CHAPTER 3: PROBABILITY DISTRIBUTION & PROBABILITY DENSITY

3.1 Random Experiment

An experiment which is the outcome cannot be predicted with certainty.

Random variables
Random variables are quantities which can take different values depending on chance.

3.2 Discrete Random Variables

A discrete random variables has exact numerical values (usually positive whole numbers). It
is obtained by the process of counting. For examples, counting the number of students in the
library at a acertain hour, we count 1, 2, 3 and so on;. Counting the number of cars passing
a certain juction or counting the number of students in a family.

Discrete Probability Distribution

Definition
A function f(x) is called a discrete probability distribution of the discrete random variable X,
if and only if its values, f(x), satisfy the conditions:
1.) P(X=x) ≥ 0
2.) ∑P(X=x) = 1
3.) P(X=x) = f(x)
Supposed a random variable X has a values of x1, x2, x3, ..., xn with the probabilities P(X=x1),
P(X=x2), P(X=x3),...,P(X=xn) respectively. The X is a discrete random variable if
P(X = x1) + P(X=x2) +P(X=x3)+...+P(X=xn) = 1 or  P(X  x i )  1 or ∑f(x) = 1
Steps: i) Define the variable with a capital letter (X, Y, Z etc)
ii) What are the values taken by X? (X = xi)
iii) Form a probability distribution for X
X = xi
P(X = xi)

iv) Show that  P(X  xi )  1

Examples on Probability Distribution

1. A fair coin is tossed 3 times. Supposed the variable X is defined to be the number of
times ‘H’ occurs. Construct a probability distribution for X. Show that X is discrete.

2. The frequency of ‘H’ occuring for a certain coin is 3 times more than ‘T’ occuring.
Supposed the coin is tossed 3 times. The variable Y is defined to be the number of
times ‘H’ occurs. Construct a probability distribution for Y. Show that Y is discrete
and draw the graph.

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3. The JUNIOR soccer team has played two times. Each time they play, the result would
be either win, draw or lose. The probability the team wins a game is 0.5, the
probability the tean draw in a game is 0.3 and the probability that the team loses a
game is 0.2. The value X is the number of times the team wins a game. Construct a
probability distribution of X and show that X is a discrete random variable.

4. The JUNIOR soccer team has played two times. Each time they play, the result
would be either win, draw or lose. The probability the team wins a game is 0.5, the
probability the team draw in a game is 0.3 and the probability that the team losesa
game is 0.2. If the team win, draw or lose, they will be given 3 points, 1 point or no
point respectively. The value X is the total points gathered after two games.
Construct a probability distribution of X and show that X is a discrete random variable.

5. A certain test contains 3 multiple choice questions with 4 suggested answers. Only
one of the suggested answers is correct. Suppose Ali who has never study the subject
guessed the answer for the 3 questions. The variable X is defined to be the number of
questions Ali answered correctly. Find the probability distribution of X.

6. A teacher wants to select 3 students from a group of 2 male students and 4 female
students. He wrote down each student’s name on a piece of paper and put them in a
box. Then he selects at random 3 papers one by one. Suppose the random variable Y
is the number of male students selected. Construct a probability distribution of Y.

7. Two tetrahedron dice (with 4 faces) is numbered 0, 1, 2 and 3. The two dice is tossed
together and the number obtained is label D1 and D2 for dice 1 and dice 2
respectively. The random variable X is defined as follow:

| D1  D 2 | , if D1  D 2
X 
 0 , if D1  D 2

Construct a probability distribution for X and proof that X is a discrete.

Calculations Involving Probability Distributions

8. Given the discrete random variable Y = {0, 2, 4, 6} and probability distribution as

shown below:

12  y
P (Y  y ) 
36

a. Show that Y is a discrete random variable

b. Find P(Y ≥ 2)
c. Find P(2 ≤Y≤5)

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 9. The random variable X has the probability distribution:
x
 2k , x  2,3 ,5

x
P(X=x) =   , x  7, 8, 10
 5k
0, elsew here


a. Determine the value of k
b. Find P(4<X≤8)

10. Find the value of c so that X will be a discrete random variable

cx for x  1,2


P(X=X) = c(5 - x) for x  3, 4
 0 others

Find P(|x-1| ≤ 2)

11. W = {0, 1, 2, 3,4} is a discrete random variable with probability distribution as follows:

a , w  0, 1

P(W=w) = a  b , w 2
b w  3,4
 ,

Given that P(W ≤ 2) = 5/9, find the value of a and b

12. The probability distribution for the discrete random variable X = {1, 2, 3, 4} is given by
P(X =x) = m(x + 1)2

a. Find the value of m

b. Find P(X > 2)
c. Find P(X ≤ 2)

13. X is a discrete random variable with probability distribution as shown below:

x 1 2 3 5
P(X = x) k 2k 0.35 0.20

a. Find the value of k.

b. P(X ≥ 2)
c. P(|X – 1| ≤ 2)

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3.3 Continuous Random Variable
A random variable which set of possible outcomes can take values on continuous
scale.

Continuous Probability Distribution

A function used to represent the probabilities of a continuous random variable X is called
continuous probability distribution

Other terms used for continuous probability distribution are continuous probability function,
continuous probability density function, continuous frequency function and continuous
probability mass function.

Definition
Let X is a continuous random variable. A function f(x) is called a continuous probability
distribution of the continuous random variable of X, defined over the set of real numbers, R,
if

1. f(x) 0, for all x  R



2.
 f(x)dx 1
-
b

3. P(a X  b) 
 f(x)dx
a

a b
The following probabilities are all equal if X is a continuous random variable:

P(X a ≤ X ≤b) = P(a < X ≤ b) = P(a ≤ X < b) = P(a < X < b)

Examples:

14. X is a continuous random variable with probability density function (pdf) as shown
below:

x
 , 0  x  10
f(x)   50
0 , otherw ise

a. Show that X is a continuous random variable

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 b. Find P(2 ≤ X ≤ 5)
c. If P(m < X < 8) = 0.48, determine m

15. The continuous random variable Y has probability density function


 2 ,-2 y  2
g(y)  hy

0 , otherw ise

a. Find the value of h

b. If P(|Y| < m) = 0.5, determine m

16. X is a continuous random variable with pdf :

x/2 , 0  x 1

f(x) 1 - x/6 , 3x6
0 , others

a. Show that X is a continuous random variable
b. Find P(0 ≤ x ≤ 4)

17. The continuous random variable X has the following pdf

 1
 , 1 x
f(x)  x 2
0
 , otherw ise

If A = { x: 1 ≤ x ≤ 2} and B = {x: 4 ≤ x≤ 5};

Find P(A  B) and P(A  B)

18. The continuous random variable X has the following pdf


 2
f(x) k(3x  2x  4) 0x3

0 , otherw ise

a. Determine the value of k

b. Calculate P(|x| ≤ 1)
c. Calculate P(|X| ≥ 2)

19. The pdf of random variable X is as follows

h for 2  x  4

f(x) kx for 5  x  6
0 others

Suppose P(X < 3) = 1/8, determine the value of h and k

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20. The pdf of random variable X is as follows:
k(x  2) 2 , -2x0

f(x)  4k , 0  x  4/3
 0 , otherw ise


a. Find the value of the constant k

b. Find P( x < ½ | x < 1)

3.4 Cumulative Distribution Function

Cumulative Distribution Function of a Disrete Random Variable

Let X is a discrete random variable. F(x) is a cumulative distribution function of the

discrete random variable of X such that

F (x) = P(X ≤ x) =  f ( t ) for -∞ < x < ∞

t x

21. Suppose X is a random variable with probability density function is given by:
X=x 1 2 3 4 Total
P(X=x) 0.1 0.2 0.4 0.3 1

a. Find the cumulative distribution function.

b. Find P(X ≤ 3)

22. Find the cumulative distribution function for the discrete random variable X:
X=x 0 1 2 3 4 Total
P(X=x) 1/16 7/16 5/16 2/16 1/16 1

Relationship between probability distribution function and cumulative probability

distribution function for a discrete random variable

If X is a discrete random variable with a cumulative distribution F(x), then:

P(X ≤ a) = F(a)
P(a < X ≤ b) = F(b) – F(a)
P(a ≤ X ≤ b) = F(b) – F(a-1)

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Examples

23. The cumulative distribution function for the discrete random variable X given by:
0 x 1
1
 1 x  2
6
 1
F(x)   2x3
2
5
6 3x4

1 x4

Find:
a. P(1 < X ≤ 3)
b. P(X > 2)
c. P(2 ≤ X ≤ 4)
d. The probability distribution of X

24. The cumulative distribution function for the discrete random variable X is as follows:
0.00 x 1
0.20 1 x  2

0.35 2x3
F(x)  
0.60 3x4
0.95 4x5

1.00 x5

Find:
a. P(X ≤ 2)
b. P(2 < X ≤ 4)
c. P(2 ≤ X ≤ 4)
d. Probability distribution of X

Cumulative Distribution Function of a Continuous Random Variable

Let X is a continuous random variable. F(x) is a cumulative distribution function of the

continuous random variable of X such that

F(x) = P(X ≤ x) = x f(x)dx, for -∞ < x < ∞

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Examples:

25. Suppose X is a continuous random variable with probability density function is given by
2x 0  x 1
f(x) 
0 elsew here
Find the cumulative density function for X.

26. Suppose X is a continuous random variable with probability density function is given by
3
 x(2 - x) 0x2
f(x)  4
0 elsew here

Find the cumulative density function for X.

27. A continuous random variable X has a density distribution function as below:

0 x0
1
 x 0  x 1
2
 1
f(x)  1 x  2
2
1
2 ( 3  x ) 2x3

0 x 3

3.5 Relationship between probability distribution function and cumulative

probability distribution function for a continuous random variable

Let F(x) be the cumulative distribution of a continuous random variable with probability
d
density function f(x), then f(x) = F(x) for all x where F is differentiable.
dx

Examples:

28. Cumulative distribution function for a continuous random variablr X given as

0 x 0
1

F(x)   (x 3  2x) 0x4
 72
1 x 1

Find the probability distribution function for X..

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29. Cumulative distribution function for a continuous random variable X given as

(1  x )
 8 -1 x  0

 (1  3x)
F(x) =  0 x2
 8
 (5  x)
 8 2x 3

With F(x) = 0 for x < -1 and F(x) = 1 for x > 3

Find the probability distribution function for X.

30. Cumulative distribution function for a continuous random variable X given as

0 x 1
1
4 x  4 1 x  2
1
F(x)  
8 ( x  x )  2x3
1 2 1
2

1 x 3

Find the probability distribution function for X.

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Answers

1 X 0 1 2 3 13a 0.15
P(X=x) 1/8 3/8 3/8 1/8
b 0.85
c 0.65

2 X 0 1 2 3 14a 1
P(X=x) 1/64 27/64 27/64 9/64
b 0.21
c 4

3 X 0 1 2 15 3/16
P(X=x) 0.25 0.5 0.25
b 3
4

16a 1
4 X 0 1 2 3 4 6
b 2/3
P(X=x) 0.04 0.12 0.09 0.2 0.3 0.25
17 11/20, 0

18a 1/48
5 X 0 1 2 3
b 1/8
P(X=x) 27/64 27/64 9/64 1/64 c 7/12

19 3/22
6 Y 0 1 2
P(Y=y) 0.2 0.6 0.2 20a 1/8
b 7/10
7 X 0 1 2 3
21a 0, x 1
P(X=x) 4/16 6/16 4/16 2/16 0.1, 1  x  2

F(x) = 0.3, 2  x  3
8a 1 0.7, 3  x  4
b 2/3 
c 18/36 1, x4

9a 10
b 11/20 b 0.7

10 1/6, 4/6 23a 4/6

b 1/2
11 a=1/9, b=2/9 c 5/6
d X 1 2 3 4
12 1/54 P(X=x) 1/6 2/6 2/6 1/6
b 41/54
c 13/54
24a 0.35
b 0.6
c 0.75

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