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Probability Distributions
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Introduction
• In the last lecture, we assigned probabilities to
events.
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(1, 1) (2, 1) (3, 1) (4, 1) (5, 1) (6, 1)
(1, 2) (2, 2) (3, 2) (4, 2) (5, 2) (6, 2)
(1, 3) (2, 3) (3, 3) (4, 3) (5, 3) (6, 3)
(1, 4) (2, 4) (3, 4) (4, 4) (5, 4) (6, 4)
(1, 5) (2, 5) (3, 5) (4, 5) (5, 5) (6, 5)
(1, 6) (2, 6) (3, 6) (4, 6) (5, 6) (6, 6)
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The Payouts of this Game
• You are paid the sum of the two dice:
– (2, 1) = $3
– (4, 2) = $6
– and so on
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(1, 1) (2, 1) (3, 1) (4, 1) (5, 1) (6, 1)
X=2 X=3 X= 4 X=5 X=6 X=7
(1, 2) (2, 2) (3, 2) (4, 2) (5, 2) (6, 2)
X=3 X=4 X=5 X=6 X=7 X=8
(1, 3) (2, 3) (3, 3) (4, 3) (5, 3) (6, 3)
X=4 X=5 X=6 X= 7 X=8 X=9
(1, 4) (2, 4) (3, 4) (4, 4) (5, 4) (6, 4)
X=5 X=6 X=7 X = 8 X = 9 X = 10
(1, 5) (2, 5) (3, 5) (4, 5) (5, 5) (6, 5)
X=6 X=7 X=8 X = 9 X = 10 X = 11
(1, 6) (2, 6) (3, 6) (4, 6) (5, 6) (6, 6)
X=7 X=8 X=9 X = 10 X = 11 X = 12
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Random Variables
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Random Variables
• In more formal terms, a random variable is defined to
be a function that “...assigns exactly one value to each
point in a sample space for an experiment”
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Random Variables
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Discrete v Continuous Random Variables
• In the above example, our random variable X could
assume any one of eleven possible values.
• This is an example of what is known as a discrete
random variable.
• A discrete random variable is one which can take
precise values on the real line. It assumes
countable values, where the consecutive values are
separated by a certain gap.
• Conversely, a continuous random variable is one
which can assume any value contained in one or
more intervals on the real number line.
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Class Activity - Indicate which of the following random
variables are discrete and which are continuous?
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(1, 1) (2, 1) (3, 1) (4, 1) (5, 1) (6, 1)
(1, 2) (2, 2) (3, 2) (4, 2) (5, 2) (6, 2)
(1, 3) (2, 3) (3, 3) (4, 3) (5, 3) (6, 3)
(1, 4) (2, 4) (3, 4) (4, 4) (5, 4) (6, 4)
(1, 5) (2, 5) (3, 5) (4, 5) (5, 5) (6, 5)
(1, 6) (2, 6) (3, 6) (4, 6) (5, 6) (6, 6)
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(1, 1) (2, 1) (3, 1) (4, 1) (5, 1) (6, 1)
(1, 2) (2, 2) (3, 2) (4, 2) (5, 2) (6, 2)
(1, 3) (2, 3) (3, 3) (4, 3) (5, 3) (6, 3)
(1, 4) (2, 4) (3, 4) (4, 4) (5, 4) (6, 4)
(1, 5) (2, 5) (3, 5) (4, 5) (5, 5) (6, 5)
(1, 6) (2, 6) (3, 6) (4, 6) (5, 6) (6, 6)
P(X = 2) = 1 / 36
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(1, 1) (2, 1) (3, 1) (4, 1) (5, 1) (6, 1)
(1, 2) (2, 2) (3, 2) (4, 2) (5, 2) (6, 2)
(1, 3) (2, 3) (3, 3) (4, 3) (5, 3) (6, 3)
(1, 4) (2, 4) (3, 4) (4, 4) (5, 4) (6, 4)
(1, 5) (2, 5) (3, 5) (4, 5) (5, 5) (6, 5)
(1, 6) (2, 6) (3, 6) (4, 6) (5, 6) (6, 6)
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(1, 1) (2, 1) (3, 1) (4, 1) (5, 1) (6, 1)
(1, 2) (2, 2) (3, 2) (4, 2) (5, 2) (6, 2)
(1, 3) (2, 3) (3, 3) (4, 3) (5, 3) (6, 3)
(1, 4) (2, 4) (3, 4) (4, 4) (5, 4) (6, 4)
(1, 5) (2, 5) (3, 5) (4, 5) (5, 5) (6, 5)
(1, 6) (2, 6) (3, 6) (4, 6) (5, 6) (6, 6)
P(X = 12) = 1 / 36
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• So, we define the random variable X as the
winning of this game
• We have worked out that X can take values of
1 to 12
• We can also work out the probability that X
takes any of these values
• Let us represent these in a Table.
X 2 3 4 5 6 7 8 9 10 11 12
Pr
1/36 2/36 3/36 4/36 5/36 6/36 5/36 4/36 3/36 2/36 1/36
(X=?)
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Probability Distributions
• A probability distribution links a random variable
X with the probability that X assumes a discrete
value or a range of values
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Properties of
Continuous Probability Distributions
• Let f(x) be the probability distribution of a
continuous random variable.
• Then
(1) f(x) 0 for each value of x
(2)
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Activity
• Define the random variable X as the winnings
of the game
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Activity
• What is the sample space for this experiment?
(HH, HT, TH, TT)
• Obtaining H wins the player $2, obtaining T loses the player $2
• Therefore, we can assign a net prize money to each outcome in
the sample space.
• HH
$2.00 + $2.00 = $4.00
• HT
$2.00 - $2.00 = $0.00
• TH
-$2.00 + $2.00 = $0.00
• TT
-$2.00 - $2.00 = -$4.00 31
Activity
• What are all possible values of X? $-4, 0, 4
• Consider P(X = 0)
• This happens two times: when the player gets
(H,T) or (T,H)
• Therefore, the probability that this occurs is
2/4
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Probability Distribution
Net Prize X Outcome(s) Probability
$-4 TT 0.25
$4 HH 0.25
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Activity
• Each of the tables below lists certain values x of a
discrete random variable X. Determine whether or not
each table is a valid probability distribution.
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Charting the Discrete Probability Distribution.
• So far we have presented probability
distributions in tabular form
• It seems logical that we can also present them in
graphical form, charting the values of the
random variable against the probability that the
random variable assumes those values
• We can proceed to show a chart of the only
probability distribution among the three tables.
• We call such a chart the graph of the probability
distribution.
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Graph of a Discrete Probability Distribution.
P(x)
0.4
0.35
0.3
0.25
0.2
0.15
0.1
0.05
0
1 2 3 4
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What about the Discrete Cumulative
Probability Distribution?
Cumulative Probabilities can be of the form:
• P( X < a )
• P( X a )
• P( X > a )
• P( X a )
• P( a < X < b )
• P( a > X > b )
• P( a X b )
• P( a X b )
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Example of a Discrete Cumulative Probability
Distribution
Probability Cumulative Probability
Distribution Distribution
1 .15 1 .15
2 .34 2 .49
3 .28 3 .77
4 .23 4 1.00
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Graph of the Discrete Cumulative Probability
Distribution
Cumulative Probability
1.2
0.8
0.6
0.4
0.2
0
1 2 3 4
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Back to the Example
X -4 0 4
P(X = x) 1/4 2/4 1/4
• Calculate the following probabilities:
• P(X < 4)
• P(X > $0)
• P( X $4)
• P(X = 2)
• P(X < -1)
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X -4 0 4
P(X = x) 1/4 2/4 1/4
• P(X < 4)
= P(X = $0 or -$4) (Remember your Addition Rule?)
= .5 + .25 = .75
• P(X > $0)
= P(X =$4) = 0.25
• P( X $4)
= P(X = -$4 or $0 or $4)
= 0.25 + 0.50 +0.25 = 1
• P(X = $2)
=0
• P(X < -$1)
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= P(X = $4) = 0.25
Probability Distribution for a Continuous
Random Variable
• We define the probability distribution for continuous
random variables differently.
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Probability for Continuous Random Variables
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Generic Probabilities for Continuous Random Variables
Hence we refer to these generic probabilities:
• P( X < a )
• P( X > a )
• P( a < X < b ).
In addition, note that:
• P( a < X < b ) = P( a < X < b )
• P( a < X < b ) = P( a < X < b )
• P( a < X < b ) = P( a < X < b )
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Expected Value Of A Discrete Random Variable
What then would be our average net prize money?
Avg. Net Prize Money = Total Net Prize Money
No. of games played
X -1 0 1 2
P(X = x) 16/30 9/30 4/30 1/30
• E(X) =
(-1)(16/30) + (0)(9/30) + (1)(4/30) + (2)(1/30)
= -16/30 + 0 + 4/30 + 2/30
= -10/30
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Expected Value Of A Continuous Random Variable
• Recall the fundamental difference in the
characterization of probability for a continuous
variable i.e. it is area under the probability
density curve.
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Expected Value Of A Continuous Random Variable
E(x) is computed using Integration.
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E(X) = x f(x) dx
-
where f(x) is the probability density function
of the random variable X.
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Properties Of Expectation
Let X be any random variable. X can be discrete
or continuous.
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Variance Of Discrete Random Variables
• E(X) has been shown to be equal to the mean of the
random variable
• The Mean E(X) highlights where the probability
distribution of X is centred
• There should be an associated measure of dispersion
for the variable since the mean alone does not give
an adequate description of the shape of the
distribution.
• Unsurprisingly, variance is that measure
• It is a measure of how the values of the variable X
are spread out or dispersed from the mean
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Variance Of Discrete Random Variables
Consider a discrete random variable X taking on
values x2 , x2 , x3 , …… xn with associated
probabilities p2 , p2 ,p3 , …… pn respectively.
+
Variance = f(x) (x - )2 dx
-
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Properties Of Variance
Let X be any random variable. X can be discrete
or continuous.
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Activity: Mean
N
X i P( X i )
i 1
N
2 2 9 3 3 9 3
(Xi ) P( X i )
i 1 32 32 32 32 4
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Activity: Try it at home
• Remember the example at the beginning of
the class
• you are a guest at the party of some wealthy
man, and the following game is played: you
are invited to throw two dice, and you are
paid the score of the two dice.
• Calculate your expected winnings from this
game
• Calculate the variance of these winnings
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Some Special Probability Distributions
• Next week we will look at some special
discrete and continuous probability
distributions
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