Discrete Random Distribution
Maths
Most common discrete random distributions are Bernoulli, binomial, multinomial, geometric and Poisson distributions. Let’s elaborate on them one by one.
Bernoulli Distribution
Suppose a random variable X can be either 0 or 1, and its probability distribution is,
where 0 <p <1, then,
Apparently, the mean and the variance of Bernoulli distribution are p and p(1-p) respectively.
Binomial Distribution
In Bernoulli experiment, there are only two results that can possibly happen. Moreover, Binomial distribution is thought of as n times Bernoulli experiment, where X denotes the number of times that event A takes place. Thus,
where k = 0, 1, 2,…, n.
The mean and the variance of Binomial distribution are np and np(1-p) respectively.
Comparing adjacent terms yields the maximum likelihood number of times,
Multinomial Distribution
The major difference from Binomial distribution is that there are k results (k > 2),denoted by A1, A2, … Ak, which can possibly happen in a Bernoulli experiment.
Suppose
Obviously,
In n times Bernoulli experiment, let X1, X2, …,Xk be the number of times that A1, A2, …, Ak take place respectively. Then what is the probability that X1 = n1, X2 = n2, …, Xk = nk? (n1 + n2 + … + nk = n)
Alternatively, for a polynomial
the general term of its expansion is exactly,
In particular, if
,
then we have,
Note that (*) = 1, we obtain an important equation,
This indicates that, if we are asked to colour n balls with k colors, the total number of coloring assignment is k^n (not all colors are necessarily used each time).
Geometric Distribution
In an infinite times Bernoulli experiment, P(A) = p, let X denote the number of experiments taken after A takes place for the very first time, then,
where k = 1, 2, ….
What is the mean of geometric distribution?
This is an infinite series. Let x = 1 – p, the sum function is,
Take integrals with regard to x on both sides,
Take derivatives with regard to x on both sides,
Thus,
Further, we can solve for the variance using
Poisson Distribution
Poisson distribution is the limiting case of Binomial distribution by,
where k = 0, 1, 2, ….
The mean and the variance are both lambda.