WEEK 4-1

Probability Distribution
of Discrete Random
Variable
Intaroduction
As the name suggests, it is a distribution of
probability of discrete random variable.
Discrete random variable covers only discrete
numbers, namely negative and positive
numbers, and zero.
e.g.: number of students in math class, the car
sales per month, etc.


Expected Value of DRV.



X = DRV of interest,
X
i
= i
th
outcome of X,
P(X
i
) = probability of occurrence of the
ith
outcome of X

e.g.: the expected value of rolling a fair dice:


x
= E(X) = 1(1/6) + 2(1/6) +3(1/6) +4(1/6) +5(1/6) +6(1/6) =
21/6 = 3,5.

=
= =
n
i
i i x
X P X X E
1
) ( ) (
Variance and Standard Deviation of
DRV

Variance:

Standard deviation

=
=
n
i
i x i x
X P X
1
2 2
) ( ) ( o

=
= =
n
i
i x i x
X P X
1
2 2
) ( ) ( o o
Variance and Standard Deviation of
DRV
Example: The variance of rolling a fair dice:





So the variance is 2,917. The standard
deviation is \2,917 = 1,708.

Discrete Probability Distribution
Functions
The probability distribution for a DRV may be:
o A theoretical listing of outcomes and probabilities which
can be obtained from a mathematical model representing
some phenomenon of interest.
o An empirical listing of outcomes and their observed relative
frequencies.
o A subjective listing of outcomes associated with their
subjective probabilities representing the degree of
conviction of the decision maker as to the likelihood of the
possible outcomes.
This course will be concerned mainly with the first kind of
probability distribution-the listing obtained from a
mathematical model representing some phenomenon of
interest.


Discrete Probability Distribution
Functions
A model is considered to be a miniature representation
of some underlying phenomenon. In particular, a
mathematical model is a mathematical expression
representing some underlying phenomenon. For
discrete random variable, this mathematical expression
is known as a probability distribution function (PDF).
The probability distribution of a fair dice is said to follow
a uniform probability distribution, since the expected
value are of the same.
The rest of this chapter discusses other types of PDF,
namely binomial, hypergeometric, and poisson
distributions.


Binomial Distribution
Binomial distribution is the distribution for DRV with the following
Bernoulli process with the following characteristics:
The possible observations may be obtained by two different
sampling methods. Either each observation may be considered as
having been selected from an infinite population without
replacement or from a finite population with replacement.
Each observation may be classified into one of two mutually
exclusive and collectively exhaustive categories, usually called
success and failure.
The probability of an observations being classified as success, p, is
constant from observation to observation. Thus, the probability of an
observations being classified as failure, 1 p, is constant over all
observations.
The outcome (that is, success or failure) of any observation is
independent of the outcome of any other observation.


Binomial Distribution
The probability of variable X being x given the information of sample
size and probability of success is:


e.g.: a fair coin is toss 3 times. What is the probability of having
head (success) 2 times?
From the question, we have some information: n = 3, x = 2, p = .
So:


To find the probability of event more quickly, we can refer to
Binomial Table. With the table, it becomes easier to find the
probability of, say, success 2 or more Head.



x n x
p p
x n x
n
p n x X P

= = ) 1 (
)! ( !
!
) , (
375 , 0 ) 5 , 0 )( 25 , 0 ( 3 ) 5 , 0 1 ( 5 , 0
)! 2 3 ( ! 2
! 3
) 5 , 0 , 3 2 (
2 3 2
= =

= =

H P
Binomial Distribution
Characteristics of the Binomial Distribution
Shape: symmetric when p = 0,5. When p 0,5, the shape is
skewed.

Mean:

Standard deviation:



np X E
x
= = ) (
) 1 ( p np
npq
x
x
=
=
o
o
Hypergeometric Distribution
Basically, this follows Bernoulli process, but the experiments are not
independent, as follows:
o There are n sample from N population
o There are two events, success and failure.
o Total number of success is T
The experiments are dependent.
The probability of success given the information of population size,
sample size, and total number of success is as follows:


n N
x n
T
N x T
C
C C
n T N x P
) )( (
) , , (

=
Hypergeometric Distribution
e.g.: in a company there are 8 managers consists of 4 male and 4
female managers. A special team is to be constructed consists of 3
managers. What is the probability that among the 3 managers, 2 of
them are female?

From the question, we have the following information: x = 2, N = 8,
T = 4, and n = 3. A manager cannot have two positions in the team,
so the process is a dependent process. Therefore, the probability of
having 2 female managers is:





4286 , 0
56
) 4 )( 6 (
! 5 ! 3 / ! 8
) ! 3 ! 1 / ! 4 )( ! 2 ! 2 / ! 4 ( ) )( (
) 3 , 4 , 8 2 (
3
2 3 4 2 4
= = = =

C
C C
P
N
Hypergeometric Distribution



where p = T/N, and q = 1 p.

For the above example,

Mean = (3)(4/8) = 1,5.

Variance = (3)(4/8)(4/8)[(8-3)/(8-7)] = (0,75)(5/7) = 0,5366.





|
.
|

\
|

= =
= =
1
) ( var
) (
N
n N
npq x v iance
np x E mean