SA1, SA2 - Discrete probability distributions

SA1, SA2 - Discrete probability distributions

A probability table describes what a random quantity can do before you observe it. SA1 introduces tables and probability functions; SA2 uses them to find probabilities, including events with a condition. You will learn to check a proposed model before trusting its predictions.

Tables and probability functions

A game awards 0, 1 or 2 points with probabilities 0.2, 0.5 and 0.3. Given that you score at least 1 point, what is the probability you score 2? We first need to distinguish the score from its probability.

A random variable assigns a number to each outcome of a chance experiment. Let XX be the score before playing; xx denotes a particular possible score. A discrete random variable has a finite or countably infinite set of possible values, rather than every value in an interval. Discrete values need not be integers: a payment could take only the values 00, 0.500.50 and 1.251.25 pounds.

Probability distribution

A discrete probability distribution specifies the possible values and the probability p(x)=P(X=x)p(x)=P(X=x) of each. The set of values having positive probability is its support. A probability table may also include zero-probability entries; unlisted values have probability zero when the table is stated to be complete.

For the game, the complete distribution is:

xx012
p(x)p(x)0.20.50.3

[DIAGRAM: asset_name: Separate probabilities for a discrete score; asset_slug: aqa7367-discrete-score; caption: Probability is attached to each separate score; no intermediate score is possible; description: Three vertical probability spikes at scores 0, 1 and 2 have labelled heights 0.2, 0.5 and 0.3. The horizontal axis is score x and the vertical axis is P(X=x). A note says total probability 0.2 plus 0.5 plus 0.3 equals 1 and P(X=1.5)=0.]
Probability is attached to each separate score

These probabilities describe a model, not the exact frequencies in a short run. If observed values x1,x2,…x_1,x_2,\ldots occur with frequencies f1,f2,…f_1,f_2,\ldots, those fif_i are counts. The relative frequencies fi/∑fif_i/\sum f_i can estimate probabilities pip_i, but they are not automatically the model's exact probabilities.

You already know notation such as X∼B(n,p)X\sim\mathrm{B}(n,p): the symbol ∼\sim means “has the distribution”. Here B(n,p)\mathrm{B}(n,p) is binomial, nn is the fixed number of trials, pp is the common success probability and q=1−pq=1-p is the failure probability, with independent binary trials. The game table itself does not assert a binomial model. Later, E(X)E(X) will denote its expectation and Var⁡(X)\operatorname{Var}(X) its variance.

Worked example 1: reading a table

Question. For the game table above, find P(X=1)P(X=1) and P(X=1.5)P(X=1.5).

Plan. Read the probability of a listed value; use zero for a value outside the support.

P(X=1)=0.5,P(X=1.5)=0P(X=1)=0.5,\qquad P(X=1.5)=0

The table lists every possible score, so the gap between 1 and 2 contains no further scores.

Answer. 0.50.5 and 00, respectively.

Check. The three listed events already have total probability 0.2+0.5+0.3=10.2+0.5+0.3=1; no extra positive probability is available for 1.5.

Change only the representation: a function can contain exactly the same information as a table.

Worked example 2: reading a function

Question. The game has

p(x)={0.2x=00.5x=10.3x=20otherwisep(x)=\begin{cases} 0.2&x=0\\ 0.5&x=1\\ 0.3&x=2\\ 0&\text{otherwise} \end{cases}

Find P(X=1)P(X=1) and P(X=1.5)P(X=1.5).

Plan. Select the relevant branch of the function for each value.

p(1)=0.5,p(1.5)=0from the otherwise branchp(1)=0.5,\qquad p(1.5)=0\quad\text{from the otherwise branch}

Answer. Again 0.50.5 and 00. Changing notation has not changed the distribution.

Check. Converting the nonzero branches back to a table recovers all three entries of the original table.

Read the support before substituting into any algebraic rule.

Watch out

XX is the random score, xx is a possible value, and p(x)p(x) is its probability. A frequency of 5 is possible; a probability of 5 is not.

Try an algebraic function with a different support.

Valid probability masses

The possible values are mutually exclusive: one observation of XX cannot equal two different values at once. Their probabilities therefore add. If the list is exhaustive, one of them must occur, giving total probability 1.

Checking a discrete distribution

For a complete discrete distribution,

pi≥0for every i,∑ipi=1p_i\geq0\quad\text{for every }i,\qquad \sum_i p_i=1

Together these imply pi≤1p_i\leq1. These general validity conditions are required knowledge; they are not separately printed in the formula booklet.

The values themselves may be negative; only their probabilities must be nonnegative. A zero probability is allowed in a table, although that value then lies outside the positive-probability support.

Worked example 3: checking both conditions

Question. A complete table for X=−1,0,2X=-1,0,2 gives probabilities 0.2,0.3,0.50.2,0.3,0.5. Is it valid?

Plan. Check every mass, then check the total.

0.2,0.3,0.5≥0,0.2+0.3+0.5=10.2,0.3,0.5\geq0,\qquad0.2+0.3+0.5=1

Answer. Yes. Negative X=−1X=-1 is a permitted value, and both probability conditions hold.

Check. The complementary events X=2X=2 and X≠2X\ne2 have probabilities 0.50.5 and 0.2+0.3=0.50.2+0.3=0.5, which sum to 1.

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