Discrete Probability

Formulas
Distributions
1
Discrete Uniform
f(x;k) =

Distribution
(probability is equal each other)
Binomial Distribution
f(x) = b(x, n, p) = ()
(number of successes in n fixed
trials)
= np
2 = npq
*If lot size is big and sampling
is small, use Binomial.
Poisson Distribution
(actual number of occurrences
or successes at random points
in time, unit/time)

P(x, ) =

= = 2

Hypergeometric Distribution
(
)( )
(number of marked individuals h(x, N, n, k) = ()

in sample taken without

=n( )

replacement)

2 = n ( ) (1- ) (
)
*Random sample of n size is

1
selected from N items.
*If N is not given or N is given
but is very large

Pointers

x= number of successes
obtained in n trials
n= total number of trials
p= constant probability that
each would result in a desired
outcome
q= opposite of p
X= number of occurrences per
stated unit
=mean number of occurrences
per stated unit.
X= hypergeometric random
variable
k= successes
N-k=failures

Multivariate Hypergeometric f(x1, x2, , xk, a1, a2, , ak,

N, n) =
Distribution
2
(1
1)(2)

(
)

Negative Binomial
Distribution
(number of trials up to kth
success)

1
b* (x, k, p) = (1
)

Geometric Distribution
(number of trials up to 1st
success)

g(x, p) = 1

Multinomial Distribution
(more than two possible
outcomes per trial)

(1)

M=

2 =

(1)
2

(1)

2 =

n!
x1! x2! xn!

11 22

= =1

2 =

X= number of trials
K= number of successes

Continuous Probability
Distribution
Continuous Uniform
Distribution
(outcomes with equal density)

Formulas
u(x) =

Pointers

1 2

2 1

= 0

otherwise

P( ) =

1
2 1

dx =

2 1

= ( 1 + 2 )
1
2 = 12 ( 2 1 )2

Exponential Distribution
1
f(x) =

(time until an event, time/unit)

F(x) = P( x < some value of x)

=1-
P(x=some value)=0
1
=

Normal Distribution
N(x, , ) = P[z <
]

(Area under the curve, left of z)

= np
2 = npq (Variance)
= (npq) ^1/2 (S.D.)

=the expected value or mean

t= time between occurrences
*f(x) is used with integration
*f(x)= Density Function
*F(x)= Cumulative Density
function

Discrete Probability Distribution Function

Characteristics:
f(x) 0
x
() = 1
P(X=x) = f(x)
Cumulative Distribution Function:
F(x) = P(X x) = ()
Expectation, E(x) or
discrete: E(x) = f(x)
Variance, (dispersion or spread of values)
2 = ( 2 ) ( )2 = ( 2 ) [()]2
Standard Deviation: 2

Laws of Expectation
1.) E(ax + b) = a E(x) + b
Consequently: E(ax) = a E(x)
E(b) = b
2.) E [g(x) h(x)] = E[g(x)] E[h(x)]
Where x and y are 2 different random
variables
3.) E [g(x) h(y)] = E[g(x)] E[h(y)]
Where x and y are 2 different random
variables
4.) E(x+y)= E(x) + E(y)
5.) E(xy) = E(x) * E(y)

Continuous Probability Distribution Function

Characteristics:
f(x) 0
if P(x = c) = 0, then P(a x b) = P(a x < b) =
P(a < x b)

P(a x b) = ()
() = 1
Cumulative Density Function

F(x) = P(X x) = ()
P(X A) = FA; P(X A) = 1 F(A); P(A
x B) = F(B) F(A)
Expectation, E(x) or
continuous: E(x) = ()
Variance, (dispersion or spread of values)
2 = ( 2 ) ( )2 = ( 2 ) [()]2
Standard Deviation: 2

Laws of Variances
2
1.) ()
= {[g(x)]2 } {[()]}2
2
2.)
= 2 2
3.) 2 = 0
2
2
2 2
Consequently:
b = =
2
2 2
2 2
4.)
b =
Only if x & y are independent variables
5.) 2 = ( 2 ) {()}2
Where z= f(x,y) and x,y are independent
variables

Discrete Joint Probability Distribution

Function

Characteristics:
f(x,y) 0
x
(, ) = 1
f(x,y) = P(X = x, Y=y)
For any region A in the xy-plane, P[(x,y) A] =
(, )
Marginal Distribution:
g(x) = (, )
h(y) = (, )
Conditional Distribution:
( = , = ) (,)
P(Y = y | X = x) =
= ()
(=)
P(X = x | Y = y) =

( = , = )
(=)

(,)

Covariance:
- measure of dispersion between x and y
- COV(x, y) = E(xy) E(x) E(y)
where: E(xy) = (, )
E(x) = ()
E(y) = ()

()

Continuous Joint Probability Distribution

Function

Characteristics:
f(x,y) 0

(, ) = 1
P[(X,Y) A] = (, )
region A in the xy-plane

Marginal Distribution:

g(x) = (, )

h(y) = (, )

Conditional Distribution:

P(a < x < b | Y=y) = (|)

P(a < y < b | X=x) = (|)

for any