Discrete Random Variables

STAT 400
September 6, 2016
Definition: The random variables X is a function that assigns a value for element s S.

X translates the domain of S into numeric values, {x : X (s) = x, s S}.

Definition: Let S have a countable number of elements in a one-dimensional space. S has a

discrete outcome space and X has a discrete distribution.
Definition: Probability Mass Function (p.m.f.)

Let f (x) = P (X = x) for x S.

f (x) is a p.m.f. if the following properties are satisfied,

1. f (x) > 0, x S
2.

xS

f (x) = 1

3. P (X A) =

xA

f (x)

The range of X is also called the support for the random variable.

Example 1 Determine the constant c so that f (x) satisfies the conditions of being a p.m.f for a
random variable X.
a. f (x) = xc , x = 1, 2, 3, 4
It must be the case that,

1
c

P4

i=1

i = 1. So, c = 10 for the pmf to sum to 1.

1

STAT 400

Discrete Random Variables

b. f (x) = cx, x = 1, 2, 3, ..., 10

This problem requires knowledge about the sum of the first n integers,
n
X

n (n + 1)
2

i=

i=1
10
X

(1)

10 (11)
c
i=c
=1
2
i=1
1
1
c = 10(11) =
55
2
c. f (x) = xc , x = 1, 2, 3, ...n
The sum of the first n integers implies that c = n(n + 1)/2.

d. f (x) = c

 x
1
4

, x = 1, 2, 3, ...

Using the geometric series implies that c = 3.

c

 i
X
1

i=1

c 1
41

1
4

c=3
e. f (x) = c(x + 1)2 , x = 0, 1, 2, 3, ..., 10

This problem requires that you know the formula for the sum of the first n squared
integers.
n
X

i2 =

i=1

n (n + 1) (2n + 1)
6

We can use this equation to show that,

c

10
X

(x + 1)2 = c

i=0

11
X

i2 =

i=1

c=

11 (12) (23)
=1
6

1
506

Stepanov, Culpepper

STAT 400

Discrete Random Variables

Example 2 Let X be an integer sampled from 1, . . . , N with equal probability such that P (X =
k) = c. Find c.

Summing over the support implies that,

1=

N
X

P (X = i) =

i=1

N
X

c = Nc

i=1

c=

1
N

Stepanov, Culpepper