Distributions of Probability - Discrete
Bernoulli : \(X ~ Bern(p)\)
Story: A random variable x is said to have Bernoulli distribution if x has only 2 possible values 0 and 1.
\[\text{PMF:} \ P(X = 1) = p, \ P(X = 0) = q \\ E(X) = p\]Binomial Distribution : \(X \sim Bin(n,p)\)
Story: The distribution of # sucesses in n independent Bern(p) trials.
\[\text{PMF:} \ \binom{n}{k} p^k q^{n-k}, \text{for} \ k \in \{ 0, 1, ..., n \} \\ E(X) = np\]Geometric Distribution : \(X \sim Geom(p)\)
Story: A sequence of independent Bernoulli trials with the same success probability p. Let X be # of failures before the successful trial.
\[\text{PMF:} \ P(X = k) = q^k \times p \\ E(X) = \frac{q}{p}\]Negative Binomial distribution : \(X \sim NBin(r,p)\)
Story: A sequence of independent Bernoulli trials with the same success probability p. Let X be # of failures before the rth trial.
\[\text{PMF:} \ P(X = n) = \binom{n + r -1}{r - 1} p^r \times q^n \\ E(X) = r \times \frac{q}{p}\]Hypergeometric distribution : \(X \sim HGeom(w, b, n)\)
Story: Sampling without replacement. Having #b black marbles and #w white marbles, pick a sample of n marbles. What’s the distribution of white marbles in the sample?
\[\text{PMF:} \ P(X=k) = \frac{\binom{w}{k}\binom{b}{n-k}}{\binom{b+w}{n}} ,\ 0 \le k \le w ,\ 0 \le n-k \le b \\ E(X) = \mu = \frac{nw}{w + b}\]Poisson Distribution : \(X \sim Pois(\lambda)\)
\[\text{PMF:} \ P(X = k) = e^{-\lambda} \times \frac{\lambda^k}{k!}, k \in \{ 0, 1, 2,... \} \\ \lambda \ \text{ is the rate parameter} \\ E(X) = \lambda\]Valid PMF:
\[\sum_{k=0}^\infty e^{-\lambda} \times \frac{\lambda^k}{k!} = \\ e^{-\lambda} \times \sum_{k=0}^\infty \frac{\lambda^k}{k!} = \\ e^{-\lambda} \times e^{\lambda} = 1\]Taylor Series \(e^x = \sum_{n=0}^\infty \frac{x^n}{n!} = 1 + x + \frac{x^2}{2!} + \frac{x^3}{3!} + ...\)
E(X) = value times probability of the value
\[E(X) = e^{-\lambda} \sum_{k=0}^\infty k \times \frac{\lambda^k}{k!} = \lambda e^{-\lambda} \sum_{k=1}^\infty \frac{\lambda^{k-1}}{(k-1)!} = \lambda e^{-\lambda} e^{\lambda} = \lambda\]