Chapter 3

Discrete Random Variables

and Probability Distributions

3.1 Random Variables

Definition:
A random variable (rv) is a variable that assumes
values that are subject to chance and correspond to
outcomes of an experiment.
Examples:
The number of customers that enter a store on a
certain day.
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 The number of defective DVD players in a

shipment.
The number of car accidents in a specific
intersection.
The time it takes to finish a 3 hour final exam.
Definition:
Any random variable whose only possible values are
0 and 1 is called a Bernoulli random variable.

Example:
Tossing a coin once.
Tossing a six-sided die once and observing
whether the outcome is 4 or not.
Two Types of Random Variables
Definition
A discrete random variable is an rv whose possible
values either constitute a finite set or else can be
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listed in an infinite sequence in which there is a first

element, a second element, and so on (countably
infinite).
A random variable is continuous if both of the
following apply:
1. Its set of possible values consists either of all
numbers in a single interval on the number line
(possibly infinite in extent, e.g., from - to +) or all
numbers in a disjoint union of such intervals
(e.g., [0, 10] [20, 30]).
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2. No possible value of the variable has positive

probability, that is, P(X = c) = 0 for any possible
value c.
Exercise 1:
Determine the type of each random variable in the
examples given above.

3.2 Probability Distributions for Discrete

Random Variables
The probability distribution of a discrete random
variable is a table, or formula, probability mass
function (pmf) that gives the probability associated
with each possible value that the random variable can
assume.
A discrete probability distribution p(x), or P(X=x),
must be such that:
0 p(x) 1
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=1

Exercise 2:
A test consists of three true-false questions. A student
takes this test and he has 90% chance of answering
any question correctly. Find the probability
distribution for the number of questions he gets right.
Use a table and a histogram.

Exercise 3:
A box contains 7 marbles; 4 red, and 3 yellow. Let X
be the number of attempts it takes to get a red marble,
if one marble is pick out of the box at a time without
replacement. Find the probability distribution of X.
Find the probability that it takes more than two
attempts to get a red marble.

A Parameter of a Probability Distribution

Definition
Suppose p (x) depends on a quantity that can be
assigned any one of a number of possible values,
with each different value determining a different
probability distribution. Such a quantity is called a
parameter of the distribution. The collection of all
probability distributions for different values of the
parameter is called a family of probability
distributions.
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Exercise 4:
Derive a pmf for a Bernoulli rv and determine its
parameter.
The Cumulative Distribution Function
The cumulative distribution function (cdf) F(x) of a
discrete rv variable X with pmf p(x) is defined for
every number x by
F (x) = P(X x) =

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For any number x, F(x) is the probability that the

observed value of X will be at most x.
Exercise 5:
A store carries flash drives with either 1 GB, 2 GB, 4
GB, 8 GB, or 16 GB of memory.
The accompanying table gives the distribution of Y =
the amount of memory in a purchased drive:
y
1
2
4
8
16
p(y) 0.05 0.10 0.35 0.40 0.10
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Find F(y).
Proposition
For any two numbers a and b with a b,
P (a X b) = F (b) F (a)
where a represents the largest possible X value
that is strictly less than a.

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Exercise 6:
For the previous example, find

A. P (1 X 4)
B. P (2 X < 4)
C. P (8 < X < 16)

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