Discrete Random Variable

Types of random variables:

i) Discrete random variable continuous random variable

Discrete random variable:

A random variable is defined on a sample space into a real numbers is called a

discrete random variable if the range of is countable. That is can assume only a finite
or countably infinite number of values, where every value in the set has positive
probability with total one.

Probability mass function:

If is a random variable with discrete values , then the function defined

by { } for is called the probability mass function of
provided the following two conditions are satisfied.

{ }

∑ [ ]

The collection of pairs { } is called the probability distribution of the random

variable

Cumulative distribution function or distribution function:

The cumulative distribution function of a discrete random variable , taking the

values , such that with the probability mass
function [ ] is ∑ [ ]

Properties of distribution function:

1.

2. is a real non-decreasing function.

3.

4.

5.
Example: 1

Two fair coins are tossed simultaneously. Find the probability mass function of the number
of heads occurred. Also find the distribution function.

Solution:
Two coins are tossed simultaneously. Then the sample space { }
Let be the number of heads occurred. Then takes the values

[ ] { } { }

Probability mass function:

Random variable 0 1 2
[ ] ¼ 1/2 1/4

Distribution function:

{ [ ]

[ ]

[ ]

[ ]

[ ]

{ }

Example: 2.

Three coins are tossed simultaneously. Find the probability mass function for the number
of heads occurred.

Solution:

Three coins are tossed simultaneously.

Sample space { }
Let be the number of heads occurred in three tosses.

takes the values

0 1 2 3

Example: 3.
A random variable has the probability mass function
1 2 3 4 5 6

Find

Solution:

Example: 4.
Find the probability mass function and cumulative distribution function of number of girl
child in families with 4 children, assuming equal probabilities for boys and girls.
Solution:
Total number of children in a family
Each child is either boy or girl.
Number of outcomes = 2
Total number of possible outcomes =
Let be the number of girl child in a family.
can takes the values
Number of ways of 0 girl or 4 boys in a family
Number of ways of 1 girl or 3 boys in a family
Number of ways of 2 girls or 2 boys in a family
Number of ways of 3 girls or 1 boy in a family
Number of ways of 4 girls in a family

0 1 2 3 4
1 1

Example: 5.
Suppose a discrete random variable can only take the values The Probability

mass function is given by { }. Find the value of

Solution:

is a probability mass function.

∑ [ ]

0 1 2

Example: 6
A random variable has the following probability mass function
1 2 3 4 5

Find the value of

Solution:

Probability cannot be negative . Hence

1 2 3 4 5
1/36 2/36 3/36 2/6 3/6
Example: 7
The cumulative distribution function of a discrete random variable is given by

{ }
Find probability mass function
Solution:

0 1 2 3 4

Example: 8.
From a lot containing 25 items, 5 of which are defective, 4 items are chosen at random. If
is the number of defectives found, obtain the probability mass function of when the
items are chosen without replacement and with replacement.
Solution:
A lot contains 20 non-defective items and 5 defective items.
4 items are chosen at random from a lot.
is the number of defective items selected.
can take the values

Case (i) When the items are chosen without replacement, we can assume that all the 4
items are chosen simultaneously.
Number of ways of selecting 4 items from 25 items
Number of ways of selecting defective items from defective items
Number of ways of selecting non-defective items from 20 non-defective items is
given by

Case (ii): when the items are chosen with replacement, the probability of selective a
defective item is same in each draw.

( ) ( )

Example: 9.
A shipment of 6 television sets contains 2 defective sets. A hotel makes a random
purchase of 3 of the sets. If is the number of defective sets purchased by the hotel, find
the probability mass function of
Solution:
A shipment of 6 television sets contains non-defective and defective sets.
is the number of defective sets purchased by the hotel.
Three sets are purchased by the hotel simultaneously.
Since the number of defective sets is 2, can takes the values

0 1 2
1