Lesson 6: Probability Distribution Discrete random variable with an infinite sequence of

values:
Probability Distribution
Let x = number of customers arriving in one day where x
A probability distribution describes how the values of a
can take on the values 0, 1, 2, . . . We can count the
random variable are distributed. It provides a function
customers arriving, but there is no finite upper limit on
that shows the possible values for a variable and how
the number that might arrive
often they occur.
CONTINUOUS RANDOM VARIABLE
There are two main types of probability distributions:
A variables that represent measured data, such as all
1. Discrete Probability Distribution
possible heights, weights, temperatures, distances or
2. Continuous Probability Distribution
life period.
Random Variable
A random variable that may take on any value in an
A random variable is a variable whose possible values interval or collection of interval
are numerical outcomes of a random phenomenon.
If the sample space contains an infinite number of
Random variables are fundamental in probability theory
possibilities equal to the number of points on a line
and statistics because they allow us to quantify and
number, it is called a continuous sample space.
analyze random events
The outcome of some statistical experiment may be
We shall use a capital letter, say X, to denote a random
neither finite nor countable.
variable and its corresponding small letter, x, for one of
its values DISCRETE PROBABILITY DISTRIBUTION

Two main types of random variables: A table or a formula listing all possible values that a
discrete random variable can take on, along with the
1. Discrete Random Variable: Takes on a countable
associated probabilities, is called a discrete probability
number of distinct values.
distribution.
For example, the number of heads in 10 coin flips.
The probability function, denoted by f(x), provides the
2. Continuous Random Variable: Takes on an probability that the random variable X takes on a
infinite number of possible values within a given specific value.
range.
P(X = x) = f(x)
For example, the exact height of students in a class
A discrete probability distribution must satisfy these two
DISCRETE RANDOM VARIABLE conditions:

F(x) ≥ 0 or P(x) ≥ 0
∑ ❑f(x) = 1.0 or ∑ ❑P(x) = 1.0
1. If a sample space contains a finite number of
possibilities or an unending sequence with as many
elements s there are whole numbers, it is called a
discrete sample space. Expected Value and Variance

2. A random variable defined over a discrete sample The expected value, or mean, of a random variable is a
space is called a discrete random variable. measure of its central location.

Discrete random variable with a finite number of values: Expected value of a discrete random variable:

Let x = number of TV sets sold in one day where x can E(x) = 𝝁 = ∑ x f(x)
take on 5 values (0, 1, 2, 3, 4)
The variance summarizes the variability in the values of
a random variable.

Variance of a discrete random variable:

Var(x) = σ 2 = ∑ ( x−μ )2 𝒇(𝒙)

The standard deviation, 𝝈, is defined as the positive

Type of Discrete Probability Distributions

• The Poisson Probability Distribution
• Discrete Uniform Distribution
The probability distribution of a Poisson random
variable X, representing the number of outcomes
occurring in a given time interval or specific region, is

Properties of a Poisson Experiment

• The Binomial Probability Distribution • The e number of successes that occur in any interval is
independent of the number of successes that occur in
any other interval.
• The probability of a success in an interval is the same
for all equal-size interval.
• The probability of a success in an interval is
proportional to the size of the interval.
• The probability of more than one success in an
If a binomial trial can result in a success with probability interval approaches zero (0) as the interval becomes
p and a failure q = 1– p, then the probability distribution smaller.
of a random variable X, the number of successes in n
Examples:
independent trials is
• Arrival of customers to a service station generally has
Poisson distribution
• Arrival of cars to a service station.
• Arrival of people to a restaurant.
Properties of a Binomial Experiment • Arrival of airplane to an airport.
• The experiment consists of a sequence of n identical Examples:
trials.
• Two outcomes, success and failure, are possible on The average number of days school is closed due to rain
each trial. during rainy season in Metro Manila is 4. What is the
• The probability of a success, denoted by p, does not probability that the school will be closed for 6 days
change from trial to trial. during rainy season?
• The trials are independent
The average number of field mice per acre in 5-acre
wheat field is estimated to be 10. Find the probability
that a given acre contains more than 15 mice.

The Uniform Probability Distribution

Poisson Approximation of Binomial Distribution

The Poisson probability distribution can be used as an

approximation of the binomial probability distribution
when p, the probability of success, is large. small and n,
the number of trials, is
where
a = smallest value the variable can assume
• Set 𝝁 = np and use the Poisson tables
• Approximation is good when p < .05 and n >20
b = largest value the variable can assume

CONTINUOUS PROBABILITY DISTRIBUTION The probability of the continuous random variable

assuming a specific value is 0. P(x=x1) = 0
The function with values f(x) is called a probability
density function for the continuous random variable X if • Uniform Probability Density Function
the total area under its curve and above the-axis is
f(x) = 1/(b- a) for a < x < b
equal to 1 and if the area under the curve between any
= 0 elsewhere
two ordinates x = a and x = b gives the probability that X
lies between a and b. • Expected Value of X

A continuous random variable can assume any value in E(X) = (a + b)/2

an interval on the real line or in a collection of intervals.
• Variance of x
It is not possible to talk about the probability of the
Var(X) = (b−a)2/12
random variable assuming a particular value.

Instead, we talk about the probability of the random where

variable assuming a value within a given interval. a = smallest value the variable can assume
b = largest value the variable can assume
The probability of the continuous random variable
assuming a specific value is 0. The Normal Probability Distribution

The probability of the random variable assuming a value The Normal Curve
within some given interval from x1 to x2 is defined to be • The shape of the normal curve is often illustrated as a
the area under the graph of the probability density bell-shaped curve.
function between x1 and x2. • The highest point on the normal curve is at the mean
of the distribution.
• The normal curve is symmetric.
• The standard deviation determines the width of the
curve.
• The total area under the curve the same as any other
probability distribution is 1.
• The probability of the normal random variable ∑x
Mean = x̄ =
assuming a specific value the same as any other n
continuous probability distribution is 0.
Standard Deviation = s= √ ∑ ¿ ¿ ¿
• Probabilities for the normal random variable are given
by areas under the curve. Normal Approximation of Binomial Probabilities
The Normal Probability Density Function If X is a binomial random variable with mean, 𝝁 =
𝒏𝒑and a variance σ 2 = 𝒏𝒑𝒒, then the limiting form of
the distribution of

where
μ= mean
σ = standard deviation
π = 3.14159…
e = 2.71828… The Exponential Probability Distribution
Standard Normal Probability Distribution

• A random variable that has a normal distribution with

a mean of zero and a standard deviation of one is said to
have a standard normal probability distribution.
• The letter z is commonly used to designate this normal
random variable.
• The following expression convert any Normal
Distribution into the Standard Normal Distribution Example:
x−μ The time between arrivals of cars at Al’s Carwash follows
z=
σ an exponential probability distribution with a mean time
Standard Score (Z-Score) between arrivals of 3 minutes. Al would like to know the
probability that the time between two successive
The standard score is the distance of the score from the arrivals will be 2 minutes or less.
mean (x̄ ) in terms of the standard deviation (s). It tells
how many standard deviations the observed value (x)
lies above or below the mean of the distribution. The
standard score is useful in comparing observed values
with different distributions. To be able to find areas
under the normal curve, observed values must first be
converted into standard scores, to solve statistical
problems.

To change an observed value (x) into standard score use

the equation: