MATH 2274 Lecture 8 Discrete Distributions

1) BERNOULLI DISTRIBUTION

Definition 1: A statistical experiment with 2 outcomes (success and failure) is called a

Bernoulli trial.

Definition 2: A discrete r.v. X is said to have a Bernoulli distribution with parameter p, X ~

Bernoulli(p), if X takes the values 1-p and 0 respectively. If X ~ Bernoulli(p) and has pf. f then

f(x) = (1 )1 {0,1}.

e.g. Toss a biased coin where P(Head) = 2/3. Let X be the r.v. no. of heads obtained. Find the
pf. f.

X= x 0 1
f(x) = P(X=x) 1-2/3 = 1/3 2/3

Note: For a Bernoulli Trial, P(X=1) = P(success).

Theorem 1: Let X ~ Bernoulli (p). Then:

i) E(X) = p ii) Var(X) = p(1-p).

Proof: See Lecture Notes pg 48.

2) BINOMIAL DISTRIBUTION

Definition 3: A binomial experiment is one which consists of n Bernoulli trials ( n 2) each

with probability of success p, where 0<p<1. Let X be the no. of successes. Then, the r.v. X is
said to have a Binomial distribution with parameters n and p. X ~ B(n,p) and the pf. of X is
denoted by b(x; n,p).

Assumptions:

i) Each trial is independent of the other.

ii) P(Success) is the same for each trial.

e.g. A biased coin with P(Heads) = p, where 0<p<1, is tossed 5 times. What is the probability of
obtaining exactly 3 heads? Similarly, state the probability that x heads are obtained.

Theorem 2: Let X be a discrete r.v. such that X~B(n,p), where 0<p<1. Then:

f(x) b(x; n, p) = () (1 )
Theorem 3: Let X be a discrete r.v. such that X~B(n,p), where 0<p<1. Then:

i) E(X) = np ii) Var(X) = np(1-p)

Proof: See Lecture notes Pg 49-50.

3) GEOMETRIC DISTRIBUTION

e.g. A biased coin is tossed until the first head is obtained, where P(head) = p and 0<p<1. Find
the pf. f for the number of tosses until the first head is obtained.

Definition 4: A discrete r.v. X with pf. f is said to have a geometric distribution with parameter
p, where 0<p<1, if

f(x) = p 1 , for x = 1,2,3.... and q = 1-p.

Assumptions:

i) The geometric r.v. consists of the no. of trials until the first success.
ii) Similar assumptions to the binomial r.v. hold.

Theorem 4: Suppose that X ~ Geometric(p). Then:

1
i) E(X) = ii) Var(X) = 2

Proof: See Lecture notes pg 52.

Note: The HYPERGEOMETRIC and the NEGATIVE BINOMIAL distributions are

extensions of these and can be found on pgs. 53 54 in Lecture notes.