Chapter III.

Discrete Probability Distribution

I. Random Variables and their Probability Distribution
“The probability distribution of a discrete random variable X is a list of each possible value of X
together with the probability that X takes that value in one trial of the experiment.”

The probabilities in the probability distribution of a random variable X must satisfy the following two
conditions:

Each probability P(x) must be between 0 and 1 :

0 ≤ P(x) ≤ 1.

The sum of all the possible probabilities is 1 :

∑ P(x) = 1.

A discrete variable is a variable whose value is obtained by counting.

Examples: number of students present

number of red marbles in a jar

number of heads when flipping three coins

students’ grade level

A random variable is a variable whose value is a numerical outcome of a random phenomenon.

▪ A random variable is denoted with a capital letter

▪ The probability distribution of a random variable X tells what the possible values of X are and how
probabilities are assigned to those values

▪ A random variable can be discrete or continuous

A discrete random variable X has a countable number of possible values.

Example

A fair coin is tossed twice. Let X be the number of heads that are observed.

a. Construct the probability distribution of X.

b. Find the probability that at least one head is observed.

Solution:

a. The possible values that X can take are 0, 1, and 2. Each of these numbers corresponds to an
event in the sample space S={hh,ht,th,tt} of equally likely outcomes for this experiment: X = 0 to {tt}, X =
1 to {ht,th}, and X = 2 to {hh}. The probability of each of these events, hence of the corresponding value
of X, can be found simply by counting, to give

This table is the probability distribution of X.

b. “At least one head” is the event X ≥ 1, which is the union of the mutually exclusive events X = 1
and X = 2. Thus

P(X≥1) =P(1) + P(2) = 0.50 + 0.25 = 0.75

A histogram that graphically illustrates the probability distribution is given in

Cumulative Distribution Function (CDF)

At times, rather than having to calculate the probability of a specific value of X occurring, we'll need to
calculate the probability that X be less than or equal to some value:

P(X ≤ x)

For such probabilities we'll need to use the cumulative distribution function.

Given a discrete random variable X, and its probability distribution function P(X=x)=f(x), we define
its cumulative distribution function, CDF, as:
 F(x)=P(X ≤ x)

Where:
𝑥

𝑃(𝑋 ≤ 𝑥) = ∑ 𝑃(𝑋 = 𝑡)
𝑡=𝑥 𝑚𝑖𝑛

Example:

Using the Complement

We now know how to calculate the probability that X be less than, or less than or equal to, a certain
value.
But what if we were asked to find the probability that X be greater than a certain value, or the
probability that X is "at least" some amount?

To answer such questions we'll need to use the complement formula, which we show here:

Complement Formula

To calculate the probability P(X>a) we use the complement formula, which states:

P(X > x )=1−P(X ≤ x)

Example:

Find the probability that more that one head is observed

More than. P(X > 1)

P(X ≤ 1) = P(X = 1) + P(X = 0) = 0.50 + 0.25 = 0.75

P(X > 1) = 1 - P(X ≤ 1) = 1 – 0.75 = 0.25

Find the probability that at least one head is observed.

“At least one head” is the event X ≥ 1, which is the union of the mutually exclusive events X = 1
and X = 2. Thus

P(X ≥ 1) is also equal to P(X > 1) + P(X = 1)

P(X ≥ 1) =P(X > 1) + P(X = 1) = 0.25 + 0.50 = 0.75

Probability Mass Function

The probability that a discrete random variable X takes on a particular value x, that is, P(X=x), is
frequently denoted f(x). The function f(x) is typically called the probability mass function, although
some authors also refer to it as the probability function, the frequency function, or probability density
function. We will use the common terminology — the probability mass function — and its common
abbreviation —the p.m.f.

If CDF is the “less than” and it’s complimentary is the “greater than”, PMFs are the “Equal”.

P(X = x) = f(x)

Mean and Variance of Random Variables

Just like variables from a data set, random variables are described by measures of central tendency (like
the mean) and measures of variability (like variance). This lesson shows how to compute these measures
for discrete random variables.

Mean of a Discrete Random Variable

The mean of the discrete random variable X is also called the expected value of X. Notationally, the
expected value of X is denoted by E(X). Use the following formula to compute the mean of a discrete
random variable.

E(X) = μx = Σ [ xi * P(xi) ]

where xi is the value of the random variable for outcome i, μx is the mean of random variable X, and P(xi)
is the probability that the random variable will be outcome i.

Example

In a recent little league softball game, each player went to bat 4 times. The number of hits made by each
player is described by the following probability distribution.

What is the mean of the probability distribution?

 Probability,
Number of hits, x
P(x)

0 0.10

1 0.20

2 0.30

3 0.25

4 0.15
E(X) = Σ [ xi * P(xi) ]
E(X) = 0*0.10 + 1*0.20 + 2*0.30 + 3*0.25 + 4*0.15 = 2.15

Median of a Discrete Random Variable

The median of a discrete random variable is the "middle" value. It is the value of X for which P(X < x) is
greater than or equal to 0.5 and P(X > x) is greater than or equal to 0.5.

Consider the problem presented above in Example 1. In Example 1, the median is 2; because P(X < 2) is
equal to 0.60, and P(X > 2) is equal to 0.70. The computations are shown below.

P(X < 2) = P(x=0) + P(x=1) + P(x=2)

P(X < 2) = 0.10 + 0.20 + 0.30 = 0.60

P(X > 2) = P(x=2) + P(x=3) + P(x=4)

P(X > 2) = 0.30 + 0.25 + 0.15 = 0.70

Variability of a Discrete Random Variable

The equation for computing the variance of a discrete random variable is shown below.

σ2 = Σ { [ xi - E(x) ]2 * P(xi) }

where xi is the value of the random variable for outcome i, P(xi) is the probability that the random
variable will be outcome i, E(x) is the expected value of the discrete random variable x.

Example 2

The number of adults living in homes on a randomly selected city block is described by the following
probability distribution.

Example

The number of adults living in homes on a randomly selected city block is described by the following
probability distribution.
 Number of adults, x 1 2 3 4

Probability, P(x) 0.25 0.50 0.15 0.10

E(X) = Σ [ xi * P(xi) ]
E(X) = 1*0.25 + 2*0.50 + 3*0.15 + 4*0.10 = 2.10

σ2 = Σ { [ xi - E(x) ]2 * P(xi) }
σ2 = (1 - 2.1)2 * 0.25 + (2 - 2.1)2 * 0.50 + (3 - 2.1)2 * 0.15 + (4 - 2.1)2 * 0.10
σ2 = (1.21 * 0.25) + (0.01 * 0.50) + (0.81) * 0.15) + (3.61 * 0.10) = 0.3025 + 0.0050 + 0.1215 + 0.3610

σ2 = 0.79

And finally, the standard deviation is equal to the square root of the variance; so the standard
deviation is sqrt(0.79) or 0.889.

Binomial Probability Distribution

Binomial Experiment

A binomial experiment is a statistical experiment that has the following properties:

▪ The experiment consists of n repeated trials.

▪ Each trial can result in just two possible outcomes. We call one of these outcomes a success and
the other, a failure.

▪ The probability of success, denoted by P, is the same on every trial.

▪ The trials are independent; that is, the outcome on one trial does not affect the outcome on other
trials.

Consider the following statistical experiment. You flip a coin 2 times and count the number of times the
coin lands on heads. This is a binomial experiment because:

▪ The experiment consists of repeated trials. We flip a coin 2 times.

▪ Each trial can result in just two possible outcomes - heads or tails.
▪ The probability of success is constant - 0.5 on every trial.
▪ The trials are independent; that is, getting heads on one trial does not affect whether we get
heads on other trials.
Notation

The following notation is helpful, when we talk about binomial probability.

▪ x: The number of successes that result from the binomial experiment.

▪ n: The number of trials in the binomial experiment.
▪ P: The probability of success on an individual trial.
▪ Q: The probability of failure on an individual trial. (This is equal to 1 - P.)
▪ n!: The factorial of n (also known as n factorial).
▪ b(x; n, P): Binomial probability - the probability that an n-trial binomial experiment results
in exactly x successes, when the probability of success on an individual trial is P.
▪ nCr: The number of combinations of n things, taken r at a time.

Binomial Distribution

A binomial random variable is the number of successes x in n repeated trials of a binomial experiment.
The probability distribution of a binomial random variable is called a binomial distribution.

Suppose we flip a coin two times and count the number of heads (successes). The binomial random
variable is the number of heads, which can take on values of 0, 1, or 2. The binomial distribution is
presented below.

Number of heads Probability

0 0.25

1 0.50

2 0.25

The binomial distribution has the following properties:

▪ The mean of the distribution (μx) is equal to n * P .

▪ The variance (σ2x) is n * P * ( 1 - P ).
▪ The standard deviation (σx) is sqrt[ n * P * ( 1 - P ) ].
 Binomial Formula and Binomial Probability

The binomial probability refers to the probability that a binomial experiment results
in exactly x successes. For example, in the above table, we see that the binomial probability of getting
exactly one head in two coin flips is 0.50.

Given x, n, and P, we can compute the binomial probability based on the binomial formula:

Binomial Formula. Suppose a binomial experiment consists of n trials and results in x successes. If the
probability of success on an individual trial is P, then the binomial probability is:

b(x; n, P) = nCx * Px * (1 - P)n - x

or
b(x; n, P) = { n! / [ x! (n - x)! ] } * Px * (1 - P)n - x

Example
Suppose a die is tossed 5 times. What is the probability of getting exactly 2 fours?

Solution: This is a binomial experiment in which the number of trials is equal to 5, the number of successes
is equal to 2, and the probability of success on a single trial is 1/6 or about 0.167. Therefore, the binomial
probability is:

b(2; 5, 0.167) = 5C2 * (0.167)2 * (0.833)3

b(2; 5, 0.167) = 0.161

Cumulative Binomial Probability

A cumulative binomial probability refers to the probability that the binomial random variable falls
within a specified range (e.g., is greater than or equal to a stated lower limit and less than or equal to a
stated upper limit).

For example, we might be interested in the cumulative binomial probability of obtaining 45 or fewer
heads in 100 tosses of a coin (see the Example below). This would be the sum of all these individual
binomial probabilities.

b(x < 45; 100, 0.5) =

b(x = 0; 100, 0.5) + b(x = 1; 100, 0.5) + ... + b(x = 44; 100, 0.5) + b(x = 45; 100, 0.5)

Example

What is the probability of obtaining 45 or fewer heads in 100 tosses of a coin?

Solution: To solve this problem, we compute 46 individual probabilities, using the binomial formula. The
sum of all these probabilities is the answer we seek. Thus,

b(x < 45; 100, 0.5) = b(x = 0; 100, 0.5) + b(x = 1; 100, 0.5) + . . . + b(x = 45; 100, 0.5)
b(x < 45; 100, 0.5) = 0.184

Poisson Distribution

A Poisson distribution is the probability distribution that results from a Poisson experiment.

Attributes of a Poisson Experiment

A Poisson experiment is a statistical experiment that has the following properties:

▪ The experiment results in outcomes that can be classified as successes or failures.

▪ The average number of successes (λ) that occurs in a specified region is known.

▪ The probability that a success will occur is proportional to the size of the region.

▪ The probability that a success will occur in an extremely small region is virtually zero.

Note that the specified region could take many forms. For instance, it could be a length, an area, a
volume, a period of time, etc.

Notation

The following notation is helpful, when we talk about the Poisson distribution.

▪ e: A constant equal to approximately 2.71828. (Actually, e is the base of the natural logarithm
system.)

▪ λ: The mean number of successes that occur in a specified region.(Equal to μ)

▪ x: The actual number of successes that occur in a specified region.

▪ P(x; λ): The Poisson probability that exactly x successes occur in a Poisson experiment, when the
mean number of successes is λ.

Poisson Distribution

A Poisson random variable is the number of successes that result from a Poisson experiment.
The probability distribution of a Poisson random variable is called a Poisson distribution.

Given the mean number of successes (λ) that occur in a specified region, we can compute the Poisson
probability based on the following formula:

Poisson Formula. Suppose we conduct a Poisson experiment, in which the average number of successes
within a given region is λ. Then, the Poisson probability is:
 P(x; λ) = (e- λ) (λ x) / x!
where x is the actual number of successes that result from the experiment, and e is approximately equal
to 2.71828.

The Poisson distribution has the following properties:

▪ The mean of the distribution is equal to λ .

▪ The variance is also equal to λ .

Poisson Distribution Example

The average number of homes sold by the Acme Realty company is 2 homes per day. What is the
probability that exactly 3 homes will be sold tomorrow?

Solution: This is a Poisson experiment in which we know the following:

▪ λ = 2; since 2 homes are sold per day, on average.

▪ x = 3; since we want to find the likelihood that 3 homes will be sold tomorrow.

▪ e = 2.71828; since e is a constant equal to approximately 2.71828.

We plug these values into the Poisson formula as follows:

P(x; λ) = (e- λ) (λ x) / x!

P(3; 2) = (2.71828-2) (23) / 3!

P(3; 2) = (0.13534) (8) / 6

P(3; 2) = 0.180

Thus, the probability of selling 3 homes tomorrow is 0.180 .

Cumulative Poisson Probability

A cumulative Poisson probability refers to the probability that the Poisson random variable is greater
than some specified lower limit and less than some specified upper limit.

Cumulative Poisson Example

Suppose the average number of lions seen on a 1-day safari is 5. What is the probability that tourists will
see fewer than four lions on the next 1-day safari?

Solution: This is a Poisson experiment in which we know the following:

▪ λ = 5; since 5 lions are seen per safari, on average.

▪ x = 0, 1, 2, or 3; since we want to find the likelihood that tourists will see fewer than 4 lions; that
is, we want the probability that they will see 0, 1, 2, or 3 lions.
 ▪ e = 2.71828; since e is a constant equal to approximately 2.71828.

To solve this problem, we need to find the probability that tourists will see 0, 1, 2, or 3 lions. Thus, we
need to calculate the sum of four probabilities: P(0; 5) + P(1; 5) + P(2; 5) + P(3; 5). To compute this sum,
we use the Poisson formula:

P(x < 3, 5) = P(0; 5) + P(1; 5) + P(2; 5) + P(3; 5)

P(x < 3, 5) = [ (e-5)(50) / 0! ] + [ (e-5)(51) / 1! ] + [ (e-5)(52) / 2! ] + [ (e-5)(53) / 3! ]

P(x < 3, 5) = [ (0.006738)(1) / 1 ] + [ (0.006738)(5) / 1 ] + [ (0.006738)(25) / 2 ] + [ (0.006738)(125) / 6 ]

P(x < 3, 5) = [ 0.0067 ] + [ 0.03369 ] + [ 0.084224 ] + [ 0.140375 ]

P(x < 3, 5) = 0.2650

Thus, the probability of seeing at no more than 3 lions is 0.2650.

Reference/Links:

https://stats.libretexts.org/Bookshelves/Introductory_Statistics/Book%3A_Introductory_Statistics_(Shaf
er_and_Zhang)/04%3A_Discrete_Random_Variables/4.02%3A_Probability_Distributions_for_Discrete_R
andom_Variables

https://saylordotorg.github.io/text_introductory-statistics/s08-02-probability-distributions-for-.html

https://www.radfordmathematics.com/probabilities-and-statistics/discrete-probability-distributions-
discrete-random-variables/discrete-cumulative-distribution-functions-cdf.html

https://online.stat.psu.edu/stat414/lesson/7/7.3

https://online.stat.psu.edu/stat414/lesson/7/7.2

https://stattrek.com/random-variable/mean-variance.aspx?tutorial=AP

https://stattrek.com/probability-distributions/binomial.aspx?tutorial=AP

https://stattrek.com/probability-distributions/negative-binomial.aspx?tutorial=AP

https://stattrek.com/probability-distributions/poisson.aspx

https://stattrek.com/probability-distributions/multinomial.aspx?tutorial=prob

YT links, if you want.

https://www.youtube.com/watch?v=mrCxwEZ_22o

https://www.youtube.com/watch?v=UnzbuqgU2LE&t=1602s

https://www.youtube.com/watch?v=cPOChr_kuQs

https://www.youtube.com/watch?v=m0o-585xwW0

https://www.youtube.com/watch?v=0P5WRKihQ4E

https://www.youtube.com/watch?v=Jm_Ch-iESBg
 PROBSET

Answer the ff questions and write it in a clean white paper of any size. Copy and Answer. The writing
must be legible and free from erasures. After answering, scan or take a photo with no distortion
and/or not blurred. Passing of the Probset will depend on the Instructor. (Solutions Have more weight
than the answers)

Solve the following Discrete Probability Distribution.

1. Determine the requested probabilities.

X -2 -1 0 1 2
f(x) 0.2 0.4 0.1 0.2 0.1

a) P(x ≤ 2)
b) P(x > -2)
c) P(-1 ≤ x ≤ 1)
d) P(x = 2 or x ≤ -1)

2. f(x)=(2x+1)/25, x=0, 1, 2, 3 & 4

a) P(x = 4)
b) P(x ≤ 1)
c) P(2 ≤ x < 4)
d) P(x = 0)

3. 0 x < -10

F(x)= 0.25 -10 ≤ x < 30

0.75 30 ≤ x < 50

1 50 ≤ x

(a) P(X ≤ 50)

(b) P(X ≤ 40)
(c) P(X < 0)
4. Let X be a binomial random variable with p = 0.1 and n = 10. Calculate the following probabilities.
(a) P(X ≤ 2)
(b) P(X > 8)
(c) P(X = 4)
(d) P(5 ≤ X ≤ 7)
5. The number of content changes to a Web site follows a Poisson distribution with a mean of 0.25 per
day.
(a) What is the probability of two or more changes in a day?
(b) What is the probability of no content changes in five days?
(c) What is the probability of two or fewer changes in five days?