PROBANILITY DISTRIBUTIONS – DISCRETE RANDOM VARIABLES

Definition:
A discrete random variable is a variable that can
take on a countable number of possible values,
with a probability assigned to each value.
The probability function of a discrete random
variable gives the probability of each possible
value.
Probability distributions for discrete random
variables are used to model situations where the
possible outcomes are discrete or countable.
The probability distribution describes the
probabilities of each possible outcome, and is often
represented as a table, formula, or graph.
Some common probability distributions for discrete
random variables include:
1.Binomial distribution: a distribution that
models the number of successes in a fixed
number of independent Bernoulli trials, where the
probability of success is p and the probability of
failure is 1-p.
2.Poisson distribution: a distribution that models
the number of occurrences of a rare event in a
fixed interval of time or space, where the mean
number of occurrences is denoted by λ.
3.Geometric distribution: a distribution that
models the number of independent Bernoulli
trials needed to achieve the first success, where
the probability of success is p and the probability
of failure is 1-p.
4. Hypergeometric distribution: a distribution that
models the number of successes in a sample
drawn without replacement from a finite
population, where the number of successes in the
population is denoted by M, and the sample size is
denoted by n.
If we toss a coin twice, the number of heads
obtained could be 0, 1 or 2. The probabilities of
these occurring are as follows:
P(no heads) = P(TT)
= (0.5)(0.5) = 0.25
P(one head) = P(HT) + P(TH)
= (0.5)(0.5) + (0.5)(0.5) = 0.5
P(two heads) = P(HH) = (0.5)(0.5) = 0.25
We can show the result in a table, known as a
Probability Distribution.
The variable being considered is the number of
heads obtained in two tosses and it can be
denoted by X. It can only take exact values, 0, 1, 2
and so is a discrete variable.
The probabilities can be written
P(X = 0) = 0.25, P(X = 1) = 0.5, P(X = 2) = 0.25
Sometimes we write = 0.25, = 0.5,
= 0.25.
If the sum of the probabilities is 1, the variable is
said to be random. In the above example,
P(X = 0) + P(X = 1) + P(X = 2) = 0.25 + 0.5 + 0.25 =
1, so X is a discrete random variable.
 DISCRETE RANDOM VARIABLE
Let X have the following properties:
(a) It is a discrete random variable and can take
only values , , … ,
(b) the probabilities associated with these values
are , , … ,
Where =
=
.
.
.
=
 =
Then, X is a discrete random variable if + + . . . . +
= 1.
This can be written = 1, where i = 1, 2, … , n
Or
When describing variables, the variable is
usually denoted by a capital letter (X, Y, R,
etc.) and a particular value that the variable
takes by a small letter ( , , , etc.) so that
means ‘the probability the variable X takes
the value .
Q1. Let X be the discrete variable ’the number of
fours obtained when two dice are thrown’. Show
that X is a random variable, i.e. that the sum of
probabilities is 1.
Solution
When two dice are thrown, the number of fours
obtained is 0, 1 or 2. Therefore X can take values 0,
1 and 2 only.
Then:
 = = =
= + = +
=
= = =
= + + = = 1.
Therefore X is a random variable.
PROBABILTY DENSITY FUNCTION (p. d. f)
A probability density function (PDF) is a function
that describes the probability distribution of a
continuous random variable. For a discrete random
variable, we use a Probability Mass function (PMF)
instead. The probability mass function of a discrete
random variable X is a function that gives the
probability that X takes on a specific value x,
denoted by P(X=x).
 PROBABILTY DENSITY FUNCTION (p. d. f)
That is, P(X=x) = p(x)
where p(x) is the probability mass function of X.
The probability mass function p(x) satisfies the following
properties:
Non-negativity: p(x) ≥ 0 for all values of x.
Normalization: The sum of the probabilities of all possible
outcomes must be 1. That is, Σ p(x) = 1 over all possible
values of x.
Range: The probability of any specific outcome x must be
between 0 and 1. That is, 0 ≤ p(x) ≤ 1 for all values of x.
 PROBABILTY DENSITY FUNCTION (p. d. f)
That is, P(X=x) = p(x)
where p(x) is the probability mass function of
X.
The probability mass function p(x) satisfies the
following properties:
Non-negativity: p(x) ≥ 0 for all values of x.
• Normalization: The sum of the probabilities of all
possible outcomes must be 1. That is, Σ p(x) = 1
over all possible values of x.
• Range: The probability of any specific outcome x
must be between 0 and 1. That is, 0 ≤ p(x) ≤ 1 for
all values of x.
EXAMPLES

Q2. The discrete random variable X can take

values 3, 5, 6, 8 and 10 only. Given that = 0.1, =
0.05, = 0.45 and = . Calculate .
SOLUTION
The sum of probabilities for all possible values of
a discrete random variable must be equal to 1.
Therefore, we can use this fact to find the
missing probability .
 EXAMPLES
We have:
+ + + + =1
Substituting the given probabilities, we get:
0.1 + 0.05 + 0.45 + + = 1
Simplifying the expression, we have:
0.6 + + = 1
 EXAMPLES
Since we are also given that = , we can
substitute this expression to get:
0.6 + 4 = 1
Solving for , we have:
4 = 0.4 ⇒ = 0.1
Therefore, is 0.1.
Q3. The probability density function of a discrete
random variable Y is given by , for y = 0. 1, 2, 3, 4.
Given that c is a constant, find the value of c.
Solution
Since is a random variable, =1, i.e. the sum of all
probabilities is 1.
So, c + 4c + 9c + 16c = 1
30c = 1
c=.
Q4. The discrete random variable W has
probability distribution as shown:
Find: (a) the value of d. (b)
(c) , (d) , (e) the mode.
Solution
(a) Since = 1.
0.1 + 0.25 + 0.3 + 0.15 + d = 1.
0.8 + d = 1
d = 0.2
(b) = + +
= 0.1 + 0.25 + 0.3
= 0.65.
(c) = +
= 0.15 + 0.2
= 0.35.
(d) = = 0.15.
(e) The value with the highest probability is -1, so
the mode = -1.

Q5. The p.d.f of the discrete r.v. is given by = for

x = 0, 1, 2, 3, ……..Find the value of the constant,
a.
Solution
Since X is a random variable, = 1.
=
=
=
= and so on.
So = a + + + + ……
=
But + … is an infinite GP with first term 1 and
common ratio, r = .
= =
=
But 4a = 1
Therefore, a =
 Exercise
Q1. The discrete random variable has the given
probability distribution.
(a) Find the value of a and draw a vertical line
graph to illustrate the distribution.
(b) Find: (i) , (ii) , (iii) , (iv) the mode.
Q2. The probability density function of a
discrete random variable X is given by
P(X=x)= kx for x = 12, 13, 14. Write the
probability distribution and find the value of k.
 Q3. X has a probability distribution as shown
in the table.
(a) Find the value of a. (b) Find (c) (d)
.
Q4. A drawer contains eight brown socks and
four blue socks. A socks is taken from the
drawer at random, its colour is noted and it is
then replaced. The procedure is performed
twice more. X is the random variable the
number of brown socks taken. Find the
probability distribution for X.
Q5. The r.v. X has p.d.f is given by = for x = 0,
1, 2, 3, … Find the value of the constant, c.
(Answer: )
Q6. A game consist of throwing tennis balls
into a basket from a given distance. The
probability that William will get the tennis ball
in the bucket is 0.4. A turn consist of three
attempts.
Q7. A student has a fair coin and two-six sided
dice, one of which is white and the other blue.
The student tosses the coin and then rolls both
dice. Let X be a random Variable such that if the
coin falls heads, X is the sum of the scores on
the two dice, otherwise X is the score on the
white die only.
Find the probability function of X in the form
of a table of possible values of X and their
associated probabilities.
Find P. State the assumptions you made to
enable you to evaluate the probability
function.
 EXPECTATION, E(X)
The expectation of X (or expected value), written
E(X), is given by: = . This can be written =
where i = 1, 2, … , n. We often use the symbol ,
pronounced ‘mew’, for the expectation, so = .
 EXAMPLES

1. A fair six-sided dice is rolled. The number

on the uppermost face is modelled by the
random variable X. a) Write down the
probability distribution of X. b) Use the
probability distribution of X to calculate E (X).
Solution
a)Since the dice is fair, each side is equally likely
to end facing up, so the probability of any face
ending up as the uppermost is .
b) Substituting values from the probability
distribution into the formula and simplifying
gives:
The expected value of is: E() = ∑ P(X = ) = 1/6 +
2/6 + 3/6 + 4/6 + 5/6 + 6/6
= 21/6 = 7/2 = 3.5
2. The random variable X has a probability
distribution as shown in the table.

a)Given that E(X) = 3, write down two equations

involving p and q. b) Find the value of p and the
value of q.
 Solution
For discrete random variables, ∑P(X = x) = 1.
E(X ) = ∑xP(X = x)
p + q + 0.1 + 0.3 + 0.2 = 1
p + q = 1 − 0.6
p + q = 0.4……………………… (1)
(1 × 0.1) + 2p + (3 × 0.3) + 4q + (5 × 0.2) = 3
2p + 4q = 3 − (0.1 + 0.9 + 1)
2p + 4q = 1……………………… (2)
b) From (2):
2p + 4q = 1
Multiply (1) by 2
2p + 2q = 0.8 (3)
Subtracting (3) from (2)
2q = 0.2
q = 0.1
P = 0.4 – 0.1 = 0.1
 Examples

Q1. A random variable X has probability density

function (p.d.f.) as shown. Find the expectation, .
Solution
= = + + 0 + 1 + 2 = -0.2
Therefore, = -0.2
 Q2. Find the expected number of sixes when
three fair dice are thrown.
Solution
Let X be the random variable ‘obtaining
sixes when three fair dice are thrown’. X can
take the values 0, 1, 2, 3.
Using the notation to represent the event a
six is not obtained.’
 = P( = =
= P( + P( + P(
= + + =
= 3 P( = 3 =
= P( = =
The probability distribution for X is
=

=0 +1 +2 +3
= 0.5
The expected number of sixes when three dice
are thrown is 0.5.
 Examples Continued

Q3. The discrete random variable X has the

probability distribution

Find the value of p.

Examples Continued

⇒
⇒
⇒
 Examples Continued

Q4. The probability distribution of a

discrete random variable, X, is given by the
table below
 Examples Continued

a. Show that or
b. Let
i. Calculate ii. Find
 Examples Continued
Solution
a.
⇒
⇒
⇒ as required
 Examples Continued
b.

𝑥 0 1 2 3 4

𝑃ሺ 𝑋= 𝑥ሻ 0.2 0.6 ×
4
=
4 0.1 1 0.1
3
9 15

i. 𝐸ሺ 𝑋ሻ = 0 × 0.2 + 1 × + 2 × 0.1 + 3 × + 4 × 0.1

4 1
15 3

+ 0.2 + 1 + 0.4
4
15
=

+ 15 + 15 + 15 =
4 3 15 6 28
15 15
=

ii. Find 𝑃ቀ 𝑋≥ ቁ = 𝑃ሺ 𝑋> 1ሻ

28
15

= 𝑃ሺ 𝑋= 2ሻ + 𝑃ሺ 𝑋= 3ሻ + 𝑃ሺ 𝑋= 4ሻ

= 0.1 + 0.1 + 3 =
1 8
15
 Examples Continued

If is a discrete random variable, then is also

a discrete random variable. We can use this
rule to determine the expected value of X.
E( ) =∑P(X = ).
 Examples

Q5. A random variable x has a

probability distribution shown below:
Examples

Calculate
(i) P(0 <x< 2)
(ii) P(X < 2)
(iii) E(x)
(iv) E
 Examples
Solution:
(I)P(0 < x < 2) = P(X = 1) (this is discrete) = 0.2
(II)P(X > 2) = P(X = 3) + P(X = 4) = 0.1 + 0.2
= 0.3
(III)E(x) = = 0 × 0.1 + 1 × 0.2 + 2 × 0.4 + 3 ×
0.1 + 4 × 0.2
= 0.2 + 0.8 + 0.3 + 0.8 = 2.1
(IV) E() = = × 0.1 + × 0.2 + × 0.4 + × 0.1 + ×
0.2
= 0 + 0.2 + 1.6 + 0.9 + 3.2 = 5.9.
 EXERCISE

1) For each of the following probability

distributions write out the distribution of
and calculate both and .
2) The score on a biased dice is modelled by a
random variable with probability distribution.

Find and .
3. The random variable X has a probability
function

a. Construct tables giving the probability

distributions of .
b. Work out and .
c. State whether or not
4) The random variable has a probability function
given by

a)Construct a table giving the probability distribution of .

b) Calculate and
.c) State whether or not .
 5) The random variable has the following
probability distribution:

.Given that , find the value of and the value of .

 6) The random variable has the following
probability distribution:

Given that and , find and .

7) The discrete random variable has probability function

Given that , find the value of and the value of .

 Variance of a discrete random
variable
The variance of X is usually written as Var(X ) and
is defined as

The random variable is the squared deviation

from the expected value of X. It is large when X
takes values that are very different to
E(X ).
NOTE: The variance is sometimes denoted by ,
where σ is the standard deviation.
Sometimes it is easier to calculate the variance
using the formula
Var(X) = .
From the definition you can see that Var(X ) > 0 for
any random variable X. The larger Var(X ) the more
variable X is. In other words, the more likely it is to
take values very different to its expected value.
1. A fair six-sided dice is rolled. The number on
the uppermost face is modelled by the
random variable X. Find Var(X ).
Solution
Method 1
We have that E(X ) = 3.5. The distributions of
and are given by
So the variance is
Var(X ) = ∑
= 6.25 × + 2.25 × + 0.25 ×
= (6.25 + 2.25 + 0.25) × =
Method 2
The expected value of is
E(X2) = ∑x2P(X = x) =
So using the alternative formula
Var(X ) = E( X 2) − (E(X ))2 = =
 EXERCISE
1) The random variable has a probability
distribution given by
a) Find b) Find .
2) Find the expected value and variance of the
random variable with probability distributions
given by:
a)
b)
c)
3) Given that is the score when a single,
unbiased, eight-sided dice is rolled, find and .

4) Two fair, cubical dice are rolled and is the sum

of their scores. Find:
a) the distribution of b)
c) , d) the standard deviation,
5) Two fair, tetrahedral (four-sided) dice are rolled
and is the difference between their scores. Find:
a) the distribution of b) c)

fair coin is spun repeatedly until a head appears

or three spins have been made. The random
variable represents the number of spins of the
coin.
a) Show that the probability distribution of
is

b) Find the expected value and variance of .

7) The random variable has a probability
distribution given by

where and are constants.

a) Write down an expression for in terms of and .

b) Given that , find the values of and .

 Expected value and variance of
a function of X
If X is a discrete random variable, and g is a
function, then g(X ) is also a discrete random
variable. You can calculate the expected value of
g(X ) using the formula
■ E(g(X )) =∑g(x)P(X = x).
This is a more general version of the formula for
E(). For simple functions, such as addition and
multiplication by a constant, we can learn the
following rules:
■ If X is a random variable and a and b are
constants, then E(aX + b) = aE(X ) + b
■ If X and Y are random variables,
then E(X + Y ) = E(X ) + E(Y )
You can use a similar rule to simplify variance
calculations for some functions of random variables:
■ If X is a random variable and a and b are constants
then Var(aX + b) = Var(X )
Note that if a and b are constants
(i) Var(a) = 0
(ii) Var(ax + b) = Var(ax) + Var(b) = a2Var(x) + 0 =
a2Var (x)
(iii) Var(ax + by) = Var(ax) + Var(by)
= a2Var(x) + b2Var (Y )
Var (X + Y ) = Var (X − Y ) = Var(X) + Var(Y )
EXAMPLES
1. A discrete random variable X has the
probability distribution
a. Write down the probability distribution for Y
where Y = 2X + 1.
b. Find E(Y ).
c. Compute E(X ) and verify that E(Y ) = 2E(X ) + 1
Solution
a. The probability distribution for Y is
b. E(Y ) = ∑yP(Y = y)
=
==
c. E(X ) = ∑xP(X = x) = = =
Therefore 2E(X) + 1 = 2 × 1.92 + 1 = 4.84
Therefore E(Y) = 2E(X) + 1
2. A random variable X has E(X ) = 4 and
Var (X ) = 3. Find:
a) E(3X ) b) E(X − 2) c) Var(3X )
d) Var(X − 2) e) E(X 2)
Solution
a) E(3X ) = 3E(X ) = 3 × 4 = 12
b) E(X − 2) = E(X ) − 2 = 4 − 2 = 2
c) Var(3X ) = 3 Var(X ) = 9 × 3 = 27
2

d) Var (X − 2) = Var(X ) = 3
e) E(X2) = Var(X ) + (E(X ))2 = 3 + 42 = 19
3. The random variable X has the following
probability distribution:
Calculate E(sinX ).
Solution

E(sinX) = ∑sin x P(X = x)

=
=