CHAPTER 4

DISCRETE RANDOM VARIABLES

AND
PROBABILITY DISTRIBUTIONS
(Part 1)

sanizah@tmsk.uitm.edu.my
2
SUBTOPICS
Concept of a Random Variable
Definition
Types of Random Variable
Discrete Probability Distribution
Probability function (Probability mass function)
Distribution function (Cumulative distribution function)
Mathematical expectation
Expected value/mean
Variance
Special Discrete Probability Distribution
Uniform Distribution
Binomial Distribution
Poisson Distribution
Poisson Approximation to the Binomial Distribution
 RANDOM VARIABLE
3

Definition :
A random variable (r.v.) is a function or rule that assigns real-valued
numbers to each possible outcome of a random experiment.
Basically, it is just a symbol that represents the outcome of an
experiment.
Notation:
The name of the r. v. will be denoted by uppercase letters,
such as X or Y.
The observed value of the r.v. will be denoted by lowercase letters,
such as x or y.
4 TYPES OF RANDOM VARIABLES

Discrete Continuous

A quantitative random A quantitative random

variable that can variable that can
assume a countable assume an uncountable
number of values number of values
e.g. toss a coin, throw a e.g. time, height,
die weight, price
5
Exercise 1
Classify the following random variable as discrete or continuous:
 X: the no. of automobile accidents per year in Selangor.
 Y: the height of a student.
 X: the amount of milk produced yearly by a particular
cow.
 Y: the no. of eggs laid each month by a hen.
 X: the time spent by a student in answering a question.
 Y: the no. of rooms in a house.
 X: the weight of grain produced per acre.
 Examples of random variables
6
Experiment Random Variable Random Variable Type of
Name Values Random Variable
Flip a coin three Y = the total number {0, 1, 2, 3} Discrete
times of heads

Throw two dice Y = the sum of the {2, 3, 4, ..., Discrete

numbers facing up 12}
Measure the length Y = its length in Any positive real Continuous
of an object centimeters number
7 Probability Distributions
1 The probability distribution
for a random variable
describes how probabilities
are distributed over the
values of the random
variable.
09
2 The probability distribution
is defined by a
probability function which
provides the probability for
each value of the random
variable.
 DISCRETE PROBABILITY
DISTRIBUTION FOR
ONE RANDOM VARIABLE
9 Discrete random variable
Example 1 Example 2
Experiment: Two marbles are Experiment: Toss a coin three
drawn in succession without times
replacement from an urn Outcome: H, T
containing 3 red and 2 blue
marbles. S={HHH, HHT, HTH, HTT, THH,
THT, TTH, TTT}
Outcome: R, B
X: number of heads
Sample Space: S={RR, RB, BR, BB}
x = 0, 1, 2, 3
X: number of red marbles
x = 0, 1, 2
10 Definition: probability distribution of a
discrete random variable

A table, formula and histogram are used to list the probabilities of each
value of a r.v. X.
 Recall Example 1
11
 Let X be the discrete variable ‘the number of red marbles obtained
when 2 marbles are selected at random’ from an urn containing 3 red
and 2 blue marbles. Show the probability distribution in a table.
X : number of red marbles
x = 0, 1, 2
Sample space x Probability

RR

RB

BR

BB
 X : number of red marbles
12 x = 0, 1, 2
Sample space x Probability

RR 2 3/10
RB 1 3/10
BR 1 3/10
BB 0 1/10

Probability distribution for X

x 0 1 2
f(x)=P(X=x)
 Tree diagram
13

The probability distribution of X is

x 0 1 2
f (x)=P(X=x) 1/10 6/10 3/10
 Recall example 2
14
Experiment: Toss a coin three times
X: number of heads
 Recall example 2
15 Experiment: Toss a coin three times
X: number of heads
Sample space x Probability
HHH
HHT
HTH
HTT
THH
THT
TTH
TTT
Probability distribution of X
x
P(X=x)
 EXAMPLE 3: The experiment is throwing a fair die.
16 The probability function for discrete probability distribution
may be represented in the form of:

1. Table x 1 2 3 4 5 6

f (x)= P(X = x) 1/6 1/6 1/6 1/6 1/6 1/6

2. Formula
f ( x) = P( X = x ) =
1
for x = 1,2,...,6
6
3. Graph f(x)
 EXERCISE 2
17 1) X is a random variable with a probability distribution function
0.1 , x = 2, 4, 6, 8

P( X = x) = 0.2 , x = 1, 3, 5
 0 , otherwise

a) Show that X is a discrete random variable.
b) Find
i) P(X = 4)
ii) P(X < 4)
iii) P(3 ≤ X < 6)
------------------------------------------------------------------------------
2) Find the value m if the probability distribution of a discrete
random variable Y is given by
P(Y = y) = m( y − 2) 2 , for y = 3, 5, 7
THE CUMULATIVE DISTRIBUTION
FUNCTION
FOR
DISCRETE RANDOM VARIABLE
 Cumulative distribution function for a discrete
19 random variable
 The cumulative distribution function (cdf) is a function which
describes the probability that a r. v. does not exceed a value.

 Note: Observe the relationship between the cdf and the

probability function f(t).
 EXAMPLE 3 revisited:
20 Recall the example on throwing a fair die
x 1 2 3 4 5 6

f(x)= P(X = x) 1/6 1/6 1/6 1/6 1/6 1/6

F (x ) = P( X  x ) =  f (t )
tx

F(1) = P(X  1) = 1/6 F(4) = P(X  4)

F(2) = P(X  2) = P(X=1) + P(X=2) = 1/6 + 1/6 + 1/6 + 1/6 = 4/6

= f(1) + f(2) = 1/6 + 1/6 = 2/6 F(5) = P(X  5) = 5/6

F(3) = P(X  3) = P(X=1) + P(X=2) + P(X=3) F(6) = P(X  6) = 6/6 = 1

= f(1) + f(2) + f(3)

= 1/6 + 1/6 +1/6 = 3/6

 Example 3 revisited: Rolling a die (cont.)
21
 Probability function /  Cumulative distribution
probability distribution function
F (x ) = P( X  x ) =  f (t )
tx
P( X = x) = f ( x)  0 x 1
1 / 6 1 x  2

1 / 6 x =1 2 / 6 2 x3
1 / 6 x=2 
 F ( x ) = 3 / 6 3 x  4
1 / 6 x=3 4 / 6 4 x5
f ( x) =  
x=4 5 / 6 5 x6
1 / 6 
1 / 6 6 / 6 x6
x=5 1

1 / 6 x=6 5/6
4/6
3/6
2/6
1/6

1 2 3 4 5 6
 4
Example 4  
22
f ( x) =  x
, for x = 0,1, 2, 3, 4
Given the probability function
16
(a) Find the cumulative distribution function of the r.v. X.
(b) Find f(2).
Solution:
(a) Using F (x ) = P ( X  x ) =  f (t )
tx
F(0) = f(0) = 1/16
F(1) = f(0) + f(1) = 1/16 + 4/16 = 5/16
F(2) = f(0) + f(1) + f(2) = 1/16 + 4/16 + 6/16 = 11/16 0, x0
F(3) = f(0) + f(1) + f(2) + f(3) = 15/16 1 , 0  x 1
F(4) = f(0) + f(1) + f(2) + f(3) + f(4) = 1  16
 165 , 1 x  2
F ( x) =  11
(b) f(2)= F(2) – F(1) =11/16 – 5/16  16 , 2 x3
=6/16  15 , 3 x  4
 16
= 3/8 1 x4
 Graph for probability Graph for discrete cumulative
23 distribution distribution function
(Bar chart/Probability
histogram)
16/16=1
15/16

11/16

5/16

1/16

0, x0
1 , 0  x 1
 16
 165 , 1 x  2
F ( x) =  11
 16 , 2 x3
 15 , 3 x  4
 16
1 x4
24 EXERCISE 3
Let X be the discrete random variable with the following
probability distribution:
X=x 1 2 3 4 Total
P(X = x) 2/9 3/9 3/9 1/9 1

Find the distribution function of the random variable X and plot

its graph.