DISCRETE PROBABILITY

DISTRIBUION
MATH14-LESSON3
Learning Objectives

At the end of the session, students should be able to:

• Define what is/are random variables.
• Define and calculate cumulative distribution function.
• Construct a probability distribution for a random variable.
• Find the exact probability for X successes in n trials of a binomial experiment.
• Find the mean, variance, and standard deviation for the variable of a binomial
distribution.
• Find probabilities for outcomes of variables, using the Poisson, hypergeometric,
and multinomial distributions.
Random Variables
• Set of possible values from an experiment.
• The set of values of random variable is the sample space.
• A rule that dictates a numerical value to each event in a sample
space.
• Utilize capital letters such as X and Y to avoid confusion.
• There are two types of random variables:
• Discrete Random Variable – only considers finite number of
distinct values
• Continuous Random Variable – can take infinite and
uncountable set of values
Random Variables
EXAMPLE 1
Suppose a fair die was 𝑃 𝑋=3 =
6
rolled. Solve for the probability 1
of each face to show. 𝑃 𝑋=4 =
6
𝑆 = {1,2,3,4,5,6} 1
1 𝑃 𝑋=5 =
𝑃 𝑋=1 = 6
6 1
1
𝑃 𝑋=2 = 𝑃 𝑋=6 =
6 6
Cumulative Distribution Function

• From the word itself, this is concern on cumulative or sum of values

and not only on single specific value
• It has relation with random variables
• Takes into consideration the cumulative probability

CDF FORMULA
𝑭𝑿 𝒙 = 𝑷(𝑿 ≤ 𝒙)
Cumulative Distribution Function
EXAMPLE 0
Suppose a coin was tossed 𝑭𝑿 𝒙 = 𝑷 𝑿 ≤ 𝒙 = 𝟎
twice. Let 𝑋 be the number of
heads appeared. Find the CDF of 2
𝑋. 𝑭𝑿 𝒙 = 𝑷 𝑿 ≤ 𝒙 = 𝟏

𝑆 = 𝐻𝐻, 𝐻𝑇, 𝑇𝐻, 𝑇𝑇 0−1

The range of 𝑋 is 𝑅𝑋 = {0,1,2} 𝟏
1 𝑭𝑿 𝒙 = 𝑷 𝑿 ≤ 𝒙 =
𝟒
𝑃 𝑋=0 =
4
1 1−2
𝑃 𝑋=1 = 𝟏 𝟏 𝟑
2
1 𝑭𝑿 𝒙 = 𝑷 𝑿 ≤ 𝒙 = + =
𝑃 𝑋=2 = 𝟐 𝟒 𝟒
4
Cumulative Distribution Function
0
𝑭𝑿 𝒙 = 𝑷 𝑿 ≤ 𝒙 = 𝟎
1
2
𝑭𝑿 𝒙 = 𝑷 𝑿 ≤ 𝒙 = 𝟏
3/4

0−1
𝟏
𝑭𝑿 𝒙 = 𝑷 𝑿 ≤ 𝒙 = 1/4
𝟒

1−2
0
𝟏 𝟏 𝟑
𝑭𝑿 𝒙 = 𝑷 𝑿 ≤ 𝒙 = + =
𝟒 𝟐 𝟒
1 2 3 4
Cumulative Distribution Function
EXAMPLE
Suppose a fair die was rolled.
Let 𝑋 be the face of the die appeared. 1
𝑃 𝑋≤1 =
6
𝑆 = {1,2,3,4,5,6} 1 1 1
1 𝑃 𝑋≤2 = + =
𝑃 𝑋=1 = 6 6 3
6 1 1 1 1
1 𝑃 𝑋≤3 = + + =
𝑃 𝑋=2 = 6 6 6 2
6
1 1 1 1 1 2
𝑃 𝑋=3 =
6
𝑃 𝑋≤4 = + + + =
6 6 6 6 3
1 1 1 1 1 1 5
𝑃 𝑋=4 =
6
𝑃 𝑋 ≤ 5 = 6 + 6 + 6 + 6+ 6 = 6
1 1 1 1 1 1 1
𝑃 𝑋=5 = 𝑃 𝑋≤6 = + + + + + =1
6 6 6 6 6 6 6
1
𝑃 𝑋=6 =
6
Probability Distribution

• The probability distribution of a discrete random variable 𝑋 is a list

of possible value of 𝑋 together with the probability that 𝑋 takes in
one trial of the experiment.
• Probability Distribution considers two properties of probability
• The probability of an event to happen always lies between 0 and 1
0 ≤ 𝑃(𝑋) ≤ 1
• The sum of probability of all possible event is 1
σ 𝑃(𝑋) = 1
Probability Distribution
EXAMPLE 1
A pair of dice was rolled. Let 𝑋 be the 𝑃 2 =
36 5
sum of the dots of two dice then 2 𝑃 8 =
construct the probability distribution of 𝑃 3 = 36
36 4
𝑋. 3 𝑃 9 =
𝑃 4 = 36
36 3
1,1 1,2 1,3 1,4 1,5 1,6 4 𝑃 10 =
2,1 2,2 2,3 2,4 2,5 2,6 𝑃 5 = 36
36 2
3,1 3,2 3,3 3,4 3,5 3,6 5 𝑃 11 =
𝑃 6 = 36
4,1 4,2 4,3 4,4 4,5 4,6 36 1
5,1 5,2 5,3 5,4 5,5 5,6 6 𝑃 12 =
𝑃 7 = 36
6,1 6,2 6,3 6,4 6,5 6,6 36
Probability Distribution
𝑋 𝑷(𝑋)
1 2 1/36
𝑃 2 = 5 3 2/36
36 𝑃 8 =
2 36 4 3/36
𝑃 3 = 4
36 𝑃 9 = 5 4/36
3 36 6 5/36
𝑃 4 = 3
36 𝑃 10 = 7 6/36
4 36
𝑃 5 = 2 8 5/36
36 𝑃 11 =
5 36 9 4/36
𝑃 6 = 1 10 3/36
36 𝑃 12 =
6 36 11 2/36
𝑃 7 =
36 12 1/36
Binomial Probability Distribution
• Involves repeated trials of experiment
• Considers two outcomes per trial, success and failure.
• Each trial is considered to be independent.
𝑃 𝑋 = 𝑛𝐶𝑥 𝑝 𝑥 𝑞𝑛−𝑥
𝑛!
𝑃 𝑋 = (𝑝 𝑥 )(𝑞 𝑛−𝑥 )
𝑥! 𝑛 − 𝑥 !
Where:
𝑛 – represents the number of trials done
𝑥 – represents the number of successes
𝑝 – represents the probability of success
𝑞 – represents the probability of failure
– the same as 1 − 𝑝
Binomial Distribution

The mean of the distribution (𝜇𝑥 )

𝜇𝑥 = 𝑛 ∗ 𝑝

The variance (𝜎 2 𝑥 ) of the distribution

𝜎 2 𝑥 = 𝑛𝑝(1 − 𝑝)

The standard deviation (𝜎𝑥 ) of the distribution

𝜎𝑥 = 𝑛𝑝(1 − 𝑝)
Binomial Probability
EXAMPLE
Suppose a fair die is tossed 3 times.
80% of people who purchase an Calculate the probability getting at most
insurance are women. If 10 people who 2 fives.
purchase an insurance is randomly
selected, find the probability of exactly 8
of them are women.
Binomial Probability
EXAMPLE
When looking at someone’s eye, it turns out that 1% of people have green
eyes. Consider 30 people solve the mean, variance and standard deviation.
Poisson Distribution
• Named after Siméon Denis Poisson who is a French mathematician
• A type of probability distribution that is concern on determining how likely does
an event to occur over a specified time
• This is an example of discrete function

Formula for Poisson Distribution

𝜆𝑥 𝑒 −𝜆
𝑃=
𝑥!
Where:
𝜆 − equal to the expected value
𝑥 − the number of occurrences
𝑒 − Euler’s constant
 Poisson Distribution
EXAMPLE
A customer help center receives 2 calls
An old computer crashes once
per day. Find the probability of
every 3 months. Find the
receiving at least 3 calls in the same
probability that it will crash
period.
twice in the same period.
Hypergeometric Distribution
• A type of probability distribution that is very similar to binomial distribution
• Familiarity with combinations formula will be a big help for this type of
probability.
• Aside from combinations formula, knowledge about binomial distribution will be
a factor for this topic.

𝐾𝐶𝑘 ∗ [ 𝑁 − 𝐾 𝐶 𝑛 − 𝑘 ]
𝑃 𝑋=𝑘 =
𝑁𝐶𝑛
Where:
𝐾 − represents the number of success in the population
𝑘 − represents the number of observed success
𝑁 − represents the population size
𝑛 − represents the number of draws
 Hypergeometric Distribution
EXAMPLE

A deck of card contains 25 cards. 10 red cards A voting precinct has 125 male voters and 115
and 15 black cards. If 7 card are drawn female voters. If 15 voters are selected randomly,
randomly without replacement, find the find the probability that 9 of them are girls.
probability where 5 of those cards are red.
Multinomial Distribution
• Used to find probabilities when there are more than two outcomes.
• This type of distribution considers a fixed number of trials and each trial in an
experiment are considered to be an independent event

𝑛!
𝑃= (𝑃1 𝑛1 )(𝑃2 𝑛2 )(𝑃𝑥 𝑛𝑥 )
𝑛1 ! ∗ 𝑛2 ! ∗ 𝑛𝑥 !

Where:
𝑛 − represents the number of events
𝑛1 , 𝑛2 , 𝑛𝑥 − represents the number of events per event
𝑃1 , 𝑃2 , 𝑃𝑥 − represents the probability for each event
Multinomial Distribution
EXAMPLE

Three card players plays a series of match. Player 1 has a chance of 25% to win a
match, player 2 has 35% chance of winning and 40% for player 3. If they play a
total of 8 games, find the probability that player 1 will win once, player 2 will win
thrice and player will win the 4 times.
Reference
• Book
• Peck, Roxy et.al, Introduction to Statistics and Data Analysis, 2019.
• Online Reference
• https://www.mathsisfun.com/data/random-variables.html
• https://byjus.com/maths/random-variable/#definition
• https://byjus.com/maths/cumulative-distribution-function/
• https://www.probabilitycourse.com/chapter3/3_2_1_cdf.php
• https://stats.libretexts.org/Bookshelves/Introductory_Statistics/Book%3A_Introductory_Statistics_(Shaf
er_and_Zhang)/04%3A_Discrete_Random_Variables/4.02%3A_Probability_Distributions_for_Discrete
_Random_Variables
• https://www.statisticshowto.com/probability-and-statistics/binomial-theorem/binomial-distribution-
formula/
• https://stattrek.com/probability-
distributions/binomial#:~:text=The%20binomial%20distribution%20has%20the,(%201%20%2D%20P
%20)%20%5D.
Reference
• Online Reference
• https://stats.libretexts.org/Bookshelves/Introductory_Statistics/Book%3A_Statistics_Using_Technology
_(Kozak)/05%3A_Discrete_Probability_Distributions/5.03%3A_Mean_and_Standard_Deviation_of_Bi
nomial_Distribution
• https://www.investopedia.com/terms/p/poisson-distribution.asp
• https://www.analyzemath.com/probabilities/poisson-distribution-examples.html
• https://www.statisticshowto.com/hypergeometric-distribution-examples/
• https://www.statisticshowto.com/multinomial-distribution/