“Introduction to Probability Distribution”

Stat-102
“Discrete Random Variable”

By: Saqib Waheed

Assistant Professor, Institute of Numerical Sciences
KUST
 Outline
• Mean of a discrete random variable
• Variance of a discrete random variable
• Examples
• Bernoulli Trials
• Assumption of Bernoulli distribution
• Properties of Bernoulli distribution
• Application of Bernoulli distribution

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Mean and variance of a random variable:

• In a probability distribution of a random variable X, the mean, also

referred to as Mathematical Expectation or Expected value, and the
variance are defined as
𝜇=𝐸 𝑥 = 𝑋. 𝑃(𝑋)

𝜎2 = 𝑋 2 . 𝑃 𝑋 − [𝐸 𝑋 ]2

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Example No.1: Tossing a single unfair die

• For fun, imagine a weighted die (cheating!) so we have these

probabilities:

𝑋 = 𝑥𝑖 1 2 3 4 5 6
𝑃(𝑋 = 𝑥𝑖 ) 0.1 0.1 0.1 0.1 0.1 0.5

• Compute the Mean, and standard deviation.

Example No.2
• You plan to open a new McDougal's Fried Chicken, and found
these stats for similar restaurants:
Percent Year's Earnings
20% $50,000 Loss
30% $0
40% $50,000 Profit
10% $150,000 Profit

Using that as probabilities for your new restaurant's profit, what

is the Expected Value and Standard Deviation?
Example No.3
• A discrete random variable X has the following probability
distribution:
𝑿 = 𝒙𝒊 77 78 79 80 81
𝑃(𝑋 = 𝑥𝑖 ) 0.15 0.15 0.20 0.40 0.10

Compute each of the following quantities.

(I) P(80) (II) P(x > 80) (III) P(x ≤ 80)
(IV) The mean 𝜇 of 𝑋. (V) The variance 𝜎 2 of 𝑋.
(VI) The standard deviation 𝜎 of 𝑋.
Bernoulli Trials

• A random experiment whose outcomes are only of two types, say

success S and failure F, is a Bernoulli trial. The probability of success is
taken as p while that of failure is q = 1 − p. Consider a random
experiment of items in a sale, they are either sold or not sold. A
manufactured item can be defective or non-defective. An egg is either
boiled or not boiled.
Continue ….

• A random variable X will have Bernoulli distribution with probability p

if its probability distribution is

𝑃(𝑋 = 𝑥) = 𝑝 𝑥 (1 − 𝑝)1−𝑥 , for 𝑥 = 0, 1 and 𝑃(𝑋 = 𝑥) = 0 for

other values of 𝑥.

Here, 0 is failure and 1 is the success.

Conditions for Bernoulli Trials

• A finite number of trials.

• Each trial should have exactly two outcomes: success or failure.

• Trials should be independent.

• The probability of success or failure should be the same in each trial.

Properties of Bernoulli distribution

• The expected value of the random variable is given by 𝐸(𝑥) = 𝑝

• The variance of the Bernoulli variable is given by 𝑝 ∗ (1 − 𝑃)

Application of Bernoulli distribution
• There are real-life situations that involve noting if a specific event occurs or
not. Such events are recorded as a success or a failure. E.g. Some of the
examples that explain binary outcome scenarios involve calculating the
probability of
• Success of a medical treatment
• Interviewed person being a female
• Student result(Pass/fail) in an exam
• Transmittance of a disease (transmitted/not transmitted)
• etc
QUESTIONS & ANSWERS

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