Probability and Statistics for Computer Scientists

Third Edition, By Michael Baron

Chapter 3: Discrete Random

Variables and Their Distributions
Random variables
• An experiment can be taken as a “random variable” with each
outcome as its value
 Such a variable is a function that maps each outcome to a real number, X = f(w)
or X:ΩR
 The domain of a random variable is the sample space Ω.
 Its range can be the set of all real numbers R, or only the positive numbers (0,
+∞), or the integers Z, or the interval (0, 1), etc., depending on what possible
values the random variable can potentially take
• Benefit: Mathematical notations of the probability table of outcomes
• Discrete random variable: it takes a countable/finite) number of
values i.e. the values can be listed or arranged in sequence
• Continuous random variable: Assume a whole interval of values.
Since intervals are uncountable, all values of RV can’t be listed
Discrete random variables
An example: Tossing three coins, the number
of heads is a discrete random variable X, and Y
can be (the absolute value of) the difference
between the numbers of heads and tails
Ω TTT TTH THT THH HTT HTH HHT HHH

X 0 1 1 2 1 2 2 3

Y 3 1 1 1 1 1 1 3
Discrete random variables (2)
More examples:
• Throwing a die twice, the sum of the two
numbers
• Throwing a die twice, the max of the two
numbers
sum 1 2 3 4 5 6
1 2 3 4 5 6 7
2 3 4 5 6 7 8
3 4 5 6 7 8 9
4 5 6 7 8 9 10
5 6 7 8 9 10 11
6 7 8 9 10 11 12

max 1 2 3 4 5 6
1 1 2 3 4 5 6
2 2 2 3 4 5 6
3 3 3 3 4 5 6
4 4 4 4 4 5 6
5 5 5 5 5 5 6
6 6 6 6 6 6 6
Probability Mass Function
• The probability mass function (PMF) p of a
discrete random variable X is the function
pX:R[0, 1] defined by pX(a) = P(X = a) for
-∞ < a < ∞
• If X is a discrete random variable that takes
on the values a1, a2, . . ., then
 pX(ai) > 0,
 pX(a1) + pX(a2) + · · · = 1,
 pX(a) = 0 for all the other values of a
Probability Mass Function (2)
Example: The PMF for the maximum of two
independent throws of a fair die
a 1 2 3 4 5 6
p(a) 1/36 3/36 5/36 7/36 9/36 11/36

As a formula, it is
pX(a) = (2a – 1) / 36 (for a ∈ {1,2,3,4,5,6})
=0 (otherwise)
Cumulative distribution function
• The cumulative distribution function (CDF) F
of a discrete random variable X is the
function FX:R[0, 1] defined by FX(a) = P(X
≤ a) for -∞ < a < ∞
• This function is also called distribution
function
 F(a) can be obtained as Ʃp(a’) for all a’ ≤ a
 Also, P(a < X ≤ b) = F(b) – F(a)
Distribution function (2)
Example: The p(a) and F(a) for the maximum of
two independent throws of a fair die
a 1 2 3 4 5 6
p(a) 1/36 3/36 5/36 7/36 9/36 11/36
F(a) 1/36 4/36 9/36 16/36 25/36 36/36

F(a) = a2 / 36 (for a ∈ {1,2,3,4,5,6})

=0 (for a < 1)
=1 (for a > 6)
= F(floor(a)) (for a between two values)
Distribution function (3)
To specify a random variable X
[Given a sample space and the probability of each outcome]
1. Calculate the value of X for each outcome
2. List every value a of X where P(X = a) > 0 in
increasing order
3. Decide p(a) by adding the probability
values of all outcomes where X = a
4. Decide F(a) by adding the p(a) values
where X ≤ a
Example 3.1: Baron Book
Consider an experiment of tossing 3 fair coins and counting
the number of heads. Certainly, the same model suits the
number of girls in a family with 3 children, the number of 1’s
in a random binary code consisting of 3 characters, etc. Let X
be the number of heads (girls, 1’s). Find its PMF and CDF
TRY!
Example 3.1: Solution
Example 3.3: Baron Book
Multiple random variables
• Multiple random variables may be defined
on the same sample space, and their
relations can be studied
• If X and Y are random variables, then the
pair (X, Y) is a random vector. Its distribution
is called the joint distribution of X and Y
• Individual distributions of X and Y are then
called the marginal distributions
Joint functions
• The joint probability mass function of
discrete random vector (X, Y) is the function
 p: R2[0, 1] defined by p(a, b) = P(X = a, Y = b) for −∞ <
a, b < ∞
• The joint cumulative distribution function of
random vector (X, Y) is the function
 F: R2[0, 1] defined by F(a, b) = P(X ≤ a, Y ≤ b) for −∞ <
a, b < ∞
Random vector example
For example, two random variables S and M,
the sum and the maximum of two throws of
a fair die, have the following sample space
(S, M) 1 2 3 4 5 6

1 2, 1 3, 2 4, 3 5, 4 6, 5 7, 6

2 3, 2 4, 2 5, 3 6, 4 7, 5 8, 6

3 4, 3 5, 3 6, 3 7, 4 8, 5 9, 6

4 5, 4 6, 4 7, 4 8, 4 9, 5 10, 6

5 6, 5 7, 5 8, 5 9, 5 10, 5 11, 6

6 7, 6 8, 6 9, 6 10, 6 11, 6 12, 6

Relations among the functions
• The marginal probability mass function of discrete
random variables X or Y can be obtained from p(a, b) by
summing the values of the other variable
• However, the joint probability mass function p(X,Y) cannot
be obtained from the marginal probability mass
functions pX and pY in general, unless X and Y satisfy
some special condition i.e. they are independent
 This is because they carry no information about interrelations
between random variables e.g. marginal distributions cannot tell
whether variables X and Y are independent or dependent
Relation among the functions (2)
Relations among the functions (3)
• The relation between p(a, b) and F(a, b) is
like that of p(a) and F(a): F(a, b) is the sum of
all p(a’, b’) in the matrix where a’ ≤ a, b’ ≤ b:
𝐹 𝑎, 𝑏 = 𝑃 𝐴 ≤ 𝑎, 𝐵 ≤ 𝑏 = ෍ ෍ 𝑝(𝑎𝑖 , 𝑏𝑗 )
𝑏𝑗 ≤𝑏
𝑎𝑖 ≤𝑎

• FX(a) and FY(b) are the same as the last row

and the last column of F(X,Y)(a, b),
respectively
Random vector example (2)
Independent random variables
Random variables X and Y are independent if
every event involving only X is independent of
every event involving only Y, that is,
p(X,Y) (a, b) = P({X = a} ∩{Y = b})
= P({X = a})P({Y = b}) = pX(a)pY(b)
Or F(X,Y)(a, b) = FX(a)FY(b)
P(X = a|Y = b) = P(X = a), for all a and b
P(X ≤ a|Y ≤ b) = P(X ≤ a), for all a and b
 An example: Joint Distribution
Assume X can be 0, 1, or -1, Y can be 0 or 1,
and p(X,Y)(a,b) as given, then what are pX(a),
pY(b), F(X,Y)(a,b), FX(a), and FY(b)?
X
p(X,Y) -1 0 1 pY F(X,Y) -1 0 1 FY

0 1/4 0 1/4 1/2 0 1/4 1/4 1/2 1/2

Y 1 1/8 1/4 1/8 1/2 1 3/8 5/8 1 1

pX 3/8 1/4 3/8 1 FX 3/8 5/8 1 1

 An example: Independent Events
Assume X and Y are independent and with the
same marginal functions as the previous case,
what are their joint functions?
X
p(X,Y) -1 0 1 pY F(X,Y) -1 0 1 FY
0 3/16 1/8 3/16 1/2 0 3/16 5/16 1/2 1/2

Y 1 3/16 1/8 3/16 1/2 1 3/8 5/8 1 1

pX 3/8 1/4 3/8 1 FX 3/8 5/8 1 1
Example 3.6: Baron Book

Try!
Expectation
• The expectation (expected value) or mean of a
random variable X is the weighted average of
its values, written as E[X] (also E(X) or µ)
• It is a constant feature value, not random
Expectation (2)
Intuitive meaning: the fair price of a gamble,
or the center of gravity i.e. the point of balance
Expectation (3)

a 2 3 4 SUM
p(a) 0.1 0.7 0.2 1
a*p(a) 0.2 2.1 0.8 3.1
Properties of expectation
• If the n values are equally probable, the
expectation is their average (Ʃai)/n
• The expectation of a discrete random
variable may not be a valid value of the
variable
• The expectation may not be exactly at the
half-way between the min value and the
max value, though it is always in [min, max]
St. Petersburg paradox
•In a game, a fair coin is tossed. The initial award is 2 dollars
and is doubled every time heads appears. The first time tails
appears, the game ends and the player wins the reward.
 What would be a fair price to pay for entering the game?
 Another question, what should be a better option? Choosing the
game or choosing an option of having $1M?
 The answer may not seem rational by considering the data below:
PARADOX!
a 2 4 8 16 32 64 … SUM
p(a) 1/2 1/4 1/8 1/16 1/32 1/64 … 1
a*p(a) 1 1 1 1 1 1 … ∞
Expectation of a function
If a random variable Y = g(X), then
E[Y] = Ʃg(ai)pX(ai) for all X = ai
If a random variable Z = g(X, Y), then
E[Z] = Ʃg(ai,bj)pXY(ai,bj) for all X = ai, Y = bj
Special cases:
• If Z = aX + bY + c, E[Z] = aE[X] + bE[Y] + c
• If X and Y are independent, E[XY] = E[X]E[Y]
Quiz 2.6: Yates and Goodman Book
Quiz 2.6: Solution
Example 2.31: Yates, Goodman
Let a random variable X have the PMF as given below. Also, let
there be another random variable Y derived from X via the
equation given below.

TRY!
Example 2.31: Solution
Variance
Very often, just to know the expectation of a
random variable is not enough, since its spread
(around the expectation) is also of importance
Example: X and Y have the same expectation,
but are still very different in spread
a 4 6 SUM a 1 9 SUM
pX(a) 0.5 0.5 1 pY(a) 0.5 0.5 1
a*pX(a) 2 3 5 a*pY(a) 0.5 4.5 5
Variance and standard deviation
The variance Var(X) of a random variable X is
Var(X) = E[(X − µ)2] = Ʃ[(ai − µ)2p(ai)] for all ai
= E[X2] − (E[X])2
E[X2] is called the second moment of X
The standard deviation of a random variable is
the square root of its variance
Std(X) = σ = Var(X)
Var and std: example
a 4 6 SUM a 1 9 SUM
pX(a) 1/2 1/2 1 pY(a) 1/2 1/2 1
a*pX(a) 2 3 5 a*pY(a) 1/2 9/2 5
a2 16 36 - a2 1 81 -
a2*pX (a) 8 18 26 a2*pY (a) 1/2 81/2 41

E[X] = 5 E[Y] = 5
E[X2] = 26 E[Y2] = 41
Var(X) = 1 Var(Y) = 16
Std(X) = 1 Std(Y) = 4
Var and std: example (2)
E.g. The maximum of two fair die throws
a 1 2 3 4 5 6 SUM
p(a) 1/36 3/36 5/36 7/36 9/36 11/36 1
a*p(a) 1/36 6/36 15/36 28/36 45/36 66/36 161/36
a2 1 4 9 16 25 36 -
a2*p(a) 1/36 12/36 45/36 112/36 225/36 396/36 791/36

E[X] = 161/36 ≈ 4.47, E[X2] = 791/36

Var(X) = 791/36 – (161/36)2 = 2555/1296 ≈ 1.97
Std(X) ≈ 1.40
Covariance and correlation
Expectation, Variance and Standard Deviation characterize distribution
of a single variable. For association of two random variables, we use
covariance
The covariance of X and Y
Cov(X, Y) = E[(X − E[X])(Y − E[Y])]
= E[XY] − E[X]E[Y]
In particular, Cov(X, X) = Var(X)
Cov(X, Y) > 0 : X and Y are positively correlated
Cov(X, Y) = 0 : X and Y are uncorrelated
Cov(X, Y) < 0 : X and Y are negatively correlated
Covariance and correlation (2)
The intuitive meaning of correlation:
An example (continued): COV
For the previous example given in the following
table, what is Cov(X,Y)?
p(X,Y) -1 0 1 pY E[X] = (-1)(3/8)+(0)(1/4)
0 1/4 0 1/4 1/2 +(1)(3/8) = 0
1 1/8 1/4 1/8 1/2 E[Y] = (0)(1/2)+(1)(1/2)
pX 3/8 1/4 3/8 1 = 1/2
E[XY] = (-1)(0)(1/4)+(0)(0)(0)+(1)(0)(1/4)+
(-1)(1)(1/8)+(0)(1)(1/4)+(1)(1)(1/8) = 0
Cov(X,Y) = E[XY] − E[X]E[Y] = 0
Another example: COV
X\Y 0 1 pX
1 0.1 0.2 0.3
2 0.3 0.4 0.7
pY 0.4 0.6 1

Find the Covariance Cov(X,Y). Try Yourself!

Another example: COV
X\Y 0 1 pX
1 0.1 0.2 0.3
2 0.3 0.4 0.7
pY 0.4 0.6 1

E[X] = 1*0.3+2*0.7 = 1.7, E[Y] = 0*0.4+1*0.6 = 0.6

E[XY] = 1*1*0.2 + 2*1*0.4 = 1.0
Cov(X,Y) = E[XY] − E[X]E[Y] = 1.0 – 1.02 = -0.02
Correlation coefficient
• Correlation coefficient is a rescaled, normalized
covariance. It is in [-1, 1], and remains the same absolute
value under change of unit in both variables
• While Covariance shows the correlation between X and Y,
it does not show how strong or weak this relation is? ρ
indicates this and is unit-less unlike covariance
Correlation Coefficient: Graphics
Covariance and Variance: Properties
Ex 3.11: Baron’s Book
Find Var(X), Var(Y), Std(X), Std(Y), Cov(X,Y) and the correlation
coefficient ρ.

TRY YOURSELF!
Ex 3.11:
Solution
Chebyshev's inequality
The range of values of a random variable can be estimated
from its expectation and variance

“The chance for the variable to take a value far away from its
expectation is small.”
This inequality shows that only for large variance σ2, a
variable X may differ significantly from this expectation
Chebyshev's inequality (2)
When ε = k, Chebyshev's inequality becomes
P(|X – μ| > k) ≤ (1/k)2
k = 2: P(|X – μ| > 2) ≤ 1/4 = 0.25
k = 3: P(|X – μ| > 3) ≤ 1/9 ≈ 0.111
k = 4: P(|X – μ| > 4) ≤ 1/16 = 0.0625
k = 5: P(|X – μ| > 5) ≤ 1/25 = 0.04
k = 10: P(|X – μ| > 10) ≤ 1/100 = 0.01
Application to Finance
• Chebyshev’s inequality shows that in general,
higher variance implies higher probabilities of
large deviations, and this increases the risk for a
RV to take values far from its expectation
• This finds a number of immediate intuitive
applications e.g. on evaluating risks of financial
deals, allocating funds, and constructing optimal
portfolios
• The same methods can be used for the optimal
allocation of computer memory, CPU time,
customer support, or other resources
Financial application: Ex 3.13 Baron’s Book
We would like to invest $10,000 into shares of companies XX
and YY.
 Shares of XX cost $20 per share. The market analysis shows that
their expected return is $1 per share with a standard deviation of
$0.5.
 Shares of YY cost $50 per share, with an expected return of $2.50
and a standard deviation of $1 per share, and returns from the two
companies are independent.
 In order to maximize the expected return and minimize the risk
(standard deviation or variance), is it better to invest (A) all $10,000
into XX, (B) all $10,000 into YY, or (C) $5,000 in each company?
Ex 3.13: Solution
(a) The value of a share is X, so the total return A = (10000/20)X = 500X
E[A] = 500 E[X] = (500) (1) = 500
Var(A) = 5002 Var(X) = (5002) (0.52) = 62500, Std(A) = Var(A)0.5 = 250
(b) The value of a share is Y, so the total return B = (10000/50)Y = 200Y
E[B] = 200 E[Y] = (200) (2.5) = 500
Var(B) = 2002 Var(Y) = (2002) (12) = 40000, Std(B) = Var(B)0.5 = 200
(c) The total return C = 250X + 100Y
E[C] = 250 E[X] + 100 E[Y] = 250 + 250 = 500
Var(C) = 2502 Var(X) + 1002 Var(Y) = 25625, Std(C) = Var(C)0.5 ≈ 160
Financial application: Graphic
By diversifying the portfolio, one can keep the
same expectation while reducing the variance
Families of Discrete Distributions: Bernoulli
distribution
A random variable with ONLY two possible
values, 0 and 1, is called a Bernoulli variable,
and its distribution is Bernoulli distribution
Ber(p) is a Bernoulli distribution with
parameter p, where 0 ≤ p ≤ 1, and
p(1) = P(X = 1) = p
p(0) = P(X = 0) = 1 − p
E[X] = p, Var(X) = p(1 − p)
Families: Binomial distribution
A binomial distribution Bin(n, p) is the number
of 1s (successes) in n independent Bernoulli
trials Ber(p)
Special cases: Bin(1, p) = Ber(p)
w 00 01 10 11
X 0 1 1 2
Bin(2, p) P(w) (1-p)2 (1-p)p p(1-p) p2
a 0 1 2
p(a) (1-p)2 2p(1-p) p2
Binomial distribution (2)
w 000 001 010 011 100 101 110 111
X 0 1 1 2 1 2 2 3
Bin(3, p) P(w) (1-p)3 p(1-p)2 p(1-p)2 p2(1-p) p(1-p)2 p2(1-p) p2(1-p) p3

a 0 1 2 3
p(a) (1-p)3 3p(1-p)2 3p2(1-p) p3

In general
P(k) = C(n,k)pk(1 − p)n-k for k = 0, 1, . . ., n
where C(n,k) = n! / [k! (n − k)!]
Binomial Dist: Ex 3.16 (Baron’s)

TRY!
Binomial Distribution: Ex 3.16 (Sol)

Let X the event that a new subscriber gets the special promotion. Then, the required
probability is 𝑃 𝑋 ≥ 4 = 1 − 𝑃 𝑋 ≤ 3 = 1 − 𝑃 0 − 𝑃 1 − 𝑃 2 − 𝑃(3)
Binomial distribution examples
Bin(3, 1/2): tossing three fair coins, the number of heads
Binomial distribution examples (2)
Binomial distribution as program
Bin(n, p) can be remembered as Ber(p)
repeated n times, with their sum returned:
Bin(n, p)
count = 0
for (n)
count = count + Ber(p)
return count
Binomial Distribution in MATLAB
Binomial distribution features
• If X has a Bin(n, p) distribution, then it can
be written as X = R1 + R2 + ... + Rn, where
each Ri has a Ber(p) distribution, and is
independent of the others
E[X] = E[R1] + E[R2] + ... + E[Rn] = np
Var(X) = Var(R1) + ... + Var(Rn) = np(1−p)
Both are the feature of Ber(p) times n
Ex 3.17: Baron’s Book
Geometric distribution
The number of Ber(p) needed to get the first 1
(success) has Geometric distribution, Geo(p)
Example: Geo(0.6)
w 1 01 001 0001 …
a 1 2 3 4 …
p(a) 0.6 0.4*0.6 0.42*0.6 0.43*0.6 …

Its probability mass function is given by

p(k) = (1 − p)k−1p for k = 1, 2, . . . .
GEOMETRIC DISTRIBUTION: EXAMPLE
• The probability that a bit transmitted through a
digital transmission channel is received in error is 0.1
• If it is assumed that the transmissions are
independent, what is the probability that the first
four bits are transmitted correctly and the fifth bit is
in error?
• Let X denote the number of bits transmitted until the
first error , then P(X = 5) = ?
• Then X is a geometric random variable with p = 0.1
• The requested probability is
P(X = 5) = P(OOOOE) = (0.9)4(0.1) = 0.0066
Textbook: Applied Statistics and Probability for Engineers by Douglas C. Montgomery & George C. Runger
Geometric distribution: PMF and CDF
Geometric distribution as program
Geo(p) can be remembered as Ber(p)
repeated until the first 1, with the number of
repetition returned:
Geo(p)
count = 1
while (Ber(p) == 0)
count = count + 1
return count
Geometric distribution features
The expectation and variance of Geo(p) are
E[X] = 1/p, Var(X) = (1 − p) / p2
Example
For the number of transmitted bits received in
error in the last example, p = 0.1 so
μ = E(X) = 1/0.1 = 10 = mean # transmissions until
the 1st error
σ = 𝑽𝒂𝒓(𝑿) = [(1-0.1)/(0.1)2]1/2 = 9.49
 GEOMETRIC DISTRIBUTION: LACK OF MEMORY
• A geometric random variable has been defined as the
number of trials until the first success
• However, because the trials are independent, the count
of the number of trials until the next success can be
started at any trial without changing the probability
distribution of the random Variable
• For example, in the transmission of bits, if 100 bits are
transmitted, the probability that the first error, after bit
100, occurs on bit 106 is the probability that the next six
outcomes are OOOOOE = (0.9)5(0.1) = 0.059
= the probability that the initial error occurs on bit 6
 the geometric distribution is said to lack any memory

Textbook: Applied Statistics and Probability for Engineers by Douglas C. Montgomery & George C. Runger
 Negative Binomial Distribution
• In a sequence of independent Ber(p), the number of trials
needed to obtain n 1s has Negative Binomial distribution
NegBin(n, p) - Pascal random variable
• Binomial on the other hand counts the # of successes in fixed
number of trails hence the name – Negative Binomial
Example: NegBin(2, 0.6)
w 11 011 101 0011 0101 1001 …
X 2 3 3 4 4 4 …
P(w) 0.62 0.62*0.4 0.62*0.4 0.62*0.42 0.62*0.42 0.62*0.42 …

a 2 3 4 …

p(a) 0.62 2*0.62*0.4 3*0.62*0.42 …

Negative Binomial Distribution (2)
• The PMF of NegBin(n, p) is
p(k) = C(k−1,n−1)pn(1−p)k-n for k = n, n+1, . . .
• This formula accounts for the probability of n successes,
the remaining (k-n) failures, and the number of
outcomes–sequences with the n-th success coming on
the k-th trial.
• Since it can be seen as Geo(p) repeating n times
independently, its features are
E[X] = n/p, Var(X) = n(1−p)/p2
• As a special case, NegBin(1, p) = Geo(p)
Ex 2.16: Yates and Goodman
NEGATIVE BIONOMIAL DISTRIBUTION: EXAMPLE
• The probability of a single bit transmission is 0.1. If it is assumed
that the transmissions are independent, Let X denote the number of
bits transmitted until the fourth error
• Then, X has a negative binomial distribution with r = 4
• Probabilities involving X can be found as follows
 The P(X = 10) is the probability that exactly three errors occur in the first nine
trials and then trial 10 results in the fourth error
 The probability that exactly three errors occur in the first nine trials is determined
from the binomial distribution to be

 Trials are independent  the probability that exactly three errors occur in the
first 9 trials and trial 10 results in the fourth error is the product of the
probabilities of these two events, namely

Textbook: Applied Statistics and Probability for Engineers by Douglas C. Montgomery & George C. Runger
 Poisson distribution
• Poisson process: a very large population of
independent events, where each has a very
small probability to occur i.e. rare or poissonian
events, and the average occurrences in a range
is roughly stable
• Example: The expected number of telephone
calls arriving at a telephone exchange during a
time interval [0, t] is E[Nt] = λ, where λ is the
frequency of the event in an interval of length t
Poisson distribution (2)
Poisson distribution (3)
Poisson RV: Properties
The probability model of Poisson RV describes phenomena
occurring randomly in time with the timing of each
occurrence random but a known average number of
occurrences per unit time
 For example, the arrival of information requests at a World Wide
Web server, the initiation of telephone calls, and the emission of
particles from a radioactive source are often modelled as Poisson RVs
 To describe a Poisson random variable, we will call the occurrence
of the phenomenon of interest an arrival
 A Poisson model often specifies an average rate, α arrivals per
second and a time interval, T seconds
 In this time interval, the number of arrivals X has a Poisson PMF with
λ = αT
Ex 2.19: Yates and Goodman
The number of hits at a website in any time interval is a Poisson random
variable. A particular site has on average α= 2 hits per second. What is the
probability that there are no hits in an interval of 0.25 seconds? What is the
probability that there are no more than two hits in an interval of one second?
Solution: Let H be the # of hits with λ= αT=2(0.25)=0.5hits. The PMF of H is:

For the second question, λ= αT=2(1)=2hits. Let J be the # of hits/sec. Then

Ex 2.20: Yates and Goodman
The number of database queries processed by a computer in
any 10-second interval is a Poisson random variable, K, with λ =
5 queries. What is the probability that there will be no queries
processed in a 10-second interval? What is the probability that
at least two queries will be processed in a 2-second interval?
Try!
Summary
1. Discrete random variable X
pX and FX
2. Random vector (X, Y)
p(X,Y) and F(X,Y)
3. Features
E[X], Var(X), Std(X), Cov(X,Y)
4. Families
Ber(p), Bin(n,p), Geo(p), NegBin(n, p), Pois(λ)
Summary (2)
FAMILY pX(k) E[X] Var(X)

Ber(p) p(0) = 1−p; p(1) = p p p(1−p)

Bin(n, p) C(n,k)pk(1−p)n-k n ≥ k ≥ 0 np np(1−p)

Geo(p) p(1−p)k-1 k ≥ 1 1/p (1−p)/p2

NegBin(n, p) C(k−1,n−1)pn(1−p)k-n k ≥ n n/p n(1−p)/p2

Pois(λ) e-λλk/k! k ≥ 0 λ λ
Discrete RV in Python
•Based on libraries e.g. Numpy, SciPy (Scientific Computation
using Numpy underneath), Matplotlib and Seaborn (data
visualization library based on Matplotlib)
•Scipy.stats -> contains large number of statistical functions
including probability distributions, summary and frequency
statistics, correlation functions and statistical tests etc.
Bernoulli Distribution
Binomial Distribution
Geometric Distribution
Negative Binomial Distribution
Poisson Distribution
Further Reading
•Understanding Probability Distributions using Python: An intuitive
and comprehensive guide to probability distributions
 https://towardsdatascience.com/understanding-probability-distributions-
using-python-9eca9c1d9d38
 https://github.com/reza-bagheri/probability_distributions
THANKS!