Statistics

Probability Distribution Table Calculator

Enter your discrete random variable values and probabilities to instantly generate a complete distribution table with E(X), Var(X), SD(X), CDF, and full step-by-step working.

Expected Value E(X) Variance Var(X) CDF Column Step-by-Step Working
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Enter Distribution Values

Comma-separated — same length as probabilities

Must sum to 1 • Each value between 0 and 1

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Enter values and probabilities above, then click Calculate to generate the full distribution table.

What Is a Probability Distribution Table?

A probability distribution table is a structured way to describe all possible outcomes of a discrete random variable X and their associated probabilities. Every row lists one value the random variable can take — written as P(X = x) — alongside how likely that outcome is.

Discrete distributions appear everywhere: the number of goals scored in a football match, the outcome of rolling a die, the number of defective items in a batch of 20, or the number of customers who arrive at a checkout in a minute. Whenever the outcomes are countable and finite, a probability distribution table gives you the full picture in one place.

From that table you can derive three key statistics: the expected value E(X) (the long-run average), the variance Var(X) (how spread out the values are), and the standard deviation SD(X) (variance in the same units as X). You also get the cumulative distribution function P(X ≤ x), which tells you the probability that X takes a value no greater than any threshold you choose.

How a Probability Distribution Table Works

Random variable X12345
P(X = x)0.10.20.40.20.1

✓ Rule 1 satisfied

Each P(X=x) ∈ [0, 1]

✓ Rule 2 satisfied

ΣP = 0.1+0.2+0.4+0.2+0.1 = 1.0

E(X) = 1(0.1) + 2(0.2) + 3(0.4) + 4(0.2) + 5(0.1) = 3.0

E(X²) = 1(0.1) + 4(0.2) + 9(0.4) + 16(0.2) + 25(0.1) = 10.2

Var(X) = E(X²) − [E(X)]² = 10.2 − 9.0 = 1.2

SD(X) = √1.2 ≈ 1.095

How to Construct a Probability Distribution Table

Building a valid discrete probability distribution takes three steps:

  1. List every possible outcome of the random variable in a row of values x₁, x₂, …, xₙ. These do not need to be integers or ordered, but ordering them makes the CDF column meaningful.
  2. Assign a probability to each outcome. Each probability must be between 0 and 1 (inclusive). A probability of 0 means the outcome can never happen; 1 means it always happens.
  3. Verify ΣP = 1. All probabilities must sum to exactly 1. If your total is 0.99 due to rounding, that is acceptable. If it is 0.9 or 1.1, your model is wrong.

Common sources of discrete distributions include: counting experiments (Binomial), waiting-time experiments (Geometric), rare-event counts (Poisson), and custom empirical data from observations.

How to Calculate E(X) — Expected Value

The expected value E(X) is the long-run average of X over many repetitions. It answers the question: if you repeated this random experiment infinitely many times and averaged all the outcomes, what number would you approach?

E(X) = Σ xᵢ · P(X = xᵢ)

Practical examples: If X is the payout on a lottery ticket where you win £10 with probability 0.05 and nothing with probability 0.95, then E(X) = 10(0.05) + 0(0.95) = £0.50. That is the fair ticket price — anything higher means the lottery profits; anything lower means the player has an edge.

Note that E(X) does not have to be a value X can actually take. The expected number of heads in three fair coin flips is 1.5 — an outcome that never occurs. E(X) is a summary statistic of the distribution, not a prediction of any individual outcome.

How to Calculate Var(X) — Variance and Standard Deviation

Variance Var(X) measures how spread out the values of X are around E(X). A high variance means outcomes vary widely; a low variance means most results cluster near the mean.

The two-step shortcut formula avoids computing squared deviations one by one:

E(X²) = Σ xᵢ² · P(X = xᵢ)

Var(X) = E(X²) − [E(X)]²

SD(X) = √Var(X)

Why the shortcut works: Expanding the definition Var(X) = E[(X − μ)²] algebraically gives Var(X) = E(X²) − [E(X)]². This is equivalent but much faster because you only need two sums over the table.

Standard deviation SD(X) is simply √Var(X). Because variance is in units of X², SD(X) brings the spread measure back to the same units as X itself, making it interpretable as "typical distance from the mean."

Quality control engineers use SD(X) to set tolerance bands. Finance analysts use Var(X) to compare investment risks. Teachers use SD(X) to understand how spread exam scores are around the class average.

Understanding the Cumulative Distribution Function (CDF)

The cumulative distribution function P(X ≤ x) gives the probability that the random variable takes a value no greater than x. It is computed by adding each probability from the first row down:

P(X ≤ xₙ) = P(X = x₁) + P(X = x₂) + … + P(X = xₙ)

The CDF always starts at P(X ≤ x₁) = P(X = x₁) and ends at P(X ≤ xₙ) = 1. It is non-decreasing — each step adds a non-negative probability.

You can use the CDF column to answer questions like: "What is the probability that X is at most 3?" or "What is the probability that X is between 2 and 4?" (answer: CDF(4) − CDF(1)). These are the most common types of question in A-Level statistics exams.

Rules Every Probability Distribution Must Satisfy

Non-negativity

Every probability P(X = x) must be ≥ 0. Negative probabilities are not meaningful — an event cannot be "less than impossible."

Boundedness

Every P(X = x) must be ≤ 1. A probability greater than 1 is undefined — certainty is the maximum, represented by exactly 1.

Normalisation

The sum of all probabilities must equal 1. Together, all possible outcomes account for the entire probability space.

Mutual exclusivity

Each outcome x must be distinct — the same value cannot appear twice. Listing x = 3 twice would double-count its probability.

Frequently Asked Questions

What does E(X) mean in a probability distribution?

E(X), the expected value, is the theoretical long-run average of X. If you ran the same random experiment thousands of times and computed the mean of all outcomes, that mean would converge to E(X). It is a weighted average of all possible values, where the weights are the probabilities. It summarises the centre of the distribution in a single number.

How do I know if my probability distribution is valid?

Two conditions must hold: (1) every probability P(X=x) must be between 0 and 1, and (2) all probabilities must sum to exactly 1. This calculator checks both automatically and tells you the actual sum if it deviates from 1. A tolerance of ±0.001 is allowed to account for decimal rounding.

What is the difference between Var(X) and SD(X)?

Variance Var(X) is in units of X squared — if X is measured in centimetres, Var(X) is in cm². Standard deviation SD(X) = √Var(X) brings the measure back to the original units, making it easier to interpret as a 'typical distance from the mean.' For comparing two distributions, both are equivalent; for interpreting spread in context, SD(X) is more intuitive.

What is a cumulative distribution function (CDF)?

The CDF, written P(X ≤ x), gives the probability that the random variable is no greater than a specific value. In the table, each CDF value is the running total of all probabilities up to and including that row. The final row's CDF equals the sum of all probabilities — ideally 1.0, though a tolerance of ±0.001 is accepted for decimal rounding. You can use the CDF to find P(a < X ≤ b) = CDF(b) − CDF(a).

Can E(X) be a value that X never actually takes?

Yes — this is very common. The expected number of heads in two fair coin flips is 1.0, but you actually get 0, 1, or 2 heads; never exactly 1.0 in the same sense. E(X) is a theoretical average, not a prediction for a single trial. It is the balance point of the distribution, analogous to the centre of mass in physics.

How is a discrete distribution different from a continuous one?

A discrete random variable takes specific, countable values (0, 1, 2, 3, …). A continuous random variable can take any value in a range, like height or weight. This calculator only handles discrete distributions. For continuous distributions, probabilities are areas under a curve — the individual point probability P(X = x) is zero for every x.

What is the shortcut formula for Var(X)?

Var(X) = E(X²) − [E(X)]². This is algebraically equivalent to the definition Var(X) = E[(X − μ)²] but requires only two sums over the table: one for E(X) and one for E(X²). The step-by-step accordion in this calculator shows both E(X) and E(X²) worked out separately, then combined to give Var(X).