Lecture 3
Lecture 3
DISTRIBUTIONS
At the end of this module, it is expected that the
students will be able to:
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}
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
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 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
𝐹(𝑥)=𝑃(𝑋≤𝑥)
X 0 1 2
𝑃(𝑋≤𝑥)
𝐹(𝑥)
F (2) = 1
Example;
x 3 5 6 8 9
∑ 𝑃(𝑋≤𝑥) = 1
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) = 3.5
Example;
{
0.25 , if X Є S
f (X) = 0 , if otherwise
E (X) = ∑ xf(x)
S = { 1,2,3 }
X Є S
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
= + +
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 Probability of
Success Failure
p = q =
Probability of success (p) and failure (q)
Example 2:
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;
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 ( (
= or
3.5 The Poisson Distribution
A Poisson distribution is the probability distribution
that results from a Poisson experiment.
P(x) = x = 0, 1, 2, 3 ….
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
P ( x ≤ 4 ) =
-END-