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Lecture 3

1. The document discusses discrete probability distributions and covers topics like random variables, probability mass functions, cumulative distribution functions, expected values, and specific discrete distributions like the binomial and Poisson distributions. 2. Key concepts that will be covered include determining probabilities from probability distributions, calculating means and variances, understanding distribution assumptions, and selecting the appropriate distribution for applications. 3. Specific distributions that will be discussed include the binomial, Poisson, and others. Calculations of probabilities, means, variances, and expected values will be demonstrated for each.

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john phol belen
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0% found this document useful (0 votes)
35 views

Lecture 3

1. The document discusses discrete probability distributions and covers topics like random variables, probability mass functions, cumulative distribution functions, expected values, and specific discrete distributions like the binomial and Poisson distributions. 2. Key concepts that will be covered include determining probabilities from probability distributions, calculating means and variances, understanding distribution assumptions, and selecting the appropriate distribution for applications. 3. Specific distributions that will be discussed include the binomial, Poisson, and others. Calculations of probabilities, means, variances, and expected values will be demonstrated for each.

Uploaded by

john phol belen
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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DISCRETE PROBABILITY

DISTRIBUTIONS
At the end of this module, it is expected that the
students will be able to:

1. Determine probabilities from probability


mass functions.
2. Determine probabilities from cumulative
functions and cumulative distribution
Inten functions from probability mass functions.
ded 3. Calculate means and variances for discrete
random variables.
Lear 4. Understand the assumptions for each of the
ning discrete probability distributions presented.

Outc 5. Select an appropriate discrete probability


omes distribution to calculate probabilities in
specific applications.
6. Calculate probabilities, determine means
and variances for each of the discrete
probability distributions presented
Discrete Probability Distribution
A discrete distribution describes the
probability of occurrence of each
value of a discrete random variable.
A discrete random variable is a
random variable that has countable
values, such as a list of non-
negative integers.

With a discrete probability


distribution, each possible value of
the discrete random variable can be
associated with a non-zero
probability. Thus, a discrete
probability distribution is often
presented in tabular form.
Topics to be discussed;

3.1 Random Variables and Their


Probability Distributions

3.2 Cumulative Distribution


Functions

3.3 Expected Values of Random


Variables

3.4 The Binomial Distribution

3.5 The Poisson Distribution


3.1 Random Variables and Their Probability Distributions
Random Variables

In probability and statistics, a random variable is a


variable whose value is subject to variations due to chance
(i.e. randomness, in a mathematical sense). As opposed to
other mathematical variables, a random variable conceptually
does not have a single, fixed value (even if unknown);
rather, it can take on a set of possible different values,
each with an associated probability.
Variable whose value is determined by a random experiment

Discrete Probability Distribution


Table or formula that list the probabilities for each
outcome of the random variable , X.
A discrete probability distribution consists of the values a
random variable can assume and the corresponding probabilities.

Example. If two coins are tossed , the possible outcomes


are HH, HT, TH or TT. IF X is the random variable for the
number of head.

No One Two
Value of
Heads Head Heads
the random
Possible variable X
Outcomes 𝟏 = 𝟏
(number of
𝟒 𝟒
heads)
HH 2
Number of
HT 1 0 1 2
Heads, X
TH 1 Probability
TT 0 , P(X)
Example 1: Construct a probability distribution for rolling
a single die.

Sample Space S = { 1, 2, 3, 4, 5, 6}

Each outcome has a probability of

Outcome
1 2 3 4 5 6
, X
P (X)
Properties of Discrete Probability Distribution
1. The sum of all probabilities should be 1.

P(X) = 1

2. The probabilities should be confined between zero


(0) and 1.

0 ≤ P(X) ≤ 1

Number of
0 1 2
Heads, X
Probability,
P(X)

P (X) = + +

P (X) = 1
Example 2: Determine whether the
distributions is a discrete probability.

X 3 6 8 NO, it is not discrete


a.] probability distribution ,
P(X) - 0.3 0.6 0.7
P(X) cannot be -0.3.

x 1 2 3 4 5 YES, it is discrete
b.]
P(X) probability distribution.
Example 3 : Supposed three coins are tossed. Let Y be the
random variable representing the number of tails. Construct
the probability distribution and draw the histogram.
Value of the Number of
0 1 2 3
random Tails, Y
Possible
variable Y
Outcomes Probabili
(number of
ty, P(Y)
tails)
HHH 0
HHT 1
𝟑
HTH 1
𝟖
HTT 2 𝟐
THH 1 𝟖
𝟏
THT 2 𝟖
TTH 2
0
TTT 3 0 1 2 3
Example 4: Box A and B contain 1,2,3,4. Write the probability mass
function and draw the histogram of the sum when one number from each
box is taken at a time, with replacement.
X 2 3 4 5 6 7 8
P(X)

1 2 3 4
1 2 3 4
𝟒
𝟏𝟔
{1,1} {2,1} {3,1} {4,1} 𝟑
𝟏𝟔
2 3 4 5
𝟐
{1,2} {2,2} {3,2} {4,2}
𝟏𝟔
3 4 5 6 𝟏
{1,3} {2,3} {3,3} {3,4} 𝟏𝟔
4 5 6 7
{1,4} {2,4} {3,4} {4,4}
0 2 3 4 5 6 7 8
5 6 7 8
3.2 Cumulative Distribution Functions

You might recall that the cumulative distribution


function is defined for discrete random variables
as:

𝐹(𝑥)=𝑃(𝑋≤𝑥)

Again, F(x) accumulates all of the probability


less than or equal to x. The cumulative
distribution function for continuous random
variables is just a straightforward extension of
that of the discrete case. All we need to do is
replace the summation with an integral.
𝐹(𝑥)=𝑃(𝑋≤𝑥)

X 0 1 2

𝑃(𝑋≤𝑥)

𝐹(𝑥)

F (1) = P (0) + P (1)

F (2) = 1
Example;

x 3 5 6 8 9

𝑃(𝑋≤𝑥) 0.1 0.2 0.1 0.5 a


F (x) 0.1 0.3 0.4 0.9 1

∑ 𝑃(𝑋≤𝑥) = 1

0.1 + 0.2 + 0.1 + 0.5 + a = 1


0.9 + a = 1
a = 0.1
Example;

F (X) = , X = 1,2,3,4

∑ 𝑃(𝑋≤𝑥) = 1 x 1 2 3 4

F (x)
F (4) = 1
= 1 F (X) = = 1

4 + K = 6 𝑃(𝑋≤𝑥)

K = 2
3.3 Expected Values of Random Variables
The expected value of a random variable is the weighted
average of all possible values that this random variable
can take on.
Expected Value Definition
In probability theory, the expected value (or expectation,
mathematical expectation, EV, mean, or first moment) of a random
variable is the weighted average of all possible values that this
random variable can take on. The weights used in computing this
average are probabilities in the case of a discrete random variable.
The expected value of a discrete random variable X, denoted by E(X),
is equal to the weighted average of the elements x in the Support
Swhere each element is weighted by its respective probability. Use
the following formula:

E (X) = ∑ xf(x)
X Є S
For example, let X represent the outcome of a roll of a six-sided
die. The possible values for X are 1, 2, 3, 4, 5, and 6, all
equally likely (each having the probability of 1/6). The
expectation of X is:

E (X) = (1) ( ( (3) ( (4) ( (5) ( (6) (

E (X) = 3.5
Example;

Let X be a discrete random variable and S = { 1,2,3 } be its


support . With the probability mass function of X given below;

{
0.25 , if X Є S
f (X) = 0 , if otherwise

Compute the expected value of X.

E (X) = ∑ xf(x)
S = { 1,2,3 }
X Є S

= (0)(0) + (1)(0.25) + (2)(0.25) + (3)(0.25)

= 0 + 0.25 + 0.5 + 0.75

E (X) = 1.5
Example;
Let X be a discrete random variable with support S = { 1,2,3}.
The probability mass function of X is
x , if X Є S

f (X) = { 0 , if otherwise

E (X) = ∑ xf(x)
S = { 1,2,3 }
X Є S

= (1) (2) (3)

= + +

E (x) = or 2.33
3.4 The Binomial Distribution Consider the following statistical
experiment. You flip a coin 2
A binomial experiment is a times and count the number of
statistical experiment that has the times the coin lands on heads.
following properties:
• 1. The experiment consists of
The experiment consists of n
repeated trials. We flip a
repeated trials.
coin 2 times.
• Each trial can result in just
two possible outcomes. We call 2. Each trial can result in
one of these outcomes a success just two possible outcomes -
and the other, a failure. heads or tails.
• The probability of success, 3. The probability of success
denoted by P, is the same on is constant - 0.5 on every
every trial. trial.
• The trials are independent; that 4. The trials are independent;
is, the outcome on one trial does that is, getting heads on one
not affect the outcome on other trial does not affect whether
trials. we get heads on other trials.
Binomial Formula and Binomial Probability
P(success) will
Two possible be denoted by p.
outcomes

Success

Binomial Binomial
Probability Experiment
Failure

P(failure) will be
denoted by q.
Probability of success (p) and failure (q)

Example 1:

Probability of drawing a king from a deck of 52 cards.

Probability of Probability of
Success Failure

p = q =
Probability of success (p) and failure (q)
Example 2:

Probability of “5” to face up upon rolling a die.

Probability of Probability of
Success Failure

p = q =
Binomial Probability

P(x) = Probability of x 𝒏!
𝒙 ! ( 𝒏− 𝒙 ) !
n = number of trials
x = number of successes among trials

p = probability of success

q = probability of failure
Example;

When an unbiased coin is tossed seven times , what is


the probability of obtaining exactly 4 heads?

p = success
n = 7
x = 4 q =
failure

P (4) = 7C4 ( (

P (4) = ( )( )

P(4) =
Example;
A teacher developed a 5-item multiple choice questions with four
options in each item. What is the probability that a certain
student who randomly selects his answers will get exactly 4
correct answers?

n = 5 p =
success
x = 4 q = failure

P (4) = 5C4 ( (

P (4) = ( )( )

P(4) =
Cumulative Binomial Probability
A cumulative binomial probability refers to the
probability that the binomial random variable falls
within a specified range (e.g., is greater than or
equal to a stated lower limit and less than or equal to
a stated upper limit).
Example;
When an unbiased coin is tossed seven times, what is the
probability of obtaining at most 3 heads?
x = 3 p = success
n = 7
x = 2
x = 1
q = failure
x = 0
P (3) = 7C3 ( ( P (2) = 7C2 ( ( P (1) = 7C1 ( ( P (0) = 7C0 ( (

P (3) = ( )( ) P (2) = ( )() P (1) = ( )() P (0) = (1)()

P(3) = P(2) = P(1) = P(0) =

P (x≤ 3) = P(3) + P(2) + P(1) + P(0)


= + + +

= or
3.5 The Poisson Distribution
A Poisson distribution is the probability distribution
that results from a Poisson experiment.

Attributes of a Poisson Experiment

A Poisson experiment is a statistical experiment that has


the following properties:
 The experiment results in outcomes that can be classified
as successes or failures.
 The average number of successes (μ) that occurs in a
specified region is known.
 The probability that a success will occur is proportional
to the size of the region.
 The probability that a success will occur in an extremely
small region is virtually zero.
Poisson Distribution
A Poisson random variable is the number of successes that
result from a Poisson experiment. The probability
distribution of a Poisson random variable is called a
Poisson distribution.

Given the mean number of successes (μ) that occur in a


specified region, we can compute the Poisson probability
based on the following Poisson formula.

P(x) = x = 0, 1, 2, 3 ….

where; µ = the average number of times that an µ = np


event occurs in a certain period of time or
space. n = number of samples

e = 2.71828… p= probability of
success
Example;
The average number of homes sold by the Acme Realty company is
2 homes per day. What is the probability that exactly 3 homes
will be sold tomorrow?
Solution: P(x) =
This is a Poisson experiment in which we know
the following:
P(x) =
 μ = 2; since 2 homes are sold per
day, on average. P(x) = 0.180
 x = 3; since we want to find the
likelihood that 3 homes will be Thus, the probability
sold tomorrow. of selling 3 homes
tomorrow is 0.180.
 e = 2.71828; since e is a
constant equal to approximately
2.71828.
Example
The average number of cellphones sold by a store at Greenhills
shopping center is three per day . What is the probability that
exactly 4 cellphones will be sold tomorrow?

µ = 3
x = 4 P(x) =

P(4) = 0.16803
Cumulative Poisson Probability

A cumulative Poisson probability refers to the


probability that the Poisson random variable is greater
than some specified lower limit and less than some
specified upper limit.
Example;
The average number of traffic accidents on a certain intersections
in Manila is two per month.

a. Find the probability that b. Find the probability that at most


zero accidents happen on that four accidents occur on that
ceratin intersection in a one intersection in a 2 month period.
month period
P(0) = = 0.01832
x = 0
a. µ = 2 x = 0 b. P(1) = = 0.07326
x = 1
P(x) = x = 2 P(2) = = 0.14653
µ = 4
x = 3 P(3) = = 0.19537
P(0) =
x = 4 P(4) = = 0.19537
P(0) = 0.13534 P ( x ≤ 4 ) = P(0)+P(1)+P(2)+P(3)+P(4)

P ( x ≤ 4 ) =
-END-

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