Module 2.

Discrete Distributions
Student Notes 2.1: Discrete Random Variables and their Probability
Distributions

Random Variables
Definition: Random variables
A random variable is a real valued function defined on the sample space S of a random
experiment i.e. to each outcome we associate a real number X(s). Random variables will be
denoted by capital letters X, Y, Z etc. and values of random variables will be denoted by small
letters i.e. x, y, z etc.
Equivalently a random variable is a numerical description of the outcome of a random
experiment.

Example: Toss a pair of unbiased coins. Observe the sequence of heads and tails. Then sample
space is S = {HH , TH , HT , TT}.
Suppose X = no. of heads. X(HH) = 2 , X(TH) = 1 , X(HT) = 1 , X(TT) = 0
Each outcome of the sample space is associated with a real number.

A discrete random variable may assume a countable number of values, that is its range set is a
finite or countable infinite set or a discrete set.
A continuous random variable may assume any numerical value in an interval, that is its range
set is an interval or union of intervals.
For example : X= service time of car, then servicing time of car can take any value from 0
minutes to 8 hours, hence its range set is [0, 8].
The random variable inherits the probabilities of the events of the random experiment.

Random Variable
Discrete random variable Continuous random variable
1. Possible value are finite or Countably 1. All possible values from an interval of
infinite. positive length
2. They can be arranged as Finite or infinite 2. They can’t be arranged as a sequence.
sequence

Discrete random variable: We say X is a discrete random variable if either it takes finite number
of values or countably infinite values. So the values of X can be written x 1, x2, x3……..
Examples of Discrete Random Variables:
# of dependents of an employee, # of customers using the ATM in a day, # of sixes in a T20
match, # of owners who like the product.
Example: Let Z= the time of peak demand for electricity at a power plant, is different from
others. Time is measured continuously, and Z can conceivably assume any value in the interval
[0,24), 0: means mid night one day and 24: means 12 mid night next day.
In this case, the set of real numbers is neither finite nor countably infinite and hence X is not
discrete random variable.

Discrete Probability distribution function

Q: How do we generate probability distribution for a discrete random variable?

1. Suppose we have a company and HR contacted each employee and found out the number of
children each employee has. Let that X= number of children takes the value 0 or 1 or 2 or 3. HR
also calculate frequency of each of the event. Suppose 100 have 0 children, 400 has one child,
400 has 2 children and 100 has 3 children. Then
# of Children (X): 0 1 2 3
Probability (P(x)): 0.1 0.4 0.4 0.1

This table is called probability function. The Probability Function lists the possible outcomes
and their probabilities .
For a discrete random variable X, f(x) = P(X=x) defines a real valued function of a real variable x
called the probability distribution function(p.d.f) of X.
2. Consider experiment of tossing a pair of coins. Let f(x) be the probability of x. Then f(0)=1/4,
f(1)=1/2 , f(2)=1/4 and f(x)=0, if x ≠ 0, 1, 2. Thus we see that a probability function can be
defined for any real number x.
We see that we can start with a random variable and get probabilities. But in general we can
define probabilities on a sample space S, i.e. any function f : R[0, 1]. Then following theorem
tell whether f gives a probability distribution or not.

Theorem: A real valued function f(x) of a discrete random variable X is a probability distribution
function (p.d.f.) if and only if f (x) ≥ 0 for all x and ∑ f ( x )=1.
all x

From the p.d.f. f(x), one can evaluate the probability of any subset A of real numbers (i.e.
event): P( A)= ∑ f ( x ).
x∈ A

Conversely if we are given probabilities of all events of a discrete random variable, we get a
p.d.f. by letting f(x) = P(X=x).

The set of all pair of (x, f(x)) is called probability distribution of the random variable X. The
probability distribution of a discrete random variable is either given by a formula or by a table.
Example 1 : The probability distribution of a random variable X is given by the following table
X 0 1 2 3 4

P 0.1 0.15 0.24 0.21 a

Find the value of a.

Solution: X is taking the values 0, 1, 2, 3, 4 and corresponding probability are 0.1, 0.15, 0.24,
0.21 and a. All given probability should be +ve and their sum should be 1, i.e.
0.1+0.15+0.24+0.21+ a = 1. This gives a = 0.3.
Example 2: Verify whether f(x) = ( 3 - x2)/4 ; x = 0,1,2 can define a probability distribution?
Solution : No , since f(2)< 0.

Example 2: Verify whether f (x) = (2x + 1)/50 ; x = 1,2,3,4,5, can define a p.d.f.?
Solution: f (x) ≥ 0 for all x can be verified.
f(1) + f(2) + f(3) + f(4) + f(5) = 35 / 50  1. So f(x) does not give a p.d.f.

Example 3: If f(x) = k / 2x is a probability distribution function of a random variable X that takes

values x = 0,1,2,3,4 then find k.
4
Solution: Since ∑ f (x )=1, we get 31/16 k =1, or k= 16/31.
x=0

Cumulative distribution function:

Cumulative distribution function of a random variable X is denoted by F(x) and defined as
F(x) = P(X ≤ x).
Example: X is a discrete random variable whose probability distribution is given by the following
table.
X 0 1 2
P 0.25 0.5 0.25

F(x) = P(X ≤ x) = 0 if x < 0,

= 0.25 if 0 ≤ x < 1
= 0.75 if 1 ≤ x < 2
= 1 if x > 2
CDF determines PDF
Let X be a discrete random variable taking values x1, x2, ........., xm. satisfying x1< x2< ……..< xm.
If CDF F(x) is known at xi, for 1≤ i ≤ m , then p.d.f. f(x) can be determined thus:
f(x1) = F(x1) and f(xi) = F (xi) – F (xi-1), 2≤i≤m.
Example: If CDF, F(x) for a random variable X is given in tabular form as
 X -1 0 1/3 1/2 2/3 1 3
F(x) 0.1 0.3 0.35 0.4 0.5 0.8 1.0
(i) Find probability density function f(x) for all x.
(ii) Find P(2<X≤3) and P(2≤X<3)
(iii) Find F(-2) and F(4)
(iv) Find P(X < 3) and P(X > 0).
Solution: (i) f(x) can be tabulated as
f(-1) = F(-1)=0.1, f(0)= F(0)-F(-1)= 0.2, f(1/3)= F(1/3)- F(0)=0.05, f(1/2)= F(1/2)-F(1/3)=0.05,
f(2/3) = F(2/3)- F(1/2)=0.1, f(1)= F(1)-F(2/3)= 0.3, f(3)= F(3)- F(1)=0.2.
(ii) P(2<X≤3) = P(X≤3) - P(X≤2) = F(3) – F(2)= F(3)-F(1)= 1-0.8 = 0.2.
P(2≤X<3) = P(X < 3) – P(X < 2)= P(X≤1) - P(X≤1) = F(1)-F(1)=0.
(iii) F(-2)= P(X≤-2)=0 , F(4)= P(X≤4) = P(X≤3) = F(3)=1.
(iv) P(X < 3)= P(X≤1)= F(1)=0.8, P(X > 0) = 1 – P(X≤1)= 1- F(1)= 0.2.

Histogram of p.d.f.
If a random variable X takes values which are integers, then the probability distribution function
f may be represented graphically by its histogram. For each integer value of X, draw a rectangle
whose base is the interval (x0 - 0.5, x0 + 0.5] on X-axis and height is f(x0).

Histogram of f(x)= 0.4, if x=0, 2

= 0.2, if x =1
=0 elsewhere

The total area of rectangles in histogram is 1. Using histogram we can find probabilities.

Graph of c.d.f.
In the above example histogram of F(x) is
Histogram of F(x)= 0, if x<0
= 0.4, if 0 ≤ x < 1
=0.6 if 1 ≤ x < 2
= 1 if x ≥ 2.
This is a step function. The graph of cumulative density function F(x) is, generally, a step
function. It is constant between successive values of X. Also the F(x) is non-decreasing.
Draw the graph of cdf corresponding to pdf in previous slide.
Example: Given that f(x) = q /(3x) , x=0, 1, 2, 3,- - - for a density function of a random variable
taking only these values. Then
i) Find q ii) Find P( 3 < X ≤ 10).
Solution: i) To find we will use that ∑ f ( x )=1.
all x
 ⇒q∑ =1 ⇒ q =1 ⇒ q = 2/3.
∞ ∞
1 1
∑ q /(3 )=1
x

3 x
1−(1/3)
x=0 x=0

Here we use the fact that the sum of the geometric series ∑ x n=1/(1−x), if |
∞

x| < 1.
x=0

∞ 3
ii) P( 3 < X < ∞ ) = ∑ f ( x )−∑ f ( x )=1−0.98=0.02 .
x=0 x=0

Some Common discrete Probability distributions:

Discrete uniform distribution: Each outcome is equally likely to occur.

Poisson distribution: Binomial distribution:

Learning Outcome:
Discrete random variables and their probability distribution functions.
(Cumulative) distribution functions and its graph

Questions to consider:

Q1. . What are random variables?

Q2. What are two types of random variables?
Q3. What is discrete random variables?
Q4. Give examples of discrete random variables .
Q5. What is probability function of a discrete random variable? What are the common
probability functions of a discrete random variable?