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Discrete probability distributions

Random variable
Discrete random variable
Probability mass function
Cumulative distribution function
Expected value
Variance
Equations derived from the expected value and
the variance

Random variable
A random variable is a function that assigns a real
number to each outcome in the sample space of a
random experiment.
A random variable is denoted by an uppercase
letter such us X. After an experiment is conducted,
the measured value of the random variable is
denoted by a lowercase letter such as x
A discrete random variable X is a random variable
with a finite (or a countably infinite) range.
A continuous random variable is a random variable
with an interval (either finite or infinite) of real

Random variable
EXAMPLE
Consider the experiment in which a telephone
number in a certain area code is dialed using a
random number dialer and define a random variable
Y by
1 If the selected number is listed in the
Y
directory
If the selected number is not listed in the
0

directory
What is the value of variable Y if the number
5234231 appears in the directory?
What is the value of the variable Y if the number
4235421 does not appear in the directory?

Probability mass function


The way random variables behave in an
experiment can be summarized in the probability
distribution.
The probability distribution of a random variable X
is a description of the probabilities associated with
the possible values of X
p(x)
For a discrete random variable The function
is called the probability mass function (pmf) of X,
provided
0 P X x p x 1
P X x 1
x

Probability mass function


EXAMPLE
An optical inspection system is to distinguish
among different part types. The probability of a
correct classification of any part is 0.98. Suppose
that three parts are inspected and the
classifications are independent. Let the random
variable X denote the number of parts that are
correctly classified.
a) Determine the probability mass function of X

Cumulative distribution function


F b
The cumulative distribution function
randomX variable
is defined as

for a

F b P X b
b

If X is discrete,
F b p x
x
pmf

p xwhere

is the

EXAMPLE: An optical inspection system is to distinguish among


different part types. The probability of a correct classification
of any part is 0.98. Suppose that three parts are inspected and
the classifications are independent. Let the random variable X
denote the number of parts that are correctly classified.
b) Determine the cumulative distribution function of X

Expected value
Pascals wager

Suppose that you dont know whether or not god exists


and therefore assign a 50 percent chance to either
preposition
If you act piously and God exists, Pascal argued, your
gain is infinite: the eternal happiness
If, on the other hand, God does not exist, your loss is
small: the sacrifices of piety.
How should you weigh these odds when deciding
whether to lead a pious life?
What is the expected payoff of living a pious life?

The Pascals wager is the foundation of the


concept of Mathematical expectation. It is also
considered the foundation of the mathematical
discipline of game theory, the quantitative study

Expected value
The expected value of a discrete randomX variable
p x function
having probability mass
is given by
E X xp x
x

EXAMPLE: An optical inspection system is to distinguish


among different part types. The probability of a correct
classification of any part is 0.98. Suppose that three parts
are inspected and the classifications are independent. Let
the random variable X denote the number of parts that are
correctly classified.
c) What is the expected number of parts that are correctly
classified?

Expectation of a function of a
discrete random variable
If X is a discrete random variable with probability p x
g x
distribution
and if
is any real-valued function of
X, then
E[ g X ] g x p x
x

E[ g X ]

EXAMPLE: What is the value of


?

g ( x) ( x ) 2

when

Variance
X
The variance of a random variable
expected value
is given by
2

with

V ( X ) E[ X ] x p x x 2 p x 2
2

n
x

EXAMPLE: An optical inspection system is to distinguish


among different part types. The probability of a correct
classification of any part is 0.98. Suppose that three parts
are inspected and the classifications are independent. Let
the random variable X denote the number of parts that are
correctly classified.
c) What is the variance of the parts that are correctly

Derived results from E(X) and


V(X)
X
For any random variable
E aX b aE X b

b
a
and constants

and

V aX b a 2V X

EXAMPLE: The manager of a stockroom in a factory


X of records that
knows from her study
, the daily
demand (number of times used per day) for a
certain tool, has the following probability
Demand 0
1
2
distribution
Probabilit
y

0.1 0.5 0.4

a) Find the expected daily demand for the tool and


the variance
b) Suppose it costs the factory $100 each time the
tool is used. Find the mean and the variance for

EXERCISE
Birdies in the Azaleas!!!
Hole #13 at the Augusta National golf course, home of the
Masters golf tournament, is one of the most famous holes in
golf. Lined with the courses signature azaleas, this hole is
also a favorite of its players for its relative ease. The hole is a
X would be expected
par 5, meaning that professional golfers
to complete the hole in 5 strokes. Let
be the score on hole
X
#13 for a randomly
selected golfer on day 1 of the 2011
Masters. The probability distribution of
is shown in the
table below
x
3
4
5
6
7
0.0
0.46 0.05 0.03
p(x)
4 0.414 7
1
0

a) Calculate the expected value of X. Interpret the expected


value of X