FS1-1 Discrete probability distributions — revision question pack

1 specification points · notes, questions, answers and worked methods

Checked against Edexcel 9FM0 section FS1-1. Review basis: the qualification registry sourced from the Pearson Edexcel Level 3 Advanced GCE in Further Mathematics (9FM0) specification; registry verification recorded 17 July 2026.

How this checking works

FS1-1.1 · Calculation of the mean and variance of discrete probability distributions. Extension of expected value function to include E(g(X)).

Explanation

  • For a discrete random variable, $E(X)=\sum xP(X=x)$ and Var(X)=E(X2)[E(X)]2\operatorname{Var}(X)=E(X^2)-[E(X)]^2. The probabilities over the full support must sum to 11.
  • For any function gg, calculate $E[g(X)]=\sum g(x)P(X=x)$ by applying gg to each support value before weighting. Algebra can reduce repeated work: E[(Xa)2]=E(X2)2aE(X)+a2E[(X-a)^2]=E(X^2)-2aE(X)+a^2.
  • In general $E[g(X)]\ne g(E(X))$.
  • Questions may ask whether a model is suitable, so the calculated mean, spread or transformed expectation must be interpreted against the context.
  • Examiners expect a complete probability table and clear separation of E(X2)E(X^2) from [E(X)]2[E(X)]^2.

Worked example

XX takes values 1,2,4-1,2,4 with probabilities 0.3,0.5,0.20.3,0.5,0.2. Find E(X)E(X), Var(X)\operatorname{Var}(X) and E[(X1)2]E[(X-1)^2].

  1. 1.E(X)=1(0.3)+2(0.5)+4(0.2)=1.5E(X)=-1(0.3)+2(0.5)+4(0.2)=1.5.
  2. 2.E(X2)=1(0.3)+4(0.5)+16(0.2)=5.5E(X^2)=1(0.3)+4(0.5)+16(0.2)=5.5, so Var(X)=5.51.52=3.25\operatorname{Var}(X)=5.5-1.5^2=3.25.
  3. 3.E[(X1)2]=E(X2)2E(X)+1=5.53+1=3.5E[(X-1)^2]=E(X^2)-2E(X)+1=5.5-3+1=3.5.

Answer: E(X)=1.5E(X)=1.5, Var(X)=3.25\operatorname{Var}(X)=3.25, and E[(X1)2]=3.5E[(X-1)^2]=3.5.

Common mistakes

  • Don't subtract E(X)E(X) rather than [E(X)]2[E(X)]^2 when calculating the variance.
  • Don't replace E[(X1)2]E[(X-1)^2] by (E(X)1)2(E(X)-1)^2.
  • Don't omit a support value whose probability is non-zero.

Exam tip

Add columns for xP(X=x)xP(X=x) and x2P(X=x)x^2P(X=x) so the two expectation totals remain visible.

Tier 1 · Easy

  1. 1.

    The random variable XX takes values 0,1,2,40,1,2,4 with probabilities 0.15,0.25,0.35,0.250.15,0.25,0.35,0.25 respectively. Find E(X)E(X) and Var(X)\operatorname{Var}(X).

    (4)

    (Total for Question 1 is 4 marks)

  2. 2.

    The random variable XX takes values 0,1,4,90,1,4,9 with probabilities 0.1,0.3,0.4,0.20.1,0.3,0.4,0.2 respectively. A service cost is g(x)=5+4xg(x)=5+4\sqrt{x}, giving the cost table g(0)=5g(0)=5, g(1)=9g(1)=9, g(4)=13g(4)=13, g(9)=17g(9)=17. Find E[g(X)]E[g(X)] and compare it with g(E[X])g(E[X]).

    (4)

    (Total for Question 2 is 4 marks)

Tier 2 · Standard

  1. 1.

    The random variable XX takes values 2,1,3-2,1,3 with probabilities 0.2,0.5,0.30.2,0.5,0.3 respectively. Calculate E[(X+2)2]E[(X+2)^2].

    (4)

    (Total for Question 1 is 4 marks)

  2. 2.

    A proposed distribution for XX assigns probabilities a,b,0.25,0.15a,b,0.25,0.15 to the values 1,0,2,4-1,0,2,4 respectively. Given that E(X)=0.8E(X)=0.8, find aa and bb. An analyst wants to use XX for the number of failed modules in a device. Comment on the suitability of this model.

    (4)

    (Total for Question 2 is 4 marks)

  3. 3.

    The random variable XX takes values 2,0,1,4-2,0,1,4 with probabilities 0.2,a,b,0.30.2,a,b,0.3 respectively. Given that P(X=0X1)=2/7P(X=0\mid X\leq1)=2/7, find aa, bb, E(X)E(X) and Var(X)\operatorname{Var}(X).

    (6)

    (Total for Question 3 is 6 marks)

Tier 3 · Hard

  1. 1.

    The random variable XX takes values 0,1,3,50,1,3,5 with probabilities k,2k,3k,4kk,2k,3k,4k respectively. Find kk, E(X)E(X), Var(X)\operatorname{Var}(X) and E[(X2)2]E[(X-2)^2].

    (7)

    (Total for Question 1 is 7 marks)

  2. 2.

    The random variable XX takes values 0,1,2,40,1,2,4 with probabilities a,b,c,0.1a,b,c,0.1 respectively. It is known that E(X)=1.4E(X)=1.4 and E[X(X1)]=1.9E[X(X-1)]=1.9. Determine a,b,ca,b,c and Var(X)\operatorname{Var}(X). The same distribution is proposed for repair counts on shifts lasting between 66 and 1010 hours; comment on this proposal.

    (7)

    (Total for Question 2 is 7 marks)

  3. 3.

    The random variable XX takes values 0,2,3,70,2,3,7 with probabilities a,b,c,0.2a,b,c,0.2 respectively. It is known that P(X2X<7)=3/8P(X\leq2\mid X<7)=3/8 and P(X=3X>0)=5/9P(X=3\mid X>0)=5/9. Determine aa, bb and cc, then find E[(X1)(X4)]E[(X-1)(X-4)] and the standard deviation of XX.

    (8)

    (Total for Question 3 is 8 marks)

  4. 4.

    The random variable XX takes values 0,2,50,2,5 with probabilities p,q,1pqp,q,1-p-q respectively, where probabilities may be zero. Given that E(X)=3E(X)=3, express qq and 1pq1-p-q in terms of pp, and find the set of possible values of pp. Determine the greatest possible value of Var(X)\operatorname{Var}(X) and the corresponding probabilities. For the distribution of greatest variance, find E ⁣(1X+1)E\!\left(\dfrac{1}{X+1}\right) exactly.

    (8)

    (Total for Question 4 is 8 marks)

  5. 5.

    The random variable XX takes values 0,1,3,40,1,3,4 with probabilities 0.1,0.4,0.3,0.20.1,0.4,0.3,0.2 respectively. Two daily-cost models, in pounds, are A=50+8XA=50+8X and B=20+6X2+cIB=20+6X^2+cI, where I=1I=1 when X3X\geq3 and I=0I=0 otherwise. Find the value of cc for which E(A)=E(B)E(A)=E(B), then find Var(B)\operatorname{Var}(B) for this value of cc.

    (8)

    (Total for Question 5 is 8 marks)

Answer key

Answers begin on a new printed page so the question pack can be completed without the solutions alongside it.

FS1-1.1 · Calculation of the mean and variance of discrete probability distributions. Extension of expected value function to include E(g(X)).

Tier 1 · Easy

Mark scheme for FS1-1.1 Tier 1 · Easy
QuestionSchemeMarks
1
  • E(X)=1.95E(X)=1.95
  • Var(X)=1.8475\operatorname{Var}(X)=1.8475
4
(4 marks)4
Notes
E(X)=0(0.15)+1(0.25)+2(0.35)+4(0.25)=1.95E(X)=0(0.15)+1(0.25)+2(0.35)+4(0.25)=1.95. Also E(X2)=0+1(0.25)+4(0.35)+16(0.25)=5.65E(X^2)=0+1(0.25)+4(0.35)+16(0.25)=5.65. Hence Var(X)=5.651.952=1.8475\operatorname{Var}(X)=5.65-1.95^2=1.8475.
2
  • E[g(X)]=5(0.1)+9(0.3)+13(0.4)+17(0.2)=11.8E[g(X)]=5(0.1)+9(0.3)+13(0.4)+17(0.2)=11.8
  • E(X)=0(0.1)+1(0.3)+4(0.4)+9(0.2)=3.7E(X)=0(0.1)+1(0.3)+4(0.4)+9(0.2)=3.7
  • g(E[X])=5+43.7=12.694g(E[X])=5+4\sqrt{3.7}=12.694\ldots
  • E[g(X)]g(E[X])E[g(X)]\ne g(E[X]) for this non-linear cost function
4
(4 marks)4
Notes
Apply the non-polynomial cost function before averaging: E[g(X)]=0.5+2.7+5.2+3.4=11.8E[g(X)]=0.5+2.7+5.2+3.4=11.8. In contrast, E(X)=0.3+1.6+1.8=3.7E(X)=0.3+1.6+1.8=3.7, so g(E[X])=5+43.7=12.694153g(E[X])=5+4\sqrt{3.7}=12.694153\ldots. The two operations give different values.

Tier 2 · Standard

Mark scheme for FS1-1.1 Tier 2 · Standard
QuestionSchemeMarks
1
  • E[(X+2)2]=12E[(X+2)^2]=12
4
(4 marks)4
Notes
Evaluate the function at each support value: (X+2)2(X+2)^2 is 0,9,250,9,25. Therefore E[(X+2)2]=0(0.2)+9(0.5)+25(0.3)=12E[(X+2)^2]=0(0.2)+9(0.5)+25(0.3)=12.
2
  • a+b=0.6a+b=0.6
  • a=0.3a=0.3
  • b=0.3b=0.3
  • The model is unsuitable because it gives the impossible count 1-1 positive probability
4
(4 marks)4
Notes
Total probability gives a+b+0.25+0.15=1a+b+0.25+0.15=1, so a+b=0.6a+b=0.6. Also E(X)=a+2(0.25)+4(0.15)=1.1a=0.8E(X)=-a+2(0.25)+4(0.15)=1.1-a=0.8, hence a=0.3a=0.3 and b=0.3b=0.3. Although these are valid probabilities, a count of failed modules cannot be negative, while the model assigns P(X=1)=0.3P(X=-1)=0.3.
3
  • a+b=0.5a+b=0.5
  • P(X1)=0.7P(X\leq1)=0.7, so a0.7=27\dfrac{a}{0.7}=\dfrac27
  • a=0.2a=0.2 and b=0.3b=0.3
  • E(X)=1.1E(X)=1.1
  • E(X2)=5.9E(X^2)=5.9
  • Var(X)=4.69\operatorname{Var}(X)=4.69
6
(6 marks)6
Notes
Total probability gives a+b=10.20.3=0.5a+b=1-0.2-0.3=0.5. Therefore P(X1)=0.2+a+b=0.7P(X\leq1)=0.2+a+b=0.7, so the conditional probability gives a/0.7=2/7a/0.7=2/7 and hence a=0.2a=0.2 and b=0.3b=0.3. Then E(X)=2(0.2)+1(0.3)+4(0.3)=1.1E(X)=-2(0.2)+1(0.3)+4(0.3)=1.1 and E(X2)=4(0.2)+1(0.3)+16(0.3)=5.9E(X^2)=4(0.2)+1(0.3)+16(0.3)=5.9. Thus Var(X)=5.91.12=4.69\operatorname{Var}(X)=5.9-1.1^2=4.69.

Tier 3 · Hard

Mark scheme for FS1-1.1 Tier 3 · Hard
QuestionSchemeMarks
1
  • k=0.1k=0.1
  • E(X)=3.1E(X)=3.1
  • Var(X)=3.29\operatorname{Var}(X)=3.29
  • E[(X2)2]=4.5E[(X-2)^2]=4.5
7
(7 marks)7
Notes
10k=110k=1, so k=0.1k=0.1. Then E(X)=0+1(0.2)+3(0.3)+5(0.4)=3.1E(X)=0+1(0.2)+3(0.3)+5(0.4)=3.1 and E(X2)=1(0.2)+9(0.3)+25(0.4)=12.9E(X^2)=1(0.2)+9(0.3)+25(0.4)=12.9. Thus Var(X)=12.93.12=3.29\operatorname{Var}(X)=12.9-3.1^2=3.29. Finally, E[(X2)2]=E(X2)4E(X)+4=12.912.4+4=4.5E[(X-2)^2]=E(X^2)-4E(X)+4=12.9-12.4+4=4.5.
2
  • a+b+c=0.9a+b+c=0.9
  • b+2c=1b+2c=1
  • c=0.35c=0.35
  • b=0.30b=0.30
  • a=0.25a=0.25
  • Var(X)=1.34\operatorname{Var}(X)=1.34
  • A single distribution is doubtful when the exposure time varies unless duration has no effect or is adjusted for
7
(7 marks)7
Notes
The probability total is a+b+c=0.9a+b+c=0.9. The mean condition gives b+2c+4(0.1)=1.4b+2c+4(0.1)=1.4, so b+2c=1b+2c=1. Since x(x1)x(x-1) is 0,0,2,120,0,2,12 on the support, 2c+12(0.1)=1.92c+12(0.1)=1.9, giving c=0.35c=0.35, b=0.30b=0.30 and a=0.25a=0.25. Also E(X2)=b+4c+16(0.1)=0.30+1.40+1.60=3.30E(X^2)=b+4c+16(0.1)=0.30+1.40+1.60=3.30, so Var(X)=3.301.42=1.34\operatorname{Var}(X)=3.30-1.4^2=1.34. Repair opportunities normally increase with shift length, so applying one unchanged count distribution to unequal exposures needs justification or a duration adjustment.
3
  • a+b+c=0.8a+b+c=0.8
  • a+b0.8=38\dfrac{a+b}{0.8}=\dfrac38, so a+b=0.3a+b=0.3
  • c=0.5c=0.5
  • cb+c+0.2=59\dfrac{c}{b+c+0.2}=\dfrac59
  • b=0.2b=0.2
  • a=0.1a=0.1
  • E[(X1)(X4)]=2.6E[(X-1)(X-4)]=2.6
  • sd(X)=4.21=2.05\operatorname{sd}(X)=\sqrt{4.21}=2.05 to 33 significant figures
8
(8 marks)8
Notes
The probability total is a+b+c=0.8a+b+c=0.8. Since P(X<7)=0.8P(X<7)=0.8, the first conditional probability gives a+b=0.3a+b=0.3, so c=0.5c=0.5. The second condition is c/(b+c+0.2)=5/9c/(b+c+0.2)=5/9, giving 0.5/(b+0.7)=5/90.5/(b+0.7)=5/9 and hence b=0.2b=0.2 and a=0.1a=0.1. The values of (X1)(X4)(X-1)(X-4) are 4,2,2,184,-2,-2,18, so the required expectation is 4(0.1)2(0.2)2(0.5)+18(0.2)=2.64(0.1)-2(0.2)-2(0.5)+18(0.2)=2.6. Also E(X)=3.3E(X)=3.3 and E(X2)=15.1E(X^2)=15.1, so Var(X)=15.13.32=4.21\operatorname{Var}(X)=15.1-3.3^2=4.21 and sd(X)=4.21=2.0518\operatorname{sd}(X)=\sqrt{4.21}=2.0518\ldots.
4
  • 2q+5(1pq)=32q+5(1-p-q)=3
  • q=(25p)/3q=(2-5p)/3
  • 1pq=(1+2p)/31-p-q=(1+2p)/3
  • 0p2/50\leq p\leq2/5
  • E(X2)=11+10pE(X^2)=11+10p
  • Var(X)=2+10p\operatorname{Var}(X)=2+10p
  • The greatest variance is 66, attained when (p,q,1pq)=(2/5,0,3/5)(p,q,1-p-q)=(2/5,0,3/5)
  • E ⁣(1X+1)=12E\!\left(\dfrac{1}{X+1}\right)=\dfrac12
8
(8 marks)8
Notes
The mean condition is 2q+5(1pq)=32q+5(1-p-q)=3, so q=(25p)/3q=(2-5p)/3 and the remaining probability is (1+2p)/3(1+2p)/3. Non-negative probabilities require 0p2/50\leq p\leq2/5. Also E(X2)=4q+25(1pq)=11+10pE(X^2)=4q+25(1-p-q)=11+10p, hence Var(X)=11+10p32=2+10p\operatorname{Var}(X)=11+10p-3^2=2+10p. This increases with pp, so its greatest value is 66 at p=2/5p=2/5, where the probabilities are (2/5,0,3/5)(2/5,0,3/5). The required expectation is then (2/5)/1+(3/5)/6=1/2(2/5)/1+(3/5)/6=1/2.
5
  • E(X)=2.1E(X)=2.1
  • E(X2)=6.3E(X^2)=6.3
  • P(X3)=0.5P(X\geq3)=0.5
  • E(A)=66.8E(A)=66.8
  • E(B)=57.8+0.5cE(B)=57.8+0.5c
  • c=18c=18
  • E(B2)=6440.8E(B^2)=6440.8
  • Var(B)=1978.56\operatorname{Var}(B)=1978.56
8
(8 marks)8
Notes
The distribution gives E(X)=2.1E(X)=2.1, E(X2)=6.3E(X^2)=6.3 and E(I)=P(X3)=0.5E(I)=P(X\geq3)=0.5. Thus E(A)=50+8(2.1)=66.8E(A)=50+8(2.1)=66.8 and E(B)=20+6(6.3)+0.5c=57.8+0.5cE(B)=20+6(6.3)+0.5c=57.8+0.5c, so equality requires c=18c=18. The corresponding values of BB are 20,26,92,13420,26,92,134. Hence E(B2)=0.1(202)+0.4(262)+0.3(922)+0.2(1342)=6440.8E(B^2)=0.1(20^2)+0.4(26^2)+0.3(92^2)+0.2(134^2)=6440.8, and Var(B)=6440.866.82=1978.56\operatorname{Var}(B)=6440.8-66.8^2=1978.56.