Probability and Random Processes

ECS 315
Asst. Prof. Dr. Prapun Suksompong
prapun@siit.tu.ac.th
8 Discrete Random Variable

Office Hours:
BKD, 6th floor of Sirindhralai building
Tuesday 9:00-10:00
Wednesday 14:20-15:20
1 Thursday 9:00-10:00
 Discrete Random Variable
 X is a discrete random variable if it has a countable support.
 Recall that countable sets include finites set and countably
infinite sets.
 For X whose support is uncountable, there are two types:
 Continuous random variable
 Mixed random variable

2
 Example: pdf and probabilities
1 , x  1,
Consider a random variable (RV) X.  2
 1 , x  2,
probability mass function (pmf) p X  x    4
1 , x  3, 4
=  8
0, otherwise

P  X  2  ?
stem plot: 1/2
P  X  1  ?
1/4
1/8
x
1 2 3 4

3
 Example: pdf and probabilities
1 , x  1,
Consider a random variable (RV) X.  2
 1 , x  2,
probability mass function (pmf) p X  x    4
1 , x  3, 4
 8
0, otherwise

1
P  X  2  p X  2  
stem plot: 1/2 4
1/4 P  X  1  p X  2   p X  3  p X  4 
1/8
x 
1 1 1 1
  
1 2 3 4 4 8 8 2

4
 Example: pdf and its interpretation
1 , x  1,
Consider a random variable (RV) X.  2
 1 , x  2,
probability mass function (pmf) p X  x    4
1 , x  3, 4
?  8
0, otherwise

stem plot: 1/2

1/4
1/8
x
1 2 3 4

5
 Example: pdf and its interpretation
1 , x  1,
Consider a random variable (RV) X.  2
 1 , x  2,
probability mass function (pmf) p X  x    4
1 , x  3, 4
 8
0, otherwise

probability “mass”

x
1 2 3 4

6
 Example: pdf and its interpretation
1 , x  1,
Consider a random variable (RV) X.  2
 1 , x  2,
probability mass function (pmf) p X  x    4
1 , x  3, 4
 8
0, otherwise

probability “mass” of size 1/4

x
1 2 3 4

7
 Example: Support of a RV
1 , x  1,
Consider a random variable (RV) X.  2
 1 , x  2,
probability mass function (pmf) p X  x    4
1 , x  3, 4
 8
0, otherwise

x What about the support of

1 2 3 4 this RV X?

8
 Example: Support of a RV
1 , x  1,
Consider a random variable (RV) X.  2
 1 , x  2,
probability mass function (pmf) p X  x    4
1 , x  3, 4
 8
0, otherwise

The set {1,2,3,4} is a

support of X.
1 2 3 4

9
 Example: Support of a RV
1 , x  1,
Consider a random variable (RV) X.  2
 1 , x  2,
probability mass function (pmf) p X  x    4
1 , x  3, 4
 8
0, otherwise

The set {1,2,2.5,3,4,5} is

also a support of this RV X.
1 2 2.5 3 4 5

10
 Example: Support of a RV
1 , x  1,
Consider a random variable (RV) X.  2
 1 , x  2,
probability mass function (pmf) p X  x    4
1 , x  3, 4
 8
0, otherwise

The set {1,2,4} is not a

support of this RV X.
1 2 3 4

11
 Example: Support of a RV
1 , x  1,
Consider a random variable (RV) X.  2
 1 , x  2,
probability mass function (pmf) p X  x    4
1 , x  3, 4
 8
0, otherwise

The set {1,2,3,4} is the

“minimal” support of X.
For discrete RV, we take the
1 2 3 4 collection of x values at
which to be our
12 “default” support.
 Example: Support of a RV
1 , x  1,
Consider a random variable (RV) X.  2
 1 , x  2,
probability mass function (pmf) p X  x    4
1 , x  3, 4
=  8
0, otherwise

stem plot: 1/2

The “default” support for
1/4
1/8 this RV is the set
x SX = {1,2,3,4}.
1 2 3 4

13
 Example: CDF
1 , x  1,
Consider a random variable (RV) X.  2
 1 , x  2,
probability mass function (pmf) p X  x    4
1 , x  3, 4
=  8
0, otherwise
cumulative distribution function (cdf)

14
 Example: CDF
1 , x  1,
Consider a random variable (RV) X.  2
 1 , x  2,
probability mass function (pmf) p X  x    4
1 , x  3, 4
 8
0, otherwise
cumulative distribution function (cdf)

x
1 2 3 4

x
15
 Example: CDF
1 , x  1,
Consider a random variable (RV) X.  2
 1 , x  2,
probability mass function (pmf) p X  x    4
1 , x  3, 4
 8
0, otherwise
cumulative distribution function (cdf)

x
1 2 3 4

Jump amount = 1/2

x
16 1 2 3 4
 Example: CDF
1 , x  1,
Consider a random variable (RV) X.  2
 1 , x  2,
probability mass function (pmf) p X  x    4
1 , x  3, 4
 8
0, otherwise
cumulative distribution function (cdf)

x
1 2 3 4

x
17 1 2 3 4
 Example: CDF
1 , x  1,
Consider a random variable (RV) X.  2
 1 , x  2,
probability mass function (pmf) p X  x    4
1 , x  3, 4
 8
0, otherwise
cumulative distribution function (cdf)

x
1 2 3 4
Jump amount = 1/4

x
18 1 2 3 4
 Example: CDF
1 , x  1,
Consider a random variable (RV) X.  2
 1 , x  2,
probability mass function (pmf) p X  x    4
1 , x  3, 4
 8
0, otherwise
cumulative distribution function (cdf)

x
1 2 3 4

x
19 1 2 3 4
 Example: CDF
1 , x  1,
Consider a random variable (RV) X.  2
 1 , x  2,
probability mass function (pmf) p X  x    4
1 , x  3, 4
 8
0, otherwise
cumulative distribution function (cdf)

x
1 2 3 4
1
7/8
3/4
1/2

x
20 1 2 3 4
 Example: CDF
1 , x  1,
Consider a random variable (RV) X.  2
 1 , x  2,
probability mass function (pmf) p X  x    4
1 , x  3, 4
 8
0, otherwise
cumulative distribution function (cdf)
0, x  1,
1/ 2, 1  x  2,

FX  x   3 / 4, 2  x  3,
7 / 8, 3  x  4,
1 
7/8
3/4 1, x  4.
1/2

x
21 1 2 3 4
 Example: CDF
1 , x  1,
Consider a random variable (RV) X.  2
 1 , x  2,
probability mass function (pmf) p X  x    4
1 , x  3, 4
 8
0, otherwise
cumulative distribution function (cdf)

is non decreasing
x
1 2 3 4
1 lim 1
7/8 →
3/4
1/2
lim 0
→ is right-continuous
x
22 1 2 3 4