Chapter 11
Probability Distributions
Random variables, distributions, expectation and special discrete distributions.
1. Random variables
In an experiment whose outcome is uncertain, we often care about a number attached to each outcome — the number of heads in five tosses, the lifetime of a bulb, the sum on two dice. A rule that assigns a real number to every outcome of a sample space is called a random variable.
A random variable is a function that assigns a real number to each outcome in the sample space .
Random variables come in two flavours. A discrete random variable takes isolated (countable) values such as . A continuous random variable can take any value in an interval of the real line.
- Discrete: number of defective items, number of heads, score on a die — you can list the values.
- Continuous: height, weight, time, temperature — values fill an interval and cannot be listed one by one.
2. Discrete distributions and the pmf
For a discrete random variable we describe its behaviour by listing each value together with its probability. This list is the probability distribution, and the function giving those probabilities is the probability mass function (pmf).
For a discrete random variable , the pmf is .
A valid pmf must satisfy two conditions:
3. Continuous distributions and the pdf
For a continuous random variable, the probability of hitting any single exact value is 0 — there are infinitely many possibilities. Instead we use a probability density function and measure probability as area under its curve.
A function is a pdf for a continuous random variable if for all and the total area under it is .
Probability over an interval is the area under the curve on that interval:
4. Cumulative distribution function
Sometimes we want the probability of being at or below a value. The cumulative distribution function (cdf) accumulates probability from the left.
The cdf is .
- Discrete: — add the probabilities of all values up to .
- Continuous: — the area to the left of .
- is non-decreasing, with and .
- For continuous , — the density is the slope of the cdf.
5. Expectation, variance and standard deviation
The expectation (mean) is the long-run average value of the random variable — a probability-weighted balance point. The variance measures how widely the values spread around that mean.
To measure spread, we first find (weight the squared values), then use:
6. The binomial distribution
Many experiments are a fixed number of independent yes/no trials — tossing a coin times, testing items for defects. If each trial has the same success probability , the number of successes follows a binomial distribution.
- A fixed number of trials.
- Each trial has just two outcomes: success or failure.
- The success probability is the same on every trial.
- The trials are independent of one another.
If is the number of successes, then for :
Here counts the ways to place successes among trials, is the chance those succeed, and the chance the rest fail. The mean and variance have neat closed forms:
7. Other distributions (a note)
The binomial is one of a family of standard models. When trials are rare but numerous (large , small ), the Poisson distribution approximates the binomial. When measurements cluster symmetrically around a mean, the continuous normal distribution (the bell curve) is the workhorse of statistics. In Class 12 the binomial is the central discrete example, so master its formula, mean , and variance .