1

4. DISCRETE PROBABILITY DISTRIBUTION

4.1 Useful series
(i)
1 2
1
n
r
n
r
a a a a
=
= + + +

(ii) ( )
1
1
1
2
n
r
r n n
=
= +

(iii) ( )( )
2
1
1
1 2 1
6
n
r
r n n n
=
= + +

(iv) ( )
0
n
n
r n r
r
n
x y x y
r

=
| |
= +
|
\

(v)
1
0
1
1
n n
r
r
x
x
x
+
=

(vi)
0
1
1
1
r
r
x x
x

=
= <

(vii) ( )
0
1
1
n
r
r
n r
x x
r

=
+ | |
=
|
\

(viii)
0
r
x
r
x
e
r

=
=

(ix) lim 1
n
x
n
x
e
n
| |
+
|
\

(x)
2
2
1
1
6
r
r

=
| |
=
|
\

(xi) ( )
0
1
n
n
r
r
n
x x
r
=
| |
= +
|
\

(xii)
1
1
1
0
1
n n
r
r
a
a a
a

= >

(xiii) ( )
1
1
1
0 1
1
r
r
a a
a

=
= < <

2

4.2 Uniform Distribution
Toss a die. The probability distribution of X , the number on the die, is given
below and illustrated by the vertical line graph.
x 1 2 3 4 5 6
( ) P X x =
1/6 1/6 1/6 1/6 1/6 1/6

( )
1
6
P X x = = for 1, 2, 3, 4, 5, 6 x =


Definition: A random variable X has the a discrete uniform distribution if
and only if the probability distribution is given by


( ) ( )
1
1, 2,...,
0 otherwise
x k
p x P X x k

= = =

Conditions for uniform model
The discrete random variable X is defined over the set of ndistinct values
1 2
, , ,
n
x x x

Each value is equally likely to occur




1 2 3 4 5 6
0
.1
0
0
.1
2
0
.1
4
0
.1
6
0
.1
8
0
.2
0
0
.2
2
x
P
(
X
=
x
)
3

Notation
(i) ( ) ~ X Unif n
(ii) ( )
1
2
n
E X
+
=
(iii) ( )
2
1
2
n
Var X

=
(iv) Cdf: ( )
0
1

1
X
k a
k a
F x a k b
n
k b
<

+ (

=

>

where x (

denotes the greatest integer part of x.

Proof
We need to prove that the sum of ( ) p x over its range equals 1.
So,

1 1
1 1 1
1 1
n n
x x
n
n n n
= =
= = =



Proof (ii)
( ) ( )
1

n
x
E X x P X x
=
= =

1
1

n
x
x
n
=
=


( )
1
1 2 3 n
n
= + + + +

( )
1 1
1
2 2
n n
n
n
+ (
+ =
(




Proof (iii)
( )
( )
2 2
Var X E X =
( )
( )
2 2
1

n
x
E X x P X x
=
= =

4

4.3 Bernoulli Distribution
Suppose you perform an experiment with two possible outcomes; either success
or failure. Success happens with probability p , while failure with probability 1 p
A random variable that takes value 1 in case of success and 0 in case of failure is
called a Bernoulli random variable.

Definition: A random variable X has a Bernoulli distribution with parameter
p , if its probability mass function is:

( )
1
1 0
X
p x
p x
p x
=
=

=

or ( ) ( )
1
1 0,1
x
x
X
p x p p x

= =


Notation
(i) ( ) ~ X B p

(ii) ( ) E X p =

(iii) ( ) ( ) 1 Var X p p =

(iv) Cdf: ( )
0 1
1 0 1
1 1
X
x
F x p x
x
<

= <

Proof
We need to prove that the sum of ( ) p x over its range equals 1.
So:
( ) ( )
1
0
1 1
x
p x p p
=
= + =

5

Proof (ii)
( ) ( )
x
E X x P X x = =

( ) ( ) 1 1 0 0
X X
p p = +
( ) ( ) 1 0 1 p p p + =



Proof (iii)
( )
( )
2 2

x
E X x P X x = =

( ) ( )
2 2
1 1 0 0
X X
p p = +
( ) ( ) 1 0 1 p p p + =

( )
2 2
E X p =
So: ( )
( )
( )
2 2
Var X E X E X =
( )
2
1 p p p p =







6

4.4 Binomial Distribution
A binomial experiment is one that has the following properties:
a) the experiment consists of n identical trials which is fixed
b) the outcome of each trial is deemed either a success or a failure
c) the trials are independent
d) the probability, p of a successful outcome is the same for each trial. (The
probability of a failure, is 1 q p = )
We are interested in x, the number of successes observed during the n trials

If the above four conditions are satisfied, then the random variable, X is said to
follow a binomial distribution.



Notation
(i) The distribution has two parameters ' ' n and ' ' p .
( ) ~ , X Bin n p where n- number of trials and p - probability of success

(ii) ( )
n x n x
x
P X x C p q

= = for 0,1, 2,....., x n =

(iii) ( ) E X np =

(iv) ( ) Var X npq =


Proof
We need to prove that the sum of ( ) p x over its range equals 1.

( ) ( )
0 0
1
n n
n x
x
x x
n
p x p p
x

= =
| |
=
|
\



( ) { }
1
n
p p = +
1 1
n
=

7

Proof (ii)
( ) ( )
0
n
x
E X x p x
=
=

( )
0
1
n
n x
x
x
n
x p p
x

=
| |
=
|
\

( )
1
0 1
n
n x
x
x
n
x p p
x

=
| |
= +
|
\

the first term of the sum is 0 because 0 x =

( )
( )
1
!
1
! !
n
n x
x
x
n
x p p
x n x

=
=

by definition of binomial coefficient

( )
( ) ( )
( )
1
1
1
0
!
1 1
1 ! 1 !
n
n y
y
y
n
y p p
y n y

+
=
= +
+

substituting 1 y x =

( )
( )
( ) ( ) ( )
( )
( )
1
1
0
1 !
1 1
1 ! 1 !
n
n y
y
y
n n
y pp p
y y n y

= +
+

since ( ) ! 1 k k k =

( )
( ) ( )
( )
( )
1
1
0
1 !
1
! 1 !
n
n y
y
y
n
np p p
y n y

( )
1
0
n
Y
y
np p y

=
=

( ) p y is the pmf of binomial rv Y with parameters 1 n & p

np = since the sum of a pmf over its range equals 1


8

Example 1 (Sample with replacement)
A certain kind of lizard lays 8 eggs, each of which will hatch independently with
probability 0.7. What is the probability that 3 eggs will hatch?

Solution





y
0 1 2 3 4 5 6 7 8
( ) P Y y =

( ) F y





4.4.1 Relation of Binomial to Bernoulli Distribution
(i) If ( ) ~ , X Bin n p , with 1 n = , then X has a Bernoulli distribution with
parameter p

( ) ( ) 1
n x
x
n
p x p p
x

| |
=
|
\

when 0: x =
( ) ( ) ( )
1 0
0
1
0 1 1
0
p p p p

| |
= =
|
\

when 1: x = ( ) ( )
1 1
1
1
1 1
1
p p p p

| |
= =
|
\


(ii) A binomial random variable can be viewed as the sum of n independent
Bernoulli random variables, one for each of the n independent
experiments that are performed.



9

4.5 Hyper-geometric Distribution
In chapter 1 we used sampling with and without replacement to illustrate the multiplication rules
for independent and dependent events. Analogous to that the binomial distribution, that applies
to sampling without replacement, in which case the trials are not independent.

Let us consider a set of N elements of which k are looked upon as successes and
the other N k as failures. As in connection with the binomial distribution, we
are interested in the probability of getting x successes in n trials, but now we are
choosing, without replacement, n of the N elements contained in the set.

There are
k
x
| |
|
\
ways choosing xof the k successes and
N k
n x
| |
|

\
ways of choosing n x of the N k failures

Hence,
k N k
x n x
| || |
| |

\ \
ways of choosing x successes and n x failures;

There are
N
n
| |
|
\
ways of choosing n of the N elements in the set. We shall
assume that they are all equally likely.


Definition: A random variable X has a hypergeometric distribution if its
probability distribution is given by

( ) ( )
0,1, 2,....,
0 otherwise
k N k
x n x
x n
N p x P X x
n
| || |
| |

\ \

= = = | |

Note: x k and n x N k

10

Notation
(i). Let X have a hypergeometric distribution, that is, ( ) ~ ; , , X HG x n N k

(ii). Let p k N = and 1 q p = ;
(a) ( )
k
E X np n
N
| |
= =
|
\


(b) ( )
1
N n
Var X npq
N
| |
=
|

\


(iii). For N large: ( ) ( ) 1
n x
x
n
P X x p p
x

| |
=
|
\
that is, if the element size N
is sufficiently large, the distribution of X may be approximated by the binomial
distribution.



Remark
Note that the variance of X is somewhat smaller than the corresponding one
for the binomial case. The correction term ( ) ( ) 1 1 N n N , for large N

The approximation of the hypergeometric distribution to the binomial
distribution is very good if 0.1 n N .



Example 1
Among the 120 applicants for a job, only 80 are actually qualified. If five of the
applicants are randomly selected for an interview, find the probability that only
two of the five will be qualified for the job by using
(a) Hypergeometric distribution
(b) Binomial approximation to hypergeometric
(c) Find the mean and variance


11

Solution




12

4.6 Geometric Distribution
Suppose we flip a biased coin repeatedly. What is the probability that the first tail
appears on the tenth flip, if the probability of head is
2
3
?
Let X denote the random variable , number of tosses until first tail
Then
( )
9 1
2 1
10
3 3
P X
| | | |
= =
| |
\ \


For an experiment to be described using a geometric model,
a) A sequence of trials
b) Trials result in success or failure
c) Trials are independent
d) Constant probability of success, p
e) The random variable X is the number of trials taken for the first success


Definition: A discrete random variable X has a Geometric distribution if
( ) ( )
1
1
x
P X x p p

= = 1, 2,..., x = ( ) 0,1 p
the probability that the first success is obtained at the
th
x attempt

Notation
(i). The r.v. ~ ( ) X Geo p with parameter p

(ii). ( )
1
E X
p
= ( )
( )
2
1 p
Var X
p

=

(iii). ( ) ( ) ( ) ( ) 1 1 1
x
F X P X x P X x p = = > =

(iv). ( ) ( ) 1
x
P X x p > =


Diagrammatic representation of the geometric distribution is given below.

13




Proof (iii)
( ) ( )
X
F x P X x =
( )
1
1
1
x
i
i
p p

=
=

( )
1
1
1
x
i
i
p p

=
=

( )
( )
1 1
1 1
x
p
p
p
| |

| =
|
\
(geometric series)
( ) 1 1
x
p =




5 10 15 20
0
.
0
0
0
.
1
0
X~Geo(0.2):pmf
x
p
r
o
b
5 10 15 20
0
.
0
0
0
.
1
5
X~Geo(0.5):pmf
x
p
r
o
b
14

Proof (ii)
( ) ~ X Geo p
( ) ( )
1 i
E X i P X i

=
= =

( )
1
1
1
i
i
i p p

=
=

( )
1
1
1
i
i
p i p

=
=

( )
2
1
1 1
p
p
=
(



2
1 p
p
p
=


( )
( )
2 2
1 i
E X i P X i

=
= =

( )
1
2
1
1
i
i
i p p

=
=

( )
1
2
1
1
i
i
p i p

=
=

( )
( )
3
1 1
1 1
p
p
p
+
=
(



3 2
2 2 p p
p
p p
| |

=
|
|
\


( )
( )
( )
2 2
Var X E X E X =

2 2 2
2 1 1 p p
p p p

=




15

Example 1
On a particular production line, the probability that an item is faulty is 0.08. In a
quality control test, items are selected at random from the production line. It is
assumed that quality of an item is independent of that of the other items.
(i). Find the probability that the first faulty item:
(a) does not occur in the first six selected,
(b) occurs in fewer than five selections.

(ii). If there is to be at least 90% chance of choosing a faulty item on or before
the
th
n attempt; What is the smallest number n?

Solution


16

4.7 Negative Binomial Distribution
Suppose we are interested in the number of trial on which the
th
r success occurs.
For example, the probability that the tenth child exposed to a contagious disease
will be the third to catch it; or the probability that a burglar will be caught for the
second time on his or her eighth job.

If the
th
r success is to occur on the
th
x trial, there must be ( ) 1 r successes on
the first ( ) 1 x trials.

The random variable X has the negative binomial distribution with pmf


( )
( )
1
1 , 1,....
1
0 otherwise
x r
r
x
p p x r r
p x r

| |
= +

|
=
\

Proof
To see if it is pdf: ( ) 1
x r
P X x

=
= =

we obtain:
( )
1 1
1
1 1
x r
r r x r
x r x r
x x
p p p q
r r

= =
| | | |
=
| |

\ \


( ) 1
r
r
p q

=


Notation
(i). The random variable ( ) ~ , X NBin r p with parameters p and r

(ii). The negative binomial distribution is also referred to as binomial waiting-time
distribution or Pascal distribution

(iii). ( )
r
E X
p
= ( )
( )
2
1 r p
Var X
p

=
17

Example
If the probability is 0.35 that a child exposed to a certain contagious disease will
catch it, what is the probability that the tenth child exposed to the disease will be
the third to catch it?


Solution












4.7.1 Distributions relationship to the Negative Binomial

(i). Binominal
Let ( ) ~ , X Bin n p , i.e. X = number of successes in n Bernoulli trials
with ( ) P success p = .
Let ( ) ~ , Y NBin r p , i.e. Y =number of Bernoulli trials required to obtain
r successes with ( ) P success p = .
Then the following relationships hold:
(a) ( ) ( ) P Y n P X r =
If there are r or more successes in the first n trials, then it
required n or fewer trials to obtain the first r successes.

(b) ( ) ( ) P Y n P X r > = <
If there are fewer than r successes on the first n trials, then it
takes more than n trials to obtain r successes.
18

For example, suppose we wish to evaluate the probability that more than
10 repetitions are necessary to obtain the third success when 0.2 p =
( ) ( ) ( ) ( )
2
10
0
10
10 3 0.2 0.8 0.678
r r
r
P Y P X
r

=
| |
> = < = =
|
\

The contrast between the both distributions, which involves repeated
Bernoulli trials: the binomial distribution arises when we deal with fixed
number say n , of such trials and are concerned with the number of
successes which occur. The negative binomial, is encountered when we
pre-assign the number of successes to be obtained and then record the
number of Bernoulli trials required.


(ii). Geometric
This a negative binomial distribution with parameter 1 r = ; that is,
The pmf is ( ) ( )
1
1
1
x r
r
x
P X x p p
r

| |
= =
|

\



when 1: r =
( ) ( ) ( )
1 1
1
1
1 1
0
x x
x
p x p p p p

| |
= =
|
\




19

4.8 Poisson Distribution
Consider these random variables
The number of emergency calls received by an ambulance control in an hour
The number of vehicles approaching a motorway toll bridge in a five-minute
interval
The number of flaws in a metre length material
The number of bacteria in a litre of tainted water
Assuming each occur randomly, these are examples that can be modelled by the
Poisson distribution.



Conditions for Poisson model
(i). Events occur singly and at random in a given interval of time or space

(ii). , the mean number of occurrences per unit time is known and is finite.
The random variable X is the number of occurrences in the given interval.

If the above conditions are satisfied, X is said to follow a Poisson distribution,
with probability mass function
( ) ( )
0,1, 2,.....
!
0 otherwise
x
e
x
p x P X x
x

=
= = =

Notation
(i). The random variable ( ) ~ X Po with parameter , 0 >

(ii). ( ) E X = ( ) Var X =






20

Proof
To check that ( ) p x is a probability distribution
( )
0 0
!
x
x x
P X x e
x

= =
| |
= =
|
|
\



0
!
x
x
e
x

=
| |
=
|
|
\

1 e e

=

Recall the Taylor series expansion of the exponential function

2 3
0
1
1! 2! 3! !
k
k
e
k

=
= + + + + =




Proof (ii)
( ) ( )
0 x
E X x P X x

=
= =

0
!
x
x
e
x
x

=
=

( )
1
0
1 !
x
x
e
x

=
= +

1
0
!
k
k
e
k

+

=
=

letting 1 k x =


1
0
!
k
k
e
k

+

=
=



0
1
!
k
k
e
k

=
=
=

21

( )
( )
2 2
0 x
E X x P X x

=
= =

2
0
!
x
x
e
x
x

=
=

( )
1
0
1 !
x
x
e
x
x

=
= +

( )
1
0
1
!
k
k
e
k
k

+
=
= +

letting 1 k x =


2
0 0
1

! !
k k
k k
e e
k
k k

= =
= =
| |
|
|
+ = +
|
|
\






( )
( )
( )
2 2 2 2
Var X E X E X = = + =



22

Example 3
On average, a school photocopier breaks down eight times during the school
week (Mon to Fri). Assuming that, the number of breakdowns can be modelled by
a Poisson distribution; find the probability that it breaks down
(i). Five times in a given week
(ii). Once on Monday
(iii). Eight times in a fortnight


Solutions


23

4.8.1 The Poisson distribution as an Approximation to Binomial
Let ( ) ~ , X Bin n p ; and put ( ) E X np = = and let n increase and p decrease
so that, remains constant.
Thus

( ) ( ) 1
n x
x
n
P X x p p
x

| |
= =
|
\
0,1, 2,..., x n =

Letting p n = :
( ) 1
x n x
n
P X x
x n n


| |
| | | |
= =
| | |
\ \
\


( )
!
1
! !
x n x
n
x n x n n


| | | |
=
| |

\ \


( )
( )
( )
1 !
!
!
1
n
x
x x
n n
x
n n x
n

( ) ( ) ( )
( )
1 2 1 1
!
1
n
x
x
n n n n n x
x n n n n
n

+
=

1 1 1 1
! 1
x
e
x

as n

!
x
e
x

=




When n is large ( 50 n > ) and p is small, say, 0.1 p < ; then the binomial
distribution ( ) ~ , X Bin n p can be approximated using a Poisson distribution
with mean np = , i.e. ( ) ~ X Po np





24

Example 1
Apples are packed into boxes each containing 250. On average, 0.6% of the apples
are found to be bad. Find, correct to two significant figures, the probability that
there will be more than two bad apples in a box.

Solution


25

4.8.2 Recursive formula to Poisson
In general
( )
( )
1
1
1 !
r
e
P X r
r

+
= + =
+



( ) 1 !
r
e
r r

=
+


( )
( )
1
P X r
r

= =
+


Suppose a typist makes errors at random and on average makes two errors per
page. Find the probability more than three errors on any given page.

Let the rv X denote the number errors made on a page, then ( ) ~ 2 X Po
( ) ( ) 3 1 3 0.1429 P X P X > = =
( ) P X x = ( ) 1 P X r = +
( )
0
2
2
0 0.1353
0!
P X e

= = = ( )
0
2
2
0 0.1353
0!
P X e

= = =
( )
2 1
2
1 0.2707
1!
e
P X

= = = ( ) ( )
2
1 0.1353 0.2707
1
P X = = =
( )
2 2
2
2 0.2707
2!
e
P X

= = = ( ) ( )
2
2 0.2706 0.2706
2
P X = = =
( )
2 3
2
3 0.1804
3!
e
P X

= = =
( ) ( )
2
3 0.2706 0.1804
3
P X = = =

This gives a considerable saving time, particularly when using a calculator.