Engineering Data Analysis

Discrete Probability Distributions

Andhee M. Jacobe

First Semester 2019-2020

Andhee M. Jacobe Engineering Data Analysis First Semester 2019-2020 1 / 11

Introduction: Random Variable

Definition (Random Variable)

A random variable is any output of a random experiment to which we assign numerical
values.

Definition (Discrete and Continuous Random Variable)

A discrete random variable is a variable whose possible values are countable - that is,
they have a one-to-one correspondence with a subset of the whole numbers.
A random variable is said to be continuous if for every two distinct possible values, there
exist another distinct value between the two.

Examples:
1 The number of heads in tossing coins is discrete.
2 The number of traffic accidents in one month is discrete.
3 The point to which a roulette points is continuous.
4 Time required to wait for a bus is continuous.

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Discrete Probability Distribution

Definition (Discrete Probability Distribution)

• If we list the probabilities of every value of the discrete random variable say X , we
call the list the probability distribution of the discrete random variable X .
• Oftentimes, this list can be represented by a function of X , say f (X ) and we usually
refer to it as the probability function of the random variable X .
• Moreover, for a discrete random variable X with possible values x1 , x2 , ..., xn , a
function f (X ) is said to be its probability function if and only if:
1 f (X = xi ) > 0 if i = 1, 2, ..., n.

2 f (X = xi ) = 0 if i 6= 1, 2, ..., n.
P
3 f (X = xi ) = 1 for all possible values of X .

Definition (Discrete Cumulative Probability Distribution)

For a discrete random variable X with probability distribution f (X ). The function
X
F (X = xi ) = f (X ≤ xi )

is called the cumulative distribution of X .

Andhee M. Jacobe Engineering Data Analysis First Semester 2019-2020 3 / 11

Expectation, Mean, and Variance

Definition (Expectation)
Consider a discrete random variable X with probability distribution f (X ). Consider
another function of X say g (X ). The expected value of g (X ) is defined to be
∞
X
E [g (X )] = g (xi )f (xi )
xi =−∞

Definition (Mean and Variance)

The mean and variance of probability distribution, denoted as µ and σ 2 respectively, are
given as follows:
X∞
µ = E [X ] = xi f (xi )
xi =−∞
∞
X
σ 2 = E [(X − µ)2 ] = (xi − µ)2 f (xi )
xi =−∞

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Discrete Uniform Distribution

Consider a discrete random variable with N possible values. If each value is equally likely,
then the random variable has a discrete uniform distribution.
Definition (Discrete Uniform Distribution)
1
f (x) = , x ∈ {1, 2, ..., N}
N

Theorem (Mean and Variance)

The mean and variance of the discrete uniform distribution are
N +1
µ=
2
N2 − 1
σ2 =
12

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Bernoulli and Binomial Distributions

Definition (Bernoulli Trial)

Any random experiment or trial that results in either a success denoted as 1, or failure
denoted as 0, is called a Bernoulli trial.

For a Bernoulli trial with probability of success 0 < p < 1 and probability of failure
q = 1 − p, its probability distribution is known as the Bernoulli Distribution

Definition (Bernoulli Distribution)

f (x) = p x q 1−x , x ∈ {0, 1}

Theorem (Mean and Variance)

The mean and variance of the Bernoulli distribution are

µ=p

σ 2 = pq

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Bernoulli and Binomial Distributions

Consider a Bernoulli trial with probability of success 0 < p < 1 and probability of failure
q = 1 − p. If the trial is done n times and each trial is independent, the distribution of
the number of successes is called the Binomial Distribution.
Definition (Bernoulli Distribution)
!
n x n−x
f (x) = p q , x ∈ {0, 1, ..., n}
x

Theorem (Mean and Variance)

The mean and variance of the Binomial distribution are

µ = np

σ 2 = npq

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Hypergeometric Distribution

Consider an experiment involving a group composed of N units. Suppose K of the units

are ”defective” (we refer to these as ”success” units). If n units are to be selected from
the N units, the distribution of the number of selected ”defective” units x is referred to
as the Hypergeometric Distribution.

Definition (Hypergeometric Distribution)

K

N−K

x n−x
f (x) = N

, x ∈ {0, 1, ..., K }
n

Theorem (Mean and Variance)

The mean and variance of the Hypergeometric distribution are
K
µ=n
N
K (N − K )(N − n)
σ2 = n
N 2 (N − 1)

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Geometric and Negative Binomial Distributions

Suppose an experiment involves independent Bernoulli trials. However, the experiment

ends when a ”success” is observed. If we talk about the number of ”failures” x before
the ”success” occurs, we deal with the Geometric Distribution.

Definition (Geometric Distribution)

f (x) = pq x , x ∈ {0, 1, 2, ...}

Theorem (Mean and Variance)

The mean and variance of the Geometric distribution are
q
µ=
p
q
σ2 =
p2

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Geometric and Negative Binomial Distributions

Suppose an experiment involves independent Bernoulli trials. However, the interest is the
accumulated number of ”successes”. The experiment ends if n ”successes” are
accumulated. If we talk about the number of ”failures” x before the final success occurs,
we deal with the Negative Binomial Distribution.

Definition (Negative Binomial Distribution)

!
x +n−1 n x
f (x) = p q , x ∈ {0, 1, 2, ...}
x

Theorem (Mean and Variance)

The mean and variance of the Negative Binomial distribution are
q
µ=n
p
q
σ2 = n
p2

Andhee M. Jacobe Engineering Data Analysis First Semester 2019-2020 10 / 11

Poisson Distribution

Consider an experiment focusing on the number of observations for a given span of time.
If the average value of observation per unit time λ remains constant and the observations
for non-overlapping time intervals are independent, then the number of observations are
said to be Poisson distributed.
Definition (Poisson Distribution)
e −λ λx
f (x) = , x ∈ {0, 1, 2, ...}
x!

Theorem (Mean and Variance)

The mean and variance of the Poisson distribution are

µ=λ

σ2 = λ

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