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
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
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
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)
Counting Techniques
PMF
Is the given pmf a valid pmf?
f(x)
=
2x +
1
25
x = 0, 1, 2, 3, 4
otherwise
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
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
xi
x1
f(x)
CDF
1
25
x=0
3
25
x=1
5
25
x=2
7
25
x=3
9
25
x=4
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
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
16
25
CDF
F(x)
x0
1
25
x0<
1
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
1
25
x0<
1
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 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))
Binomial Distribution
If 5 dice are thrown, what is the probability that exactly 3
comes up 6?
Not
6
Not
6
1
=p
P(success) =
6
1
P(X = 3) =
6
5
P(failure) = 1- p
6
=
5
6
55!
33!
2!
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
P(X = k) = f(k)
(p)k(1-p)n-k
k
=
For k = 0, 1,
2 n
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.