Chapter 3: Discrete Random Variables and

Probability Distributions

Course Name: PROBABILITY & STATISTICS

Lecturer: Dr. Duong Thi Viet An

Hanoi, 2024

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Content

1 3.1 Discrete Random Variables

2 3.2 Probability Distributions and Probability Mass Functions
3 3.3 Cumulative Distribution Function
4 3.4 Mean and Variance of a Discrete Random Variable
5 3.5 Discrete Uniform Distribution
6 3.6 Binomial Distribution
7 3.7 Geometric and Negative Binomial Distributions
8 3.8 Hypergeometric Distribution
9 3.9 Poisson Distribution

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 3.1 Discrete Random Variables

Content

1 3.1 Discrete Random Variables

2 3.2 Probability Distributions and Probability Mass Functions
3 3.3 Cumulative Distribution Function
4 3.4 Mean and Variance of a Discrete Random Variable
5 3.5 Discrete Uniform Distribution
6 3.6 Binomial Distribution
7 3.7 Geometric and Negative Binomial Distributions
8 3.8 Hypergeometric Distribution
9 3.9 Poisson Distribution

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 3.1 Discrete Random Variables

3.1 Discrete Random Variables

Discrete Random Variables

A discrete random variable is a random variable with a finite (or
countably infinite) range.

Example 1
Toss a coin 5 times: Let X be the number of heads then
X = 0, 1, 2, 3, 4, or 5.
The number of cracks exceeding one-half inch in 10 miles of an
interstate highway.
The number of molecules in a sample of gas...

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 3.1 Discrete Random Variables

Determining a Discrete Random Variable

Let X be a discrete random variable with possible outcomes

x1 , x2 , . . . , xn .
1. Find the probability of each possible outcome.
2. Check that each probability is between 0 and 1 and that the sum is 1.
3. Summarizing results in the following table, we obtain the probability
distribution of X.
X x1 x2 ··· xn
P (X) p1 p2 ··· pn

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 3.1 Discrete Random Variables

3.1 Discrete Random Variables

Example 2
Let the random variable X denote the number of heads that appear
when 2 coins are tossed. Assume that the probability of a heads
appearing is 0.5. Determine the probability distribution of X.

We have X = {0; 1; 2}
P (X = 0) = 0.5 × 0.5 = 0.25;
P (X = 1) = 0.5 × 0.5 + 0.5 × 0.5 = 0.5;
P (X = 2) = 0.5 × 0.5 = 0.25.

X 0 1 2
P (X) 0.25 0.5 0.25

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3.2 Probability Distributions and Probability Mass Functions

Content

1 3.1 Discrete Random Variables

2 3.2 Probability Distributions and Probability Mass Functions
3 3.3 Cumulative Distribution Function
4 3.4 Mean and Variance of a Discrete Random Variable
5 3.5 Discrete Uniform Distribution
6 3.6 Binomial Distribution
7 3.7 Geometric and Negative Binomial Distributions
8 3.8 Hypergeometric Distribution
9 3.9 Poisson Distribution

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3.2 Probability Distributions and Probability Mass Functions

3.2 Probability Distributions and Probability Mass

Functions

The probability distribution of a random variable X is a description of

the probabilities associated with the possible values of X. For a discrete
random variable, the distribution is often specified by just a list of the
possible values along with the probability of each.
Probability Mass Function
For a discrete random variable X with possible values x1 , x2 , ..., xn , a
probability mass function is a function such that
f (xi ) ≥ 0
1) P
2) ni=1 f (xi ) = 1
3) f (xi ) = P (X = xi )

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3.2 Probability Distributions and Probability Mass Functions

3.2 Probability Distributions and Probability Mass

Functions

Example 3
Suppose that a day’s production of 850 manufactured parts contains
50 parts that do not conform to customer requirements. Two parts
are selected at random, without replacement, from the batch. Let the
random variable X equal the number of nonconforming parts in the
sample. What is the probability mass function of X?

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3.2 Probability Distributions and Probability Mass Functions

3.2 Probability Distributions and Probability Mass

Functions

Example 3
Suppose that a day’s production of 850 manufactured parts contains
50 parts that do not conform to customer requirements. Two parts
are selected at random, without replacement, from the batch. Let the
random variable X equal the number of nonconforming parts in the
sample. What is the probability mass function of X?

Hint: f (0) = 0.886; f (1) = 0.111; f (2) = 0.003.

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3.2 Probability Distributions and Probability Mass Functions

3.2 Probability Distributions and Probability Mass

Functions

Exercise 1
The sample space of a random experiment is a, b, c, d, e, f and each outcome
is equally likely. A random variable is defined as follows:

outcome a b c d e f
x 0 0 1.5 1.5 2 3
Determine the probability mass function of X. Use the probability mass func-
tion to determine the following probabilities:
a) P (X = 1.5)
b) P (0.5 < X < 2.7)
c) P (X > 3)
d) P (0 ≤ X < 2)
e) P (X = 0 or X = 2)

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3.2 Probability Distributions and Probability Mass Functions

3.2 Probability Distributions and Probability Mass

Functions

Exercise 2
x -2 -1 0 1 2
f (x) 1/8 2/8 2/8 2/8 1/8
Determine
a) P (X ≤ 2)
b) P (X > −2)
c) P (−1 ≤ X ≤ 1)
d) P (X ≤ −1 or X = 2)

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3.2 Probability Distributions and Probability Mass Functions

3.2 Probability Distributions and Probability Mass

Functions
Exercise 3
f (x) = (8/7)(1/2)x , x = 1, 2, 3
Determine
a) P (X ≤ 1)
b) P (X > 1)
c) P (2 < X < 6)
d) P (X ≤ 1 or X > 1)

Exercise 4
A disk drive manufacturer sells storage devices with capacities of one terabyte,
500 gigabytes, and 100 gigabytes with probabilities 0.5, 0.3, and 0.2, respec-
tively. The revenues associated with the sales in that year are estimated to
be $50 million, $25 million, and $10 million, respectively. Let X denote the
revenue of storage devices during that year. Determine the probability mass
function of X.
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 3.3 Cumulative Distribution Function

Content

1 3.1 Discrete Random Variables

2 3.2 Probability Distributions and Probability Mass Functions
3 3.3 Cumulative Distribution Function
4 3.4 Mean and Variance of a Discrete Random Variable
5 3.5 Discrete Uniform Distribution
6 3.6 Binomial Distribution
7 3.7 Geometric and Negative Binomial Distributions
8 3.8 Hypergeometric Distribution
9 3.9 Poisson Distribution

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 3.3 Cumulative Distribution Function

3.3 Cumulative Distribution Function

Cumulative Distribution Function

The cumulative distribution function of a discrete random variable X,
denoted as F (x), is
X
F (x) = P (X ≤ x) = f (xi ).
xi ≤x

For a discrete random variable

P X, satisfies the following properties:
1) F (x) = P (X ≤ x) = xi ≤x f (xi )
2) 0 ≤ F (x) ≤ 1
3) If x ≤ y, then F (x) ≤ F (y)

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 3.3 Cumulative Distribution Function

3.3 Cumulative Distribution Function

Example 4
Suppose that a day’s production of 850 manufactured parts contains
50 parts that do not conform to customer requirements. Two parts
are selected at random, without replacement, from the batch. Let the
random variable X equal the number of nonconforming parts in the
sample. What is the cumulative distribution function of X?
We first find the probability mass function of X:
800 799
P (X = 0) = . = 0.886
850 849
800 50
P (X = 1) = 2. . = 0.111
850 849
50 49
P (X = 2) = . = 0.003
850 849

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 3.3 Cumulative Distribution Function

3.3 Cumulative Distribution Function

Example 4
So,

F (0) = P (X ≤ 0) = 0.886
F (1) = P (X ≤ 1) = 0.886 + 0.111 = 0.997
F (2) = P (X ≤ 2) = 1

Therefore, 


0 if x<0

0.886 if 0≤x<1
F (x) =


0.997 if 1≤x<2

1 if x ≥ 2.

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 3.3 Cumulative Distribution Function

3.3 Cumulative Distribution Function

Example 5
Determine the probability mass function of X from the following cumu-
lative distribution function:



0 if x < −2

0.2 if − 2 ≤ x < 0
F (x) =


0.7 if 0 ≤ x < 2

1 if x ≥ 2.

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 3.3 Cumulative Distribution Function

3.3 Cumulative Distribution Function

Example 5 (cont.)

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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 3.3 Cumulative Distribution Function

3.3 Cumulative Distribution Function

Exercise 1
The sample space of a random experiment is a, b, c, d, e, f and each outcome
is equally likely. A random variable is defined as follows:

outcome a b c d e f
x 0 0 1.5 1.5 2 3
Determine the cumulative distribution function of X.

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 3.3 Cumulative Distribution Function

3.3 Cumulative Distribution Function

Exercise 2
x -2 -1 0 1 2
f (x) 1/8 2/8 2/8 2/8 1/8
Determine the cumulative distribution function for X; also deter-
mine the following probabilities:
a) P (X ≤ 1.25)
b) P (X ≤ 2.2)
c) P (−1.1 < X ≤ 1)
d) P (X > 0)

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 3.3 Cumulative Distribution Function

3.3 Cumulative Distribution Function

Exercise 3
The thickness of wood paneling (in inches) that a customer orders is a random
variable with the following cumulative distribution function:


 0 x < 1/8

0.2 1/8 ≤ x < 1/4
F (x) =


 0.9 1/4 ≤ x < 3/8
1 3/8 ≤ x


Determine the following probabilities:

a) P (X ≤ 1/18)
b) P (X ≤ 1/4)
c) P (X ≤ 5/16)
d) P (X > 1/4)
e) P (X ≤ 1/2)

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 3.4 Mean and Variance of a Discrete Random Variable

Content

1 3.1 Discrete Random Variables

2 3.2 Probability Distributions and Probability Mass Functions
3 3.3 Cumulative Distribution Function
4 3.4 Mean and Variance of a Discrete Random Variable
5 3.5 Discrete Uniform Distribution
6 3.6 Binomial Distribution
7 3.7 Geometric and Negative Binomial Distributions
8 3.8 Hypergeometric Distribution
9 3.9 Poisson Distribution

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 3.4 Mean and Variance of a Discrete Random Variable

3.4 Mean and Variance of a Discrete Random

Variable
Mean and Variance
The mean or expected value of the discrete random variable X, de-
noted as µ or E(X) is
X
µ = E(X) = xi f (xi )
i

The variance of X, denoted as σ 2 or V (X), is

X
σ 2 = V (X) = E(X − µ)2 = x2i f (xi ) − µ2
i
√
The standard deviation of X is σ = σ2.
Remark: E(aX + b) = aE(X) + b
V (aX + b) = a2 V (X).
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 3.4 Mean and Variance of a Discrete Random Variable

3.4 Mean and Variance of a Discrete Random

Variable

The expected or mean value of a random variable X is of special im-

portance in statistics because it reflects the central value of the random
variable’s probability distribution. However, the mean does not give a
complete description of the shape of the distribution.

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 3.4 Mean and Variance of a Discrete Random Variable

3.4 Mean and Variance of a Discrete Random

Variable

The Meaning of Mean and Variance

The mean of a discrete random variable X is a weighted average
of the possible values of X, with weights equal to the probabilities.
E(X) describes the “center” of the distribution of X in a manner
similar to the balance point of a loading.
The variance of a random variable X is a measure of dispersion or
scatter in the possible values for X.
In engineering the variance characterizes the degree of dispersion of
the machining details or the error of the equipment. In management
and business, variance characterizes the degree of risk of decisions.

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 3.4 Mean and Variance of a Discrete Random Variable

3.4 Mean and Variance of a Discrete Random

Variable

Example 6
The number of messages sent per hour over a computer network has
the following distribution:

x 10 11 12 13 14 15
f (x) 0.08 0.15 0.30 0.20 0.20 0.07
Determine the mean and standard deviation of the number of
messages sent per hour.

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 3.4 Mean and Variance of a Discrete Random Variable

3.4 Mean and Variance of a Discrete Random

Variable

Example 6
The number of messages sent per hour over a computer network has
the following distribution:

x 10 11 12 13 14 15
f (x) 0.08 0.15 0.30 0.20 0.20 0.07
Determine the mean and standard deviation of the number of
messages sent per hour.
E(X) = 10(0.08) + 11(0.15) + ... + 15(0.07) = 12.5
V (X) 2 (0.08) + 112 (0.15) + ... + 152 (0.07) − 12.52 = 1.85
√= 10 √
σ = σ 2 = 1.85 = 1.36

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 3.4 Mean and Variance of a Discrete Random Variable

3.4 Mean and Variance of a Discrete Random

Variable

Expected Value of a Function of a Discrete Random Variable

If X is a discrete random variable with probability mass function f (x)
X
E[h(X)] = h(x)f (x)
x

In the special case that h(X) = aX + b for any constants a and b,

E(h(X)) = aE(X) + b.

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 3.4 Mean and Variance of a Discrete Random Variable

3.4 Mean and Variance of a Discrete Random

Variable

Exercise 1
If the range of X is the set {0, 1, 2, 3, 4} and P (X = x) = 0.2, determine the
mean and variance of the random variable.

Exercise 2
The range of the random variable X is {0, 1, 2, 3, x} where x is unknown. If
each value is equally likely and the mean of X is 6, determine x.

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 3.5 Discrete Uniform Distribution

Content

1 3.1 Discrete Random Variables

2 3.2 Probability Distributions and Probability Mass Functions
3 3.3 Cumulative Distribution Function
4 3.4 Mean and Variance of a Discrete Random Variable
5 3.5 Discrete Uniform Distribution
6 3.6 Binomial Distribution
7 3.7 Geometric and Negative Binomial Distributions
8 3.8 Hypergeometric Distribution
9 3.9 Poisson Distribution

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 3.5 Discrete Uniform Distribution

3.5 Discrete Uniform Distribution

Discrete Uniform Distribution

A random variable X has a discrete uniform distribution if each of
the n values in its range, say, x1 , x2 , ..., xn has equal probability. Then,
1
f (xi ) =
n

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 3.5 Discrete Uniform Distribution

3.5 Discrete Uniform Distribution

Example 7
The first digit of a part’s serial number is equally likely to be any one
of the digits 0 through 9. If one part is selected from a large batch
and X is the first digit of the serial number, X has a discrete uniform
distribution with probability 0.1 for each value in S = 0, 1, 2, ..., 9. That
is, f (x) = 0.1 for each value in S.

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 3.5 Discrete Uniform Distribution

3.5 Discrete Uniform Distribution

Mean and Variance

Suppose X is a discrete uniform random variable on the consecutive
integers a, a + 1, a + 2, ..., b, for a ≤ b. The mean of X is
b+a
µ = E(X) =
2
The variance of X is
(b − a + 1)2 − 1
σ2 =
12

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 3.5 Discrete Uniform Distribution

3.5 Discrete Uniform Distribution

Example 8
Let the random variable X denote the number of the 48 voice lines that
are in use at a particular time. Assume that X is a discrete uniform
random variable with a range of 0 to 48. Then

E(X) = (48 + 0)/2 = 24

and r
(48 − 0 + 1)2 − 1
σ= = 14.14
12

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 3.5 Discrete Uniform Distribution

3.5 Discrete Uniform Distribution

Exercise 1
Let the random variable X have a discrete uniform distribution on the integers
0 ≤ x ≤ 99. Determine the mean and variance of X.

Exercise 2
Product codes of two, three, four, or five letters are equally likely. What is the
mean and standard deviation of the number of letters in the codes?

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 3.5 Discrete Uniform Distribution

3.5 Discrete Uniform Distribution

Exercise 3
Suppose that X has a discrete uniform distribution on the integers 0 through 9.
Determine the mean, variance, and standard deviation of the random variable
Y = 5X and compare to the corresponding results for X.

Exercise 4
The probability of an operator entering alphanumeric data incorrectly into a
field in a database is equally likely. The random variable X is the number of
fields on a data entry form with an error. The data entry form has 28 fields.
Is X a discrete uniform random variable? Why or why not?

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 3.6 Binomial Distribution

Content

1 3.1 Discrete Random Variables

2 3.2 Probability Distributions and Probability Mass Functions
3 3.3 Cumulative Distribution Function
4 3.4 Mean and Variance of a Discrete Random Variable
5 3.5 Discrete Uniform Distribution
6 3.6 Binomial Distribution
7 3.7 Geometric and Negative Binomial Distributions
8 3.8 Hypergeometric Distribution
9 3.9 Poisson Distribution

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 3.6 Binomial Distribution

3.6 Binomial Distribution

Bernoulli trial
A trial with only two possible outcomes is used so frequently as a building
block of a random experiment that it is called a Bernoulli trial.
For example:
Flip a coin. Let X = number of heads obtained.
In the multiple-choice experiment, for each question, only the
choice that is correct is considered a success. Choosing any one of
the three incorrect choices results in the trial being summarized as
a failure.

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 3.6 Binomial Distribution

3.6 Binomial Distribution

A random experiment consists of n Bernoulli trials such that

1) The trials are independent.
2) Each trial results in only two possible outcomes, labeled as “suc-
cess” and “failure”.
3) The probability of a success in each trial, denoted as p, remains
constant.
The random variable X that equals the number of trials that 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

f (x) = Cxn px (1 − p)n−x , x = 0, 1, ..., n

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 3.6 Binomial Distribution

3.6 Binomial Distribution

For example:
Flip a coin 10 times. Let X = number of heads obtained.
A multiple-choice test contains 10 questions, each with four choices,
and you guess at each question. Let X = the number of questions
answered correctly.
In the next 20 births at a hospital. Let X = the number of female births.

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 3.6 Binomial Distribution

3.6 Binomial Distribution

Example 9
Each sample of water has a 10% chance of containing a particular or-
ganic pollutant. Assume that the samples are independent with regard
to the presence of the pollutant.
a) Find the probability that in the next 18 samples, exactly 2 contain
the pollutant.
b) Determine the probability that at least four samples contain the pol-
lutant.
Let X = the number of samples that contain the pollutant in the next 18
samples analyzed. Then X is a binomial random variable with p = 0.1
and n = 18. Therefore,

P (X = 2) = C218 (0.1)2 (0.9)16 = 153(0.1)2 (0.9)16 = 0.284

3
X
P (X ≥ 4) = 1 − P (X < 4) = 1 − Cx18 (0.1)x (0.9)18−x = 0.098
x=0
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 3.6 Binomial Distribution

3.6 Binomial Distribution

Mean and Variance

If X is a binomial random variable with parameters p and n,

µ = E(X) = np

and
σ 2 = V (X) = np(1 − p)

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 3.6 Binomial Distribution

3.6 Binomial Distribution

Exercise 1
Let X be a binomial random variable with p = 0.1 and n = 10. Calculate
the following probabilities from the binomial probability mass function and also
from the binomial table in Appendix A and compare results.
a) P (X ≤ 2) b) P (X > 8)
c) P (X = 4) d) P (5 ≤ X ≤ 7)

Exercise 2
The random variable X has a binomial distribution with n = 10 and p = 0.5.
Determine the following probabilities:
a) P (X = 5) b) P (X ≤ 2)
c) P (X ≥ 9) d) P (3 ≤ X < 5)

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 3.6 Binomial Distribution

3.6 Binomial Distribution

Exercise 3
Determine the cumulative distribution function of a binomial random variable
with n = 3 and p = 1/2.

Exercise 4
A multiple-choice test contains 25 questions, each with four answers. Assume
a student just guesses on each question.
a) What is the probability that the student answers more than 20 questions
correctly?
b) What is the probability the student answers less than five questions correctly?

Exercise 5
An electronic product contains 40 integrated circuits. The probability that any
integrated circuit is defective is 0.01, and the integrated circuits are indepen-
dent. The product operates only if there are no defective integrated circuits.
What is the probability that the product operates?
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 3.7 Geometric and Negative Binomial Distributions

Content

1 3.1 Discrete Random Variables

2 3.2 Probability Distributions and Probability Mass Functions
3 3.3 Cumulative Distribution Function
4 3.4 Mean and Variance of a Discrete Random Variable
5 3.5 Discrete Uniform Distribution
6 3.6 Binomial Distribution
7 3.7 Geometric and Negative Binomial Distributions
8 3.8 Hypergeometric Distribution
9 3.9 Poisson Distribution

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 3.7 Geometric and Negative Binomial Distributions

Geometric Distribution

Example 10
The probability of a successful optical alignment in the assembly of an
optical data storage product is 0.8. Assume the trials are independent.
What is the probability that the first successful alignment requires ex-
actly four trials ?

Hint: Let X = the number of trials to the first success.

P (X = 4) = P (F F F S).

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 3.7 Geometric and Negative Binomial Distributions

Geometric Distribution

Geometric Distribution
In a series of Bernoulli trials (independent trials with constant probability
p of a success), let the random variable X denote the number of trials
until the first success. Then X is a geometric random variable with
parameter 0 < p < 1 and

f (x) = (1 − p)x−1 p, x = 1, 2, ...

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 3.7 Geometric and Negative Binomial Distributions

Geometric Distribution

Example 11
The probability that a wafer contains a large particle of contamination
is 0.01. If it is assumed that the wafers are independent, what is the
probability that exactly 125 wafers need to be analyzed before a large
particle is detected?

Let X denote the number of samples analyzed until a large particle is

detected. Then X is a geometric random variable with p = 0.01. The
requested probability is

P (X = 125) = (0.99)124 0.01 = 0.0029

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 3.7 Geometric and Negative Binomial Distributions

Geometric Distribution

Mean and Variance

If X is a geometric random variable with parameter p

µ = E(X) = 1/p

and
σ 2 = V (X) = (1 − p)/p2

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 3.7 Geometric and Negative Binomial Distributions

Negative Binomial Distribution

Negative Binomial Distribution

In a series of Bernoulli trials (independent trials with constant proba-
bility pof a success), let the random variable X denote the number of
trials until r successes occur. Then X is a negative binomial random
variable with parameters 0 < p < 1 and r = 1, 2, ..., and
r−1
f (x) = Cx−1 (1 − p)x−r pr , x = r, r + 1, r + 2, ...

In the special case that r = 1, a negative binomial random variable is

a geometric random variable.

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 3.7 Geometric and Negative Binomial Distributions

Negative Binomial Distribution

Mean and Variance

If X is a negative binomial random variable with parameters p and r,

µ = E(X) = r/p

and
σ 2 = V (X) = r(1 − p)/p2

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 3.7 Geometric and Negative Binomial Distributions

Negative Binomial Distribution

Example 12
A Web site contains three identical computer servers. Only one is used to
operate the site, and the other two are spares that can be activated in case
the primary system fails. The probability of a failure in the primary computer
(or any activated spare system) from a request for service is 0.0005. Assuming
that each request represents an independent trial, what is the mean number
of requests until failure of all three servers?

Let X denote the number of requests until all three servers fail, and let X1 , X2 ,
and X3 denote the number of requests before a failure of the first, second,
and third servers used, respectively. Then, X = X1 + X2 + X3 . Also, the
requests are assumed to comprise independent trials with constant probability
of failure p = 0.0005. Furthermore, a spare server is not affected by the
number of requests before it is activated. Therefore, X has a negative binomial
distribution with p = 0.0005 and r = 3. Consequently E(X) = 3/0.0005 =
6000 requests

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 3.7 Geometric and Negative Binomial Distributions

3.7 Geometric and Negative Binomial Distributions

Exercise 1
Suppose the random variable X has a geometric distribution with p = 0.5.
Determine the following probabilities:
a) P (X = 1) b) P (X = 4) c) P (X = 8)
d) P (X ≤ 2) e) P (X > 2)

Exercise 2
Suppose the random variable X has a geometric distribution with a mean
of 2.5. Determine the following probabilities:
a) P (X = 1) b) P (X = 4) c) P (X = 5)
d) P (X ≤ 3) e) P (X > 3)

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 3.7 Geometric and Negative Binomial Distributions

3.7 Geometric and Negative Binomial Distributions

Exercise 3
Suppose that X is a negative binomial random variable with p = 0.2 and r = 4.
Determine the following:
a) E(X) b) P (X = 20)
c) P (X = 19) d) P (X = 21)
e) The most likely value for X.

Exercise 4
The probability of a successful optical alignment in the assembly of an optical
data storage product is 0.8. Assume the trials are independent.
a) What is the probability that the first successful alignment requires exactly
four trials?
b) What is the probability that the first successful alignment requires at most
four trials?
c) What is the probability that the first successful alignment requires at least
four trials?
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 3.7 Geometric and Negative Binomial Distributions

3.7 Geometric and Negative Binomial Distributions

Exercise 5
In a clinical study, volunteers are tested for a gene that has been found to increase
the risk for a disease. The probability that a person carries the gene is 0.1.
a) What is the probability four or more people will have to be tested before two
with the gene are detected?
b) How many people are expected to be tested before two with the gene are
detected?

Exercise 6
Assume that each of your calls to a popular radio station has a probability of 0.02
of connecting, that is, of not obtaining a busy signal. Assume that your calls are
independent.
a) What is the probability that your first call that connects is your tenth call?
b) What is the probability that it requires more than five calls for you to connect?
c) What is the mean number of calls needed to connect?

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 3.7 Geometric and Negative Binomial Distributions

3.7 Geometric and Negative Binomial Distributions

Exercise 7
A player of a video game is confronted with a series of opponents and has an 80%
probability of defeating each one. Success with any opponent is independent of
previous encounters. The player continues to contest opponents until defeated.
a) What is the probability mass function of the number of opponents contested in
a game?
b) What is the probability that a player defeats at least two opponents in a game?
c) What is the expected number of opponents contested in a game?
d) What is the probability that a player contests four or more opponents in a
game?
e) What is the expected number of game plays until a player contests four or more
opponents?

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 3.8 Hypergeometric Distribution

Content

1 3.1 Discrete Random Variables

2 3.2 Probability Distributions and Probability Mass Functions
3 3.3 Cumulative Distribution Function
4 3.4 Mean and Variance of a Discrete Random Variable
5 3.5 Discrete Uniform Distribution
6 3.6 Binomial Distribution
7 3.7 Geometric and Negative Binomial Distributions
8 3.8 Hypergeometric Distribution
9 3.9 Poisson Distribution

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 3.8 Hypergeometric Distribution

3.8 Hypergeometric Distribution

Hypergeometric Distribution
A set of N objects contains
K objects classified as successes
N − K objects classified as failures
A sample of size n objects is selected randomly (without replacement)
from the N objects, where K ≤ N and n ≤ N .
Let the random variable X denote the number of successes in the sample.
Then X is a hypergeometric random variable and
x .C n−x
CK N −K
f (x) = n , x = max{0, n + K − N } to min{K, n}
CN

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 3.8 Hypergeometric Distribution

3.8 Hypergeometric Distribution

Mean and Variance

If X is a hypergeometric random variable with parameters N, K, n, then

µ = E(X) = np

and  
2 N −n
σ = V (X) = np(1 − p)
N −1
where p = K/N .

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 3.8 Hypergeometric Distribution

3.8 Hypergeometric Distribution

Example 13
A batch of parts contains 100 parts from a local supplier of tubing and 200
parts from a supplier of tubing in the next state. If four parts are selected
randomly and without replacement, what is the probability they are all from
the local supplier?

Let X equal the number of parts in the sample from the local supplier. Then, X
has a hypergeometric distribution and the requested probability is P (X = 4).
Consequently,
C 4 .C 0
P (X = 4) = 1004 200 = 0.0119
C300
What is the probability that two or more parts in the sample are from the local
supplier?

P (X ≥ 2) = P (X = 2)+P (X = 3)+P (X = 4) = 0.298+0.098+0.0119 = 0.408

300 − 4
E(X) = 4(100/300) = 1.33; V (X) = 4(100/300)(1−100/300)( ) = 0.88
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300Hanoi,
Chapter 3: Discrete Random Variables and Probability Distributions
 3.8 Hypergeometric Distribution

3.8 Hypergeometric Distribution

Finite Population Correction Factor

The term in the variance of a hypergeometric random variable
N −n
N −1
is called the finite population correction factor.
If sampling were done with replacement, X would be a binomial random
variable and its variance would be np(1 − p). Consequently, the finite
population correction represents the correction to the binomial variance
that results because the sampling is without replacement from the finite
set of size N . If n is small relative to N , the correction is small and the
hypergeometric distribution is similar to the binomial.

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 3.8 Hypergeometric Distribution

3.8 Hypergeometric Distribution

Exercise 1
Suppose X has a hypergeometric distribution with N = 100, n = 4 and K =
20. Determine the following:
a) P (X = 1) b) P (X = 6) c) P (X = 4)
d) Determine the mean and variance of X.

Exercise 2
Suppose X has a hypergeometric distribution with N = 10, n = 3 and K = 4.
Sketch the probability mass function of X. Determine the cumulative distribu-
tion function for X.

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 3.8 Hypergeometric Distribution

3.8 Hypergeometric Distribution

Exercise 3
A batch contains 36 bacteria cells and 12 of the cells are not capable of
cellular replication. Suppose you examine three bacteria cells selected
at random, without replacement.
a) What is the probability mass function of the number of cells in the
sample that can replicate?
b) What are the mean and variance of the number of cells in the sample
that can replicate?
c) What is the probability that at least one of the selected cells cannot
replicate?

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 3.8 Hypergeometric Distribution

3.8 Hypergeometric Distribution

Exercise 4
A company employs 800 men under the age of 55. Suppose that 30%
carry a marker on the male chromosome that indicates an increased risk
for high blood pressure.
a) If 10 men in the company are tested for the marker in this chromo-
some, what is the probability that exactly one man has the marker?
b) If 10 men in the company are tested for the marker in this chromo-
some, what is the probability that more than one has the marker?

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 3.8 Hypergeometric Distribution

3.8 Hypergeometric Distribution

Exercise 5
A state runs a lottery in which six numbers are randomly selected from
40, without replacement. A player chooses six numbers before the state’s
sample is selected.
a) What is the probability that the six numbers chosen by a player match
all six numbers in the state’s sample?
b) What is the probability that five of the six numbers chosen by a player
appear in the state’s sample?
c) What is the probability that four of the six numbers chosen by a
player appear in the state’s sample?
d) If a player enters one lottery each week, what is the expected number
of weeks until a player matches all six numbers in the state’s sample?

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 3.9 Poisson Distribution

Content

1 3.1 Discrete Random Variables

2 3.2 Probability Distributions and Probability Mass Functions
3 3.3 Cumulative Distribution Function
4 3.4 Mean and Variance of a Discrete Random Variable
5 3.5 Discrete Uniform Distribution
6 3.6 Binomial Distribution
7 3.7 Geometric and Negative Binomial Distributions
8 3.8 Hypergeometric Distribution
9 3.9 Poisson Distribution

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 3.9 Poisson Distribution

3.9 Poisson Distribution

Poisson Distribution
Given an interval of real numbers, assume events occur at random
throughout the interval. If the interval can be partitioned into subintervals
of small enough length such that:
1. The probability of more than one event in a subinterval is zero.
2. The probability of one event in a subinterval is the same for all
subintervals and proportional to the length of the subinterval,
3. The event in each subinterval is independent of other subinterval, the
random experiment is called Poisson Process.

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 3.9 Poisson Distribution

3.9 Poisson Distribution

Poisson Distribution
The random variable X that equals the number of events in a Poisson
process is a Poisson random variable with parameter 0 < λ, and the
probability mass function of X is

e−λ λx
f (x) = x = 0, 1, 2, . . .
x!

If X is a Poisson random variable with parameter λ, then

µ = E(X) = λ and σ 2 = V (X) = λ

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 3.9 Poisson Distribution

3.9 Poisson Distribution

Exercise 1
Suppose X has a Poisson distribution with a mean of 4. Determine the
following probabilities:
a) P (X = 0) b) P (X ≤ 2)
c) P (X = 4) d) P (X = 8)

Exercise 2
Suppose that the number of customers who enter a bank in an hour
is a Poisson random variable, and suppose that P (X = 0) = 0.05.
Determine the mean and variance of X.

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 3.9 Poisson Distribution

3.9 Poisson Distribution

Exercise 3
The number of telephone calls that arrive at a phone exchange is often
modeled as a Poisson random variable. Assume that on the average
there are 10 calls per hour.
a) What is the probability that there are exactly five calls in one hour?
b) What is the probability that there are three or fewer calls in one hour?
c) What is the probability that there are exactly 15 calls in two hours?
d) What is the probability that there are exactly five calls in 30 minutes?

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 3.9 Poisson Distribution

3.9 Poisson Distribution

Exercise 4
The number of flaws in bolts of cloth in textile manufacturing is assumed
to be Poisson distributed with a mean of 0.1 flaw per square meter.
a) What is the probability that there are two flaws in 1 square meter of
cloth?
b) What is the probability that there is one flaw in 10 square meters of
cloth?
c) What is the probability that there are no flaws in 20 square meters
of cloth?
d) What is the probability that there are at least two flaws in 10 square
meters of cloth?

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 3.9 Poisson Distribution

3.9 Poisson Distribution

Exercise 5
When a computer disk manufacturer tests a disk, it writes to the disk
and then tests it using a certifier. The certifier counts the number of
missing pulses or errors. The number of errors on a test area on a disk
has a Poisson distribution with λ = 0.2
a) What is the expected number of errors per test area?
b) What percentage of test areas have two or fewer errors?

Exercise 6
The number of content changes to a Web site follows a Poisson distri-
bution with a mean of 0.25 per day.
a) What is the probability of two or more changes in a day?
b) What is the probability of no content changes in five days?
c) What is the probability of two or fewer changes in five days?

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 3.9 Poisson Distribution

Sample Questions

Question 1: Suppose X is a uniform continuous random variable over the

interval [40, 70]. Find the standard deviation of X.
a) 3.03 b) 1.58
c) 8.66 d) 31.75
Question 2: Suppose that X has a discrete uniform distribution on the
integers 10 to 99. Which of the followings are true?
(i) P (X > 49) = 5/9
(ii) E(2X) = 109.
a) Both (i) and (ii)
b) (ii) only
c) (i) only
d) None of the other choices is correct.

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 3.9 Poisson Distribution

Sample Questions
Question 3: A naturalist leads whale watch trips every morning in March.
The number of whales seen has a Poisson distribution with a mean of 4.3.
Find the probability that on a randomly selected trip, the number of
whales seen is 3.
a) 0.3057 b) 0.1798
c) 0.3596 d) 0.5394
e) None of the other choices is correct
Question 4: The weekly salaries of elementary school teachers in one
state are normally distributed with a mean of $490 and a standard
deviation of $45. What is the probability that a randomly selected
elementary school teacher earns more than $525 a week?
Let P (Z < 0.778) = 0.7817, P (Z < 0.163) = 0.5646.
a) 0.7823 b) 0.4354
c) 0.2823 d) 0.2183
e) None of the other choices is correct.
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