Chapter 6.

Discrete probability distribution Nguyen Thi Thu Van - October 24, 2022
A random variable is a rule that assigns a numerical value to each outcome in the sample space of a random experiment in
accordance with the following regulation: more than one outcome can be assigned to one numerical value, but two different PDF P(X=x) CDF P(X ≤ x)
Probability distribution
numerical values cannot be represented for the same outcome. for three coin flips 0.875 1.000
1.0 1.0
Possible events X P(X=x) 0.375 0.375 0.500
TTT 0 0.125 0.5 0.125 0.125 0.5 0.125
 Discrete random variables have a countable number of distinct values. For example, tossing a coin three times, the number
HTT, THT, TTH 1 0.375 0.0
of times that the coin comes up head is a random variable 𝑋 = {0,1,2,3} 0.0
HHT, THH, HTH 2 0.375
 Continuous random variables can have any value within an interval and can take on an infinite number of possible HHH 3 0.125
0 1 2 3 0 1 2 3
values (say, X = the average height of a random group of students). 1 Number of heads Number of heads

Expected value of a discrete random variable Variance of a discrete random variable Standard deviation A discrete probability distribution assigns a probability to each value of a discrete variable and can be described either by
𝑁 phương sai 𝑁
𝜎 = √𝜎 2  probability density/mass function (PDF/PMF) that shows the probability of each X–value
𝐸(𝑋) ≡ 𝜇 = ∑ 𝑥𝑖 𝑃(𝑥𝑖 ) 𝑉𝑎𝑟(𝑋) ≡ 𝜎 2 = ∑(𝑥𝑖 − 𝜇)2 𝑃(𝑥𝑖 )
𝑖=1 𝑖=1
độ lệch chuẩn  cumulative distribution function (CDF) that shows the cumulative sum of probabilities, adding from the smallest to the largest X–value.

Uniform distribution
Descriptions Uniform distribution describes a
random variable with a finite
number of equally likely
consecutive integer values
from 𝑎 to 𝑏.
Binomial distribution Poisson distribution Hypergeometric distribution Geometric distribution
Binomial distribution describes a random variable arising from Poisson distribution [Siméon-Denis Poisson (1781– Hypergeometric distribution is similar Geometric distribution is related to the
Bernoulli experiments [Jakob Bernoulli (1654–1705)] (a random 1840)] describes the number of events occurring in a to the binomial except that sampling is binomial. It describes the number of
experiment has only two outcomes). In a binomial experiment, we fixed interval of time or space. For the Poisson without replacement from a finite Bernoulli trials until the first success is
are interested in 𝑋 the number of successes in 𝑛 trials and all trials distribution to apply, the events must occur randomly population of 𝑁 items. observed.
are independent, so the binomial random variable 𝑋 is the sum of and independently over a continuum of time or space. Note that it can be approximated by a
s n
𝑛 independent Bernoulli random variables. binomial with π = if < 0.05.
N N

Example The daily 3 lottery has a uniform On average, 20 percent of the emergency room patients at At an outpatient mental health clinic, appointment A statistics textbook chapter contains At Faber University, 15 percent of the
distribution with 1000 equally Greenwood General Hospital lack health insurance. In a random cancellations occur at a mean rate of 1.5 per day on a 60 exercises, 6 of which are essay alumni (the historical percentage) make a
likely outcomes range from 000 sample of four patients, what is the probability that two will be typical Wednesday. What is the probability that no questions. A student is assigned 10 donation or pledge during the annual tele-
through 999: 𝑋 = {000, … , 999}. uninsured? cancellations will occur on a particular Wednesday? problems. What is the probability that fund. What is the probability that the first
𝑋 = the number of uninsured patients, 𝑋 = {0, 1, 2, 3, 4}. X = the number of cancellations on a particular none of the questions are essay? donation will come within the first 5 calls?
Wednesday, 𝑋 = {0,1,2, … } X = the number of essay questions the 𝑋 = the number of calls make until the first
student receives, 𝑋 = {0,1,2,3,4,5,6} success is achieved, 𝑋 = {1,2,3,4, … }
Parameters 𝑎: lower limit and 𝑏: upper limit 𝑛 : number of trials fixed 𝜆: mean arrivals per unit of time or space 𝑁: population size; 𝜋: probability of success
𝜋: probability of success 𝑛 : sample size
𝑠 : number of successes in population
𝑥: number of successes in sample
PDF/PMF 1 𝑛! 𝑥 −𝜆
𝜆 𝑒 𝑠 𝐶𝑥 × 𝑁−𝑠 𝐶𝑛−𝑥 𝑃(𝑋 = 𝑥) = 𝜋(1 − 𝜋)𝑥−1
𝑃(𝑋 = 𝑥) = 𝑃(𝑋 = 𝑥) = 𝜋 𝑥 (1 − 𝜋)𝑛−𝑥 𝑃(𝑋 = 𝑥) = 𝑃(𝑋 = 𝑥) =
P(X=x) 𝑏−𝑎+1 𝑥! (𝑛 − 𝑥)! 𝑥! 𝑁 𝐶𝑛

Excel /Table 𝐵𝐼𝑁𝑂𝑀. 𝐷𝐼𝑆𝑇(𝑥, 𝑛, 𝜋 ,0) or Table A 𝑃𝑂𝐼𝑆𝑆𝑂𝑁. 𝐷𝐼𝑆𝑇(𝑥, 𝜆, 0) or Table B 𝐻𝑌𝑃𝐺𝐸𝑂𝑀. 𝐷𝐼𝑆𝑇(𝑥, 𝑛, 𝑠, 𝑁, 0) 𝐸𝑋𝑃𝑂𝑁. 𝐷𝐼𝑆𝑇(𝑥, 𝜆 ,0)
CDF 𝑥−𝑎+1 not cumulative 𝑃(𝑋 ≤ 𝑥) = 1 − (1 − 𝜋)𝑥 , 𝑥 ≥ 1
𝑃(𝑋 ≤ 𝑥) = ,𝑎 ≤ 𝑥 ≤ 𝑏
P(X<=x) 𝑏−𝑎+1
Excel 𝐵𝐼𝑁𝑂𝑀. 𝐷𝐼𝑆𝑇(𝑥, 𝑛, 𝜋 ,1) cumulative 𝑃𝑂𝐼𝑆𝑆𝑂𝑁. 𝐷𝐼𝑆𝑇(𝑥, 𝜆, 1) 𝐻𝑌𝑃𝐺𝐸𝑂𝑀. 𝐷𝐼𝑆𝑇(𝑥, 𝑛, 𝑠, 𝑁, 1) 𝐸𝑋𝑃𝑂𝑁. 𝐷𝐼𝑆𝑇(𝑥, 𝜆 ,1)
𝑎+𝑏 𝑠 1
Mean 𝜇 = 𝑛𝜋 𝜇= 𝜆 𝜇 = 𝑛𝜋 where 𝜋 =
𝜇= 𝑁 𝜇=
2 𝜋
Standard 𝜎 = √𝑛𝜋(1 − 𝜋) 𝜎 = √𝜆 𝑁−𝑛
[(𝑏 − 𝑎) + 1]2 − 1 𝜎 = √𝑛𝜋(1 − 𝜋) × √ 1−𝜋
deviation 𝜎=√ 𝑁−1 𝜎=√ 2
12 𝜋
𝑠
Shape Symmetric with no mode Skewed right if 𝜋 < 0.5, skewed left if 𝜋 > 0.5 and symmetric if Always right-skewed, but less so for larger 𝜆. Symmetric if = 0.5 Highly skewed
𝑁
𝜋 = 0.5
Characteristics Uniform model is useful as a  There are a fixed number of trials 𝑛  An event of interest occurs randomly over time or  The trials are not independent.  There is at least one trial to obtain the
benchmark and also to generate  There are only two outcomes for each trial: success or failure. space.  The probability of success is not first success, but the number of trials is
random integers for sampling, or in  The probability of success for each trial 𝜋 remains constant.  The average arrival rate 𝜆 remains constant. constant from trial to trial. not fixed.
simulation models. For example,  The trials are independent of each other.  The arrivals are independent of each other.
lotteries are frequently studied to  The random variable 𝑋 is the number of successes.  The random variable 𝑋 is the number of events
make sure they are truly random. within an observed time interval.