Probability Distribution Function

PRESENTED BY:Abhishek Singh(ROLL NO-1)

Probability Distribution
In any Probabilistic situation each strategy(course of

action) may lead to a number of different possible outcomes.

A listing of all the possible outcomes of a random

variable with each outcome`s associated probability of occurrence is called Probability Distribution.

ontd..
!he numerical value of a random variable depends

upon the outcome of an e"periment and may be different for different trails of same e"periment .
!he set of all such values so obtained is called the

range space of the random variable.

In all such cases# the decision ma$er may li$e to

$now
%. !he avg. value of the random variable
&. !he ris$ involved in choosing a strategy.

'"ample
If a coin tossed twice# then the sample space of

events# for this random e"periment is () * ++# !+# +!# !!,

If the decision ma$er is interested to $now the

probability distribution for the number of heads# then a random variable (") may be defines as") no. of +`s occurred

ontd..
!he values of " will depend on chance and may ta$e

the values- ++)&# +!)%# !+)%# !!)..

!hus the range space of " is *.#%#&,. /hen a random variable " is defined# a value is given

to each simple event in sample space.

!he probability of any particular value of " can then

be found by adding the probabilities for all the simple events that have the value of ".

(uppose P(")r) represents the probability of random

variable ta$ing the value r (here r represents the no. of heads occurred).

0andom 1ariable
A random variable x ta$es on a defined set of values with

different probabilities.
2

For e"ample# if you roll a dice# the outcome is random (not fi"ed) and there are 3 possible outcomes# each of which occur with probability one4si"th. For e"ample# if you poll people about their voting preferences# the percentage of the sample that responds 5es on Proposition %.. is a also a random variable (the percentage will be slightly differently every time you poll).

ontd..

0oughly# probability is how fre6uently we e"pect different

outcomes to occur if we repeat the e"periment over and over (fre6uentist view)

0andom variables can be discrete or continuous

Discrete random variables have a countable

number of outcomes

'"amples- Dead7alive# treatment# dice# counts# etc.

Contin o s random variables have an infinite

continuum of possible values.

'"amples- blood pressure# weight# the speed of a car# etc.

Prob!bi"it# $ nctions
A probability function maps the possible values of x against

their respective probabilities of occurrence# p(x)

p(x) is a number from . to %... !he area under a probability function is always %.

Probability Distribution Function(pdf)

It can be classified in two categories%. Discrete probability distributions &.

ontinuous probability distributions

Discrete Probability Distribution

It assumes that the outcomes of a random variable

under study can ta$e on only integer values

A boo$ shop has only .#%#&#8..

opies of a particular

title of a boo$
A consumer can buy .#%#&#88 shirts# pants etc.

ontd8
If the random variable " is discrete# its probability

distribution called probability mass function 9 it must satisfy the following condition !he probability of a any specific outcome for a discrete random variable must be between . and %. .: f(")$) : %# for all value of $
!he sum of the probabilities over all possible values of a discrete

random variable must e6ual %. ; f(")$) ) %

all $

Discrete e"ample- roll of a dice

p(x)

1/6 x

all x

P(x) = 1

Probability mass function (pmf)

x 1 2 3 4 5 6 p(x) p(x=1)=1/6 p(x=2)=1/6 p(x=3)=1/6 p(x=4)=1/6 p(x=5)=1/6 p(x=6)=1/6 1.0

ontinuous Probability Distribution

It assumes that the outcomes of random variable

can ta$e on only value in an interval

Product costs and prices. Floor area of a house# office etc

 If the random variable " is continuous# then its

probability density function must satisfy two conditions P(") < .= 4> ? " ? > (non4negative condition)

P(")d" ) % (Area under the continuous curve must total %)

!his function is used to find probabilities associated

with random variable values @% # @&#8.. @n in agiven interval or range say (a#b).
In other words these probabilities are determined by

finding the area under the pdf between the values a and b. f(a : " : b) ) f(b) A f(a) )

'"ample
onsider the function

a f(") ) . is this a pdf C

.:":B otherwise

(olution
For f(") to be a pdf# the condition

f(") d" ) % must be satisfied# which is true if

B a d" ) %# . i.e. a) %7B.

(ince aD.# the function# f(") < .. !hus f(") satisfies both the conditions for pdf.

Euestion
A given right angle triangle is a pdf. (o find out the

height of the trangle.

If this is a pdf# so the area must be e6ual to %

i.e. A ) F bGh ) % given# b ) H so# FGH G h ) % h ) &7H Ans