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Discrete PDF

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0% found this document useful (0 votes)
9 views10 pages

Discrete PDF

Uploaded by

ochanivanbrian
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd

DISCRETE PROBABILITY DISTRIBUTION:

A probability density function ( pdf ) P ( X=x ) is said to be if it has a countable domain.


It has the following properties:
(i) 0 ≤ P(X =x)≤1.
(ii) ∑ P (X=x )=1.
all x

The Mean or the Average value or the Expectation of X is given by:

E ( x )=∑ x . P( X=x )
all x

The Expectation E(x ) has various properties:


(i) E ( a )=a
(ii) E ( ax +b )=aE ( x ) +b

Example 1:
A discrete random variable X has a pdf given by:

{
1+ x
; x=1 ,2 , 3 , … , 6.
P ( X=x ) = K
0 ; otherwise .

Determine the :
(i) value of the constant K
(ii) Expectation of X .
(iii) P(x <3)
(iv) P(x ≥3 /x ≤ 4)
SOLUTION:

x P( X=x) x . P( X=x )
1 2 2
K K
2 3 6
K K
3 4 12
K K
4 5 20
K K
5 6 30
K K
6 7 42
K K

1
27 112
K K

(i) ∑ P (X=x )=1.


all x
27
Therefore, =1 . This gives K=27.
K
(ii) E ( x )=∑ x . P( X=x )
all x
112 112
E ( x )= = . This gives E ( x )=4.148 (3 decimal places ) .
K 27
(iii) P ( x< 3 )=P ( x=1 ) + P( x=2)
2 3 5
P ( x< 3 )= + =
27 27 27
5
P ( x< 3 )=
27
P(x≥3∩x≤4)
(iv) P ( x ≥ 3/ x ≤ 4 )=
P (x ≤ 4)

P ( x ≥ 3/ x ≤ 4 )=P ¿ ¿

9
27
P ( x ≥ 3/ x ≤ 4 )=
14
27

9
P ( x ≥ 3/ x ≤ 4 )=
14
Example 2:
Two tetrahedral dice are thrown and the sum of their scores noted. Find
(i) The probability distribution function of the random variable X representing the
sum of the scores.
(ii) P(x >5)
(iii) P(1< x ≤ 4)
(iv) P(x >1/ x ≤ 4)

SOLUTION:
A tetrahedral die is numbered 1 , 2, 3∧4.
Let us draw a table for the outcomes of tossing the two dice.
4 5 6 7 8
3 4 5 6 7
Second die 2 3 4 5 6
1 2 3 4 5

2
1 2 3 4
First die

(i)
x P( X=x)
2 1
16
3 2
16
4 3
16
5 4
16
6 3
16
7 2
16
8 1
16
1
(ii) P ( x> 5 )=P ( x=6 ) + P ( x=7 )+ P (x=8)
3 2 1 6 3
P ( x> 5 )= + + = =
16 16 16 16 8
3
Therefore, P ( x> 5 )=
8
(iii) P ( 1< x ≤ 4 )=P ( x=2 ) + P ( x=3 ) + P( x=4)

1 2 3 6 3
P ( 1< x ≤ 4 )= + + = =
16 16 16 16 8
3
Therefore, P ( 1< x ≤ 4 )=
8
P ( x >1 ∩ x ≤ 4 )
(iv) P ( x> 1/x ≤ 4 )=
P(x ≤ 4)

P ( x ≥ 3/ x ≤ 4 )=P ( x=2 ) + P ¿ ¿

3
8
P ( x> 1/x ≤ 4 )=
3
8

P ( x> 1/x ≤ 4 )=1

VARIANCE:

3
The variance of X denoted by Var (x ) is given by :

Var ( x )=∑ x . P(X =x)−[ E(x ) ]


2 2

all x

The Standard deviation σ =√ Var (x).

Example 3:
A random variable X has the following probability distribution:
P ( x=0 ) =P ( x=1 )=0.1 , P ( x=2 ) =0.2∧P ( x=3 )=P ( x=4 )=0.3.

Find the mean and variance of X .


SOLUTION:
Let us draw a table.

x P( X=x) x . P( X=x ) 2
x . P( X=x)
0 0.1 0 0
1 0.1 0.1 0.1
2 0.2 0.4 0.8
3 0.3 0.9 2.7
4 0.3 1.2 4.8
1 2.6 8.4

(i) The Mean E ( x )=∑ x . P( X=x )


all x

This gives E ( x )=2.6


V ar ( x )=∑ x . P( X=x)−[ E(x ) ] This gives Var ( x )=8.4−[ 2.6 ]2=1.64
2 2
(ii)
all x

Therefore, the Mean is 2.6 and the Variance is 1.64 .


Example 4:
A random variable X has a pdf given by:

{
Kx ; x=1 ,2 , 3 , 4 .
P ( X=x ) = K ( 8−x ) , x=5 , 6 , 7.
0 ; otherwise .

Determine the :
(i) value of the constant K
(ii) Expectation of X .
(iii) Variance of X .
SOLUTION:
Let us draw a table for the probability distribution of X .

4
x P( X=x) x . P( X=x ) 2
x . P( X=x)
1 K K K
2 2K 4K 8K
3 3K 9K 27 K
4 4K 16 K 64 K
5 3K 15 K 75 K
6 2K 12 K 72 K
7 K 7K 49 K
16 K 64 K 296 K

(i) ∑ P (X=x )=1. This gives 16 K=1, from which K= 1 .


all x 16
(ii) The Mean E ( x )=∑ x . P( X=x )
all x
64
This gives E ( x )=64 K = =4
16
The Expectation of X is 4 .

V ar ( x )=∑ x . P( X=x)−[ E(x ) ] This gives Var ( x )=296 K− [ 4 ]2


2 2
(iii)
all x
296
Var ( x )= −16
16

Var ( x )=18.5−16
Var ( x )=2.5

Example 5:
A discrete random variable X has the following probability distribution:

x 1 2 3 4 5
P( X=x) K 2K 3K 4K 5K

Determine:
(i) The value of the constant K .
(ii) P(2< x ≤ 4)
(iii) Mean and Standard deviation of X .

5
SOLUTION:
Let us draw a table for the probability distribution of X .

x P( X=x) x . P( X=x ) 2
x . P( X=x)
1 K K K
2 2K 4K 8K
3 3K 9K 27 K
4 4K 16 K 64 K
5 5K 25K 12 5 K
15 K 64 K 225 K

(i) ∑ P (X=x )=1. This gives 15 K=1, from which K= 1 .


all x 15
(ii) P ( 2< x ≤ 4 )=P ( x=3 ) + P ( x=4 )
7
P ( 2< x ≤ 4 )=3 K + 4 K=7 K =
15

7
Therefore, P ( 2< x ≤ 4 )= .
15
(iii) The Mean E ( x )=∑ x . P( X=x )
all x
55 11
This gives E ( x )=55 K= = =3.667
15 3
The Expectation of X is 3.667 to three decimal places.

[ ]
2
V ar ( x )=∑ x . P( X=x)−[ E(x ) ] This gives Var ( x )=225 K− 11
2 2
(iv)
all x 3
225
Var ( x )= −13.444
15

Var ( x )=1.5555
The standard deviation σ =√ Var (x). This gives σ =√ 1.55555
σ =1.2472
The Standard deviation σ =1.2472 Correct to four decimal places.

THE MODE, MEDIAN AND CUMMUMLATIVE DISTRIBUTION FUNCTION F ( x ) .


The Mode of X is the value of x with the highest probability.
The Median m of X is the value of x for which F (m)≥ 0.5.
The Cumulative distribution function F ( x ) is given by F ( x )=P( X ≤ x )

6
Example 6:
A random variable X has a pdf given by:

{
x
P ( X=x ) = K . 2 ; x=0 , 1 ,2 , 3 , 4
0 ; Elsewhere

Determine the :
(i) value of the constant K
(ii) Expectation of X .
(iii) Variance of X .
(iv) Mode
(v) F (x)
(vi) Median
SOLUTION:
Let us draw a table for the probability distribution of X .

x P( X=x) x . P( X=x ) 2
x . P( X=x) F (x)
0 K 0 0 1
31
1 2K 2K 2K 3
31
2 4K 8K 16 K 7
31
3 8K 24 K 72 K 15
31
4 16 K 64 K 256 K 1
31 K 98 K 346 K

(i) ∑ P (X=x )=1. This gives 31 K=1, from which K= 1 .


all x 31

(ii) The Mean E ( x )=∑ x . P( X=x )


all x
98
This gives E ( x )=98 K = =3.16129
31
The Expectation of X is 3. 1613 to four decimal places.

[ ]
2
V ar ( x )=∑ x . P( X=x)−[ E(x ) ] This gives Var ( x )=346 K− 98
2 2
(iii)
all x 31
346
Var ( x )= −9.9937565
31

7
Var ( x )=1.1675 Correct to four decimal places.
16
(iv) The mode of X is 4 with the highest probability of .
31
(v) F (x) is already shown in the table.
(vi) The median of X is 4 since F ( x ) ≥0.5 when x=4.
15
Note that F ( 3 )= and this is less than 0.5.
31

Example 7:
A random variable X has the following probability distribution:
P ( x=1 )=0.2 , P ( x =2 )=0.35 , P ( x=3 )=0.25∧P ( x=4 )=P ( x=5 ) =0.1.

Determine the :
(i) Mean and Variance of X .
(ii) The Mode
(iii) Median
(iv) F (x)
(v) P(x ≤3)

SOLUTION:
Let us draw a table.

x P( X=x) x . P( X=x ) 2
x . P( X=x) F (x)
1 0.2 0.2 0.2 0.2
2 0.35 0.7 1.4 0.55
3 0.25 0.75 2.25 0.8
4 0.1 0.4 1.6 0.9
5 0.1 0.5 2.5 1.0
1 2. 55 7.95

(i) The Mean E ( x )=∑ x . P( X=x )


all x

This gives E ( x )=2.55


V ar ( x )=∑ x . P( X=x)−[ E(x ) ] This gives Var ( x )=7.95− [ 2.55 ]2=1.4475
2 2
(ii)
all x
(iii) The Mode of X is 2 with the highest probability of 0.35
(iv) The Median of X is 2 since F ( 2 ) =0.55 and this is greater than 0.5
(v) P ( x ≤ 3 )=P ( x=1 ) + P ( x=2 ) + P(x=3)
P ( x ≤ 3 )=0.2+ 0.35+0.25
P ( x ≤ 3 )=0.8

8
TRIAL QUESTIONS:
1. A random variable X has a pdf given by:

{2x
P ( X=x ) = K ; x=1, 2 , 3 , 4
0 ; Elsewhere

Determine the :
(i) value of the constant K
(ii) Expectation of X .
(iii) Mode
(iv) P(x ≤3 /x >1)
(v) Median

[ Ans : K =30 , E ( x ) =
49
15
3
, Modeis 4 , , Median is 4.
7 ]
2. A discrete random variable X has the following probability distribution:

x 1 2 3 4 5 6
P( X=x) K K K K K K
2 3 4 5 6

Determine:

(i) [
The value of the constant K . Ans : K =
20
49 ]
(ii) P(2< x ≤ 4)
(iii) Mean and Standard deviation of X .
3. A discrete random variable X has the following probability distribution:

x −1 0 1 2 3
P( X=x) 0.1 0.2 0.35 0.15 K

Determine:
(i) The value of the constant K .
(ii) P(−1 ≤ x<2)
(iii) P(x >1)
(iv) Mean and Standard deviation of X

9
10

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