Eng.

Dana Hisham Qadan

⦁ Learning Objectives:
⦁ Determine probabilities from probability mass functions and the
reverse
⦁ Determine probabilities from cumulative distribution functions and
cumulative distribution functions from probability mass
functionscumulativedistributionfunctionsfromprobabilitymassfunctio
ns, and the reverse
⦁ Calculate means and variances for discrete random variables
⦁ Understand the assumptions for some common discrete probability
distributions
⦁ Select an appropriate discrete probability distribution to calculate
⦁ Selectanappropriatediscreteprobabilitydistributiontocalculateprobabil
ities in specific applications
⦁ Calculate probabilities, determine means and variances for some
common discrete probability distributions
 ⦁ A quantitative variable x is a random variable if
the value that it assumes, corresponding to the
outcome of an experiment is a chance or
random event.
⦁ Random variables can be discrete or
continuous.
• Examples:
✓ x = SAT score for a randomly selected student
✓ x = number of people in a room at a randomly
selected time of day
✓ x = number on the upper face of a randomly
tossed die
⦁ Two Types of Random Variables

⦁ Discrete random variables

◦ Number of sales
◦ Number of calls
◦ Shares of stock
◦ People in line
◦ Mistakes per page

⦁ Continuous random
variables
◦ Length
◦ Depth
◦ Volume
◦ Time
◦ Weight
⦁ Many physical systems can be modeled by the same
or similar random experiments and random
variables. The distribution of the random variables
involved in each of these common systems can be
analyzed, and the results can be used in different
applications and examples. In this chapter, we
present the analysis of several random experiments
and discrete random variables that frequently arise
in applications. We often omit a discussion of the
underlying sample space of the random experiment
and directly describe the distribution of a particular
random variable.
 Probability Mass Function (p.m.f.)

⦁ The probability distribution for a discrete

random variable x resembles the relative
frequency distributions. It is a graph, table or
formula that gives the possible values of x
and the probability p(x) associated with each
value.
We must have
P(X = xi ) = pi
0  p(x)  1 and  p(x) = 1
⦁ Experiment: Toss 2 coins. Count number
of tails.

Probability Distribution
Values, x Probabilities, p(x)
0 1/4 = .25

1 2/4 = .50
2 1/4 = .25
⦁ Toss a fair coin three times and
define x = number of heads.
x
HHH 1/8 x p(x)
3 P(x = 0) = 1/8
0 1/8
HHT 1/8 2 P(x = 1) = 3/8
1 3/8
HTH 1/8 2 P(x = 2) = 3/8
P(x = 3) = 1/8 2 3/8
THH 1/8 2 3 1/8
HTT 1/8 1
Probability
THT 1/8 1 Hi stogram for x

1/8 1
TTH

1/8 0
TTT
 x P(x)
1 .30
⦁Say a random variable x
2 .21
follows this pattern:
3 .15
p(x) = (.3)(.7)x-1 for x > 0.
4 .11
5 .07
◦ This table gives the
6 .05
probabilities (rounded to
7 .04
two digits) for x between 1
8 .02
and 10.
9 .02
10 .01
⦁Machine Breakdowns
◦ P (cost=50)=0.3, P (cost=200)=0.2,
P (cost=350)=0.5
◦ 0.3 + 0.2 + 0.5 =1
f (x) 0.5

xi 50 200 350
0.3
0.2 pi 0.3 0.2 0.5

50 200 350 Cost($)

⦁ Cumulative Distribution Function

F(x) = P(X  x) F (x) =  P( X = y)

y:y  x

⦁ Note
0 ≤ F(x) ≤ 1
F(x) is an increasing function
x1 < x2 ► F(x1) < F(x2)
P( X > x) = 1- P(X≤ x ) = 1 – F(x)
⦁ Toss a fair coin twice. Define
x = number of heads.
X
HH
1/4 2
P(x = 0) = 1/4
P.D.F= P(x = 1) = 2/4
1/4 1
HT
P(x = 2) = 1/4
1/4 1
TH
1/4 0
TT C.D.F

P(x ≤ 0) = P(x = 0) = 1/4

P(x ≤ 1) = P(x = 0) + P(x = 1) = 3/4
P(x ≤ 2) = P(x = 0) + P(x = 1) + P(x= 2)
=1
⦁ F(x) =

⦁ P(x>2) = 1 – F(2) = 0
⦁Let F(x) =
be C.D.F
1. P(X≤0.5) = F(0.5) = 1
2. P(X=-0.1) = 0.25 – 0 = 0.25
3.P(X<0) = P(X≤ -0.1) = 0.25
4. P(X≤0.3) = F(0.3) = 0.75
5. P(X<0.3) = 0.25
6. P(0.3≤X≤0.5)= P(X≤0.5)-P(X<0.3)
= 1-0.25 = 0.75
⦁ Let x be a discrete random variable with
probability distribution p(x). Then the
mean, variance and standard deviation of x
are given
M ean :  = E (x) =  xp(x)
In G e n e r a l E ( F ( x )) =  F ( x ) p ( x )
Va r i a n c e :  2
= (x − )2 p(x)
In General V(x) =  2
= E(x2 ) − E(x)2
=  x 2 F ( x ) − ( x F ( x )) 2
St a n d a r d d e v ia t io n :  =  2
1. E (c) =  cF ( x) = c  F(x) = c
2. E (ax + b) = E (ax) + E(b) = aE(x) + b
3. V(c) = E(c 2 ) − E(c) 2 = 0
4. V(cx) = E(c 2 x 2 ) − E (cx) 2
= c (E ( x ) − E ( x))
2 2 2

= c 2 V(x)
5. V(x + y) = V(x) + V(y)
⦁Ifx , y are independent σ²(x) = 9 , σ²(y) = 3
Find Var(4x – 2y + 6)
= Var(4x) – Var(2y) + Var (6)
= 4² Var(x) - 2² Var(y) + 0
= 16 (9) – 4 (3)
⦁ Let Z be a random variable giving
the absolute number of heads minus the
number of tails in two tosses of a fair coin,
Find: 1. E(z) 2. Var(z) 3. Var(3z)

Probability Distribution
Values, x Probabilities, p(x)
2 2/4 = .50

0 2/4 = .50
⦁ Toss a fair coin 3 times and record x
the number of heads.
x p(x) xp(x) (x-)2p(x)
0 1/8 0 (-1.5)2(1/8)  =  xp(x) = 12 = 1.5
8
1 3/8 3/8 (-0.5)2(3/8)
2 3/8 6/8 (0.5)2(3/8)
3 1/8 3/8 (1.5)2(1/8)  2 = (x −  ) 2 p(x)

 2 = .28125 + .09375 + .09375 + .28125 = .75

 = .75 = .688
Example 4.2.24.2.2: Two Fair Dice
Example : Two Fair Dice