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Distribution Functions

The document provides definitions and examples of probability distribution functions and cumulative distribution functions for discrete random variables. It discusses important discrete and continuous distributions, including the binomial, Poisson, geometric, uniform, exponential, and normal distributions. The normal distribution is highlighted as the most widely used, characterized by its bell curve shape and symmetry.

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ashutosh
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22 views13 pages

Distribution Functions

The document provides definitions and examples of probability distribution functions and cumulative distribution functions for discrete random variables. It discusses important discrete and continuous distributions, including the binomial, Poisson, geometric, uniform, exponential, and normal distributions. The normal distribution is highlighted as the most widely used, characterized by its bell curve shape and symmetry.

Uploaded by

ashutosh
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Probability Distribution

Definition:
Let X : S → R be a discrete random variable.

The function f(x) is a probability distribution function for X, if


1. f(x)  0 for all x

2.  f (x) = 1
x

3. P(X = x) = f(x),

where P(X=x) is the probability for the outcomes sS : X(s) = x.

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Example: Flip three coins X : # heads X : S → {0,1,2,3}

Outcome Random variable X Probability function


TTT X=0 f(0) = P(X=0) = 1/8
HTT, TTH, THT X=1 f(1) = P(X=1) = 3/8
HHT, HTH, THH X=2 f(2) = P(X=2) = 3/8
HHH X=3 f(3) = P(X=3) = 1/8

Notice! The definition of a


probability function is fulfilled:
1. f(x) 0
2.  f(x) = 1
3. P(X=x) = f(x)

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Cumulative Distribution Functions
Definition:
Let X : S → R be a discrete random variable with probability function
f(x).

The cumulative distribution function FX (x) is defined by

FX (x) = P(X  x) for -  < X ≤ x

Properties:

3
The role of the subscript X is only to identify the actual r.v.
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5
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Example: Flip three coins X : # heads X : S → {0,1,2,3}
Outcome Value of X Probability function Cumulative dist. Func.
TTT X=0 f(0) = P(X=0) = 1/8 F(0) = P(X < 0) = 1/8
HTT, TTH, THT X=1 f(1) = P(X=1) = 3/8 F(1) = P(X < 1) = 4/8
HHT, HTH, THH X=2 f(2) = P(X=2) = 3/8 F(2) = P(X < 2) = 7/8
HHH X=3 f(3) = P(X=3) = 1/8 F(3) = P(X < 3) = 8/8=1

Probability distribution function: Cumulative distribution function:


f(x) F(x) 1.0
0.4 0.8
0.3 0.6
0.2 0.4
0.1 0.2

0 1 2 3 x 0 1 2 3 x
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Example:

In the above experiment, we might define the random variable as, X(H)=1, X(T)=0
Example: Occurrence or H in
an experiment of tossing coin
three times.

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Continuous distributions
Three important continuous distributions:

1. Uniform distribution

2. Exponential distribution
3. Normal distribution

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Discrete Distributions
Three important discrete distributions are:

1. The Binomial distribution

2. The Poisson distribution

3. The Geometric distribution


Normal Distribution
• The normal distribution is the most widely used
distribution for a random variable.
• If your random variable is sum of several
independent random variables, then irrespective of
the type of distribution of independent random
variables, their sum will approx. have a normal
distribution.
• Normal distributions have the general shape: the
bell curve
• They are symmetric with density more concentrated
in middle than in tails.
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Normal distribution
Examples
The normal distribution is without doubt the most important
continuous distribution, since many phenomena are well
described by it.

IQ among students Height among students


0.04 0.08

0.03 0.06

0.02 0.04

0.01 0.02

0 0
90 100 110 120 130 140 150 160 170 180 190 200

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