Chapter 3.
Discrete random variables
ThienNV (FPTU) Chapter 3. Discrete random variables 1 / 31
1 3.1 Discrete random variables
2 3.2 Probability distributions and Probability mass functions
3 3.3 Cumulative distribution functions
4 3.4 Mean and Variance
5 3.5 Discrete Uniform Distribution
6 3.6 Binomial Distribution
7 3.7 Geometric and negative binomial distribution
8 3.8 Hypergeometric distribution
9 3.9 Poisson distribution
ThienNV (FPTU) Chapter 3. Discrete random variables 2 / 31
3.1 Discrete random variables
Definition
A random variable is a variable whose value is subject to variations due to
chance ( randomness).
Definition
A discrete random variables is a random variable that can take either a
finite or at most a countably infinite set of discrete values (for example,
the integers).
ThienNV (FPTU) Chapter 3. Discrete random variables 3 / 31
3.1 Discrete random variables
Definition
A random variable is a variable whose value is subject to variations due to
chance ( randomness).
Definition
A discrete random variables is a random variable that can take either a
finite or at most a countably infinite set of discrete values (for example,
the integers).
Example
The number of students of class SE1507 that come to class on a given day
is a discrete random variable.
ThienNV (FPTU) Chapter 3. Discrete random variables 3 / 31
3.1 Discrete random variables
Definition
A random variable is a variable whose value is subject to variations due to
chance ( randomness).
Definition
A discrete random variables is a random variable that can take either a
finite or at most a countably infinite set of discrete values (for example,
the integers).
Example
The number of students of class SE1507 that come to class on a given day
is a discrete random variable.
Tosses a fair coin five times. The number of appeared faces is head. This
is a discrete random variable whose set of values is {0, 1, 2, 3, 4, 5}.
ThienNV (FPTU) Chapter 3. Discrete random variables 3 / 31
3.1 Discrete random variables
Definition
A random variable is a variable whose value is subject to variations due to
chance ( randomness).
Definition
A discrete random variables is a random variable that can take either a
finite or at most a countably infinite set of discrete values (for example,
the integers).
Example
The number of students of class SE1507 that come to class on a given day
is a discrete random variable.
Tosses a fair coin five times. The number of appeared faces is head. This
is a discrete random variable whose set of values is {0, 1, 2, 3, 4, 5}.
The lifetime of a certain type of electronic device is not a discrete random
variable.
ThienNV (FPTU) Chapter 3. Discrete random variables 3 / 31
3.1 Discrete random variables
Definition
A random variable is a variable whose value is subject to variations due to
chance ( randomness).
Definition
A discrete random variables is a random variable that can take either a
finite or at most a countably infinite set of discrete values (for example,
the integers).
Example
The number of students of class SE1507 that come to class on a given day
is a discrete random variable.
Tosses a fair coin five times. The number of appeared faces is head. This
is a discrete random variable whose set of values is {0, 1, 2, 3, 4, 5}.
The lifetime of a certain type of electronic device is not a discrete random
variable.
ThienNV (FPTU) Chapter 3. Discrete random variables 3 / 31
3.2 Probability distributions and Probability mass functions
Definition
For a discrete random variable X with possible values x1 , x2 , . . . , xn , a
probability mass function is a function such that:
(1) f (xi ) ≥ 0
ThienNV (FPTU) Chapter 3. Discrete random variables 4 / 31
3.2 Probability distributions and Probability mass functions
Definition
For a discrete random variable X with possible values x1 , x2 , . . . , xn , a
probability mass function is a function such that:
(1) f (xi ) ≥ 0
n
P
(2) f (xi ) = 1
i=1
ThienNV (FPTU) Chapter 3. Discrete random variables 4 / 31
3.2 Probability distributions and Probability mass functions
Definition
For a discrete random variable X with possible values x1 , x2 , . . . , xn , a
probability mass function is a function such that:
(1) f (xi ) ≥ 0
n
P
(2) f (xi ) = 1
i=1
(3) P(X = xi ) = f (xi ).
ThienNV (FPTU) Chapter 3. Discrete random variables 4 / 31
3.2 Probability distributions and Probability mass functions
Definition
For a discrete random variable X with possible values x1 , x2 , . . . , xn , a
probability mass function is a function such that:
(1) f (xi ) ≥ 0
n
P
(2) f (xi ) = 1
i=1
(3) P(X = xi ) = f (xi ).
ThienNV (FPTU) Chapter 3. Discrete random variables 4 / 31
3.2 Probability distributions and Probability mass functions
Definition
For a discrete random variable X with possible values x1 , x2 , . . . , xn , a
probability mass function is a function such that:
(1) f (xi ) ≥ 0
n
P
(2) f (xi ) = 1
i=1
(3) P(X = xi ) = f (xi ).
Definition
The probability distribution of a random variable X is a description of the
probabilities associated with the possible values of X .
ThienNV (FPTU) Chapter 3. Discrete random variables 4 / 31
3.2 Probability distributions and Probability mass functions
Definition
For a discrete random variable X with possible values x1 , x2 , . . . , xn , a
probability mass function is a function such that:
(1) f (xi ) ≥ 0
n
P
(2) f (xi ) = 1
i=1
(3) P(X = xi ) = f (xi ).
Definition
The probability distribution of a random variable X is a description of the
probabilities associated with the possible values of X .
ThienNV (FPTU) Chapter 3. Discrete random variables 4 / 31
3.2 Probability distributions and Probability mass functions
Definition
For a discrete random variable X with possible values x1 , x2 , . . . , xn , a
probability mass function is a function such that:
(1) f (xi ) ≥ 0
n
P
(2) f (xi ) = 1
i=1
(3) P(X = xi ) = f (xi ).
Definition
The probability distribution of a random variable X is a description of the
probabilities associated with the possible values of X .
ThienNV (FPTU) Chapter 3. Discrete random variables 4 / 31
Example
Tosses a fair coin twice. Let X be the number of appearance of Head face.
Then the set of possible values of X is {0, 1, 2}. We have
ThienNV (FPTU) Chapter 3. Discrete random variables 5 / 31
Example
Tosses a fair coin twice. Let X be the number of appearance of Head face.
Then the set of possible values of X is {0, 1, 2}. We have
1 1 1
P(X = 0) = , P(X = 1) = , P(X = 2) = .
4 2 4
The probability distribution of X can be given under the following table
ThienNV (FPTU) Chapter 3. Discrete random variables 5 / 31
Example
Tosses a fair coin twice. Let X be the number of appearance of Head face.
Then the set of possible values of X is {0, 1, 2}. We have
1 1 1
P(X = 0) = , P(X = 1) = , P(X = 2) = .
4 2 4
The probability distribution of X can be given under the following table
X 0 1 2
P(X) 1/4 1/2 1/4
ThienNV (FPTU) Chapter 3. Discrete random variables 5 / 31
Example
Tosses a fair coin twice. Let X be the number of appearance of Head face.
Then the set of possible values of X is {0, 1, 2}. We have
1 1 1
P(X = 0) = , P(X = 1) = , P(X = 2) = .
4 2 4
The probability distribution of X can be given under the following table
X 0 1 2
P(X) 1/4 1/2 1/4
ThienNV (FPTU) Chapter 3. Discrete random variables 5 / 31
Example
Suppose that f (x ) = 2x15+a is the probability mass function of a discrete
random variable X with possible value 1, 2, 4. Find the value of a.
Answer: We find a by solve the constraints:
ThienNV (FPTU) Chapter 3. Discrete random variables 6 / 31
Example
Suppose that f (x ) = 2x15+a is the probability mass function of a discrete
random variable X with possible value 1, 2, 4. Find the value of a.
Answer: We find a by solve the constraints:
f (1) = (2 + a)/15 > 0
f (2) = (4 + a)/15 > 0
f (4) = (8 + a)/15 > 0
f (1) + f (2) + f (4) = (14 + 3a)/15 = 1
ThienNV (FPTU) Chapter 3. Discrete random variables 6 / 31
Example
Suppose that f (x ) = 2x15+a is the probability mass function of a discrete
random variable X with possible value 1, 2, 4. Find the value of a.
Answer: We find a by solve the constraints:
f (1) = (2 + a)/15 > 0
f (2) = (4 + a)/15 > 0
f (4) = (8 + a)/15 > 0
f (1) + f (2) + f (4) = (14 + 3a)/15 = 1
Hence a = 1/3.
ThienNV (FPTU) Chapter 3. Discrete random variables 6 / 31
Example
Suppose that f (x ) = 2x15+a is the probability mass function of a discrete
random variable X with possible value 1, 2, 4. Find the value of a.
Answer: We find a by solve the constraints:
f (1) = (2 + a)/15 > 0
f (2) = (4 + a)/15 > 0
f (4) = (8 + a)/15 > 0
f (1) + f (2) + f (4) = (14 + 3a)/15 = 1
Hence a = 1/3.
ThienNV (FPTU) Chapter 3. Discrete random variables 6 / 31
3.3 Cumulative distribution functions
Definition
The cumulative distribution function of a discrete random variable X ,
denoted as F (x ) is
X
F (a) = P(X ≤ a) = f (xi ).
xi ≤a
ThienNV (FPTU) Chapter 3. Discrete random variables 7 / 31
3.3 Cumulative distribution functions
Definition
The cumulative distribution function of a discrete random variable X ,
denoted as F (x ) is
X
F (a) = P(X ≤ a) = f (xi ).
xi ≤a
We have
(1) F (x ) = P(X ≤ x )
ThienNV (FPTU) Chapter 3. Discrete random variables 7 / 31
3.3 Cumulative distribution functions
Definition
The cumulative distribution function of a discrete random variable X ,
denoted as F (x ) is
X
F (a) = P(X ≤ a) = f (xi ).
xi ≤a
We have
(1) F (x ) = P(X ≤ x )
(2) 0 ≤ F (x ) ≤ 1
ThienNV (FPTU) Chapter 3. Discrete random variables 7 / 31
3.3 Cumulative distribution functions
Definition
The cumulative distribution function of a discrete random variable X ,
denoted as F (x ) is
X
F (a) = P(X ≤ a) = f (xi ).
xi ≤a
We have
(1) F (x ) = P(X ≤ x )
(2) 0 ≤ F (x ) ≤ 1
(2) F is increasing, i.e. F (x ) ≤ F (y ) whenever x < y .
ThienNV (FPTU) Chapter 3. Discrete random variables 7 / 31
3.3 Cumulative distribution functions
Definition
The cumulative distribution function of a discrete random variable X ,
denoted as F (x ) is
X
F (a) = P(X ≤ a) = f (xi ).
xi ≤a
We have
(1) F (x ) = P(X ≤ x )
(2) 0 ≤ F (x ) ≤ 1
(2) F is increasing, i.e. F (x ) ≤ F (y ) whenever x < y .
ThienNV (FPTU) Chapter 3. Discrete random variables 7 / 31
3.3 Cumulative distribution functions
Definition
The cumulative distribution function of a discrete random variable X ,
denoted as F (x ) is
X
F (a) = P(X ≤ a) = f (xi ).
xi ≤a
We have
(1) F (x ) = P(X ≤ x )
(2) 0 ≤ F (x ) ≤ 1
(2) F is increasing, i.e. F (x ) ≤ F (y ) whenever x < y .
ThienNV (FPTU) Chapter 3. Discrete random variables 7 / 31
Example
The cumulative distribution function of a discrete random variable X given
by
0 if x < 0
0.25 if 0 ≤ x < 4
F (x ) =
0.75 if 4 ≤ x < 8
1 if x ≥ 8
Find P(X ≤ 5), P(1 ≤ X < 4), P(X > 6).
Answer: We have
ThienNV (FPTU) Chapter 3. Discrete random variables 8 / 31
Example
The cumulative distribution function of a discrete random variable X given
by
0 if x < 0
0.25 if 0 ≤ x < 4
F (x ) =
0.75 if 4 ≤ x < 8
1 if x ≥ 8
Find P(X ≤ 5), P(1 ≤ X < 4), P(X > 6).
Answer: We have
P(X ≤ 5) = F (5) = 0.75
P(1 ≤ X < 4) = P(X < 4) − P(X < 1) = 0.25 − 0.25 = 0
P(X > 6) = 1 − P(X ≤ 6 = 1 − F (6) = 1 − 0.75 = 0.25
ThienNV (FPTU) Chapter 3. Discrete random variables 8 / 31
Example
The cumulative distribution function of a discrete random variable X given
by
0 if x < 0
0.25 if 0 ≤ x < 4
F (x ) =
0.75 if 4 ≤ x < 8
1 if x ≥ 8
Find P(X ≤ 5), P(1 ≤ X < 4), P(X > 6).
Answer: We have
P(X ≤ 5) = F (5) = 0.75
P(1 ≤ X < 4) = P(X < 4) − P(X < 1) = 0.25 − 0.25 = 0
P(X > 6) = 1 − P(X ≤ 6 = 1 − F (6) = 1 − 0.75 = 0.25
ThienNV (FPTU) Chapter 3. Discrete random variables 8 / 31
Example
The random variable X represents the number of tests that a patient
entering a hospital will have along with the corresponding probabilities.
Find the mean and standard deviation for the random variable X .
x 0 1 2 3 4
P(x) 1/8 1/4 3/8 1/8 1/8
Find the cumulative distribution function of X .
Answer: We have
ThienNV (FPTU) Chapter 3. Discrete random variables 9 / 31
Example
The random variable X represents the number of tests that a patient
entering a hospital will have along with the corresponding probabilities.
Find the mean and standard deviation for the random variable X .
x 0 1 2 3 4
P(x) 1/8 1/4 3/8 1/8 1/8
Find the cumulative distribution function of X .
Answer: We have
0 if x < 0
1/8 if 0 ≤ x < 1
3/8 if 1 ≤ x < 2
F (x ) =
3/4 if 2 ≤ x < 3
7/8 if 3 ≤ x < 4
1 if x ≥ 4
ThienNV (FPTU) Chapter 3. Discrete random variables 9 / 31
Example
The random variable X represents the number of tests that a patient
entering a hospital will have along with the corresponding probabilities.
Find the mean and standard deviation for the random variable X .
x 0 1 2 3 4
P(x) 1/8 1/4 3/8 1/8 1/8
Find the cumulative distribution function of X .
Answer: We have
0 if x < 0
1/8 if 0 ≤ x < 1
3/8 if 1 ≤ x < 2
F (x ) =
3/4 if 2 ≤ x < 3
7/8 if 3 ≤ x < 4
1 if x ≥ 4
ThienNV (FPTU) Chapter 3. Discrete random variables 9 / 31
3.4 Mean and Variance
Definition
The mean or expected value of the discrete random variable X, denoted as
E (X ) or µ is X
µ = E (X ) = xi f (xi )
i
The variance of X , denoted by σ2 or V (X ) is
X X
σ 2 = V (X ) = E (X − µ)2 = (xi − µ)2 f (xi ) = xi2 f (xi ) − µ2
i i
ThienNV (FPTU) Chapter 3. Discrete random variables 10 / 31
3.4 Mean and Variance
Definition
The mean or expected value of the discrete random variable X, denoted as
E (X ) or µ is X
µ = E (X ) = xi f (xi )
i
The variance of X , denoted by σ2 or V (X ) is
X X
σ 2 = V (X ) = E (X − µ)2 = (xi − µ)2 f (xi ) = xi2 f (xi ) − µ2
i i
The standard deviation of X is
√ q
σ= σ2 = V (X )
ThienNV (FPTU) Chapter 3. Discrete random variables 10 / 31
3.4 Mean and Variance
Definition
The mean or expected value of the discrete random variable X, denoted as
E (X ) or µ is X
µ = E (X ) = xi f (xi )
i
The variance of X , denoted by σ2 or V (X ) is
X X
σ 2 = V (X ) = E (X − µ)2 = (xi − µ)2 f (xi ) = xi2 f (xi ) − µ2
i i
The standard deviation of X is
√ q
σ= σ2 = V (X )
ThienNV (FPTU) Chapter 3. Discrete random variables 10 / 31
Example
The random variable X represents the number of tests that a patient
entering a hospital will have along with the corresponding probabilities.
Find the mean and standard deviation for the random variable X
x 0 1 2 3 4
P(x) 1/8 1/4 3/8 1/8 1/8
Find the mean and standard deviation of X .
ThienNV (FPTU) Chapter 3. Discrete random variables 11 / 31
Example
The random variable X represents the number of tests that a patient
entering a hospital will have along with the corresponding probabilities.
Find the mean and standard deviation for the random variable X
x 0 1 2 3 4
P(x) 1/8 1/4 3/8 1/8 1/8
Find the mean and standard deviation of X .
Answer: The mean of X is:
µ = 0 ∗ 1/8 + 1 ∗ 1/4 + 2 ∗ 3/8 + 3 ∗ 1/8 + 4 ∗ 1/8 = 1.875
ThienNV (FPTU) Chapter 3. Discrete random variables 11 / 31
Example
The random variable X represents the number of tests that a patient
entering a hospital will have along with the corresponding probabilities.
Find the mean and standard deviation for the random variable X
x 0 1 2 3 4
P(x) 1/8 1/4 3/8 1/8 1/8
Find the mean and standard deviation of X .
Answer: The mean of X is:
µ = 0 ∗ 1/8 + 1 ∗ 1/4 + 2 ∗ 3/8 + 3 ∗ 1/8 + 4 ∗ 1/8 = 1.875
The variance of X :
σ 2 = 02 ∗ 1/8 + 12 ∗ 1/4 + 22 ∗ 3/8 + 32 ∗ 1/8 + 42 ∗ 1/8 − 1.8752 = 1.36
ThienNV (FPTU) Chapter 3. Discrete random variables 11 / 31
Example
The random variable X represents the number of tests that a patient
entering a hospital will have along with the corresponding probabilities.
Find the mean and standard deviation for the random variable X
x 0 1 2 3 4
P(x) 1/8 1/4 3/8 1/8 1/8
Find the mean and standard deviation of X .
Answer: The mean of X is:
µ = 0 ∗ 1/8 + 1 ∗ 1/4 + 2 ∗ 3/8 + 3 ∗ 1/8 + 4 ∗ 1/8 = 1.875
The variance of X :
σ 2 = 02 ∗ 1/8 + 12 ∗ 1/4 + 22 ∗ 3/8 + 32 ∗ 1/8 + 42 ∗ 1/8 − 1.8752 = 1.36
√
Hence the standard deviation of X is 1.36 = 1.1662
ThienNV (FPTU) Chapter 3. Discrete random variables 11 / 31
Example
The random variable X represents the number of tests that a patient
entering a hospital will have along with the corresponding probabilities.
Find the mean and standard deviation for the random variable X
x 0 1 2 3 4
P(x) 1/8 1/4 3/8 1/8 1/8
Find the mean and standard deviation of X .
Answer: The mean of X is:
µ = 0 ∗ 1/8 + 1 ∗ 1/4 + 2 ∗ 3/8 + 3 ∗ 1/8 + 4 ∗ 1/8 = 1.875
The variance of X :
σ 2 = 02 ∗ 1/8 + 12 ∗ 1/4 + 22 ∗ 3/8 + 32 ∗ 1/8 + 42 ∗ 1/8 − 1.8752 = 1.36
√
Hence the standard deviation of X is 1.36 = 1.1662
ThienNV (FPTU) Chapter 3. Discrete random variables 11 / 31
Example
x
Suppose that f (x ) = 24 + 18 is the probability mass function of a discrete
random variable X with possible value 1, 2, 4, 5. Find the variance of X .
ThienNV (FPTU) Chapter 3. Discrete random variables 12 / 31
Example
x
Suppose that f (x ) = 24 + 18 is the probability mass function of a discrete
random variable X with possible value 1, 2, 4, 5. Find the variance of X .
Answer: We have
f (1) = 1/6, f (2) = 5/24, f (4) = 7/24, f (5) = 1/3
ThienNV (FPTU) Chapter 3. Discrete random variables 12 / 31
Example
x
Suppose that f (x ) = 24 + 18 is the probability mass function of a discrete
random variable X with possible value 1, 2, 4, 5. Find the variance of X .
Answer: We have
f (1) = 1/6, f (2) = 5/24, f (4) = 7/24, f (5) = 1/3
The mean of X is
µ = 1 ∗ 1/6 + 2 ∗ 5/24 + 4 ∗ 7/24 + 5 ∗ 1/3 ≈ 3.4167
ThienNV (FPTU) Chapter 3. Discrete random variables 12 / 31
Example
x
Suppose that f (x ) = 24 + 18 is the probability mass function of a discrete
random variable X with possible value 1, 2, 4, 5. Find the variance of X .
Answer: We have
f (1) = 1/6, f (2) = 5/24, f (4) = 7/24, f (5) = 1/3
The mean of X is
µ = 1 ∗ 1/6 + 2 ∗ 5/24 + 4 ∗ 7/24 + 5 ∗ 1/3 ≈ 3.4167
Hence the variance of X is
σ 2 = 12 ∗ 1/6 + 22 ∗ 5/24 + 42 ∗ 7/24 + 52 ∗ 1/3 − 3.41672 ≈ 2.3262
ThienNV (FPTU) Chapter 3. Discrete random variables 12 / 31
Example
x
Suppose that f (x ) = 24 + 18 is the probability mass function of a discrete
random variable X with possible value 1, 2, 4, 5. Find the variance of X .
Answer: We have
f (1) = 1/6, f (2) = 5/24, f (4) = 7/24, f (5) = 1/3
The mean of X is
µ = 1 ∗ 1/6 + 2 ∗ 5/24 + 4 ∗ 7/24 + 5 ∗ 1/3 ≈ 3.4167
Hence the variance of X is
σ 2 = 12 ∗ 1/6 + 22 ∗ 5/24 + 42 ∗ 7/24 + 52 ∗ 1/3 − 3.41672 ≈ 2.3262
ThienNV (FPTU) Chapter 3. Discrete random variables 12 / 31
Theorem
For X , Y be discrete random variables and a, b be constants
E (aX + bY ) = aE (X ) + bE (Y )
V (aX ) = a2 V (X )
ThienNV (FPTU) Chapter 3. Discrete random variables 13 / 31
Theorem
For X , Y be discrete random variables and a, b be constants
E (aX + bY ) = aE (X ) + bE (Y )
V (aX ) = a2 V (X )
Theorem
If X is a discrete random variable with probability mass function f (x )
X
E [h(x )] = h(xi )f (xi ).
i
ThienNV (FPTU) Chapter 3. Discrete random variables 13 / 31
Theorem
For X , Y be discrete random variables and a, b be constants
E (aX + bY ) = aE (X ) + bE (Y )
V (aX ) = a2 V (X )
Theorem
If X is a discrete random variable with probability mass function f (x )
X
E [h(x )] = h(xi )f (xi ).
i
ThienNV (FPTU) Chapter 3. Discrete random variables 13 / 31
3.5 Discrete Uniform Distribution
Definition
A random variable X has a discrete uniform distribution if each of the n
values in its range, say, has equal probability. Then,
1
f (xi ) = .
n
Example
Let the random variable X have a discrete uniform distribution on the
integers 1 ≤ X ≤ 11. Determine P(X < 5).
ThienNV (FPTU) Chapter 3. Discrete random variables 14 / 31
3.5 Discrete Uniform Distribution
Definition
A random variable X has a discrete uniform distribution if each of the n
values in its range, say, has equal probability. Then,
1
f (xi ) = .
n
Example
Let the random variable X have a discrete uniform distribution on the
integers 1 ≤ X ≤ 11. Determine P(X < 5).
ThienNV (FPTU) Chapter 3. Discrete random variables 14 / 31
3.5 Discrete Uniform Distribution
Definition
A random variable X has a discrete uniform distribution if each of the n
values in its range, say, has equal probability. Then,
1
f (xi ) = .
n
Example
Let the random variable X have a discrete uniform distribution on the
integers 1 ≤ X ≤ 11. Determine P(X < 5).
Answer:
P(X < 5) = P(X = 1) + P(X = 2) + P(X = 3) + P(X = 4) = 4/11.
ThienNV (FPTU) Chapter 3. Discrete random variables 14 / 31
3.5 Discrete Uniform Distribution
Definition
A random variable X has a discrete uniform distribution if each of the n
values in its range, say, has equal probability. Then,
1
f (xi ) = .
n
Example
Let the random variable X have a discrete uniform distribution on the
integers 1 ≤ X ≤ 11. Determine P(X < 5).
Answer:
P(X < 5) = P(X = 1) + P(X = 2) + P(X = 3) + P(X = 4) = 4/11.
ThienNV (FPTU) Chapter 3. Discrete random variables 14 / 31
Example
Product codes of 1, 2 or 3 letters are equally likely. What is the mean of
the number of letters in 30 codes?
ThienNV (FPTU) Chapter 3. Discrete random variables 15 / 31
Example
Product codes of 1, 2 or 3 letters are equally likely. What is the mean of
the number of letters in 30 codes?
Answer: Let X be the number of letter in a product code. This is a
discrete uniform distribution and
1+2+3
E (X ) = =2
3
ThienNV (FPTU) Chapter 3. Discrete random variables 15 / 31
Example
Product codes of 1, 2 or 3 letters are equally likely. What is the mean of
the number of letters in 30 codes?
Answer: Let X be the number of letter in a product code. This is a
discrete uniform distribution and
1+2+3
E (X ) = =2
3
Hence, the mean of the number of letters in 30 codes is
E (30X ) = 30E (X ) = 2 ∗ 30 = 60
ThienNV (FPTU) Chapter 3. Discrete random variables 15 / 31
Example
Product codes of 1, 2 or 3 letters are equally likely. What is the mean of
the number of letters in 30 codes?
Answer: Let X be the number of letter in a product code. This is a
discrete uniform distribution and
1+2+3
E (X ) = =2
3
Hence, the mean of the number of letters in 30 codes is
E (30X ) = 30E (X ) = 2 ∗ 30 = 60
ThienNV (FPTU) Chapter 3. Discrete random variables 15 / 31
Example
Product codes of 1, 2 or 3 letters are equally likely. What is the mean of
the number of letters in 30 codes?
Answer: Let X be the number of letter in a product code. This is a
discrete uniform distribution and
1+2+3
E (X ) = =2
3
Hence, the mean of the number of letters in 30 codes is
E (30X ) = 30E (X ) = 2 ∗ 30 = 60
ThienNV (FPTU) Chapter 3. Discrete random variables 15 / 31
Theorem
Suppose X is a discrete uniform random variable on the consecutive
integers a, a + 1, . . . , b. Then the mean of X is
a+b
E (X ) = µ =
2
and the variance of X is
ThienNV (FPTU) Chapter 3. Discrete random variables 16 / 31
Theorem
Suppose X is a discrete uniform random variable on the consecutive
integers a, a + 1, . . . , b. Then the mean of X is
a+b
E (X ) = µ =
2
and the variance of X is
(b − a + 1)2 − 1
V (X ) = σ 2 = .
12
ThienNV (FPTU) Chapter 3. Discrete random variables 16 / 31
Theorem
Suppose X is a discrete uniform random variable on the consecutive
integers a, a + 1, . . . , b. Then the mean of X is
a+b
E (X ) = µ =
2
and the variance of X is
(b − a + 1)2 − 1
V (X ) = σ 2 = .
12
Example
Suppose that X has a discrete uniform distribution on the integers 3 to 11.
Find E (5X + 1) and V (2X ).
ThienNV (FPTU) Chapter 3. Discrete random variables 16 / 31
Theorem
Suppose X is a discrete uniform random variable on the consecutive
integers a, a + 1, . . . , b. Then the mean of X is
a+b
E (X ) = µ =
2
and the variance of X is
(b − a + 1)2 − 1
V (X ) = σ 2 = .
12
Example
Suppose that X has a discrete uniform distribution on the integers 3 to 11.
Find E (5X + 1) and V (2X ).
ThienNV (FPTU) Chapter 3. Discrete random variables 16 / 31
Theorem
Suppose X is a discrete uniform random variable on the consecutive
integers a, a + 1, . . . , b. Then the mean of X is
a+b
E (X ) = µ =
2
and the variance of X is
(b − a + 1)2 − 1
V (X ) = σ 2 = .
12
Example
Suppose that X has a discrete uniform distribution on the integers 3 to 11.
Find E (5X + 1) and V (2X ).
Answer: We have E (X ) = (3 + 11)/2 = 7. Hence
E (5X + 1) = 5E (X ) + 1 = 36.
ThienNV (FPTU) Chapter 3. Discrete random variables 16 / 31
Theorem
Suppose X is a discrete uniform random variable on the consecutive
integers a, a + 1, . . . , b. Then the mean of X is
a+b
E (X ) = µ =
2
and the variance of X is
(b − a + 1)2 − 1
V (X ) = σ 2 = .
12
Example
Suppose that X has a discrete uniform distribution on the integers 3 to 11.
Find E (5X + 1) and V (2X ).
Answer: We have E (X ) = (3 + 11)/2 = 7. Hence
E (5X + 1) = 5E (X ) + 1 = [Link],
(11 − 3 + 1)2 − 1
V (X ) = = 20/3 ⇒ V (2X ) = 22 V (X ) = 4∗20/3 = 80/3
12
ThienNV (FPTU) Chapter 3. Discrete random variables 16 / 31
Theorem
Suppose X is a discrete uniform random variable on the consecutive
integers a, a + 1, . . . , b. Then the mean of X is
a+b
E (X ) = µ =
2
and the variance of X is
(b − a + 1)2 − 1
V (X ) = σ 2 = .
12
Example
Suppose that X has a discrete uniform distribution on the integers 3 to 11.
Find E (5X + 1) and V (2X ).
Answer: We have E (X ) = (3 + 11)/2 = 7. Hence
E (5X + 1) = 5E (X ) + 1 = [Link],
(11 − 3 + 1)2 − 1
V (X ) = = 20/3 ⇒ V (2X ) = 22 V (X ) = 4∗20/3 = 80/3
12
ThienNV (FPTU) Chapter 3. Discrete random variables 16 / 31
Example
Let X be a discrete uniform distribution with values 1, 2, 3, 5, 8. Find the
standard deviation of X .
ThienNV (FPTU) Chapter 3. Discrete random variables 17 / 31
Example
Let X be a discrete uniform distribution with values 1, 2, 3, 5, 8. Find the
standard deviation of X .
Answer: The mean of X is E (X ) = µ = (1 + 2 + 3 + 5 + 8)/5 = 3.8.
ThienNV (FPTU) Chapter 3. Discrete random variables 17 / 31
Example
Let X be a discrete uniform distribution with values 1, 2, 3, 5, 8. Find the
standard deviation of X .
Answer: The mean of X is E (X ) = µ = (1 + 2 + 3 + 5 + 8)/5 = [Link]
variance of X is
σ 2 = (12 + 22 + 32 + 52 + 82 ) ∗ 1/5 − 3.82 = 6.16
ThienNV (FPTU) Chapter 3. Discrete random variables 17 / 31
Example
Let X be a discrete uniform distribution with values 1, 2, 3, 5, 8. Find the
standard deviation of X .
Answer: The mean of X is E (X ) = µ = (1 + 2 + 3 + 5 + 8)/5 = [Link]
variance of X is
σ 2 = (12 + 22 + 32 + 52 + 82 ) ∗ 1/5 − 3.82 = 6.16
√
Hence the standard deviation of X is σ = 6.16 ≈ 2.482
ThienNV (FPTU) Chapter 3. Discrete random variables 17 / 31
Example
Let X be a discrete uniform distribution with values 1, 2, 3, 5, 8. Find the
standard deviation of X .
Answer: The mean of X is E (X ) = µ = (1 + 2 + 3 + 5 + 8)/5 = [Link]
variance of X is
σ 2 = (12 + 22 + 32 + 52 + 82 ) ∗ 1/5 − 3.82 = 6.16
√
Hence the standard deviation of X is σ = 6.16 ≈ 2.482
ThienNV (FPTU) Chapter 3. Discrete random variables 17 / 31
Example
Let X be a discrete uniform distribution with values 1, 2, 3, 5, 8. Find the
standard deviation of X .
Answer: The mean of X is E (X ) = µ = (1 + 2 + 3 + 5 + 8)/5 = [Link]
variance of X is
σ 2 = (12 + 22 + 32 + 52 + 82 ) ∗ 1/5 − 3.82 = 6.16
√
Hence the standard deviation of X is σ = 6.16 ≈ 2.482
ThienNV (FPTU) Chapter 3. Discrete random variables 17 / 31
3.6 Binomial Distribution
Definition
A trial with only two possible outcomes is used so frequently as a building
block of a random experiment that it is called a Bernoulli trial. The
probability of a success in each trial, denoted as p.
Example
When we roll a dice randomly, then the probability of the appearance of
the face five is 1/6.
ThienNV (FPTU) Chapter 3. Discrete random variables 18 / 31
3.6 Binomial Distribution
Definition
A trial with only two possible outcomes is used so frequently as a building
block of a random experiment that it is called a Bernoulli trial. The
probability of a success in each trial, denoted as p.
Example
When we roll a dice randomly, then the probability of the appearance of
the face five is 1/6.
ThienNV (FPTU) Chapter 3. Discrete random variables 18 / 31
Definition
A random experiment consists of n Bernoulli trials such that:
(1) The trials are independent.
ThienNV (FPTU) Chapter 3. Discrete random variables 19 / 31
Definition
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”.
ThienNV (FPTU) Chapter 3. Discrete random variables 19 / 31
Definition
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.
ThienNV (FPTU) Chapter 3. Discrete random variables 19 / 31
Definition
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.
The random variable X that equals the number of trials that result in a
success has a binomial random variable with parameters n, p. The
probability mass function of X is
ThienNV (FPTU) Chapter 3. Discrete random variables 19 / 31
Definition
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.
The random variable X that equals the number of trials that result in a
success has a binomial random variable with parameters n, p. The
probability mass function of X is
!
n x
f (x ) = p (1 − p)n−x , x = 0, 1, . . . , n.
x
ThienNV (FPTU) Chapter 3. Discrete random variables 19 / 31
Definition
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.
The random variable X that equals the number of trials that result in a
success has a binomial random variable with parameters n, p. The
probability mass function of X is
!
n x
f (x ) = p (1 − p)n−x , x = 0, 1, . . . , n.
x
ThienNV (FPTU) Chapter 3. Discrete random variables 19 / 31
Examples
Example
The random variable X has a binomial distribution with n = 10 and
p = 0.1. Determine the following probabilities.
a) P(X = 4) b) P(X > 2) c) P(1 ≤ X < 4).
Answer:
ThienNV (FPTU) Chapter 3. Discrete random variables 20 / 31
Examples
Example
The random variable X has a binomial distribution with n = 10 and
p = 0.1. Determine the following probabilities.
a) P(X = 4) b) P(X > 2) c) P(1 ≤ X < 4).
Answer:
!
10
a) 0.14 (1 − 0.1)6 = 0.01116
4
10
!
X 10
b) 0.1x (1 − 0.1)10−x
x =3
x
! ! !
10 10 10
=1− 0.10 0.910 − 0.11 0.99 − 0.12 0.98 = 0.0702
0 1 2
3
!
X 10
c)P(X = 1) + P(X = 2) + P(X = 3) = 0.1x 0.910−x = 0.6385
x =1
x
ThienNV (FPTU) Chapter 3. Discrete random variables 20 / 31
Examples
Example
The random variable X has a binomial distribution with n = 10 and
p = 0.1. Determine the following probabilities.
a) P(X = 4) b) P(X > 2) c) P(1 ≤ X < 4).
Answer:
!
10
a) 0.14 (1 − 0.1)6 = 0.01116
4
10
!
X 10
b) 0.1x (1 − 0.1)10−x
x =3
x
! ! !
10 10 10
=1− 0.10 0.910 − 0.11 0.99 − 0.12 0.98 = 0.0702
0 1 2
3
!
X 10
c)P(X = 1) + P(X = 2) + P(X = 3) = 0.1x 0.910−x = 0.6385
x =1
x
ThienNV (FPTU) Chapter 3. Discrete random variables 20 / 31
Examples
Example
In a recent survey, 80% of the community favored building a police
substation in their neighborhood. If 15 citizens are chosen, what is the
probability that the number favoring the substation is more than 13?
Answer:
ThienNV (FPTU) Chapter 3. Discrete random variables 21 / 31
Examples
Example
In a recent survey, 80% of the community favored building a police
substation in their neighborhood. If 15 citizens are chosen, what is the
probability that the number favoring the substation is more than 13?
Answer: Let X be the number favoring the substation. Then X follows
the binomial distribution with n = 15 and p = 0.8.
ThienNV (FPTU) Chapter 3. Discrete random variables 21 / 31
Examples
Example
In a recent survey, 80% of the community favored building a police
substation in their neighborhood. If 15 citizens are chosen, what is the
probability that the number favoring the substation is more than 13?
Answer: Let X be the number favoring the substation. Then X follows
the binomial distribution with n = 15 and p = [Link] want to compute
P(X > 13) = P(X = 14) + P(X = 15)
! !
15 15
= 0.814 ∗ 0.21 + 0.815 ∗ 0.20 = 0.1671
14 15
ThienNV (FPTU) Chapter 3. Discrete random variables 21 / 31
Examples
Example
In a recent survey, 80% of the community favored building a police
substation in their neighborhood. If 15 citizens are chosen, what is the
probability that the number favoring the substation is more than 13?
Answer: Let X be the number favoring the substation. Then X follows
the binomial distribution with n = 15 and p = [Link] want to compute
P(X > 13) = P(X = 14) + P(X = 15)
! !
15 15
= 0.814 ∗ 0.21 + 0.815 ∗ 0.20 = 0.1671
14 15
ThienNV (FPTU) Chapter 3. Discrete random variables 21 / 31
Mean and variance
Theorem
If X is a binomial random variable with parameters p and n,
E (X ) = µ = np and V (X ) = σ 2 = np(1 − p).
Example
According to a college survey, 20% of all students work full time. Find the
standard deviation for the random variable X , the number of students who
work full time in samples of size 40.
ThienNV (FPTU) Chapter 3. Discrete random variables 22 / 31
Mean and variance
Theorem
If X is a binomial random variable with parameters p and n,
E (X ) = µ = np and V (X ) = σ 2 = np(1 − p).
Example
According to a college survey, 20% of all students work full time. Find the
standard deviation for the random variable X , the number of students who
work full time in samples of size 40.
Answer:
ThienNV (FPTU) Chapter 3. Discrete random variables 22 / 31
Mean and variance
Theorem
If X is a binomial random variable with parameters p and n,
E (X ) = µ = np and V (X ) = σ 2 = np(1 − p).
Example
According to a college survey, 20% of all students work full time. Find the
standard deviation for the random variable X , the number of students who
work full time in samples of size 40.
Answer: X has a binomial distribution with parameters n = 40 and
p = 0.2.
ThienNV (FPTU) Chapter 3. Discrete random variables 22 / 31
Mean and variance
Theorem
If X is a binomial random variable with parameters p and n,
E (X ) = µ = np and V (X ) = σ 2 = np(1 − p).
Example
According to a college survey, 20% of all students work full time. Find the
standard deviation for the random variable X , the number of students who
work full time in samples of size 40.
Answer: X has a binomial distribution with parameters n = 40 and
p = [Link] have the variance of X :
V (X ) = σX2 = np(1 − p) = 40 ∗ 0.2 ∗ 0.8 = 6.4
ThienNV (FPTU) Chapter 3. Discrete random variables 22 / 31
Mean and variance
Theorem
If X is a binomial random variable with parameters p and n,
E (X ) = µ = np and V (X ) = σ 2 = np(1 − p).
Example
According to a college survey, 20% of all students work full time. Find the
standard deviation for the random variable X , the number of students who
work full time in samples of size 40.
Answer: X has a binomial distribution with parameters n = 40 and
p = [Link] have the variance of X :
V (X ) = σX2 = np(1 − p) = 40 ∗ 0.2 ∗ 0.8 = 6.4
√
Hence the standard deviation of X is σX = 6.4 = 2.5298.
ThienNV (FPTU) Chapter 3. Discrete random variables 22 / 31
Mean and variance
Theorem
If X is a binomial random variable with parameters p and n,
E (X ) = µ = np and V (X ) = σ 2 = np(1 − p).
Example
According to a college survey, 20% of all students work full time. Find the
standard deviation for the random variable X , the number of students who
work full time in samples of size 40.
Answer: X has a binomial distribution with parameters n = 40 and
p = [Link] have the variance of X :
V (X ) = σX2 = np(1 − p) = 40 ∗ 0.2 ∗ 0.8 = 6.4
√
Hence the standard deviation of X is σX = 6.4 = 2.5298.
ThienNV (FPTU) Chapter 3. Discrete random variables 22 / 31
3.7 Geometric and negative binomial distribution
Definition
In a series of Bernoulli trials (with constant probability p of a success), let
the random variable X denote the number of trials until the first
[Link] X is a geometric random variable with parameter p and its
probability mass function
ThienNV (FPTU) Chapter 3. Discrete random variables 23 / 31
3.7 Geometric and negative binomial distribution
Definition
In a series of Bernoulli trials (with constant probability p of a success), let
the random variable X denote the number of trials until the first
[Link] X is a geometric random variable with parameter p and its
probability mass function
f (x ) = (1 − p)x −1 p, x = 1, 2, . . .
ThienNV (FPTU) Chapter 3. Discrete random variables 23 / 31
3.7 Geometric and negative binomial distribution
Definition
In a series of Bernoulli trials (with constant probability p of a success), let
the random variable X denote the number of trials until the first
[Link] X is a geometric random variable with parameter p and its
probability mass function
f (x ) = (1 − p)x −1 p, x = 1, 2, . . .
Definition
In a series of Bernoulli trials (with constant probability p of a success), let
the random variable X denote the number of trials until r successes
occur.
ThienNV (FPTU) Chapter 3. Discrete random variables 23 / 31
3.7 Geometric and negative binomial distribution
Definition
In a series of Bernoulli trials (with constant probability p of a success), let
the random variable X denote the number of trials until the first
[Link] X is a geometric random variable with parameter p and its
probability mass function
f (x ) = (1 − p)x −1 p, x = 1, 2, . . .
Definition
In a series of Bernoulli trials (with constant probability p of a success), let
the random variable X denote the number of trials until r successes
[Link] X is a negative binomial random variable with parameters
0 < p < 1 and r = 1, 2, 3, . . . and
ThienNV (FPTU) Chapter 3. Discrete random variables 23 / 31
3.7 Geometric and negative binomial distribution
Definition
In a series of Bernoulli trials (with constant probability p of a success), let
the random variable X denote the number of trials until the first
[Link] X is a geometric random variable with parameter p and its
probability mass function
f (x ) = (1 − p)x −1 p, x = 1, 2, . . .
Definition
In a series of Bernoulli trials (with constant probability p of a success), let
the random variable X denote the number of trials until r successes
[Link] X is a negative binomial random variable with parameters
0 < p < 1 and r = 1, 2, 3, . . . and
!
x −1
f (x ) = (1 − p)x −r p r , x = r , r + 1, r + 2, . . .
r −1
ThienNV (FPTU) Chapter 3. Discrete random variables 23 / 31
3.7 Geometric and negative binomial distribution
Definition
In a series of Bernoulli trials (with constant probability p of a success), let
the random variable X denote the number of trials until the first
[Link] X is a geometric random variable with parameter p and its
probability mass function
f (x ) = (1 − p)x −1 p, x = 1, 2, . . .
Definition
In a series of Bernoulli trials (with constant probability p of a success), let
the random variable X denote the number of trials until r successes
[Link] X is a negative binomial random variable with parameters
0 < p < 1 and r = 1, 2, 3, . . . and
!
x −1
f (x ) = (1 − p)x −r p r , x = r , r + 1, r + 2, . . .
r −1
ThienNV (FPTU) Chapter 3. Discrete random variables 23 / 31
Example
The probability of a successful optical alignment in the assembly of an
optical data storage product is 0.6. Assume the trials are independent.
a) What is the probability that the first successful alignment requires
exactly 3 trials?
b) What is the probability that the first three successful alignments require
exactly 5 trials?
Answer:
ThienNV (FPTU) Chapter 3. Discrete random variables 24 / 31
Example
The probability of a successful optical alignment in the assembly of an
optical data storage product is 0.6. Assume the trials are independent.
a) What is the probability that the first successful alignment requires
exactly 3 trials?
b) What is the probability that the first three successful alignments require
exactly 5 trials?
Answer: a) Let X = ”the number of trials until the first success”.
ThienNV (FPTU) Chapter 3. Discrete random variables 24 / 31
Example
The probability of a successful optical alignment in the assembly of an
optical data storage product is 0.6. Assume the trials are independent.
a) What is the probability that the first successful alignment requires
exactly 3 trials?
b) What is the probability that the first three successful alignments require
exactly 5 trials?
Answer: a) Let X = ”the number of trials until the first success”.Then X
is a geometric distribution with parameter p = 0.6. We want to compute
P(X = 3) = (1 − 0.6)2 ∗ 0.6 = 0.096
ThienNV (FPTU) Chapter 3. Discrete random variables 24 / 31
Example
The probability of a successful optical alignment in the assembly of an
optical data storage product is 0.6. Assume the trials are independent.
a) What is the probability that the first successful alignment requires
exactly 3 trials?
b) What is the probability that the first three successful alignments require
exactly 5 trials?
Answer: a) Let X = ”the number of trials until the first success”.Then X
is a geometric distribution with parameter p = 0.6. We want to compute
P(X = 3) = (1 − 0.6)2 ∗ 0.6 = 0.096
ThienNV (FPTU) Chapter 3. Discrete random variables 24 / 31
Example
The probability of a successful optical alignment in the assembly of an
optical data storage product is 0.6. Assume the trials are independent.
a) What is the probability that the first successful alignment requires
exactly 3 trials?
b) What is the probability that the first three successful alignments require
exactly 5 trials?
Answer: a) Let X = ”the number of trials until the first success”.Then X
is a geometric distribution with parameter p = 0.6. We want to compute
P(X = 3) = (1 − 0.6)2 ∗ 0.6 = 0.096
b) Let X =”the number of trials until the first three success”.
ThienNV (FPTU) Chapter 3. Discrete random variables 24 / 31
Example
The probability of a successful optical alignment in the assembly of an
optical data storage product is 0.6. Assume the trials are independent.
a) What is the probability that the first successful alignment requires
exactly 3 trials?
b) What is the probability that the first three successful alignments require
exactly 5 trials?
Answer: a) Let X = ”the number of trials until the first success”.Then X
is a geometric distribution with parameter p = 0.6. We want to compute
P(X = 3) = (1 − 0.6)2 ∗ 0.6 = 0.096
b) Let X =”the number of trials until the first three success”.Then X has a
negative binomial distribution with parameter p = 0.6 and r = 3. We need
4
to compute P(X = 5) = 2 (1 − 0.6)2 ∗ 0.63 = 0.2074
ThienNV (FPTU) Chapter 3. Discrete random variables 24 / 31
Example
The probability of a successful optical alignment in the assembly of an
optical data storage product is 0.6. Assume the trials are independent.
a) What is the probability that the first successful alignment requires
exactly 3 trials?
b) What is the probability that the first three successful alignments require
exactly 5 trials?
Answer: a) Let X = ”the number of trials until the first success”.Then X
is a geometric distribution with parameter p = 0.6. We want to compute
P(X = 3) = (1 − 0.6)2 ∗ 0.6 = 0.096
b) Let X =”the number of trials until the first three success”.Then X has a
negative binomial distribution with parameter p = 0.6 and r = 3. We need
4
to compute P(X = 5) = 2 (1 − 0.6)2 ∗ 0.63 = 0.2074
ThienNV (FPTU) Chapter 3. Discrete random variables 24 / 31
Mean and Variation
Theorem
(1) If X is a geometric random variable with parameter p,
1 1−p
µ = E (X ) = and σ 2 = V (X ) = .
p p2
(2) If X is a negative binomial random variable with parameters p and r ,
r r (1 − p)
µ = E (X ) = and σ 2 = V (X ) = .
p p2
ThienNV (FPTU) Chapter 3. Discrete random variables 25 / 31
3.8 Hypergeometric distribution
A set of N objects contains: K objects classified as successes and N − K
objects classified as failures.
A sample of size n objects is selected randomly (without replacement)
from the N objects (n ≤ N, K ≤ N).
ThienNV (FPTU) Chapter 3. Discrete random variables 26 / 31
3.8 Hypergeometric distribution
A set of N objects contains: K objects classified as successes and N − K
objects classified as failures.
A sample of size n objects is selected randomly (without replacement)
from the N objects (n ≤ N, K ≤ N).
Let the random variable X denote the number of successes in the sample.
Then X is a hypergeometric random variable and
ThienNV (FPTU) Chapter 3. Discrete random variables 26 / 31
3.8 Hypergeometric distribution
A set of N objects contains: K objects classified as successes and N − K
objects classified as failures.
A sample of size n objects is selected randomly (without replacement)
from the N objects (n ≤ N, K ≤ N).
Let the random variable X denote the number of successes in the sample.
Then X is a hypergeometric random variable and
K N−K
x n−x
f (x ) = N
.
n
ThienNV (FPTU) Chapter 3. Discrete random variables 26 / 31
3.8 Hypergeometric distribution
A set of N objects contains: K objects classified as successes and N − K
objects classified as failures.
A sample of size n objects is selected randomly (without replacement)
from the N objects (n ≤ N, K ≤ N).
Let the random variable X denote the number of successes in the sample.
Then X is a hypergeometric random variable and
K N−K
x n−x
f (x ) = N
.
n
ThienNV (FPTU) Chapter 3. Discrete random variables 26 / 31
Example
A batch contains 40 bacteria cells, in which 15 are not capable of cellular
replication. Suppose you examine 6 bacteria cells selected at random,
without replacement. What is the probability that exactly 2 of them are
not capable of cellular replication?
Answer:
ThienNV (FPTU) Chapter 3. Discrete random variables 27 / 31
Example
A batch contains 40 bacteria cells, in which 15 are not capable of cellular
replication. Suppose you examine 6 bacteria cells selected at random,
without replacement. What is the probability that exactly 2 of them are
not capable of cellular replication?
Answer: Let X =”the number of non-capable cellular replication in 6
selected bacteria cells”. Then X is a hypergeometric distribution with
N = 40 = 15 + 25, K = 15, n = 6 = 2 + 4. We want to compute
15 25
2 4
P(X = 2) = 40 = 0.346
6
ThienNV (FPTU) Chapter 3. Discrete random variables 27 / 31
Example
A batch contains 40 bacteria cells, in which 15 are not capable of cellular
replication. Suppose you examine 6 bacteria cells selected at random,
without replacement. What is the probability that exactly 2 of them are
not capable of cellular replication?
Answer: Let X =”the number of non-capable cellular replication in 6
selected bacteria cells”. Then X is a hypergeometric distribution with
N = 40 = 15 + 25, K = 15, n = 6 = 2 + 4. We want to compute
15 25
2 4
P(X = 2) = 40 = 0.346
6
ThienNV (FPTU) Chapter 3. Discrete random variables 27 / 31
Mean and variance
Theorem
If X is a hypergeometric random variable with parameters then
N −n
µ = E (X ) = np and σ 2 = V (X ) = np(1 − p) ,
N −1
K
where p = N the proportion of successes.
ThienNV (FPTU) Chapter 3. Discrete random variables 28 / 31
Mean and variance
Theorem
If X is a hypergeometric random variable with parameters then
N −n
µ = E (X ) = np and σ 2 = V (X ) = np(1 − p) ,
N −1
K
where p = N the proportion of successes.
ThienNV (FPTU) Chapter 3. Discrete random variables 28 / 31
3.9 Poisson distribution
Definition
A Poisson process is a model for a series of discrete event where the
average time between events is known, but the exact timing of events is
random.
A Poisson process has the following criteria:
ThienNV (FPTU) Chapter 3. Discrete random variables 29 / 31
3.9 Poisson distribution
Definition
A Poisson process is a model for a series of discrete event where the
average time between events is known, but the exact timing of events is
random.
A Poisson process has the following criteria:
Events are independent of each other. The occurrence of one event
does not affect the probability another event will occur.
ThienNV (FPTU) Chapter 3. Discrete random variables 29 / 31
3.9 Poisson distribution
Definition
A Poisson process is a model for a series of discrete event where the
average time between events is known, but the exact timing of events is
random.
A Poisson process has the following criteria:
Events are independent of each other. The occurrence of one event
does not affect the probability another event will occur.
The average rate (events per time period) is constant.
ThienNV (FPTU) Chapter 3. Discrete random variables 29 / 31
3.9 Poisson distribution
Definition
A Poisson process is a model for a series of discrete event where the
average time between events is known, but the exact timing of events is
random.
A Poisson process has the following criteria:
Events are independent of each other. The occurrence of one event
does not affect the probability another event will occur.
The average rate (events per time period) is constant.
Two events cannot occur at the same time.
ThienNV (FPTU) Chapter 3. Discrete random variables 29 / 31
3.9 Poisson distribution
Definition
A Poisson process is a model for a series of discrete event where the
average time between events is known, but the exact timing of events is
random.
A Poisson process has the following criteria:
Events are independent of each other. The occurrence of one event
does not affect the probability another event will occur.
The average rate (events per time period) is constant.
Two events cannot occur at the same time.
ThienNV (FPTU) Chapter 3. Discrete random variables 29 / 31
3.9 Poisson distribution
Definition
A Poisson process is a model for a series of discrete event where the
average time between events is known, but the exact timing of events is
random.
A Poisson process has the following criteria:
Events are independent of each other. The occurrence of one event
does not affect the probability another event will occur.
The average rate (events per time period) is constant.
Two events cannot occur at the same time.
Definition
The random variable X that equals the number of events in a Poisson
process is a Poisson random variable with parameter λ, and
ThienNV (FPTU) Chapter 3. Discrete random variables 29 / 31
3.9 Poisson distribution
Definition
A Poisson process is a model for a series of discrete event where the
average time between events is known, but the exact timing of events is
random.
A Poisson process has the following criteria:
Events are independent of each other. The occurrence of one event
does not affect the probability another event will occur.
The average rate (events per time period) is constant.
Two events cannot occur at the same time.
Definition
The random variable X that equals the number of events in a Poisson
process is a Poisson random variable with parameter λ, and
e −λ λx
P(X = x ) = f (x ) = , x = 0, 1, 2, . . .
x!
ThienNV (FPTU) Chapter 3. Discrete random variables 29 / 31
3.9 Poisson distribution
Definition
A Poisson process is a model for a series of discrete event where the
average time between events is known, but the exact timing of events is
random.
A Poisson process has the following criteria:
Events are independent of each other. The occurrence of one event
does not affect the probability another event will occur.
The average rate (events per time period) is constant.
Two events cannot occur at the same time.
Definition
The random variable X that equals the number of events in a Poisson
process is a Poisson random variable with parameter λ, and
e −λ λx
P(X = x ) = f (x ) = , x = 0, 1, 2, . . .
x!
ThienNV (FPTU) Chapter 3. Discrete random variables 29 / 31
Example
The number of weeds that remain living after a specific chemical has been
applied averages 1.4 per square yard and follows a Poisson distribution.
Based on this, what is the probability that a 1 square yard section will
contain less than 4 weeds?
Answer:
ThienNV (FPTU) Chapter 3. Discrete random variables 30 / 31
Example
The number of weeds that remain living after a specific chemical has been
applied averages 1.4 per square yard and follows a Poisson distribution.
Based on this, what is the probability that a 1 square yard section will
contain less than 4 weeds?
Answer: Let X =”the number of weeds in a 1 square yard”. Then X has a
Poisson distribution with the parameter λ = 1.4.
ThienNV (FPTU) Chapter 3. Discrete random variables 30 / 31
Example
The number of weeds that remain living after a specific chemical has been
applied averages 1.4 per square yard and follows a Poisson distribution.
Based on this, what is the probability that a 1 square yard section will
contain less than 4 weeds?
Answer: Let X =”the number of weeds in a 1 square yard”. Then X has a
Poisson distribution with the parameter λ = [Link] would like to compute
P(X < 4) = P(X = 0) + P(X = 1) + P(X = 2) + P(X = 3)
3
X e −1.4 ∗ 1.4x
= = 0.94627
x =0
x!
ThienNV (FPTU) Chapter 3. Discrete random variables 30 / 31
Example
The number of weeds that remain living after a specific chemical has been
applied averages 1.4 per square yard and follows a Poisson distribution.
Based on this, what is the probability that a 1 square yard section will
contain less than 4 weeds?
Answer: Let X =”the number of weeds in a 1 square yard”. Then X has a
Poisson distribution with the parameter λ = [Link] would like to compute
P(X < 4) = P(X = 0) + P(X = 1) + P(X = 2) + P(X = 3)
3
X e −1.4 ∗ 1.4x
= = 0.94627
x =0
x!
ThienNV (FPTU) Chapter 3. Discrete random variables 30 / 31
Mean and variance
Theorem
If X is a Poisson random variable with parameter , then
µ = E (X ) = V (X ) = σ 2 = λ.
Example
If the standard deviation for a Poisson distribution is known to be 1.2,
what is the probability P(X = 3)?
ThienNV (FPTU) Chapter 3. Discrete random variables 31 / 31
Mean and variance
Theorem
If X is a Poisson random variable with parameter , then
µ = E (X ) = V (X ) = σ 2 = λ.
Example
If the standard deviation for a Poisson distribution is known to be 1.2,
what is the probability P(X = 3)?
Answer:
ThienNV (FPTU) Chapter 3. Discrete random variables 31 / 31
Mean and variance
Theorem
If X is a Poisson random variable with parameter , then
µ = E (X ) = V (X ) = σ 2 = λ.
Example
If the standard deviation for a Poisson distribution is known to be 1.2,
what is the probability P(X = 3)?
Answer: We have σ = 12, hence λ = 1.22 = 1.44. Thus,
e −1.44 ∗ 1.443
P(X = 3) = = 0.11791.
3!
ThienNV (FPTU) Chapter 3. Discrete random variables 31 / 31
Mean and variance
Theorem
If X is a Poisson random variable with parameter , then
µ = E (X ) = V (X ) = σ 2 = λ.
Example
If the standard deviation for a Poisson distribution is known to be 1.2,
what is the probability P(X = 3)?
Answer: We have σ = 12, hence λ = 1.22 = 1.44. Thus,
e −1.44 ∗ 1.443
P(X = 3) = = 0.11791.
3!
ThienNV (FPTU) Chapter 3. Discrete random variables 31 / 31