Discrete Probability Distributions
Definition of Discrete probability distribution
As mentioned in the previous section, in this course we will only work with discrete random variables that can take a finite amount of values. This means that X can be one of the values
For any random variable, there is a corresponding probability distribution which describes the probability that the variable will take a particular value.
The probability that the variable X takes value x is written as P(X = x).
If X is a random variable with possible values and corresponding probabilities such that , , then:
- for all describes the probability distribution of X.
Example
Suppose X is the number of heads obtained when 2 coins are tossed. The possible values for X are {0, 1, 2}, with corresponding probabilities . See that all the probabilities are between 0 and 1 and that they add up to 1.