Discrete Random Variable

MATH142-3
Engineering Data Analysis
 Course Outcome
Compute the probability distribution of a random variable for
both discrete and continuous data.
 Learning Objectives
• At the end of the lesson, the• Understand the assumptions for
students are expected to some common discrete
• Determine probabilities from the probability distributions;
probability mass functions and• Select an appropriate discrete
the reverse; probability distribution to
• Determine probabilities from calculate probabilities in specific
cumulative distribution applications; and
functions and cumulative• Calculate probabilities,
distribution functions from determine means and variances
probability mass functions, and for some common discrete
the reverse; probability distributions.
• Calculate the means and
variances for discrete random
variables;
 Random Variables
A function that assigns a real number to
each outcome in the sample space of a
random experiment
Notation
Uppercase letter such as X
Example: The measured value is denoted
by a lowercase letter such as x = 70
milliamperes
For multiple values, subscripts are used
(x1, x2, x3, …)
Discrete
With a finite (or countably infinite)
range
•number of scratches on a surface,
proportion of defective parts among
1000 tested, number of transmitted
bits in error
Continuous
With an interval (either finite or
infinite) of real numbers for its range
•Electrical current, length, pressure,
temperature, time, voltage, weight
 Random Variables
2-182/58 Decide whether a discrete or•
continuous random variable is the best model
for each of the following variables:
(a) The time until a projectile returns to earth. •
(b) The number of times a transistor in a
computer memory changes state in one•
operation.
(c) The volume of gasoline that is lost to•
evaporation during the filling of a gas tank.
(d) The outside diameter of a machined shaft. •
(e) The number of cracks exceeding, 1.2 cm in
16 km of an interstate highway.
2-183/58 Decide whether a discrete or
continuous random variable is the best model
for each of the following variables:
(b) The weight of an injection-molded plastic
part.
(c) The number of molecules in a sample of
gas.
(d) The concentration of output from a
reactor.
(e) The current in an electronic circuit.
 Discrete Random Variable
PROBABILITY MASS FUNCTION CUMULATIVE DISTRIBUTION FUNCTION

For a discrete random variable X with The cumulative distribution function of

possible values x1, x2, …, xn, a probability a discrete random variable X, denoted
mass function is a function such that as F(x), is
𝐹 𝑥 = 𝑃 𝑋 ≤ 𝑥 = σ𝑥𝑖≤𝑥 𝑓 𝑥𝑖 .
(1) f(xi) ≥ 0
(2) σ𝑛𝑖=1 𝑓 𝑥𝑖 = 1 For discrete random variable X, 𝐹 𝑥
(3) f(xi) = P(X = xi) satisfies the following properties.
(3-1) (1) 𝐹 𝑥 = 𝑃 𝑋 ≤ 𝑥 = σ𝑥𝑖≤𝑥 𝑓 𝑥𝑖
(2) 0 ≤ F(x) ≤ 1
(3) If x ≤ y, then F(x) ≤ F(y)
(3-2)
 Mathematical Expectation of Random Variable
EXPECTED VALUE OF A FUNCTION OF A
DISCRETE RANDOM VARIABLE VARIANCE OF A RANDOM VARIABLE

If X is a discrete random variable with The variance of X, denoted as σ2 or V(X), is

probability mass function f(x), 𝜎 2 = 𝑉 𝑋 = 𝐸 𝑋 − 𝜇 2 = σ 𝑥 ሺ𝑥 −

𝐸ℎ 𝑋 = σ𝑥 ℎ 𝑥 𝑓 𝑥 .
(3-4)

MEAN OF A RANDOM VARIABLE

The mean or expected value of the discrete
random variable X, denoted as μ or E(X), is
𝜇 = 𝐸 𝑋 = σ𝑥 𝑥𝑓 𝑥 .
(3-3)
 Discrete Random Variable
3-16/69 The sample space of a random 3-38/73 Determine the cumulative
experiment is {a, b, c, d, e, f}, and each outcome distribution function of the random variable
is equally likely. A random variable is defined as in Exercise 3-16.
follows: Determine the mean and variance of the
random variable in Exercise 3-16
outcome a b c d e f
x 0 0 1.5 1.5 2 3

Determine the probability mass function of X.

Use the probability mass function to determine
the following probabilities:
(a) P(X = 1.5) (b) P(0.5 < X < 2.7)
(c) P(X > 3) (d) P(0 ≤ X < 2)
(e) P(X = 0 or X = 2)
 Guided Learning Activity
3-17/70 Verify that the following functions are 8 1 𝑥
3-18/69 f(x) = , x = 1, 2, 3
probability mass functions, and determine the 7 2
requested probabilities. Obtain the following probabilities
x ─2 ─1 0 1 2 (a) P(X ≤ 1) (b) P(X > 1)
f(x) 0.2 0.4 0.1 0.2 0.1 (c) P(2 < X < 6) (d) P(X ≤ 1 or X > 1)
3-40/73 Determine the cumulative
(a) P(X ≤ 2) (b) P(X > −2) distribution function for the random variable
in Exercise 3-18; also determine the
(c) P(−1 ≤ X ≤ 1) (d) P(X ≤ −1 or X = 2) following probabilities:
3-39/73 Determine the cumulative distribution (a) P(X < 2) (b) P(X ≤ 3)
function for random variable and also
determine the following probabilities: (c) P(X > 2) (d) P(1 < X ≤ 2)
(a) P(X ≤ 1.25) (b) P(X ≤ 2.2) 3-50/76 Determine the mean and variance
of the random variable in Exercise 3-18.
(c) P(−1.1 < X ≤ 1) (d) P(X > 0)
3-59/76 Determine the mean and variance
 Guided Learning Activity
2𝑥 + 1
3-19/70 f(x) = , x = 0, 1, 2, 3, 4 3-62/77 Determine the mean and
25 variance of the random variable in
(a) P(X = 4) (b) P(X ≤ 1) Exercise 3-20.
(c) P(2 ≤ X < 4) (d) P(X > −10) 3 1 𝑥
𝑓ሺ𝑥) = , x = 0, 1, 2, …
4 4

3-61/77 Determine the mean and 4.17/118 Let X be a random variable

variance of the random variable in with the following probability
Exercise 3-19. distribution:
2𝑥 + 1
f(x) = , x = 0, 1, 2, 3, 4
25 x −3 6 9
3 1 𝑥 f(x) 1/6 1/2 1/3
3-20/70 f(x) = ,
x = 0, 1, 2, …
4 4
(a) P(X = 2) (b) P(X ≤ 2) Find μg(X), where g(X) = (2X + 1)2.
(c) P(X > 2) (d) P(X ≥ 1)
 Guided Learning Activity
3-25/69 In a semiconductor manufacturing 3-50/73 Errors in an experimental
process, three wafers from a lot are tested. transmission channel are found when the
Each wafer is classified as pass or fail. Assume transmission is checked by a certifier that
that the probability that a wafer passes the test detects missing pulses. The number of errors
is 0.8 and that wafers are independent. found in an eight-bit byte is a random
Determine the probability mass function of the variable with the following distribution:
number of wafers from a lot that pass the test.
0, 𝑥 < 1
3-27/70 A disk drive manufacturer sells storage 0.7, 1 ≤ 𝑥 < 4
devices with capacities of one terabyte, 500 𝐹 𝑥 = .
0.9, 4 ≤ 𝑥 < 7
gigabytes, and 100 gigabytes with probabilities 1, 7 ≤ 𝑥
0.5, 0.3, and 0.2, respectively. The revenues
associated with the sales in that year are Determine each of the following
estimated to be $50 million, $25 million, and probabilities:
$10 million, respectively. Let X denote the (a) P(X ≤ 4) (b) P(X > 7)
revenue of storage devices during that year.
Determine the probability mass function of X. (c) P(X ≤ 5) (d) P(X > 4)
(e) P(X ≤ 2)
 Guided Learning Activity
3-11/76 Messages The number of e-mail
messages received per hour has the
following distribution:
4.18/118 Find the expected value of
x 10 11 12 13 14 15 the random variable g(X) = X2, where X
has the probability distribution of
f(x) 0.08 0.15 0.30 0.20 0.20 0.07 Exercise 4.2.
• Where x is the number messages.
3 1 𝑥 3 3−𝑥
Determine the mean and standard 𝑓 𝑥 = , 𝑥 = 0,1,2,3.
deviation of the number of messages sent 𝑥 4 4
per hour.

3-59/76 Determine the mean and

variance of the random variable in
Exercise 3-17.
x ─2 ─1 0 1 2
f(x) 0.2 0.4 0.1 0.2 0.1
 Discrete Uniform Distribution
A random variable X has a discrete uniform 3-57/76 If the range of X is the set {0, 1, 2,
distribution if each of the n values in its range, 3, 4} and P(X = x) = 0.2, determine the mean
say, x1, x2, …, xn, has equal probability. Then, and variance of the random variable.
1
𝑓 𝑥𝑖 = .
𝑛
(3-5)

Mean and Variance

Suppose X is a discrete uniform random 3-77/79 Let the random variable X have a
variable on the consecutive integers a, a + 1, a discrete uniform distribution on the integers
+ 2, …, b, for a ≤ b. Then mean of X is 1 ≤ x ≤ 8. Determine the mean and variance
𝑏+𝑎 of X.
𝜇 = 𝐸 𝑋 =
2
The variance of X is
𝑏−𝑎+1 2 −1
𝜎2 =
12
(3-6)
 Discrete Uniform Distribution
• 3-81/79 Assume that the wavelengths of photosynthetically
active radiations (PAR) are uniformly distributed at integer
nanometers in the red spectrum from 657 to 700 nm.
(a)What is the mean and variance of the wavelength distribution
for this radiation?
• (b) If the wavelengths are uniformly distributed at integer
nanometers from 57 to 100 nanometers, how does the mean
and variance of the wavelength distribution compare to the
previous part? Explain.
 Binomial Distribution
• The terms success and failure
are just labels. We can just as
well use A and B or 0 or 1.
Unfortunately, the usual labels
can sometimes be misleading. In
experiment 2, because X counts
defective parts, the production
of a defective part is called a
success.
• Bernoulli trial has only two
possible outcomes used so
frequently as a building block of
a random experiment.
BINOMIAL DISTRIBUTION
A random experiment consists
of n Bernoulli trials such that
(1) The trials are independent.
(2) Each trial results in only two
possible outcomes, labeled as
“success” and “failure”.
(3) The probability of a success
in each trial, denoted as p,
remains constant.
 Binomial Distribution
• Consider the following random experiments
and random variables: 5. A multiple-choice test contains 10
1. Flip a coin 10 times. Let X = number of questions, each with four choices, and you
heads obtained. guess at each question. Let X = the number
2. A worn machine tool produces 1% defective of questions answered correctly.
parts. Let X = number of defective parts in 6. In the next 20 births at a hospital, let X =
the next 25 parts produced. the number of female births.
3. Each sample of air has a 10% chance of 7. Of all patients suffering a particular illness,
containing a particular rare molecule. Let X 35% experience improvement from a
= the number of air samples that contain particular medication. In the next 100
the rare molecule in the next 19 samples patients administered the medication, let X
analyzed. = the number of patients who experience
4. Of all bits transmitted through a digital improvement.
transmission channel, 10% are received in
error. Let X = the number of bits in error in
the next five bits transmitted.
 Binomial Distribution
The random variable X that
equals the number of trials that
result in a success has a Mean and Variance
binomial random variable withIf X is a binomial random
parameters 0 < p < 1 and n = 1,variable with parameters p and
2, ... . The probability massn,
function of X is 𝜇 = 𝐸ሺ𝑋) = 𝑛𝑝
𝑛 𝑥 𝑛−𝑥 and
𝑓 𝑥 = 𝑥 𝑝 1−𝑝 ,
𝜎2 = 𝑉ሺ𝑋) = 𝑛𝑝ሺ1 − 𝑝)
𝑥 = 0, 1, … , 𝑛. (3-8)
(3-7)
 Binomial Distribution
3-94/85 The random variable X has a binomial distribution
with n = 20 and p = 0.5. Determine the following
probabilities.
(a) P(X = 5) (b) P(X ≤ 2)
(c) P(X ≥ 9) (d) P(3 ≤ X < 5)
3-97/85 Sketch the probability mass function of a binomial
distribution with n = 10 and p = 0.01 and comment on the
shape of the distribution.
(a) What value of X is most likely?
(b) What value of X is least likely?
3-99/85 Determine the cumulative distribution function of
a binomial random variable with n = 3 and p = 1/4.
3-100/85 An electronic product contains 40 integrated
circuits. The probability that any integrated circuit is
defective is 0.01, and the integrated circuits are
independent. The product operates only if there are
no defective circuits. What is the probability that the
product operates?
3-101/85 The phone lines to an airline reservation
system are occupied 40% of the time. Assume that the
events that the lines are occupied on successive calls
are independent. Assume that 10 calls are placed to
the airline.
(a) What is the probability that for exactly three calls
the lines are occupied?
(b) What is the probability that for at least one call the
lines are not occupied?
(c) What is the expected number of calls in which the
lines are all occupied?
 Hypergeometric Distribution

The probability distribution of the MEAN AND VARIANCE

hypergeometric random variable X, the The mean and variance of the
number of successes in a random sample hypergeometric distribution ℎ 𝑥; 𝑁, 𝑛, 𝑘
of size n selected from N items of which k are
are labeled success and N-k labeled 𝑛𝑘
failure, is 2 = 𝑁−𝑛 𝑛𝑘 1 − 𝑘 .
𝑘 𝑁−𝑘
𝜇 = and 𝜎
𝑁 𝑁−1 𝑁 𝑁
𝑥 𝑛−𝑥
ℎ 𝑥; 𝑁, 𝑛, 𝑘 = 𝑁 ,
𝑛 Example: 5.29: A homeowner plants 6
where x,n,N, and k are all positive. bulbs selected at random from a box
containing 5 tulip bulbs and 4 daffodil
bulbs. What is the probability that he
planted 2 daffodil bulbs and 4 tulip bulbs?
 Guided Learning Activity
5.30 To avoid detection at customs, a traveler
places 6 narcotic tablets in a bottle containing 9
vitamin tablets that are similar in appearance. If
the customs official selects 3 of the tablets at
random for analysis, what is the probability that
the traveler will be arrested for illegal possession
of narcotics?
5.31 A random committee of size 3 is selected
from 4 doctors and 2 nurses. Write a formula for
the probability distribution of the random
variable X representing the number of doctors on
the committee. Find P(2 ≤ X ≤ 3).
5.33 If 7 cards are dealt from an ordinary deck of
52 playing cards, what is the probability that
(a) exactly 2 of them will be face cards?
(b) at least 1 of them will be a queen?
5.34 What is the probability that a waitress will
refuse to serve alcoholic beverages to only 2
minors if she randomly checks the IDs of 5
among 9 students, 4 of whom are minors?
5.35 A company is interested in evaluating its
current inspection procedure for shipments of
50 identical items. The procedure is to take a
sample of 5 and pass the shipment if no more
than 2 are found to be defective. What
proportion of shipments with 20% defectives
will be accepted?
5.36 A manufacturing company uses an
acceptance scheme on items from a production
line before they are shipped. The plan is a two-
stage one. Boxes of 25 items are readied for
shipment, and a sample of 3 items is tested for
defectives. If any defectives are found, the
entire box is sent back for 100% screening. If no
defectives are found, the box is shipped.
 Negative Binomial Distribution
If repeated independent trials can result in a
success with probability 𝑝 and a failure with a
probability 𝑞 = 1 − 𝑝, then the probability
distribution of the random variable 𝑋, the
number of the trial on which the kth success
occurs, is
𝑥 − 1 𝑘 𝑥−𝑘
𝑏 ∗ 𝑥; 𝑘, 𝑝 = 𝑝 𝑞 ,
𝑘−1
𝑥 = 𝑘, 𝑘 + 1, 𝑘 + 2 … .
• 5.49 The probability that a person living in a
certain city owns a dog is estimated to be 0.3.
Find the probability that the tenth person
randomly interviewed in that city is the fifth
one to own a dog.
In an NBA (National Basketball Association)
championship series, the team that wins
four games out of seven is the winner.
Suppose that teams A and B face each
other in the championship games and that
team A has probability 0.55 of winning a
game over team B.
(a) What is the probability that team A will
win the series in 6 games?
(b) What is the probability that team A will
win the series?
(c) If teams A and B were facing each other
in a regional playoff series, which is decided
by winning three out of five games, what is
the probability that team A would win the
series?
 Geometric Distribution
If repeated independent trials can
result in a success with probability
𝑝 and a failure with a probability 𝑞 =
1 − 𝑝, then the probability distribution
of the random variable 𝑋, the number
of the trial on which the first success
occurs, is
𝑔 𝑥; 𝑝 = 𝑝𝑞 𝑥−1 , 𝑥 = 1,2,3 …
MEAN AND VARIANCE
The mean and variance of a random
variable following the geometric
distribution are
1 1−𝑝
𝜇 = and 𝜎 = 22
𝑝 𝑝
5.50 Find the probability that a
person flipping a coin gets
(a) the third head on the seventh
flip;
(b) the first head on the fourth flip.
5.51 Three people toss a fair coin
and the odd one pays for coffee. If
the coins all turn up the same, they
are tossed again. Find the
probability that fewer than 4 tosses
are needed.
 Poisson Distribution
A widely-used distribution emerges as the We expect E(X) = λT from the definition
number of trials in a binomial experiment of λ. The probability distribution of X is
increases to infinity while the mean of the determined as follows. Partition the
distribution remains constant. Consider length of wire into n subintervals of
the following example. small length Δt = T/n (say, one
micrometer each). If the subintervals
are chosen small enough, the
probability that more than one flaw
3-30/98 Wire Flaws Flaws occur at occurs in a subinterval is negligible.
random along the length of a thin copper Furthermore, we can interpret the
wire. Let X denote the random variable assumption that flaw occurs at random
that counts the number of flaws in a to imply that every subinterval has the
length of T millimeters of wire and same probability of containing a flaw,
suppose that the average number of flaws say p. Also, the occurrence of a flaw in
a subinterval is assumed to be
per millimeter is λ. independent of flaws in other
subintervals.
• Example 3-30 can be generalized to•
include a broad array of random
experiments. The interval that was
partitioned was a length of wire.•
However, the same reasoning can be
applied to an interval of time, an
area, or a volume. For example,
counts of (1) particles
contamination in semiconductor
manufacturing, (2) flaws in rolls of•
textiles, (3) calls to a telephone
exchange, (4) power outages, and (5)
atomic particles emitted from a•
specimen have been successfully
modeled by the probability mass
function in the following definition.
In general, consider subintervals of
small length Δt and assume as Δt
tends to zero,
1. The probability that more than
one event in a subinterval tends to
zero.
of• 2. The probability of one event in a
subinterval tends to λΔt.
3. The event in each subinterval is
independent of other subintervals.
A random experiment with these
properties is called Poisson process.
 Poisson Distribution
λ𝑇 −𝑥
Then we can model the distribution of X 1−
𝑛
→1
as approximately a binomial random
variable. Each subinterval generates an λ𝑇 𝑛
event (flaw) or not. Therefore, 1− → 𝑒 −λ𝑇
𝑛
E(X) = λT = np
and one can solve for p to obtain Therefore,
𝑒 −λ𝑇 λ𝑇 𝑥
p = λT/n lim 𝑃 𝑋 = 𝑥 = ,𝑥 = 0, 1, 2, …
𝑛→∞ 𝑥!
From the approximate binomial
distribution Because the number of subintervals
𝑛 𝑥
𝑃 𝑋=𝑥 ≈ 𝑝 1 − 𝑝 𝑛−𝑥 tends to infinity, the range X (the
𝑥 number of flaws) can equal any
With small enough subintervals, n is large nonnegative integer.
and p is small. Basic properties of limits
can be used to show that as n increases
𝑛 λ𝑇 𝑥 λ𝑇 𝑥
→
𝑥 𝑛 𝑥!
The sum of the probabilities is 1 because and the summation on the right-hand
𝑒 −λ𝑇λ𝑇 𝑥 λ𝑇 𝑥 side of the previous equation is
σ∞
𝑥=0 = 𝑒 −λ𝑇 ∞
σ𝑥=0 recognized to be Taylor’s expansion of
𝑥! 𝑥!
ex evaluated at λT. Therefore, the
summation equals eλT and the right-
and the summation on the right-hand hand side equals = 1.
side of the previous equation is
recognized to be Taylor’s expansion of ex
evaluated at λT. Therefore, the Use consistent units for λ and T.
summation equals eλT and the right-hand For example, if λ = 2.3 flaws per
side equals = 1. millimeter, then T should be expressed
The sum of the probabilities is 1 because in millimeters. If λ = 7.1 square
𝑒 −λ𝑇λ𝑇 𝑥 λ𝑇 𝑥 centimeters, then an area of 4.5 square
σ∞
𝑥=0 = 𝑒 −λ𝑇 ∞
σ𝑥=0 inches should be expressed as T =
𝑥! 𝑥! 4.5(2.542) = 29.03 square centimeters.
 The random variable X that equals the 3-169/103 The number of
number of events in a Poisson process content changes to a Web site
is a Poisson random variable with follows a Poisson distribution
parameter 0 < λ, and
with a mean of 0.25 per day.
𝑒 −λ𝑇 λ𝑇 𝑥
(a) What is the probability of two
𝑓 𝑥 =
𝑥!
𝑥 = 0, 1, 2, … or more changes in a day?
(b) What is the probability of no
Mean and Variance content changes in five days?
If X is a Poisson random variable over an (c) What is the probability of two
interval of length T with parameter λ, or fewer changes in five days?
then
μ = E(X) = λT and σ2 = V(X) = λT
(3-16)
 Guided Learning Activity
3-132/102 The number of telephone calls
that arrive at a phone exchange is often
modeled as Poisson random variable.
Assume that on the average there are 10
calls per hour.
(a) What is the probability that there are
exactly 5 calls in one hour?
(b) What is the probability that there are 3
or fewer calls in one hour?
(c) What is the probability that there are
exactly 15 calls in two hours?
(d) What is the probability that there are
exactly 5 calls in 30 minutes?
3-165/102 When a computer disk
manufacturer tests a disk, it writes to the
disk and then tests it using a certifier.
The certifier counts the number of
missing pulses or errors. The number of
errors on a test area on a disk has a
Poisson distribution with λ = 0.2.
(a) What is the expected number of
errors per test area?
(b) What percentage of test areas have
two or fewer errors?
 Summary
A random variable is a function that
assigns a real number to each outcome in
the sample space of a random
experiment.
A continuous random variable has an
interval (either finite or infinite) of real
numbers for its range.
A discrete random variable has a finite (or
countably infinite) range.
Probability mass function provides
probabilities for the values in the range of
a discrete random variable.
The cumulative distribution function of a
discrete random variable X, denoted as
F(x), is
𝐹 𝑥 = 𝑃 𝑋 ≤ 𝑥 = σ𝑥𝑖≤𝑥 𝑓 𝑥𝑖
The mean refers to the expected
value of a random variable. For
discrete case, 𝜇 = 𝐸 𝑋 = σ𝑥 𝑥𝑓 𝑥 .
The variance is a measure of
variability defined as the expected
value of the square of the random
variable around its mean. For discrete
case,
𝜎2 = 𝑉 𝑋 = 𝐸 𝑋 − 𝜇 2
= σ𝑥 𝑥 − 𝜇 2 𝑓 𝑥
= σ𝑥 𝑥 2 𝑓 𝑥 − 𝜇2 .
 Summary
Discrete uniform random variable is a discrete Negative Binomial
random variable with a finite range and Hypergeometric Distribution
constant probability mass function
Discrete uniform distribution Geometric Distribution
f(xi) = 1/n A Poisson process is a random experiment
with events that occur in an interval and
μ = E(X) = (b + a)/2 satisfy the following assumptions. The
2 𝑏−𝑎+1 2 −1 interval can be partitioned into subintervals
𝜎 = such that the probability of more than one
12
event in a subinterval is zero, the probability
Bernoulli trials are sequences of independent of an event in a subinterval is proportional to
trials with only two outcomes, generally called the length of the subinterval, and the event
“success” and “failure”, in which the probability in each subinterval is independent of other
of success remains constant. subintervals.
Binomial distribution Poisson distribution
𝑛 𝑥
𝑓 𝑥 = 𝑥 𝑝 1 − 𝑝 𝑛−𝑥 , 𝑥 = 0, 1, … , 𝑛 𝑒 −λ𝑇 λ𝑇 𝑥
𝑓 𝑥 = 𝑥 = 0, 1, 2, …
μ = E(X) = np 𝑥!
μ = E(X) = σ2 = V(X) = λT
σ2 = V(X) = np(1 − p)
 References
• Montgomery and Runger. Applied Statistics and Probability for
Engineers, 6th Ed. © 2014
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