First Quiz on Tuesday, YEHEY!!!!

Bring your own calculators as sharing of calculators will

not be allowed
Answer sheets for the quiz will be provided

Todays Agenda:
Probability Distribution
Probability Mass Function
Cumulative Mass Function
Bernoulli Random Variable
Binomial Random Variable

Review
If I am dealt 13 cards, what is the probability that I will receive
exactly 4 hearts, 5 spades and 2 diamonds?

13 13 13

4 5 2

13

52

13

0.00882

Review
A bag has 15 black balls and 10 red. What is the probability
that when I randomly draw balls, without replacement, I select
3 black balls and 2 red balls?

15 10

5 2
25

0.38538

Random Variable
A bag has 15 black balls and 10 red. What is the probability
that when I randomly draw balls, with replacement, I select 3
black balls and 2 red balls?

15
15
15
10
10
25
25
25
25
25
B

But the order of drawing balls can be altered

B R B R B R B B R BR B B B R B R B B R
How many possible ways of drawing balls are there?

5! 15 3 10 2
25
3!2! 25

0.34560

Random Variable
A bag has 15 black balls and 10 red. What is the probability
that when I randomly draw balls, with replacement, I select 3
black balls and 2 red balls?

5! 15 3 10 2
25
3!2! 25

0.34560

In Probability, sometimes it is advantageous to define a

numerical parameter of interest describing the outcome of a
random experiment
For example in this case, we say that our parameter is the
number of BLACK balls drawn.
This numerical parameter is called the Random Variable

Counting Techniques

Random Variable
A function that assigns a REAL NUMBER to
each outcome in the sample space of a
random experiment

Random Variable
A bag has 15 black balls and 10 red. What is the probability
that when I randomly draw balls, with replacement, I select 3
black balls and 2 red balls?

5! 15 3 10 2
25
3!2! 25

0.34560

Given that our random variable, X is the number of BLACK balls

drawn, we can say that

P(X=3) = 0.34560

Random Variable

Random Variable
A function that assigns a REAL NUMBER to
each outcome in the sample space of a
random experiment
A Random Variable can be Discrete or
Continuous

Random Variable
Three fair dice are tossed. Let the random variable X be the
sum of all dice. What is P(X=4)?

3
P(X=4) =
63

0.01389

Probability Distribution
Let X be the number of heads resulting from tossing 4 fair
coins.

P(X=0) =
P(X=1) =

C0
24
4C1
24
4

C2
24

P(X=2) =

P(X=3) =

P(X=4) =

C3
24
C4
24

=
=

1
16
4
16

6
16

4
16

1
16

Probability Distribution
Let X be the number of heads resulting from tossing 4 fair
coins.

P(X=5)=?

P(X=x)
=

1
16
4
16

x=0
x=1

6
16

x=2

4
16

x=3

1
16

x=4

otherwise

Probability Distribution
Let X be the number of heads resulting from tossing 4 fair
coins.
This is what we call
a PROBABILITY
DISTRIBUTION

P(X=x)
=

1
16
4
16

x=0
x=1

6
16

x=2

4
16

x=3

1
16

x=4

otherwise

Counting Techniques

Probability Distribution
Description of the probabilities associated
with the possible values in the range of a
random variable
Probabilities must add up to 1

Probability Distribution
Let X be the number of heads resulting from tossing 4 fair
coins.
We can still simplify
this function into

P(X=x)
=

1
16
4
16

x=0
x=1

6
16

x=2

4
16

x=3

1
16

x=4

otherwise

Probability Distribution
Let X be the number of heads resulting from tossing 4 fair
coins.
We can still simplify
this function into

P(X=x)
=

1
16
4
16

x = 0, 4
x = 1, 3

6
16

x=2

otherwise

Probability Distribution
Let X be the number of heads resulting from tossing 4 fair
coins.
We can still simplify
this function into

P(X=x)
=
Let us recall how we
were able to get the
Probability
Distribution

1
16
4
16

x = 0, 4
x = 1, 3

6
16

x=2

otherwise

Probability Distribution
Let X be the number of heads resulting from tossing 4 fair
coins.
C
4 0
x=0
The probabilities are
16
a function of x.
Therefore, in
general

P(X=x)
=

C1
16

x=1

C2
16

x=2

C3
16

x=3

C4
16

x=4

otherwise

PMF
Let X be the number of heads resulting from tossing 4 fair
coins.
The probabilities are
a function of x.
Therefore, in
general

Cx
16

x = 0, 1, 2, 3, 4

otherwise

P(X=x) =
f(x)

This is a Probability Mass Function or PMF

Counting Techniques

Probability Mass Function

For a discrete random variable X with
possible values x1, x2, xn a probability mass
function is a function that
f(x1) 0

f(xi) = P(X = xi)

PMF
Is the given pmf a valid pmf?

f(x)
=

2x +
1
25

x = 0, 1, 2, 3, 4

otherwise

How will we know?

1. Are all probabilities 0?
2. Do the probabilities sum up to 1?

PMF
Is the given pmf a valid pmf?

f(x)
=
P(X=0)
=

YES, this is a
valid PMF

2x +
1
25

x = 0, 1, 2, 3, 4

otherwise

1
25

P(X=1)
=

P(X=3)
=

7
25

3
25
P(X=4)
=

P(X=2)
=
9
25

1. Are all probabilities 0? YES

2. Do the probabilities sum up to 1? YES

5
25

PMF
P(X=0)
=

1
25

P(X=1)
=

P(X=3)
=

7
25

3
25
P(X=4)
=

P(X=2)
=
9
25

What is P(X 2)
P(X 2) = P(X = 0) + P(X = 1) + P(X = 2)

1
3
5
P(X 2) = P(X = 0) ++P(X = 1) ++P(X = 2)
25
25
25
9
P(X 2) = P(X = 0) + P(X = 1) + P(X = 2)
25

5
25

PMF
P(X=0)
=

1
25

P(X=1)
=

P(X=3)
=

7
25

3
25

P(X=2)
=

P(X=4)
=

What is P(X 3)
P(X 3) = P(X = 3) + P(X = 4)

7
9
P(X 3) = P(X = 0) ++P(X = 1)
25
25
16
P(X 3) = P(X = 0) + P(X = 1)
25

9
25

5
25

CDF

Cumulative Distribution Function

The CDF of a discrete random variable
denoted by
F(X) = P(X x) = f(xi)
xi
x

Satisfies the following

F(X) = P(X x) = f(xi)
0 F(x)

xi
x1

If x < y then F(x) < F(y)

f(x)

CDF
1
25

x=0

3
25

x=1

5
25

x=2

7
25

x=3

9
25

x=4

Let us get the CDF of this

distribution
To get the CDF, simply add
the current probability to the
sum of all previous
probabilities

f(x)

CDF
0

x<0

1
25

x=0

3
25

1
25

0x<
1

x=1

5
25

4
25

1x<
2

x=2

7
25

9
25

2x<
3

x=3

9
25

16
25

3x<
4

x=4

x4

F(x)

CDF
0
1
25

F(x)

x0
x0<
1

4
25

x1<
2

9
25

x2<
3

16
25

x3<
4

x4

What is P(X 3)?

Now that we have the CDF we
just have to check on which
range it lies
P(X 3) =

16
25

Probability Distribution
0

F(x)

x0

1
25

x0<
1

4
25

x1<
2

9
25

x2<
3

16
25

x3<
4

x4

What is P(X 2)?

NOTE! F(X) means P(X x)
Therefore we use this formula:
P(X 2) = 1 P(X 2)
P(X 2) =

16
25

CDF

F(x)

x0

What is P(X -2)?

1
25

x0<
1

P(X -2) = 1 P(X -2)

4
25

x1<
2

P(X -2) = 1 0

9
25

x2<
3

16
25

x3<
4

x4

P(X -2) = 1 0

CDF

F(x)

x0

What is P(1 X 3)?

1
25

x0<
1

P(1 X 3) = P(X 3) P(X

4
25

x1<
2

9
25

x2<
3

16
25

x3<
4

x4

1)
9
1
- P(X
P(1 X 3) = P(X 3)
25
1)25
8
P(1 X 3) = P(X 3) P(X
1)25

CDF
With Discrete Random Variables, the PMF is mostly used
CDF is commonly used with continuous Random Variables
Let us discover common Probability Distribution and their
respective PMFs

Bernoulli Random Variable

Bernoulli Trial
An experiment that has only two possible
outcomes, that is usually a success (with
constant probability p) or a failure (with
constant probability (1-p))

Bernoulli Random Variable

Consider a Bernoulli trial with P(success) = p
and P(failure) = 1 p. The Bernoulli random
variable takes the values 1 & 0 as shown
1 If success
X = 0 If failure

Binomial Distribution
If 5 dice are thrown, what is the probability that exactly 3
comes up 6?
Not
6

Not
6

In this experiment we can say that our success is rolling a 6

1
=p
P(success) =
6
1
P(X = 3) =
6

5
P(failure) = 1- p
6
=
5
6

55!
33!
2!

But we have to incorporate again the different ways it can

occur
666NN 6N6N6N66N6 6NN66

Binomial Distribution
If 5 dice are thrown, what is the probability that exactly 3
comes up 6?
Not
6

5
P(X = 3) =
3

1
6

0.03215

Not
6

5
6

Binomial Distribution
If 5 dice are thrown, what is the probability that exactly 2
comes up 6?
Not
6

5
P(X = 2) =
2

Not
6

1
6

0.16075

Not
6

5
6

Binomial Distribution
If 5 dice are thrown, Let X be the random variable that a 6
comes up, find the PMF of this random experiment

P(X=x)
=

5
0

1
6

5
6

5
1
5
2

1
6
1
6

5
6
5
6

5
3
5
4

1
6
1
6

5
6
5
6

5
5

1
6

5
6

x=0
x=1
x=2
x=3
x=4
x=5

Simplifying

Binomial Distribution
If 5 dice are thrown, Let X be the random variable that a 6
comes up, find the PMF of this random experiment

P(X=x) =
f(x)

5
x

1
6

5
6

5x

x = 0, 1, 2, 3,
4, 5
otherwise

BINOMIAL DISTRIBUTION

Binomial Distribution

Binomial Random Variable

Consider a series of n independent Bernoulli
trials each with P(success) = p. The binomial
random variable X is the number of trials
resulting to a success and has the following
PMF

P(X = k) = f(k)
(p)k(1-p)n-k
k
=

For k = 0, 1,
2 n

Probability of k success out of n trials

Binomial Distribution
An unfair coin comes up heads 75% of the time. If I flip 6 coins
what is the probability that exactly 4 comes up heads?
Success = Coin comes up heads
p = 0.75

n=6

k=4

BINOMIAL DISTRIBUTION!

P(X = k) = f(k)
(p)k(1-p)n-k
k
=

P(X = 4) = f(4)
(0.75)4(0.25
4 )2
=
0.29663

Binomial Distribution
An unfair coin comes up heads 75% of the time. If I flip 6 coins
what is the probability that at least 4 comes up heads?
Success = Coin comes up heads
p = 0.75

n=6

k = 4, 5, 6

P(X 4) = ?
P(X 4) = P(X = 4) + P(X = 5) + P(X = 6)

P(X 4) =

(0.75) (0.25 +
4 )2
4

(0.75)5(0.25
5 )1

(0.75)6(0.25
6 )0

Binomial Distribution
An unfair coin comes up heads 75% of the time. If I flip 6 coins
what is the probability that at least 4 comes up heads?
Success = Coin comes up heads
p = 0.75

n=6

k = 4, 5, 6

P(X 4) = ?
P(X 4) = P(X = 4) + P(X = 5) + P(X = 6)
6

P(X 4) =

x=4

6
x

(0.75)x(0.25)6x

0.83057

Binomial Distribution
An unfair coin comes up heads 75% of the time. If I flip 6 coins
what is the probability that at least 4 comes up heads?
Success = Coin comes up heads
p = 0.75

n=6

k = 4, 5, 6

P(X 4) = ?
P(X 4) = 1 (P(X = 0) + P(X = 1) + P(X = 2) + P(X = 3))
3

P(X 4) = 1

x=0

6
x

(0.75)x(0.25)6x

0.83057

Binomial Distribution
A bag has 15 black balls and 10 red. What is the probability
that when I randomly draw balls, with replacement, I select 3
black balls and 2 red balls?

5! 15 3 10 2
25
3!2! 25

0.34560

Binomial Distribution
The probability that a student is sick is 0.10. If I randomly
select 5 students, what is the probability that exactly 3 are
sick?
P(sick) = p =
0.1

n=5

P(X = 3) =

5
3

k=3

(0.1)3(0.9)2

0.00810

Binomial Distribution
A worn machine tool produces 1% defective parts. What is the
probability that at least 1 of the next 25 parts produces is
defective?
P(defective) = p = 0.01
25

P(X 1) =

x=1

=1

n = 25

25
x
25
0

k = 1, 2, 3
25

(0.01)x(0.99)25
-x

(0.01)0(0.99)25

0.22218

Binomial Distribution
In a certain port the probability that a small ship will arrive is
0.3, a big ship arrives is 0.2, and that a passenger boat will
arrive is 0.9. What is the probability that 3 small ships, 4 big
ships and 2 passenger boats will arrive?

Next Time on IE 27
FIRST QUIZ

Sourc: Taha

.Fin.