Discrete

Probability 

Distributions 5.1

Introduction
Most of us will have met the idea of a frequency distribution. We collected some data, sub-
divided it into classes and the frequency (or number of items) for each class was noted. Once
a frequency distribution is constructed there are two particular statistics that characterise the
distribution, the mean value and the variance.
Because most engineering phenomena are subject to random inuences, their output is random
in nature: more precisely, their output is a random variable. In order to model such phenomena,
we use a probability distribution. Using the theoretical probability model we predict a corre-
sponding frequency distribution which can then be compared with observation.
In this block we examine discrete probability distributions where the values of the random
variable may be written as a list. As with frequency distributions we nd that a probability
distribution can also be characterised by the mean and variance.

Prerequisites understand the concepts of probability

Before starting this Block you should . . .

Learning Outcomes Learning Style

To achieve what is expected of you . . .
After completing this Block you should be able
to . . .
allocate sucient study time
explain the term discrete probability dis-
tribution
briey revise the prerequisite material

nd the mean and variance of a attempt every guided exercise and most
discrete probability distribution of the other exercises
1. Discrete Probability Distribution
Consider the experiment of throwing two coins. With the usual notation the sample space for
this experiment is:
S = {HH, HT, T H, T T }.
A random variable is a rule which assigns a number to each member of S and is denoted by a
capital letter. We can choose this rule as we please. For example,
(i) X: number of heads which appear.
(ii) Y : has the value 1 if both throws are the same and 0 otherwise.
and so on.
With each value of the random variable we can associate a probability. To see how this is done
we again consider the random variable X introduced above. This random variable has only
three values: X = 0 (no heads appear), X = 1 (one head appears), X = 2 (both throws give a
head).
The probability that X has the value zero is written P (X = 0) and:

1
P (X = 0) = P ({T T } occurs) =
4
Similarly
1
P (X = 1) = P ({HT } {T H}) =
2
1
P (X = 2) = P ({HH}) = .
4
We can record these values of X and the associated probabilities in tabular or in graphical form.
See Figure 1.
P (X= x)

x 0 1 2 1
1 1 1 2
P (X= x) 4 2 4 1
4
0 1 2 x

Figure 1
Either of these forms is referred to as the probability distribution of X.

Try each part of this exercise

Obtain the probability distribution of the random variable Y introduced above.

Part (a) First nd P (Y = 0) and P (Y = 1)

Answer

Part (b) Now construct the probability distribution

Answer

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5.1: Probability
In Figure 2 we show the probability distribution for the experiment of throwing a fair die once.
Each of the six outcomes x has probability 16 . This is an example of a uniform distribution.

P (X= x )

x 1 2 3 4 5 6 1
1 1 1 1 1 1 6
P (X= x ) 6 6 6 6 6 6
1 2 3 4 5 6 x

Figure 2

Now do this exercise

A fair coin is thrown three times. List the equally likely outcomes. Calculate the proba-
bilities of the events {no heads appear}, {exactly one head appears}, {two heads appear},
{three heads appear}.
Answer
You may have observed that the probabilities associated with a random variable satisfy the
usual constraints imposed on probabilities: each is non-negative, none has a value greater than
one and the sum of all the probabilities in the distribution is equal to one.

Now do this exercise

Consider the last guided exercise in which a fair coin is thrown three times. Let X be
the random variable number of heads. Display the probability distribution for the
experiment above as (i) a table (ii) a graph.
Answer

Key Point
Let X be a random variable associated with an experiment. Let the values of X be denoted
by x1 , x2 , . . . , xn and let P (X = xi ) be the probability that xi occurs. We have two necessary
conditions for a valid probability distribution
P (X = xi ) 0 for all xi

n
P (X = xi ) = 1
i=1

(These two statements are sucient to guarantee that P (X = xi ) 1 for all xi )

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5.1: Probability
Now do this exercise
Explain why neither of the following represents a probability distribution

P(X= x)

2 xi 1 2 3 4 5
(i) 5 (ii)
P (xi ) 0.3 0 0.4 0.1 0.4
1
5

1 2 3 4 x
Answer

2. Mean and Variance of a discrete distribution

One method of comparing the theoretical probability distribution with the experimental fre-
quency distribution is to multiply the probabilities by the number of data values to create a set
of expected frequencies.
The following data was collected for the throwing of three coins 100 times.

Number of heads 0 1 2 3
Frequency 11 37 39 13

The probability of obtaining no heads in three throws is 18 and in 100 throws we would expect
on that basis 100 18 = 12.5 heads. The probability of obtaining one head is 38 and in 100 throws
we would expect 100 38 = 37.5. We can calculate the expected number of times of obtaining
two heads and of obtaining three heads. We can therefore complete the table as follows

Number of heads 0 1 2 3
Observed Frequency 11 37 39 13
Expected Frequency 12.5 37.5 37.5 12.5

We see that there is quite a good agreement between theory and experiment.
A second way of comparing a theoretical probability distribution to an experimental frequency
distribution is to compare their means and variances.
Consider performing an experiment s in which distinct observations x1 , x2 , . . . , xs with frequencies
f1 , f2 , . . . , fs are made. If n = i=1 fi , is the total number of observations then the quantity fni
is called the relative frequency of the observation with value xi . Relative frequencies are akin
to probabilities: informally, we would say that the chance of observing xk is fnk . This observation
leads to the following keypoint:

Key Point

Relative frequencies and probabilities

If a frequency distribution F is modelled by a probability distribution X
the probabilities arising in X correspond to the relative frequencies of F

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5.1: Probability
For the frequency distribution the mean is dened by
f1 x1 + f2 x2 + . . . + fs xs
=
f1 + f2 + . . . + fs
s
fi xi
1
s
i=1
= = fi xi
 s
n i=1
fi
i=1
s  
 fi
= xi
i=1
n

This leads us to dene the corresponding quantity for a random variable.

Key Point

The expectation value of a random variable

Let X be a random variable with values x1 , x2 , . . . , xn . Let the probability that X takes the
value xi (i.e. P (X = xi )) be denoted by Pi . The expected value of X, which is written E(X)
is dened as:
 n
E(X) = Pi x i = P 1 x 1 + P 2 x 2 + + P n x n
i=1

E(X) is sometimes denoted by the symbol .

If X is the random variable score observed when a die is thrown then, as we have seen, its
probability distribution is

xi 1 2 3 4 5 6
1 1 1 1 1 1
Pi 6 6 6 6 6 6

Here

6
1 1 1 21
E(X) = Pi x i = 1 + 2 + ... + 6 = = 3.5
i=1
6 6 6 6
At rst sight this might appear to be a strange result since no single throw of a die can produce
3.5. However, if we carry out the experiment a large number of times and average the score
obtained this average should be close to 3.5 if the die is fair; also, the agreement between
experimental average and the theoretical expectation value improves as the number of throws
increases.

Now do this exercise

Find the expected value of the number of heads when three coins are thrown.
Answer

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5.1: Probability
The variance of a random variable
Whereas the mean value of a frequency distribution is a measure of its centre, the variance is
a measure of its spread. Once the variance is known the standard deviation is then found by
taking the square root. (The standard deviation is sometimes used in preference to the variance
since it has the same dimensions as the underlying data).
The usual formula for calculating the variance, 2 , of a frequency distribution is:

1
n
2
= fi (xi )2
n i=1

As a rough guide: the further away the data values are from the mean the larger will be the
variance.
The variance is often written in an alternative form which is obtained by expanding the square
(xi )2 and simplifying:  n 
1 
2 = fi x2i 2
n i=1
This is often quoted in words:
The variance is equal to the mean of the squares minus the square of the mean.
We now extend the concept of variance to a random variable.

Key Point
The variance of a random variable
Let X be a random variable with values x1 , x2 , . . . , xn . The variance of X, which is written
V (X) is dened by
 n
V (X) = Pi (xi )2
i=1

where E(X). We note that V (X) can be written in the alternative form

V (X) = E(X 2 ) [E(X)]2


The standard deviation of a random variable is then V (X).

Now do this exercise

Find the variance and standard deviation of the number of heads in the three-coin ex-
periment. Refer to the previous guided exercise for the probability distribution.
Answer

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5.1: Probability
More exercises for you to try
1. A random number generator produces sequences of independent digits, each of
which is as likely to be any digit from 0 to 9 as any other. If X denotes any single
digit nd E(X).

2. A hand-held calculator has a clock cycle time of 100 nanoseconds; these are positions
numbered 0, 1, . . . , 99. Assume a ag is set during a particular cycle at a random
position. Thus, if X is the position number at which the ag is set.
1
P (X = k) = k = 0, 1, 2, . . . , 99.
100
Evaluate the average position number E(X), and , the standard deviation.
(Hint: The sum of the rst k integers is k(k + 1)/2 and the sum of their squares is:
k(k + 1)(2k + 1)/6.)

3. Concentric circles of radius 1 cm and 3 cm are drawn on a circular target radius

5 cm. A darts player receives 10, 5 or 3 points for hitting the target inside the
smaller circle, middle annular region and outer annular region respectively. The
player has only a 50-50 chance of hitting the target at all but if he does hit it he
is just as likely to hit any one point on it as any other. If X = number of points
scored on a single throw of a dart calculate the expected value of X.
Answer

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5.1: Probability
 End of Block 5.1

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5.1: Probability
P (Y = 0) = 12 , P (Y = 1) = P ({HH} {T T }) = 1
2

Back to the theory

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5.1: Probability
 P (Y = y )

y 0 1
1
P ( Y= y ) 1 1 2
2 2
0 1 y

Back to the theory

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5.1: Probability
The outcomes are {HHH, HHT, HT H, T HH, HT T, T HT, T T H, T T T }
P (no heads)= 18 , P (one head) = 38
P (two heads)= 38 , P (three heads)= 18

Back to the theory

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5.1: Probability
 P(X= x )
3
8

x 0 1 2 3
1
1 3 3 1 8
P(X= x ) 8 8 8 8

0 1 2 3 x

Back to the theory

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5.1: Probability
 
4
(i) Pi = 1. The sum of four values P (xi ) is 65 .
i=1

(ii) In this case the sum of the probabilities is 1, but not all P (xi ) are non-negative

Back to the theory

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5.1: Probability
 x 0 1 2 3
1 3 3 1
P (X = x) 8 8 8 8

E(X) = 1
8
0 + 38 1 + 38 2 + 18 3 = 12
8
= 1.5

Back to the theory

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5.1: Probability
  1 3 3 1
02 + 12 + 22 + 32
pi x2i =
8 8 8 8
1 3 3 1
= 0+ 1+ 4+ 9=3
8 8 8 8
3
V (X) = 3 2.25 = 0.75 =
4
3
s.d. =
2

Back to the theory

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5.1: Probability
 x 0 1 2 3 4 5 6 7 8 9
1. 1 1 1 1 1 1 1 1 1 1
P (X = x) /10 /10 /10 /10 /10 /10 /10 /10 /10 /10
1
E(X) = {0 + 1 + 2 + 3 + . . . + 9} = 4.5
10

2. Same as Q.1 but with 100 positions

1 1 99(99 + 1))
E(X) = {0 + 1 + 2 + 3 + . . . + 99} = = 49.5
100 100 2
2 = mean of squares - square of means
1 2
2 = [1 + 22 + . . . + 992 ] (49.5)2
100
1 [99(100)(199)]
= 49.52 = 833.25
100 6

3. X can take 4 values 0, 3, 5 or 10

P (X = 0) = 0.5 [only 50/50 chance of hitting target.]
The probability that a number is hit is related to the areas of the annular regions which
are, from the centre: , (9 ) = 8, (25 9) = 16
P (X = 3) = P [(3 is scored) (target is hit)]

= P (3 is scored | target is hit).P (target is hit)

16 1 8
= . =
25 2 25

P (X = 5) = P (5 is scored | target is hit).P (target is hit)

8 1 4
= . =
25 2 25

P (X) = 10) = P (10 is scored | target is hit).P (target is hit)

1 1
= . =
25 2 50
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5.1: Probability
 x 0 3 5 10
25 16 8 1 E(X) = 48+40+10
50
= 1.96.
P (X = x) /50 /50 /50 /50

Back to the theory

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