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Discrete random variables


               Example 5.5. The probability of getting exactly 2 heads in 6 tosses of a fair
               coin is
                                                           2
                                                      ( ) ( )     6−2        ( )  6
                                                        1      1         6!    1      15
                                      P(X = 2) = C   2                =            =     .
                                                     6
                                                        2      2        2!4!   2      64

                                                                   f(x)

                                                                 0.40
                       n = 5, p = 0.6
                  f(x)                                                       n = 5, p = 0.167
                                                                 0.30
                0.30

                                                                 0.20
                0.20
                                                                 0.10
                0.10

                0.00                              x              0.00                              x
                      0    1    2   3    4    5                        0    1    2    3    4    5
                  f(x)                                            f(x)
                0.40                                             0.40

                     n = 10, p = 0.6                                              n = 10, p = 0.167
                0.30                                             0.30

                0.20                                             0.20


                0.10                                             0.10

                0.00                                          x  0.00                                         x
                     0   1   2   3   4   5   6   7   8   9  10        0   1   2   3   4  5   6   7   8   9   10
               Figure 5.3 – Some typical binomial distributions with various combinations of parameters n and p.


                   The discrete probability function (5.14) is often called the binomial distribution since for x = 0,
               1, 2, . . . , n it corresponds to successive terms in the binomial expansion

                                                               n
                                                              ∑
                                                          n
                                                                    x x n−x
                                                   (p + q) =      C p q     .
                                                                    n
                                                              x=0
               It is also called the Bernoulli distribution. A random variable having the distribution (5.14) is
               said to be Bernoulli or binomially distributed.



               Poisson distribution. Let X be a discrete random variable which can take on the values 0, 1, 2,
               . . . the probability function of X is given by


                                                                 x −λ
                                                               λ e
                                          f(x) = P(X = x) =          , x = 0, 1, 2, . . .                 (5.15)
                                                                 x!
               where λ is a given positive constant. This distribution is called the Poisson distribution (after S.
               D. Poisson, who discovered it in the early part of the 19th century) and a random variable having
               this distribution is said to be Poisson distributed (Fig. 5.4).
                   The values of f(x) in (5.15) can be obtained by using special table in textbooks.


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