Random variables and Discrete

Probability Distributions
Random Variables
• A variable is random, if it takes on different values as a result of the outcomes of a random
experiment.

• The values of a random variable are the numerical values corresponding to each possible
outcome of the random experiment.
• In flipping a coin we may be interested in the total number of heads that occur and not care at
all about the actual head-tail sequence that results. These quantities of interest, (more
formally known as “real-values functions” defined on the sample space, are known as random
variables.
• Because the value of a random variable is determined by the outcome of the experiment, we
may assign probabilities to the possible values of the random variable.

• Classification of random variables:

Discrete: Random variable is allowed to take only a limited number of values, which can be
listed.
Continuous: Random variable is allowed to assume any value within a given range.
• A Random Variable is a set of possible values from a
random experiment.
• It is a numerically valued variable which takes on different
values with given probabilities.
• We write the variable in uppercase (X), and values of the
random variable in lowercase (x).
• Random variable is the main tools used for modeling
unknown quantities in statistical analysis.
3/4/2024 STA101_Introductory Statistics 4
 Discrete Data and Continuous Data
Discrete Data
• Discrete data is the data that can be counted in the whole numbers.
Continuous Data
• Continuous data is the data that can be calculated.

31-Aug-2020 DATA SCIENCE 5

 Probability Distribution
• A probability distribution 0.45
Probability Distribution of snack table popularity

describes how the

0.4
probabilities of various
outcomes are distributed in a 0.35

sample space. 0.3

Probability
• Ex: snack table popularity 0.25

0.2
• It provides a systematic way
0.15
of organizing and
understanding the likelihood 0.1

of different events or values 0.05

in a random experiment or 0
Snack tables
process.
Anshul (Fries) Saket (Cake) Ritika (Chips) Pranshi (Salad)

3/4/2024 STA101_Introductory Statistics 6

• Probability distributions are ways to describe how likely different
outcomes are in a situation. It’s like a map showing an event’s
possible outcomes and how likely each one is.

Probability
Distribution

Discrete Continuous
Probability Probability
Distribution Distribution

3/4/2024 STA101_Introductory Statistics 7

Probability distribution
• Probability distribution describes “Randomness” of a random variable
i.e., specifies the probability for a random variable to assume a
particular value.

• For each random variable x and each set C of real numbers, we could
calculate the probability that x takes its value in C. The collection of all
of these probabilities is the probability distribution of x.
• E.g.- getting exactly 1 head (x) when a coin is tossed 5 times (C)
Types of Probability Distribution
• Two common types of probability distributions:
• Discrete Probability Distribution
• Continuous Probability Distribution
1. Discrete distribution is a probability distribution where the random
variable can only take on a finite or countable number of values.
• It shows distribution of probabilities of outcomes with finite values
• A discrete distribution is a probability distribution that depicts the
occurrence of discrete (individually countable) outcomes, such as 1, 2,
3, yes, no, true, or false.

3/4/2024 STA101_Introductory Statistics 9

2. Continuous distribution refers to a probability distribution
where the random variable can take on any value within a certain
range or interval.
e.g. amount of rainfall in inches in a year in Ahmedabad

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Discrete Probability distribution
• Let X be a discrete random variable that can assume every value in a set of
integers and let x be a possible value of X.
• For a random variable X, the probability P(X = x) is denoted by f(x). If a random
variable 𝑋 is associated with a Probability function 𝑓(𝑥) such that 𝑓(𝑥) gives the
probability that 𝑋 is in the set of integers, then 𝑓(𝑥) is called the probability mass
function (pmf).
• A probability mass function is a function that gives the probability that a discrete
random variable is exactly equal to some value.
• The PMF p(x)= f(x) is positive for at most a countable number of
values of a. That is, if X must assume one of the values x1, x2, … xi,
then
• f(xi) >=0 for i = 1,2,…
• f(x)=0 for all other values of x
• Since X must take on one of the values xi , we have = 1.
Properties of probability mass function
• Let f(x) be the pmf of the random variable X of the discrete type, and let S be the space of
X. Since f(x) = P(X = x) for x ∈ S, f(x) must be non negative for x ∈ S,
• and we want all these probabilities to add to 1 because each P(X = x) represents the
fraction of times x can be expected to occur.
• Moreover, to determine the probability associated with the event A ∈ S, we would sum
the probabilities of the x values in A. This leads us to the following definition.

f(x) = Probability

Sum of all probabilities in a distribution should be 1

• The symbols ∈ and ⊂ are both used in set theory, but they represent different
relationships between sets and individual elements:
• ∈ (Element of):
• This symbol represents an individual element belonging to a set. For example, if A = {1, 2,
3}, then we can say 2 ∈ A, meaning that the number 2 is an element contained within the
set A.
• ⊂ (Subset of):
• This symbol represents one set being a subset of another. To say B ⊂ A means that every
element of set B is also an element of set A. Crucially, B itself might be equal to A (A ⊂ A
is true).
• Here's a table summarizing the key differences:
Example 1: A balanced coin is tossed three times. Construct probability
distribution for number of heads.
Example: A life insurance agent has 2 elderly clients, each of whim has a life insurance policy that
pays $100,000 upon death. Let Y be the event that the younger one dies in the following year, and
let O be the event that the older one dies in the following year. Assume that Y and O are
independent, with respective probabilities P(Y)=0.05 and P(O)=0.10. If X denotes the total amount
of money (in units of $100,000) that will be paid out this year to any of these clients’
beneficiaries. Construct Probability Distribution for the number of clients that will be paid out this
year

Number of clients paid Probability

off following year
(Random Variable, X)
0 0.855
1 0.14
2 0.005
c = 1/55
Example 3: For each of the following, determine the constant c so that f (x) satisfies
the conditions of being a pmf for a random variable X.
𝑥
(1) 𝑓 𝑥 = , 𝑥 = 1, 2, 3, 4
𝑐

Solution:
c = 1/10.
• (2) 𝑓 𝑥 = 𝑐 𝑥 + 1 𝑥 + 2 , 𝑥 = 0, 1, 2, 3.

Solution:

c = 1/40.
Discrete Uniform Distribution
• Discrete: This means it deals with individual, distinct values, not continuous ranges
like heights or weights.
• Uniform: This means all possible values within a specific distribution are equally likely
(or uniform distribution) to occur.
• E.g.- Rolling a fair six-sided die. Each number (1, 2, 3, 4, 5, 6) has an equal chance of
appearing, making it a discrete uniform distribution with 6 possible outcomes.
• In Discrete Uniform Distribution
• Finite number of values: There's a fixed set of possibilities, not an infinite range like a continuous
distribution.
• Equal probability: Every possible value has the same probability of occurring.
• Probability calculation: The probability of any specific outcome is simply 1 divided by the total
number of possible outcomes (e.g., 1/6 for each number on the die).
• Examples:
• Rolling a die.
• Drawing a card from a well-shuffled deck.
• Choosing a random number between 1 and 10.
Uniform distribution
• When a pmf is constant on the space, we say that the distribution is
uniform over that space.
• Let a ≤ b be integers. Suppose that the value of a random variable X is
equally likely to be each of the integers a, . . . , b. If X has the uniform
distribution on the integers {a, . . . , b} , then the pmf of X is
• E.g.: Let the random experiment be the throw of a die. Then the
outcome space associated with this experiment is S = {1, 2, 3, 4, 5, 6},
with the elements of S indicating the number of spots on the side
facing up. For each s ∈ S, let X(s) = s.
• The space of the random variable X is then {1, 2, 3, 4, 5, 6}.
• X has a discrete uniform distribution on S = {1, 2, 3, 4, 5, 6}
• and its pmf is f(x) = 1/6 , x = 1, 2, 3, 4, 5, 6.
Example 4: Suppose that a random variable X has the uniform
distribution on the integers 10, . . . , 20. Find the probability that X is
even.

Solution:
• The probability that X is even is 6/11.
Example
• Ques: Roll a fair four-sided die twice, and let X be the maximum of
the two outcomes. Find the probability distribution

• The outcome space for this experiment is S0 = {(d1, d2) : d1 = 1, 2, 3, 4; d2 = 1, 2,

3, 4}, where we assume that each of these 16 points (total outcomes) has
probability 1/16.
• Then P(X = 1) = P[(1, 1)] = 1/16, P(X = 2) = P[{(1, 2), (2, 1), (2, 2)}] = 3/16, and
similarly P(X = 3) = 5/16 and P(X = 4) = 7/16.
• That is, the pmf of X can be written simply as f(x) = P(X = x) = 2x − 1/16 , x = 1, 2,
3, 4.
• We could add that f(x) = 0 elsewhere; but if we do not, the reader should take f(x)
to equal zero when