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Understanding Probability Mass Functions

This document defines and provides examples of a probability mass function (PMF), which describes the probability of discrete random variables taking on particular values. A PMF must satisfy two properties: 1) the probabilities must be greater than or equal to 0, and 2) the total probability across all possible values must be 1. The document provides an example of a PMF where a random variable can take on the values 0, 1, 2, or 3 with equal probability. It also defines the expected value of a discrete random variable as the weighted average of all possible values, where each value is weighted by its respective probability according to the PMF.

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Rhone Christian Narciso Salcedo
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302 views9 pages

Understanding Probability Mass Functions

This document defines and provides examples of a probability mass function (PMF), which describes the probability of discrete random variables taking on particular values. A PMF must satisfy two properties: 1) the probabilities must be greater than or equal to 0, and 2) the total probability across all possible values must be 1. The document provides an example of a PMF where a random variable can take on the values 0, 1, 2, or 3 with equal probability. It also defines the expected value of a discrete random variable as the weighted average of all possible values, where each value is weighted by its respective probability according to the PMF.

Uploaded by

Rhone Christian Narciso Salcedo
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
  • Mass Function of a Discrete Random Variable
  • Probability Distribution and Mass Function
  • Basic Properties of Probability Functions
  • Illustrative Example
  • More Examples of Probability Mass Functions
  • Expected Value of a Discrete Random Variable
  • Expected Value Examples
  • Exercise on Probability Mass Functions

Mass Function of

a Discrete Random
Variable
Probability Distribution
⬗ Consists of the value a random variable
can assume and its corresponding
probability.
⬗ Describes the probability of each
specific value in a random variable.

Probability Mass Function


⬗ Probability distribution of a discrete
random variable.
2
Two basic properties
1. 𝒇 𝒙 = 𝑷 𝑿 ≥ 𝟎 𝒊𝒇 𝒙
∈ 𝒕𝒉𝒆 𝒔𝒖𝒑𝒑𝒐𝒓𝒕 𝑺
2. 𝒙∈𝑺 𝒇 𝒙 = 𝒙∈𝑺 𝑷 𝑿 =𝟏

The set of values that the random


variable can take
3
Example
Suppose a random variable X can only take the four
values (0, 1, 2, and 3). If each value has equal
probability, then its probability mass function is

𝟏
𝒊𝒇 𝒙 = 𝟎
𝟒
𝟏
𝒊𝒇 𝒙 = 𝟏 𝟏
𝟒 𝒊𝒇 𝒙 = 𝟎, 𝟏, 𝟐, 𝒐𝒓 𝟑
𝒇 𝒙 = 𝟏
𝒊𝒇 𝒙 = 𝟐 or 𝒇 𝒙 = 𝟒
𝟒
𝟏
𝟎, 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆
𝟒
𝒊𝒇 𝒙 = 𝟑
𝟎, 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆
“
Let f(x)=kx for x=1, 2, 3, 4.
find k so that f(x) satisfies
the two properties of being a
probability mass function.

5
More examples
⬗ Consider the pmf:
1
𝑓 𝑥 = 6 𝑥 𝑖𝑓 𝑥 ∈ {1, 2, 3}
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Show that P(X) is indeed a probability mass function
⬗ Consider the pmf:
1 2
𝑓 𝑥 = 30 𝑥 𝑖𝑓 𝑥 ∈ {1, 2, 3}
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Show that f(x) is indeed a probability mass function.
6
Expected value of a discrete
random variable
 Denoted by E(X)
 The weighted average of the elements
x in the support S where each element
is weighted by its respective
probability
 𝐸 𝑋 = 𝑥 • 𝑓(𝑥)

7
Example
Let X be a discrete Let X be a discrete
random variable and S={0, random variable and S={
1, 2, 3} be its support. 1, 2, 3} be its support.
With the pmf of X given With the pmf of X given
below, below,
1 1
, 𝑖𝑓 𝑥 ∈ 𝑆 𝑥, 𝑖𝑓 𝑥 ∈ 𝑆
𝑓 𝑥 = 4 𝑓 𝑥 = 6
0, 𝑖𝑓 𝑥 ∈ 𝑆 0, 𝑖𝑓 𝑥 ∈ 𝑆
Compute the expected value Compute the expected value
of X of X
8
Exercise
Let f(x)=kx for x=2, 3, 4. Find k so that the function of
f(x) satisfies the two properties of a probability mass
function.
Compute the expected value.

Mass Function of a Discrete Random Variable
⬗Consists of the value a random variable can assume and its corresponding probability. ⬗Describes the probability of each
Two basic properties 1. 𝒇𝒙= 𝑷𝑿≥𝟎𝒊𝒇𝒙 ∈𝒕𝒉𝒆𝒔𝒖𝒑𝒑𝒐𝒓𝒕𝑺 2. 𝒙∈𝑺𝒇𝒙= 𝒙∈𝑺𝑷𝑿= 𝟏 3Support S The set of value
Example Suppose a random variable X can only take the four values (0, 1, 2, and 3). If each value has equal probability, th
“Let f(x)=kx for x=1, 2, 3, 4. find k so that f(x) satisfies the two properties of being a probability mass function. 5
More examples ⬗Consider the pmf: 𝑓𝑥= 1 6 𝑥𝑖𝑓𝑥∈{1, 2, 3} 0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒 Show that P(X) is indeed a probability m
Expected value of a discrete random variable Denoted by E(X) The weighted average of the elements x in the support S wher
Let X be a discrete random variable and S={0, 1, 2, 3} be its support. With the pmf of X given below, 𝑓𝑥= 1 4 , 𝑖𝑓?
Exercise Let f(x)=kx for x=2, 3, 4. Find k so that the function of f(x) satisfies the two properties of a probability mass

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