Introduction to Mathematics and Statistics B

B5 Notes
Discrete distributions
Random variable – a function that assigns numerical values to the outcomes of a random
experiment.
- Random variables are denoted by uppercase letters; X .
- The values of a random variables are denoted by lowercase letter; x 1 .

Discrete Continuous
Random variable assumes a countable Random variable is categorized (infinitely)
number of distinct values. by a countless number of values within any
interval.

Every random variable is associated with a probability distribution that describes the variable
completely. The distributions captures both relative and cumulative relative frequencies.
Relative frequency Cumulative frequency
- Probability mass function is used to - Cumulative distribution function can
describe discrete random variables. be used to describe either discrete or
- Probability density function is used continuous random variables.
to describe continuous random
variables.

Probability mass function [¿ of a discrete random variable X is a list of the values of X with
associated probabilities.
Properties of discrete probability distributions:
1. The probability of each value x is a value between 0 and 1.
0 ≤ P(X =x) ≤1
2. The sum of probabilities equals 1.

∑ P( X=x i ¿ )=1 ¿
i

3. Graphing a probability mass function

- Values x on the horizontal axis.
- Probability Pr ( X=x ) on the vertical axis.
- The height of the line represents the probability X =x .
Cumulative distribution function (CDF) of a discrete random variable X is the probability
that X is at least the value of x .

Marginal probability mass function

Consider two random variables X and Y, with a joint distribution P( X =x ,Y = y). The
marginal probability mass function of X is the probability distribution of X when the value of
Y is unknown. Thus, we add over all possible values of Y.

∑ P( X=x∨Y = y ) P(Y = y)
y

Summary statistics – discrete distributions

As we get closer to asking everyone in the population, the expected value E(x) will converge
to the true population parameter (the mean).
Expected value [ E ( X ) ] ⟺ Populationmean( μ)

Expected value E(x):

1. Long-run average value of the random variable over infinitely many independent
repetitions of an experiment.
2. For a discrete random variable X, the values x 1 , x 2 , x 3 ¿ that occur with the probability
Pr ⁡( X =x i). The expected value of x is µ.