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2 - Mass Probability Function of A Discrete Random Variable

The document discusses probability mass functions (pmf) for discrete random variables. It provides: 1) The definition of a pmf as describing the probabilities of each value in a discrete random variable. The pmf f(x) must satisfy two properties: f(x) must be positive for each value in the support S, and the sum of f(x) over all values in S must be 1. 2) Examples of pmfs, including ones that are equally likely over a set of values and ones where the probabilities are proportional to the values. 3) How to calculate the expected value of a discrete random variable using its pmf as a weighted average over the possible values.

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NathaliaEicellRoseBueno
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© © All Rights Reserved
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416 views

2 - Mass Probability Function of A Discrete Random Variable

The document discusses probability mass functions (pmf) for discrete random variables. It provides: 1) The definition of a pmf as describing the probabilities of each value in a discrete random variable. The pmf f(x) must satisfy two properties: f(x) must be positive for each value in the support S, and the sum of f(x) over all values in S must be 1. 2) Examples of pmfs, including ones that are equally likely over a set of values and ones where the probabilities are proportional to the values. 3) How to calculate the expected value of a discrete random variable using its pmf as a weighted average over the possible values.

Uploaded by

NathaliaEicellRoseBueno
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Prepared by: Arnel G.

Calaro
A probability distribution describes the
probability of each specific value in a random
variable. The probability distribution of a
discrete random variable is called probability
mass function (pmf). The pmf of x is denoted
by f(x) and satisfies the following two basic
properties.
a. 𝑓 𝑥 = 𝑃 𝑋 = 𝑥 ≥ ∈ 𝑡ℎ𝑒 𝑆𝑢𝑝𝑝𝑜𝑟𝑡 𝑜𝑓 𝑆
b. σ𝑥∈𝑆 𝑓(𝑥) = σ𝑥∈𝑆 𝑃 𝑋 = 𝑥 = 1
According to the first property, for every
element x in the support S, all the probabilities
must be positive and according to the second
property, the sum of all the probabilities for all
possible x values in the support S must be equal to
1. The values of the discrete random variable X
where 𝑓 𝑥 > 0 are called its mass points.
The support S of a random variable is the
set of values that the random variable can take.
It contains countably infinite number of possible
values. This means that the elements of S can be
put into one-to-one correspondence with the set of
natural numbers.
Suppose a random variable X can only take
four values (0, 1, 2, and 3). If each has equal
probability, then its probability mass function
is.
1
𝑖𝑓 𝑥 = 0 In simplified form, the pmf can be
4
1
represented as:
𝑖𝑓 𝑥 = 1
4
1 1
𝑓 𝑥 = 𝑖𝑓 𝑥 = 2 , 𝑖𝑓 𝑥 = 0, 1, 2, 𝑜𝑟 3
4 𝑓 𝑥 = ൝4
1 0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
4
𝑖𝑓 𝑥 = 3
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒 Here, the support denoted by S, is
S = {0, 1, 2, 3}.
Let 𝑓 𝑥 = 𝑘𝑥 for 𝑥 = 1, 2, 3, 4. Find k so that
f(x) satisfies the two properties of being
probability mass function.

Solution:
4

෍ 𝑓(𝑥) = ෍ 𝑘𝑥 = 1
𝑥∈𝑆 𝑥∈𝑆
1 = 𝑘 1 + 𝑘 2 + 𝑘 3 + 𝑘(4)
1 = 1𝑘 + 2𝑘 + 3𝑘 + 4𝑘
1 = 10𝑘
1
𝑘=
10
1
a. For 𝑥 ∈ 1, 2, 3, 4 , 𝑃 𝑋 = 𝑥 = 𝑥 > 0.
10
For 𝑥 ∉ 1, 2, 3, 4 , 𝑃 𝑋 = 𝑥 = 0.
In simplified form,
1
𝑥, 𝑖𝑓 𝑥 = 1, 2, 3, 𝑜𝑟 4
𝑓 𝑥 = ቐ10
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
By substitution,
1
𝑃 𝑋=1 =
10
2
𝑃 𝑋=2 =
10
3
𝑃 𝑋=3 =
10
4
𝑃 𝑋=3 =
10
Therefore, 𝑃 𝑋 ≥ 0.
b. To check that the sum of the probabilities is
1, we have:
1 2 3 4
෍𝑃 𝑋 = 𝑥 = + + +
10 10 10 10
10
=
10
=1
Both properties of a probability mass function
1
are satisfied. So, 𝑘 = .
10
The probabilities in example 2 can be
presented in tabular form.
x 1 2 3 4
𝑃(𝑋 = 𝑥) 1 2 3 4
10 10 10 10
A probability mass function can also be
[resented in graphical form. The probability
histogram for the probability mass function in
example 2 is show in the next slide. The values
of the random variable are plotted on the x-
axis, while their associated probabilities are
plotted on the y-axis. Rectangles with equal
width are drawn and centered on each mas
points. The heights of the rectangles are equal
to the probabilities.
Consider the pmf:

1
𝑓 𝑥 = 𝑃 𝑋 = 𝑥 = ቐ6 𝑥 𝑖𝑓 𝑥 ∈ {1, 2, 3}
0. 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒.

Show that 𝑃(𝑋 = 𝑥) is indeed a probability


mass function.
Solution:
1
a. 𝑃 𝑋=𝑥 = 𝑥 > 0 𝑓𝑜𝑟 𝑥 ∈ 1, 2, 3 𝑎𝑛𝑑
6
𝑃 𝑋 = 𝑥 = 0 𝑓𝑜𝑟 𝑥 ∉ 1, 2, 3 .
Therefore, 𝑃 𝑋 = 𝑥 ≥ 0.
The non negative property of the probability
mass function is satisfied.
b. σ3𝑥=1 𝑃(𝑋 = 𝑥) = 𝑃 𝑋 = 1 + 𝑃 𝑋 = 2 + 𝑃 𝑋 = 3
1 1 1
= 1 + 2 + (3)
6 6 6
1 2 3
= + +
6 6 6
6
=
6
=1
The property that the sum of the probabilities
is equal to 1 is satisfied.
Therefore, P(X=x) is indeed a probability mass
function.
Consider the pmf:

1 2
𝑓 𝑥 = 𝑃 𝑋 = 𝑥 = ቐ30 𝑥 𝑖𝑓 𝑥 ∈ {1, 2, 3,4}
0. 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒.

Show that 𝑓(𝑥) is indeed a probability mass


function.
Solution:
1 2
a. 𝑓(𝑥) = 𝑥 > 0 𝑓𝑜𝑟 𝑥 ∈ 1, 2, 3, 4 𝑎𝑛𝑑
30
𝑓(𝑥) = 0 𝑓𝑜𝑟 𝑥 ∉ 1, 2, 3,4 .
𝑓(𝑥) ≥ 0

The non negative property of the probability


mass function is satisfied.
b. σ𝑥∈𝑆 𝑓 𝑥 = σ4𝑥=1 𝑃(𝑋 = 𝑥)
= 𝑃 𝑋 = 1 + 𝑃 𝑋 = 2 + 𝑃 𝑋 = 3 + 𝑃(𝑋 = 4)
1 2 1 2 1 2 1
= 1 + 2 + 3 + 4 2
30 30 30 30
1 1 1 1
= 1 + 4 + 9 + (16)
30 30 30 30
1 4 9 16
= + + +
30 30 30 30
30
= =1
30
The property that the sum of the probabilities
is equal to 1 is satisfied.
Therefore, f(x) is a probability mass function.
The expected value of a discrete random
variable X, denoted by E(X), is equal to the
wieghted average of the elements x in the
Support S where each element is weighted by
its respective probability. Use the following
formula:
𝐸 𝑋 = ෍ 𝑥𝑓(𝑥)
𝑥∈𝑆
Let X be a discrete random variable and S={0,
1, 2, 3} be its support. With the pmf of X given
below,
1
, 𝑖𝑓 𝑥 ∈ 𝑆
𝑓 𝑥 = ቐ4
0, 𝑖𝑓 𝑥 ≠ 𝑆.

Compute the expected value of X.


Solution:
𝐸 𝑋 = ෍ 𝑥𝑓(𝑥)
𝑥∈𝑆
= 0𝑓 0 + 1𝑓 1 + 2𝑓 2 + 3𝑓 3
1 1 1 1
=0 +1 +2 +3
4 4 4 4
1+2+3 6
= = 𝑜𝑟 1.5
4 4
Let X be a discrete random variable with
support S={1, 2, 3}. The probability mass
function of X is
1
𝑥, 𝑖𝑓 𝑥 ∈ 𝑆
𝑓 𝑥 = ቐ6
0, 𝑖𝑓 𝑥 ∉ 𝑆.

Compute the expected value


Solution:
𝐸 𝑋 = ෍ 𝑥𝑃(𝑋 = 𝑥)
𝑥∈𝑆
= 1𝑃 𝑋 = 1 + 2𝑃 𝑋 = 2 + 3𝑃(𝑋 = 3)
1 1 1
=1 1 +2 2 +3 (3)
6 6 6
1 4 9
= + +
6 6 6
14 1
= 𝑜𝑟 2
6 3
Let X be a discrete random variable with
support S={1, 2, 3}. Let the probability mass
function of X be:
1 2
𝑥 , 𝑖𝑓 𝑥 ∈ 𝑆
𝑓 𝑥 = ቐ14
0, 𝑖𝑓 𝑥 ∉ 𝑆

Compute the expected value.


Solution:
𝐸 𝑋 = ෍ 𝑥𝑃(𝑋 = 𝑥)
𝑥∈𝑆
= 1𝑃 𝑋 = 1 + 2𝑃 𝑋 = 2 + 3𝑃 𝑋 = 3
1 2
1 2
1
=1 1 +2 2 +3 (32 )
14 14 14
1 1 1
=1 1 +2 4 +3 9
14 14 14
1 + 8 + 27
=
14
36 4
= 𝑜𝑟 2
14 7
Thank you for listening…

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