HIT 2102:Statistic for Engineers

Oliver Mhlanga

Harare Institute of Technology

omhlanga@hit.ac.zw

August 15, 2022

Probability Distributions (Discrete)

Oliver Mhlanga (HIT) August 15, 2022 1 / 17

Overview

1 Definitions

2 Bernoulli Distribution

3 Binomial Distribution

4 Geometric Distribution

5 Poisson Distribution

Oliver Mhlanga (HIT) August 15, 2022 2 / 17

Probability Distributions (Discrete)

The probability distribution of a random variable X is a description of

the probabilities associated with the possible values of X. For a discrete
random variable, the distribution is often specified by just a list of the
possible values along with the probability of each. In some cases, it is
convenient to express the probability in terms of a formula.
Definition
For a discrete random variable X with possible values x1 , x2 , ..., xn , a
probability mass function is a function such that
1 f (xi ) ≥ 0
Pn
i=1 f (xi ) = 1
2

3 f (xi ) = P(X = xi )

Oliver Mhlanga (HIT) August 15, 2022 3 / 17

Probability Distributions (Discrete)

Definition
The cumulative distribution function of a discrete random variable X,
denoted as F (x) is
X
F (x) = P(X ≤ x) = f (xi )
xi ≤x

For a discrete random variable X, F (x) satisfies the following properties:

P
1 F (x) = P(X ≤ x) =
xi ≤x f (xi )
2 0 ≤ F (x) ≤ 1
3 If x ≤ y , then F (x) ≤ F (y ).

Oliver Mhlanga (HIT) August 15, 2022 4 / 17

Example
Consider the experiment of tossing a coin twice and noting the outcome.
The probability distribution for the number of heads is as follows:
Note that S = {HH, HT , TH, TT }.
Heads(X) 0 1 2
Probability 0.25 0.5 0.25

Oliver Mhlanga (HIT) August 15, 2022 5 / 17

Probability Distributions (Discrete)

Definition
The mean or expected value of the discrete random variable X, denoted
as µ or E (X )is X
µ = E (X ) = xf (x)
x

The variance of X, denoted as σ2

or V (X ) is
X X
σ 2 = V (X ) = E (X − µ)2 = (X − µ)2 f (x) = x 2 f (x) − µ2
x x

The standard deviation of X is σ.

Oliver Mhlanga (HIT) August 15, 2022 5 / 17

Probability Distributions (Discrete)

The mean of a discrete random variable X is a weighted average of the

possible values of X, with weights equal to the probabilities.
Example
Calculate the mean and variance for the r.v X in the game described in the
previous example.
Mean = 0(0.25) + 1(0.5) + 2(0.25) = 1
E (X 2 ) = 02 (0.25) + 12 (0.5) + 22 (0.25) = 1.5. Hence
V (X ) = 1.5 − 1 = 0.5.

DISCRETE UNIFORM DISTRIBUTION

The simplest discrete random variable is one that assumes only a finite
number of possible values, each with equal probability.

Oliver Mhlanga (HIT) August 15, 2022 6 / 17

Probability Distributions (Discrete)

Definition
A random variable X has a discrete uniform distribution if each of the n
values in its range, say, x1 , x2 , ..., xn , has equal probability. Then,
1
f (xi ) =
n

Example
The first digit of a parts serial number is equally likely to be any one of
the digits 0 through 9. If one part is selected from a large batch and X is
the first digit of the serial number, X has a discrete uniform distribution
with probability 0.1 for each value in R = {0, 1, 2, ..., 9}. That is,
f (xi ) = 0.1 for each value in R.

Oliver Mhlanga (HIT) August 15, 2022 7 / 17

Probability Distributions (Discrete)

Suppose X is a discrete uniform random variable on the consecutive

integers a, a + 1, a + 2, ..., b, for a ≤ b. The mean of X is
b+a
µ = E (X ) =
2
The variance of X is
(b − a + 1)2 − 1
σ 2 = V (X ) =
12

Oliver Mhlanga (HIT) August 15, 2022 8 / 17

Probability Distributions (Discrete)

Definition
Bernoulli distribution: A random variable X which has two possible
outcomes (say TRUE or FALSE, Head or Tail, success or failure, etc) is
called a Bernoulli random variable. The probability distribution function
(pdf) of X is given by:
fX (x, θ) = θx (1 − θ)1−x , x = 0, 1.

The mean of X is E (X ) = θ while the variance is var (X ) = θ(1 − θ).

Oliver Mhlanga (HIT) August 15, 2022 9 / 17

Probability Distributions (Discrete)
Definition
Binomial Distribution: A random experiment consists of n Bernoulli
trials such that
1 The trials are independent
2 Each trial results in only two possible outcomes, labeled as ’success’
and ’failure’
3 The probability of a success in each trial, denoted as θ, remains
constant.
The random variable X that equals the number of trials that result in a
success has a binomial random variable with parameters
0 < θ < 1, n = 1, 2, ... The probability mass function of X is

fX (x, n, θ) = (nx ) θx (1 − θ)n−x

n!
(nx ) = x!(n−x)! , E (X ) = nθ, V (X ) = nθ(1 − θ).
Oliver Mhlanga (HIT) August 15, 2022 10 / 17
Probability Distributions (Discrete)

Definition
Geometric Distribution: In a series of Bernoulli trials (independent trials
with constant probability p of a success), let the random variable X denote
the number of trials until the first success. Then X is a geometric
random variable with parameter 1 < θ < 1 and

fX (x, θ) = (1 − θ)x−1 θ, x = 1, 2, ...

1 1−θ
E (X ) = and V (X ) =
θ θ2

Oliver Mhlanga (HIT) August 15, 2022 11 / 17

Probability Distributions (Discrete)

Definition
Given an interval of real numbers, assume counts occur at random
throughout the interval. If the interval can be partitioned into subintervals
of small enough length such that
1 the probability of more than one count in a subinterval is zero,
2 the probability of one count in a subinterval is the same for all
subintervals and proportional to the length of the subinterval, and
3 the count in each subinterval is independent of other subintervals, the
random experiment is called a Poisson process.
The random variable X that equals the number of counts in the interval is
a Poisson random variable with parameter λ > 0, and the probability
mass function of X is
e −λ λx
fX (x, λ) = , x = 0, 1, 2, ....
x!
Oliver Mhlanga (HIT) August 15, 2022 12 / 17
Probability Distributions (Discrete)

If X is a Poisson random variable with parameter λ, then

E (X ) = λ, V (X ) = λ

The mean and variance of a Poisson random variable are equal.

Oliver Mhlanga (HIT) August 15, 2022 13 / 17

Probability Distributions (Discrete)

Example
Let X denote the number of bits received in error in a digital
communication channel, and assume that X is a binomial random variable
with θ = 0.001. If 1000 bits are transmitted, determine the following:
(a) P(X = 1), (b) P(X ≤ 2), and (c) mean and variance of X.
Solution:
(a) P(X = 1) = 1000 0.0011 0.999999 = 0.3681.


1
≤ 2) = 1000 0.0010 0.9991000 + 1000 0.0011 0.999999 +



(b) P(X 0 1
1000 0.0012 0.999998 = 0.9198.


2
(c) E (X ) = 1000(0.001) = 1, V (X ) = 1000(0.001)(0.999) = 0.999.

Oliver Mhlanga (HIT) August 15, 2022 14 / 17

Probability Distributions (Discrete)

Example
Assume that each of your calls to a popular radio station has a probability
of 0.02 of connecting, that is, of not obtaining a busy signal. Assume that
your calls are independent.
(a) What is the probability that your first call that connects is your tenth
call?
(b) What is the probability that it requires more than five calls for you to
connect?
(c) What is the mean number of calls needed to connect?
Solution: Let X denote the number of calls needed to obtain a connection.
Then, X is a geometric random variable with θ = 0.02
(a) P(X = 10) = (1 − 0.02)9 ∗ 0.02 = 0.0167
(b) P(X > 5) = 1 − P(X ≤ 4) = 1 − [P(X = 1) + P(X = 2) + P(X =
3) + P(X = 4)] = 1 − 0.0776 = 0.9224.
1
(c) E (X ) = 0.02 = 50

Oliver Mhlanga (HIT) August 15, 2022 15 / 17

Probability Distributions (Discrete)

Example
Suppose that the number of customers that enter a bank in an hour is a
Poisson random variable, and suppose that P(X = 0) = 0.05. Determine
the mean and variance of X.
Solution:
P(X = 0) = e −λ = 0.05. Therefore, λ = − ln(0.05) = 2.996.
Consequently, E (X ) = V (X ) = 2.996.

Oliver Mhlanga (HIT) August 15, 2022 16 / 17

 The End

Oliver Mhlanga (HIT) August 15, 2022 17 / 17