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Random - Variables (Upto MGF)

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Random - Variables (Upto MGF)

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Rohit Salla
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© © All Rights Reserved
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1. IRANDOM VARIABLES | ee "]MPORTANT DEFINITIONS AND RESULTS eee L "_[/# DISCRETE RANDOM VARIABLES # | DISCRETE RANDOM VARIABLES : A discrete random variable is a R.V. X whose possible values constitute finite set of values countably infinite set of values. 2 DISTRIBUTION FUNCTION OF THE R.V.. The distribution function ..of a-random variable X defined in (— ©, 0) is given by, . F(x) =P (X:Sx) =Pefs :X(9). Sx} PROPERTIES OF DISTRIBUTION FUNCTIONS : Property 1: P(a py SE p@) 4. py! = J x? fede 2 Fi 2 [Link] = iy’ = 5. Variance = py! BY 1 =E(X?)- (EO)? = E(X2)-{E(X)}? 15. ADDITION THEOREM : If X and Y are two continuous random variables with pdf-fx (x) and fy (y) then E(X+ Y)= E(X)+ E(Y) 16. MULTIPLICATION THEOREM : If X and Y are independent random variables, then E(XY) = E(X)-E(Y¥) 17. @ E[aG (X)]= aE[G (X)] (ii), E[G(X)+ a] = E[G(X] +4 18. E[aX+b] = aE(X)+b IDE [ay Xy + Ay XQ sevens + a, X,] = @,E (Xj) + a, E (Xp) + eevee 20. Var (aX +b) = a? Var (X) + a, E(X,) mUNIT 1 21. Cov(X,¥) = E(XY)-E(X)- E(Y) . 22 COVARIANCE 1 Cov (aX, bY) = ab Cov (X, Y) 2 Cov (X+ a,Y + b) = Cov (X, Y) 3. Cov (aX + b,cY + d) = ac Cov (X,Y) 4, Var (X; +X)= Var (X)) + Var (Xp) +2 Cov (Xj, oe 5. Var (X,- Xj) = Var (Xj) + Var (Xz) = 2 Cov (X,, X If,Xj and X, are independent Var (X; + Xp) = Var (X,) +-Var (Xp) 23. MOMENT GENERATING FUNCTION (mg.f): The moment generating function (m.g.f.) of a random variable ‘X’ (about origin) whose probability function f (x) is given by Mx () = E(e%) A Sef @) dx, for a continuous probability distribution -= Ye P(x), for a discrete probability distribution 24. yy! = mean = My’ (0) or [Mx )],_, & wy’ = Mx" (0) = 45 [(Mx)],_, =F [OKO], 25. Moment generating Ancien of. * abou the point X=ais r [MacO)] van = 1 0h + Sp nat bone ha where "= E[(X-a)'] 26. Mex () = E(efCX) Mx (Ct) = E(e%%) Mcx () = Mx (C4) 27, My [Link], = Mx, () “My, (() + My, (0) . UNIT 1 Gg'ox>v2—4 fod 5 Ta 22, T 1ngI2aM pUUDD | jopuauodxay msofiuQ * NOLINATHLSIG SQOANIINOD 67 . 5 Zz 5 g Random Variable Consider an experiment of throwing a coin twice. The outcomes {HH, HT, TH, TT} constitute the sample space. Each of these outcome can be associated with a number by specifying a rule of association (eg. the number of heads). Such a rule of association is called a random variable. We denote a random variable by the capital letter (X, Y, etc)..and any particular value of the random variable by x or y. Thus a random variable X can be considered asa function that maps all elements in the sample space S into points on the real line. The notation X (s) = x means that x is the value associated with the outcome s by the R.V. X. m EXAMPLE 1 @ In the experiment of throwing a coin twice the sample space S is S = {HH, HT, TH, TT}. Let X be a random variable chosen such that X (s) =x (the number of heads) ° X(s)=x HBLHT,THRTT) fo) pee aa A, real line 1S he Tae) EXAMPLE 2 @ _ Let be the sample space consisting of the numbers on a die ie. S = {1, 2, 3, 4, 5, 6}. We define a R.V. by. the: function X (s) = s? (Square of number of points on a die). The points in S now map onto the real line as the set {1, 4, 9, 16, 25, 36} . if \s UNIT 1 42 PROBABILITY AND —— m@ EXAMPLE 3 @ : 3 EXAMPLE 9 In the above example we also definea R.V. by the functio X(s) = 2s (twice the number of points on a die). ‘The points in S now map onto the real line as the set {2, 4, 6, 8 10, 12} NOTE : Any random variable whose only possible values are O and | is called a Bernoulli random variable. (DISCRETE RANDOM VARIABLE ‘[Link] random. variable is a R.V. X whose possible values constitute finite set of values countably infinite set. of. values. Example : All the R.V’s from Example 1 to Example 3 are | discrete R.V.’s. REMARK : The meaning of P(X < a). P(X < a) is simply the probability of the set of outcomes “s’ in the sample space for which X (s) < a or P(X Sa) = P{s:X(s) < 8lace A anys = a= 3 fe ‘NEW TABLE 5 B x |.0 1 2 | 3 4 5 6 Tat 8 tf{3fs{/z/2]/U, Ble e 8 poo} a | ar | ar | Br | Br | Br | Br | Br | er ig = p0)|p 0) |p @)|pG) |p 4) |p) |p 6) |p |P@) Ng - (i) P(X <3) = p(0)+p()t+PQ) ); = 7 2 * + = [Using above table] es = 81 .(l) mf P(X23) = 1-P(X<3) 9 2 . - I-31 = 81 [Using (1)] (ii) P(@ respectively. Obtain the distribution function of X. Xx viele 1 L 6 wl-lo P() The distribution of X [A.U. June ’05, Apr ’07] x F(@)=P(X 0.5 3 1 x 0 2 1 2 p@:| > 24 [A.U, Apr. 03, June?08] ibution function of |‘X’: t F(x) = P(X < x) “0 | FO) = P(Xs0)=7=0.25 1 | POs PCKen=g 4 27H 075 2 F(2)= P(X.[Link] 1.. m EXAMPLE 6 @ A random variable ‘X’ has the following probability function: X: = -1 0 1 P@: 0.4 K_ | 02 [| 03 Find K and the mean value of ‘X’._ [A.U. June ’07, Dec ’08] Ta Weknowthat Dp,)=1 jes 044K +0.2403 = 1 ie, K+09 = ie, Mean value of ‘X’= xp (x) | = -2p(-2)+(-1) pl) + 0p 0) + Ip(t) = (-2)(04) + (1) 0.1) + 0) (0.2) +(1)(0.3) [Using new table] = =0.8-0.1+0+03 = -06 WEXAMPLE7 # ‘Arandom variable ‘X’ has the following, ‘probability function X: 0 ti] 2 | 3, [74 PQ): K 3K | 5K | 7K | 9K (q_ Find the value of K @ Find P (X <3), P(X 23), P(0 k+2k+2k+ 3k+h+2h+7P +k = 1 10k2+9k-1 = 0 10k? + 10k-k-1 = 0 10k (K+ 1)-1(kK+1) = 0 (l0k—1)(kK+1) = 0 10k-1 =O(or)k+1=0 1 k=79 (or) k= -1 k=-l, 79 ib k =-1 is not possible. Since probability oun be negative value ok =10 Substituting k = ra in the given table, we get DOM VARIABLES °° E dds uEesoe =P(X=0)+P(K=1)+P(X 22) a +P (X53) 4+P(X=4)4+P(X=5) BA 2" 23. At 0-75 +10 +16 ib + ; (Using New Table) _ 10+ 20 +204 3041 BL e 100 = 100 81 — 100- 3 PKB 6 =1-PK<6)= 1-7hg = MSE _ 1s PO ke él . (B) Substituting k oH in (A), we get 130 15 PK=D= 9%61 = 61 pacye 2.2 2 3*61 “61 30 wa (C) P(X=3)= Gf 1 30 6 P(K=4) = xor = a :. The probability distribution of X is given by the following table. _ [Using (C)] x 1 2 4 15 10 30 6 P@) 61 61 61 61 PX PK P(x=3) | P&=4) = @UNIT1.. a RANDOM. VARIABLES a 445 mw EXAMPLE 10 A random variable X takes the values -3, -2, -1, 0, 1,2,3 such that P(X = 0) = P(X > 0) = P(X < 0). P(X = -3) = P(X =-2) =P (X=-l) =P (X= 1) = P (X= 2) = P(X = 3), Obtain the probability distribution and the distribution function of X. [AU Dec. 2006, PST] Let P(X=0)= P(X>0)'= P(X<0) =K ...(1) ie. P(X=0)= K P(X>0)=K P(X<0)=K Since total probability is equal to 1, Weget K+K+K= 1 3K=1 -.Q) Substituting K =" in (1), we get P(K=0)= 4 PXR>O= 1 P(X<)= 5 Let P(X=1) =K,=P(X=2)=P(X=3) GB) ie, P(X>0) = + we have K, + K; + Ky =$ 1 3K ee Skin (4) Substituting (4) in (3), we get we UNIT 1 Pel) = P(X=2) Pate 23) Pa=-3)= P(X=-2) = PK PROBABILITY AND QUEUEING THEOR 0 l= Cl Ol wl oI 1 zl) =5 Probability distribution Xowle, 3]-2[-1] 0} 1 70):|4 ie sol =]ro xo|—[e JJ 919 19/9 Distribution Function : F(x)=P(X -Il0 - Show that f(x) is a pdf. 0, x<0 [A.U. Apr. ”06, May °07] Given f@ = ee + x>0 z 0 , x0 1 Sf f@de= f fea [te x>0) oO - 0 o = 2 = S xe dx ° 0 : a 2 = f etd (putr=% + dt=xdx Ms ’ : x=0,t=0 - X=, f=] PROBABILITY AND QUEUEi4g I oe ee -[S])- cere = 0+1=1 Lf @)is apdfofa continuous random variable x, EXAMPLE 3 # . ed as follows a density function ? inction defin (i) Is the ful alee Sx) = 0, x<0 ii) ine the probability that the variate having th, eee aevil fall in ‘the interval CL, 2). [A.U. May "04, density will fall In the interval (0, 2), e* is always +ve- Le, f (x) 20in (0,). oo oO oo 2 £@).dx= ff@dx + f S (x) dx u 0 oo f§ Odx+ § e*dx 0 ~eo o [=e 14 LE ord =-e?+1l=1 . Z Hence f (x) is a density function. 2 2 GiPUsxs2)= § f@)dx= [ e*dx 1 1 = [-e* i 0.368) ened fy 625 0135,64 = = -0.135 + 0,368 = 0.233 m UNIT 4 ...., , 8 ww | ‘ — J RANDOM VARIABLES: 4.23 mw EXAMPLE 4 The length of time (in minutes) that a certain lady speaks on the telephone is found to be random phenomenon with a probability function specified by the probability density function ie 1 eS, forx 20 f(x)as F(X) = Yo, otherwise Find the value of A that makes f (x) a p.d.f. [A.U. Nov ’04] (a) If @) is p.d.f, then ae 5 f@dx=1 [. O 1) [A.U. Dec ’06, June ’08] oe We know that Af f@)de=1 ~~ UNIT 1 sa PROBABILITY AND QUEUEING. Teo, 2 fe Gx 2?) de ml [Oks 0 2 20 f (2x-x?) dx = 1 0 ae x]? 2er-I, 3) 8) =1 2¢[4-5 oo 2-8 2e(4 3 de ' 2exZ ie, 2 P(X>1)= Ss@a 1 2 fex-2%) dx [. gaye) 1 6. Cote 2x?) de [vena] I RANDOM VARIABLES Wt W -§(6-9-0-4] - 15-03!) - 5-3-4 m EXAMPLE 6 & A continuous R.V. X that can assume any value between x=2and x =5 has a density function given by f(x) =k (1 + x). Find P (X <4). [A.U. Apr ’05, Dec 07] 5 Weknow that ff (x) dr 2 u [0 24 Ifso find the P (2 sX $3). [A.U Dec °06 RP] In the interval << 4, f@)20. Now 1 f(x) dx = k f@dx+ j f@dx+ 5 5 foods 4 =O0+f 342 dx +0 [oxy 4 2 fia} =B = “+f G@)isapdf. WONT saese ] 2 = " 3 2 4.27 1 3 als 20a 2 a4: 9 [A.U. June ’05, Dec. 708] RANDOM VARIABLES. - NowP(2sXs3)= J f(x)dx 2 3 342% eS ede ors _ LP G+202 = BBL a 1 = 47 (6+6?-(34+4) 1 = 57 [81-49] = EXAMPLE 8 @ Given that the p.d.f of a R.V ‘X is f (x) =Kx ,0 0.5). oO We know that f S@)de=1 ~<0 1 ie, f Kx de= 1 P(x>05)= f f@)ar 0.5 [. 03/x>5) = [From (2) and (3)] Mm EXAMPLE 16 A continuous random variable ‘X’ has p.d.f SO = 3x, 0a). [A.U. Apr '02, Dec. ’05, Jan. 06] Let P(Xa) = K (Say) Le, p(Xa) =K Since total probability is equal to 1, we get K+K=1 => 2K! ; i 1 fe P(Xsa)=7 meni) UNIT1 = ON” j | 1.38 PROBABILITY AND Quey IEING ‘ and P(X>a)= + a ; tal ie, if; 32a 2 ‘i 0 [Using 3 a z 5) a wo 2 1 at 1 % é a= Sg = 0.7937 ms EXAMPLE 17 © ‘A continuous random variable has a p- 0 sx $1. Find “p? such that P(X > b) = 0.05. [A.U. May °05, De'll Given f@) = 3x2, 05x51 aol When P(X>b) = 0.05 1 = § FG) dx = 0.05 b 1 2 = J 3x2dx = 0.05 Eo fO = x 6 3\! = x (3), = 0.05 > = oe 1-B = 39 RANDOM VARIABLES 1.39 mw EXAMPLE 18 @ For the probability density function 2(b+x) Bath) ~4sx<0 SO) =) giq_y a(a+b)? Osx sa Find the mean. [A.U, Nov ’07, Jan. 09] 2(b+x ; b(a+ by ~bsx<0 Given f(x) = 9 (a-x) asi(()} a(a*b) ’ Osxsa a Mean = JS xf @) dx [." Here ‘x’ varies from —b to a] 0 ey, Tri dx + i AG) ax (From (1)) 2 2 v = bath J Ore der aaap § (x-x) de = mn ‘tae e-3). +3] 4 rem $] =26 2 F warms = 1 2 52 = 3+b * seahi = 3@ab eh) 15 (a-b) 3 (at-by “. Mean = a=b Fe Gai. | 1.40, @ EXAMPLE 19 # The diameter ofan electrle cable, say X, A ae continuous random varlable with pa. y ‘s) ereaa toy ott | Osx Ss]. (i) Cheek that above tsa pibfr no. a number ‘b! such that P(X 2, FQ) I I f ferae+ f fa)ar “1 tps +1] + Q) x f fe) ae 0 -1 2 * S fender f sonar frees 2.1 2 0 _ | in PROBABILITY AND QUEVEN, iG 0, ¥S-1 Stl FQ) =) Hl 0). [A.U. Dec °07, Apr. Since f (x) is Pdf, we have J f@dx = 1 Rig ° rh Tee ae =] > K(tan'xy) =] Klar ()—tart (ay) ab Wi . “se tanc! (00) =9 tané! (0) = 4 1 pre in-e0< #64 = " T To find F(x) 0, otherwise & x x Leis si fo) dx=4 j ie md qltan-ty i, munis i punOOMVARIMBLES nr an~! x —tan-! (~ a)] 1 i n i t {t [tant x4 x+y z] we (A) [-tan- a =3] To find P(X > 0) P(X> 0)=1-P(X<0) = 1-F(0) 115,42 -4 [044] [In (A), put x = 0] 1 FQ) 1 =1-7 = Mm EXAMPLE 9 Let X° be a discrete random variable whose cumulative 0, x<3 £ 350)-= 1-P[Xs50] = 1—F (50) rf 1 -(%) VFQ@)=1- 76 7% ,x5) = 1-{1-ge} 1 effet = > x 03679 = 0.1839 “ag From(A),F(50)= 1-P (X>50) =1-0.1839 @y@ = 08161 (C ® PK=50) = 0 [+ The probability that a continuous variable takes a fi ; value is 2° @) LetP(A) = P(X <100) P(X<100)-P (xX = 100) F(100) [.- P= 100)=9 (Z et J i) 24 | FQ)=1- 78 i 1 = =z 000183) = 1-0.0095 = 0.9908 Be @ = P(X> 50) = 0.1839 [From 0 (i) y) [From (C) and q Pe Beenie. RANDOM VARIABLES, 473 EXAMPLE 13 © The sales of a convenience store on a randomly selected day «y’ thousand dollars, where ‘X? is a R.V. with a distribution function of the following form 0, x<0 2 7 O 0 =r-t ph (ayay cally Find the pdf f (x). [Ans. : b MATHEMATICAL EXPECTATIONS * pr Let ‘xX’ be a continuous random variable ‘bability density function f (x). Bq Then the mathematical expectation of ‘X’ is denoted by ) and is given by with E(X) = t xf (x)dx -o UNIT1 re aN PROBABILITY 4.82 AND QUEUEING O22 MOMENT (ABOUT ORIGIN) Consider a continuous T.V. °X’ with par FG), moment (about origin) of the probability distribution a k 7 o EQ) = f x f@)dx Ttisdenotedby} uf = f x f Gd. 2 Thus ny! = EC) (uy about ar py! = E(x?) (hy! about or | ___ The above result gives the mean and variant tions. + MOMENT (About mean) Now E(X-EQQ} = J (x-EQ) £4 = 1 {x- XV foe ~o s Thus oe Les £ cE ie of where H, = ed b This gives ther moment about mean and it is &° rs Put r=1in ®), We get © a dx me f @-x) f@ ‘RANDOM VARIABLES = Parade y Xy@ dx . © = X-X jf f@) dx = X-K bf sare] 2 B Put r=2 in (B), we get Variance = p, = E[{X-E(X)}] which gives the variance in terms of expectations. Note : Let g (x) = K (constant), then { Kf@dx =K [ f@)dx -o " Elg(X)] = E(K) -0 K:l bof f@dx=1] =o =K mms [E@=K] Q Expectations (Discrete r-v’s) Let *X’ be a discrete random variable with p.m.f p (x) Then E(X) = rxp@) x . For discrete random variables x E(x) = Dep) [by definition] fangs Ifwedenote E[X"] = 1, then PROBABILITY. AND QUEUENig % Put r=1, wegel aay = Exp) =2, we gel oe wy = EDC] = E32 p(x) x [vane 72 189 -, | Variance = p= wih = E (X)- {Ey The r* moment about mean n, = EL{X-E() }] = 5 -X)' p@, EO)=% Put r=2, we get Variance =p. = r@-X)’ p(x) Expectati Discrete r.v’s 1. EX) = 1 x foe E(X) => xp(x) © er fo! 2. E (Xr) awe [ eh © 0)! 3. Mean = 14)’ = Seg Hf =Z 2p) e is 4 wt =f x2 for -0 2 [Link] « Wy at = [Link] = H2'~ 1! o BO)~ (ray) BOO (B a mw ONITS ES M VARIABLI ANDO! ADDITION THEOREM (EXPECTATION) a : id Y are two coi heorem 1: If X an ste with pdf fx (x) and fy (y) then E(X+ ¥) = E(X)+ E(y) Q MULTIPLICATION THEOREM OF EXPECTATIONS Theorem 2: If X and Y are independent random variables, then E (XY) = E(X)-E(y) 1.85 tinuous random X,, are ‘n? independent Tandom -X,] =E (X%)-E(x,) NOTE: If X;, Xy. variables, then E [XX .. Theorem 3: If “X? is a random variable with pdf f (x) and ‘a’ is a Constant, then © E@ca = @ E[G (X) + a] Where G (X) j fi variable (X) is a fun a EG (X)] = EIG(®)+a4 ction of ‘X? which is also a random Theorem 4: If « ‘@ and % are c ~ E EleX 40) = aE (X)45 Cor 7. a eet! Ie take g = Land b = -E (X) =X, then we EIX-X]. E(X)-E(X) = 0 nm a) eae a and X’ is a random val riable with Pdf f(x) ‘Onstants, then ON 138 PROBABILITY AND QUEUE, O EXPECTATION OF A LINEAR COMBINATIO, RANDOM VARIABLES Let Xj, Xz, «+4, X, be any ‘n’ random variables andy 4, ..., 4, are constants, then «+ a, X,) E[a, X, + 4, X, + + = aE (X;)+ a, E(X,)+ ....., + a, 8q Result : If X is a random variable, then Var (aX + b) =a? Var (X) where ‘a’ and ‘b’ are constan, COVARIANCE : If X and Y are random variables ‘covariance between them is defined as Cov(% Y) = E((X-E(][Y-E(Y)]} = E{XY-XE(Y)-E(X) Y+ E(X)E = E(XY)-E(X)E(¥)-E(X)E() + EWE Cov (X, ¥) = E(XY)-E(X)-E(Y) a IfX and Y are independent, then E(XY) = E(X)E(y) Substituting (B) in (A), we get Cov(X,¥) = 9 + IfX and Y are independent, then Cov (X, Y) NOTE : |.Cov aX, bY) = ab Cov % Y) 2. Cov(X + 4Y+ bs Cov (X, Y) [Link] (AK + bY + d) = ag Coy (x Y) 4, Var (XK, +X) = Var (X,) + Var (X2) + 2 5. Var (X)~X;) = Vp (X)) + Var (X,)-2 IX, and Xp are independent Var (Xj 4X,) = Var (X,) + Var (X2) 4 Cov 4 are (yHlooM VARIABLES # SOLVED P| ROBLEMS ON DISCRETE RVs ; EXAMPLE 4 Given the following probability (y B(X) (Hl) He (X?) (ill) EE [2X 3) (ly) ao) 8 py (x2) | (xy) | _&y) Ms) | (xe) 9.30) 0 | 030) | O45" LP PO) |p Oo |v es9) Lo 6s9 |p cen Cen +U, June 107, Jan, ’08) We know that for a discrete RV, ‘x’, 7 i) E(X) = x p(x) fel © XP (x1) + 9 p (x9) +3 p (x3) + x4 p (x4) +45 P (x5) + X61 (x6) +27 p (x7) = (-3) (0.05) - 2 (0.1) ~ | (0.30) +0 + 1 (0.30) +2 0.15) +3 (0.10) =0.25 [Using Calculator] 7 E(X) = > xP pa) fel =P Ce) +35 pO) +57 (3) +4 PO) +45 (xs) +p (x6) +357 () (1)? (0.30) = (-3)? (0.05) + (—2)? (0.1) + (I) : er OF re (0.3) + (2)? (0.15) + 32 (0.10) = 2.95. [Using Calculator] (iy BOX 43) =2E(X) #3 [-,-E[uXx b) =a (X) + 5] = 2 (0.25) +3 20543 = 22 Var (X) Ustribution Of X comput Var (2X 3), n 7 p(x) (ii) (yy Var (2x 4 3) ee Var (aX £ b) = 02 Var 1 UNIT 1 a PROBABILITY AND QUEYe ING ABB. si aK Vat (X) 2B (X) = [B (e9) 22,95 ~ (0.25)? = 2,8875 + Var 2X #3) #4 (2.8875) 55 ell EXAMPLE 28 When a die is thrown, ‘X’ denotes the number that tu Find EX), E (X2) and Var (X). (AU June 2004, Let ‘X’ be the R.V. denoting the number that turns up ing de. *X? takes values 1, 2, 3, 4, 5, 6 and with probabil for each. 4 5 | 6 (xq) (x5) |G 1 1 i 6 | 6 | 8 pee) | p(y) | ps) | pew | pes 2 6 Now E(X)= > x, P(%,) fet = 1 P(x) + Xp p (xq) +3 p (3) aap) eng p Ors) t96f m(4)s2(b)a3 Ce) +40) +5(4)+6() as 2. S ott S$ ~ Hdtsraesig | 2b = 6 Site at 6 £2 (X2) o , & *P P(x) wee RANDON VARIABLES. . a PQ) 4 D(X) NZD (x3) 182 1 (a4) 8 p Cg) 432 p Cx) (5)s4CQ)o 9) (4) 425 (4) +36 (4) 14 9 1G 25 36 s a Ey a a a a ry Led 49+ 164.25 +36 . Cor Hey ot 6 oVar(X)= B (X2) = [B (X)]? _ OL (TP 2 9149 182 = 147 WE TE TP lg a | BEXAMPLE 3 th The monthly demand for Allwyn watches is known to have following Probability distribution: gman 2 ~ 5 — ph bability: 0.08 0.12 0.19 0.24 0.16 0.10 0.07 0.04 Fir vera expected demand for watches, Also compute the 3 4 5 6 7 8 (ry | op | Os) | oe | G7 | Go 019 0.24 0.16 0.10 0.07 0.04 P(x3) | peg) | P (5) | P (xp | P@D[P (xg) (AU. Dec. 2006, RP) Let Males be the RV, denoting the monthly demand for Allwyn . UNITA | PROBABILITY AND QUEUE, 8 BoD 2 ape) is = xy PQ) + 2p (x2) +3 p (a3) * 4D (xy +45 P (Xs) +26 D (Xe) +4 p () 44, ¥(0.08) + 2 (0.12) + 3 (0.19) + 4 (0.24) +5 (0.16) + 6 (0.10) + 7 (0.07) + 8a, 4.06 [Using Caley " 2 E®)= YY pw) i=l = HPQ) +p Oy) +27 G3) +34 7 Os) +35 Pts) + x2 p(xg) +35 (a) +H = 1 (0.08)+4 (0.12) +9 (0.19) + 16 (0.24) i * 25 (0.16) + 36 (0.10) + 49 (0.07) + 64 (00! = 197 (Using Calcul * Var(X) = EO?)_ Bag? = 2 06? = 19.7- 16.48 = 32 MEXAMPLE 49 ol cat the x" is equal to the number YP = 1) = 9.3 pe Hl Player in his net 3 bats POX = 2) = 0.3 on = pints id 4 (X= 3), Find E(x) [A.U. Dec °03, AP PIX = 0) + Px, 51 wl Given FPO 9 X29 D+ PK =3)01 a ( Substituting (2) jn (1) wepg P(X =3) 3PX=3)403 499 08 Ee snot VARIABLES: 41.91 0.5 P(X =3) = “G =0.125 i P(X =0) = 3P(X=3) a = 3x 0.125 = 0.375 ‘We know that BX) = D xp @) = 1P(X=1)+2P(X=2) +3P(X=3) = 1(0.3) + 2(0.2) + 3(0.125) = 1.075 [- # SOLVED PROBLEMS ON CONTINUOUS R.V'S # NEXAMPLE 5 For the triangular distribution xX, O

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