1 Discrete random variable
De…nition 1 The set of ordered pairs (x; f (x)) is a prob-
ability function, probability mass function, or probability
distribution of the discrete random variable X if, for each
possible outcome x,
1. f (x) 0,
P
2. f (x) = 1,
x
3. P (X = x) = f (x).
De…nition 2 The cumulative distribution function F (x)
of a discrete random variable X with probability distrib-
ution f (x) is
X
F ( x) = P ( X x) = f (t); f or 1<x<1
t x
De…nition 3 (Mean of a Random Variable) Let X be
a random variable with probability distribution f (x). The
mean, or expected value, of X is
X
= E (X ) = xf (x)
x
Example 4 A lot containing 7 components is sampled by
a quality inspector; the lot contains 4 good components
and 3 defective components. A sample of 3 is taken by
the inspector. Find the expected value of the number of
good components in this sample.
Example 5 Let X represent the number of good com-
ponents in the!sample. The
! probability distribution of X
4 3
x 3 x
is f(x) = ! , x = 0; 1; 2; 3.
N
n
Simple calculations yield f (0) = 1=35, f (1) = 12=35,
f (2) = 18=35, and f (3) = 4=35. Therefore,
1 12 18 4
= E (X ) = (0) +(1) +(2) +(3) = 12=7 = 1:7
35 35 35 35
Thus, if a sample of size 3 is selected at random over
and over again from a lot of 4 good components and
3 defective components, it will contain, on average, 1.7
good components.
Theorem 6 Let X be a random variable with probability
distribution f (x). The expected value of the random
variable g (X ) is
X
g(X) = E [g (X )] = g ( x) f ( x)
x
Example 7 Suppose that the number of cars X that pass
through a car wash between 4:00 P.M. and 5:00 P.M. on
any sunny Friday has the following probability distribu-
tion:
x 4 5 6 7 8 9
1
f (x) 12 1 1 1 1 1
12 4 4 6 6
Let g (X ) = 2X 1 represent the amount of money,
in dollars, paid to the attendant by the manager. Find
the attendant’s expected earnings for this particular time
period.
Theorem 8 (Variance of Random Variable) Let X be
a random variable with probability distribution f (x) and
mean . The variance of X is
X
2 = E [(X )2 ] = (x ) 2 f ( x)
x
The positive square root of the variance, , is called the
standard deviation of X .
De…nition 9 (Bernouilli Process) Strictly speaking, the
Bernoulli process must possess the following properties:
1. The experiment consists of repeated trials.
2. Each trial results in an outcome that may be classi…ed
as a success or a failure.
3. The probability of success, denoted by p, remains con-
stant from trial to trial.
4. The repeated trials are independent.
De…nition 10 (Binomial Distribution) A Bernoulli trial
can result in a success with probability p and a failure
withprobability q = 1 p. Then the probability distrib-
ution of the binomial random variable X , the number of
successes in n independent trials, is
!
n
Pr(X = x) = pxq n x; x = 0; 1; 2; :::; n:
x
Theorem 11 The mean and variance of the binomial dis-
tribution B (n; p) are
= np and 2 = npq:
De…nition 12 (HypergeometricDistribution) The prob-
ability distribution of the hypergeometric random variable
X , the numberof successes in a random sample of size
n selected from N items of which K are labeled success
and N K labeled failure, is
! !
K N K
x n x
Pr(X = x) = !
N
n
Theorem 13 The mean and variance of the hypergeo-
metric distribution h(N; K; n) are
K 2 N n nK nK
= n and = 1 :
N N 1 N N
Theorem 14 (Approximation) If n is small compared
to N, then a binomial distribution B (n; p = K=N ) can
be used to approximate the hypergeometric distribution
h(N; K; n).
De…nition 15 Let X the number of outcomes occurring
during a given time interval. X is called a Poisson ran-
dom variable when its probability distribution is given by
x
Pr(X = x) = e ; x = 0; 1; 2; :::;
x!
where is the average number of outcomes.
Theorem 16 Both the mean and the variance of the
Poisson distribution P ( ) are .
Theorem 17 (Approximation) Let X be a binomial ran-
dom variable with probability distribution B (n; p). When
n is large (n ! 1), and p small (p ! 0), then the pois-
son distribution can be used to approximate the binomial
distribtion B (n; p) by taking = np:
