Pre-Requisite to Probability Distributions

Discrete Probability Distributions

(STU07107,BSU07108,DSU07108,ASU07108)

Leguma Bakari
Email: [email protected]
Email: [email protected]
Phone:+255 762 760 095
October 22, 2024
Eastern Africa Statistical Training Center (EASTC)

1
Outline

1 Geometric Progression Series

2 Binomial Theorem

3 Differentiation

4 Integration

5 McLauren Expansion for ex

6 Introduction to Probability Concepts

7 Introduction to R Programming

2
Geometric Progression Series

• When the series or Sequence is such that between two

consecutive terms there is a ratio which is fixed, then
• The series or sequence is called a geometric progression (G.P).
• The fixed ratio(number) between two successive terms is called
the common ratio (r).
GP Series Example
2, 4, 8, 16, 32, 64, ...

• The above series is a GP series since there is a common ratio for

successive values.
• r= 4
2
= 8
4
= 16
8
= 32
16
= 64
32
= 2.
• The common ratio in this case is r=2

3
 • Also the terms may be decreasing instead of increasing.
• The geometric sequence or series whose terms decrease have a
positive common ratio which is less than 1 for the progression
with positive terms
Decreasing GP Series Example
64, 32, 16, 8, 4, 2 ...

• r= 32
64
= 16
32
= 8
16
= 4
8
= 2
4
= 0 . 5.
• The common ration ratio in this case is r=0.5, which is less than
1.
• Generally if G1 , G2 , G3 , G4 , . . . Gn are n GP series, therefore
G2 G3 G4
• r= G1 = G2 = G3 = ··· = Gn
Gn − 1

4
The General Term of GP Series

• If G1 , G2 , G3 , G4 , . . . Gn are the terms of a geometric sequence,

• Then they have a common ratio (r) which is given by item
r= G 2 G3 G4
G1 = G2 = G3 = · · · = Gn − 1
Gn

• This means
• G2 = G1 r
• G3 = G2 r = (G1 r) r = G1 r2
• G4 = G3 r = (G1 r2 ) r = G1 r3
• By following this pattern you will find that,
• G5 = G1 r4 ,
• G6 = G1 r5 ,
• G7 = G1 r6 , hence
• Gn = G1 r n − 1 ,
• The term Gn = G1 rn−1 is refereed as general or nth term of GP
series.
5
Practical Example of GP series

6
Sum of a Geometric Progression

• The sum of GP series is termed as Sn .

• Sn stands for sum of n GP terms.
• Sn = G1 + G2 + G3 + G4 + · · · + Gn−1 + Gn
• There are three different formula depending on the value of
common ratio (r).
• for |r|>1,
• for r=1, and
• for |r|<1
• The Sn for |r|>1, recall
• Sn = G1 + G2 + G3 + G4 + · · · + Gn−1 + Gn
• Sn = G1 + G1 r + G1 r 2 + G1 r 3 + · · · + G1 r n−2 + G1 r n−1
• Now multiply the above with r in both sides
• rSn = G1 r + G1 r 2 + G1 r 3 + G1 r 4 + · · · + G1 r n−1 + G1 r n
7
• Now subtract the first expression from the second
 rSn = G1 r + G1 r 2 + G1 r 3 + G1 r 4 + · · · + G1 r n−1 + G1 r n


• −

 Sn = G1 + G1 r + G1 r 2 + G1 r 3 + · · · + G1 r n−2 + G1 r n−1

• The result for the above computation is


• rSn − Sn = G1 r n − G1
• ( r − 1) Sn = G1 ( r n − 1), therefore
n
• Sn = G1 (r r−1−1 ) ; suitable for |r|>1
• The Sn for |r|<1 subtract the second expression from the first
 Sn = G1 + G1 r + G1 r 2 + G1 r 3 + · · · + G1 r n−2 + G1 r n−1


• −

 rSn = G1 r + G1 r 2 + G1 r 3 + G1 r 4 + · · · + G1 r n−1 + G1 r n

• The result for the above computation is


• Sn − rSn = G1 − G1 r n
• ( 1 − r ) Sn = G1 ( 1 − r n ), therefore
n
• Sn = G1 (11−−r r ) ; suitable for |r|<1

8
• The Sn for r=1, recall
• Sn = G1 + G1 r + G1 r 2 + G1 r 3 + · · · + G1 r n−2 + G1 r n−1
• for r=1
• Sn = G1 + G1 ( 1) + G1 ( 1) 2 + G1 ( 1) 3 + · · · + G1 ( 1) n−2 + G1 ( 1) n−1
• Sn = G1 + G1 + G1 + G1 + G1 + · · · + G1 + G1 = nG1
• Sn = nG1 ; for r=1

9
Sum to Infinity for GP Series

• There is another type of geometric series, and infinite geometric

series.
• An infinite geometric series is the sum of an infinite geometric
sequence.
• When the |r|>1, the terms in the sequence will get larger and
larger.
• Due to this if you add larger and larger numbers forever, you will
get infinity for an answer.
• Therefore, we don’t deal with infinite geometric series when the
magnitude of the ratio is greater than one.
• The magnitude of the ratio can’t equal one because that the series
wouldn’t be geometric and the sum formula would have division
by zero.
• The only case left, then, is when |r|<1. 10
• Recall the summation formula when |r|<1
G1 ( 1 − r n )
• Sn = 1−r
• Now for n = ∞
G1 ( 1 − r ∞ )
• S∞ = 1−r
,
• since |r|<1, then r ∞ = 0, therefore
G1 ( 1 − 0 ) G1
• S∞ = 1−r
= 1−r
,
• The formula for the sum of an infinite geometric series is
G1
• S∞ = 1−r

11
Summary of Important GP Series Formula

1 The nth term of GP series: Gn = G1 rn−1

G1 (rn − 1 )
2 The sum of n term for |r|>1: Sn = r− 1
G1 ( 1 −rn )
3 The sum of n term for |r|<1: Sn = 1 −r
G1
4 The sum to infinity of GP series for |r|<1: S∞ = 1 −r

12
Outline

1 Geometric Progression Series

2 Binomial Theorem

3 Differentiation

4 Integration

5 McLauren Expansion for ex

6 Introduction to Probability Concepts

7 Introduction to R Programming

13
Binomial Theorem

• Binomial theorem primarily helps to find the expanded value of

the algebraic expression of the form ( a + b) n
• Finding the value of ( x + y ) 2 , ( x + y ) 3 or ( x + y + z ) 2 is easy.
• The above expressions can be obtained by algebraically
multiplying the number of times based on the exponent value.
• But finding the expanded form of ( a + b) 12 or other such
expressions with higher exponential values involves too much
calculation.
• This can be made easier with the help of the binomial theorem.
• The exponent value (n) of this binomial theorem expansion can
be a negative number or a fraction.
• Binomial theorem plays a vital role in the theory of probability
distributions and particularly in Binomial distribution.
14
What is Binomial Theorem?

• The first mention of the binomial theorem was in the 4th century
BC by a famous Greek mathematician by name of Euclids.
• The binomial theorem states:
• The principle for expanding the algebraic expression ( a + b) n and
expresses it as a sum of the terms involving individual exponents
of variables a and b.
• Each term in a binomial expansion is associated with a numeric
value which is called coefficient.

15
Binomial Expansion for Positive Integer n

• According to the binomial theorem, it is possible to expand any

non-negative power of binomial ( a + b) n into a sum of the form,
• ( a + b) n =
n n n n n
C0 an b0 + C1 an − 1 b1 + C2 an − 2 b2 + · · · + Cn − 1 a1 bn − 1 + Cn a0 bn
• The above expression can be written in a condensed form as
n
∑︁ n
• ( a + b) n = C r an − r b r
r =0
• Exercise: Use binomial theorem to expand the following
i ( x + 2) 4
ii ( 3x − 1) 5
iii ( x 2 + 1) 3

16
Outline

1 Geometric Progression Series

2 Binomial Theorem

3 Differentiation

4 Integration

5 McLauren Expansion for ex

6 Introduction to Probability Concepts

7 Introduction to R Programming

17
Differentiation

• Differentiation is the process of finding out the slope or gradient

of continuous functions (curve).
• The slope of the function is commonly denoted by dy dx
or f ′ ( x ).
• The differentiation plays a vital rule in the theory of probability
distribution especially on proving and generating moments.
• The following are the most common differentiation techniques
applied in probability distributions
1 Differentiation of logarithmic and exponential functions
2 Power rule,
3 Product rule,
4 Quotient rule,
5 Chain rule,
6 Higher order derivative, and
7 Partial derivative.
18
Differentiation of Logarithmic Functions

• General rule for differentiation of logarithm function is

• Consider the logarithm function: y = ln f ( x ).
dy f ′ (x )
• General rule: dx
= f (x )
• Examples:
• y = ln ( x ) : dy
dx
= x1
2
• y = ln ( x 3 ) : dy
dx
= 2xx3

19
Differentiation of Exponential Functions

• General rule for differentiation of exponential function is

• Consider the exponential function: y = ef ( x ) .
dy
• General rule: dx
= f ′ ( x ) ef ( x )
• Examples:
• y = ex : dy
dx
= ex
dy
• y = e3x : dx = 3e3x
2 2
• y = ex : dy
dx
= 2xex

20
Differentiation by Power Rule

• Power Rule is the principle used to differentiate functions raised

to power n
• Power rule is given by: d
dx
(x n) = nx n−1
• Examples:
• f ( x ) = x 5 ; f ′ ( x ) = 5x 4
• y = 3x 4 + x 2 ; dy dx
= 12x 3 + 2x

21
Differentiation by Product Rule

• Product Rule is the rule used to find the derivative of two or more
functions which are expressed in product form.
• Consider two functions u and v expressed in product as y=uv.
• Product rule is given by: d
dx
( uv ) = v du
dx
+ u dv
dx
• Example:Find the derivative of the following
• y = ( 2x + 1)( x 2 − 4)
• Let u = 2x + 1; then du
dx
= 2, and
• Let v = x 2 − 4; then dvdx
= 2x ,
• Therefore: dxd
( uv ) = v du
dx
+ u dv
dx
= 2(x 2 − 4) + 2x ( 2x + 1)
dy
• dx
= 2x 2 − 8 + 4x 2 + 2x = 6x 2 + 2x − 8
dy
• dx
= 6x 2 + 2x − 8

22
Differentiation by Quotient Rule

• Quotient Rule is the rule used to find the derivative of two or

more functions which are expressed in quotient form.
• Consider two functions u and v expressed in quotient as y = vu .
v du − u dv
• Product rule is given by: d u
( )
dx v
= dx
v2
dx

• Example: Find the derivative of the following function

x2
• y= x −3
• Let u = x 2 ; then du
dx
= 2x , and
• Let v = x − 3; then dv
dx
= 3,
v du − u dv 2x ( x − 3 ) − 3 ( x 2 )
• d u
(
dx v
) = dx
v2
dx
= (x −3) 2
2 2 2
• dy
dx
= 2x (−x −6x3−) 23x = −( xx−−36x
)2
= −(xx (−x3+)62)
• dy
dx
= −(xx (−x3+)62)

23
Differentiation by Chain Rule

• Chain Rule is a rule used to find the derivative of two or more

functions in which one function is nested to another function.
• Chain rule is given by: dy
dx
dy du
= du . dx
• Example-1: differentiate y = ( 3x − 2) 4 by chain rule
• Let u = 3x − 2; hence y = u4
dy
• Therefore dudx
= 3, and du = 4u3
dy dy du
• dx = du . dx = 4u3 × 3, recall u = 3x − 2, therefore
• dy
dx
= 3 [4 ( 3x − 2) 3 ] = 12 ( 3x − 2) 3
dy
• dx = 12 ( 3x − 2) 3
3
• Example-2: differentiate y = ex by chain rule
• Let u = x 3 ; hence y = eu
dy
• Therefore dudx
= 3x 2 , and du = eu
dy dy du
• dx = du . dx = eu × 3x 2 , recall u = x 3 , therefore
3 3
• dy
dx
= 3x 2 [ ex ] = 3x 2 ex
dy 3
• dx = 3x 2 ex
24
Higher Order Differentiation

• We normally take derivatives of functions.

• Since the derivative of a function is itself a function, we can take the derivative again.
• A higher-order derivative refers to the repeated process of taking derivatives of
derivatives.
• This concept is widely applicable in determining moments by using generating functions.

Table 1: Notation for Higher-Order Derivatives

1st derivative 2nd derivative 3rd derivative 4th derivative

dy d dy d d dy d d d dy
dx
( )
dx dx
( ( ))
dx dx dx
( ( ( )))
dx dx dx dx
dy d2y d3y d4y
dx dx 2 dx 3 dx 4
f ′ (x ) f ′′ ( x ) f ′′′ ( x ) 4
f (x )
y′ y ′′ y ′′′ y4

25
• Example-1: Find the 3rd derivative of y = 3x 4 + x 2 − 6
dy
• The 1st derivative: dx
= 12x 3 + 2x ,
2
d dy
• The 2nd derivative: dx ( dx ) = ddxy2 = 36x 2 + 2, and
3
d dy
• The d
3rd derivative: dx ( dx ( dx )) = ddxy3 = 72x ,
3
• Example-2: Find the 2nd derivative of y = ex
3
• y ′ = 3x 2 ex
3 3 3 3 3
• y ′′ = 3x 2 ( 3x 2 ex ) + 6xex = 9x 4 ex + 6xex = ( 9x 4 + 6x ) ex
3
• y ′′ = ( 9x 4 + 6x ) ex

26
Partial Differentiation

• A partial derivative of a function of two or more variables with

respect to one variable, the other(s) being treated as constant.
• Suppose, we have a function f(x, y), which depends on two
variables x and y, where x and y are independent of each other.
• Then we say that the function f partially depends on x and y.
• Now, if we calculate the derivative of f, then that derivative is
known as the partial derivative of f.
• If we differentiate the function f with respect to x, then take y as a
constant and
• If we differentiate f with respect to y, then take x as a constant.
• The partial derivative is expressed as: 𝜕x
𝜕y

27
Partial Derivatives Examples

• Example-1:
• Find the partial derivative of the function: z = 3x 2 + y 3
• Partial derivative with respect to x: 𝜕z
𝜕x = 6x
• Partial derivative with respect to y: 𝜕z
𝜕y = 3y 2
• Example-2:
• Find the partial derivative of the function: z = 3x 2 + y 3 + 4xy
• Partial derivative with respect to x: 𝜕z
𝜕x = 6x + 4y
• Partial derivative with respect to y: 𝜕z
𝜕y = 3y 2 + 4x

28
Outline

1 Geometric Progression Series

2 Binomial Theorem

3 Differentiation

4 Integration

5 McLauren Expansion for ex

6 Introduction to Probability Concepts

7 Introduction to R Programming

29
Integration

30
Outline

1 Geometric Progression Series

2 Binomial Theorem

3 Differentiation

4 Integration

5 McLauren Expansion for ex

6 Introduction to Probability Concepts

7 Introduction to R Programming

31
McLauren Expansion for ex

32
Outline

1 Geometric Progression Series

2 Binomial Theorem

3 Differentiation

4 Integration

5 McLauren Expansion for ex

6 Introduction to Probability Concepts

7 Introduction to R Programming

33
Introduction to Probability Concepts

34
Outline

1 Geometric Progression Series

2 Binomial Theorem

3 Differentiation

4 Integration

5 McLauren Expansion for ex

6 Introduction to Probability Concepts

7 Introduction to R Programming

35
Introduction to R Programming

36