Probability Distributions for Discrete Random

Variables
The probability distribution of a discrete random variable X tells us how the total
probability of 1 is distributed among the possible X values.

For example, the probability distribution in the case of simultaneous toss of three coins
will tell us how the probability of 1 is subdivided among the four possible values—
how much probability is associated with the X value 0, how much is apportioned to the
X value 1, and so on. We will use the following notation for the probabilities in the
distribution:

In general, p(x) or f(x) will denote the probability assigned to the value x.

p(1) = the probability of the X value 1 = P(X =1)

p(0) = the probability of the X value 0 = P(X = 0)

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 Probability Distributions for Discrete Random
Variables
The probability distribution or the probability mass function (pmf) of a discrete
random variable is defined for every value of the random variable x by
𝑝 𝑥 =𝑓 𝑥 =𝑃 𝑋=𝑥

The values of X along with their probabilities collectively specify the pmf.

A function can serve as the probability distribution or pmf of a discrete random

variable X if and only if its values f(x) or p(x) satisfy the conditions:

(a) 𝑝 𝑥 ≥ 0 ∀ 𝑥
(b) σ 𝑝 𝑥 = 1

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 Numericals

Q1. Find the probability distribution or the pmf of the sum of numbers obtained on
throwing a pair of dice.

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Sample Space of the Experiment Probability Distribution or pmf
x f(x) = p(x) = P(X=x)
(1,1) (1,2) (1,3) (1,4) (1,5) (1,6)
(2,1) (2,2) (2,3) (2,4) (2,5) (2,6) 2 1/36
(3,1) (3,2) (3,3) (3,4) (3,5) (3,6) 3 2/36
(4,1) (4,2) (4,3) (4,4) (4,5) (4,6)
4 3/36
(5,1) (5,2) (5,3) (5,4) (5,5) (5,6)
(6,1) (6,2) (6,3) (6,4) (6,5) (6,6) 5 4/36
6 5/36
Sum of the Numbers 7 6/36
234567 8 5/36
345678
9 4/36
456789
10 3/36
5 6 7 8 9 10
6 7 8 9 10 11 11 2/36
7 8 9 10 11 12 12 1/36
It is a valid pmf because 𝑝 𝑥 ≥ 0 ∀ 𝑥 and 4

σ𝑝 𝑥 = 1 4
 Numericals

Q2. Consider a group of five potential blood donors—a, b, c, d, and e—of whom only
a and b have O+ type blood. Five blood samples, one from each individual, will be
typed in random order until an O+ individual is identified.

Let the rv Y = the number of typings necessary to identify an O+ individual. Find the
pmf of Y.

(Blood typing is the test to determine blood group)

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Y = the number of typings required to identify an O+ individual.
(There are 5 people, 2 (a and b) are O+. So number of typings required to identify an
O+ people are 1,2,3 and 4

p(1)=f(1)=P(a or b typed first) = 2/5 = 0.4

p(2)=f(2)=P(c, d, or e first, and then a or b) =

P(c, d, or e first).P(a or b next | c, d, or e first) =(3/5).(2/4)=3/10=0.3

p(3)=f(3)=P(c, d, or e first, c, d or e second, and then a or b) = (3/5).(2/4).(2/3)=0.2

p(4)=f(4)=P(c, d, or e first, c, d or e second, c, d or e third and then a or b) =

(3/5).(2/4).(1/3)(2/2)=1/10=0.1

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In tabular form, the pmf is: A line graph of the pmf is:

Another useful pictorial representation of a pmf, called a probability histogram.

Above each y with p(y)>0, construct a rectangle centered at y. The height of each
rectangle is proportional to p(y), and the base is the same for all rectangles.

p(y)

y
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 Bernoulli Random Variable
• Suppose an experiment is performed with two possible outcomes: either success or
failure. Success happens with probability p while failure happens with probability 1-
p.

• A random variable that takes value 1 in case of success and 0 in case of failure is
called a Bernoulli Random Variable.

• Alternatively, the variable is said to follow a Bernoulli Distribution.

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Bernoulli Random Variable

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 Cumulative Distribution Function (cdf)
• For some fixed value x, we often wish to compute the probability that the observed
value of X will be at most x.

• The cumulative distribution function (cdf) F(x) of a discrete rv variable X with pmf
p(x) or f(x) is defined for every number x by

𝐹 𝑥 = 𝑃 𝑋 ≤ 𝑥 = ෍ 𝑓 𝑡 𝑓𝑜𝑟 − ∞ < 𝑥 < ∞

𝑡≤𝑥
The values F(x) of the distribution function of a discrete random variable X satisfy the
conditions:

1. 𝐹 −∞ = 0 𝑎𝑛𝑑 𝐹 ∞ = 1
2. 𝐼𝑓 𝑎 < 𝑏, 𝑡ℎ𝑒𝑛 𝐹 𝑎 ≤ 𝐹 𝑏 𝑓𝑜𝑟 𝑎𝑛𝑦 𝑟𝑒𝑎𝑙 𝑛𝑢𝑚𝑏𝑒𝑟𝑠 𝑎 𝑎𝑛𝑑 𝑏
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 Numericals

Q. Find the distribution function of the total number of heads obtained in four tosses
of a balanced coin.

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 Numericals
Sample Space:
HHHH, HHHT, HHTH, HHTT, HTHH, HTHT, HTTH, HTTT, THHH, THHT,
THTH, THTT, TTHH, TTHT, TTTH, TTTT

X= Total Number of Heads Obtained. The possible values of X are 0,1,2,3,4

First find out the pmf of X i.e. the probability associated with each value of the
random variable X.

p(0)=f(0)=P(X=0)=1/16
p(1)=f(1)=P(X=1)=4/16
p(2)=f(2)=P(X=2)=6/16
p(3)=f(3)=P(X=3)=4/16
p(4)=f(4)=P(X=4)=1/16
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 Numericals

1
𝐹 0 =𝑃 𝑋≤0 =𝑓 0 =
16

𝐹 1 = 𝑃 𝑋 ≤ 1 = 𝑓 0 + 𝑓(1) = 5/16

𝐹 2 = 𝑃 𝑋 ≤ 2 = 𝑓 0 + 𝑓 1 + 𝑓(2) = 11/16

𝐹 3 = 𝑃 𝑋 ≤ 3 = 𝑓 0 + 𝑓 1 + 𝑓 2 + 𝑓(3) = 15/16

𝐹 4 = 𝑃 𝑋 ≤ 4 = 𝑓 0 + 𝑓 1 + 𝑓 2 + 𝑓 3 + 𝑓(4) = 1

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Hence, the distribution function is given by:
0 𝑓𝑜𝑟 𝑥 < 0
1
𝑓𝑜𝑟 0 ≤ 𝑥 < 1
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𝑓𝑜𝑟 1 ≤ 𝑥 < 2
𝐹 𝑥 = 16
11
𝑓𝑜𝑟 2 ≤ 𝑥 < 3
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𝑓𝑜𝑟 3 ≤ 𝑥 < 4
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1 𝑓𝑜𝑟 𝑥 ≥ 4

Notice that pmf is defined only at the possible values of the random variable.
However, the distribution function is defined for all values in the interval −∞ < 𝑥
<∞
𝑓 1.8 = 𝑃 𝑋 = 1.8 = 0
𝐹 1.8 = 𝑃 𝑋 ≤ 1.8 = 𝑃 𝑋 ≤ 1 = 𝑃 𝑋 = 0 + 𝑃 𝑋 = 1 = 𝐹 1 = 5/16
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 Numericals

Q.

Find the cumulative distribution function of Y.

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𝐹 1 = 𝑃 𝑌 ≤ 1 = 𝑓 1 = 0.05

𝐹 2 = 𝑃 𝑌 ≤ 2 = 𝑓 1 + 𝑓(2) = 0.15

𝐹 4 = 𝑃 𝑌 ≤ 4 = 𝑓 1 + 𝑓 2 + 𝑓(4) = 0.5

𝐹 8 = 𝑃 𝑌 ≤ 8 = 𝑓 1 + 𝑓 2 + 𝑓 4 + 𝑓(8) = 0.9

𝐹 16 = 𝑃 𝑌 ≤ 16 = 𝑓 1 + 𝑓 2 + 𝑓 4 + 𝑓 8 + 𝑓(16) = 1
Now for any other number y, F(y) will equal the value of F at the closest possible
value of Y to the left of y. For example,
F(7.999) = P(Y ≤ 7.999) = P(Y ≤ 4) = F(4) = 0 .50
F(2.7) = P(Y ≤ 2.7) = P(Y ≤ 2) = F(2) = 0 .15

If y is less than 1, F(y)=0

If y is at least 16, F(y)=1 16
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Hence, the distribution function is given by:

0 𝑓𝑜𝑟 𝑦 < 1
0.05 𝑓𝑜𝑟 1 ≤ 𝑦 < 2
0.15 𝑓𝑜𝑟 2 ≤ 𝑦 < 4
𝐹 𝑦 =
0.5 𝑓𝑜𝑟 4 ≤ 𝑦 < 8
0.90 𝑓𝑜𝑟 8 ≤ 𝑥 < 16
1 𝑓𝑜𝑟 𝑥 ≥ 16

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Line Graph of the cdf (Step Function)

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 Obtaining Probability Mass Function (pmf) from
Cumulative Distribution Function (cdf)
• In examples thus far, the cdf has been derived from the pmf.
• This process can be reversed to obtain the pmf from the cdf whenever the latter
function is available.
• Suppose the possible values of a random variable X are 0,1,…,6.

Then p(3)=f(3)=[p(0)+p(1)+p(2)+p(3)]- [p(0)+p(1)+p(2)] = F(3) – F(2)

• Also, the probability that X falls in a specified interval can be obtained from the cdf.
For example:

𝑃 2≤𝑋 ≤4 =𝑝 2 +𝑝 3 +𝑝 4
= p 0 +p 1 +p 2 +p 3 +p 4 − p 0 +p 1 = F 4 − F(1)

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 Obtaining Probability Mass Function (pmf) from
Cumulative Distribution Function (cdf)
• Notice that 𝑃 2 ≤ 𝑋 ≤ 4 ≠ F 4 − F(2) because the X value 2 is included in
2 ≤ 𝑋 ≤ 4. So, we do not want to subtract out its probability.

• F 4 − F 2 will actually give us 𝑃 2 < 𝑋 ≤ 4 .

• Proposition: For any two numbers a and b with 𝑎 ≤ 𝑏, 𝑃 𝑎 ≤ 𝑋 ≤ 𝑏 = 𝐹 𝑏

− 𝐹 𝑎−
• 𝑤ℎ𝑒𝑟𝑒 𝑎− represents the largest possible X value that is strictly less than a

• Note that F(b)-F(a) gives 𝑃 𝑎 < 𝑋 ≤ 𝑏

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 Numericals

Q. If X has the distribution function

0, 𝑥<1
1/3, 1≤𝑥<4
1
, 4≤𝑥<6
𝐹 𝑥 = 2
5
, 6 ≤ 𝑥 < 10
6
1, 𝑥 ≥ 10

(a) Find the probability distribution of X

(b) Find 𝑃 2 ≤ 𝑋 ≤ 6
(c) 𝑃 2 < 𝑋 ≤ 6
(d) Find P(X=4)
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𝑇ℎ𝑒 𝑣𝑎𝑙𝑢𝑒𝑠 𝑜𝑓 𝑡ℎ𝑒 𝑅𝑎𝑛𝑑𝑜𝑚 𝑉𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝑎𝑟𝑒 1,4,6,10 (𝑇ℎ𝑒 𝑝𝑜𝑖𝑛𝑡𝑠 𝑤ℎ𝑒𝑟𝑒 𝑡ℎ𝑒
𝑑𝑖𝑠𝑡𝑟𝑖𝑏𝑢𝑡𝑖𝑜𝑛 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝑐ℎ𝑎𝑛𝑔𝑒𝑠)
1
𝐹 1 =𝑃 𝑋≤1 =𝑓 1 =
3
1 1 1 1
𝐹 4 =𝑃 𝑋 ≤4 =𝑓 1 +𝑓 4 = →𝑓 4 =𝐹 4 −𝑓 1 = − =
2 2 3 6
5
𝐹 6 =𝑃 𝑋 ≤6 =𝑓 1 +𝑓 3 +𝑓 6 =
6
5 1 1 4 1 1
= + +𝑓 6 →𝑓 6 = − =
6 3 6 6 3 3

𝐹 10 = 𝑃 𝑋 ≤ 10 = 𝑓 1 + 𝑓 4 + 𝑓 6 + 𝑓 10 = 1

5 1
𝑓 10 = 1 − =
6 6

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𝐻𝑒𝑛𝑐𝑒, 𝑡ℎ𝑒 𝑝𝑚𝑓 𝑖𝑠:
1
, 𝑥=1
3
1
, 𝑥=4
6
𝑓 𝑥 = 1
, 𝑥=6
3
1
, 𝑥 = 10
6
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒

5 1 1
(b) 𝑃 2 ≤ 𝑋 ≤ 6 = F 6 − F 1 = − =
6 3 2

1
(c) 𝑃 2 < 𝑋 ≤ 6 = 𝐹 6 − 𝐹 2 = 𝐹 6 − 𝐹 1 =
2
1 1 1
𝑑 𝑃 𝑋 =4 =𝐹 4 −𝐹 1 = − =
2 3 6 23
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Q. If X has the distribution function - 0, 𝑥 < −1
1
, −1 ≤ 𝑥 < 1
4
1
𝐹 𝑥 = , 1≤𝑥<3
2
3
, 3≤𝑥<5
4
1, 𝑥 ≥ 5

(a) Find the probability distribution of X

(b) Find 𝑃 𝑋 ≤ 3
(c) Find 𝑃 𝑋 = 3
(d) Find P(X<3)
(e) Find 𝑃 𝑋 ≥ 1
(f) Find 𝑃 −0.4 < 𝑋 < 4
(g) Find P(X=5) 24
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