PROBABILITY DISTRIBUTIONS
A probability distribution is an assignment of probabilities or probability densities to all possible
random variable outcomes. A random variable is an outcome with a probability distribution.
Depending on the type of random variable in use there are generally two types of probability
distributions, namely;
i. Discrete or discontinuous and
ii. Indiscrete or continuous probability distributions.
1. Discrete random variables
A discrete random variable is a variable whose values are countable.
Note that; probabilities of a random variable are usually presented in tables, but this is not
always the case. A function referred to as a probability density function (p.d.f) can also be used
to serve the purpose. The probability density function of a random variable X is denoted as P(X =
x) or
f (x). The function f (x) will be probability function if it satisfies the following conditions,
Examples:
1. The coin is tossed twice, draw a probability distribution table to show the probability of
obtaining a head.
2. Two ordinary dice are rolled. Draw a probability distribution table to show the
probability of the sum of the scores.
3. Two tetrahedral dice, are rolled and the sum is recorded. If the score is the sum of the two
numbers marked on which the dice have landed, find the corresponding probability
density function.
4. Find the value of a if the probability density function of a discrete random variable X is
given by
5. A random variable X has a probability distribution as shown in the following table.
Expected value of a discrete random variable
An expected value of a discrete random variable is the mean value of all the variables of the
given distribution. It is commonly referred to as an expectation or a mean. It is denoted by E[X].
It is determined as follows.
Examples:
1. Find the expected score if a fair die was rolled 120 times and the results recorded as
follows.
2. Find the expectation when the fair die is rolled once.
3. A fair die is rolled, and if 1, 2, or 3 shows up, the roller scores 2 points. If either 4 or 5
shows up, then the roller scores 3 points. If 6 shows up, then the roller scores 4 points.
What is the expectation in this game?
4. A discrete random variable Y has the following probability distribution, find the expected
value.
5. Makungu plays a game in which a fair six-sided die is rolled once. If the score is 1, 2, or
3, he wins 100 Tanzanian shillings. If the score is 4 or 5, he wins x Tanzanian shillings. If
the score is 6, he wins 2x Tanzanian shillings. (a) Compute his expected profit in a single
game. (b) Calculate the value of x when his average profit is zero.
6. The discrete random variable X is such that P(X = x) = k for x = 20, x= 20, 30, 45, 50.
Find: (a) The probability distribution of X. (b) The expectation of X.
Expectation of any Function g(x)
Examples:
1. A random variable X has a p.d.f for 1, 2, 3 as shown in the following table.
x 1 2 3
P(X=x) 0.1 0.6 0.3
Find a) E [5X] b) E [5X+3] c) E[X2]
2. A random variable X has a probability density function as shown in the following
table. Find the value of c if E[X 2] = 1.3.
x -2 -1 0 c 2
P(X=x) 0.1 0.1 0.3 0.4 0.1
Variance and standard deviation of a discrete random variable
Therefore, for any discrete random variable,
Also, recall that, the standard deviation, σ is given by σ = Var [x]
Examples:
1. A random variable X has the following probability distribution.
x 1 2 3 4 5
P(X=x) 0.1 0.3 0.2 0.3 0.1
Find: a) E[X] b) Var and S.D of [X] c) Var and S.D of [3X] d) Var and S.D of [3X+2]
2. In an experiment, six fair coins are tossed simultaneously. Find the expectation and
variance of the number of heads obtained.
