Discrete Random Variables

Random Variable
A random variable is a function that
associates a real number with each
element in the sample space
Random Variable
If a sample space contains a finite
number of possibilities or an unending
sequence with as many elements as
there are whole numbers, it is called a
discrete sample space
If a sample space contains an infinite
number of possibilities equal to the
number of points on a line segment, it
is called a continuous sample space
Random Variable
A random variable is called a discrete
random variable if its set of possible
outcomes is countable.

When a random variable can take on

values on a continuous scale it is called
continuous random variable
Probability distribution
The set of ordered pairs (x, f(x)) is a
probability function, probability mass
function, or probability distribution of
the discrete random variable X if for
each possible outcome x,
1. f x   0
2. x f x   1
3. PX  x   f x 
Cumulative distribution
The cumulative distribution F(x) of a
discrete random variable X with
probability distribution f(x) is

F x   P X  x    f t  for    x  
tx
Cumulative distribution
 For any numbers a and b, where
b>a
 P (a ≤ X ≤ b) = F (b) – F (a-1)
 P (X = a) = F (a) – F (a -1)
 P(X  a) = 1 – F(a-1)
Expected Value
Let X be a random variable with
probability distribution f(x). The mean
or expected value of X is

  E x    xf x 
x
Expected Value
Let X be a random variable with
probability distribution f(x). The mean
or expected value of the random
variable g(X) is

 g  x   E g x    g x  f x 
Variance
Let X be a random variable with
probability distribution f(x) and mean .
The variance of X is
2
 2

  E  X      x    f x 
2

  
E X 2 2
Standard Deviation

The positive square root of the

variance, , is called the standard
deviation of X
Discrete Uniform Distribution
If the random variable X assumes the
values x1, x2, …, xk, with equal
probabilities, then the discrete uniform
distribution is given by:

1
f x; k   , x  x1 , ..., xk
k
Discrete Uniform Distribution
The mean and the variance of the
discrete uniform distribution f(x;k) are
k k 2

x i
2
 x   
i
 i 1
and   i 1
k k
Bernoulli Trial
1. The outcome in the trial results as a success
or a failure
2. The probability of success is denoted p
3. q = 1-p is the probability of failure
Bernoulli Process
1. The experiments consists of n repeated
trials (n is fixed)
2. Each trial results in an outcome that may be
classified as a success or a failure
3. The probability of success, denoted by p,
remains constant from trial to trial
4. The repeated trials are independents
Binomial Distribution
The probability distribution of the
binomial random variable X, the
number of success in n trials, is given
by

 n  x n x
bx; n, p     p q , x  0,1,..., n
 x
Binomial Distribution
The mean and the variance of the
binomial distribution b(x;n,p) are

2
  np and   npq
Multinomial Distribution
If a given trial can result in the k outcomes
E1,…Ek, with probabilities p1, …, pk, then the
probability distribution of the random
variables X1, …, Xk, representing the number
of occurrences E1,…Ek in n independent trials
is  n  x1
f x1 ,..., xk ; p1 ,..., pk , n    xk
 p1  pk ,
 x1 ,..., xk 
with
k k

x
i 1
i  n and p
i 1
i 1
Hypergeometric Distribution
The probability distribution of the
Hypergeometric random variable X, the
number of success in a random sample of size
n selected from N items of which k are
labelled success and N-k labelled failure is

 k  N  k 
  
 x  n  x 
hx; N , n, k   , x  0,1,..., n
N
 
n
Hypergeometric Distribution
The mean and the variance of the
Hypergeometric distribution h(x;N,n,k)
are

nk N n k 
2 k
 and   n 1  
N N 1 N  N 
Negative Binomial Distribution
1. The experiments consists of a sequence of
trials that are independents
2. Each trial results in an outcome that may be
classified as a success or a failure
3. The probability of success, denoted by p,
remains constant from trial to trial
4. The experiment stop until r successes
where observed
Negative Binomial Distribution
X counts the number of failures before
r successes.

 x  r  1 r x
n bx; r , p     p q , x  0,1,2,...
 r 1 
Negative Binomial Distribution
The mean and the variance of the
negative binomial distribution nb(x;r,p)
are
r 1  p  2 r 1  p 
 and   2
p p
Geometric Distribution
X counts the number of failures before
the first success.

g x; p   pq ,x
x  0,1,2,...
Geometric Distribution
The mean and the variance of the
Geometric Distribution g(x; p) are


1 p
and  2

1 p
2
p p
Poisson Distribution
X represents the number of outcomes
occurring in a given time interval,
 x
e 
px;    , x  0,1,2,...
x!

Where >0 and it is the number of

outcomes per unit time
Poisson Process
X represents the number of outcomes
occurring in a given time interval or
specified region denoted by t,

px; t  
e  t
t x
, x  0,1,2,...
x!
Where >0 and it is the number of
outcomes per unit time or region
Theorem
Let X be a binomial random variable
with probability distribution b(x; n,p).
When n∞, p0, and =np remains
constant,

b(x;n,p)  p(x;) 2