Probability Distributions
Probability Distributions
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P X = x means "the probability of the random variable X taking the value x "
( )
A discrete random variable (often abbreviated to DRV) can only take certain values within a set
Discrete random variables usually count something
Discrete random variables usually can only take a finite number of values but it is possible that it can
take an infinite number of values (see the examples below)
Examples of discrete random variables include:
The number of times a coin lands on heads when flipped 20 times (this has a finite number of
outcomes: 0,1,2,…,20)
The number of emails a manager receives within an hour (this has an infinite number of outcomes:
1,2,3,…)
The number of times a dice is rolled until it lands on a 6 (this has an infinite number of outcomes:
1,2,3,…)
The number on a bingo ball when one is drawn at random (this has a finite number of outcomes:
1,2,3…,90)
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They can be represented by vertical line graphs (the possible values for X along the horizontal axis
and the probability on the vertical axis)
The sum of the probabilities of all the values of a discrete random variable is 1 Your notes
This is usually written ΣP X = x
( ) =1
Add together all the probabilities and make the sum equal to 1
To find P X = k
( )
If k is a possible value of the random variable X then P X = k will be given in the table
( )
P X ≤k
( ) = ∑ P X=xi ( )
xi ≤k
Some mathematicians use the notation F(x) to represent the cumulative distribution
Fx ( ) =P X ≤ x( )
As all the probabilities add up to 1 you can form the following equivalent equations:
P X<k
( +P X = k +P X > k = 1
) ( ) ( )
P X > k = 1 −P X ≤ k
( ) ( )
P X ≥ k = 1 −P X < k
( ) ( )
Identify which values of the random variable satisfy the inequality or event in the brackets
Add together the corresponding probabilities
Fewer than k
Worked Example
The probability distribution of the discrete random variable is given by the function
x = − 3,− 1,2,4
⎧
⎪
kx 2
P X =x =
⎪
⎪
otherwise.
⎨
⎪
0
( )
⎪
⎪
⎩
1
(a) Show that k = .
30
(b) Calculate P ( X ≤3 ) .
(c) Calculate P ( X2 <5 )
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Your notes
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Your notes
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Σx P X = x ( )
Look out for symmetrical distributions (where the values of X are symmetrical and their probabilities
are symmetrical) as the mean of these is the same as the median
For example if X can take the values 1, 5, 9 with probabilities 0.3, 0.4, 0.3 respectively then by
symmetry the mean would be 5
Σ x 2P X = x
( )
In a similar way E(f(x)) can be calculated for a discrete random variable by:
Applying the function f to each value of to get the values of f(X)
Multiplying each value of f(X ) with its corresponding probability
Adding all these terms together
Σf x P X = x
( ) ( )
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Your notes
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The square values would be 1 and 1 so the mean of the squares would also be 1
In general E(f(X)) does not equal f(E(X)) where f is a function
Your notes
1 ⎞⎟ ⎛
So if you wanted to find something like E ⎟ then you would have to use the definition and
⎜
⎜
⎝ x ⎠
calculate:
∑ 1
x
P X =x( )
EX (
2
) −EX ( ( ))
2
This is the mean of the squares of X minus the square of the mean of X
Compare this to the definition of the variance of a set of data
Var(X) is always positive
The standard deviation of a random variable X is the square root of Var(X)
Worked Example
The discrete random variable X has the probability distribution shown in the following table:
x 2 3 5 7
P X =x
( )
0.1 0.3 0.2 0.4
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Your notes
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