Discrete Random Variables and

Probability Distributions
Random Variables
Random Variable (RV): A numeric outcome that results
from an experiment
For each element of an experiments sample space, the
random variable can take on exactly one value
Discrete Random Variable: An RV that can take on only
a finite or countably infinite set of outcomes
Continuous Random Variable: An RV that can take on
any value along a continuum (but may be reported
discretely
Random Variables are denoted by upper case letters (Y)
Individual outcomes for RV are denoted by lower case
letters (y)
Probability Distributions
Probability Distribution: Table, Graph, or Formula that
describes values a random variable can take on, and its
corresponding probability (discrete RV) or density
(continuous RV)
Discrete Probability Distribution: Assigns probabilities
(masses) to the individual outcomes
Continuous Probability Distribution: Assigns density at
individual points, probability of ranges can be obtained by
integrating density function
Discrete Probabilities denoted by: p(y) = P(Y=y)
Continuous Densities denoted by: f(y)
Cumulative Distribution Function: F(y) = P(Yy)
Discrete Probability Distributions
y y F
F F
y p b Y P b F
y Y P y F
y p
y y p
y Y P y p
b
y
y
in increasing lly monotonica is ) (
1 ) ( 0 ) (
) ( ) ( ) (
) ( ) (
: (CDF) Function on Distributi Cumulative
1 ) (
0 ) (
) ( ) (
: Function (Mass) y Probabilit
all
= =
= s =
s =
=
>
= =

=
Example Rolling 2 Dice (Red/Green)
Red\Green
1 2 3 4 5 6
1
2 3 4 5 6 7
2
3 4 5 6 7 8
3
4 5 6 7 8 9
4
5 6 7 8 9 10
5
6 7 8 9 10 11
6
7 8 9 10 11 12
Y = Sum of the up faces of the two die. Table gives value of y for all elements in S
Rolling 2 Dice Probability Mass Function & CDF
y p(y) F(y)
2 1/36 1/36
3 2/36 3/36
4 3/36 6/36
5 4/36 10/36
6 5/36 15/36
7 6/36 21/36
8 5/36 26/36
9 4/36 30/36
10 3/36 33/36
11 2/36 35/36
12 1/36 36/36

=
=
=
y
t
t p y F
y
y p
2
) ( ) (
in result can die 2 ways of #
to sum can die 2 ways of #
) (
Rolling 2 Dice Probability Mass Function
Dice Rolling Probability Function
0
0.02
0.04
0.06
0.08
0.1
0.12
0.14
0.16
0.18
2 3 4 5 6 7 8 9 10 11 12
y
p
(
y
)
Rolling 2 Dice Cumulative Distribution Function
Dice Rolling - CDF
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
1 2 3 4 5 6 7 8 9 10 11 12 13
y
F
(
y
)
Expected Values of Discrete RVs
Mean (aka Expected Value) Long-Run average
value an RV (or function of RV) will take on
Variance Average squared deviation between a
realization of an RV (or function of RV) and its mean
Standard Deviation Positive Square Root of
Variance (in same units as the data)
Notation:
Mean: E(Y) =
Variance: V(Y) = o
2
Standard Deviation: o
Expected Values of Discrete RVs
| |
| | | |
( )
| | | |
2
2 2 2 2
all
2
all all
2
all
2 2
all
2
2 2 2
all
all
: Deviation Standard
) 1 ( ) ( 2
) ( ) ( 2 ) (
) ( 2 ) ( ) (
) ( )) ( ( ) ( : Variance
) ( ) ( ) ( : ) ( function a of Mean
) ( ) ( : Mean
o o



o

+ =
= + =
= + =
= + = =
= = = =
=
= =

Y E Y E
y p y yp y p y
y p y y y p y
Y E Y E Y E Y V
y p y g Y g E Y g
y yp Y E
y y y
y y
y
y
Expected Values of Linear Functions of Discrete RVs
( )
( ) ( ) | |
o o
o

a
a y p y a
y p y a y p a ay
y p b a b ay b aY V
b a y p b y yp a
y p b ay b aY E
b a b aY Y g
b aY
y
y y
y
y y
y
=
= =
= =
= + + = +
+ = + =
= + = +
+ =
+

2 2
all
2 2
all
2
2
all
2
all
2
all all
all
) ( ) (
) ( ) (
) ( ) ( ) ( ] [
) ( ) (
) ( ) ( ] [
) constants , ( ) ( : Functions Linear
Example Rolling 2 Dice
y p(y) yp(y) y
2
p(y)
2 1/36 2/36 4/36
3 2/36 6/36 18/36
4 3/36 12/36 48/36
5 4/36 20/36 100/36
6 5/36 30/36 180/36
7 6/36 42/36 294/36
8 5/36 40/36 320/36
9 4/36 36/36 324/36
10 3/36 30/36 300/36
11 2/36 22/36 242/36
12 1/36 12/36 144/36
Sum 36/36
=1.00
252/36
=7.00
1974/36=
54.833
| |
4152 . 2 8333 . 5
8333 . 5 ) 0 . 7 ( 8333 . 54
) (
0 . 7 ) ( ) (
2
2
12
2
2 2 2 2
12
2
= =
= =
= =
= = =

=
=
o
o

y
y
y p y Y E
y yp Y E
Tchebysheffs Theorem/Empirical Rule
Tchebysheff: Suppose Y is any random variable
with mean and standard deviation o. Then:
P(-ko Y +ko) 1-(1/k
2
) for k 1
k=1: P(-1o Y +1o) 1-(1/1
2
) = 0 (trivial result)
k=2: P(-2o Y +2o) 1-(1/2
2
) =
k=3: P(-3o Y +3o) 1-(1/3
2
) = 8/9
Note that this is a very conservative bound, but
that it works for any distribution

Empirical Rule (Mound Shaped Distributions)
k=1: P(-1o Y +1o) ~ 0.68
k=2: P(-2o Y +2o) ~ 0.95
k=3: P(-3o Y +3o) ~ 1
Proof of Tchebysheffs Theorem
| |
| |
2 2 2 2
2
2 2
2 2 2 2 2
2 2
) (
) (
2 2 2 2
2 2 2
2 2 2
) (
2
) (
) (
2
) (
2
2 2
1
1 ) ( ) ( 1
1
) ( 1
) ( ) (
) ( ) ( ) ( ) (
) ( : ) Region In
) ( : ) Region In
) ( ) ( ) ( ) ( ) ( ) (
) ( ) ( ) (
: Variance of definition the of use Making
) , ) [( ) )] ( ), [( ) ] ) ( ( )
: parts 3 into line real Breaking
k
k Y k P k Y k P
k k
k Y k P k
k Y P k k Y P k
k Y P k y p y k Y P k
k y k y iii
k y k y i
y p y y p y y p y
y p y Y V
k iii k -k ii -k , - i
k
-k
k
k
-k
-k
> + s s + s s > =
+ s s =
= + > + < >
+ > + + < >
> >
> s
+ +
= = =
+ +

+
+

+
+

o o o o
o
o
o o o
o o o o o
o o o o o
o o
o o

o
o o o o
o
o
o
o
o
o
Moment Generating Functions (I)
= + + + + =
= + + + + = =
+ + + =
= + + + = + + + + =
+ + + + = =

=
...
6 2
1
...
6
) (
2
) (
1
!
) (
: get we , with Replacing Now,
...
! 2
2
1 0
...
! 2
1 ...
! 3
3
! 2
2
1 0
: get we , respect to with s derivative by taking that Note
...
6 2
1
!
: of expansion series he Consider t
3 3 2 2
3 2
0
2
2
2 2
3 2
0
Y t Y t
tY
tY tY
tY
i
tY
e
tY x
x
dx
e d
e
x
x
x x
dx
de
x
x x
x
i
x
e
e
i
i
tY
x
x
x
i
i
x
x
Moment Generating Functions (II)
| |
( )
( ) ( )
K
t
k
t t
y i
i
y
ty tY
tY
t
t
tY
t t t
tY
Y E t M Y E t M Y E t M
y p
i
ty
y p e e E t M
t M e
Y Y tY Y
dt
e d
Y Y
Y t
tY Y
Y t tY
Y
dt
de
t t
= = =
(

= = =
= + + = + + + =
= + + + = + + + = + + + + =
=
=
= =

=
=
=
= = =

0
) ( 2
0 0
all 0 all
2 2
0
3 2
0
2
2
0
3 2
2
0
3 2 2
0
) ( ... , ) ( ' ' ), ( ) ( '
) (
!
) ( ) (
: ) ( as function labelling and , of value expected the Taking
... 0 ... 0
... 0 0 ...
! 2
...
! 3
3
! 2
2
0
: 0 at evaluating and respect to with s derivative Taking
M(t) is called the moment-generating function for Y, and cam be used
to derive any non-central moments of the random variable (assuming it
exists in a neighborhood around t=0).
Also, useful in determining the distributions of functions of rndom
variables
Probability Generating Functions
( )
| |
| | )) 1 ( )...( 1 ( ) (
) 1 ( ) ( ' '
) ( ) ( '
: ) ( Let
)) 1 ( )...( 1 (
) 1 (
: s derivative its and function he Consider t
1
) (
1
1
2
2
2
1
=
=
=
=
=
=
=
=
=
=

k Y Y Y E t P
Y Y E t P
Y E t P
t E t P
t k Y Y Y
dt
t d
t Y Y
dt
t d
Yt
dt
dt
t
t
k
t
t
Y
k Y
k
Y k
Y
Y
Y
Y
Y
P(t) is the
probability
generating
function for Y
Discrete Uniform Distribution
Suppose Y can take on any integer value between a and b
inclusive, each equally likely (e.g. rolling a dice, where a=1
and b=6). Then Y follows the discrete uniform distribution.
( )
( ) | |
12
) 1 )( 1 (
12
) 1 )( 1 (
) (
2
1
) (
: and 1 When : Note
)) 1 ( ( 2
) 1 ( ) 1 (
)) 1 ( ( 6
) 1 2 )( 1 ( ) 1 2 )( 1 (
) ( ) (
)) 1 ( ( 6
) 1 2 )( 1 ( ) 1 2 )( 1 (
6
) 1 2 ( ) 1 (
6
) 1 2 )( 1 (
) 1 (
1
) 1 (
1
) 1 (
1
)) 1 ( ( 2
) 1 ( ) 1 (
2
) 1 (
2
) 1 (
) 1 (
1
) 1 (
1
) 1 (
1
) (
1
of portion integer ) int(
) 1 (
) 1 ( ) ( int
0
) (
) 1 (
1
) (
2
2 2
1
1
2
1
2 2 2
1
1 1
+
=
+
=
+
=
= =
(

+ +
= =

+ +
=
=
(

+ +

=
(

=
|
|
.
|

\
|

=

+
=
(

+

=
(

=
|
|
.
|

\
|

=

>
< s


<
=
s s

=


=

= =
=

= =
n n n n
Y V
n
Y E
n b a
a b
a a b b
a b
a a a b b b
Y E Y E Y V
a b
a a a b b b
a a a b b b
a b
y y
a b a b
y Y E
a b
a a b b a a b b
a b
y y
a b a b
y Y E
b y
x x b y a
a b
a y
a y
y F
b y a
a b
y f
b
a y
a
y
b
y
b
a y
a
y
b
y
o
Bernoulli Distribution
An experiment consists of one trial. It can result in one of
2 outcomes: Success or Failure (or a characteristic being
Present or Absent).
Probability of Success is p (0<p<1)
Y = 1 if Success (Characteristic Present), 0 if not
( )
( ) | |
) 1 (
) 1 ( ) ( ) (
1 ) 1 ( 0
1 ) 1 ( 0 ) ( ) (
0 1
1
) (
2
2
2
2 2 2
1
0
p p
p p p p Y E Y E Y V
p p p Y E
p p p y yp Y E
y p
y p
y p
y
=
= = =
= + =
= + = =

=
=
=

=
o
Binomial Experiment
Experiment consists of a series of n identical trials
Each trial can end in one of 2 outcomes: Success or
Failure
Trials are independent (outcome of one has no
bearing on outcomes of others)
Probability of Success, p, is constant for all trials
Random Variable Y, is the number of Successes in
the n trials is said to follow Binomial Distribution with
parameters n and p
Y can take on the values y=0,1,,n
Notation: Y~Bin(n,p)
Binomial Distribution
( ) on Distributi y Probabilit " Legitimate " 1 ) 1 ( ) 1 ( ) (
) ( : Expansion Binomial
) 1 , , , BINOMDIST( : function by obtained is ) (
) 0 , , , BINOMDIST( : function by obtained is ) (
: Functions EXCEL
,..., 1 , 0 ) 1 ( ) ( ) ( ) 3
) 1 ( ) ) ( (and of t arrangemen each of y Probabilit ) 2
)! ( !
!
positions of sequence a in ) ) ( (and arranging of ways of # 1)
: General In
) 1 ( ) 0 ( ) 0 ( ) ( 0
) 1 ( 3 ) 1 ( ) 1 ( ) ( 1 , ,
) 1 ( 3 ) 2 ( ) 2 ( ) ( 2 , ,
) 3 ( ) 3 ( ) ( 3
: Trials 3 with experiment an of outcomes Consider
0 0
0
3
2
2
3
= + =
|
|
.
|

\
|
=
|
|
.
|

\
|
= +
=
=
=
|
|
.
|

\
|
= = =


=
|
|
.
|

\
|

= = = = =
= = = = =
= = = = =
= = = = =

= =

n
n
y
n
y
y n y
n
i
i n i n
y n y
y n y s s
s s
p p p p
y
n
y p
b a
i
n
b a
p n y y F
p n y y p
n y p p
y
n
y p y Y P
p p F y n S y
y n y
n
y
n
n F y n S y
p p Y P FFF P y FFF
p p p Y P FFS FSF SFF P y FFS FSF SFF
p p p Y P FSS SFS SSF P y FSS SFS SSF
p p Y P SSS P y SSS
Binomial Distribution (n=10,p=0.10)
0
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
0.45
0.5
0 1 2 3 4 5 6 7 8 9 10
y
p
(
y
)
Binomial Distribution (n=10, p=0.50)
0
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
0.45
0.5
0 1 2 3 4 5 6 7 8 9 10
y
p
(
y
)
Binomial Distribution(n=10,p=0.8)
0
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0 1 2 3 4 5 6 7 8 9 10
y
p
(
y
)
Binomial Distribution Expected Value
( ) ( )
( ) np np p p np q p np
q p
y n y
n
np q p
y n y
n n
Y E
n y n y y y y y
q p
y n y
n
q p
y n y y
yn
Y E
y
q p
y n y
n
y q p
y n y
n
y Y E
p q n y q p
y n y
n
y f
n
n
n
y
y n y
n
y
y n y
n
y
y n y
n
y
y n y
n
y
y n y
n
y
y n y
y n y
= = + = + =
=

=
+

=
= = + = =
(

=
(

=
= =
(

=
(

=
= =

=
+ +
=

) 1 ( ) 1 ( ) (
! ) 1 ( !
)! 1 (
! ) 1 ( !
)! 1 (
) (
1 ,..., 0 ,..., 1 : Note 1 1 Let

)! ( )! 1 (
!
)! ( )! 1 (
!
) (
) 0 when 0 (Summand

)! ( !
!
)! ( !
!
) (
1 ,..., 1 , 0
)! ( !
!
) (
1
1
1
0 *
* ) 1 ( *
* *
1
0 *
) 1 * ( 1 *
* *
* * *
1 1
1 0
Binomial Distribution Variance and S.D.
( ) ( ) ( )
( )
( )
( )
( ) ( )
( )
( ) ( )
( ) | |
) 1 (
) 1 ( ) ( ) 1 ( ) ( ) (
) 1 ( ] 1 ) 1 [( ) 1 ( ) ( ) 1 (
) 1 ( ) 1 ( ) 1 ( ) ( ) 1 (
! ) 2 ( !
)! 2 (
) 1 (
! ) 2 ( !
)! 2 )( 1 (
) 1 (
2 ,..., 0 ,..., 2 : Note 2 2 Let
)! ( )! 2 (
!
) 1 (
) 1 , 0 when 0 (Summand

)! ( !
!
) 1 (
)! ( !
!
) 1 ( ) 1 (
: not is ) ( ) 1 ( but get, to e?) (impossibl difficult is : Note
1 ,..., 1 , 0
)! ( !
!
) (
2 2 2
2
2
2 2 2 2 2 2 2
2
2
2 2 2
2
0 * *
* * ) 2 ( * *
* * *
2
2
0 * *
) 2 * * ( 2 * *
* * * *
* * * * * *
2
2 0
2 2
p np
p np np p np p n Y E Y E Y V
p np p n np np p n p n np np p n n Y E Y Y E Y E
p n n p p p n n q p p n n
q p
y n y
n
p n n q p
y n y
n n n
Y Y E
n y n y y y y y
q p
y n y
n
Y Y E
y
q p
y n y
n
y y q p
y n y
n
y y Y Y E
Y E Y E Y Y E Y E
p q n y q p
y n y
n
y f
n
n
n
y
y n y
n
y
y n y
n
y
y n y
n
y
y n y
n
y
y n y
y n y
=
= + = =
+ = + = + = + = + =
= + = + =
=

=
+

=
= = + = =

=
= =
(

=
(

=
=
= =

=
+ +
=

o
Binomial Distribution MGF & PGF
( )
( ) ( )
( ) ( )
( ) | | ( ) | | { }
( )
( ) ( ) | | ( ) { }
( )
( ) | |
( )
( ) ( )
n
n
y
y n
y
n
y
y n y y Y
n n
n
t
n
t t t
n
t
t
n
t t
n
t
n
t
n
y
y n
y
t
n
y
y n y ty tY
p pt p pt
y
n
p p
y
n
t t E t P
p np
p np np p np p n Y E Y E Y V
p np p n np np p n p n np
p p p p p n np M Y E
np p p np M Y E
e p pe e pe p pe n np t M
e p pe np pe p pe n t M
p pe p pe
y
n
p p
y
n
e e E t M
) 1 ( ) 1 (
) 1 ( ) (
) 1 (
) 1 ( ) ( ) 1 ( ) ( ) (
) 1 ( 1 ) 1 (
] 1 [ ) 1 ( ) 1 ( ) 1 ( ) 1 ( ) 1 ( ) 1 ( ) 1 ( ) 0 ( ' '
) 1 ( ) 1 ( ) 1 ( ) 0 ( ' ) (
) 1 ( ) 1 ( ) 1 ( ) ( ' '
) 1 ( ) 1 ( ) ( '
) 1 ( ) 1 (
) 1 ( ) (
0
0
2 2 2
2
2
2 2 2 2 2
1 2
2
1
1 2
1 1
0
0
+ =
|
|
.
|

\
|
=
=
(

|
|
.
|

\
|
= =
=
= + = =
+ = + = + =
= + + + = =
= + = =
+ + + =
+ = + =
+ =
|
|
.
|

\
|
=
=
(

|
|
.
|

\
|
= =

o
Geometric Distribution
Used to model the number of Bernoulli trials needed until
the first Success occurs (P(S)=p)
First Success on Trial 1 S, y = 1 p(1)=p
First Success on Trial 2 FS, y = 2 p(2)=(1-p)p
First Success on Trial k FFS, y = k p(k)=(1-p)
k-1
p
1
) 1 ( 1
1
) 1 ( ) (
,... 1 , 0 ,... 2 , 1 that noting and 1 Setting
) 1 ( ) 1 ( ) (
,... 2 , 1 ) 1 ( ) (
0 *
*
1
* *
1
1
1
1
1
1
= =
(

= =
= = =
= =
= =

p
p
p
p p p y p
y y y y
p p p p y p
y p p y p
y
y
y
y
y
y
y
y
y
Geometric Distribution - Expectations
| |
( )
( ) | |
( )
( )
( ) ( )
( ) | |
2
2 2 2
2
2
2
2
2 2 2
2
2 3 3
3
2 2
2
1
1
2
2
1
2
2
1
2
2
1
1
2 2 2
1
1
1 1 1
1
1 1 2 1 2
) ( ) (
2 ) 1 ( 2 1 2
) ( ) 1 (
2 2
1
2
) 1 ( ) 1 ( 2
) 1 (
1
1
) 1 ( ) 1 (
1
) 1 (
) 1 (
) 1 (
) 1 ( ) 1 )( 1 (
1
) (
p
q
p
q
p
p
p
p
p p
p
Y E Y E Y V
p
p
p
p p
p p
q
Y E Y Y E Y E
p
q
p
pq
q
pq
q pq
q dq
d
pq
q
q
dq
d
pq
q q
dq
d
pq q
dq
d
pq
dq
q d
pq p q y y Y Y E
p p
p
q
q q p
q
q q
p
q
q
dq
d
p
q q
dq
d
p q
dq
d
p
dq
dq
p p q y Y E
y
y
y
y
y
y
y
y
y
y
y
y
y
y
y
y
=
=

=

=
(

= =

=
+
= + = + =
= =

= =

=
(

=
=
(

= = = =
= =

+
=
(

=
(

=
=
(

== = = =

o
Geometric Distribution MGF & PGF
( ) ( )
( )
( ) ( )
( )
t p
pt
tq
pt
tq
q
ptq
tq
q
p
q t
q
p
p q t t E t P
e p
pe
qe
pe
qe
q
pqe
qe
q
p
q e
q
p
p q e e E t M
y
y
y
y
y
y y
y
y y Y
t
t
t
t
y
y
t
t
y
y
t
y
y ty
y
y ty tY
) 1 ( 1 1
) (
) 1 ( 1 1
) (
1
1
1 1 1
1
1
1
1 1 1
1

=

= =
= = = = =

=

= =
= = = = =

Negative Binomial Distribution

Used to model the number of trials needed until the r
th

Success (extension of Geometric distribution)
Based on there being r-1 Successes in first y-1 trials,
followed by a Success

5) Chapter in Given (Proof
) 1 (
) (
5) Chapter in Given (Proof ) (
,... 1 , ) 1 (
1
1
) (
2
p
p r
Y V
p
r
Y E
r r y p p
r
y
y p
r y r

=
=
+ =
|
|
.
|

\
|

=

Poisson Distribution
Distribution often used to model the number of
incidences of some characteristic in time or space:
Arrivals of customers in a queue
Numbers of flaws in a roll of fabric
Number of typos per page of text.
Distribution obtained as follows:
Break down the area into many small pieces (n pieces)
Each piece can have only 0 or 1 occurrences (p=P(1))
Let =np Average number of occurrences over area
Y # occurrences in area is sum of 0
s
& 1
s
over pieces
Y ~ Bin(n,p) with p = /n
Take limit of Binomial Distribution as n with p = /n
Poisson Distribution - Derivation
) 1 , , POISSON( : ) (
) 0 , , POISSON( : ) (
: Functions EXCEL
on Distributi y Probabilit " Legitimate " 1
! !
) (
!
: function l exponentia of expansion Series
,... 2 , 1 , 0
! !
) ( lim
1 lim : get we Calculus, From
1 lim
!
) ( lim
fixed all for 1
1
lim ... lim : Note
1
1
...
1
lim
!
1
) (
) 1 )...( 1 (
lim
!
1
)! (
)! )( 1 )...( 1 (
lim
!
1
)! ( !
!
lim ) ( lim
: as limit Taking
1
)! ( !
!
) 1 (
)! ( !
!
) (
0 0 0
0

y y F
y y p
e e
y
e
y
e
y p
i
x
e
y
y
e
e
y
y p
e
n
a
n y
y p
y
n
y n
n
n
n n
y n
n
n
n
n
y n n
y n n n
y
n
n
n y n n
y n y n n n
y n n y n y
n
y p
n
n n y n y
n
p p
y n y
n
y p
y
y
y
y
y
x
i
x
y y
n
a
n
n
n
n
y
n
n n
n
n
y
n
y
n
y
y n
y
n
y
y n y
n n
y n y
y n y
=
=
= = = =
=
= = =
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= = |
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=
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= |
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|
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.
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|

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|
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|

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=

=

Poisson Distribution - Expectations
( )
( ) ( )
( ) | |
o

=
= + = =
+ = + =
= =

=
=

=
(

=
(

=
= =

=
(

=
(

=
= =

2 2
2
2
2 2
2 2
2
2
2
2 2 0
1
1
1 1 0
] [ ) ( ) (
) ( ) 1 (
)! 2 (
)! 2 ( !
) 1 (
!
) 1 ( ) 1 (
)! 1 ( )! 1 ( ! !
) (
,... 2 , 1 , 0
!
) (
Y E Y E Y V
Y E Y Y E Y E
e e
y
e
y
e
y
e
y y
y
e
y y Y Y E
e e
y
e
y
e
y
e
y
y
e
y Y E
y
y
e
y f
y
y
y
y
y
y
y
y
y
y
y
y
y
y
y
y
y
Poisson Distribution MGF & PGF
( )
( )
( )
( )
( )
( )
( )
) 1 (
0
0 0
1
0
0 0
!
! !
) (
!
! !
) (

= = =
= =
(

= =
= = =
= =
(

= =

t t
y
y
y
y
y
y
y Y
e e
y
y
t
y
y
t
y
y
ty tY
e e e
y
t
e
y
t e
y
e
t t E t P
e e e
y
e
e
y
e e
y
e
e e E t M
t t

Hypergeometric Distribution
Finite population generalization of Binomial Distribution
Population:
N Elements
k Successes (elements with characteristic if interest)
Sample:
n Elements
Y = # of Successes in sample (y = 0,1,,,,,min(n,k)
5) Chapter in (Proof
1
) (
5) Chapter in (Proof ) (
) , min( ,..., 1 , 0 ) (
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|

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|

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.
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|
=
N
n N
N
k N
N
k
n Y V
N
k
n Y E
k n y
n
N
y n
k N
y
k
y p