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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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516 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
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
You are on page 1/ 24

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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