PROBABILITY & STATISTICS

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

Probability Distributions
PMF & CDF
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. Poisson Distribution
7. Geometric and Negative Binomial Distributions
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8. Hypergeometric Department
Distribution
of Mathematics 1/20
 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) å 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) = å 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

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 Cumulative distribution function

D.R. variables

PMF & CDF

Mean & Variance

Uniform Dis.

Binomial Dis.

Poisson Dis.

Summary ì0 if x<0
X 0 1 2 ï0.886
ï if 0 £ x<1
F ( x) = í
f(x) 0.886 0.111 0.003 1£ x< 2
ï0.997 if
ïî1 if x³2
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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 ì0 x < -2
ï0.2 -2£ x <0
ï
Uniform Dis. F ( x) = í
ï0.7 0£ x<2
Binomial Dis. ïî1 x³2

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 ) = å 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. = å 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)] = å 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.
Ex:
Poisson Dis. Let X be the number on a die roll, between 1 and 6. Find E(X) and
V(X)?
Summary

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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 s =
2

12

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 Binomial Distribution
D.R. variables
The components in the system are regarded as
PMF & CDF
independent trials. We have a system with 100
Mean & Variance independent components. The probability that a
Uniform Dis.
component will fail during a prescribed period
of time is 0.005. What is the probability that the
Binomial Dis.
system is operating at the end of the period,
Poisson Dis. which requires that no component fail?
Summary

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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 ænö x
f ( x) = çç ÷÷ p (1 - p ) n - x x = 0,1, 2,..., n.
è xø
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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
(a) æ18ö 2
P( x = 2) = çç ÷÷ 0.1 (1- 0.1)18-2 = 0.284
Uniform Dis.
è2 ø
Binomial Dis.
Binomial Dis.
æ 18 ö x
(b) P ( x ³ 4 ) = å çç ÷÷ 0 .1 (1 - 0 .1)18 - x = 0 .098
Poisson Dis. x³4 è x ø

Summary
6
æ 18 ö
(c) P ( 3 £ x < 7 ) = å çç ÷÷ 0 . 1 x (1 - 0 . 1) 18 - x = 0 . 265
x=3 è x ø

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 Exercise
D.R. variables
An office has three telephone lines. Assume
PMF & CDF
that 3 lines are independent. At any given
Mean & Variance time, the probability that at least one line is
in use is 0.8. Find the probability that, at any
Uniform Dis.
given time, all three are in use.
Binomial Dis.

Poisson Dis.

Summary

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 Poisson Distribution
Definition
D.R. variables In general, consider subintervals of small length Δt and assume that
as Δt tends to zero,
PMF & CDF 1. The probability of more than one event in a subinterval tends to
zero.
Mean & Variance 2. The probability of one event in a subinterval tends to λΔt.
3. The event in each subinterval is independent of other subintervals.
Uniform Dis. A random experiment with these properties is called a Poisson
process.
Binomial Dis. These assumptions imply that the subintervals can be thought of
as approximate independent Bernoulli trials with the number of
Poisson Dis.
Poisson Dis.
trials equal to n = T /Δt and success probability p = λΔt = λT /n.
This leads to the following result.
Summary
The random variable X that equals the number of events in the
interval is a Poisson random variable with parameter λ > 0, and
the probability mass function of X is

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 Poisson Distribution

D.R. variables Mean and Variance

PMF & CDF

If X is a Poisson random variable over an interval of
length T with parameter λ , then
Mean & Variance
µ = E(X) = λT σ2 = V(X) = λT
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.
Summary a) Determine the probability of exactly 2 flaws in 1
millimeter of wire.
b) Determine the probability of at least 1 flaw in 2
millimeters of wire.
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 Poisson Distribution

D.R. variables a) Let X denote the number of flaws in 1 millimeter of wire.

Then, λT = 2.3 flaws and
PMF & CDF

Mean & Variance

Uniform Dis.
b) Let X denote the number of flaws in 2 millimeters of
wire. Then, X has a Poisson distribution with
Binomial Dis.

Poisson Dis.
Poisson Dis.

Summary Therefore,

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 Exercise
D.R. variables
8) Messages arrive at a computer at an
PMF & CDF average rate of 15 messages/second. The
Mean & Variance
number of messages that arrive in 1 second
is known to be a Poisson random variable.
Uniform Dis.
a. Find the probability that no messages
Binomial Dis.
arrive in 1 second. (answer: 3.06*10^-7);
Poisson Dis.
b. Find the probability that more than 10
Summary messages arrive in a 4-second period.

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 Hypergeometric Distribution

D.R. variables
7) Compute the probability of obtaining
PMF & CDF three defectives in a sample of size 10
Mean & Variance
taken without replacement from a box of
twenty components containing four
Uniform Dis.
defectives. Answer: 0.2477
Binomial Dis.

Poisson Dis.

Summary

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 Hypergeometric Distribution

D.R. variables
Definition
PMF & CDF
A set of N objects contains
Mean & Variance K objects classified as successes
N − K objects classified as failures
Uniform Dis.
Uniform Dis. A sample of size n objects is selected randomly (without
replacement) from the N objects where K ≤ N and n ≤ N.
Binomial Dis. The random variable X that equals the number of successes in the
sample is a hypergeometric random variable and
Poisson Dis.

Summary

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 Hypergeometric Distribution

D.R. variables Mean and Variance

PMF & CDF

Mean & Variance

Uniform Dis.

Binomial Dis.
11) An urn contains 30 red and 20 green
Poisson Dis.
balls. A sample of 5 balls is selected at
Summary random, without replacement. Find the mean
and standard deviation of the number of red
balls in the sample. Answer: 3; 1.05

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 Geometric Distributions

D.R. variables 12) From the past experience it is known that

PMF & CDF 3% of accounts in a large accounting
population are in error.
Mean & Variance
a) What is the probability that 5 accounts are
Uniform Dis.
Uniform Dis.
audited before an account in error is found?
Binomial Dis. Answers: 0.027
Poisson Dis.
b) What is the probability that the first
Summary account in error occurs in the first five
accounts audited? 0.141

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 Geometric Distributions

D.R. variables Definition

PMF & CDF In a series of Bernoulli trials (independent trials with
Mean & Variance
constant probability p of a success), the random
variable X that equals the number of trials until the
Uniform Dis.
Uniform Dis. first success is a geometric random variable with
parameter 0 < p < 1 and
Binomial Dis.

Poisson Dis.

Summary

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 Geometric Distributions

D.R. variables
Mean and Variance
PMF & CDF

Mean & Variance

Uniform Dis.
Uniform Dis.

Binomial Dis.

Poisson Dis.

Summary

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 Negative Binomial Distributions

D.R. variables 13)

PMF & CDF a) Find the probability that a man flipping a
Mean & Variance
coin gets the fourth head on the ninth flip.

Uniform Dis.
Uniform Dis.
b) How many times on average does that man
have to flip to get four heads?
Binomial Dis.
c) Find standard deviation of the number of flips
Poisson Dis.
until that man gets four heads.
Summary
Answer: 0.109; 8; 2.83

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 Negative Binomial Distributions

D.R. variables Definition

PMF & CDF In a series of Bernoulli trials (independent trials with
constant probability p of a suc- cess), the random
Mean & Variance
variable X that equals the number of trials until r
Uniform Dis.
Uniform Dis. successes occur is a negative binomial random
variable with parameters 0 < p < 1 and r = 1, 2, 3, ...,
Binomial Dis.
and
Poisson Dis.

Summary

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 Negative Binomial Distributions

D.R. variables
Mean and Variance
PMF & CDF

Mean & Variance

Uniform Dis.

Binomial Dis.

Poisson Dis.

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. Poisson Distribution
7. Geometric and Negative Binomial Distributions
8. Hypergeometric Distribution

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