IPE 2203: Probability and Statistics

Chapter 3:Random Variables and Probability Distributions

Course Instructor
Md. Zahidul Islam
Lecturer, Department of IPE, RUET
 Concept of Random Variables

• A random variable is a function that associates a real number with

each element in the sample space.
• Random variable will be represented in the text by an uppercase
letter (e.g. X)
• A particular realization of a random variable will be represented by a
lowercase letter (e.g. x).

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 Sample Space & Events
• The set of all possible outcomes of a random experiment is called the sample space, S.
• S is discrete if it consists of a finite or countable infinite set of outcomes.
• S is continuous if it contains an interval of real numbers.

Sample
point

• In above example: 23 outcomes. 2- states( good/bad), 3- no. of cars.

• Each of the eight individual outcome constitute a sample point.
• Let, X be a random variable; representing the number of good cars at a given time.
• A specific value of X is an Event.
• An event may contain one or more sample points in the sample space; it is a subset of a sample space.
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 Discrete and Continuous Random Variables

• If a sample space contains a finite number of possibilities or an

unending sequence with as many elements as there are whole
numbers, it is called a discrete sample space.
• A random variable is called a discrete random variable if its set of
possible outcomes is countable.
• If a sample space contains an infinite number of possibilities equal
to the number of points on a line segment, it is called a
continuous sample space.
• When a random variable can take on values on a continuous scale,
it is called a continuous random variable
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 Discrete Probability Distributions

• The set of ordered pairs (x, f(x)) is a probability function,

probability mass function, or probability distribution of the
discrete random variable X if, for each possible outcome x,

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 Discrete Probability Distributions
• A shipment of 20 similar laptop computers to a retail outlet contains 3 that are
defective. If a school makes a random purchase of 2 of these computers, find
the probability distribution for the number of defectives.
Solution : Let X be a random variable whose values x are the possible numbers
of defective computers purchased by the school. Then x can only take the
numbers 0, 1, and 2.
Now,

Thus, the probability distribution of X is

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 Example: Cumulative Distribution Function
• If a car agency sells 50% of its inventory of a certain foreign car equipped with
side airbags, find a formula for the probability distribution of the number of cars
with side airbags among the next 4 cars sold by the agency.

The probability distribution f(x) = P(X = x) is

Direct calculations of the probability distribution give

f(0)= 1/16, f(1) = 1/4, f(2)= 3/8, f(3)= 1/4, and f(4)= 1/16.

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Example: Cumulative Distribution Function

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Plotting the Probability

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Plotting the Probability

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 Continuous random variable
• Random variable will be represented in the text by an uppercase letter (e.g. X)
• A particular realization of a random variable will be represented by a lowercase
letter (e.g. x).
• The curve shown in the following figure is called the Probability Density
Function (PDF) or density function and is represented by fX(x).

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 Continuous random variable
• The function f(x) is a probability density function (pdf) for the
continuous random variable X, defined over the set of real numbers, if

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 Continuous random variable
• Suppose that the error in the reaction temperature, in ◦C, for a controlled
laboratory experiment is a continuous random variable X having the
probability density function

(a) Verify that f(x) is a density function.

(b) Find P(0 < X ≤ 1).

• Solution : We use Definition 3.6.

(a) Obviously, f(x) ≥ 0. To verify condition 2 in Definition 3.6, we have

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 Continuous random variable
• (b) Using formula 3 in Definition 3.6, we obtain

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 Continuous random variable
 To calculate P(X≤x), which is specifically denoted as FX (x) and is known as
the Cumulative Distribution Function (CDF) or simply as Distribution
Function, the area under the PDF needs to be integrated for all possible
values of X less than or equal to x; in other words, the integration needs to
be carried out theoretically from −∞ to x, and can be expressed as:

Remember
 The probability density function (PDF) is represented by 𝒇𝑿 (𝒙)
 The cumulative distribution function (CDF) is represented by 𝑭𝑿 (𝒙)
 The PDF is the first derivative of the CDF:

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 Continuous random variable
 The CDF directly gives the probability
of a random variable having a value
less than or equal to a specific value.
 To calculate the probability of X having
a value between x1 and x2, the area
under the PDF between these two limits
needs to be calculated. This can be
expressed as:

or,

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 Continuous random variable
 Several important observations for PDF and CDF:

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 Continuous random variable
• The Department of Energy (DOE) puts projects out on bid and
generally estimates what a reasonable bid should be. Call the estimate
b. The DOE has determined that the density function of the winning
(low) bid is

• Find F(y) and use it to determine the probability that the winning bid is
less than the DOE’s preliminary estimate b.

• Solution : For 2b/5 ≤ y ≤ 2b,

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 Continuous random variable
Thus,

To determine the probability that the winning

bid is less than the preliminary bid estimate b,
we have

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Joint Probability Distribution

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 Joint Probability Distribution
If X and Y are two discrete random variables, the probability
distribution for their simultaneous occurrence can be represented
by a function with values f(x, y) for any pair of values (x, y) within
the range of the random variables X and Y . It is customary to refer
to this function as the joint probability distribution of X and Y .
Hence, in the discrete case,

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Joint Probability Mass Function

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 Example: Joint Probability Mass Function

Solution: The possible pairs of values (x, y) are (0, 0), (0, 1), (1, 0), (1, 1), (0, 2), and
(2, 0).

Now,
f(0, 1) = The probability that a red and a green pens are selected

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 Example: Joint Probability Mass Function

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The total number of equally likely ways of selecting any 2 pens from the 8 = 2

The number of ways of selecting 1 red from 2 red pens and 1 green from 3 green
pens = 21 31 = 6

Hence, f(0, 1) = 6/28 = 3/14.

Similarly,

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 Example: Joint Probability Mass Function

(b) The probability that (X, Y ) fall in the region A is

P[(X, Y ) ∈ A] = P(X + Y ≤ 1) = f(0, 0) + f(0, 1) + f(1, 0)

3 3 9 9
=28 + 14 + 28 = 14
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Example: Joint Density Function

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Example: Joint Density Function

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Example: Joint Density Function

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Example: Joint Density Function

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Marginal Distribution

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 Marginal Distribution

The term marginal is used here because, in the discrete case, the values of
g(x) and h(y) are just the marginal totals of the respective columns and rows
when the values of f(x, y) are displayed in a rectangular table.
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Example: Marginal Distribution

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Conditional Distribution

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Conditional Distribution

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 Thank you
Don’t Consider Slides as reading materials

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