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Probability Distributions

This document provides comprehensive notes on discrete probability distributions, including definitions, examples, and methods for calculating probabilities, expected values (E(X)), and variances (Var(X)). It explains how to represent discrete random variables and their associated probabilities, and offers tips for solving related problems. Additionally, the document includes worked examples and emphasizes the importance of ensuring that probabilities sum to one.
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0% found this document useful (0 votes)
3 views

Probability Distributions

This document provides comprehensive notes on discrete probability distributions, including definitions, examples, and methods for calculating probabilities, expected values (E(X)), and variances (Var(X)). It explains how to represent discrete random variables and their associated probabilities, and offers tips for solving related problems. Additionally, the document includes worked examples and emphasizes the importance of ensuring that probabilities sum to one.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Cambridge (CIE) AS Maths: Your notes


Probability & Statistics 1
Probability Distributions
Contents
Discrete Probability Distributions
E(X) & Var(X) (Discrete)

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Discrete Probability Distributions


Your notes
Discrete Random Variables
What is a discrete random variable?
A random variable is a variable whose value depends on the outcome of a random event
The value of the random variable is not known until the event is carried out (this is what is meant by
'random' in this case)
Random variables are denoted using upper case letters (X , Y , etc )
Particular outcomes of the event are denoted using lower case letters ( x, y, etc)

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)

Probability Distributions (Discrete)


What is a probability distribution?
A discrete probability distribution fully describes all the values that a discrete random variable can
take along with their associated probabilities
This can be given in a table
Or it can be given as a function (called a probability mass function)

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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

Cumulative Probabilities (Discrete)


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How do I calculate probabilities using a discrete probability


distribution? Your notes
First draw a table to represent the probability distribution
If it is given as a function then find each probability
If any probabilities are unknown then use algebra to represent them

Form an equation using ∑P 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
( )

If k is not a possible value then P X = k ( ) =0


To find P X ≤ k
( )

Identify all possible values, xi , that X can take which satisfy xi ≤ k

Add together all their corresponding probabilities

P X ≤k
( ) = ∑ P X=xi ( )

xi ≤k

Some mathematicians use the notation F(x) to represent the cumulative distribution

Fx ( ) =P X ≤ x( )

Using a similar method you can find P X < k , P X ≥ k and P X > k


( ) ( ) ( )

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
( ) ( )

To calculate more complicated probabilities such as P X 2 < 4 ( )

Identify which values of the random variable satisfy the inequality or event in the brackets
Add together the corresponding probabilities

How do I know which inequality to use?


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P X ≤ k would be used for phrases such as:


( )

At most k, no greater than k, etc Your notes


P X < k would be used for phrases such as:
( )

Fewer than k

P X ≥ k would be used for phrases such as:


( )

At least k , no fewer than k, etc

P X > k would be used for phrases such as:


( )

Greater than k, etc

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

Examiner Tips and Tricks


Try to draw a table if there are a finite number of values that the discrete random variable can
take
When finding a probability, it will sometimes be quicker to subtract the probabilities of the
unwanted values from 1 rather than adding together the probabilities of the wanted values
Always make sure that the probabilities are between 0 and 1, and that they add up to 1!

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E(X) & Var(X) (Discrete)


Your notes
E(X) & Var(X) (Discrete)
What does E(X) mean and how do I calculate E(X)?
E(X) means the expected value or the mean of a random variable X
For a discrete random variable, it is calculated by:

Multiplying each value of X with its corresponding probability

Adding all these terms together

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

How do I calculate E(X²)?


E(X²) means the expected value or the mean of a random variable defined as X²
For a discrete random variable, it is calculated by:
Squaring each value of X to get the values of X2
Multiplying each value of X2 with its corresponding probability
Adding all these terms together

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

Is E(X²) equal to (E(X))²?


Definitely not!
They are only equal if X can take only one value with probability 1
if this was the case it would no longer be a random variable
E(X²) is the mean of the values of X²
(E(X))² is the square of the mean of the values of X
To see the difference
Imagine a random variable X that can only take the values 1 and -1 with equal chance
The mean would be 0 so the square of the mean would also be 0

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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( )

What does Var(X) mean and how do I calculate Var(X)?


Var(X) means the variance of a random variable X
For any random variable this can be calculated using the formula

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

(a) Find the value of E ( X .


)

(b) Find the value of E ( X2 . )

(c) Find the value of Var ( X . )

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Your notes

Examiner Tips and Tricks


Check if your answer makes sense. The mean should fit within the range of the values of X.

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