E370

9/27/2015
Week 06: Discrete vs
Continuous Variables
Part 1: Well-known Discrete
Distributions
Random Variables--Discrete:
Generic Discrete: Described by = ( )
a valid probability distribution,
a list of outcomes and
associated probabilities.

= () ( )

Bernoulli: A single trial resulting

E(X) =
in 1 of 2 mutually exclusive
and collectively exhaustive
outcomes.
Parameter is V(X) = (1-)

Binomial: Repeated Bernoulli E(X)=n V(X) = n(1-)

trials when X is the number of
successes, is constant over
If < 0.5, right skewed; If > 0.5, left skewed; If = 0.5, symmetric
all trials, and each trial is
independent of every other
trial. If n & n(1-) > 5, can be considered symmetric for certain
Parameters are n and . purposes.
X~B(n, )

=BINOM.DIST(x,n,,0/1)
Random VariablesContinuous
Generic Continuous: Described
+
by a formula called a pdf, ==

probability density function.

+
= =

Uniform: Simplest continuous

X~U(a,b) = =
distribution, sometimes called a ( )
rectangular distribution,
represented by a line (curve) ()
parallel to the x-axis. The P(c<x<d) =
()
distance from the x-axis to the
curve is the pdf. ( + ) ( )
= =
Parameters are a and b.

Normal Family: One of the

most important continuous = =
distributions; an infinite
number of normal
distributions, each defined by X~N(, )
its parameters, and ; a bell-
shaped and symmetric
distribution. =NORM.DIST(x, , , 1)

=NORM.INV(, , )
 We looked at common discrete random
variables and developed methods to calculate
their parameters.
We are going to continue our investigation by
looking at just a couple of distributions of
discrete random variables that are very regular
and well-known.
We will find that they are both special cases of
the methods we just learned.
Finally we will begin our investigation of
continuous random variables.

Discrete Random Variables

The simplest of all discrete distributions
A single experiment MUST result in one of two mutually
exclusive and collectively exhaustive outcomes
Outcomes are usually called Success and Failure
P(success) =
P(failure) = (1- )

Must define success and know

Calculate the expected values of the Bernoulli.
E(X)=0*(1- ) + 1* =
V(X)=(0- )2*(1- ) + (1- )2* = *(1- )

The Bernoulli Distribution

The sample space of the Bernoulli is
{0,1}.
The Bernoulli is . . .
a one-parameter distribution
completely defines any Bernoulli
E(X) = V(X) = (1- )

More Bernoulli Distribution

. . . is composed of several identical,
independent Bernoulli trials.
It is recognized as having the following four
necessary characteristics:
the random variable X is the result of counting the
number of successes in a fixed number of trials, and is,
thus, discrete;
the outcome of EACH TRIAL must be one of two mutually
exclusive and collectively exhaustive outcomes;
P(success) remains constant over all trials;
each trial is independent of the other(s).

The Binomial . . .
 Ten bolts were selected randomly from a production
line, the diameter of each was measured, recorded,
and the mean was calculated.

Y/N Binomial Characteristic

Is X a count of successes out of a number of trials?
Is each trial a Bernoulli trial?
Is the probability of success constant over all trials?
Are the trials independent?

Is this scenario a binomial?

 Paststudy shows that 13 of the 19 adult
residents of Shepherd's Pass, Utah, do not
favor gun control. You wish to talk to a sample
of 5 from this population and are curious about
how likely it is that all five of them will favor
gun control.
Y/N Binomial Characteristic
Is X a count of successes out of a number of trials?
Is each trial a Bernoulli trial?
Is the probability of success constant over all trials?
Are the trials independent?

Is this scenario a binomial?

 About 30% of wells drilled in areas deemed
favorable strike oil. A company has found 5
sites with favorable conditions, that are widely
separated geographically, and decides to drill
at each site.

Y/N Binomial Characteristic

Is X a count of successes out of a number of trials?
Is each trial a Bernoulli trial?
Is the probability of success constant over all trials?
Are the trials independent?

Is this scenario a binomial?