Probability and
Statistics
Prepared by
Sajana Shakya
Syllabus
1. Descriptive Statistics and Basic Probability Theory
2. Discrete Probability Distribution
3. Continuous Probability Distribution
4. Sampling Distribution
5. Correlation and Regression
6. Inference Concerning Mean
7. Inference Concerning Proportion
8. Application of computer on Statistical Data
Probability Distribution
Random Variable
What will you learn?
1. Definition of Random Variable
2. Concept of Random Variable
3. Types of Random variable
4. Concept of Discrete Random Variable with
Examples
5. Concept of Continuous Random Variable With
Examples
6. Discrete probability Distribution
7. Continuous Probability Distribution
8. Mathematical Expectation of random variable
Random variable
Random variable is a function
which maps random process to the
actual numbers.
It is denoted by capital letters. For
eg. X, Y, Z etc.
It’s value is denoted by small
letters. For eg. x, y, z…etc.
Random variable
For
example, Let X be a random variable
which is defined as
X=
Random variable
Forexample, Let X be a random
variable which is defined as
X=
Types of Random Variable
There are two types of random
variable. They are
Discrete Random Variable
Continuous Random Variable
Discrete Random Variable
Things that you can count is discrete.
For eg.
1. No. of students present in the class on Monday.
2. No. of red cars passes through the gate in between 10 am
to 11 am
3. No. of telephone calls per unit time
4. Year that randomly chosen student was born
5. No. of customer visited in the store
6. No. of defective items in the box of 10
Discrete Random variable maps to either a finite set or
countably infinite set.
In coin tossing experiment
S={Head,Tail}
let X be a discrete R. V. then
X = {1,0}
In raining process
S={rain, no rain}
X={20, 30}
Let X be a discrete R. V. which represents
number of students present in the class
tomorrow X={0,1,2,…48}
Rolling a fair dice
S={1,2,3,4,5,6}
Suppose a dice is rolled repeatedly
X= no. of 2s before observing 4 on the
upper face then
X={0,1,2,3,………}
which is countable but infinite
Continuous Random Variable
Things that you measured but not by counting
For example :
Height or weight of randomly chosen person
Duration of telephone calls
Time taken to run a mile
Amount of rainfall
Waiting time for 5 customers
Temp. set in a machine (18-22) ◦C
Diameter of a bolt (1.8-2.2)cm
# Continuous RV maps to uncountably
Infinite set.
X=Amount of rainfall in inches (recorded as 1”)
Y= Height of randomly chosen person (6 ft)
# Discrete RV takes distinct and separate values.
#Continuous RV takes values within certain
interval.
Difference between Discrete RV and
Continuous RV
Discrete RV represents counted Continuous RV represents measured data
data Continuous RV take any real number in the
Discrete RV take only integral interval, so to study these variables
value. So to study properties of required calculus (Integration and
these varibles, tools of derivative)
mathematics summation and
We can not list all possible values of a
difference are required
continuous RV.
We can list all possible values of Probability distribution of a continuous RV
a discrete RV. can not be presented in a tabular form. It
Probability distribution of a has either a formula form or a graphical
discrete RV can be presented in a form
tabular form.
Probability Distribution
Two types of Probability Distribution
DiscreteProbability Distribution
Continuous Probability Distribution
The following definitions and terms are used in
studying theory of Probability Distributions
For Discrete Probability Distribution:
Probability Mass Function (p.m.f)
Probability Distribution
Cumulative Distribution Function (c. d. f.)
For Continuous Probability Distribution:
Probability Density Function (p.d.f)
Cumulative Distribution Function (c. d. f.)
Probability Mass Function
It is a function which gives probability that the
value of a random variable is exactly equal to some
specified value.
Let X be a discrete random variable then Pi or P(xi)
or P(X=xi) is said to be p.m.f. if it satisfies the
following conditions or properties.
0 ≤ P(xi) ≤ 1
Σ P(xi) = 1
Probability Distribution
A Probability distribution is an equation or
table or graph that assigns probability to every
possible outcome of a random experiment.
In simple words,
A probability distribution gives probability for
each possible value of a random variable
Suppose tossing a coin two times
The sample space is
S = {HH,HT,TH,TT}
Let X be a discrete RV Which represents number of heads
then
X={0,1,2}
P(X=x)=C(n,x) Px Qn-x
X P(X=x)
0 0.25
1 0.5
2 0.25
Cumulative distribution function refers to the probability that the
value of a Random Variable falls within a specified range.
For eg. In the experiment tossing coin two times
F(x)=P(X≤ x)
F(1)=P(X ≤1)
=P(X=0)+P(X=1)
=0.25+0.5
=0.75
# c.d.f. is also called Probability distribution function or distribution
function or cumulative probability
Properties of Cumulative distribution
function
1. 0 ≤F(x) ≤1
2. F(-∞) = P(X ≤-∞) = 0
3. F(+∞) = P(X ≤ +∞) = 1
4. If x1 and x2 are possible values of a random
variable X, then F(x1) ≤ F(x2)
5. P(a < X ≤ b)= F(b) – F(a)
3) For Cumulative distribution function of X
Value of 0 1 2 3 4 5 6 7 8
X
P(X=x) 1/81 3/81 5/81 7/81 9/81 11/81 13/81 15/81 17/81
F(x) = 1/81 4/81 9/81 16/81 25/81 36/81 49/81 64/81 81/81
P(X ≤ x)
Probability Density Function
It is a function f(x) which is associated with
continuous RV such that for any two numbers a
and with a ≤ b
𝒃
P(a ≤X ≤ b) = 𝒂
𝒇 𝒙 𝒅𝒙
If it satisfies the properties
f(x) ≥ 0
𝒇 𝒙 𝒅𝒙 𝟏
Probability Density Function
Let X be a continuous R V
X= Amount of rainfall in inches
𝟐
P(X=2) = 𝟐
𝒇 𝒙 𝒅𝒙
𝟑
P(2<X<3) = 𝟐
𝒇 𝒙 𝒅𝒙
P(X>4) = 𝟒
𝒇 𝒙 𝒅𝒙 𝒐𝒓
𝟒
=𝟏 𝟎
𝒇 𝒙 𝒅𝒙
Since, Total area=1
P(2 ≤ X <3)= P(X=2)+P(2<X<3)
=P(2<X<3)
Expected values(Mean) and Variance of a
Random Variable:
The average value of all possible values of a
random variable is called Mathematical Expectation
or mean of a random variable. It is denoted by E(X)
or µ
For eg. Tossing a coin 100 times
X= Number of heads
X = {0,1,2,3,…………100)
E(X) = Average number of heads
For Discrete Random variable X=x P(X=x) x. P(X=x)
Mean = µ = E(X) = Σ x. P(X=x)
Σ P(X=x)=1 Σ x. P(X=x)
For Continuous Random variable
Mean = µ = E(X) =
For Discrete Random variable
Variance=σ2 =E(X2)-[E(X)]2
E(X2) = Σx2.P(X=x)
For Continuous Random variable
E(X2) = 2
Properties of E(X)
E(a) = a
E(X1+X2+……..+Xn) = E(X1)+E(X2)+…….E(Xn)
E(X1.X2.……..Xn) = E(X1).E(X2).…….E(Xn)
E(aX) = a E(X)
E(aX+b) = a E(X) + b
Properties of V(X)
V(a) = 0
V(aX) = a2 V(X)
V(aX+b)=
V(X+X) = V(2X) = 4V(X)
V(X ± Y) = V(X) ± V(Y) if X and Y are independent