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Understanding Probability Distributions

This document discusses different types of probability distributions and functions used to define them. A probability distribution shows the relationship between random variable values and their probabilities. For discrete random variables, a probability mass function is used, while continuous random variables are defined using a probability density function. Both must satisfy probability rules, with the probability mass function directly providing probabilities and the probability density function calculating probabilities from its area under the curve.

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3 views13 pages

Understanding Probability Distributions

This document discusses different types of probability distributions and functions used to define them. A probability distribution shows the relationship between random variable values and their probabilities. For discrete random variables, a probability mass function is used, while continuous random variables are defined using a probability density function. Both must satisfy probability rules, with the probability mass function directly providing probabilities and the probability density function calculating probabilities from its area under the curve.

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Mr Naughty
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© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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MATH 361: PROBABILITY AND STATISTICS

3RD DAY OF OCTOBER 2019


Distribution Function

In Order To Find A Probability Distribution For A Random Variable X We Need To Find


A Relationship Between The Value (x) That The R.V. (X) May Take And Its
Corresponding Probability.
This Relation Is Given By A Distribution Function As

Where F(x) Is Also Sometimes Referred As Cumulative Distribution Function.

A Distribution Function May Take Into Account As Many Variables As One Chooses To
Include.

F(x) Would Actually Be A Function In Terms Of x, In Which When A Value Of x Is


Placed For The R.V (X), Will Result In The Cumulative Probability Of The R.V. (X)
Less Than Equal To The Value x.

But It Works Differently For Discrete Random Variables And Continuous Random
Variables.
Probability Distribution Function
Table Below Shows The Probability (f(x)) For Tossing A Coin Three Times, With R.V. (X)
As Number Of Heads Obtained (x), Demonstrating The Relation.

x 0 1 2 3
P (X = x) 1/8 3/8 3/8 1/8
F(x) = P (X ≤ x) 1/8 4/8 7/8 1
Cumulative Distribution Function Graph
Determining Probabilities Using CDF For Interval
Probability Mass Function
When We Use A Probability Function To Describe A Discrete Probability Distribution Or
Define A Discrete Random Variable (X), We Call It A Probability Mass Function, Denoted
By f(x).

This Function Provides The Probability At Each Value Of The Random Variable.
In The Development Of The Probability Function For A Discrete Random Variable, These
Conditions Must Be Satisfied:
1. f(x) Must Be Nonnegative For Each Value Of The Random Variable, And

2. The Sum Of The Probabilities For Each Value Of The Random Variable Must Equal
One.

3. f(x) At Any Value Of x Should Lie Between 0 And 1 Because f(x) Is Actually a
Probability

CDF F(x) For Discrete R.V. Is Given By

Or
Probability Mass Function

f(x) = PMF F(x) = CDF


x 1 2 3 4 5 6
f(x) = P (X = x) 1/6 1/6 1/6 1/6 1/6 1/6
F(x) = P (X ≤ x) 1/6 1/3 1/2 2/3 5/6 1
Probability Mass Function

f(x) F(x)
Discrete Probability Distribution

Example

Sol.
Probability Density Function
When We Use A Probability Function To Describe A Continuous Probability Distribution
Or Define A Continuous Random Variable, We Call It A Probability Density Function PDF.

Continuous

Continuous

Continuous

For Discrete
Probability Density Function
Probability Density Function

x = 0.73
Summary
• A Probability Distribution Is A List Of Outcomes And Their Associated Probabilities.

• We Can Write Small Distributions With Tables But It’s Easier To Summarize Large
Distributions With Functions.

• A Function That Represents A Discrete Probability Distribution Is Called A Probability


Mass Function.

• A Function That Represents A Continuous Probability Distribution Is Called A


Probability Density Function.

• Functions That Represent Probability Distributions Still Have To Obey The Rules Of
Probability

• The Output Of A Probability Mass Function Is A Probability Whereas The Area Under
The Curve Produced By A Probability Density Function Represents A Probability.

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