LESSON 6 : PROBABILITY DISTRIBUTIONS – DISCRETE

RANDOM VARIABLE
6.1 Discrete Random Variable

 A random variable represents a possible numerical value from an uncertain

event.
 Discrete random variables produce outcomes that come from a counting process
(e.g. number of courses you are taking this semester).
 Let X have the following properties:
o It is a discrete variable
o Can only assume values x1,x2,x3,…xn
o The probabilities associated with these values are p1,p2,p3,…,pn
o Where:
𝑃(𝑋 = 𝑥1) = 𝑃1, 𝑃(𝑋 = 𝑥2) = 𝑃2, … , 𝑃(𝑋 = 𝑥𝑛) = 𝑃𝑛
Then X is a discrete random variable if P1+P2+P3+…+Pn = 1
0r
∑ 𝑝𝑖 = 1, 𝑓𝑜𝑟 𝑖 = 1,2,3, . . , 𝑛

Example: Let X be the discrete variable that the number of fours obtained when two
dice are thrown’. Show that X is a random variable

X P(X)

X=0( 0 FOURS) 25/36

X=1( 1 FOURS) 10/36
X=2 (2 FOURS) 1/36

25 10 1
Now ∑ 𝑃 (𝑋 = 𝑥) = + + =1
36 36 36

Therefore, X is a discrete random variable

6.2 Probability density function
 If the result for above example be written in the table form, it will be:

X P(X=xi)

0 25/36
1 10/36
2 1/36

This known as probability density function of X

 The function which is responsible for allocating probabilities is known as the
probability density function (p.d.f) of X
 The value of cumulative distribution and probability distribution of discrete
random variable X can follows:
𝑡

𝐹 (𝑡 ) = 𝑃(𝑋 ≤ 𝑡 ) = ∑ 𝑃(𝑋 = 𝑥)
𝑥=1

𝑓 (𝑥𝑖) = 𝐹 (𝑥𝑖 ) − 𝐹 (𝑥𝑖−1 ) = 𝑃(𝑋 = 𝑥𝑖 )

Example: Two dice are thrown and the score noted where the score is the sum of the
two numbers on which the dice land. If X is the r.v (random variable)’ the score when
two dice are thrown’ find the p.d.f of X.

Solution:

The probability distributions are form:

X 2 3 4 5 6 7 8 9 10 11 12
P(X=x)

∑ 𝑃(𝑋 = 𝑥 ) = 1
 6.3 Expectation, E(X)
 The expectation of X ( or expected value), written E(X) is given by:
𝐸 (𝑋 ) = ∑ 𝑥𝑃(𝑋 = 𝑥)
𝑎𝑙𝑙 𝑥

Example: A random variable X has a p.d.f defined as shown. Find E(X)

X -2 -1 0 1 2
P(X=x) 0.30 0.1 0.15 0.4 0.05

𝐸 (𝑋 ) = ∑ 𝑥𝑃(𝑋 = 𝑥)
𝑎𝑙𝑙 𝑥
= (−2)(0.03) + (−1)(0.1) + (0)(0.15) + (1)(0.4)
+ (2)(0.05) = −0.2

Example: An ambulance service volunteer handless from 0 to 5 service calls on

any given day. The following probability distribution gives the number of
service calls.

X 0 1 2 3 4 5
P(X=x) 0.10 0.15 0.3 0.2 0.15 0.1

What is the expected number of service calls?

𝑬(𝑿) = ∑ 𝒙𝑷(𝑿 = 𝒙)
𝒂𝒍𝒍 𝒙
= (𝟎)(0.1) + (1)(0.15) + (2)(0.3) + (3)(0.2) + (4)(0.15)
+ (5)(0.1) = 2.45

6.4 Variance ,V(X)

 The variance of X, written VAR(X), is given by

𝑉𝐴𝑅(𝑋 ) = 𝐸(𝑋 − 𝜇)2

𝑉𝐴𝑅(𝑋 ) = 𝐸(𝑋 − 𝜇)2

= 𝐸 (𝑋 2 − 2𝜇𝑋 + 𝜇2 )
 = 𝐸 (𝑋 2 ) − 2𝜇𝐸 (𝑋 ) + 𝐸 (𝜇2 ) = 𝐸 (𝑋 2 ) − 2𝜇2 + 𝜇2 = 𝐸 (𝑋 2 ) − 𝜇2
VAR(X) = E(X2)- 𝝁𝟐

Note: 𝜇2 = [𝐸(𝑋)]2 , [𝐸 (𝑋 )]2 = 𝐸 2 (𝑋)

Example: The r.v X has probability distribution as shown in table below:

x 1 2 3 4 5
P(X=x) 0.1 0.3 0.2 0.3 0.1

Find:
a. E(X)
b. VAR(X) using 𝑉𝐴𝑅 (𝑋 ) = 𝐸(𝑋 − 𝜇)2

Solutions:

a. 𝐸 (𝑋 ) = ∑𝑎𝑙𝑙 𝑥 𝑥𝑃(𝑋 = 𝑥) = (1)(0.1) + (2)(0.3) + (3)(0.2) + (4)(0.3) +

(5)(0.1) = 3
b.

x 1 2 3 4 5
x-3 -2 -1 0 1 2
(x-3)2 4 1 0 1 4
P(X=x) 0.1 0.3 0.2 0.3 0.1

𝐸(𝑋 − 3)2 = 4(0.1) + 1(0.3) + 0(0.2) + 1(0.3) + 4(0.1) = 1.4

6.5 Special Discrete Probability Distribution:

1. Binomial Distribution
 A fixed number of observations, n
o e.g., 15 tosses of a coin; ten light bulbs taken from a warehouse
 Each observation is categorized as to whether or not the “event of interest”
occurred
o e.g., head or tail in each toss of a coin; defective or not defective light
bulb
 o Since these two categories are mutually exclusive and collectively
exhaustive
 When the probability of the event of interest is represented as π,
then the probability of the event of interest not occurring is 1 - p
 Constant probability for the event of interest occurring (p) for each observation
o Probability of getting a tail is the same each time we toss the coin
 Observations are independent
o The outcome of one observation does not affect the outcome of the other

Application for Binomial Distribution:

 A manufacturing plant labels items as either defective or acceptable

 A firm bidding for contracts will either get a contract or not

 A marketing research firm receives survey responses of “yes I will buy” or

“no I will not”

 New job applicants either accept the offer or reject it

Binomial Distribution Probability:

 If the probability that an experiment results in a successful outcome is p and the
probability that the outcome is a failure is 1-p, and if X is the r.v ‘ the number
of successful outcomes in n independent trials’ then the p.d.f of X is given by

𝑛
𝑃(𝑋 = 𝑥) = ( ) 𝑝 𝑥 (1 − 𝑝)𝑛−𝑥 , 𝑓𝑜𝑟 𝑥 = 1,2,3,4, . . , 𝑛
𝑥
𝑋~𝐵𝑖𝑛(𝑛, 𝑝)
 Mean

μ  E(x)  n 
 VAR(X)

 n  (1 -  )
2
σ

Example: The probability that a person supports Party A is 0.6.Find the probability
that in a randomly selected sample of 8 voters there are a) exactly 3 who support party
A, b) more than 5 who support party A
Solution:

Example: If 𝑋~𝐵𝑖𝑛(6,1/3), find a) P(X=4) b) 𝑃(𝑋 ≤ 2)

Solution:

Example : The probability that a pen drawn at random from a box of pens is defective
is 0.1. If a sample of 6 pens is taken, find the probability that it will contain a)no
defective pens, b) more than 4 defective pens, c) less than 3 defective pens.
Solution:

2. Poisson Distribution
 You use the Poisson distribution when you are interested in the number
of times an event occurs in a given area of opportunity.
 An area of opportunity is a continuous unit or interval of time, volume,
or such area in which more than one occurrence of an event can occur.
o The number of scratches in a car’s paint
o The number of mosquito bites on a person
o The number of computer crashes in a day
 Apply the Poisson Distribution when:

o You wish to count the number of times an event occurs in a given

area of opportunity

o The probability that an event occurs in one area of opportunity is

the same for all areas of opportunity

o The number of events that occur in one area of opportunity is

independent of the number of events that occur in the other areas of
opportunity

o The probability that two or more events occur in an area of

opportunity approaches zero as the area of opportunity becomes
smaller

o The average number of events per unit is  (lambda)

 Poisson Distribution Formulas

e


x 𝑋~𝑃𝑜(𝜆)
P(X )  For x = 0,1,2,3…∞
X!
where:

X = number of events in an area of opportunity

 = expected number of events

e = base of the natural logarithm system (2.71828...)

 Mean

μ  λ

 VAR(X)

 λ
2
σ

Example: If 𝑋~𝑃𝑜(3.5),find a) P(X=0), b)P(X=1) c) P(X < 3)

Solution:
Example: Cars arrive at a petrol station at an average rate of 30 per hour.
Assuming that the number of cars arriving at the petrol stations follows a
Poisson distribution, find the probability that

a) No cars arrive during a particular 5 minutes interval,

b) More than 3 cars arrive during a 5 minute interval,
c) More than 5 cars arrive in a 15 minute interval
d) Less than 3 cars arrive during a 10 minute interval

Solution:
TUTORIAL:

1. The probability distribution for the r.v X is shown in the table:

x 0 1 2 3 4
P(X=x) 1/6 1/12 1/4 1/3 1/6
Find E(X)

2. The probability distribution of a r.v X is as shown in the table:

x 1 2 3 4 5
P(X=x) 0.1 0.3 y 0.2 0.1
Find the value of Y and E(X)

3. The probability that a marksman scores a bull when he shoots at a target is 0.6.
Find the probability that in 7 attempts he scores less than 3 bulls. Assume that
the outcome of each shot is independent of any other.

4. In a multiple choice test there are 10 questions and for each question there is a
choice of 4 answers, only one of which is correct. If a student guesses at each
of the answers, find the probability that he gets
a) None correct
b) More than 7 correct

5. In a private Hospital in Kota Bharu, the number of emergency admissions each

day is found to have a Poisson distribution with mean 2.

a) What is the probability that on a particular day there will be no emergency

admissions?

b) Find the probability that there will be exactly 5 emergency admissions on

two consecutive days.

6. The number of accidents per week in a certain factory follows a Poisson

distribution with variance 3.2. Find the probability that
a) No accidents occur in a particular week
b) More than 4 accidents occur in a particular week.
c) Less than three accidents occur in a particular week.
CONTINUOUS RANDOM VARIABLE
6.6 Normal Distribution
 A continuous random variable is a variable that can assume any value on a
continuum (can assume an uncountable number of values)
 thickness of an item
 time required to complete a task
 temperature of a solution
 height, in inches
 These can potentially take on any value depending only on the ability to
precisely and accurately measure
 ‘Bell Shaped’
 Symmetrical
 Mean, Median and Mode are Equal
 Location is determined by the mean, μ
 Spread is determined by the standard deviation, σ
 The random variable has an infinite theoretical range: +  to 

f(X)

σ X
μ
Mean
= Median
= Mode
 The formula for the normal probability density function is

2
1  (X  μ) 
  
1 2  
f(X)  e
2 π

Where : e = the mathematical constant approximated by 2.71828

 π = the mathematical constant approximated by 3.14159

μ = the population mean

σ = the population standard deviation

X = any value of the continuous variable

By varying the parameters μ and σ, we obtain different normal distributions

 The Normal Distribution Shape

X
μ
 The standardize Normal Distribution.
o Any normal distribution (with any mean and standard deviation
combination) can be transformed into the standardized normal
distribution (Z)
o Need to transform X units into Z units
 o The standardized normal distribution (Z) has a mean of 0 and a standard
deviation of 1
 Translate from X to the standardized normal (the “Z” distribution) by
subtracting the mean of X and dividing by its standard deviation:

X μ
Z 
σ

The Z distribution always has mean = 0 and standard deviation = 1

 Also known as the “Z” distribution

 Mean is 0
 Standard Deviation is 1

1
Z
Values above the mean have positive Z-values, values below the mean have
negative Z-values

Example:

If X is distributed normally with mean of 100 and standard deviation of 50, the Z
value for X = 200 is

X μ 200  100
Z    2.0
σ 50

This says that X = 200 is two standard deviations (2 increments of 50 units) above
the mean of 100.

 Find normal probabilities

 Probability is measured by the area under the curve

 f(X) P (a ≤ X ≤ b)
= P (a < X < b)

a b X
 The total area under the curve is 1.0, and the curve is symmetric, so half is
above the mean, half is below

f(X) P(   X  μ)  0.5
P( μ  X   )  0.5

0. 0.
5 5 X
μ
P(   X   )  1.0

 Standardized Normal Table

 The Cumulative Standardized Normal table in the textbook , gives the
probability less than a desired value of Z (i.e., from negative infinity to Z)

o Example: P(Z < 2.00) = 0.9772

0.9772

Z
0 2.00
 The row
shows
the value
of Z to Z 0.00 0.01
the first0.02 …
decimal0.0
point 0.1. The value within
.
. the table gives the
2.0 .9772 probability from Z
=   up to the
desired Z value
P(Z < 2.00)2.=
0
0.9772

 Procedure for finding normal probabilities

 To find P(a < X < b) when X is distributed normally:
 Draw the normal curve for the problem in
 terms of X
 Translate X-values to Z-values
 Use the Standardized Normal Table

Example:

Let X represent the time it takes to download an image file from the internet. Suppose
X is normal with mean 8.0 and standard deviation 5.0. Find P(X < 8.6).

Solution:

X μ 8.6  8.0
Z    0.12
σ 5.0
 μ= μ=
8 0
σ= σ=
8 8.6 10 X 0 0.12 1 Z

P(X < 8.6)

Z .00 .01 = P(Z < 0.12)
0.0.5000
.5040.02
.5080 .54
.5398
.5438 78
0.
0.2.5793 .54
.5832
.5871 Z
0.3.6179 78
.6217
.6255 0.00
0.12
If Now Find P(X > 8.6)…

P(X > 8.6) = P(Z > 0.12) = 1.0 - P(Z ≤ 0.12) = 1.0 - 0.5478 = 0.4522

0.5
1.00 1.0 -
478
0 0.5478
=
Z Z
0 0 0.4522
0.12 0.12
Example: Suppose X is normal with mean 8.0 and standard deviation 5.0. Find P(8
< X < 8.6)

Calculate Z-values:
 X μ 88 X μ 8.6  8
Z    0 Z    0.12
σ 5 σ 5
P(8 < X < 8.6) = P(0 < Z < 0.12)

P(8 < X < 8.6)

Standardized = P(0 < Z < 0.12)
Z .00 .01
Normal Probability = P(Z < 0.12) – P(Z ≤ 0)
0.0.5000.5040 .02
.5080 = 0.5478 -
Table (Portion) .50000.0
= 0.0478
.5398.5438 0.5
0.
0.2.5793.5832.54 000
.5871 478
0.3.6179.621778
.6255 Z
0.00
0.12

 Given a Normal Probability ,find the value of X

 Steps to find the X value for a known probability:
 Find the Z value for the known probability
 Convert to X units using the formula:

X  μ  Zσ
Example: Let X represent the time it takes (in seconds) to download an image file
from the internet. Suppose X is normal with mean 8.0 and standard deviation 5.0Find
X such that 20% of download times are less than X.

Z … .03 .05
.04
-0.9 ….1762
.1736.1711
0.2000
….2033 .1977
- .20
-0.7 ….2327
.2296.2266
05 ? 8.0 X
-0.84 0 Z
20% area in the lower tail is consistent with a Z value of -0.84

X  μ  Zσ
 8 . 0  (  0 . 84 ) 5 . 0

 3 . 80
So 20% of the values from a distribution with mean 8.0 and standard deviation 5.0 are
less than 3.80

Example:

1. If Z – N(0,1), find a) 𝑃(𝑍 > 0.87), 𝑏) 𝑃(𝑍 < 0.87), 𝑐) 𝑃(𝑍 <
−0.87), 𝑑) 𝑃(𝑍 > −0.87)

2. If Z – N(0,1), find a) 𝑃(𝑍 > 1.8), 𝑏) 𝑃(𝑍 < −0.65), 𝑐) 𝑃(𝑍 < 1.36),

3. Packages from a packing machine have a mass which is normally distributed

with mean 200g and standard deviation 2g.Find the probability that a package
from the machine weights
a. Less than 197g
b. More than 200.5g
c. Between 198.5g and 199.5g

4. A certain type of cabbage has a mass which is normally distributed with mean
1 kg, and standard deviation 0.15kg. In a lorry load of 800 of these cabbages,
estimate how many will have mass.
a. Greater than 0.79kg
b. Less than 1.13kg
c. Between 0.85 kg and 1.15 kg