STAT 112

INTRODUCTION TO STATISTICS AND

PROBABILITY II

SESSION 3A- Introduction to Probability

Distributions 1

Dr. Gabriel Kallah-Dagadu

Department of Statistics and Actuarial Science

University of Ghana

June 28, 2021

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Session Outline

1 Probability Distributions

2 Discrete Probability Distribution

3 Continuous Probability Distribution

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Session Overview

In the previous sessions, the basic concepts and relative frequency

definition of probability were presented and discussed. In this session,
definition of probability distribution of random variables will be discussed.
Students will be exposed to conditions a function must satisfied to be
known as probability distribution and probability distributions for discrete
and continuous random variables.

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Learning Outcomes

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

1 Define and explain probability distribution of a random variable.
2 Demonstrate that a function of a random variable is a probability
distribution.
3 Distinguished between probability mass function and probability
density function.
4 Construct a probability distribution for a discrete random variable.

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Definition of Probability Distribution

A Probability distribution is a statistical function that describes all

the possible values and likelihoods that a random variable can take
within a given range.
Alternatively: A probability distribution is a representation of random
variables and the associated probabilities of different outcomes.
A probability distribution is characterized by a probability density
function or probability mass function for continuous or discrete
variables, respectively.

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Example of Probability Distribution

In an experiment of tossing a fair coin twice. The sample space

Ω = {TT , TH , HT , HH }. If we define the random variable X to be the
number of heads observed in the two tosses, then we have X
assuming the values 0, 1, 2.

The associated probabilities of the possible values of the random

variable can be summarize in a tabular form as

X 0 1 2
P (X = x ) 0.25 0.5 0.25

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Discrete Probability Distribution

A distribution is called a discrete probability distribution, where the set

of outcomes are discrete in nature.

A tabular, formula or graph that lists all possible values a discrete

random variable can assume, together with their associated
probabilities, is called a discrete probability distribution.

For example, if a dice is rolled, then all the possible outcomes are
discrete and give a mass of outcomes. This is also known as
probability mass functions.

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Discrete Probability Distribution

1 A typical discrete probability distribution in a table form is shown as

follows:
X x1 x2 x3 ··· xn
P (X = xi ) p (x1 ) p (x2 ) p (x3 ) ··· p (xn )

2 Example: The probability distribution of the number of cars a dealer

sells daily.
Daily sales:Xi 0 1 2 3 4
P ( X = xi ) 0.05 0.15 0.35 0.25 0.20

P4
3 Note: i =1 p (xi ) = 1

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Discrete Probability Distribution

2 A typical discrete probability distribution in a formula form is shown as

follows:

1
P (X = xi ) = (xi − 1), where xi = 1, 2, 3, 4, 5
10
P5
Note that i =1 P (X = xi ) = 1.
2 Bar graph or histogram is another way of representing a discrete
probability distribution. Consider the number observed when rolling
two standard six-sided dice. Each die has a 1/6 probability of rolling
any single number, one through six, but the sum of two dice will form
the probability distribution depicted in the graph below.

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Discrete Probability Distribution

A typical graphical representation of discrete probability distribution:

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Legitimacy Condition

If a discrete random variable X can take values xi with associated

probabilities p (xi ), then the following conditions must be true or satisfied
before it can be known as a probability distribution:
1 0 ≤ p (xi ) ≤ 1, for all xi .

allx p (x1 ) = 1,
2
P

where p (xi ) = P (X = xi ) is known as probability mass function.

The collection of pairs (xi , p (xi ))i =1,2,3,... is called the discrete probability
distribution function of X .

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Example 1

Marketing estimates that a new instrument for the analysis of soil

samples will be very successful, moderately successful, or
unsuccessful, with probabilities 0.3, 0.6, and 0.1, respectively. The
yearly revenue associated with a very successful, moderate
successful, or unsuccessful product is GHs 10 million, GHs 5 million,
and GHs 1 million, respectively. Let the random variable X denote the
yearly revenue of the product. Determine the probability mass
function of X .

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Solution

The possible values of X are: 10m, 5m and 1m with their corresponding

probabilities p (xi ) 0.3, 0.6, 0.1, respectively. We can summarize the
probability distribution function of X in a table below:

X in millions 10 5 1
p (xi ) 0.3 0.6 0.1

Hence the probability mass function is given by:

P (X = 10million) = 0.3
P (X = 5million) = 0.6
P (X = 1million) = 0.1
It is clear that, p (xi ) > 0 for all xi and
P3
i =1 p (xi ) = 1.

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Example 2

A discrete random variable Y has probability mass function given by

!x
1
P (X = x ) = , where x = 1, 2, 3, . . .
2
Show that the probability mass function legitimate and find the
probability that X is even.

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Solution
For the probability mass function to be legitimate, we check the following
conditions
1
1 0 ≤ p (x ) ≤ 1: It is clear that p (1) = 2 and p (∞) = 0.
Therefore, p (x ) ≥ 0.
P∞ 1/2
P∞  1 x
2 Next, P (X = x ) = =1 =
i =1
1 − 1/2
i =1 2
Hence the P (X = x ) is a legitimate probability mass function.
The P (X = even) = P (X = k ), where k = 2, 4, 6, 8, 10, . . . .
Therefore,

P (X = even) = P (X = 2) + P (X = 4) + P (X = 6) + · · ·
∞ !2i
X 1 1/4
= = , where i = 1, 2, 3, . . .
2 1 − 1/4
i =1

1
= .
3
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Continuous Probability Distribution

Definition: Let X be a continuous random variable. Then a

probability distribution or probability density function (pdf ) of X is a
function f (x ) such that for any two numbers a and b with a ≤ b, we
have Z b
P (a ≤ X ≤ b ) = f (x )dx
a

The probability that X is in the interval [a , b ] can be calculated by

integrating the probability density function of the random variable X .

In this case we cannot compute probabilities for individual values

i.e. P (X = a ), but instead we assign probabilities to intervals of
values i.e. P (a < X < b ).

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Example: Graphical Representation

The probability that X takes on a value in the interval [a , b ] is the area

above this interval and under the graph of the density function f (x ):

P (a ≤ X ≤ a ) =the area under the density curve between a and b.

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Legitimacy Condition

The function f (x ) is called a probability density function (pfd ) of the

random variable X , if it satisfy the following conditions:
1 f (x ) ≥ 0 for all values of x,
R∞
2
−∞
f (x )dx = 1.

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Example 3

Consider the continuous random variable X with probability density

function

2x , 0 < x < 1
(
f (x ) =
0, elsewhere

1 Show that the density function f (x ) is legitimate.

2 Calculate the following probabilities:
P (X ≤ 0.4),
P (0.2 < X < 0.4) and
P (X < 0.5|1/3 < X < 2/3).

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Solution

1 Given that f (x ) = 2x for 0 < x < 1,

It is clear that f (x ) ≥ 0 for all x, since f (0) = 2(0) = 0 and
f (1) = 2(1) > 0 Thus, for any value of x : 0 < x < 1, f (x ) = 2x ≥ 0.
Next,
Z 1 Z 1 " 2 #1
2x
f (x )dx = 2xdx = =1
0 0 2 0
Hence the density function is legitimate.
R 0.4
2 a. P (0.2 < X < 0.4) = 2xdx = x 2 |00.4 = 0.16
R00.4
b. P (0.2 < X < 0.4) = 0.2
2xdx = x 2 |00..42 = 0.12
c.
P (X < 0.5, 1/3 < X < 2/3)
P (X < 0.5|1/3 < X < 2/3) =
P (1/3 < X < 2/3)
P (1/3 < X < 1/2) 5
= =
P (1/3 < X < 2/3) 12

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Trial Questions

1 Find the constant c such that the function

cx 2 , 0 < x < 3
(
f (x ) =
0, elsewhere

is a density function, and compute P (1 < X < 2).

2 Suppose that in a certain region the daily rainfall (in inches) is a
continuous random variable X with probability density function f (x )
given by
x (2 − x ), 0 < x < 2
( 3
f (x ) = 4
0, elsewhere
Compute the probability that on a given day in this region the rainfall
is
1 not more than 1 inch.
2 between 1/2 and 3/2 inches.

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Trial Questions

3 Verify that the following functions are probability mass functions, and
determine the requested probabilities

i
X -2 -1 0 1 2
P (X = x ) 1/8 2/8 2/8 2/8 1/8

a. P (X ≤ −2), b. P (X > −2), c. P (−1 < X < 1) and

d. P (X ≤ −1 ∪ X = 2)

ii
!x
8 1
P (X = x ) = , x = 1, 2, 3
7 2
a. P (X ≤ 1), b. P (X > 1), c. P (X ≤ 1 or X > 1)

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Trial Questions

4 The probability distribution of a discrete random variable X is shown

below
X 0 1 2 3
2 2 2
P (X = x ) c c c + c 3c + 2c

where c is a constant. Calculate

a the constant c.

b P (0 ≤ X ≤ 2).

c P (X > 1).

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Trial Questions

5 A box contains 3 red balls and 2 green balls. Two balls are selected at
random with replacement. Find the probability distribution of the
random variable X that measures the number of red balls selected
and show that it is legitimate probability mass function.

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End of Session

THANK YOU!!!

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