Chapter 3: Discrete distribution

Shilpa G.

1 / 28
2 / 28
Theorem
Let a random variable X has a binomial distribution with
parameters n and p. Then its probability density function is given
by
f (x) =

3 / 28
Theorem
Let a random variable X has a binomial distribution with
parameters n and p. Then its probability density function is given
by ✓ ◆
n x
f (x) = p (1 p)n x x = 0, 1, . . . , n
x
where 0 < p < 1 and n is a positive integer.
We denote f (x) = b(x, n, p).
Problem
Let’s consider the experiment where we take a multiple-choice quiz
of four questions with four choices each, and the topic is
something we have absolutely no knowledge of, say- Multivariable
Calculus. If we let X = the number of correct answers, then X is a
binomial random variable. What is the probability of getting
exactly 3 questions correct?
Ans.

3 / 28
Mean, variance and MGF

4 / 28
5 / 28
6 / 28
7 / 28
8 / 28
 Example

Problem
A basketball player traditionally makes 85% of her free throws.
Suppose she shoots 10 baskets and counts the number she makes.
What is the probability that she makes less than 8 baskets?
Ans.

9 / 28
 Example

Problem
Eggs produced at a farm were packaged in boxes. Each box
contains 6 eggs. Assume that for any egg the probability that it is
broken when it reaches the retail outlet is 0.1, independent of all
other eggs. A box is said to be bad if it contains at least 2 broken
eggs. Calculate the probability that a randomly chosen box is bad.
Ten boxes are chosen at random. Find the probability that just 2
of these boxes are bad.

10 / 28
11 / 28
12 / 28
Problem
Eight coins are tossed simultaneously. This experiment is repeated
25600 times. How many times we expect to get exact 8 heads?

13 / 28
Problem
Suppose a small factory has 5 machines in it. Probability of any
machine producing defective item in a trial is 0.1. An inspector
rejects a machine if it produces a defective item in at most 2 trials.
Then finding probability that exactly two machines would be
rejected?

14 / 28
Problem
Let X ⇠ Bin(n, p) and Y ⇠ Bin(m, p) be two independent
variables. Prove that X + Y is a binomial variable.
There are two ways to solve it.
Way I: Direct checking.
Way II: Using MGF (which we would discuss now in detail).

15 / 28
 Properties of MGF
Theorem
Let X be a random variable with moment generating function mX (t). Let
Y = ↵ + X with ↵, 2 R. Then, the moment generating function of Y
is
mY (t) = e ↵t mX ( t).

Theorem
Let X1 and X2 be independent random variables with moment generating
functions mX1 (t) and mX2 (t) respectively. Let Y = X1 + X2 . The
moment generating of Y is

mY (t) = mX1 (t)mX2 (t).

Theorem
Let X and Y be random variables with moment generating
functions mX (t) and mY (t) respectively. If mX (t) = mY (t) for all t
in some open interval about 0, then X and Y have same
distribution.
16 / 28
 Limitation...

Using moment generating function is a very powerful tool but

unfortunately MGF does not always exist so we can not use
MGF every time even if we are dealing with independent
variables.

17 / 28
 Textbook Exercises

Problem
Twenty percent of all telephones of a certain type are submitted
for service while under warranty. Of these, 60% can be repaired,
whereas the other 40% must be replaced with new units. If a
company purchases ten of these telephones, what is the probability
that exactly two will end up being replaced under warranty?

18 / 28
 Textbook Exercises
Problem
A toll bridge charges 1.00 for passenger cars and 2.50 for other
vehicles. Suppose that during daytime hours, 60% of all vehicles
are passenger cars. If 25 vehicles cross the bridge during a
particular daytime period, what is the resulting expected toll
revenue?

19 / 28
Problem
The number of eggs X , laid by the female tawny owl has a probability
distribution as follows
X 2 3 4
P[X= x] 0.1 0.2 0.7

For any egg the probability that it is hatched is 0.8, independently of all
other eggs. Let Y denote the number of hatched eggs in a randomly
chosen nest. Then obtain PDF for Y .

20 / 28
Problem
The number of eggs X , laid by the female tawny owl has a probability
distribution as follows
X 2 3 4
P[X= x] 0.1 0.2 0.7

For any egg the probability that it is hatched is 0.8, independently of all
other eggs. Let Y denote the number of hatched eggs in a randomly
chosen nest. Then obtain PDF for Y .
Idea: Observed values for Y = 0, 1, 2, 3, 4.
✓ ◆ ✓ ◆
2 3
P[Y = 0] = (.1) (.8)0 (.2)2 + (.2) (.8)0 (.2)3
0 0
✓ ◆
4
+ (.7) (.8)0 (.2)4
0

and so on....

20 / 28