Introduction to Probability Distributions

AMAT 131: Statistical Methods and Experimental Design

Study Guide 2
2nd Sem AY 2020-2021

Department of Mathematics, Physics, and Computer Science

University of the Philippines Mindanao

RANDOM VARIABLE
● Definition: a numerical variable whose value depends on the outcome of a random experiment;
associates a numerical value with each outcome in the sample space; 𝑌 denotes the random
variable, 𝑦 represents one of its values; each possible value of 𝑌 represents an event.
● Types of Random Variable
- Discrete Random Variable: possible values are whole numbers; have a finite number of
possible values or an infinite number of values that are countable.
- Continuous Random Variable: can assume all values in the interval between any two given
values and can be decimal and fractional values; obtained from data that can be measured
rather than counted.

Example 1: Identify the random variable and the type of random variable
1. Three electronic components are tested and classified as defective or non-defective.
Solution: Let the random variable 𝑌 be the number of defective electronic components. The
sample space or the outcomes of 𝑌 is 0, 1, 2, 3, denoted as 𝑌 = {0, 1, 2, 3}. Based on the sample
space, 𝑌 is a discrete random variable.
2. A die is thrown until a 5 occurs
Solution: Let the random variable 𝑌 be the non-occurrence of 5 when a die is thrown. The sample
space is 𝑌 = {1, 2, 3, 4, 6}. Based on the sample space, 𝑌 is a discrete random variable.
3. Effect of height-growing supplement on the height of a 5-yr old kid
Solution: Let the random variable 𝑌 be the height difference of 5-yr old kids before and after
taking the height-growing supplement. The sample space is 𝑌 = {𝑦 ≥ 0}, thus, 𝑌 is a continuous
random variable.

PROBABILITY DISTRIBUTION
● Definition: probability distribution describes the probability structure of a random variable; it
consists of the possible values of the random variable with its corresponding probabilities; it can be
represented by a table, graph, or formula
● Types of Probability Distribution
- Discrete Probability Distribution: consists of the values a discrete random variable can
assume and the corresponding probabilities of the values; the probabilities are determined
theoretically or by observation; the probability distribution for a discrete variable 𝑌, denoted by
𝑝(𝑦), is often called the probability mass function of 𝑌 and can be represented by a formula,
table, or graph that provides 𝑝(𝑦) = 𝑃(𝑌 = 𝑦) for all 𝑦.
▪ Properties of Discrete Probability Distribution
 1. 0 ≤ 𝑝(𝑦) ≤ 1 for all values of 𝑦
2. 𝑃(𝑌 = 𝑦) = 𝑝(𝑦) for all values of 𝑦
3. ∑𝑦 𝑝(𝑦) = 1
- Continuous Probability Distribution: consists of the values a continuous random variable can
assume and its corresponding probabilities; the probability distribution for a continuous variable
𝑌, denoted by 𝑓(𝑦), is often called the probability density function for 𝑌; the probability density
function is a theoretical model for the frequency distribution of a population measurements.
▪ Properties of Continuous Probability Distribution
1. 𝑓(𝑦) ≥ 0 for all 𝑦, −∞ < 𝑦 < ∞
𝑏
2. 𝑃(𝑎 ≤ 𝑌 ≤ 𝑏) = ∫𝑎 𝑓(𝑦)𝑑𝑦
∞
3. ∫−∞ 𝑓(𝑦)𝑑𝑦 = 1

● Mean of a Probability Distribution: the mean, 𝜇 , of a probability distribution is a measure of its

central tendency or location. Mathematically, we define the mean as
- If 𝑌 is discrete,

𝜇=∑ 𝑦𝑝(𝑦)
𝑎𝑙𝑙 𝑦

- If 𝑌 is continuous,
∞
𝜇=∫ 𝑦𝑓(𝑦) 𝑑𝑦
−∞

● Expected Value of a Probability Distribution: we may also express the mean in terms of the
expected value or the long-run average value of the random variable 𝑌 as
- If 𝑌 is discrete,

𝜇 = 𝐸(𝑌) = ∑ 𝑦𝑝(𝑦)
𝑎𝑙𝑙 𝑦

- If 𝑌 is continuous,
∞
𝜇 = 𝐸(𝑌) = ∫ 𝑦𝑓(𝑦) 𝑑𝑦
−∞

where 𝐸 denotes the expected value operator.

● Variance of a Probability Distribution: the variability or dispersion of a probability distribution can
be measured by the variance, defined as
- If 𝑌 is discrete,

𝜎2 = ∑ (𝑦 − 𝜇)2 𝑝(𝑦) = ∑ [𝑦 2 𝑝(𝑦)] − 𝜇2

𝑎𝑙𝑙 𝑦 𝑎𝑙𝑙 𝑦

- If 𝑌 is continuous,
∞
𝜎2 = ∫ (𝑦 − 𝜇)2 𝑓(𝑦) 𝑑𝑦
−∞

The variance can be expressed entirely in terms of expectation because

 𝜎2 = 𝐸[(𝑌 − 𝜇)2 ]
Finally, the variance is used so extensively that it is convenient to define a variance operator
𝑉 such that
𝜎2 = 𝑉(𝑌) = 𝐸[(𝑌 − 𝜇)2 ] = 𝐸(𝑌 2 ) − [𝐸(𝑌)]2
● The standard deviation of 𝑌 is the positive square root of 𝑉(𝑌).
Example 2: Construct a probability distribution and compute the expected value, variance, and
standard deviation of the random experiment: number of heads in tossing three (3) coins.
Solution: Let the random variable 𝑌 be the number of heads when three coins are tossed. The
sample space for this experiment is 𝑌 = {0, 1, 2, 3}. Next, solve for the probabilities for each
value of 𝑌. Using the probability and counting rules,
(3 0 ) 1
● 𝑃(𝑌 = 0) = 𝑝(0) = 3 =8
2
(3 1 ) 3
● 𝑃(𝑌 = 1) = 𝑝(1) = 3 =8
2
(3 2 ) 3
● 𝑃(𝑌 = 2) = 𝑝(2) = 3 =8
2
(3 3 ) 1
● 𝑃(𝑌 = 3) = 𝑝(3) = 3 =
2 8

The probability distribution table for 𝑌 is

No. of Heads, 𝑦 0 1 2 3

Probability, 1 3 3 1
𝑝(𝑦) 8 8 8 8

The probability distribution graph for 𝑌 is

1.0
0.9
0.8
Probability, p(y)

0.7
0.6
0.5
0.4
0.3
0.2
0.1
0.0
0 1 2 3
No. of Heads, y

The probability mass function of 𝑌 is

(3 𝑦 )
𝑝(𝑦) = ; 𝑦 = 0, 1, 2, 3
8

The expected value is

 1 3 3 1 3
𝐸(𝑌) = ∑ 𝑦𝑝(𝑦) = (0) ( ) + (1) ( ) + (2) ( ) + (3) ( ) = = 1.5
8 8 8 8 2

The variance is

2 2 1 2 3 2 3 2 1 3 2 3
𝑉(𝑌) = 𝐸(𝑌 ) − [𝐸(𝑌)]2 = [(0 ) ( ) + (1 ) ( ) + (2 ) ( ) + (3 ) ( )] − ( ) = = 0.75
8 8 8 8 2 4
The standard deviation is

3
√𝑉(𝑌) = √ = 0.87
4