Skip to content

Applied Mathematics · Ch 6 — Probability Distribution

Probability Distribution of Discrete Random Variable

6.2.2

Probability Distribution of Discrete Random Variable

Once a discrete random variable has been defined on a sample space, the natural next step is to ask: how likely is each of its possible values? Consider rolling two dice and letting XX be the sum of the numbers shown — XX can take any of the values 2,3,4,…,122, 3, 4, \dots, 12, each with its own likelihood based on how many outcomes in the sample space produce that sum.

Listing every possible value of XX alongside the probability of it occurring gives a probability distribution table for that random variable. Such a table links every possible outcome of the random experiment to the probability of the corresponding event, and together the listed values account for the entire sample space.

For a discrete random variable XX taking values x1,x2,…,xnx_1, x_2, \dots, x_n with probabilities p1,p2,…,pnp_1, p_2, \dots, p_n: ∑i=1npi=1\displaystyle\sum_{i=1}^{n} p_i = 1 …