120MSE

Lecture 3

Discrete Probability
Distributions
1
 Discrete Probability Distributions

• The probability distribution of a variable is simply a

table showing all the possible outcomes and their
respective probabilities

Its probability distribution is simply a

table showing all the possible outcomes
and their respective probabilities.
Value of X x1 x2 x3 … xk Total
Prob p1 p2 p3 ... pk 1

2
 Empirical Distributions
• Some probability distributions arise from
observation or experiment
• These are called EMPIRICAL distributions
• E.g.the absence records over the last 50 days of
a delivery firm with 4 drivers:

• Relative frequency can be thought of as an

estimate of probability.
3
 Theoretical Distributions
• In some situations a THEORETICAL
probability distribution can be derived
• For example, the sum of the scores
when two dice are thrown:
Sum 2 3 4 5 6 7 8 9 10 11 12
Prob 1/36 2/36 3/36 4/36 5/36 6/36 5/36 4/36 3/36 2/36 1/36
Tot=
1

• Eg. In the LONG RUN, 1 in every 36

throws will result in a score of 2.

4
 Properties of distributions

• Mode?
• The value of X that is most likely
• i.e. has the highest probability
• e.g. for drivers?
• 0 absentees is most likely.
5
 Properties of distributions

Cumul. probability 0.44 0.76 0.92 0.98 1.00

• Median?
• The value of X where the cumulative
probability reaches 0.5 (or 50%)
• e.g. for drivers?
• 1 absentee is the median.

6
 Properties of distributions
• Mean?
• = sum of data / number of data
• e.g. for drivers
• Mean = (0x22+1x16+2x8+3x3+4x1)
50
• =0x0.44+1x0.32+2x0.16+3x0.06+4x0.02
• =0.9
• For a probability distribution the mean is
called the expected value of X
7
 Expected value
• Expected Value, E(X) = x1p1+x2p2+…+ xkpk
ie E(X) = Σxp
This is the mean value of X that you would expect in
the long run

• If a and b are constants, then

E(aX + b) = a E(X) + b
• Proof:
E(aX + b) = (ax1+b)p1 + (ax2+b)p2 + … + (axk+b)pk
= a(x1p1 + x2p2 + … + xkpk) + b(p1 + p2 + …+pk)
= a E(X) + b.1 = a E(X) + b 8
 Example
• X = sum of scores on 2 dice
• Calculate
• a) E(X)
• b) E(2X+1)

• a) E(X)=2x1/36 + 3x2/36 + … + 12x1/36

=7
• b) E(2X+1) = 2E(X)+1 = 2x7 +1 = 15
9
 Variance
• This gives a measure of how much the values
are likely to vary
• The variance of X is the mean of the squares
of the deviation of the values from the mean:
•  Variance of X = 2 = Var(X) = E[ (X-μ)2 ] =
• E( X2 – 2X + 2)
• = E( X2 ) – 2E(X) + E(2)
• = E( X2 ) – 2 + 2
• = E( X2 ) – 2 = E( X2 ) –[E(X)]2
10
 Variance
• Variance = Average of X2 – (Average of X)2
• But what is E(X2)?
• E(X2) = Σ x2p
• = (x12p1 + x22 p2+ x32p3 + …)

• So Var(X) = Σ x2p – [E(X)] 2

11
 Drivers Example

• Var (X)
= 0x0.44 + 1x0.32 + 4x0.16 + 9x0.06 + 16x0.02 – 0.92
= 1.82 – 0.81= 1.01

• Standard deviation, = Var = 1.01 = 1.005

12
Thank you for listening

21