Discrete Probability
Discrete Probability
Distribution
Part 1
Random Variable - variable whose value is determined by a random experiment.
(2) Continuous Random Variable – assumes all real values within a given interval.
Thus, the possible values of a continuous random variable are uncountable
infinite.
Examples:
✓ Price of commodity
✓ Age of a person
✓ Height ang weight of a person
Discrete (Discrete random variable)means that is something is finite
Discrete Probability Distribution- a table or formula that lists the probabilities for
each outcome of the random variable, X.
Sums, x 2 3 4 5 6 7 8 9 10 11 12
1 2 3 4 5 6 5 4 3 2 1
P(X = x) 36 36 36 36 36 36 36 36 36 36
36
1 2 3 4 5 6 5 4 3 3 1
𝑃 𝑥 = + + + + + + + + + + =1
36 36 36 36 36 36 36 36 36 36 36
Example 3: Using a probability model, find the probability of getting at MOST 2 tails
when you flip a coin 4 times.
(b) Write the event “the student got a grade worse than C” in terms of values of the
random variable X. What is the probability of this event?
(c) Find the probability that a student in this university received a grade lower than A.
X 0 1 2 3 4
P(X=x) 0.02 0.10 0.20 0.42 0.26
(c) Find the probability that a student in this university received a grade lower than A.
𝑃 𝑥 < 4 = 𝑃 𝑋 = 0 + 𝑃 𝑋 = 1 + 𝑃 𝑥 = 2 + 𝑃(𝑥 = 3)
= 0.02 + 0.10 + 0.20 + 0.42
= 0.74
𝑃 𝑥 < 4 = 1 − P(x = 4)
= 1 − 0.26
= 0.74
Cumulative Distribution Function (CDF or cdf) of a random variable X is
defined as 𝐹𝑥 𝑥 = 𝑃 𝑋 ≤ 𝑥 , 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑥 ∈ ℝ
Random
0 1 2 3
variable, x Probability
1 3 3 1 Distribution Table
P(X = x) 8 8 8
8
1
𝑃 𝑋=0 =
8
3
𝑃 𝑋=1 = Probability
8 Mass
3
𝑃 𝑋=2 = Function
8
1
𝑃 𝑋=1 =
8
To find the CDF,,
𝟏
𝐹𝑋 0 = 𝑃 𝑋 ≤ 0 =𝑃 𝑋=0 =
𝟖 𝐹𝑥 𝑥 = 𝑃 𝑋 ≤ 𝑥
Next ,
𝐹𝑋 1 = 𝑃 𝑋 ≤ 1 =𝑃 𝑋 =0 +𝑃 𝑋 =1
1 3 4 𝟏
= + = =
8 8 8 𝟐
Next ,
𝐹𝑋 2 = 𝑃 𝑋 ≤ 2 =𝑃 𝑋 =0 +𝑃 𝑋 =1 +𝑃 𝑥 =2
1 3 3 7
= + + =
8 8 8 8
Finally,
𝐹𝑋 3 = 𝑃 𝑋 ≤ 3 = 𝑃 𝑋 = 0 + 𝑃 𝑋 = 1 + 𝑃 𝑥 = 2 + 𝑃(𝑋 = 3)
1 3 3 1
= + + + =𝟏
8 8 8 8
To summarize, we have
0 𝑓𝑜𝑟 𝑥 < 0
1
𝑓𝑜𝑟 0 ≤ 𝑥 < 1
8
1
𝐹𝑋 𝑥 𝑓𝑜𝑟 1 ≤ 𝑥 < 2
2
7
𝑓𝑜𝑟 2 ≤ 𝑥 < 3
8
1 𝑓𝑜𝑟 𝑥 ≥ 3
Give the cumulative distribution function for X, the sum of the values for two
rolls of a die.
Solution:
Start with the table(probability distribution table)
Sums, x 2 3 4 5 6 7 8 9 10 11 12
1 2 3 4 5 6 5 4 3 2 1
P(X = x) 36 36 36 36 36 36 36 36 36 36
36
1 3 6 10 15 21 26 30 33 35 36
F(x)
36 36 36 36 36 36 36 36 36 36 36
Below we see a table showing 𝑃 𝑋 ≤ 𝑥 = 𝐹 𝑥 for each possible 𝑥
x 𝑷(𝑿 = 𝒙) 𝑷 𝑿≤𝒙 =𝑭 𝒙
CDF
2 1/36 1/36 𝑃 𝑋≤2 =𝐹 2
3 2/36 3/36 = 1/12 𝑃 𝑋≤3 =𝐹 3
4 3/36 6/36 = 1/6 𝑃 𝑋≤4 =𝐹 4
5 4/36 10/36 = 5/18 𝑃 𝑋≤5 =𝐹 5
6 5/36 15/36 = 5/12 𝑃 𝑋≤6 =𝐹 6
7 6/36 21/36 = 7/12 𝑃 𝑋≤7 =𝐹 7
8 5/36 26/36 = 13/18 𝑃 𝑋≤8 =𝐹 8
9 4/36 30/36 = 5/6 𝑃 𝑋≤9 =𝐹 9
10 3/36 33/36 = 11/12 𝑃 𝑋 ≤ 10 = 𝐹 10
11 2/36 35/36 𝑃 𝑋 ≤ 11 = 𝐹 11
12 1/36 36/36 = 1 𝑃 𝑋 ≤ 12 = 𝐹 12
Example 3: Show that f(x) or P(X = x) is a PMF
1
𝑥 𝑖𝑓 𝑥 = 1,2,3
𝑓 𝑥 = ൝6
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
To know if the given probability is PMF, the sum of the probabilities must be equal to 1
1 1
𝑖𝑓 𝑥 = 1, 𝑓 1 = 1 = 𝑃 𝑋 = 𝑥 = 1
6 6
1 1 1 1 1
𝑖𝑓 𝑥 = 2, 𝑓 2 = 2 = 𝑃 𝑋 = 𝑥 = + +
6 3 6 3 2
1 1
𝑖𝑓 𝑥 = 3, 𝑓 3 = 3 = 𝑃 𝑋 = 𝑥 = 1
6 2
0
𝑖𝑓 𝑥 = 0, 𝑓 0 = =0 𝑃 𝑋 = 𝑥 = 1
15
2
𝑖𝑓 𝑥 = 2, 𝑓 2 = 2 4 2
15 𝑃 𝑋 = 𝑥 =0 + + +
4 15 15 5
𝑖𝑓 𝑥 = 4, 𝑓 4 =
15 12
6 2 𝑃 𝑋 = 𝑥 = ≠1
𝑖𝑓 𝑥 = 6, 𝑓 6 = = 15
15 5
𝑘(5𝑥 + 2) 𝑖𝑓 𝑥 = 1,2,3
𝑓 𝑥 =ቊ
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Solution:
Solution:
1. ∑P(xi) = 1
0 + k + 2k + 2k + 3k + k2 + 2k2 + 7k2+ k = 1
9k + 10k2 = 1 So, 10k – 1 = 0 and k + 1 = 0
1
10k2 + 9k – 1 = 0 Thus, k = and k = -1
10
(10k – 1) ( k + 1 ) = 0 𝟏
Hence, the value of k is .
𝟏𝟎
X 0 1 2 3 4 5 6 7 𝟏
𝒌=
P(X = x) 0 k 2k 2k 3k 𝑘2 2𝑘 2 7𝑘 2 + 𝑘 𝟏𝟎
𝟑𝟑
P 3<𝑋≤ 6 = 𝒐𝒓 𝟎. 𝟑𝟑
𝟏𝟎𝟎
•A discrete probability function must satisfy the following: 0≤f(x) ≤1, i.e., the
values of f(x) are probabilities, hence between 0 and 1.
•A discrete probability function must also satisfy the following: ∑f(x)=1, i.e.,
adding the probabilities of all disjoint cases, we obtain the probability of the
sample space, 1.
•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.
•A random variable is a number generated by a random experiment.
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.
𝐸 𝑋 = 𝑥1 𝑝1 + 𝑥2 𝑝2 + ⋯ + 𝑥𝑖 𝑝𝑖
Let X represent the outcome of a roll of a six-sided die. The possible values
1
for X are 1, 2, 3, 4, 5, and 6, all equally likely (each having the probability of ).
6
Solution:
1 1 1 1 1 1
𝐸𝑋 = 1 +2 +3 +4 +5 +6
6 6 6 6 6 6
𝑬 𝑿 = 𝟑. 𝟓
Example 2:
A student organization in a university organizes a raffle each month to raise
funds for their projects. One thousand raffle tickets are sold for P1 each. Each
has an equal chance of winning. First prize is P300, second prize is P200, and
third prize is P100. Let X denote the net gain from the purchase of one ticket.
Solution:
x 299 199 99 -1
P(x) 0.001 0.001 0.001 0.997
(b) Find the probability of winning any money in the purchase of one ticket.
x 299 199 99 -1
P(x) 0.001 0.001 0.001 0.997
Solution:
Let X denote the net gain to the company from the sale of one such policy.
x 195 -199,805
P(x) 0.9997 0.0003
𝟐
The variance of X: 𝝈𝟐 = 𝑬 𝑿 − 𝝁 𝟐 = 𝑿−𝝁 ∙ 𝒑(𝒙)
Let X represent the number of heads when this coin is tossed twice.
x 0 1 2
P(x) 0.16 0.48 0.36
What is 𝐸(𝑋)?
Solution:
𝑬(𝑿) = 𝒙 ∙ 𝒑(𝒙)
𝑬 𝑿 = 𝟏. 𝟐
𝟏. 𝟐
x 0 1 2
P(x) 0.16 0.48 0.36
What is 𝐸(𝑋 2 )?
Solution:
𝑬(𝑿𝟐 ) = 𝒙𝟐 ∙ 𝒑(𝒙)
= 𝟏. 𝟗𝟐
x 0 1 2
𝑬 𝑿 = 𝟏. 𝟐
P(x) 0.16 0.48 0.36
= 𝑿−𝝁 𝟐 ∙ 𝒑(𝒙)
= (0 − 1.2)2 ∙ 0.16
+ 1 − 1.2 2 ∙ 0.48
+ 2 − 1.2 2 ∙ 0.36
𝝈𝟐 = 𝟎. 𝟒𝟖
x 0 1 2
P(x) 0.16 0.48 0.36
𝑬 𝑿 = 𝟏. 𝟐
𝑬(𝑿𝟐 ) = 𝟏. 𝟗𝟐
𝑬 𝑿−𝝁 𝟐 = 𝟎. 𝟒𝟖
𝟐 = 𝑬 𝑿𝟐 − 𝑬(𝑿) 𝟐
Relationship: 𝑬 𝑿−𝝁
= 1.92 − 1.2 2
= 0.48
Example 5: Solution:
Let X be the number of
𝑬(𝑿) = 𝒙 ∙ 𝒑(𝒙)
workouts in a week.
= 0 ∙ 0.1 + 1 ∙ 0.15 + 2 ∙ 0.4
x P(x) + 3 ∙ 0.25 + 4 ∙ 0.1
0 0.1
𝑬 𝑿 = 𝟐. 𝟏𝟎
1 0.15
2 0.4
𝝈𝟐 = 𝑿 − 𝝁 𝟐 ∙ 𝒑(𝒙)
3 0.25
4 0.1
= (0 − 2.1)2 ∙ 0.1 + 1 − 2.1 2 ∙ 0.15 +
2 − 2.1 2 ∙ 0.4 + 3 − 2.1 2 ∙ 0.25
Find 𝐸(𝑥). +(4 − 2.1)2 ∙ 0.1
What is the variance of 𝝈𝟐 = 𝟏. 𝟏𝟗
this distribution?
𝝈 = 𝟏. 𝟏𝟗 ≈ 𝟏. 𝟎𝟗
Example 6:
A discrete random variable X has the following probability distribution:
x -1 0 1 4
P(x) 0.2 0.5 𝑎 0.1
Compute the following quantities:
(a) 𝑎
(b) 𝑃(0)
(c) 𝑃(𝑋 > 0)
(d) 𝑃 𝑋≥0
(e) 𝑃 𝑋 ≤ −2
(f) 𝑇ℎ𝑒 𝑚𝑒𝑎𝑛 𝜇 𝑜𝑓 𝑋
(g) 𝑇ℎ𝑒 𝑣𝑎𝑟𝑖𝑎𝑛𝑐𝑒 𝜎 2 𝑜𝑓 𝑋
(h) 𝑇ℎ𝑒 𝑠𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝑑𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛 𝜎 𝑜𝑓 𝑋
Solutions: x -1 0 1 4
P(x) 0.2 0.5 𝑎 0.1
𝝈𝟐 = 𝑿 − 𝝁 𝟐
∙ 𝒑(𝒙)
= (−1 − 0.4)2 ∙ 0.2 + 0 − 0.4 2 ∙ 0.5 + 1 − 0.4 2 ∙ 0.2 + 4 − 0.4 2 ∙ 0.1
𝝈𝟐 = 𝟏. 𝟖𝟒
(h) Find 𝜎 (𝑠𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝑑𝑒𝑣𝑖𝑡𝑖𝑜𝑛)
𝜎 = 1.84 = 𝟏. 𝟑𝟓𝟔𝟓
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