Connexions module: m16831 1 Discrete Random Variables: Probability Distribution Function (PDF) for a Discrete Random Variable ∗ Susan Dean Barbara Illowsky, Ph.D. This work is produced by The Connexions Project and licensed under the Creative Commons Attribution License † Abstract This module introduces the Probability Distribution Function (PDF) and its characteristics. A discrete • • probability distribution function has two characteristics: Each probability is between 0 and 1, inclusive. The sum of the probabilities is 1. P(X) is the notation used to represent a discrete probability distribution function. Example 1 A child psychologist is interested in the number of times a newborn baby's crying wakes its mother after midnight. For a random sample of 50 mothers, the following information was obtained. Let X = the number of times a newborn wakes its mother after midnight. For this example, x = 0, 1, 2, 3, 4, 5. P(X = x) = probability that ∗ Version X takes on a value x. x P(X = x) 0 P(X=0) = 1 P(X=1) = 2 P(X=2) = 3 P(X=3) = 4 P(X=4) = 5 P(X=5) = 2 50 11 50 23 50 9 50 4 50 1 50 1.11: Jan 25, 2009 5:59 pm US/Central † http://creativecommons.org/licenses/by/2.0/ Source URL: http://cnx.org/content/col10522/latest/ Saylor URL: http://www.saylor.org/courses/ma121/ http://cnx.org/content/m16831/1.11/ Attributed to: Barbara Illowsky and Susan Dean Saylor.org Page 1 of 3 Connexions module: m16831 2 Table 1 X takes on the values 0, 1, 2, 3, 4, 5. This is a discrete PDF because 1. Each P(X = x) is between 0 and 1, inclusive. 2. The sum of the probabilities is 1, that is, 2 11 23 9 4 1 + + + + + =1 50 50 50 50 50 50 (1) Example 2 Suppose Nancy has classes 3 days a week. She attends classes 3 days a week 80% of the time, 2 days 15% of the time, 1 day 4% of the time, and no days 1% of the time. Problem 1 (Solution on p. 3.) Let X = the number of days Nancy ____________________ . Problem 2 X (Solution on p. 3.) takes on what values? Problem 3 (Solution on p. 3.) Construct a probability distribution table (called a The table should have two columns labeled PDF table) like the one in the previous example. x and P(X = x). What does the P(X = x) column sum to? Source URL: http://cnx.org/content/col10522/latest/ Saylor URL: http://www.saylor.org/courses/ma121/ http://cnx.org/content/m16831/1.11/ Attributed to: Barbara Illowsky and Susan Dean Saylor.org Page 2 of 3 Connexions module: m16831 3 Solutions to Exercises in this Module Solution to Example 2, Problem 1 (p. 2) Let X = the number of days Nancy attends class per week. Solution to Example 2, Problem 2 (p. 2) 0, 1, 2, and 3 Solution to Example 2, Problem 3 (p. 2) x P (X = x) 0 0.01 1 0.04 2 0.15 3 0.80 Table 2 Glossary Denition 1: Probability Distribution Function (PDF) A mathematical description of a discrete random variable (RV), given either in the form of an equation (formula) , or in the form of a table listing all the possible outcomes of an experiment and the probability associated with each outcome. Example A biased coin with probability 0.7 for a head (in one toss of the coin) is tossed 5 times. are interested in the number of heads (the RV X ∼ B (5, 0.7) and P (X = x) = 5 x X = the number of heads). X We is Binomial, so .7x .35−x or in the form of the table: x P (X = x) 0 0.0024 1 0.0284 2 0.1323 3 0.3087 4 0.3602 5 0.1681 Table 3 Source URL: http://cnx.org/content/col10522/latest/ Saylor URL: http://www.saylor.org/courses/ma121/ http://cnx.org/content/m16831/1.11/ Attributed to: Barbara Illowsky and Susan Dean Saylor.org Page 3 of 3
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