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distributions
Random variable: Result of measurement on a random process.
The probability distribution P(X) of a discrete random variable, X, is the probability that a certain value,
x, of X is realized, i.e. 𝑃 𝑋 𝑥 . Sometimes people don’t use the capital X but use x in both places and
would write 𝑃 𝑥 . The properties of a probability distribution are as follows:
0 ≤ P(x) ≤ 1
N
P( x ) 1
i 1
i
Example : The probability distribution of the calls per hour at a support line.
Column heights: 0.058, 0.20, 0.30, 0.25, 0.14, 0.05, 0.01, 0.001, 0.00007
Discrete probability distribution: If X can only take on specific values such as integers only, X is a
discrete variable. Think of such a distribution as a histogram with probability on the vertical axis and
random variable values on the horizontal.
Rolling one Die.
0.18
0.16
Relative Frequency
0.14
0.12
0.1
0.08
0.06
0.04
0.02
0
1 2 3 4 5 6
Dice Values
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Example : In an experiment, three fair coins are tossed and number of heads are recorded. Find the
probability distribution for random variable X, where X= the number of heads
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Expected Values: Finding the Mean and Standard Deviation of a Discrete Distribution
Let us consider a very simple toy model with a population given by X={1,1,1,2,2,2,2,5,5}. Then the mean
1 1 1
is (1 1 1 2 2 2 2 5 5) (3 1 4 2 2 5) ( f1 x1 f 2 x2 f3 x3 )
9 9 N
Thus, in general, if fi is the frequency of each outcome xi, the mean, μ, is
1 fi
N
f x N x P( x ) x
i
i i
i
i
i
i i
The mean of x is also called the expected value of x, and often denoted as
E ( x ) xi P( xi )
i
Example: Find the expected value of the number of heads in 3‐coin tosses.
The expected value of g(x), any function of x, is
E ( g ( x )) g ( xi ) P( xi )
i
Example: The expected value of x2 in the 2‐coin toss experiment.
We can show that
E ( xi )2 E x 2 2 .
Example: Calculate the standard deviation for the 2‐coin toss experiment.
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Binomial distribution
Binomial distribution appears when
• the experiment consists of n identical trials
(e.g., flip a coin n times, production of chiral molecules)
• the outcome is binary (“success” or “failure”)
• the trials are independent
• the random variable X is the number of successes in n trials.
Binomial Probability function: The probability of having x successes in n trials
𝑃 𝑥 𝐶 𝑛, 𝑥 . 𝑃 . 1 𝑝
where p is the probability of success in each trial.
Example: We roll a die 10 times. What is the probability of getting exactly three 4’s and 7 other
numbers?
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Binomial Mean
The probability of “success” for each trial is p, thus, with n trials the expectation value for the number of
successes x is
𝜇 𝐸 𝑥 𝑛𝑝
Binomial Standard Deviation
The standard deviation of a binomial distribution is given as
E (( x )2 ) np(1 p)
Example : The probability of a randomly chosen households having pet(s) is 45%. If the total number of
households in Canada is 13 million. What is the expected number of households with pet(s) in Canada?
What is the standard deviation of this distribution?
Example: We know that a computer has a probability of failure of 0.1 during a year. We have 40
computers. Assuming the failure of each computer is independent from each other.
What is the probability of having 2 computers fail during the year?
What is the probability of having more than 4 computers fail?
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