“Introduction to Probability Distribution”

Stat-102
“Introduction”

By: Saqib Waheed

Assistant Professor, Institute of Numerical Sciences
KUST
 Outline
• Probability
• Experiment
• Sample Space
• Variable (Discrete and Continuous)
• Random variable
• Probability distribution

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Definitions of Probability
Subjective Approach
• As its name suggests, the subjective probability is a measure of the strength of a person’s

belief regarding the occurrence of an event A.

• Probability in this sense is purely subjective, and is based on whatever evidence is

available to the individual.

• It has a disadvantage that two or more persons faced with the same evidence may arrive at

different probabilities.

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Objective Approach
Objective probability, where probability can be quantified, relates to those situations where everyone
will arrive at the same conclusion.

The Classical or ‘A Priori’ Definition of Probability

If we have a random experiment that gives us n mutually exclusive and equally
likely outcomes, and out of those n outcomes if we are interested m outcomes
(favorable) which will make our event A, then the probability of this event
denoted by P(A), is defined as the ratio m/n.

We can write this as:

𝑁𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑓𝑎𝑣𝑜𝑢𝑟𝑎𝑏𝑙𝑒 𝑜𝑢𝑡𝑐𝑜𝑚𝑒𝑠 𝑚 𝑛(𝐴)

𝑃 𝐴 = = =
𝑇𝑜𝑡𝑎𝑙 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑝𝑜𝑠𝑠𝑖𝑏𝑙𝑒 𝑜𝑢𝑡𝑐𝑜𝑚𝑒𝑠 𝑛 𝑛(𝑆)
Experiment
• It means any planned or well defined action or activity of obtaining a result. A single
performance of an experiment is called a trial, and the result obtained from an experiment
or a trial is called an outcome.
• Random Experiment :
An experiment which gives different results even if it is repeated a large
number of times under similar conditions, is called a Random Experiment. For example,
• The tossing of a fair coin,

• The throwing of a balanced die,

• drawing of a card from a well-shuffled deck of 52 playing cards.

A random experiment has three properties:

1. The experiment can be repeated, practically or theoretically, any number of times.
2. The experiment always has two or more possible outcomes.
3. The outcome of each repetition is unpredictable, i.e. it has some degree of uncertainty.

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SAMPLE SPACE
• A set consisting of all possible outcomes that can result from a random experiment, can be defined
as the sample space and is denoted by the S.
Each possible outcome is a member of the sample space, and is called a sample point in that space.
Examples are:
The experiment of tossing a coin results in either of the two possible outcomes:
a head (H) or a tail (T), i.e.,
S = {H, T}.
‘H’ and ‘T’ are the two sample points.
The sample space for tossing two coins once (or tossing a coin twice) will contain four possible
outcomes denoted by
A = {H, T} A = {H, T}.
S = {HH, HT, TH, TT}
In this example, clearly, S is the Cartesian product A  A, where A = {H, T}.

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Variable

• A variable is a characteristic or condition that can change or take on

different values.

• Most research begins with a general question about the relationship

between two variables for a specific group of individuals.
Types of Variable

• Variables can be classified as discrete or continuous.

• Discrete variables (such as class size) consist of indivisible categories,

and continuous variables (such as time or weight) are infinitely
divisible into whatever units a researcher may choose. For example,
time can be measured to the nearest minute, second, half-second,
etc.
Random Variable

• A rule which assigns numbers to the outcomes of the possibility space

is called a random variable and is denoted by X.
Probability Distribution

• The probability distribution of a discrete random variable X is a list of

each possible value of X together with the probability that X takes
that value in one trial of the experiment.

The probability distribution follows the following conditions:

• Each probability P(x) must be between 0 and 1:
0 ≤ 𝑃(𝑥) ≤ 1
• The sum of all the probabilities is 1:
𝛴𝑃(𝑥) = 1.
QUESTIONS & ANSWERS

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