Discrete Probability Distribution
A discrete random variable assumes each of its values with a certain probability.
It can take on a countable number of possible values.
Examples:
Number of sixes in 10 times rolls, it can either get 0 sixes, 1 sixes, 2sixes, 3sixes, or
until 10 sixes.
Number of heads in 4 times head coin, it can either get 0 head, 1 head, 2 heads, 3
heads, or 4 heads.
A probability mass function must satisfy the following three requirements:
1. f(x) 0,
2. f(x) = 1,
3. P(X=x) = f(x),
Word problem Example:
There are 3 defective motherboards in a package of 10. Two are randomly selected
without replacement.
Find the probability distribution for the random Variable X which represents the
number of defective mother boards selected.
Solution:
Let X be the random variable for possible number of defective motherboards
purchased
(Since only 2 can be selected, it could be either 0, 1, or 2 motherboards can be
defective in the selection)
Use P(X=x) = f(x) for identifying probability distribution
(There are 10 3 = 7 working motherboards and There are (10 2) = 45 ways to select 2
motherboards.)
(NOTE: How did I get 45? nCr = n! / r! * (n - r)!, where n represents the number of items,
and r represents the number of items being chosen at a time.)
nCr = 10! /[2!*(10-2)!] = 45 ways.
Back to solving:
f(0) = P(X=0) = (3 0)(7 2)/(10 2) = 21/45 0.466667
f(1) = P(X=1) = (3 1)(7 1)/(10 2) = 21/45 0.466667
f(2) = P(X=2) = (3 2)(7 0)/(10 2) = 3/45 0.066667
.: The probability distribution of X is
x 0 1 2
f(x) 21/45 21/45 3/45
Graphic form is important to probability distribution, most commonly used is the bar chart.
The probability of defective mother board
0.5
0.45
0.4
0.35
0.3
0.25
0.2
0.15
0.1
0.05
0
0 1 2
The Probability
Constant Probability Distribution
A continuous random variable has a probability of zero of assuming exactly any of its
values.
One that can take on a uncountable number of possible values.
Continuous random variables can take on an infinite number of possible values,
corresponding to every value in an interval.
Examples:
Liter of water left in 10L bottle
Temperature of the surroundings
NOTE: Continuous random variables cannot use the same methods we used for discrete
random variables. There will be some similarities but still gonna use a different method.
NOTE: be sure you review your calculus (especially integral).
Continuous random variable model can be used with a cure f(x), called a probability density
function (pdf).
The probability density function for continuous random variable X, if:
1. f(x) 0, for all x R.
2. f (x)
dx = 1,
b
3. P(a< X < b) = f ( x)
a
dx
Word problem Example:
Suppose for a random variable X:
f ( x) cx 3
For 2 x 4 and 0 otherwise.
What value of c makes this a legitimate probability distribution?
Solution:
A.) Verify 2nd condition ( f (x)
dx = 1,)
4 4
x4 4
2 cx dx = c 2 x dx = c [ 4 ]2
3 3
44 24
= c[ ] = 60c
4 4
NOTE: 60c must equal to 1, in order to verify the 2nd condition.
60c=1;
C=1/60
4
1 3
.: x dx
2
60
Plot it in the graph:
F(x)=1/60x^3 for 2 x 4:
1.2
0.8
0.6
0.4
0.2
0
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5