CHAPTER 1: DISCRETE PROBABILITY

DISTRIBUTIONS
Discrete Random Variable
- A random variable is a rule that assigns one and only one numerical value to each
simple event of an experiment.
- The numerical outcomes of experiments vary from one experiment to another and
therefore represent observations on a variable, which we will denote by the symbol x.
Each value of x represents an event and, therefore, a specific collection of simple
events in the sample space. For this reason it is called a random variable.
- Let capital letter X to denote a random variable and its corresponding small letter, x
in this case, for one of its values.
- A random variable can be one of two types, discrete or continuous. If the number of
values that the random variable can assume is countable, it is said to be a discrete
random variable.
Example: The number of sales made by a salesperson in a given week [x = 0, 1, 2, …]
The number of customers waiting to be served in a restaurant at a particular
time [x = 0, 1, 2, …]
- Random variables that can assume values corresponding to any of the points
contained in one or more intervals are called continuous.
Example: The length of time between arrivals at a hospital [0  x   ]
The amount of carbonated beverage loaded into a 12-ounce can in a can-
filling operation [0  x  12]

Discrete Probability Distributions, P(X = x)

- A complete description of a discrete random variable requires that we specify the
possible values the random variable can assume and the probability associated with
each value.
- The probability distribution of a discrete random variable is a graph, table or formula
that specifies the probability associated with each possible value the random variable
can assume.
0  P ( X  x )  1 for all values of x
 P ( X  x)  1 where the summation of P ( x ) is over all possible values of
x.
- The cumulative distribution P(X  x ) of a discrete random variable X with
probability distribution P ( x ) is
P(X  x )   P(t ) for < x <
tx

e.g.1 Find the probability distribution of the number of points which show in one roll of a
fair die.

Expectation, E(X)
- The mean, or expected value, of a discrete random variable x is
  E(X) =  xP( X  x) .

e.g.2 If the random variable X is the sum of the two faces when rolling a pair of balanced
and distinguishable dice, show that the expected value of X is 7.

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 Variance, Var(X)
- The variance of a random variable x is
 2  E(X- ) 2
=  ( x  ) 2 P ( X  x )
= E(X2)- [E(X)]2
- Note that Var(X)  0
- The standard deviation of a discrete random variable is equal to the square root of the
variance, i.e., to    2

e.g.3 Calculate the variance  2 for the number x of heads in two tosses of a coin.

e.g.4 The distribution of the number of mortgages approved per week at the local branch office of a
bank is shown below.
Home mortgages approved per week Probability
0 0.10
1 0.10
2 0.20
3 0.30
4 0.15
5 0.10
6 0.05

(a) Calculate the expected value of the distribution.

(b) Find the standard deviation of the distribution.
(c) What is the probability of observing a value at most 3?

e.g.5 The random variable X has probability distribution P(X = x) for x = 1, 2, and 3.

x 1 2 3
P(X = x) 0.1 0.6 0.3
Calculate
(a) E(3)
(b) E(X)
(c) E(5X)
(d) E(5X + 3)
(e) 5E(X) + 3
(f) E(X2)
(g) E(4X2 – 3)
(h) 4E(X2) – 3
(i) Var(X)
(j) Var(2X)
(k) Var(3X – 2)
(l) Var(3X + 3)

The Binomial Distribution

- Many experiments result in dichotomous responses—i.e., responses for which there
exist two possible alternatives, such as Yes-No, Pass-Fail, Defective-Nondefective,
or Male-Female. A simple example of such an experiment is the coin-toss
experiment. A coin is tossed a number of times ( n times), say 10 ( n  10) . Each
toss result in one of two outcomes, Head or Tail, and the probability of observing
each of these two outcomes remains the same for each of the 10 tosses. Ultimately,
we are interested in the probability distribution of x , the number of Heads observed.

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 Random variables that possess these characteristics are called binomial random
variables.

Characteristics of a Binomial Random Variable

1. The experiment consists of n identical trials.
2. There are only two possible outcomes on each trial, Success or Failure.
3. The probability of Success, p , remains the same from trial to trial and the
probability of Failure is denotes by q . Note that q  1  p .
4. The trials are independent.
5. The binomial random variable x is the number of Successes in n trials.
The probability of getting x successes in n independent trials is
P ( X  x)  n C x p x q n  x for x = 0, 1, 2, ……, or n

e.g.6 Write the formula for the binomial distribution of the number of heads
obtained in four flips of a balanced coin.

e.g.7 If the probability is 0.20 that any one shoplifter will get caught, what is the
probability that in a random sample of eight shoplifters three will get caught?
Mean, Variance and Standard Deviation for a Binomial Random Variable
Mean,   np
Variance,  2  npq
Standard deviation,   npq
e.g.8 A poll of 20 voters is taken in a large city. The purpose is to determine x , the
number in favor of a certain candidate for mayor. Suppose that 60% of all the
city’s voters favor this candidate.
(a) Find the mean and standard deviation of x .
(b) Find the probability that x is less than or equal to 5.

The Poisson Distribution

- Experiments yielding numerical values of a random variable, X, the number of
outcomes occurring during a given time interval or in a specified region, are called
Poisson experiments. The given time interval may be of any length, such as a minute,
a day, a week, a month, or even a year.
The specified region could be a line segment, an area, a volume, or perhaps a piece of
material. In other words, the Poisson probability distribution is a good model for the
relative frequency distribution of the number of rare events that occur in a unit of
time, distance, space, and so on.
- The Poisson probability distribution can also, in some situations, provide a good
model for the relative frequency distribution of the number of arrivals per unit of time
at a servicing unit (say, the number of orders received at a manufacturing plant or the
number of customers at a servicing facility, a supermarket counter, etc.)

- A Poisson experiment is derived from the Poisson process and possesses the
following properties:
Properties of Poisson Process
1. The number of outcomes occurring in one time interval or specified region is
independent of the number that occurs in any other disjoint time interval or region of
space. In this way we say that the Poisson process has no memory.
2. The probability that a single outcome will occur during a very short time interval or
in a small region is proportional to the length of the time interval or the size of the
region and does not depend on the number of outcomes occurring outside this time
interval or region.

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3. The probability that more than one outcome will occur in such a short time interval or
fall in such a small region is negligible, i.e., the probability that two or more
successes will occur in an interval approach zero as the interval becomes smaller.

- The number X of outcomes occurring during a Poisson experiment is called a Poisson

random variable, and its probability distribution is called the Poisson distribution.
- The Poisson model thus is applicable when the events of interest occur randomly,
independently of one another, and rarely, as specified by the preceding conditions. In
particular, condition 3 specifies what is meant by rarely.

Characteristics of a Poisson Random Variable

1. The experiment consists of counting the number of times a certain event occurs
during a given unit of time or in a given unit of time or in a given area or volume (or
weight, distance, or any other unit of measurement).
2. The probability that an event occurs in a given unit of time, area, volume is the same
for all the units.
3. The number of events that occur in one unit of time, area, or volume is independent
of the number that occur in other units.
4. The mean (or expected) number of events in each unit is denoted by the Greek letter
lambda,  .

Poisson Distribution, Mean and Variance

- The formula for a Poisson distribution is
x e  
P( X  x)  for x = 0, 1, 2,………
x!
where  = mean number of events during given unit of time, area, volume,
etc.
e = 2.71828….
- Mean,  for a Poisson random variable is  .
- Variance,  2 for a Poisson random variable is  .
e.g.9 Ecologists often use the number of reported sightings of a rare species of animal to
estimate the remaining population size. For example, suppose the number, x, of
reported sightings per week of blue whales is recorded. Assume that x has
(approximately) a Poisson probability distribution. Furthermore, assume that the
average number of weekly sightings is 2.6.
(a) Find the mean and standard deviation of x, the number of blue whale sightings
per week.
(b) Find the probability that fewer than two sightings are made during a given week.
(c) Find the probability that more than three sightings are made during a given week.
(d) Find the probability that exactly five sightings are made during a given week.
(e) Find the probability that exactly two sightings are made during a two-week time.

e.g.10 Serious worker injuries at a steel-fabricating company average 2.7 per year. Given
that safety conditions at the plant remain the same next year, what is the probability
that the number of serious injuries will be less than two?

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