PROBABILITY & STATISTICS

D.R. variables Chapter 3: Discrete Random Variables and

PMF & CDF
Probability Distributions
LEARNING OBJECTIVES
Mean & Variance
1. Discrete random variables
Uniform Dis.
2. Probability mass function and cumulative distribution
function
Binomial Dis.
3. Mean and Variance
Poisson Dis.
4. Discrete Uniform Distribution
Summary 5. Binomial Distribution
6. Geometric and Negative Binomial Distribution
7. Hypergeometric Distribution
6. Poisson Distribution
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 Discrete Random Variables

D.R.
D.R. variables
variables Definition
PMF & CDF A discrete random variable is a random variable with a
finite or countably infinite range.
Mean & Variance
Example
Uniform Dis.
1. Roll a die twice: Let X be the number of times 4
Binomial Dis. comes up then X could be 0, 1, or 2 times.
Poisson Dis.
2. Toss a coin 5 times: Let X be the number of heads then
X = 0, 1, 2, 3, 4, or 5.
Summary 3. X = The number of stocks in the Dow Jones Industrial
Average that have share price increases on a given day
then X is a discrete random variable because whose share
price increases can be counted.
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 Discrete Random Variables

D.R.
D.R. variables
variables Determining a Discrete Random Variable
PMF & CDF Let X be a discrete random variable with possible
Mean & Variance
outcomes x1, x2, … , xn.
1. Find the probability of each possible outcome.
Uniform Dis.
2. Check that each probability is between 0 and 1 and
Binomial Dis.
that the sum is 1.
Poisson Dis. 3. Summarizing results in following table:
Summary
X x1 x2 …. xn
P(x) p1 p2 …. pn

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 Discrete Random Variables

D.R.
D.R. variables
variables Example
Let the random variable X denote the number of heads in
PMF & CDF
three tosses of a fair coin. Determine the probability
Mean & Variance distribution of X.

Uniform Dis.
The sample space:
Binomial Dis. S = {HHH, HHT, HTH, HTT, THH, THT, TTH, TTT}.
Poisson Dis. The events: [X = 0] = {TTT} [X = 1] = {HTT,THT,TTH}

Summary
[X = 2] = {HHT, HTH,THH} [X = 3] = {HHH}

X 0 1 2 3
P(x) 1/8 3/8 3/8 1/8

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 Probability mass function

D.R. variables Definition

PMF &
PMF & CDF
CDF
For a discrete random variable X with possible values x1,
x2, …, xn , a probability mass function is a function
Mean & Variance such that
Uniform Dis. (1) f(xi) ≥ 0
n

Binomial Dis. (2) ∑ f ( xi ) = 1

i =1

Poisson Dis. (3) f(xi) = P(X = xi)

Summary In above example, we have

f(0) = 1/8, f(1) = 3/8, f(2) = 3/8 and f(3) = 1/8.

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 Cumulative distribution function

D.R. variables Definition

PMF &
PMF & CDF
CDF
The cumulative distribution function of a discrete
random variable X, denoted as F(x), is
F ( x) = P( X ≤ x) = ∑ f ( xi )
Mean & Variance

xi ≤ x
Uniform Dis.
For a discrete random variable X, F(x) satisfies
Binomial Dis.
the following properties.
Poisson Dis. (1) 0 ≤ F(x) ≤1
Summary (2) If x ≤ y, then F(x) ≤ F(y)

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 Cumulative distribution function

D.R. variables Example

Suppose that a day’s production of 850 manufactured
PMF &
PMF & CDF
CDF
parts contains 50 parts that do not conform to customer
Mean & Variance requirements. Two parts are selected at random, without
replacement, from the batch. Let the random variable X
Uniform Dis. equal the number of nonconforming parts in the sample.
Binomial Dis. What is the cumulative distribution function of X?
Poisson Dis. The first we find the probability mass function of X.
Summary 0 if x<0
X 0 1 2 0.886
 if 0 ≤ x<1
F ( x) = 
f(x) 0.886 0.111 0.003 0.997 if 1≤ x< 2
1 if x≥2
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 Cumulative distribution function

D.R. variables Example

Determine the probability mass function of X from the
PMF &
PMF & CDF
CDF
following cumulative distribution function:
Mean & Variance 0 x < −2
0.2 −2≤ x <0

Uniform Dis. F ( x) = 
0.7 0≤ x<2
Binomial Dis. 1 x≥2

Poisson Dis.

Summary
f(-2) =0.2-0=0.2
f(0) =0.7-0.2=0.5
f(2) =1.0-0.7=0.3

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 Mean and Variance

D.R. variables Definition

PMF & CDF
The mean or expected value of the discrete random
variable X, denoted as µ or E(X) is
µ = E ( X ) = ∑ xi f ( xi )
Mean &
Mean & Variance
Variance

Uniform Dis. i
The variance of X, denoted as σ2 or V(X) is
Binomial Dis.
σ2 = V(X) = E(X - µ)2
Poisson Dis. = ∑ xi2 f ( xi ) − µ 2
i
Summary The standard deviation of X is σ.

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 Mean and Variance

D.R. variables Example

The number of messages sent per hour over a computer
PMF & CDF
network has the following distribution:
Mean &
Mean & Variance
Variance
X 10 11 12 13 14 15
Uniform Dis.
f(x) 0.08 0.15 0.30 0.20 0.20 0.07
Binomial Dis.

Poisson Dis. Determine the mean and standard deviation of the number
of messages sent per hour.
Summary

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 Mean and Variance

D.R. variables Mean of a Function of a Discrete Random Variable

PMF & CDF

If X is a discrete random variable with probability mass
function f(x) then for any function h(x)
Mean &
Mean & Variance
Variance

Uniform Dis.
E[h( x)] = ∑ h( xi ) f ( xi )
i
Binomial Dis.
Corollary
Poisson Dis.

Summary E(aX + b) = aE(X) + b

V(aX + b) = a2V(X)

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 Discrete Uniform Distribution

D.R. variables Definition

PMF & CDF
A random variable X has a discrete uniform distribution
if each of the n values in its range, say, x1, x2, …, xn has
Mean & Variance equal probability. Then,
Uniform Dis.
Uniform Dis. f(xi) = 1/n
Binomial Dis.
Mean and Variance
Poisson Dis.
Suppose X is a discrete uniform random variable on the
Summary consecutive integers a, a+1, …, b for a ≤ b. The mean
and variance of X
(b − a + 1) 2 − 1
µ = E(X) = (a + b)/2 σ =
2

12

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 Binomial Distribution

D.R. variables Definition

PMF & CDF
A random experiment consists of n Bernoulli trials such that
(1) The trials are independent
Mean & Variance
(2) Each trial results in only two possible outcomes, labeled as
Uniform Dis. “success’’ and “failure’’
Binomial Dis.
Binomial Dis. (3) The probability of a success in each trial, denoted as p,
remains constant
Poisson Dis.
The random variable X that equals the number of trials that
Summary result in a success has a binomial random variable with
parameters 0<p<1 and n=1,2,…The probability mass
function of X is n x
f ( x) =   p (1 − p ) n − x x = 0,1, 2,..., n.
 x
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 Binomial Distribution

D.R. variables

PMF & CDF

Mean & Variance

Uniform Dis.

Binomial Dis.
Binomial Dis.

Poisson Dis.

Summary

Binomial distributions for selected values of n and p.

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 Binomial Distribution

D.R. variables Mean and Variance

PMF & CDF

µ = E(X) = np σ2 = V(X) = np(1-p)

Mean & Variance

Example
Uniform Dis. Each sample of water has a 10% chance of containing a
particular organic pollutant. Assume that the samples are
Binomial Dis.
Binomial Dis.
independent with regard to the presence of the pollutant.
Poisson Dis.
(a) Find the probability that in the next 18 samples,
Summary exactly 2 contain the pollutant.
(b) Determine the probability that at least four samples
contain the pollutant.
(c) Determine the probability that 3 ≤ X < 7.
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 Binomial Distribution

D.R. variables Solution. Let X = the number of samples that contain the
pollutant in the next 18 samples analyzed. Then X is a
PMF & CDF
binomial random variable with p = 0.1 and n = 18.
Mean & Variance
18 2
(a) P( x = 2) =   0.1 (1− 0.1)18−2 = 0.284
Uniform Dis.
2 
Binomial Dis.
Binomial Dis.
 18  x
(b) P ( x ≥ 4 ) = ∑   0 .1 (1 − 0 .1)18 − x = 0 .098
Poisson Dis. x≥4  x 

Summary
6
 18 
(c) P ( 3 ≤ x < 7 ) = ∑   0 . 1 x (1 − 0 . 1) 18 − x = 0 . 265
x=3  x 

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 Geometric and Negative Binomial Distribution

D.R. variables Definition

A random experiment consists of n Bernoulli trials such that
PMF & CDF
(1) The trials are independent
Mean & Variance
(2) Each trial results in only two possible outcomes, labeled as
Uniform Dis. “success’’ and “failure’’

Binomial Dis.
Binomial Dis. (3) The probability of a success in each trial, denoted as p,
remains constant
Poisson Dis.
Let the random variable X denote the number of trials
Summary until the first success. Then X is a geometric random
variable with

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 Geometric Distribu

D.R. variables

PMF & CDF

Mean & Variance

Uniform Dis.

Binomial Dis.
Binomial Dis.

Poisson Dis.

Summary

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 Geometric Distribu

D.R. variables Mean and Variance

PMF & CDF

Mean & Variance

Uniform Dis.
EXAMPLE 3-20 Digital Channel
Binomial Dis.
Binomial Dis.
The probability that a bit transmitted through a digital
Poisson Dis. transmission channel is received in error is 0.1. Assume the
transmissions are independent events, and let the random
Summary variable. X denote the number of bits transmitted until
the first error.

E(X)-1/0.1=10 and
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 Negative Binomial Distribution

D.R. variables Definition

PMF & CDF In a series of Bernoulli trials (independent trials with
constant probability p of a success), let the random
Mean & Variance
variable X denote the number of trials until r successes
Uniform Dis. occur. Then X is a negative binomial random variable
with parameters 0 < p < 1 and r = 1, 2, 3, …
Binomial Dis.
Binomial Dis.
The pmf:
Poisson Dis.

Summary

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 Negative Binomial Distribution

D.R. variables

PMF & CDF

Mean & Variance

Uniform Dis.

Binomial Dis.
Binomial Dis.

Poisson Dis.

Summary

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 Geometric and Negative Binomial Distribu

D.R. variables Mean and Variance

PMF & CDF

Mean & Variance

Uniform Dis.
EXAMPLE 3-20 Digital Channel
Binomial Dis.
Binomial Dis.
The probability that a bit transmitted through a digital
Poisson Dis. transmission channel is received in error is 0.1. Assume the
transmissions are independent events, and let the random
Summary variable. X denote the number of bits transmitted until
the first error.

E(X)=1/0.1=10 and
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 Geometric and Negative Binomial Distribu

D.R. variables Mean and Variance

PMF & CDF

Mean & Variance

Uniform Dis. EXAMPLE 3-25 Web Servers

A Web site contains three identical computer servers. Only
Binomial Dis.
Binomial Dis. one is used to operate the site, and the other two are spares that
can be activated in case the primary system fails. The
Poisson Dis.
probability of a failure in the primary computer (or any
activated spare system) from a request for service is 0.0005.
Summary
Assuming that each request represents an independent trial,
what is the mean number of requests until failure of all three
servers?

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 Geometric and Negative Binomial Distribu

D.R. variables EXAMPLE 3-25 Web Servers

PMF & CDF

Mean & Variance

Uniform Dis.

Binomial Dis.
Binomial Dis.

Poisson Dis.

Summary

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 HYPERGEOMETRIC DISTRIBUTION

D.R. variables Definition

PMF & CDF

Mean & Variance

Uniform Dis.

Binomial Dis.
Binomial Dis.

Poisson Dis.

Summary

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 HYPERGEOMETRIC DISTRIBUTION

D.R. variables

PMF & CDF

Mean & Variance

Uniform Dis.

Binomial Dis.
Binomial Dis.

Poisson Dis.

Summary

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 HYPERGEOMETRIC DISTRIBUTION

D.R. variables
EXAMPLE 3-27 Parts from Suppliers
A batch of parts contains 100 parts from a local supplier of
PMF & CDF tubing and 200 parts from a supplier of tubing in the next
state. If four parts are selected randomly and without
Mean & Variance
replacement, what is the probability they are all from the
Uniform Dis. local supplier?
Let X equal the number of parts in the sample from the
Binomial Dis.
Binomial Dis. local supplier. Then, X has a hypergeometric distribution
Poisson Dis.
and the requested probability is P(X=4). Consequently,

Summary

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 HYPERGEOMETRIC DISTRIBUTION

D.R. variables Mean and Variance

PMF & CDF

Mean & Variance

Uniform Dis.

Binomial Dis.
Binomial Dis.

Poisson Dis.

Summary

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 Poisson Distribution

D.R. variables Definition: Poisson Process and Distribution

PMF & CDF Consider an interval T of real numbers partitioned into

subintervals ∆t of small length and assume that ∆t as
Mean & Variance tends to zero,
Uniform Dis.
(1) the probability of more than one event in a
subinterval tends to zero,
Binomial Dis. (2) the probability of one event in a subinterval tends
to λ∆t/T ,
Poisson Dis.
Poisson Dis.
(3) the event in each subinterval is independent of
Summary other subintervals
A random experiment with these properties is called a
Poisson process.

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 Poisson Distribution

D.R. variables Definition: Poisson Distribution

PMF & CDF The random variable X that equals the number of
Mean & Variance
events in a Poisson process is a Poisson random
variable with parameter λ > 0 , and the probability
Uniform Dis.
mass function of X is
Binomial Dis.

Poisson Dis.
Poisson Dis.

Summary

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 Poisson Distribution

D.R. variables

PMF & CDF

Mean & Variance

Uniform Dis.

Binomial Dis.

Poisson Dis.
Poisson Dis.

Summary

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 Poisson Distribution

D.R. variables Mean and Variance

PMF & CDF

If X is a Poisson random variable with parameter λ, then
µ = E(X) = λ σ2 = V(X) = λ
Mean & Variance

Uniform Dis.
Example
Binomial Dis. For the case of the thin copper wire, suppose that the
number of flaws follows a Poisson distribution with a
Poisson Dis.
Poisson Dis.
mean of 2.3 flaws per millimeter. Determine the
Summary probability of exactly 2 flaws in 1 millimeter of wire.
Determine the probability of at least 1 flaw in 2
millimeters of wire.

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 Poisson Distribution

D.R. variables
Example
Mean and Variance
For the case of the thin copper wire, suppose that the number of flaws
PMF & CDF
follows a Poisson distribution with a mean of 2.3 flaws per millimeter.
(1) Determine the probability of exactly 2 flaws in 1 millimeter of
Mean & Variance
wire.
Uniform Dis. (2) Determine the probability of at least 1 flaw in 2 millimeters of
wire.
Binomial Dis.
Sol: Let X, Y denote the variables of number of flaws in 1,2
Poisson Dis.
Poisson Dis. millimeters of wire. Then, X, Y has a Poisson distribution with λ=2.3
and λ=4.6
Summary

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 Summary

D.R. variables We have studied:

PMF & CDF 1. Discrete random variables

Mean & Variance 2. Probability mass function and cumulative distribution

function
Uniform Dis.
3. Mean and Variance
Binomial Dis.
4. Discrete Uniform Distribution
Poisson Dis. 5. Binomial Distribution
Summary
Summary 6. Geometric and Negative Binomial Distribution
7. Hypergeometric Distribution
8. Poisson Distribution

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