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4.

1 2 Probability Distribution for Discrete Random


Variables
Key concepts: discrete random variable, probability distribution, expected value,
variance, and standard deviation of a discrete random variable.

A random variable is a function that to each outcome (sample point) of an
experiment assigns a numerical value associated with this outcome.

In other words, a random variable is numerical description of outcomes of a random
experiment. Radom variables are classified as
Continuous set of possible values is an interval
Discrete set of possible values is countable (= one can list all possible
values of a random variable)

Examples
1. A coin is tossed and we assign x = 1 if it turns heads and X = 0 if it turns tails
(discrete, possible values are 0,1)
2. A die is rolled and we assign y = number of dots shown on the face of the die
(discrete, possible values 1, 2, 3, 4, 5, 6)
3. Two dice are rolled and we define v = sum of dots on the two dice (discrete, possible
values 2, 3, 4, , 12)
4. A light bulb is randomly selected and let w = lifetime of a randomly chosen light
bulb (continuous, set of possible values ion an interval (0, ))
5. A student is selected and z = his/her GPA is recorded (continuous, set of possible
values ion an interval [0,4])
The probability distribution of a discrete random variable is a graph, table, or
formula that specifies the probability associated with each possible value that the
random variable can assume.
Notation: For a discrete random variable X, p(x) = P(X=x) stands for the probability that
X assumes the value x, for example p(2) = P(X = 2) = probability that {X=2}
Requirements for the probability distribution of a discrete random variable
1. p(x) 0 for all values of x
2. p(x) = 1, where the summation is over all possible values of x.
Example. (Example 4.4, p. 177) Two fair coins are tossed and the number of heads x is
observed.
The sample space : S = {HH, HT, TH, TT}
Assigned values of X: 2 1 1 0

Possible values of X are 0, 1, 2. Distribution: p(0)=1/4, p(1) = 1/2, p(2) = 1/4
Distribution is often given in the form of a table or a graph:





x 0 1 2
p(x) 1/4 1/2 1/4
The mean, or expected value, of a discrete random variable x is defined as
= E (x) = x p(x)
Interpretation:
is a measure of a center of the distribution of x
is the average value of x observed in a very large (more precisely as n ) number of
repetitions of the experiment

For this reason is often referred as the population mean.
The variance of a discrete random variable x is defined as

2
= E[ (x-)
2
] = (x-)
2
p(x)
The standard deviation of a discrete random variable x is equal to the square root
of the variance, i.e. =
2


Interpretation:

2
and are measure of variability of x

2
is the average of the squared distance of x from in a very large (n ) number of
repetitions of the experiment

For this reason is often referred as the population variance.















Example 1. Two fair coins are tossed and the number of heads x is observed. The probability
distribution of x is in the table. Compute the expected value = E (x), variance
2
, and the
standard deviation of x

= 0(1/4)+ 1(1/2) + 2(1/4) =1

2
= (0-1)
2
(1/4)+ (1-1)
2
(1/2) + (2-1)
2
(1/4) =1/2
= 0.5 = 0.7071
TI-83: Enter the values of x in L
1
and corresponding values of p(x) in L
2
,
then use CALC 1-Var Stats L
1
, L
2
ENTER
x 0 1 2
p(x) 1/4 1/2 1/4
Example 2. An insurance policy costs $100 and will pay policyholder $10,000 if they suffer a
major injury or $3,000 if they suffer a minor injury. The company estimates that each year 1 in
every 2,000 policyholders may have a major injury, and 1 in 500 may have a minor injury
a. Create a model for x = profit of the company on one policy
b. What is the company expected profit on one policy? What is its standard deviation?
c. If the company sells 900 these policies, what is the company expected profit?

SOLUTION

a.



b. Recall that = x p(x) and
2
= (x-)
2
p(x)









= E(X) = 89,
2
= 67879, = 67879 = 260.54 [do it using TI-83]
c. Expected profit on 900 policies = 90089 = $80,100

x 100 -9,900 -2,900
P(X=x) 0.9975 0.0005 0.0020
x p(x) x p(x) (x- ) (x - )
2
(x - )
2
p(x)
100 0.9975 99.75 11 121 120.70
-9,900 0.0005 -4.95 -9,989 99,780,121 49,890.06
-2,900 0.0020 -5.8 -2,989 8,934,212 17,868.24
Total 1 89

67,879.00
Exercise 1. Consider the given discrete probability distribution. Find the probability that x equals



Exercise 2. Consider the probability distribution for the random variable x shown below:


a. What is the probability that x is less than 2
b. What is the probability that 1< x 4
c. Find ,
2
, and by hand, and then use TI-83
d. Graph p(x).
e. Locate and the interval 2 on your graph. What is the probability that x will fall in this interval.
Compare this result with estimates obtained using Chebyshevs and Empirical Rules.






Exercise 2 [4.24, p. 185] The USDA reports that one in every 100 slaughtered chickens has fecal
contamination. Consider a random sample of three slaughtered chickens. Let x equal the number of chickens
in the sample that have fecal contamination.
a. Find the probability distribution p(x) of x
b. Find the probability P(x 1)
c. What is the probability that at least one of the three have fecal contamination
d. Find the mean and the standard deviation of x