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Chapter 4 Discrete Probability Distributions Random Variable (RV): A random variable has a single numerical value for each outcome of an experiment. That is, a random variable is a function that associates a real # with each outcome of the experiment. Discrete Random Variable (DRV): A random variable that assumes only a finite or countably infinite # of values. Continuous Random Variable (CRV): A random variable that has infinitely many values, and those values can be associated with points on a continuous interval in such a way that there are no gaps or interruptions. Example 1: Determine whether the random variable is discrete or continuous: (a) # of defective vending machines at VSU; (b) The amount of time required to complete your homework each day for your math class; (c) Heights of male students enrolled at VSU in Fall 2004; (d) The number of students in your math class at VSU; (e) Distance required to stop a car travelling at 70 mph; (f) # of chess games you will have to play before winning a game of chess. Probability Distribution: A listing of the possible values and corresponding probabilities of a discrete random variable. Example 2: Toss two coins. Let X = “# of heads.” List the values of X and the associated probabilities. Soln. S = {HH, HT, TH, TT} X f(x) Outcome(s) 0 ¼ TT 1 2/4 HT, TH 2 ¼ HH Note: The function f above is called probability (density) function for X. Discrete Probability Distributions Let X be a discrete random variable. For the function f(x) to be a probability (density) function for X, the following two conditions must be satisfied: 1. f(x) 0 for each x 2. f (x) = 1 Example 3: Given the probability distribution of a discrete random variable Y, find (a) P(Y= 2) (b) P( 2 Y 4) (c) P(Y < 5) y 0 1 f(y) 0.1 0.2 2 3 4 5 ? 0.3 0.25 0.1 Mean and Variance of a Discrete RV X Expected Value (Mean): = E(X) = ( xf ( x)) Note: The expected value of X is a weighted average of the possible outcomes, with the probability weights reflecting how likely each outcome is. The expected value of X is also called the mean of X. Variance: 2 = VAR(X) = (x ) 2 f ( x) An easier formula for calculating Variance 2 = VAR(X) = (x 2 f ( x)) 2 Standard Deviation = S.D.(X) = Variance Example 4: Reference Example 2, find E(X) and . Soln. X f(x) 0 ¼ xf(x) x f(x) 0 0 1 2/4 2/4 2/4 2 ¼ 2/4 4/4 2 1 6/4 = E(X) = ( xf ( x)) = 1 Note: The expected value of X should be interpreted as the long run average value of X. 2 = VAR(X) = (x = S.D.(X) = 0.5 2 f ( x)) 2 = 0.71 = 6/4 - (1) = 0.5 2 Example 5: Roll two dice. Let X = “sum of the two numbers.” Find the probability function of X. Then find E(X) and S.D.(X). Soln. x f(x) xf(x) x f(x) 2 1/36 2/36 4/36 3 2/36 6/36 18/36 4 3/36 12/36 48/36 5 4/36 20/36 100/36 6 5/36 30/36 180/36 7 6/36 42/36 294/36 8 5/36 40/36 320/36 9 4/36 36/36 324/36 10 3/36 30/36 300/36 11 2/36 22/36 242/36 12 1/36 12/36 144/36 252/36 1974/36 2 = E(X) = ( xf ( x)) = 252/36 = 7 2 = VAR(X) = (x f (x)) = 1974/36 – 49 = 54.83 – 49 = 5.83 2 2 = S.D.(X) = 5.83 = 2.42 HW: 1-18(all), 21-27 (odd) pp. 169-170 4.2 The Binomial Distributions There are many uncertain situations that have the same characteristics as the classic coinflipping example. We shall study a general model that is similar to working with coinflipping example. Properties of a Binonial Experiment 1. The experiment consists of a sequence of n identical trials, that is, repeat a process n times. 2. There are two outcomes possible on each trial -- success or failure. 3. p = P[success] remains constant from trial to trial. 4. The trials are independent. (That is, the outcome on one trial has no effect on outcome of another trial). In a binomial experiment, our interest is in the number of successes occurring in n-trials. Let X = # of successes. Then X is a discrete rv and can take on the values of 0, 1, 2, …, n. We shall study the probability distribution of X. Example 6: See Example on page 174 Factorial of n: Let n be non-negative integer. We define the factorial of n (n!) as follows: 0! = 1 1! = 1 2! = 2*1 = 2 3! = 3*2*1 = 6 4! = 4*3*2*1 = 24 5! = 5*4*3*2*1 = 120 . . . In general, n! = 1n(ifn n 1)(0n 2)...1 if n 1 Notation: Let n be a non-negative integer and let 0 x n. Then nx denotes the number of ways we can choose x things from a set of n things. A Formula for n x Note: = n x n x n! x!( n x )! = the number of experimental outcomes with x-successes given n trial of a binomial experiment. Binomial Probability Formula: (Ref. Page 176) Let us consider a binomial experiment with n trials such that p = p[success]. Let X = “number of successes.” Let 0 x n. Then P(x-successes) = f(x) = n x p (1-p) x n x Example 7: Example 2 on page 176 Example 8: Example 6 on page 180 Mean and S.D. of a Binomial RV X: = E(X) = np, = np(1 p) Example 9: Example 8 on page 182 HW: 1-4 (all), 5-13(odd) pp. 183-185 Also for 9, 11, and 13, compute the expected value of the random variable.