝑏 = 𝜇𝑥 + 𝑏 𝜎 2 = ෍ 𝑥 2 − 2𝜇𝑥 + 𝜇2 𝑓 𝑥
5. 𝐸 𝑎𝑋 + 𝑏 = 𝐸 𝑎𝑋 + 𝐸 𝑏 = 𝑎𝜇𝑥 + 𝑏 𝑥

𝜎 2 = 𝐸 𝑥 2 − 𝐸 2𝜇𝑥 + 𝐸 𝜇2
6. 𝑉(𝑐) = 0 𝜎 2 = 𝐸 𝑥 2 − 2𝜇𝐸 𝑥 + 𝜇2
𝜎 2 = 𝐸 𝑥 2 − 2𝜇2 + 𝜇2
7. 𝑉(𝑋) = 𝜎𝑥2
8. 𝑉 𝑎𝑋 = 𝑎2 𝑉 𝑋 = 𝑎2 𝜎𝑥2 𝜎 2 = 𝐸 𝑥 2 − 𝜇2
9. 𝑉 𝑋 + 𝑏 = 𝑉 𝑋 = 𝜎𝑥2
10. 𝑉 𝑎𝑋 + 𝑏 = 𝑉 𝑎𝑋 = 𝑎2 𝜎𝑥2
 Discrete Random Variable
3-16/69 The sample space of a random experiment
is {a, b, c, d, e, f}, and each outcome is equally
likely. A random variable is defined as follows:
outcome a b c d e f
x 0 0 1.5 1.5 2 3
Determine the probability mass function of X.
Use the probability mass function to determine the
following probabilities:
(a) P(X = 1.5) (b) P(0.5 < X < 2.7)
(c) P(X > 3) (d) P(0 ≤ X < 2)
(e) P(X = 0 or X = 2)
3-38/73 Determine the cumulative distribution
function of the random variable in Exercise 3-16.
Determine the mean and variance of the random
variable in Exercise 3-16
 Guided Learning Activity
3-17/70 Verify that the following functions are
probability mass functions, and determine the
requested probabilities.
x ─2 ─1 0 1 2
f(x) 0.2 0.4 0.1 0.2 0.1
(a) P(X ≤ 2) (b) P(X > −2)
(c) P(−1 ≤ X ≤ 1) (d) P(X ≤ −1 or X = 2)
3-39/73 Determine the cumulative distribution
function for random variable and also
determine the following probabilities:
(a) P(X ≤ 1.25) (b) P(X ≤ 2.2)
(c) P(−1.1 < X ≤ 1) (d) P(X > 0)
3-59/76 Determine the mean and variance
 8 1 𝑥
3-18/69 f(x) = , x = 1, 2, 3
7 2
Obtain the following probabilities
(a) P(X ≤ 1) (b) P(X > 1)
(c) P(2 < X < 6) (d) P(X ≤ 1 or X > 1)
3-40/73 Determine the cumulative distribution
function for the random variable in Exercise 3-
18; also determine the following probabilities:
(a) P(X < 2) (b) P(X ≤ 3)
(c) P(X > 2) (d) P(1 < X ≤ 2)
3-50/76 Determine the mean and variance of the
random variable in Exercise
 Guided Learning Activity
2𝑥 + 1
3-19/70 f(x) = 25
, x = 0, 1, 2, 3, 4
(a) P(X = 4) (b) P(X ≤ 1)
(c) P(2 ≤ X < 4) (d) P(X > −10)
3-61/77 Determine the mean and variance.
3 1 𝑥
3-20/70 f(x) = 4 4
, x = 0, 1, 2, …
(a) P(X = 2) (b) P(X ≤ 2)
(c) P(X > 2) (d) P(X ≥ 1)
3-62/77 Determine the mean and variance.
4.17/118 Let X be a random variable with the
following probability distribution:
x −3 6 9
f(x) 1/6 1/2 1/3
Find μg(X), where g(X) = (2X + 1)2.
 Guided Learning Activity
3-25/69 In a semiconductor manufacturing process,
three 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. Determine the
probability mass function of the number of wafers
from a lot that pass the test.
3-27/70 A disk drive manufacturer sells storage
devices with capacities of one terabyte, 500
gigabytes, and 100 gigabytes with probabilities 0.5,
0.3, and 0.2, respectively. The revenues associated
with the sales in that year are estimated to be $50
million, $25 million, and $10 million, respectively.
Let X denote the revenue of storage devices during
that year. Determine the probability mass function of
X.
3-50/73 Errors in an experimental transmission
channel are found when the transmission is
checked by a certifier that detects missing pulses.
The number of errors found in an eight-bit byte is a
random variable with the following distribution:
0, 𝑥 < 1
0.7, 1 ≤ 𝑥 < 4
𝐹 𝑥 = .
0.9, 4 ≤ 𝑥 < 7
1, 7 ≤ 𝑥
Determine each of the following probabilities:
(a) P(X ≤ 4) (b) P(X > 7)
(c) P(X ≤ 5) (d) P(X > 4)
(e) P(X ≤ 2)
 Guided Learning Activity
3-11/76 Messages The number of e-mail messages
received per hour has the following distribution:
x 10 11 12 13 14 15
f(x) 0.08 0.15 0.30 0.20 0.20 0.07

• Where x is the number messages.

Determine the mean and standard deviation of the
number of messages sent per hour.
3-59/76 Determine the mean and variance of the
random variable in Exercise 3-17.
x ─2 ─1 0 1 2
f(x) 0.2 0.4 0.1 0.2 0.1
4.18/118 Find the expected value of the random
variable g(X) = X2, where X has the probability
distribution of Exercise 4.2.
3 1 𝑥 3 3−𝑥
𝑓 𝑥 = , 𝑥 = 0,1,2,3.
𝑥 4 4
 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,
1
𝑓 𝑥𝑖 = 𝑛 .
(3-5)
Mean and Variance
Suppose X is a discrete uniform random variable on
the consecutive integers a, a + 1, a + 2, …, b, for
a ≤ b. Then mean of X is
𝑏+𝑎
𝜇 = 𝐸 𝑋 = 2
The variance of X is
𝑏−𝑎+1 2 −1
𝜎2 = 12
(3-6)
 Discrete Uniform Distribution
3-57/76 If the range of X is the set {0, 1, 2, 3, 4}
and P(X = x) = 0.2, determine the mean and
variance of the random variable.
3-77/79 Let the random variable X have a discrete
uniform distribution on the integers 1 ≤ x ≤ 8.
Determine the mean and variance of X.
3-81/79 Assume that the wavelengths of
photosynthetically active radiations (PAR) are
uniformly distributed at integer nanometers in the
red spectrum from 657 to 700 nm.
(a) What is the mean and variance of the
wavelength distribution for this radiation?
(b) If the wavelengths are uniformly distributed at
integer nanometers from 57 to 100 nanometers,
how does the mean and variance of the wavelength
distribution compare to the previous part? Explain.
 Binomial Distribution
• The terms success and failure are just labels. • Consider the following random experiments and random
variables:
We can just as well use A and B or 0 or 1.
Unfortunately, the usual labels can sometimes 1. Flip a coin 10 times. Let X = number of heads obtained.
be misleading. In experiment 2, because X 2. A worn machine tool produces 1% defective parts. Let
X = number of defective parts in the next 25 parts
counts defective parts, the production of a produced.
defective part is called a success. 3. Each sample of air has a 10% chance of containing a
• Bernoulli trial has only two possible outcomes particular rare molecule. Let X = the number of air
samples that contain the rare molecule in the next 19
used so frequently as a building block of a samples analyzed.
random experiment. 4. Of all bits transmitted through a digital transmission
channel, 10% are received in error. Let X = the number
BINOMIAL DISTRIBUTION of bits in error in the next five bits transmitted.
A random experiment consists of n Bernoulli 5. A multiple-choice test contains 10 questions, each with
four choices, and you guess at each question. Let X =
trials such that the number of questions answered correctly.
(1) The trials are independent. 6. In the next 20 births at a hospital, let X = the number of
female births.
(2) Each trial results in only two possible 7. Of all patients suffering a particular illness, 35%
outcomes, labeled as “success” and “failure”. experience improvement from a particular medication.
In the next 100 patients administered the medication,
(3) The probability of a success in each trial, let X = the number of patients who experience
improvement.
denoted as p, remains constant.
 Binomial Distribution
The random variable X that equals the number of
trials that result in a success is a binomial random
variable with parameters 0 < p < 1 and n = 1, 2, ... .
The probability mass function of X is

𝑛
𝑓 𝑥 = 𝑥
𝑝𝑥 1 − 𝑝 𝑛−𝑥
,
𝑥 = 0, 1, … , 𝑛.
(3-7)
Mean and Variance
If X is a binomial random variable with parameters p
and n,
𝜇 = 𝐸(𝑋) = 𝑛𝑝
and
𝜎2 = 𝑉(𝑋) = 𝑛𝑝(1 − 𝑝)
(3-8)
 Binomial Distribution
3-94/85 The random variable X has a binomial
distribution with n = 20 and p = 0.5. Determine the
following probabilities.
(a) P(X = 5) (b) P(X ≤ 2)
(c) P(X ≥ 9) (d) P(3 ≤ X < 5)

3-97/85 Sketch the probability mass function of a

binomial distribution with n = 10 and p = 0.01 and
comment on the shape of the distribution.
(a) What value of X is most likely?
(b) What value of X is least likely?

3-99/85 Determine the cumulative distribution

function of a binomial random variable with n = 3
and p = 1/4.
3-100/85 An electronic product contains 40
integrated circuits. The probability that any
integrated circuit is defective is 0.01, and the
integrated circuits are independent. The product
operates only if there are no defective circuits. What
is the probability that the product operates?

3-101/85 The phone lines to an airline reservation

system are occupied 40% of the time. Assume that
the events that the lines are occupied on
successive calls are independent. Assume that 10
calls are placed to the airline.
(a) What is the probability that for exactly three
calls the lines are occupied?
(b) What is the probability that for at least one
call the lines are not occupied?
(c) What is the expected number of calls in
which the lines are all occupied?
 Hypergeometric Distribution
The probability distribution of the hypergeometric
random variable X, the number of successes in a
random sample of size n selected from N items of
which k are labeled success and N-k labeled failure,
is
𝑘 𝑁−𝑘
𝑥 𝑛−𝑥
ℎ 𝑥; 𝑁, 𝑛, 𝑘 = 𝑁 ,
𝑛
where x,n,N, and k are all positive.
MEAN AND VARIANCE
The mean and variance of the hypergeometric
distribution ℎ 𝑥; 𝑁, 𝑛, 𝑘 are
𝑛𝑘 𝑁−𝑛 𝑛𝑘 𝑘
𝜇= and 𝜎 2 = 1−𝑁 .
𝑁 𝑁−1 𝑁

Example: 5.29: A homeowner plants 6 bulbs

selected at random from a box containing 5 tulip
bulbs and 4 daffodil bulbs. What is the probability
that he planted 2 daffodil bulbs and 4 tulip bulbs?
 Guided Learning Activity
5.30 To avoid detection at customs, a traveler
places 6 narcotic tablets in a bottle containing 9
vitamin tablets that are similar in appearance. If the
customs official selects 3 of the tablets at random
for analysis, what is the probability that the traveler
will be arrested for illegal possession of narcotics?
5.31 A random committee of size 3 is selected from
4 doctors and 2 nurses. Write a formula for the
probability distribution of the random variable X
representing the number of doctors on the
committee. Find P(2 ≤ X ≤ 3).
5.33 If 7 cards are dealt from an ordinary deck of
52 playing cards, what is the probability that
(a) exactly 2 of them will be face cards?
(b) at least 1 of them will be a queen?
 Guided Learning Activity
5.34 What is the probability that a waitress will
refuse to serve alcoholic beverages to only 2
minors if she randomly checks the IDs of 5 among
9 students, 4 of whom are minors?
5.35 A company is interested in evaluating its
current inspection procedure for shipments of 50
identical items. The procedure is to take a sample
of 5 and pass the shipment if no more than 2 are
found to be defective. What proportion of
shipments with 20% defectives will be accepted?
5.36 A manufacturing company uses an
acceptance scheme on items from a production
line before they are shipped. The plan is a two-
stage one. Boxes of 25 items are readied for
shipment, and a sample of 3 items is tested for
defectives. If any defectives are found, the entire
box is sent back for 100% screening. If no
defectives are found, the box is shipped.
 Negative Binomial Distribution
If repeated independent trials can result in a
success with probability 𝑝 and a failure with a
probability 𝑞 = 1 − 𝑝, then the probability
distribution of the random variable 𝑋, the number of
the trial on which the kth success occurs, is
𝑥 − 1 𝑘 𝑥−𝑘
𝑏 ∗ 𝑥; 𝑘, 𝑝 = 𝑝 𝑞 ,
𝑘−1
𝑥 = 𝑘, 𝑘 + 1, 𝑘 + 2 … .
5.49 The probability that a person living in a certain
city owns a dog is estimated to be 0.3. Find the
probability that the tenth person randomly
interviewed in that city is the fifth one to own a dog.
 Guided Learning Activity
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?
(c) If teams A and B were facing each
other in a regional playoff series, which is
decided by winning three out of five
games, what is the probability that team A
would win the series?
 Geometric Distribution
If repeated independent trials can result in a success with
probability 𝑝 and a failure with a probability 𝑞 = 1 − 𝑝, then
the probability distribution of the random variable 𝑋, the
number of the trial on which the first success occurs, is
𝑔 𝑥; 𝑝 = 𝑝𝑞 𝑥−1 , 𝑥 = 1,2,3 …
MEAN AND VARIANCE
The mean and variance of a random variable following the
geometric distribution are
1 1−𝑝
𝜇 = 𝑝 and 𝜎 2 = 𝑝2

5.50 Find the probability that a person flipping a coin gets

(a) the third head on the seventh flip;
(b) the first head on the fourth flip.
5.51 Three people toss a fair coin and the odd one pays
for coffee. If the coins all turn up the same, they are
tossed again. Find the probability that fewer than 4 tosses
are needed.
 Poisson Distribution
A widely-used distribution emerges as the number of trials Example 3-30 can be generalized to include a broad array of
in a binomial experiment increases to infinity while the random experiments. The interval that was partitioned was a
mean of the distribution remains constant. Consider the length of wire. However, the same reasoning can be applied
following example. to an interval of time, an area, or a volume. For example,
counts of (1) particles of contamination in semiconductor
3-30/98 Wire Flaws Flaws occur at random along the manufacturing, (2) flaws in rolls of textiles, (3) calls to a
length of a thin copper wire. Let X denote the random telephone exchange, (4) power outages, and (5) atomic
variable that counts the number of flaws in a length of T particles emitted from a specimen have been successfully
millimeters of wire and suppose that the average number modeled by the probability mass function in the following
of flaws per millimeter is λ. definition.
We expect E(X) = λT from the definition of λ. The In general, consider subintervals of small length Δt and
probability distribution of X is determined as follows. assume as Δt tends to zero,
Partition the length of wire into n subintervals of small
length Δt = T/n (say, one micrometer each). If the 1. The probability that more than one event in a subinterval
subintervals are chosen small enough, the probability that tends to zero.
more than one flaw occurs in a subinterval is negligible.
Furthermore, we can interpret the assumption that flaw 2. The probability of one event in a subinterval tends to λΔt.
occurs at random to imply that every subinterval has the 3. The event in each subinterval is independent of other
same probability of containing a flaw, say p. Also, the subintervals.
occurrence of a flaw in a subinterval is assumed to be
independent of flaws in other subintervals. A random experiment with these properties is called
Poisson process.
 Poisson Distribution
Then we can model the distribution of X as Therefore,
approximately a binomial random variable. Each 𝑒 −λ𝑇 λ𝑇 𝑥
subinterval generates an event (flaw) or not. lim 𝑃 𝑋 = 𝑥 = , 𝑥 = 0, 1, 2, …
𝑛→∞ 𝑥!
Therefore,
Because the number of subintervals tends to infinity,
E(X) = λT = np the range X (the number of flaws) can equal any
and one can solve for p to obtain nonnegative integer.
p = λT/n
From the approximate binomial distribution
𝑛 𝑥
𝑃 𝑋=𝑥 ≈ 𝑝 1 − 𝑝 𝑛−𝑥
𝑥
With small enough subintervals, n is large and p is
small. Basic properties of limits can be used to show
that as n increases
𝑛 λ𝑇 𝑥 λ𝑇 𝑥
→
𝑥 𝑛 𝑥!
λ𝑇 −𝑥
1− →1
𝑛
λ𝑇 𝑛
1− → 𝑒 −λ𝑇
𝑛
The sum of the probabilities is 1 because
−λ𝑇λ𝑇 𝑥 λ𝑇 𝑥
σ∞
𝑒
= 𝑒 −λ𝑇 σ∞ Use consistent units for λ and T.
𝑥=0 𝑥! 𝑥=0 𝑥!
For example, if λ = 2.3 flaws per millimeter, then T
and the summation on the right-hand side of the should be expressed in millimeters. If λ = 7.1
previous equation is recognized to be Taylor’s square centimeters, then an area of 4.5 square
expansion of ex evaluated at λT. Therefore, the inches should be expressed as T = 4.5(2.542) =
summation equals eλT and the right-hand side 29.03 square centimeters.
equals = 1.
The sum of the probabilities is 1 because
𝑒 −λ𝑇λ𝑇 𝑥 λ𝑇 𝑥
σ∞
𝑥=0 = 𝑒 −λ𝑇 ∞
σ𝑥=0
𝑥! 𝑥!
and the summation on the right-hand side of the
previous equation is recognized to be Taylor’s
expansion of ex evaluated at λT. Therefore, the
summation equals eλT and the right-hand side
equals = 1.
The random variable X that equals the number of events 3-165/102 When a computer disk manufacturer
in a Poisson process is a Poisson random variable with
parameter 0 < λ, and
tests a disk, it writes to the disk and then tests it using
a certifier. The certifier counts the number of missing
𝑒 −λ𝑇 λ𝑇 𝑥
𝑓 𝑥 = 𝑥!
𝑥 = 0, 1, 2, … pulses or errors. The number of errors on a test area
on a disk has a Poisson distribution with λ = 0.2.
Mean and Variance
(a) What is the expected number of errors per test
If X is a Poisson random variable over an interval of length area?
T with parameter λ, then
(b) What percentage of test areas have two or
μ = E(X) = λT and σ2 = V(X) = λT fewer errors?
(3-16)

3-169/103 The number of content changes to a Web site

follows a Poisson distribution with a mean of 0.25 per day.
(a) What is the probability of two or more changes in a
day?
(b) What is the probability of no content changes in five
days?
(c) What is the probability of two or fewer changes in five
days?
 Guided Learning Activity
3-132/102 The number of telephone calls that arrive
at a phone exchange is often modeled as Poisson
random variable. Assume that on the average there
are 10 calls per hour.
(a) What is the probability that there are exactly 5
calls in one hour?
(b) What is the probability that there are 3 or fewer
calls in one hour?
(c) What is the probability that there are exactly 15
calls in two hours?
(d) What is the probability that there are exactly 5
calls in 30 minutes?
 Summary
A random variable is a function that assigns a real Discrete uniform random variable is a discrete random
number to each outcome in the sample space of a variable with a finite range and constant probability mass
random experiment. function
A continuous random variable has an interval (either Discrete uniform distribution
finite or infinite) of real numbers for its range. 1 𝑏+𝑎 𝑏−𝑎+1 2 −1
f(xi) = ; 𝜇 = 𝐸 𝑋 = ; 𝜎2 =
A discrete random variable has a finite (or countably 𝑛 2 12
infinite) range. Bernoulli trials are sequences of independent trials with
Probability mass function provides probabilities for the only two outcomes, generally called “success” and
values in the range of a discrete random variable. “failure”, in which the probability of success remains
constant.
The cumulative distribution function of a discrete Binomial distribution
random variable X, denoted as F(x), is 𝑛 𝑥
𝐹 𝑥 = 𝑃 𝑋 ≤ 𝑥 = σ𝑥𝑖 ≤𝑥 𝑓 𝑥𝑖 𝑓 𝑥 = 𝑝 1 − 𝑝 𝑛−𝑥 , 𝑥 = 0, 1, … , 𝑛
𝑥
The mean refers to the expected value of a random 𝜇 = 𝐸(𝑋) = 𝑛𝑝; 𝜎2 = 𝑉(𝑋) = 𝑛𝑝(1 − 𝑝)
variable. For discrete case, 𝜇 = 𝐸 𝑋 = σ𝑥 𝑥𝑓 𝑥 .
Poisson distribution
The variance is a measure of variability defined as the 𝑒 −λ𝑇 λ𝑇 𝑥
expected value of the square of the random variable 𝑓 𝑥 = 𝑥 = 0, 1, 2, …
around its mean. For discrete case, 𝑥!
μ = E(X) = σ2 = V(X) = λT
𝜎 2 = 𝑉 𝑋 = 𝐸 𝑋 − 𝜇 2 = σ𝑥 𝑥 − 𝜇 2 𝑓 𝑥
𝜎 2 = ෍ 𝑥 2 𝑓 𝑥 − 𝜇2 .
𝑥
 References
• Montgomery and Runger. Applied Statistics and Probability for Engineers, 6th Ed. © 2014
• Walpole, et al. Probability and Statistics for Engineers and Scientists 9th Ed. © 2012, 2007, 2002