Discrete Random Variables and Probability Distributions
Discrete Random Variables and Probability Distributions
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Common Discrete Random Variable Distributions
A random variable (r.v.) following any of the distributions below is limited
to only discrete values.
Discrete Uniform
Bernoulli
Binomial
Geometric
Negative Binomial
Hypergeometric
Poisson
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Discrete Uniform Distribution
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Discrete Uniform Distribution - Mean and Variance
Definition (Mean and Variance for Discrete Uniform Distribution)
Suppose X is a discrete uniform random variable on the consecutive
integers a, a + 1, a + 2, . . . , b for a ≤ b.
The mean of X is
b+a
µ = E(X) = 2
The variance of X is
(b−a+1)2 −1
σ2 = 12
ANS:
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Binomial Distribution
Suppose a trial has only two outcomes, denoted by S for success and
F for failure with P (S) = p and P (F ) = 1 − p.
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Binomial Distribution
Example (Binomial Distribution with p(success) = 0.4, cont.)
We’ll consider ‘picking someone who favors Obama’ a success and X is
the number of successes. (The terms success and failure are just labels).
p = P (success) = 0.40
1 − p = P (f ailure) = 0.60
P (X = 1) = (0.4)(0.6)(0.6)(0.6)(0.6)
Y No No No No
+ (0.6)(0.4)(0.6)(0.6)(0.6)
No Y No No No
...
+ (0.6)(0.6)(0.6)(0.6)(0.4)
No No No No Y
5
= (0.4)1 (0.6)4 = 0.25920
1
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Binomial Distribution
Example (Binomial Distribution with p(success) = 0.4, cont.)
What is the probability of getting 2 person who favors Obama?
P (X = 2) =?
10 configurations
5
P (X = 2) = (0.4)2 (0.6)3 = 10 · (0.4)2 (0.63 ) = 0.34560
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Binomial Distribution
P5
Note: i=0 P (X = i) = 1 as this is a legitimate discrete probability
distribution for X ∈ {0, 1, 2, 3, 4, 5}.
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Binomial Distribution
Let X = the number of samples that contain the pollutant in the next 18
samples analyzed. Then X is a binomial random variable with p = 0.10
and n = 18.
1. Find the probability that in the next 18 samples, exactly 2 contain the
pollutant.
ANS:
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Binomial Distribution
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Binomial Distribution
the mean of X is
µ = E(X) = np
the variance of X is
σ 2 = V (X) = np(1 − p)
NOTATION:
If X follows a binomial distribution with parameters p and n, we
sometimes just write
X ∼ Bin(n, p)
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Binomial Distribution
V (X) =
0.4
0.3
0.3
●
probability
probability
●
●
● ●
0.2
0.2
●
● ●
●
0.1
0.1
● ●
●
● ● ●
0.0
0.0
● ● ● ● ● ●
0 2 4 6 8 10 0 2 4 6 8 10
x x
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Binomial Distribution
What does the binomial distribution look like? Well, it depends on the
parameters p and n. Here we see a few different binomial distributions...
Example (Binomial Distributions PMF)
X ∼ Bin(10, 0.8) X ∼ Bin(10, 0.9)
large chance of even larger chance
success of success
0.4
0.4
●
●
0.3
0.3
●
probability
probability
●
0.2
0.2
● ●
●
0.1
0.1
●
●
●
● ●
0.0
0.0
● ● ● ● ● ● ● ● ● ●
0 2 4 6 8 10 0 2 4 6 8 10
x x
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