Probability distribution function

Mathematical expectation
Some usual discrete random variables

Discrete Random Variables

Dr. Mohamed Kobeissi

December 21, 2020

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Definition
Mathematical expectation Probability distribution function
Some usual discrete random variables Cumulative distribution function

Probability distribution function

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Definition
Mathematical expectation Probability distribution function
Some usual discrete random variables Cumulative distribution function

A random variable is discrete if it takes a finite or countably

infinite number of values.

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Definition
Mathematical expectation Probability distribution function
Some usual discrete random variables Cumulative distribution function

A random variable is discrete if it takes a finite or countably

infinite number of values. The set of values taken by a random
variable X is denoted by S(X )

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Definition
Mathematical expectation Probability distribution function
Some usual discrete random variables Cumulative distribution function

Example 1

A coin is tossed 3 times. Let X be the number of heads

among the three tosses;

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Definition
Mathematical expectation Probability distribution function
Some usual discrete random variables Cumulative distribution function

Example 1

A coin is tossed 3 times. Let X be the number of heads

among the three tosses; X is a discrete random variable, and
S(X ) = {0, 1, 2, 3}

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Definition
Mathematical expectation Probability distribution function
Some usual discrete random variables Cumulative distribution function

Example 1

A coin is tossed 3 times. Let X be the number of heads

among the three tosses; X is a discrete random variable, and
S(X ) = {0, 1, 2, 3}
{X = 0} is the event {TTT };

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Definition
Mathematical expectation Probability distribution function
Some usual discrete random variables Cumulative distribution function

Example 1

A coin is tossed 3 times. Let X be the number of heads

among the three tosses; X is a discrete random variable, and
S(X ) = {0, 1, 2, 3}
{X = 0} is the event {TTT }; in general, {X = x} for x value
taken by X is an event

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Definition
Mathematical expectation Probability distribution function
Some usual discrete random variables Cumulative distribution function

The probability distribution function (pdf) of a random

variable X is a listing of all the values taken by X with their
respective probabilities

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Definition
Mathematical expectation Probability distribution function
Some usual discrete random variables Cumulative distribution function

The pdf of the variable X in example 1, the number of heads

among three tosses, is:

x 0 1 2 3
f (x) 1/8 3/8 3/8 1/8

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Definition
Mathematical expectation Probability distribution function
Some usual discrete random variables Cumulative distribution function

Property: The sum of the probability of all the values taken by

a random variable is 1, i.e.
X
f (x) = 1
x

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Definition
Mathematical expectation Probability distribution function
Some usual discrete random variables Cumulative distribution function

Property: The sum of the probability of all the values taken by

a random variable is 1, i.e.
X
f (x) = 1
x

[
proof: S = {X = x}
x

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Definition
Mathematical expectation Probability distribution function
Some usual discrete random variables Cumulative distribution function

Property: The sum of the probability of all the values taken by

a random variable is 1, i.e.
X
f (x) = 1
x

[ [ 
proof: S = {X = x} ⇒ P {X = x} = P(S)
x x

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Definition
Mathematical expectation Probability distribution function
Some usual discrete random variables Cumulative distribution function

Property: The sum of the probability of all the values taken by

a random variable is 1, i.e.
X
f (x) = 1
x

[ [ 
proof: S = {X = x} ⇒ P {X = x} = P(S)
x x
P
therefore x P(X = x) = 1

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Definition
Mathematical expectation Probability distribution function
Some usual discrete random variables Cumulative distribution function

Example 2

Let Y be the number of tossing of a fair coin until a head

appears.

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Definition
Mathematical expectation Probability distribution function
Some usual discrete random variables Cumulative distribution function

Example 2

Let Y be the number of tossing of a fair coin until a head

appears.Y is discrete and

Y {1, 2, 3, . . . , n, . . .}

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Definition
Mathematical expectation Probability distribution function
Some usual discrete random variables Cumulative distribution function

Example 2

Let Y be the number of tossing of a fair coin until a head

appears.Y is discrete and

Y {1, 2, 3, . . . , n, . . .}

{Y = 1} = {H}

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Definition
Mathematical expectation Probability distribution function
Some usual discrete random variables Cumulative distribution function

Example 2

Let Y be the number of tossing of a fair coin until a head

appears.Y is discrete and

Y {1, 2, 3, . . . , n, . . .}
1
{Y = 1} = {H}, and P(Y = 1) = 2

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Definition
Mathematical expectation Probability distribution function
Some usual discrete random variables Cumulative distribution function

Example 2

Let Y be the number of tossing of a fair coin until a head

appears.Y is discrete and

Y {1, 2, 3, . . . , n, . . .}
1
{Y = 1} = {H}, and P(Y = 1) = 2

{Y = 2} = {TH}

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Definition
Mathematical expectation Probability distribution function
Some usual discrete random variables Cumulative distribution function

Example 2

Let Y be the number of tossing of a fair coin until a head

appears.Y is discrete and

Y {1, 2, 3, . . . , n, . . .}
1
{Y = 1} = {H}, and P(Y = 1) = 2
1
{Y = 2} = {TH}, and P(Y = 2) = 22

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Definition
Mathematical expectation Probability distribution function
Some usual discrete random variables Cumulative distribution function

Example 2

Let Y be the number of tossing of a fair coin until a head

appears.Y is discrete and

Y {1, 2, 3, . . . , n, . . .}
1
{Y = 1} = {H}, and P(Y = 1) = 2
1
{Y = 2} = {TH}, and P(Y = 2) = 22

more generally {Y = y } = TT . . . T} H
| {z
(y −1)times

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Definition
Mathematical expectation Probability distribution function
Some usual discrete random variables Cumulative distribution function

Example 2

Let Y be the number of tossing of a fair coin until a head

appears.Y is discrete and

Y {1, 2, 3, . . . , n, . . .}
1
{Y = 1} = {H}, and P(Y = 1) = 2
1
{Y = 2} = {TH}, and P(Y = 2) = 22
1
more generally {Y = y } = TT . . . T} H, and P(Y = y ) =
| {z 2y
(y −1)times

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Definition
Mathematical expectation Probability distribution function
Some usual discrete random variables Cumulative distribution function

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Definition
Mathematical expectation Probability distribution function
Some usual discrete random variables Cumulative distribution function

The cumulative distribution function (cdf) of a random

variable X is defined by:
X
F (x) = P(X ≤ x) = f (k)
k≤x

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Definition
Mathematical expectation Probability distribution function
Some usual discrete random variables Cumulative distribution function

The cdf of the variable X in example 1 is:

x 0 1 2 3
F (x) 1/8 4/8 7/8 1

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Definition
Mathematical expectation Probability distribution function
Some usual discrete random variables Cumulative distribution function

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Definition
Mathematical expectation Probability distribution function
Some usual discrete random variables Cumulative distribution function

The pdf and the cdf of a random variable of X are related by

the formula:
f (x) = F (x) − F (x − 1)

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

Mathematical expectation

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

The mean (expected value, average) of a discrete random

variable X , denoted E (X ) (or µ), is defined by:
X
E (X ) = xf (x)
x values
taken by X

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

The expectation of g (X ), where g is ”any” function, is

defined by: X
E (g (X )) = g (x)f (x)
x values
taken by X

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

Linearity of E (X )

If X is a discrete random variable, with pdf f (x) = P(X = x),

then
E (aX + b) = aE (X ) + b , a, b ∈ R

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

Linearity of E (X )

If X is a discrete random variable, with pdf f (x) = P(X = x),

then
E (aX + b) = aE (X ) + b , a, b ∈ R
proof: E (aX + b) =

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

Linearity of E (X )

If X is a discrete random variable, with pdf f (x) = P(X = x),

then
E (aX + b) = aE (X ) + b , a, b ∈ R
X
proof: E (aX + b) = (ax + b)P(X = x)
x

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

Linearity of E (X )

If X is a discrete random variable, with pdf f (x) = P(X = x),

then
E (aX + b) = aE (X ) + b , a, b ∈ R
X
proof: E (aX + b) = (ax + b)P(X = x)
x
X X
=a xP(X = x) + b P(X = x)
x x

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

Linearity of E (X )

If X is a discrete random variable, with pdf f (x) = P(X = x),

then
E (aX + b) = aE (X ) + b , a, b ∈ R
X
proof: E (aX + b) = (ax + b)P(X = x)
x
X X
=a xP(X = x) + b P(X = x)
x x

= aE (X ) + b

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

Defining formula

The variance of X , denoted Var (X ) (or σ 2 ) is defined by

h i
Var (X ) = E (X − E (X ))2

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

Computing formula

The variance of X , can be computed by the formula

Var (X ) = E (X 2 ) − (E (X ))2

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

Computing formula

The variance of X , can be computed by the formula

Var (X ) = E (X 2 ) − (E (X ))2

proof:
Var (X ) = E [(X − E (X ))2 ]

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

Computing formula

The variance of X , can be computed by the formula

Var (X ) = E (X 2 ) − (E (X ))2

proof: h i
Var (X ) = E [(X − E (X ))2 ] = E X 2 − 2XE (X ) + (E (X ))2

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

Computing formula

The variance of X , can be computed by the formula

Var (X ) = E (X 2 ) − (E (X ))2

proof: h i
Var (X ) = E [(X − E (X ))2 ] = E X 2 − 2XE (X ) + (E (X ))2

= E (X 2 ) − 2E (X )E (X ) + (E (X ))2

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

Computing formula

The variance of X , can be computed by the formula

Var (X ) = E (X 2 ) − (E (X ))2

proof: h i
Var (X ) = E [(X − E (X ))2 ] = E X 2 − 2XE (X ) + (E (X ))2

= E (X 2 ) − 2E (X )E (X ) + (E (X ))2
= E (X 2 ) − (E (X ))2

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

Properties for the variance

If X is a discrete random variable, then

a) Var (X ) ≥ 0; moreover Var (X ) = 0 iff X = E (X )

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

Properties for the variance

If X is a discrete random variable, then

a) Var (X ) ≥ 0; moreover Var (X ) = 0 iff X = E (X )

proof: Var (X ) = E ((X − E (X ))2 ≥ 0 cause the average of

positive values

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

Properties for the variance

If X is a discrete random variable, then

a) Var (X ) ≥ 0; moreover Var (X ) = 0 iff X = E (X )

proof: Var (X ) = E ((X − E (X ))2 ≥ 0 cause the average of

positive values

and
Var (X ) = 0 ⇒ E ((X − E (X ))2 = 0

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

Properties for the variance

If X is a discrete random variable, then

a) Var (X ) ≥ 0; moreover Var (X ) = 0 iff X = E (X )

proof: Var (X ) = E ((X − E (X ))2 ≥ 0 cause the average of

positive values

and
Var (X ) = 0 ⇒ E ((X − E (X ))2 = 0 ⇒ (X − E (X ))2 = 0

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

Properties for the variance

If X is a discrete random variable, then

a) Var (X ) ≥ 0; moreover Var (X ) = 0 iff X = E (X )

proof: Var (X ) = E ((X − E (X ))2 ≥ 0 cause the average of

positive values

and
Var (X ) = 0 ⇒ E ((X − E (X ))2 = 0 ⇒ (X − E (X ))2 = 0 ⇒
X = E (X )

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

b) Var (aX + b) = a2 Var (X ) , a, b ∈ R

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

b) Var (aX + b) = a2 Var (X ) , a, b ∈ R

h i2
proof: Var (aX + b) = E (aX + b) − E (aX + b)

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

b) Var (aX + b) = a2 Var (X ) , a, b ∈ R

h i2
proof: Var (aX + b) = E (aX + b) − E (aX + b)
h i
2
= E (aX + b − aE (X ) − b)

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

b) Var (aX + b) = a2 Var (X ) , a, b ∈ R

h i2
proof: Var (aX + b) = E (aX + b) − E (aX + b)
h i
2
= E (aX + b − aE (X ) − b)

= a2 E (X − E (X ))2

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

b) Var (aX + b) = a2 Var (X ) , a, b ∈ R

h i2
proof: Var (aX + b) = E (aX + b) − E (aX + b)
h i
2
= E (aX + b − aE (X ) − b)

= a2 E (X − E (X ))2
= a2 Var (X )

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

Standard deviation

The standard deviation of a discrete random variable X ,

denoted σ, is the square root of the variance of X , i.e
p
σ(X ) = Var (X )

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

Standard deviation

The standard deviation of a discrete random variable X ,

denoted σ, is the square root of the variance of X , i.e
p
σ(X ) = Var (X )

It is simple to check that

σ(aX + b) = |a|σ(X )

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

Standard deviation

The standard deviation of a discrete random variable X ,

denoted σ, is the square root of the variance of X , i.e
p
σ(X ) = Var (X )

It is simple to check that

σ(aX + b) = |a|σ(X )
p
proof: σ(aX + b) = Var (aX + b)

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

Standard deviation

The standard deviation of a discrete random variable X ,

denoted σ, is the square root of the variance of X , i.e
p
σ(X ) = Var (X )

It is simple to check that

σ(aX + b) = |a|σ(X )
p p
proof: σ(aX + b) = Var (aX + b) = a2 Var (X )

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

Standard deviation

The standard deviation of a discrete random variable X ,

denoted σ, is the square root of the variance of X , i.e
p
σ(X ) = Var (X )

It is simple to check that

σ(aX + b) = |a|σ(X )
p p
proof: σ(aX + b) = Var (aX + b) = a2 Var (X ) = |a|σ(X )

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

Exercise

a) For the variable X in example 1, find

E (X ), E (3X + 1), Var (X ), and Var (2X − 1)

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

b) Same question for the variable Y in example 2

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

Dr. Mohamed Kobeissi Discrete Random Variables

 Probability distribution function Mean of a random variable
Mathematical expectation Mean of a function of random variable
Some usual discrete random variables Variance of a random variable

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

Some usual discrete random variables

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

Bernoulli

A Bernoulli random variable is a variable that takes exactly

two values, 1 (success) and 0 (failure).

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

Bernoulli

A Bernoulli random variable is a variable that takes exactly

two values, 1 (success) and 0 (failure).The pdf of a Bernoulli
random variable X with parameter p, denoted b(p), is

f (x) = (1 − p)1−x p x , x ∈ {0, 1}

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

Bernoulli

A Bernoulli random variable is a variable that takes exactly

two values, 1 (success) and 0 (failure).The pdf of a Bernoulli
random variable X with parameter p, denoted b(p), is

f (x) = (1 − p)1−x p x , x ∈ {0, 1}

E (X ) = p, and Var (X ) = p(1 − p)

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

Binomial

A Binomial random variable is a repetition of n independent

Bernoulli trials, with the same probability of success p.

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

Binomial

A Binomial random variable is a repetition of n independent

Bernoulli trials, with the same probability of success p. If X
denotes the number of successes among the n trials, then X is
Binomial, with parameters n and p, denoted b(n, p).

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

Binomial

A Binomial random variable is a repetition of n independent

Bernoulli trials, with the same probability of success p. If X
denotes the number of successes among the n trials, then X is
Binomial, with parameters n and p, denoted b(n, p). Its pdf is
given by:

f (x) = Cnx (1 − p)n−x p x , x ∈ {0, 1, 2, . . . , n}

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

- E (X ) = np

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

- Var (X ) = np(1 − p)

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

Example

A multiple choice exam consists of 20 questions. Each

question has 4 possible answers from which only one is correct.
Each correct answer is given 2 points, and each wrong answer
is given −1/2 point. Sarah, who takes the test, knows the
answer for 8 questions, and guesses on the other 12. What is
the mean grade obtained by Sarah ?

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

Geometric

A Geometric random variable is a repetition of independent

Bernoulli trials, with the same probability of success p, until
one success occurs.

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

Geometric

A Geometric random variable is a repetition of independent

Bernoulli trials, with the same probability of success p, until
one success occurs. If X denotes the number of trials needed,
then X is geometric with parameter p, denoted G(p).

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

Geometric

A Geometric random variable is a repetition of independent

Bernoulli trials, with the same probability of success p, until
one success occurs. If X denotes the number of trials needed,
then X is geometric with parameter p, denoted G(p).Its pdf is
given by:

f (x) = (1 − p)x−1 p , x ∈ {1, 2, . . . , n, . . .}

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

1
- E (X ) = p

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

1−p
- Var (X ) = p2

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

Three fair dice are rolled repeatedly until the sum of their up
faces exceed 16. Find the expected number of rolling needed

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

Negative Binomial

A Negative Binomial random variable is a repetition of

independent Bernoulli trials, with the same probability of
success p, until r success occurs.

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

Negative Binomial

A Negative Binomial random variable is a repetition of

independent Bernoulli trials, with the same probability of
success p, until r success [Link] X denotes the number
trials needed, then X is negative binomial with parameters r
and p, denoted NB(r , p).

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

Negative Binomial

A Negative Binomial random variable is a repetition of

independent Bernoulli trials, with the same probability of
success p, until r success [Link] X denotes the number
trials needed, then X is negative binomial with parameters r
and p, denoted NB(r , p). Its pdf is given by:
r −1
f (x) = Cx−1 (1 − p)x−r p r , x ∈ {r , r + 1, r + 2, . . .}

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

Negative Binomial

A Negative Binomial random variable is a repetition of

independent Bernoulli trials, with the same probability of
success p, until r success [Link] X denotes the number
trials needed, then X is negative binomial with parameters r
and p, denoted NB(r , p). Its pdf is given by:
r −1
f (x) = Cx−1 (1 − p)x−r p r , x ∈ {r , r + 1, r + 2, . . .}

E (X ) = pr , and Var (X ) = r . 1−p

p2

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

A certain basketball player makes a foul shot with probability

0.45. Find the probability that his second baskets occur
between the eighth and the tenth shot

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

Poisson distribution

A random variable X with pdf

λk
P(X = k) = e −λ , k = 0, 1, 2, 3, . . . (λ > 0)
k!
is called Poisson distribution with parameter λ, denoted P(λ)

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

∞
X λk
E (X ) = k e −λ
k=0
k!

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

∞ ∞
X
−λ λk X λk
E (X ) = ke = e −λ
k=0
k! k=1
(k − 1)!

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

∞ ∞
X
−λ λk X λk
E (X ) = ke = e −λ
k=0
k! k=1
(k − 1)!

∞
−λ
X λk−1
= λe
k=1
(k − 1)!

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

∞ ∞
X
−λ λk X λk
E (X ) = ke = e −λ
k=0
k! k=1
(k − 1)!

∞
−λ
X λk−1
= λe =λ
k=1
(k − 1)!

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

∞
X λk
E (X (X − 1)) = k(k − 1) e −λ
k=0
k!

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

∞
X λk
E (X (X − 1)) = k(k − 1) e −λ
k=0
k!

∞
2 −λ
X λk−2
=λ e
k=2
(k − 2)!

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

∞
X λk
E (X (X − 1)) = k(k − 1) e −λ
k=0
k!

∞
X λk−2
=λ e 2 −λ
= λ2
k=2
(k − 2)!

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

∞
X λk
E (X (X − 1)) = k(k − 1) e −λ
k=0
k!

∞
X λk−2
=λ e 2 −λ
= λ2
k=2
(k − 2)!

hence E (X 2 ) = E (X (X − 1)) + E (X ) = λ2 + λ

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

∞
X λk
E (X (X − 1)) = k(k − 1) e −λ
k=0
k!

∞
X λk−2
=λ e 2 −λ
= λ2
k=2
(k − 2)!

hence E (X 2 ) = E (X (X − 1)) + E (X ) = λ2 + λ
and Var (X ) = λ

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

Dr. Mohamed Kobeissi Discrete Random Variables

 Bernoulli
Probability distribution function Binomial
Mathematical expectation Geometric
Some usual discrete random variables Negative Binomial
The Poisson distribution

Dr. Mohamed Kobeissi Discrete Random Variables