CH 03

Applied Statistics and Probability for
Engineers
Sixth Edition
Douglas C. Montgomery
George C. Runger
Chapter 3
Discrete Random Variables and Probability Distributions

Copyright 2014 John Wiley & Sons, Inc. All rights reserved.
Discrete Random
Variables and
Probability
Distributions
CHAPTER OUTLINE
3-1 Discrete Random Variables
3-2 Probability Distributions and
Probability Mass Functions
3-3 Cumulative Distribution
Functions
3-4 Mean and Variance of a
Discrete Random Variable
3-5 Discrete Uniform Distribution
3-6 Binomial Distribution
3-9
Poisson
Distribution
Chapter
3 Title and Outline
Learning Objectives for Chapter 3

After careful study of this chapter, you should be able to do the
following:
1. Determine probabilities from probability mass functions and the
reverse.
2. Determine probabilities and probability mass functions from
cumulative distribution functions and the reverse.
3. Calculate means and variances for discrete random variables.
4. Understand the assumptions for discrete probability
distributions.
5. Select an appropriate discrete probability distribution to
calculate probabilities.
6. Calculate probabilities, means and variances for discrete
probability distributions.
Chapter 3 Learning Objectives
Discrete Random Variables

Physical systems can be modeled by the same or
similar random experiments and random variables.

The distribution of the random variable involved in
each of these common systems can be analyzed. The
results can be used in different applications and
examples.
We often omit a discussion of the underlying sample
space of the random experiment and directly describe
the distribution of a particular random variable.
Sec 3-1 Discrete Random Variables

Example 3-2: Camera Flash Tests
The time to recharge the flash is tested in

three cell-phone cameras. The probability
that a camera passes the test is 0.8, and the
cameras perform independently. See Table
3-1 for the sample space for the experiment
and associated probabilities. For example,
because the cameras are independent, the
probability that the first and second cameras
pass the test and the third one fails, denoted
as ppf, is
P(ppf) = (0.8)(0.8)(0.2) = 0.128
The random variable X denotes the number
of cameras that pass the test. The last
column of the table shows the values of X
assigned to each outcome of the experiment.
Sec 3-1 Discrete Random Variables
Probability Distributions
A random variable is a function that assigns a
real number to each outcome in the sample
space of a random experiment.
The probability distribution of a random variable
X gives the probability for each value of X.
Sec 3-2 Probability Distributions & Probability Mass Functions

Example 3-4: Digital Channel

There is a chance that a bit
transmitted through a digital
transmission channel is
received in error.
Let X equal the number of bits
received in error in the next 4
bits transmitted.
The associated probability
distribution of X is shown in the
table.
The probability distribution of X
is given by the possible values
along with their probabilities.
Figure 3-1 Probability

distribution for bits in error.

Probability Mass Function

For a discrete random variable X with possible values
x1, x2, , xn, a probability mass function is a function
such that:

Example 3-5: Wafer Contamination

Let the random variable X denote the number of wafers that need to be
analyzed to detect a large particle of contamination. Assume that the
probability that a wafer contains a large particle is 0.01, and that the
wafers are independent. Determine the probability distribution of X.
Let p denote a wafer in which a large particle is present & let a denote a
wafer in which it is absent.
The sample space is: S = {p, ap, aap, aaap, }
The range of the values of X is: x = 1, 2, 3, 4,
Sec 3=2 Probability Distributions & Probability Mass Functions

Cumulative Distribution Functions

Example 3-6: Consider the probability distribution for the digital channel
example.
Find the probability of three or fewer bits in error.

The event (X 3) is the total of the events: (X = 0), (X = 1), (X = 2),
and (X = 3).
From the table:
P(X 3) = P(X = 0) + P(X = 1) + P(X = 2) + P(X = 3) = 0.9999

Sec 3-3 Cumulative Distribution Functions
10
Cumulative Distribution Function and Properties

The cumulative distribution function, is the probability that a random
variable X with a given probability distribution will be found at a value
less than or equal to x.
Symbolically,
F ( x ) P ( X x ) f ( xi )
xi x
For a discrete random variable X, F(x) satisfies the following properties:

11
Example 3-8: Sampling without Replacement

A days production of 850 parts contains 50 defective parts. Two parts
are selected at random without replacement. Let the random variable X
equal the number of defective parts in the sample. Find the cumulative
distribution function of X.
The probability mass function is calculated as follows:
P X 0
800
850
799
849
0.886
50
P X 1 2 800
850
849
P X 2
50
850
0.111
49
849
0.003
Therefore,
F 0 P X 0 0.886
F 1 P X 1 0.997
F 2 P X 2 1.000
0
0.886
F ( x)
0.997
1
x0
0 x 1
1 x 2
2 x
Figure 3-4 Cumulative Distribution Function

12
Variance Formula Derivations

is the definitional formula
is the computational formula

The computational formula is easier to calculate manually.
Sec 3-4 Mean & Variance of a Discrete Random Variable
13

In Example 3-4, there is a chance that a bit transmitted through a digital
transmission channel is received in error. X is the number of bits received in
error of the next 4 transmitted. The probabilities are
P(X = 0) = 0.6561, P(X = 2) = 0.0486, P(X = 4) = 0.0001,
P(X = 1) = 0.2916, P(X = 3) = 0.0036
Use table to calculate the mean & variance.

14
Expected Value of a Function of a Discrete Random Variable

If X is a discrete random variable with probability mass function f (x),
then its expectation is the variance of X.

15

In Example 3-9, X is the number of bits in error in the
next four bits transmitted. What is the expected value of
the square of the number of bits in error?
Here h(X) = X2
Answer:
E(X) = X f(X) = 0 0.6561 + 1 0.2916 + 2 0.0486 + 3 0.036 + 4 0.0001
= 0.5200
16
Discrete Uniform Distribution

If the random variable X assumes the values x1, x2,
, xn, with equal probabilities, then the discrete
uniform distribution is given by
f(xi) = 1/n
Sec 3-5 Discrete Uniform Distribution

17
Discrete Uniform Distribution

Let X be a discrete random variable ranging
from a,a+1,a+2,,b, for a b. There are b
(a-1) values in the inclusive interval.
Therefore:
f(x) = 1/(b-a+1)
Its measures are:
= E(x) = (b+a)/2
2 = V(x) = [(b-a+1)21]/12
Note that the mean is the midpoint of a & b.
18
Example 3-14: Number of Voice Lines

Let the random variable X denote the number of
the 48 voice lines that are in use at a particular
time. Assume that X is a discrete uniform random
variable with a range of 0 to 48. Find E(X) & .
Answer:

19
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 is:
n
n x
x
f x p 1 p
for x 0,1,...n
x
(3-7)
For constants a and b, the binomial expansion is

n
a b
n
Sec 3-6 Binomial Distribution
k 0
n
k
k n k
a
b
20
Example 3-17: Binomial Coefficient

Exercises in binomial coefficient calculation:
10! 10 9
8 7!
120
3!7! 3 2 1 7!
15! 15 14 13
12
11.10!
3, 003
10!5!
10!.5 4
3 2 1
100! 100 99
98 97.96!
3,921, 225
4!96!
4 3 2 1.96!
10
3
15
10
100
4

21
Exercise 3-18: Organic Pollution-1

Each sample of water has a 10% chance of containing a particular
organic pollutant. Assume that the samples are independent with
regard to the presence of the pollutant. Find the probability that, in the
next 18 samples, exactly 2 contain the pollutant.
Answer:
Let X denote the number of samples that contain the pollutant in the
next 18 samples analyzed. Then X is a binomial random variable with
p = 0.1 and n = 18

22

Determine the probability that at least 4
samples contain the pollutant.
Answer:

23

Now determine the probability that 3 X < 7.
Answer:
Appendix A, Table II (pg. 705) is a cumulative binomial

table for selected values of p and n.
24
Binomial Mean and Variance

If X is a binomial random variable with
parameters p and n,
= E(X) = np
and
2 = V(X) = np(1-p)

25
Example 3-19:
For the number of transmitted bit received in error
in Example 3-16, n = 4 and p = 0.1. Find the mean
and variance of the binomial random variable.
Answer:
= E(X) = np = 4*0.1 = 0.4
2 = V(X) = np(1-p) = 4*0.1*0.9 = 0.36
= SD(X) = 0.6
26
Poisson Distribution
The random variable X that equals the
number of events in a Poisson process is a
Poisson random variable with parameter > 0,
and the probability density function is:
e x
f x
x!
for
x 0,1, 2,3,...
(3-16)
27
Sec 3-9 Poisson Distribution

Example 3-31: Calculations for Wire Flaws-1

For the case of the thin copper wire, suppose that
the number of flaws follows a Poisson distribution
With a mean of 2.3 flaws per mm. Find the
probability of exactly 2 flaws in 1 mm of wire.
Answer:
Let X denote the number of flaws in 1 mm of wire
28


Determine the probability of 10 flaws in 5 mm of
wire.
Answer :
Let X denote the number of flaws in 5 mm of wire.
29


Determine the probability of at least 1 flaw in 2 mm
of wire.
Answer :
Let X denote the number of flaws in 2 mm of wire.
Note that P(X 1) requires terms.
30

Poisson Mean & Variance

If X is a Poisson random variable with parameter , then
= E(X) =
and
2=V(X) =
The mean and variance of the Poisson model are the same.
For example, if particle counts follow a Poisson distribution with a mean
of 25 particles per square centimeter, the variance is also 25 and the
standard deviation of the counts is 5 per square centimeter.
If the variance of a data is much greater than the mean, then the
Poisson distribution would not be a good model for the distribution of
the random variable.
31


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Applied Statistics and Probability for

Discrete Random Variables and Probability Distributions

Learning Objectives for Chapter 3

Discrete Random Variables

similar random experiments and random variables.

Sec 3-1 Discrete Random Variables

Example 3-2: Camera Flash Tests

The time to recharge the flash is tested in

Sec 3-2 Probability Distributions & Probability Mass Functions

Example 3-4: Digital Channel

Figure 3-1 Probability

Sec 3-2 Probability Distributions & Probability Mass Functions

Probability Mass Function

Sec 3-2 Probability Distributions & Probability Mass Functions

Example 3-5: Wafer Contamination

Sec 3=2 Probability Distributions & Probability Mass Functions

Cumulative Distribution Functions

Find the probability of three or fewer bits in error.

P(X 3) = P(X = 0) + P(X = 1) + P(X = 2) + P(X = 3) = 0.9999

Cumulative Distribution Function and Properties

For a discrete random variable X, F(x) satisfies the following properties:

Sec 3-3 Cumulative Distribution Functions

Example 3-8: Sampling without Replacement

Figure 3-4 Cumulative Distribution Function

Sec 3-3 Cumulative Distribution Functions

Variance Formula Derivations

is the computational formula

Example 3-9: Digital Channel

Sec 3-4 Mean & Variance of a Discrete Random Variable

Expected Value of a Function of a Discrete Random Variable

then its expectation is the variance of X.

Sec 3-4 Mean & Variance of a Discrete Random Variable

Example 3-12: Digital Channel

Discrete Uniform Distribution

Sec 3-5 Discrete Uniform Distribution

Discrete Uniform Distribution

Example 3-14: Number of Voice Lines

Sec 3-5 Discrete Uniform Distribution

For constants a and b, the binomial expansion is

Sec 3-6 Binomial Distribution

Example 3-17: Binomial Coefficient

Sec 3-6 Binomial Distribution

Exercise 3-18: Organic Pollution-1

Sec 3-6 Binomial Distribution

Exercise 3-18: Organic Pollution-2

Sec 3-6 Binomial Distribution

Exercise 3-18: Organic Pollution-3

Appendix A, Table II (pg. 705) is a cumulative binomial

Binomial Mean and Variance

Sec 3-6 Binomial Distribution

Sec 3-9 Poisson Distribution

Example 3-31: Calculations for Wire Flaws-1

Sec 3-9 Poisson Distribution

Example 3-31: Calculations for Wire Flaws-2

Sec 3-9 Poisson Distribution

Example 3-31: Calculations for Wire Flaws-3

Sec 3-9 Poisson Distribution

Poisson Mean & Variance

Sec 3-9 Poisson Distribution