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