Special Discrete Random

Variables
1
Discrete Uniform Distribution
A random variable X is said to be discrete
uniform random variable if its density function
(or probability mass function) is given by
2
1
, 1, 2,...,
[ ]
0 , otherwise
x N
N
P X x

= =

Discrete Uniform Distribution

3






1/N




0 1 2 3 4 N
Discrete Uniform Distribution
If X has a discrete uniform distribution, then
4
2
2
2
1
[ ]
2
1
[ ]
12
1
12
X
X
X
N
E X
N
V X
N

o
o
+
= =

= =

=
Binomial Distribution
Binomial Process
a sequence of n independent trials
each trial results to either success or
failure
the probability of success, p, does not
change from trial to trial.
5
Binomial Distribution
Let X be the number of successes in n such
trials. Then X is a binomial random variable
and its density function is given by







Notation: X~bin(n,p) 6
(1 ) , 0,1, 2,...,
[ ]
0 , otherwise
x n x
n
p p x n
x
P X x

| |
=
|
\ .

= =

Binomial Distribution
If X is a binomial random variable, then
7
2
[ ]
[ ] , 1
X
X
X
E X np
V X npq q p
npq

o
o
= =
= = =
=
Binomial Distribution
(Examples)
If a family has four children, is it more likely
they will have two boys and two girls or
three of one sex or the other? Assume that
the probability of a child being a boy is 0.5
and that births are independent events.
8
Binomial Distribution
(Examples)
Two lighting systems are being proposed for an
employee work area. One requires 50 bulbs each
having a probability of 0.05 of burning out within a
months time. The second has 100 bulbs, each
with a 0.02 burnout probability. Whichever system
is installed will be inspected once a month for the
purpose of replacing burned-out bulbs. Which
system is likely to require less maintenance?
[Compare the probabilities that each will require at
least one bulb to be replaced at the end of 30
days]
9
Hypergeometric Distribution
A random variable X is said to be a
hypergeometric random variable if its
distribution function is given by





NOTATION: X~hyper(n,K,N)
10
, 0,1, 2,...,
[ ]
0 , otherwise
K N K
x n x
x n
N
P X x
n

| || |
| |

\ .\ .

= = | |

\ .

Hypergeometric Distribution
N is a positive integer and K is a non-
negative integer such than .
The hypergeometric r.v. can be thought of
as follows: A box contains two marbles of
the same color. We select n marbles
without replacement and we are interested
in determining the probability of observing x
marbles of a particular color. In this box, we
have K marbles of a particular color which
we are interested in observing.
11
Hypergeometric Distribution
If X is a hypergeometric r.v., then
12
2
[ ]
[ ]
1
1
X
X
X
K
E X n
N
K N K N n
V X n
N N N
K N K N n
n
N N N

o
o
= =

= =

Poisson Distribution
A random variable X is said to be a Poisson
random variable if its density function is
given by
13
, 0,1, 2,...; 0
[ ]
!
0 , otherwise
x
e
x
P X x
x

= >

= =

Poisson Distribution
If X is a Poisson r.v. then
14
2
[ ]
[ ]
X
X
X
E X
V X

o
o
= =
= =
=
Poisson Distribution
The Poisson distribution provides a realistic
model for many phenomenon that involves
counts. Examples are the number of
accidents occurring for a given time interval,
the number of emergency cases admitted
for a given time period, number of telephone
hours entering a switchboard for a large
company. The parameter is the mean
number of occurrences for a given time
interval.
15
Poisson Distribution (Example)
In a new fiber optic communication system,
transmission errors occur at the rate of 1.5
per 10 seconds. What is the probability that
more than 2 errors will occur during the next
half-minute.
Solution: If errors occur at the rate of 1.5
per 10 seconds, this imply that errors will
occur at the rate of 4.5 per 30 seconds
(half-minute). Let X be the number of error
occurring in the next half-minute.
16
Poisson Distribution (Example)
17
4.5 0
4.5
4.5 1
4.5
4.5 2
~ (4.5)
[ 2] 1 [ 2]
(4.5)
[ 0]
0!
(4.5)
[ 1] 4.5
1!
(4.5)
[ 2]
2!
X Poisson
P X P X
e
P X e
e
P X e
e
P X

> = s
= = =
= = =
= =
Geometric Distribution
A process consists of independent trials
where each trial results to either success or
failure (dichotomous outcomes) and that the
probability of success, p, does not change
from trial to trial.
The random variable of interest, X, is the
number of trials it would take before the first
success is observed. [In here, we are no
longer interested in the number of
successes].

18
Geometric Distribution
Such a random variable is called a
geometric random variable and its
probability distribution is given by




where k refers to the number of trials before
observing the first success.
19
1
(1 ) , 1, 2,...;0 1.
[ ]
0 ,otherwise
k
p p k p
P X k

= < <
= =

Geometric Distribution
If X is geometric, then [for 0<p<1 ]
20
2
2
2
1
[ ]
1
[ ]
1 1
X
X
X
E X
p
p
V X
p
p p
p p

o
o
= =

= =

= =
Geometric Distribution
(Example)
A student takes a multiple-choice oral exam.
The grade is based on the number of
questions asked until he gets one correct
answer. Suppose the student guesses at
each answer and there are five choices per
question. In this case, the probability of a
correct answer is p=1/5 . The trials
(answering each question) can be assumed
to be independent. If X is the number of
questions required for the first answer, then
21
Geometric Distribution
(Example)
The average number of questions required
for the first correct answer is


22
1
1 1
( ) 1 , 1, 2,...
5 5
k
P X k k

| |
= = =
|
\ .
[ ] 1/ 1/(1/ 5) 5 E X p = = =
Geometric Distribution
(Example)
The probability that he gets a correct answer
on or before the 10th trial is
23
1
10
10 9
10
1 0
1 4 1 4 11 (4/ 5)
[ 10] 1 (4/ 5)
5 5 5 5 5 1 (4/ 5)
k k
k k
P X

= =

| | | |
s = = = =
| |

\ . \ .

Negative Binomial Distribution
Generalization of the geometric distribution.
This time, we are interested in the
probability of conducting k trials until we
observe exactly r (r>1) successes.
24
Negative Binomial Distribution
Such a random variable, X, is said to be a
negative binomial random variable and its
probability distribution is given as
25
1
(1 ) , , 1,...
[ ] 1
0 , elsewhere
r k r
k
p p k r r
P X k r

|
| |
= +

|
= =
\ .

\
Negative Binomial Distribution
If X is negative binomial, then [0<p<1]
26
2
2
2
[ ] /
(1 )
[ ]
(1 ) (1 )
X
X
X
E X r p
r p
V X
p
r p r p
p p

o
o
= =

= =

= =