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Any random variable is called discrete random variable which is the part of discrete
distribution. A random variable can take two types of values, either fix numbers that is
discrete values or a range that is continuous type of values. In continuous type data, the
values can lie anywhere within the specified range. For example: the number of apples
in the basket is discrete while the time needed to drive from school to home is
continuous.
So the probability distribution over a random variable X where X takes discrete values,
is commonly said to be discrete probability distribution.
For Example: consider the event of tossing two coins, SS = HH,TH,HT,TTHH,TH,HT,TT. Let
us consider the event e Y to of occurrence of a tail. Now clearly Y = 0, 1, 2 only, that is discrete
values only.
The discrete probability distribution can always be represented in the form of a table as below:
YY P(Y)P(Y)
0 1414 = 0.25
1 2424 = 0.50
2 1414 = 0.25
For any discrete probability distribution we can always find the mean or the expected value by:
eP(X=e)eP(X=e)
In above example, the expected value = 0 + 2424 + 2424 = 1. But it is not necessary to have
expected value equal to 1. It can be
YY P(Y)P(Y)
0 0.30
1 0.20
2 0.25
3 0.15
4 0.10
Solution:
YY P(Y)P(Y) YP(Y)YP(Y)
0 0.30 0
1 0.20 0.20
2 0.25 0.50
3 0.15 0.45
4 0.10 0.40
So expected value = 0 + 0.20 + 0.50 + 0.45 + 0.40 = 1.55
Example 2: We flip a coin 10 times. Find the probability that 6 heads are obtained.
Solution:
We solve this using binomial distribution.
The term (nk)(nk) is known as the binomial coefficient and is calculated as:
n!((k!)(nk)!)n!((k!)(nk)!)
Probability distribution
Probability distributions are generally divided into two classes. A discrete probability
distribution (applicable to the scenario where the set of possible outcomes is discrete, such as
in a coin toss or a flip of a dice) can be encoded by a discrete list of the probabilities of the
outcomes, known as a probability mass function. On the other hand, a continuous probability
distribution (applicable to the scenarios where the set of possible outcomes can take on values
in a continuous range (e.g., real numbers), such as the temperature on a given day) is typically
described by probability density functions (with the probability of any individual outcome actually
being 0). The normal distributionrepresents a commonly encountered continuous probability
distribution. More complex experiments, such as those involving stochastic processes defined
in continuous time, may demand the use of more general probability measures.
A probability distribution whose sample space is the set of real numbers is called univariate,
while a distribution whose sample space is a vector space is called multivariate. A univariate
distribution gives the probabilities of a single random variable taking on various alternative
values; a multivariate distribution (a joint probability distribution) gives the probabilities of
a random vectora list of two or more random variablestaking on various combinations of
values. Important and commonly encountered univariate probability distributions include
the binomial distribution, the hypergeometric distribution, and the normal distribution.
The multivariate normal distribution is a commonly encountered multivariate distribution.