Chapter 3

• 3-2 Probability distributions and probability mass

functions
• 3-3 Cumulative distribution functions
• 3-4 Mean and variance of a discrete random variable
• 3-5 Discrete Uniform Distribution
• 3-6 Binomial Distribution
• 3-7 Geometric and Negative Binomial Distribution
• 3-8 Hypergeometric Distribution
• 3-9 Poisson Distribution
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 3-2 probability distributions and
probability mass functions
• Example 3-4
There is a chance that a bit transmitted through a digital
transmission channel is received in error. Let X equal the number
of bits in error in the next four bits transmitted. The possible
values for X are {0, 1, 2, 3, 4}.

P(X=0)=0.6561,
P(X=1)=0.2916,
P(X=2)=0.0486,
P(X=3)=0.0036,
P(X=4)=0.0001
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• Definition

In example 3-4, f(0)=0.6561, f(1)=0.2916, f(2)=0.0486,

f(3)=0.0036, f(4)=0.0001.

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 3-3 Cumulative distribution functions
• Ex. 3-6 P(X3) for Ex.3-4
The event that {X3} is the union of the events {X=0}, {X=1},
{X=2}, and {X=3}.
P(X3)= P(X=0)+ P(X=1)+ P(X=2)+ P(X=3)=0.9999

• Definition

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Ex 3-8 Suppose that a day’s production of 850 manufactured parts
contains 50 parts that do not conform to customer requirements.
Two parts are selected at random, without replacement, from the
batch. Let the random variable X equal the number of
nonconforming parts in the sample. What is the cumulative
distribution function of X?
P(X=0)= (800/850)(799/849)=0.886
 P(X=1)= (800/850)(50/849)+(50/850)(800/849) =0.111
 P(X=2)= (50/850)(49/849)=0.003
 F(0)= P(X=0)=0.886
 F(1)= P(X1)=0.886+0.111=0.997
 F(2)= P(X2)=1
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Note that F(x) is defined for all x from -∞<x<∞ and not only
for 0,1, and 2.

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 3-4 mean and variance of a discrete random
variable
• Definition

E[(X-)2]

The mean is a measure of the center or middle of the

probability distribution.
The variance is a measure of the dispersion, or variability in
the distribution.
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• Ex.3-9 for Ex.3-4
=E[X]= 0f(0)+1f(1)+2f(2) +3f(3)+4f(4)=0.4
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 V(X)=    f ( xi )( xi  0.4)  0.36
2 2

i 1

 The variance of a random variable X can be considered to be

the expected value of a specific function of X, namely, h(X)=
(X-)2. In general, the expected value of any function h(X) of a
discrete random variable is defined in a similar manner.
Expected value of a function of a discrete random variable
If X is a discrete random variable with probability mass
function f(x)
E[h( x )]   h( x ) f ( x ) (3-4)
x
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 3-5 Discrete Uniform Distribution
• Definition

• Suppose the range of the discrete random variable X is the

consecutive integers a, a+1, a+2,…, b for ab. The range of X
contains b-a+1 values each with probability 1/(b-a+1).

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 N
N ( N  1) N
N ( N  1)( 2 N  1)
 n 
2
,  n2  6
n 1 n 1
ba ba
b
(b  a )( b  a  1)
 n   (a  n)   a  2an  n  (b  a  1)a  2a
2 2 2 2
2
2

n a n 0 n 0
(b  a )( b  a  1)( 2b  2a  1)

6
 (b  a  1)[ 2a 2  2ab  2b 2  b  a ] / 6

• Ex. A random variable X has a discrete uniform distribution in

the range [-z z], where z is a positive integer. Find z to satisfy the
condition P(X>1)=4/11.
f(xi)= 1/(2z+1), for i=1…2z+1.
P(X>1)= (z-1)/(2z+1)=4/11
 z=5.
E(X)= 0, variance= 10
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 3-6 Binomial Distribution
• Ex. Flip a coin 10 times. Let X=number of heads obtained.
• Ex. Of all bits transmitted through a digital transmission channel,
10% are received in error. Let X=the number of bits in error in
the next five bits transmitted.
• Bernoulli trial
A trial with only two possible outcomes is used so frequently
as a building block of a random experiment that it is called a
Bernoulli trial.
It is usually assumed that the trials that constitute the random
experiment are independent.
 It is often reasonable to assume that the probability of a
success in each trial is constant.
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• Ex.3-16 The chance that a bit transmitted through a digital
transmission channel is received in error is 0.1. Also, assume that
the transmission trials are independent. Let X=the number of bits
in error in the next four bits transmitted. Determine P(X=2).
 Let the letter E denote a bit in error, and let the letter O denote
that the bit is okay, that is, received without error.
 The event that X=2 consists of the six outcomes:
{EEOO,EOEO,EOOE,OEEO,OEOE,OOEE}
 P(EEOO)=P(E)P(E)P(O)P(O)=(0.1)2(0.9)2=0.0081
 P(X=2)=6(0.0081)=0.0486
In general,
P(X=x)=(number of outcomes that result in x errors) times
(0.1)x(0.9)4-x.
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An outcome that contains x errors can be constructed by
partitioning the four trials (letters) in the outcome into two
groups. One group is of size x and contains the errors, and the
other group is of size n-x and consists of the trials that are
okay.
The number of ways of partitioning four objects into two
groups, one of which is of size x, is

4 4!  4  x 4 x
   and, P( X  x )   0.1 0.9
 
x x! ( 4  x )!  x

 n  k n k
n
 (a  b)    a b
n

k 0  k 

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• Definition

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• Ex. 3-18. Each sample of water has a 10% chance of containing a
particular organic pollutant. Assume that the samples are
independent with regard to the presence of the pollutant. Find the
probability that in the next 18 samples,
(a) exactly 2 contain the pollutant.
(b) Determine the probability that at least four samples contain the
pollutant.

 18  18!
 (a) P(X=2)=   (0.1) (0.9) 
2 16
(0.1) 2 (0.9)16  0.284
2  (2!)(16!)
 
18 18
 (b) P(X4)=   (0.1x )(0.9)18 x  1-P(X<4)
x 4  x 

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 18 
 1    (0.1) x (0.9)18 x  0.098
x 0  x 
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 3-7 Geometric and Negative Binomial
Distribution
• Geometric distribution
Instead of a fixed number of trials, trials are conducted until a
success is obtained.
• Ex. 3-20 The probability that a bit transmitted through a digital
transmission channel is received in error is 0.1. Assume the
transmissions are independent events, and let the random variable
X denote the number of bits transmitted until the first error.

 P(X=5) is the probability that the first four bits are

transmitted correctly and the fifth bit is in error. {OOOOE}
P(X=5)=0.940.1
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 Note that there is some probability that X will equal any integer
value. Also, if the first trial is a success, X=1. Therefore, the
range of X is {1,2,3…}, that is, all positive integers.
• Definition

Lack of Memory Property

The probability of an error remains constant for all
transmission. In this sense, the geometric distribution is said
to lack any memory.
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19
• Ex. 共10張牌,其中黑桃一張,紅心兩張,方塊三張,梅花四張,現
自其中依次隨機取出一張並加以置回,若定義隨機變數X為第
一次抽到梅花所需抽的次數,(a)試問X之機率分配函數及平均
值?(b)超過兩次才抽到第一張梅花的機率?
• (a)
單一次抽到梅花的機率= 0.4
 f(x)=P(X=x)= 0.6x10.4 , x= 1,2,3
 E[X]= 1/ 0.4  2.5

(b) P( X  3)   (0.6) x1 0.4
x 3

 1  P( X  3)
 1  P( X  1)  P( X  2)  1  0.4  0.6*0.4  0.36
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• Negative Binomial Distribution
Definition

 In the special case that r=1, a negative binomial random

variable is a geometric random variable.
A negative binomial random variable can be interpreted as the
sum of r geometric random variables.
The lack of memory property of a geometric random
variable. (P.84)
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22
 r r r
1 r
X   X k , E[ X ]   E[ X k ]   
k 1 k 1 k 1 p p

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A binomial random variable is a count of the number of
successes in n Bernoulli trials.
The number of trials is predetermined, and the number of
successes is random.
A negative binomial random variable is a count of the number
of trials required to obtain r successes.
 The number of successes is predetermined, and the
number of trials is random.

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 3.8 Hypergeometric Distribution
• Ex. 3-8

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• Definition

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• Ex3-8 Four parts are selected.
 Four parts do not conform P(X=4)
What is the probability that two or more parts in the sample do
not conform? P(X2)
What is the probability that at least one part does not conform.
P(X1)=1- P(X=0)
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 Finite population correction factor
The term in the variance of a hypergeometric random variable
N n
N 1

is called the finite population correction factor.

1. The finite population correction represents the correction to
the binomial variance that results because the sampling is
without replacement from the finite set of size N.
2. If n is small relative to N, the correction is small and the
hypergeometric distribution is similar to the binomial.

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29
Ex. From an ordinary deck of 52 cards, we draw cards at random
with replacement, and successively until an ace is drawn. What is
the probability that at least 10 draws are needed?

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 3.9 Poisson Distribution
• Ex3-30
n bits, X:the number of bits in error.

When the probability that a bit is in error is constant and the

transmissions are independent, X has a binomial distribution.

Let p denote the probability that a bit is in error.

Let =pn. Then, E[x]=pn= and

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Now, suppose that the number of bits transmitted increases
and the probability of an error decreases exactly enough that
pn remains equal to a constant.
That is, n increases and p decreases accordingly, such that E(X)
= remains constant.

The number of bits transmitted tends to infinity.

The range of X is the integers from zero to infinity.

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• Definition
 In general, consider an interval T of real numbers partitioned
into subintervals of small length Δt and assume that as Δt
tends to zero,
(1) the probability of more than one count in a subinterval is
zero,
(2) the probability of one count in a subinterval tends to λΔt/T,
(3) the event in each subinterval is independent of other
subintervals.
A random experiment with these properties is called a Poisson
process.
These assumptions imply that the subintervals can be thought
of as approximate independent Bernoulli trials with success
probability p = t/T and the number of trials equal to n =
T/t. Here, pn = , and as t tends to zero, n tends to infinity.
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The random variable X that equals the number of counts in the
interval is a Poisson random variable with parameter 0<,
and the probability mass function of X is

 If X is a Poisson random variable with parameter , then

 Ex.
(a) f(5)= exp(-5)(5^5)/5!
(b) mean= 5/h=7.5/(1.5h), f(10)= exp(-7.5)(7.5^10)/10!
(c) mean= 2.5/(0.5h),
P(X<2)= f(0)+f(1)=exp(-2.5)+exp(-2.5)(2.5)
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35
36
• Ex.一武俠線上遊戲用一數學模型模擬玩家閉關修練某武功所
花的時間:系統每一秒會隨機產生一1至10000的整數,當這整
數小於玩家的智力時則閉關修練成功.若玩家的智力為30時.
1.平均要花多少時間才能修練成功?
2.修練時間超過一小時的機率?

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