4 Discrete Random Variable

Candidates should be able to:

Define a discrete random variable.

Draw up a probability distribution table relating to a given situation involving a discrete random variable X.

Learn how to calculate E(X) and Var(X) of a probability distribution table.

Solve questions that require you to calculate the expected profit.

Define what a fair game is and solve questions involving fair games.

Definitions
A variable with an unknown value or a function
that gives values to each experiment's results.
Random Variables
There are two types of random variables: discrete
and continuous.

It is a type of variable that can take an infinite

Continuous Random Variables
number of values in a certain interval. These are
(any value in a continuous range)
usually measurements such as height, weight, etc.

It is a type of variable that can only take certain

Discrete Random Variables values in an interval such as numbers on a dice.
(having specified values) Discrete random variables are always whole
numbers, which are easily countable.

They meet at right angles, and the product of their

Perpendicular Lines
gradients is -1.

4.1 Discrete Random variable

A discrete random variable is a type of variable that can only hold a set of values from an interval, such as the number of
coins in a drawer (it will always be a whole number). The number of items in this variable can be counted and will hold a
positive value of an integer.

Discrete random variables can have a finite or an infinite number of outcomes. It is usually denoted by an uppercase letter
(X or Y or Z), whereas the particular values that are given to this variable are denoted by lowercase letters (r1 , r2 , r3 ). Thus,
​ ​ ​

we have P (X = r1 , r2 , r3 …).
​ ​ ​

4.2 Probability Distribution Tables

4.2.1 Probability Distribution
A probability distribution (or table) is the set of possible
existing outcomes together with their probabilities, it is also
Important Note
similar to a frequency distribution (or table). A probability

4 Discrete Random Variable 1

 distribution is also a statistical function that describes all The sum of all probabilities should be equal
the possible values and likelihoods that a random variable
to 1 and is given by the formula below:
can take within a given range. An example is shown below:
N
∑ P (X = xi ) = 1​

i=1

Example,

score on two
2 3 4 5 6 7 8
dice, X 
1 2 3 4 5 6 5
probability,f (x)       
36 36 36 36 36 36 36
​ ​ ​ ​ ​ ​ ​

The table shown above is the probability distribution (table) for the random variable, X, the total score on two dice. We can
make similar probability distribution tables for other cases that we will be presented with within the form of a table or a
chart.

4 Discrete Random Variable 2

 Skill Check 1
Two tetrahedral dice, each with faces labelled 1, 2, 3, and 4 are thrown and the random variable X represents the sum
of the numbers shown on a dice.
i) Find the Probability distribution of X.
ii) Illustrate the distribution and describe the shape of the distribution.
iii) What is the probability that any throw of this dice results the value of X to be an odd number?

Solution
i) The two columns of the tables are labelled with the possible outcomes for both dice and the sum of those
possible throws are recorded in the table on the right.

Using this table, we can note down the probability distribution for X as shown in the table below. We do so by
noting the probability of all those sums occurring in the entire table and noting that fraction below it.

r 2 3 4 5 6 7 8
1 2 3 4 3 2 1
P(X=r) 16
​

16
​

16
​

16
​

16

​

16
​

ii) To show this in the form of a graph, we can plot r on the x-axis and P (X = r ) as a decimal on the y-axis as
shown in the graph below,

4 Discrete Random Variable 3

 iii) Probability of X being an odd number is:

= P (X = 3) + P (X = 5) + P (X = 7)
2 4 2
= 16
​
+ 16
​
+ 16 
​

1
= 2
​

4.3 Expectation and Variance

4.3.1 Expectation
The expectation is the expected value of X, written as E(X) or sometimes as μ, where X is a discrete random variable, and
μ is a weighted average of the possible values that X can take, each value being weighted according to the probability of
that event occurring.
To calculate expectation, we can use the following formula:
E (X ) = μ = ∑ rP (X = x) = ∑ rPr 
​ ​ ​

where Pr represents the probability and r is the discrete variable.

​

4 Discrete Random Variable 4

 Skill Check 2
Suppose you roll a fair die and let X be the number on the uppermost face. Find the expectation of X, E(X).

The probability distribution is given by?

Solution
We can have up to six possible outcomes: 1, 2, 3, 4, 5, 6. Each of these has a probability of 1/6 of occurring.
Let X represent the outcome of this experiment.
P (X = 1) = 1/6 (indicating that the probability of the outcome of the experiment is 1 is 1/6)
P (X = 2) = 1/6 (the probability that you throw a 2 is 1/6)
P (X = 3) = 1/6 (the probability that you throw a 3 is 1/6)
P (X = 4) = 1/6 (the probability that you throw a 4 is 1/6)
P (X = 5) = 1/6 (the probability that you throw a 5 is 1/6)

P (X = 6) = 1/6 (the probability that you throw a 6 is 1/6)

E(X) = ∑ rPr ​ ​

E(X) = 1 × P (X = 1) + 2 × P (X = 2) + 3 × P (X = 3) + 4 × P (X = 4) + 5 × P (X = 5) + 6 ×
P (X = 6)
1 2 3 4 5 6
Therefore E (X ) = 6
​ + 6
​ + 6
​ + 6
​ + 6
​ + 6
​ = 72 
So, the expectation is 3.5.

Logically speaking, 3.5 is halfway between the possible values the die can take and so this is what you should
have expected.

4.3.2 Variance
The variance of a random variable tells us something about
the spread of the possible values of the variable. Important Note
For a discrete random variable X, the variance of X is The notation μis given for the distributive
written as Var(X). In other words, the variance is a measure mean and σ for its standard deviation, and
of how spread out the values of X would be if the
the notation for P (X = r)is shortened.
experiment leading to X were repeated a number of times.

The variance of X, written as Var(X) is given by: σ 2  is read as ‘sigma squared’

σ 2 = E ([X − μ]2 ) = ∑ (r − μ)2 pr 
​ ​

These formulas can also be written as:

E (X ) = ∑ xp​

2
Var (x) = ∑ x2 p − [E (X )] 
​

4 Discrete Random Variable 5

 Skill Check 3

The discrete random variable X has the following probability distribution:

r 0 1 2 3

Pr  ​ 0.2 0.3 0.4 0.1

1. Find E(X)

2. Find E(X2)

3. Var(X) using E(X2)− μ2

Solution

r Pr rPr  ​
r 2 Pr  ​

0 0.2 0 0

1 0.3 0.3 0.3

2 0.4 0.8 1.6

3 0.1 0.3 0.9

Totals 1 1.4 2.8

1. E (X ) = μ = ∑ rPr  ​ ​

= 0 x 0.2 + 1 x 0.3 + 2 x 0.4 + 3 x 0.1 = 1.4

2. E (X 2 ) = ∑ r 2 Pr 
​ ​

= 0 x 0.2 + 1 x 0.3 + 4 x 0.4 + 9 x 0.1 = 2.8

3. Var(X) = E(X 2 ) − μ2 = (2.8 )– (1.4^2) = 0.84

4 Discrete Random Variable 6

 Skill Check 4

9709/6/October 2007
The random variable X takes the value -2, 0 and 4 only. It is given that P(X=−2) = 2p, P(X=0) = p and P(X=4) = 3p.

1. Find p.

2. Find E(X) and Var(X).

Solution

1. Remember that the sum of probabilities is always equal to 1.

2p + p + 3p = 1
6p = 1

p = 61  ​

1
2. P (X = −2) = 2p = 2 ∗ 6
​ = 13  ​

1
P (X = 0) = p = 6
 ​

1
P (X = 4) = 3p = 3 ∗ 6
​
= 12  ​

E (X ) = (−2) ( 13 ) ​ + (0) ( 16 ) ​ + (4) ( 12 ) ​

= − 23 + 06 + 42 
​ ​ ​

8
= 6​

4
= 3

​

Var (X ) = [(−2)2 ( 31 ) + (0)2 ( 16 ) + (4)2 ( 12 )] − ( 43 ) 

2
​ ​ ​ ​

= [(4) ( 31 ) + (0) ( 16 ) + (16) ( 12 )] − ( 16

​

9
) ​ ​ ​

= [ 34
+ 06 + 162
​] ​ ​ − ( 16
9
) ​

= − 16
28
3 9
 ​ ​

Var (X ) = 68
9
 ​

Points to Note
A discrete random variable is a type of variable that can only hold a set of values from an interval.

Discrete random variables are shown by uppercase letter (X or Y or Z), values that are given to this variable are denoted
by lowercase letters (r1 , r2 , r3 ). Thus, we have ​ ​ ​

P (X = r1 , r2 , r3 …)
​ ​ ​

The sum of all probabilities should be equal to 1 and is given by the formula below:
n
∑i=1 P (X = xi ) = 1 ​ ​

The expectation is what you would expect to get if you were to carry out the experiment a large number of times and
calculate the 'mean'.

E (X ) = μ = ∑ rP (X = x) = ∑ rpr  ​ ​ ​

The variance of a random variable tells us something about the spread of the possible values of the variable.

σ 2 = E ([X − μ] ) = ∑ (r − μ) pr 
2 2
​ ​

4 Discrete Random Variable 7

4 Discrete Random Variable 8