3/24/2017 Stats:ProbabilityDistributions

Stats:ProbabilityDistributions

ProbabilityFunctions
Aprobabilityfunctionisafunctionwhichassignsprobabilitiestothevaluesofarandomvariable.

Alltheprobabilitiesmustbebetween0and1inclusive
Thesumoftheprobabilitiesoftheoutcomesmustbe1.

Ifthesetwoconditionsaren'tmet,thenthefunctionisn'taprobabilityfunction.Thereisnorequirementthatthe
valuesoftherandomvariableonlybebetween0and1,onlythattheprobabilitiesbebetween0and1.

ProbabilityDistributions
Alistingofallthevaluestherandomvariablecanassumewiththeircorrespondingprobabilitiesmakea
probabilitydistribution.

Anoteaboutrandomvariables.Arandomvariabledoesnotmeanthatthevaluescanbeanything(arandom
number).Randomvariableshaveawelldefinedsetofoutcomesandwelldefinedprobabilitiesforthe
occurrenceofeachoutcome.Therandomreferstothefactthattheoutcomeshappenbychancethatis,you
don'tknowwhichoutcomewilloccurnext.

Here'sanexampleprobabilitydistributionthatresultsfromtherollingofasinglefairdie.
x 1 2 3 4 5 6 sum
p(x) 1/6 1/6 1/6 1/6 1/6 1/6 6/6=1

Mean,Variance,andStandardDeviation
Considerthefollowing.

Thedefinitionsforpopulationmeanandvarianceusedwithanungroupedfrequencydistributionwere:

SomeofyoumightbeconfusedbyonlydividingbyN.Recallthatthisisthepopulationvariance,thesample
variance,whichwastheunbiasedestimatorforthepopulationvariancewaswhenitwasdividedbyn1.

Usingalgebra,thisisequivalentto:

Recallthataprobabilityisalongtermrelativefrequency.Soeveryf/Ncanbereplacedbyp(x).Thissimplifies
tobe:

What'sevenbetter,isthatthelastportionofthevarianceisthemeansquared.So,thetwoformulasthatwewill
beusingare:

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3/24/2017 Stats:ProbabilityDistributions

Here'stheexamplewewereworkingonearlier.
x 1 2 3 4 5 6 sum

p(x) 1/6 1/6 1/6 1/6 1/6 1/6 6/6=1

xp(x) 1/6 2/6 3/6 4/6 5/6 6/6 21/6=3.5

x^2p(x) 1/6 4/6 9/6 16/6 25/6 36/6 91/6=15.1667

Themeanis7/2or3.5
Thevarianceis91/6(7/2)^2=35/12=2.916666...
Thestandarddeviationisthesquarerootofthevariance=1.7078

Donotuseroundedoffvaluesintheintermediatecalculations.Onlyroundoffthefinalanswer.

YoucanlearnhowtofindthemeanandvarianceofaprobabilitydistributionusinglistswiththeTI82orusing
theprogramcalledpdist.

TableofContents

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