Discrete Uniform Distribution

1
A discrete r.v variable X is said to follow a uniform distribution if prob( x)  , x  1,2,3...
n

e t (1  e tn ) n 1
mgf is M x (t )  E (e tx )   e tx prob( x)  mean 1  E ( X )   xprob( x) 
x n(1  e )t
x 2

n2 1
variance is  2  E ( X 2 )  {E ( X )}2 
12

1
Example: Rolling die follow discrete uniform distribution with p( x) 
6

Bernoulli Distribution

A discrete r,v X which takes two values 0 or 1 with probability q and p respectively, i.e.,
prob(x=0)=q and prob(x=1)=p, such that p+q=1 is called a Bernoulli variate and said to have
Bernoulli distribution.

The rth order moment of X is E(Xr)=0rxq+1rxp = p, r=1,2,3....

Hence mean of Bernoulli distribution is 1  E ( X )   x  prob( x)  1  p  0  q  p

x

Similarly  2  E ( X 2 )   x 2  prob( x)  1  p  0  q  p , then variance of the r.v. X is

x

  E( X )  {E( X )}  p  p 2  p(1  p)  pq
2 2 2

The mgf of X is M x (t )  E (e tx )   e tx  prob( x)  e t0  q  e t1  p  pe t  q

x

Mean and variance using M x (t ) is M x (t ) at t  0 is pe0  p  1  p,

 2  E( X 2 )  {E( X )}2  M x (t )  {M x (t )}2 at t  0 is p - p 2  pq