CHAPTER II

DISCRETE RANDOM VARIABLES AND

PROBABILITY DISTRIBUTIONS

Department of Foundation Year

Institute of Technology of Cambodia

2019–2020
PROBABILITY & STATISTICS ITC 0 / 37
Contents

1 Random Variables

2 Probability distribution for discrete random variables

3 Expected Values

4 The Binomial Probability Distribution

5 Hypergeometric and Negative Binomial Distributions

6 Poisson Probability Distribution

PROBABILITY & STATISTICS ITC 1 / 37

Contents

1 Random Variables

2 Probability distribution for discrete random variables

3 Expected Values

4 The Binomial Probability Distribution

5 Hypergeometric and Negative Binomial Distributions

6 Poisson Probability Distribution

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Random Variables

Definition 1
Let S be a sample space of random experiments. A function
X : S → R is called a random variable (rv).
D = {x = X(s) : s ∈ S} is called range of random variable X. It
is the set of all possible value of X.
If D is countable set then X is called discrete random variable.
If D is uncountable set then X is called continuous random
variable.

NOTE
In this whole chapter, X will be denoted a discrete random variable
(drv). Otherwise, it needs to be specified.

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Random Variables

Example 1
A rat is selected at random from a cage and its sex is determined. The
set of possible outcomes is female and male. Thus, the outcome space
is S = {Female, Male} = {F, M }. We defind X : S → R by X(F ) = 0
and X(M ) = 1. Then we have X is a random variable, moreover, it is
a discrete random variable since D = {0, 1}.

Example 2
Suppose a pair of fair dices are rolled. Then the sample space is
S = {(i, j) : 1 ≤ i, j ≤ 6}. We define X : S → R by X(i, j) = i + j.
Then X is a discrete random variable. The set of all possible value of
X is D = {2, . . . , 12}.

PROBABILITY & STATISTICS ITC 4 / 37

Contents

1 Random Variables

2 Probability distribution for discrete random variables

3 Expected Values

4 The Binomial Probability Distribution

5 Hypergeometric and Negative Binomial Distributions

6 Poisson Probability Distribution

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Probability Distributions for Discrete Random Variables

Definition 2
The probability distribution or probability mass function
(pmf ) of a discrete random variable is denoted pX (x) and defined by
by
pX (x) = P (X = x) = P (s ∈ S : X(s) = x).

Properties
The pmf pX (x) must satisfy the following properties:
1 pX (x) ≥ 0, ∀x ∈ D,
X
2 pX (x) = 1.
x∈D

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Probability Distributions for Discrete Random Variables

Example 3
Let X be the sum of the up-faces on a roll of a pair of fair 6-sided dice,
each with the numbers 1 through 6 on it. The sample space is
S = {(i, j) : 1 ≤ i, j ≤ 6}. Because the dice are fair, P [{(i, j)}] = 1/36.
The random variable X is X(i, j) = i + j. The set of all possible value
of X is D = {2, . . . , 12}. By enumeration, the pmf of X is given by

X 2 3 4 5 6 7 8 9 10 11 12
1 2 3 4 5 6 5 4 3 2 1
pX (x) 36 36 36 36 36 36 36 36 36 36 36

Suppose A1 = {x : x = 7, 11} and A2 = {x : x = 2, 3, 12}, then

P (A1 ) = 8/36 and P (A2 ) = 4/36.

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The Cumulative Distribution Function

Definition 3
For a dev X, the cumulative distribution function (cdf ), denoted
by FX , is defined by
X
FX (x) = P (X ≤ x) = pX (y).
y≤x

PROBABILITY & STATISTICS ITC 8 / 37

The Cumulative Distribution Function

Example 4
From Example 3, we have
X 2 3 4 5 6 7 8 9 10 11 12
1 2 3 4 5 6 5 4 3 2 1
pX (x) 36 36 36 36 36 36 36 36 36 36 36

We then able to compute the values of the cdf as follow.

FX (1.7) = P (X ≤ 1.7) = P (∅) = 0

1
FX (2) = P (X ≤ 2) = P (X = 2) =
36
1
FX (3) = P (X ≤ 3) = P (X = 2) + P (X = 3) =
12

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The Cumulative Distribution Function
The cdf FX (x) is given by



0, x<2




1/36, 2≤x<3




1/12, 3≤x<4




1/6, 4≤x<5




5/18, 5≤x<6

5/12, 6≤x<7
FX (x) =


21/36, 7≤x<8




7/12, 8≤x<9




5/6, 9 ≤ x < 10

11/12,


 10 ≤ x < 11
11 ≤ x < 12

35/36,



12 ≤ x

1,

PROBABILITY & STATISTICS ITC 10 / 37

The Cumulative Distribution Function

Theorem 1
Let FX (x) be a cdf of drv X. Then,
1 If a < b, then FX (a) ≤ FX (b), (F is a nondecreasing function).
2 lim FX (x) = 0, (the lower limit of FX is 0).
x→−∞
3 lim FX (x) = 1, (the upper limit of FX is 1).
x→+∞
4 lim FX (x) = FX (x0 ), (FX is right continuous).
x→x+
0

Theorem 2
Let FX be a cdf of drv X. Then,
1 P (a < X ≤ b) = FX (b) − FX (a).
2 P (X = x) = FX (x) − FX (x− ), where FX (x− ) = lim FX (z)
z→x−

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Probability distribution for discrete random variables

Example 5
Given the cdf FX as follow.

0,
 x<0
FX (x) = x/2, 0 ≤ x < 1

1, 1 ≤ x.


Then,

P (−1 < X ≤ 1/2) = FX (1/2) − FX (−1) = 1/4 − 0 = 1/4

and
P (X = 1) = FX (1) − FX (1− ) = 1 − 1/2 = 1/2.
The value 1/2 equals the value of the step of FX at x = 1.

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Probability distribution for discrete random variables

Example 6
An automobile service facility specializing in engine tune-ups knows
that 45% of all tune-ups are done on four-cylinder automobiles, 40% on
six-cylinder automobiles, and 15% on eight-cylinder automobiles. Let
X be number of cylinders on the next car to be tuned.
(a) What is the pmf of X?
(b) Draw both a line graph and a probability histogram for the pmf of
part (a).
(c) What is the probability that the next car tuned has at least six
cylinders? More than six cylinders?

PROBABILITY & STATISTICS ITC 13 / 37

Contents

1 Random Variables

2 Probability distribution for discrete random variables

3 Expected Values

4 The Binomial Probability Distribution

5 Hypergeometric and Negative Binomial Distributions

6 Poisson Probability Distribution

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Expected Values

Definition 4
The expected value or mean value of X, denoted by E(X) or µX or
just µ, is X
E(X) = x.pX (x)
x∈D

Theorem 3
The expected value of any function h(X), denoted by E[h(X)], is given
by X
E[h(X)] = h(x).pX (x).
x∈D

In particular, if a and b are constants

1 E(b) = b
2 E(aX + b) = aE(X) + b.
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The Variance of X

Definition 5
2 , or just σ 2 , is defined
The variance of drv X, denoted by V (X) or σX
by X
V (X) = E[(X − µ)2 ] = (x − µ)2 .pX (x).
x∈D

The standard deviation (SD) of X is

p
σX = V (X).

Theorem 4
1 V (X) = E(X 2 ) − [E(X)]2
2 V (aX + b) = a2 V (X)
3 σaX+b = |a|σX .
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The Variance of X

Example 7
The pmf of the amount of memory X(GB) in a purchased flash drive
was given in as
x 1 2 4 8 18
p(x) .05 .10 .35 .40 .10
Compute the following:
(a) E(X).
(b) V (X) directly from the definition.
(c) The standard deviation of X.
(d) V (X) using the shortcut formula.

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The Moment-Generating Function of X

Definition 6
The moment-generating function (mgf ) of X, denoted by M (t), is
defined by
M (t) = E etX

if it exists.

Theorem 5
1 M (n) (t) = E[X n etX ]
2 E[X] = M 0 (0)
3 V (X) = M 00 (0) − [M 0 (0)]2

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Contents

1 Random Variables

2 Probability distribution for discrete random variables

3 Expected Values

4 The Binomial Probability Distribution

5 Hypergeometric and Negative Binomial Distributions

6 Poisson Probability Distribution

PROBABILITY & STATISTICS ITC 19 / 37

The Binomial Probability Distribution

Definition 7
A binomial experiment is an experiment satisfying the following
properties:
1 It consists of a sequence of n smaller experiments called trials,
where n is a (non-random) constant.
2 Each trial can result in one of the same two possible outcomes
(dichotomous trials), which we generically denote by success and
failure.
3 The trials are independent
4 The probability of success is constant from trial to trial, we denote
this probability by p.

Note that when n = 1, it is called Bernoulli experiment.

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The Binomial Random Variable and Distribution

Definition 8
The binomial random variable X associated with a binomial
experiment consisting of n trials is defined by

X = the number of success among the n trials.

We write X ∼ Bin(n, p) to indicate that X is a binomial rv based on n

trials with success probability p.

Theorem 6
If X ∼ Bin(n, p), then the pmf of the binomial rv X is given by
(
Cnx .px (1 − p)n−x , x = 0, 1, 2, . . . , n,
pX (x) =
0, otherwise.

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Using Binomial Tables

Theorem 7
If X ∼ Bin(n, p), then
√
1 E(X) = np 3 σX = npq
2 V (X) = npq 4 M (t) = (q + pet )n

where q = 1 − p.

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The Mean and Variance of X

Example 8
When circuit boards used in the manufacture of compact disc players
are tested, the long-run percentage of defectives is 5%. Let X = the
number of defective boards in a random sample of size n = 25, so
X ∼ Bin(25, 0.05).
(a) Determine P (X ≤ 2).
(b) Determine P (X ≥ 5).
(c) Determine P (1 ≤ X ≤ 4).
(d) What is the probability that none of the 25 boards is defective?
(e) Calculate the expected value and standard deviation of X.

PROBABILITY & STATISTICS ITC 23 / 37

Contents

1 Random Variables

2 Probability distribution for discrete random variables

3 Expected Values

4 The Binomial Probability Distribution

5 Hypergeometric and Negative Binomial Distributions

6 Poisson Probability Distribution

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The Hypergeometric Distribution

Definition 9
The hypergeometric experiment is an experiment satisfying the
following properties:
1 The population or set to be sampled consists of N individuals,
objects, or elements (a finite population).
2 Each individual can be characterized as a success (S) or a failure
(F ), and there are M successes in the population.
3 A sample of n individuals is selected without replacement in such
a way that each subset of size n is equally likely to be chosen.

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The Hypergeometric Distribution

Definition 10
The hypergeometric random variable X associated with
hypergeometric experiment is defined by

X = the number of success in the sample.

X ∼ Hp(n, M, N ) denotes the hypergeometric rv of sample size n

drawn from a population of size N consisting of M success.

Theorem 8
If X ∼ Hp(n, M, N ), then the pmf of the hypergeometrix rv X is given
by
C x .C n−x
pX (x) = M nN −M
CN
for all integers x satisfying max(0, n − N + M ) ≤ x ≤ min(n, M ).
PROBABILITY & STATISTICS ITC 26 / 37
The Hypergeometric Distribution

Theorem 9
If X ∼ Hp(n, M, N ), then
M
1 E(X) = n.

N   
N −n M M
2 V (X) = n 1−
N −1 N N

Example 9
Five individuals from an animal population thought to be near
extinction in a certain region have been caught, tagged, and released to
mix into the population. After they have had an opportunity to mix, a
random sample of 10 of these animals is selected. Let X = the number
of tagged animals in the second sample. If there are actually 25
animals of this type in the region, what is the probability that
(a)X = 2? (b)X ≤ 2? and then find E(X) and V (X).
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The relationship between Hypergeometric and Binomial
Distributions

A binomial distribution can be used to approximate the

hypergeometric distribution when n is small compared to N . In fact,
n
as a rule of thumb, the approximation is good when N ≤ 0.05.

Example 10
A manufacturer of automobile tires reports that among a shipment of
5000 sent to a local distributor, 1000 are slightly blemished. If one
purchases 10 of these tires at random from the distributor, what is the
probability that exactly 3 are blemished?

Answer: 0.2013

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The Negative Binomial Distribution

Definition 11
The negative binomial experiment is an experiment satisfying the
following conditions:
1 The experiment consists of a sequence of independent trials.
2 Each trial can result in either a success (S) or a failure (F ).
3 The probability of success is constant from trial to trial, so
P (S on trial i) = p for i = 1, 2, 3, . . ..
4 The experiment continues (trials are performed) until a total of r
successes have been observed, where r is a specified positive
integer.

PROBABILITY & STATISTICS ITC 29 / 37

The Negative Binomial Distribution

Definition 12
The negative binomial rv X associated with the negative binomial
experiment is defined by

X = the number of failures that precede the rth success.

X ∼ Nb(r, p) denotes the negative binomial rv X with parameters r =

the number of success and P (success) = p.

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The Negative Binomial Distribution

Theorem 10
If X ∼ Nb(r, p), then the pmf of the negative binomial rv X is given by
r−1
pX (x) = Cx+r−1 pr (1 − p)x

where x = 0, 1, 2, . . . .

Remark:
if r = 1 then X is a geometric random variable with pmf

pX (x) = p(1 − p)x , x = 0, 1, 2, . . . .

PROBABILITY & STATISTICS ITC 31 / 37

The Negative Binomial Distribution

Theorem 11
If X ∼ Nb(r, p), then
r(1 − p)
1 E(X) =
p
r(1 − p)
2 V (X) =
p2
 r
p
3 M (t) = .
1 − et + pet

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The Negative Binomial Distribution
Example 11
For a certain manufacturing process, it is known that, on the average,
1 in every 100 items is defective. What is the probability that the fifth
item inspected is the first defective item found?

Answer: 0.0096
Example 12
Suppose that during practice a basketball player can make a free throw
80% of the time. Furthermore, assume that a sequence of free-throw
shooting can be thought of as independent Bernoulli trials. Let X
equal the minimum number of free throws that this player must
attempt to make a total of 10 shots.
(a) Find the pmf of X.
(b) Find the mean, variance, and standard deviation of X.
(c) Find P (X = 12).
PROBABILITY & STATISTICS ITC 33 / 37
Contents

1 Random Variables

2 Probability distribution for discrete random variables

3 Expected Values

4 The Binomial Probability Distribution

5 Hypergeometric and Negative Binomial Distributions

6 Poisson Probability Distribution

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Poisson Probability Distribution

Definition 13
A drv X is called Poisson distribution or Poisson rv with
parameter λ(λ > 0) if the pmf of X is

e−λ λx
pX (x) = x = 0, 1, 2, . . .
x!
We write X ∼ Po(λ).

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Poisson Distribution as a Limit

Theorem 12
Suppose X ∼ Bin(n, p). When n → ∞, p → 0, and np → λ remains
constant, then
X ∼ Po(λ).

Example 13
In a certain industrial facility, accidents occur infrequently. It is known
that the probability of an accident on any given day is 0.005 and
accidents are independent of each other.
(a) What is the probability that in any given period of 400 days there
will be an accident on one day?
(b) What is the probability that there are at most three days with an
accident?

PROBABILITY & STATISTICS ITC 36 / 37

The Mean and Variance of X

Theorem 13
If X ∼ Po(λ), then
1 E(X) = λ
2 V (X) = λ
t −1)
3 M (t) = eλ(e .

Example 14
If a publisher of nontechnical books takes great pains to ensure that its
books are free of typographical errors, so that the probability of any
given page containing at least one such error is .005 and errors are
independent from page to page, what is the probability that one of its
400-page novels will contain exactly one page with errors? At most
three pages with errors?

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