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Sub Random Variables

The document covers the topic of random variables, focusing on discrete probability distributions and their properties. It includes definitions, examples, and exercises related to calculating probabilities, expected values, variances, and standard deviations. The document aims to help learners analyze random variables to model real-world situations for informed decision-making.

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0% found this document useful (0 votes)
5 views17 pages

Sub Random Variables

The document covers the topic of random variables, focusing on discrete probability distributions and their properties. It includes definitions, examples, and exercises related to calculating probabilities, expected values, variances, and standard deviations. The document aims to help learners analyze random variables to model real-world situations for informed decision-making.

Uploaded by

ssenkansif
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Subsidiary Mathematics

SENIOR Six term 2

TOPIC 2/2: Random Variables

Competency: The learner analyses concepts of random variables to model real-world situations
in various contexts for informed decision making.

Discrete probability distribution


A probability density function (p.d.f) if it takes on specific values

Properties of discrete probability density functions

(i) P(X=x) 0
(ii) ∑ ( ) ∑ ( )
(iii) The expected value of x is given by E(X) = ∑ ( )=∑ ( )
(iv) Var(X) = E(X2) - [E(x)]2 where E(X2) = ∑ ( ) ∑ ( ) (∑ ( ))
(v) Standard deviation =√ ( ) =√∑ ( ) (∑ ( ))

Examples 1

A discrete random variable has a probability distribution

y -3 -2 -1 0 1

P(Y=y) 0.1 0.25 0.3 0.15 a

Find

(a) value of a
∑ ( )
0.1 + 0.25 + 0.3 + 0.15 + a = 1;
a + 0.8 = 1
a = 0.2
(b) mode
Mode is the value y with the highest probability, mode = -1
(c) P(-3 )
P(-3 ) = P(Y= -3) + P(Y = -2) + P(Y = -1)
= 0.1 + 0.25 + 0.3
= 0.65
(d) P(Y>-1)
P(Y> -1) = P(Y = 0) + P(Y = 1)
= 0.15 + 0.2
= 0.35
(e) P(-1<Y<1)

P(-1<Y<1) = P(Y = 0)

= 0.15

Example 2

A discrete random variable X has a probability distribution

X 1 2 3 4 5

P(X = x) 0.15 0.20 0.15 c 0.1

Find

(i) the value of c

∑ ( )

0.15 + 0.20 + 0.15 + c + 0.1 = 1


c +0.6 = 1
c = 0.4

(ii) mode
The mode is a value with highest probability = 4
(iii) P(X<4)
P(X<4) = P(X=1) + P(X= 2) + P(X = 3)
= 0.15 + 0.20 + 0.15
= 0.5
(iv) P(X 4
P(X<4) = P(X=1) + P(X= 2) + P(X = 3) + P(X= 4)
= 0.15 + 0.20 + 0.15 + 0.4
= 0.9
(v) P(2 )
P(2 ) = P(X = 2) + P(X = 3) + P(X = 4)
= 0.20 + 0.15 + 0.4
= 0.75
(vi) P( )
( )
P( ⁄ ) =
( )

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( ) ( )
= ( ) ( ) ( ) ( )

= 0.6111

Example 3

The table below shows the probability distribution of the number of Compact Discs (CDs) sold.

Number of CDs (x) 0 1 2 3 4

Probability, P(X = x) 0.05 0.28 c 0.22 0.09

Determine the:

(a) Value of c (03 marks)


∑ ( )
 0.05 + 0.28 + c + 0.22+ 0,09 = 1
c =0.36
(b) Probability that at least 2 CD’s are sold. (03 marks)
P(x ≥2) = P(x =2) + P(x = 3) + P(x = 4)
= 0.36 + 0.22 + 0.09
= 0.67
(c) Expectation, E(X) (03 marks)
E(X) = ∑xP(X= x)
= 0.05 x 0 + 0.28 x 1 + 0.36 x 2 + 0.22 x 3 + 0.09 x 4
= 2.02
(d) Standard deviation. (06marks)
Var(X) =E(X2) = ∑x2P(X= x)
= 0.05 x 02 + 0.28 x 12 + 0.36 x 22 + 0.22 x 32 + 0.09 x 42
=5.14
S.D =√ ( ) ( ( )) √ ( ) = 1.0294

Example 4

A discrete random variable W has a probability distribution shown below

w -3 -2 -1 0 1

P(W =w) 0.1 0.25 0.3 0.15 d

Find

(a) The value of d (02 marks)


Solution
Total probability = 1 = 0.1 + 0.25 + 0.3 + 0.15 + d
d + 0.8 = 1
d = 0.2
(b) P(-3 ≤ W ≤ -1) (03marks)

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P(-3 ≤ W ≤ -1)
= P(W = -3) + P (W = -3) + P(W = -1)
= 0.1 + 0.25 + 0.3
= 0.65
(c) P(W > -1) (02 marks)
P(W > -1) = P(W = 0) + P(W = 1)
= 0.15+ 0.2
= 0.35
(d) (i) the mode (01 mark)
-1
(ii) the mean (01mark)
(iii) the variance of the distribution (05marks)

w -3 -2 -1 0 1

w2 9 4 1 0 1

P(W =w) 0.1 0.25 0.3 0.15 0.2

w. P(W =w) -0.3 -0.5 -0.3 0 0.2

w2. P(W =w) 0.9 1.0 0.3 0 0.2

Mean E(W) = ∑ ( ) = -0.3 – 0.5 – 0.3+ 0.2 = -0.9


Var(W) = ∑ ( ) (∑ ( ))
= 0.9 + 0.1 + 0.3 + 0.2 – (-0.9)2
= 1.5 – 0.81
= 0.69

Example 5

A random variable X has a probability distribution given by

( ) {

Calculate:

(a) P(1 ≤ X < 3). (03marks

P(1 ≤ X < 3) = P(X=1) + P(X = 2) = = 0.3

(b) the mean of X, E(X) (02 marks)

X 1 2 3 4

X =x 0.1 0.2 0.3 0.4

x(P(X=x) 0.1 0.4 0.9 1.6

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E(X) = 0.1 + 0.4 + 0.9 + 1.6 = 3

Example 6

A discrete random variable has a probability function ( ) {

Find the value of c and draw the graph of P(X = x)

Solution

∑ ( )

c(02) + c(12) + c(22) + c(32) + c(42) = 1

c + 4c + 9c + 16c = 2

c=

X 0 1 2 3 4

P(X =x) 0

Graph

Example 7

A discrete random variable has probability function

( ) { , find the value of k and draw the graph of f(x)

Solution

∑ ( )

k + 2k + 3k + 4k = 1

k=

P a g e | 5 Please find free New curriculum notes and tests on [Link] website
X 0 1 2 3 4

P(X =x) 0

Graph

Example 8

A random variable X of a discrete probability distribution given by

P(X=1) = 0.2, P(X=2) = P(X=3) = 0.1, P(X=4) = P(X=5) = c

Find the value of the constant c and draw the graph of P(X = x)

Solution

∑ ( )

0.2 + 0.1 + 0.1 + c + c = 2; c = 0.3

Example 9

A discrete random variable has a probability function

( ) ( )
{

Find the value of k

Solution

( ) ( ) ( ) ( )

( ( ) ( ) ( ) )

Sum to infinity =

 ( ) = 1; k =

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Example 10

A discrete random variable X has a probability function

( ) {

Find

(i) the value of k

∑ ( )

k + 2k + 3k + 4k + 5k = 1

15k = 1

k=

(ii) P(X = 3)
P(X=3) = 3k =
(iii) P(X 3)
P(X 3) = P(X=3) + P(X=4) + P(X = 5)
= 3k + 4k + 5k
= 12k
=

(iv) P(X )
P(X )= P(X= 1) + P(X=2) + P(X = 3)
= k + 2k + 3k
=

(v) (v) P(1 3)


P(1 3) = P(X=2) + P(X = 3)
= 2k + 3k
=

(vi) P( )

( )
P( ⁄ ) ( )

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( ) ( )
( ) ( ) ( )

Example 11

A discrete random variable X can take on values 0, 1, 2, and 3 only. If E(X) = 1.4, P(X ) = 0.9 and
P(X 1) = 0.5. Find (i) P(X=1) (ii) P(X =0)

Let P(X = 0) = a, P(X=1)=b, P(X=2)= c p(X = 3) = d


a + b + c + d = 1 ……………. (i)
P(X ) = a + b+ c = 0.9 … (ii)
Eqn. (i) and eqn. (ii)
d = 0.1
P(X 1) = a + b = 0.5 ……. (iii)
Eqn. (i) and eqn. (iii)
0.5 + c + 0.1 = 1
c = 0.4
E(X) = 0 x a + 1 x b + 2 x c + 3 x 0.1 = 1.4
= b + 2c + 0.3 = 1.4
b + 2c = 1.1
b + 2 x 0.4 = 1.1
b = 0.3
a = 0.5 – 0.3 = 0.2
Hence, (i) P(X=1) = 0.3 (ii) P(X =0) = 0.2

Revision exercise 1
(Answers are given in the square brackets, [ ], at end of each question)

1. The discrete random variable Y has a probability distribution is given by


P(Y=y) = cy, y = 1, 2, 3, 4
Find (i) value of c = 0.1 (ii) E(X) =
2. A discrete random variable has p.d.f
( ) { ,
Find
(i) (i) value of k * +,
(ii) Mean [5.01]

P a g e | 8 Please find free New curriculum notes and tests on [Link] website
3. A discrete random variable X has a probability distribution
x 0 1 2 3 4 5

P(X= x) 0.11 0.17 0.2 0.13 p 0.09

Find
(i) the value of p [0.3]
(ii) Expected value of X [2.61]
4. A random variable X of discrete probability distribution is given by

x -1 0 1 2

P(X= x) 0.25 0.10 0.45 0.20

Find

(i) P(-1 X <1) [0.35]


(ii) E(X) = [0.6]
5. A discrete random variable X has a probability distribution

x 1 2 3 4 5

P(X = x) 0.2 0.25 0.4 0.1 0.05

Find

(i) Mean [2.55]


(ii) The variance (1.148]
(iii) Standard deviation = [1.0714]

6. A random variable X of a discrete probability distribution given by

x 10 20 30

P(X = x) 0.2 0.3 0.5

Find

(i) E(X) [22]


(ii) Var (X) [36]
(iii) Standard deviation[6]

7. A random variable X of discrete probability distribution is given by


x 1 2 3

P(X = x) 0.2 0.3 0.5


Find (i) E(X) = 2.3 (ii) E(X2) = 5.9
(iii) Var (X) = 0.61

8. A random variable X of discrete probability distribution is given by

P a g e | 9 Please find free New curriculum notes and tests on [Link] website
x -1 0 1 2

P(X = x) 0.25 0.1 0.45 0.2

Find: (i) P(-1≤ X < 2) = 0.8 (ii) E(X) = 0.6 (iii) E(2x + 3) = 4.2

9. A random variable X of a discrete probability distribution


P(X = 0) = 0.05, P(X = 1) = 0.45 P(X = 2) = 0.5
Find: (i) E(X) = 1.45, (i) E(X2) = 2.45 (iii) Var (X) = 0.348
10. A random variable X of discrete probability distribution is given by P(X = 1)
0.1, P(X= 2) = 0.2, P(X = 3) = 0.3, P(X =4)= 0.4
Find (i) E(X) = 3 (ii) Var (X) = 1 (iii) P(X = 2/X≥2) =
11. The discrete random variable Y has a probability distribution P(Y = y) = k =1, 2, 3, 4, 5,6
Find (i) mean, μ = 3.5 (ii) E(3X +4) = 15 (iii) E(X2)=14.5 (iv) standard deviation = 1.708
12. The discrete random variable R has a probability distribution is given by
P(R = r) = ; r = 0, 1, 2, 3
Find (i) mean, μ= , E(R2) = (iii) E(3R-2) =
13. The discrete random variable R has a probability distribution given by

( ) {

Find (i) E(R) = 2.55, (ii) Var(R) = 1.45


14. The discrete random variable X has a probability distribution given by
( ) {
( )
Find (i) constant, k = 0.04, (i) E(X) = 5 (iii) Var(X) = 4
15. The discrete random variable X has a probability distribution is given by
P(X =x) = kx, x = 1, 2, 3,…..n ; where k is a constant
Show that k = , hence find in terms of n the mean X = ( )
( )
16. A random variable X of a discrete probability distribution given by
P(X = 0) = P(X=1) = 0.1, P(X = 2) = 0.2, P(X= 3) = P(X = 4) = 0.3. Find Var (X) = 1.64
17. A random variable X of a discrete probability distribution given by
P(X = 2) = 0.1; P(X= 4) = 0.3; P(X = 6) = 0.5; P(X = 8) = 0.1. Find Var (X) 2.56

P a g e | 10 Please find free New curriculum notes and tests on [Link] website
Continuous random variable
A probability density function (p.d.f) is continuous if it takes on values between intervals.

Properties of a continuous probability density functions

(i) f (x) ≥ 0
(ii) ∫ ( )
(iii) E(X)= ∫ ( )
(iv) E(X2)= ∫ ( )
(v) Var(X) = E(X ) - [E(x)]2
2

(vi) Standard deviation =√ ( ) =√∑ ∫ ( ) (∑ ( ))

Example 12

A continuous random variable X has a probability density function given by,

( ) {

Where k is a constant

(a) Find
(i) The value of k (04marks)
∫ ( )
∫ * +

( ) ( )

(ii) P(X ≥ 1.5) (04marks)

P(X ≥ 1.5)= * + ( )
(iii) The mean of X, E(X) (03 marks)

E(X) =∫ ( ) = ∫ * + ( )

(b) Sketch the graph of f(x) (04 marks)


f(x) =
At x = 1, fx =
At x = 2, fx =

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fx

1 2

Example 12

A random variable X has a probability density function, f(x), defined by


( )
( ) {

where k is constant

Determine

(a) value of k (04marks)


∫ ( )
 ∫ ( )

* + =1

( ) => k =
(b) P(1≤ X ≤1.5) (03marks)

P(1≤ X ≤1.5) = * + = *( ) ( )+=0.306


(c) Expectation, E(X) (04marks)
E(X) = ∫ ( ) = ∫ ( )

= * +

= ( )
= 1.4
(d) Variance, Var(X) (04marks)
E(X2) = ∫ ( ) = ∫ ( )

= * +

= ( )
= 2.16
Var(X) = E(X ) – (E(x))2
2

= 2.16 – (1.4)2 = 0.2

P a g e | 12 Please find free New curriculum notes and tests on [Link] website
Example 14

A cumulative random variable X, has a probability density function (pdf) given by

( )
( ) {

Where k is a constant

Determine the:

(i) value of k (04 marks)


∫ ( )
∫ ( )

k* + =1

( ) =1

k=

(ii) P(X> 1). (04 marks)

* + = * += = 0.7654

(iii) expectation, E(X) (03marks)

E(X) = ∫ ( )

= ∫ ( ) =∫ ( )

= * + = ( )

= 1.75

(iv) variance, Var (X)(04marks)

E(X2) = ∫ ( )

= ∫ ( ) =∫ ( )

= * + = ( )

= 3.8

Var(X) = E(X2) – (E(x))2

= 3.8 – (1.75)2

P a g e | 13 Please find free New curriculum notes and tests on [Link] website
= 0.7375

Example 15

A random variable of continuous p.d.f is given by ( ) {

Find (i) value of k and sketch f(x) (ii) P(1 ≤ x ≤ 3)

Solution

(i) ∫ Sketch
f(x)
* + * +

k=

When x = 0, f(x) =

When x = 4, f(x) = 0 4 x

(ii) P(1 ≤ x ≤ 3)= ∫

= * + * +

Example 16

( )
A random variable X of a continuous p.d.f is given by ( ) {

Find

(i) value of k and sketch f(x)

∫ ( ) f(x)
* + *( ) ( )+

k=

When x = 0, f(x) = ( )

When x = 3, f(x) = [ ] 0 3 x

(ii) P(1 ≤ x ≤ 3)

∫ ( ) = * + *( ) ( )+

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Example 17

A random variable X of continuous p.d.f is given by ( ) { ( )

Find (i) value of k and sketch f(x) (ii) P(X<1) (ii) P(X > 2.5) (iv) ( ⁄ )

Solution
f(x)
∫ ∫ ( ) When x = 0, f(x) = k =
[ ] [ ]
When x = 2, f(x) = k = f(x) =
k= ⁄
When x = 3, f(x) = (2 x3 - 3)

= 0 2 3 x

(ii) P(X<1) = ∫ = [ ] =

(iii) P(X > 2.5) = ∫ ( ) [ ]

( ) (( ) ( )) ∫
(iv) ( ⁄ )
( )
= =
( ) ∫ ∫ ( )

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Revision exercise 2

(Answers are given in the square brackets, [ ], at end of each question)

1. A random variable x of a continuous p.d.f is given by ( ) {


(a) Sketch f(x)
(b) Find (i) value of k (= ) (ii) E(X) = 3 and var (X) = 0.6 (iii) P(1<X<2) =

2. A random variable x of a continuous p.d.f is given by ( ) { ( )

Find (i) constant k = 1 (ii) E(X) = 1 (iii) var(X) = (iv)P(0.75 < X < 1.5) = (v) mode =1

3. A random variable x of a continuous p.d.f is given by ( ) {

(a) Sketch f(x)


(b) Find (i) E(X) = 3417 (ii) standard deviation = 1.008

4. A random variable x of a continuous p.d.f is given by ( ) { ( )

(i) Show that k =


(ii) Find (i) E(X) = 2 (ii) Var(X) = 4-
( )
5. A random variable x of a continuous p.d.f is given by ( ) {

(i) Show that k =


(ii) Given that E(X) = 1, find the values of a (=2) and k(=0.75)
(iii) For the above values of a and k, find Var(X) = 0.2
( )
6. A random variable x of a continuous p.d.f is given by ( ) {
Find the (i) mean = 0.6 (ii) standard deviation = 0.2

7. A random variable x of a continuous p.d.f is given by ( ) {

Find (i) value of k (=1) (ii) mean = (iii) standard deviation =


( )
8. A random variable x of a continuous p.d.f is given by ( ) {

Find (i) mean = (ii) var(X) = (iii) P(2.5 < x< 3) = 0.234
( )
9. A random variable x of a continuous p.d.f is given by ( ) {

Find (i) constant k = (ii) mean = (iii) standard deviation = 0.94

10. A random variable x of a continuous p.d.f is given by ( ) { ( )

P a g e | 16 Please find free New curriculum notes and tests on [Link] website
Find (i) value of k = (ii) E(X) = 2 (iii) Var(X) = (iv) P(X< 1) = (iv) P(X<X<3) =

Thank You

Dr. Bbosa Science

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