Discrete Probability Distributions
Understand probability tables, expected value, and variance for discrete random variables.
Probability Tables
A discrete random variable X takes a countable number of values (e.g., 0, 1, 2, 3, ...). A probability distribution table lists every possible value of X alongside its probability P(X = x).
For a valid probability distribution, two conditions must hold:
0 ≤ P(X = x) ≤ 1
Each probability is between 0 and 1
Σ P(X = x) = 1
All probabilities sum to 1
Example: Rolling a Fair Die
| x | 1 | 2 | 3 | 4 | 5 | 6 |
|---|---|---|---|---|---|---|
| P(X = x) | 1/6 | 1/6 | 1/6 | 1/6 | 1/6 | 1/6 |
Sum of probabilities: 6 × (1/6) = 1. Valid distribution.
Expected Value (Mean)
The expected value E(X) represents the long-run average value of a random variable. It is calculated as the weighted average of all possible values, using probabilities as weights.
Expected Value Formula
E(X) = Σ x · P(X = x)
For a fair die: E(X) = 1(1/6) + 2(1/6) + 3(1/6) + 4(1/6) + 5(1/6) + 6(1/6) = 21/6 = 3.5. This means that over many rolls, the average result approaches 3.5.
Variance and Standard Deviation
Variance measures how spread out the values of X are from the mean. A higher variance means more spread.
Variance
Var(X) = E(X2) - [E(X)]2
Standard Deviation
SD(X) = √Var(X)
Where E(X2) = Σ x2 · P(X = x). The standard deviation is in the same units as X, making it easier to interpret than variance.
Key Vocabulary
Discrete Random Variable
A variable that takes a countable number of distinct values (e.g., 0, 1, 2, ...).
Expected Value E(X)
The long-run average or mean of a random variable. E(X) = Σ x · P(X = x).
Variance Var(X)
A measure of spread around the mean. Var(X) = E(X2) - [E(X)]2.
Probability Distribution
A table or function that assigns a probability to each possible value of a random variable.
Worked Examples
X has the distribution: P(0) = 0.3, P(1) = 0.5, P(2) = 0.2. Find E(X).
Step 1: E(X) = 0(0.3) + 1(0.5) + 2(0.2)
Step 2: = 0 + 0.5 + 0.4 = 0.9
Answer: E(X) = 0.9
Using the distribution from Example 1, find Var(X).
Step 1: E(X2) = 02(0.3) + 12(0.5) + 22(0.2) = 0 + 0.5 + 0.8 = 1.3
Step 2: Var(X) = E(X2) - [E(X)]2 = 1.3 - (0.9)2 = 1.3 - 0.81 = 0.49
Answer: Var(X) = 0.49, SD(X) = √0.49 = 0.7
P(X = 1) = 0.2, P(X = 2) = 0.3, P(X = 3) = k. Find k if this is a valid distribution.
Step 1: All probabilities must sum to 1: 0.2 + 0.3 + k = 1
Step 2: k = 1 - 0.5 = 0.5
Answer: k = 0.5
Knowledge Check
Select the correct answer for each question. Click "Check Answer" to see if you are right.
Question 1
X has: P(0) = 0.1, P(1) = 0.4, P(2) = 0.3, P(3) = 0.2. What is E(X)?
Question 2
For a valid probability distribution, what must all probabilities sum to?
Question 3
If E(X) = 4 and E(X2) = 20, what is Var(X)?
Question 4
P(X = 1) = 0.25, P(X = 2) = 0.35, P(X = 3) = k, P(X = 4) = 0.15. Find k.
Question 5
A game costs $2 to play. You win $5 with probability 0.3 and $0 otherwise. What is the expected profit?
Key Concepts Summary
- ●A probability distribution assigns probabilities to each value of a discrete random variable.
- ●All probabilities must be between 0 and 1, and must sum to 1.
- ●Expected value: E(X) = Σ x · P(X = x) gives the long-run average.
- ●Variance: Var(X) = E(X2) - [E(X)]2 measures spread around the mean.
- ●Standard deviation = √Var(X) and is in the same units as X.