Section 3.
2: Probability Distributions for
Discrete Random Variables
Section 3.2 introduces the following concepts for
a discrete random variable X
Probability mass function (PMF)
p(a) = P (X = a)
for a possible value a.
Parameters: if the PMF contains unknown
members, then we call those unknown members as parameters.
Cumulative Distribution Function (CDF),
F (a) = P (X a)
for any real number a.
A CDF is nondecreasing, right-continuous,
lim F (a) = 0
and
lim F (a) = 1.
If the PMF is given, the CDF can be computed by
F (a) =
p(t).
ta
If the CDF is given, the PMF can be computed by
p(a) = F (a) lim F (t) = F (a) F (a).
ta
If X are integer-valued, then we have
p(a) = F (a) F (a 1).
First example of Section 3.2: example 3.9.
Assume 80% customer purchase a laptop and
20% purchase a desktop
Suppose X = 1 if a customer purchases a laptop and 0 if the customer purchases a desktop.
Then, the PMF is given as
p(1) = P (X = 1) = 0.8
p(0) = P (X = 0) = 0.2
and
P (X = other value) = 0.
It can also expressed as a table
a
p(a)
0
0.2
1
0.8
Second example of Section 3.2: example 3.10.
Consider the following PMF table
a
p(a)
1
0.4
2
0.3
3
0.2
4
0.1
The CDF is
0.4
F (a) =
0.7
0.9
if
if
if
if
if
a<1
1a<2
2a<3
3a<4
a4
Third example of Section 3.2: example 3.12.
Suppose P (S) = p and P (F ) = 1 p.
Independently repeat the experiment until S
appears.
Let X be the number of runs of experiment.
Then, the PMF is given by
p(a) =
(1 p)a1p,
0
if a = 1, 2,
otherwise.
Fourth example of Section 3.2: examples 3.15.
Suppose the CDF is given as
F (a) =
0.58
0.72
0.76
0.81
0.88
0.94
...
a<0
0a<1
1a<2
2a<3
3a<4
4a<5
5a<6
Then, we have
P (2 X 5) = F (5) F (1) = 0.94 0.72 = 0.22
P (2 < X 5) = F (5) F (2) = 0.94 0.76 = 0.18
P (2 X < 5) = F (4) F (1) = 0.88 0.72 = 0.16
and
P (2 < X < 5) = F (4)F (2) = 0.880.76 = 0.12.