Random Variables in Statistical Methods
Uploaded by
22135a4205Random Variables in Statistical Methods
Uploaded by
22135a4205Statistical Methods, UNIT-2 Random Variables 2022
[Link] IV Semester (2020 Batch)
STATISTICAL METHODS (20BM1109)
(For CSE (DS))
Unit – 2: Random Variables
Review of probability concepts, Random variables, types of random variables, probability distribution
function, probability density function, the mean and variance of a probability distribution, Binomial
distribution, Poisson distribution, Normal distribution: calculating normal probabilities, normal
approximation to the binomial distribution.
Random Experiment or Trial: An experiment which can perform any number of times under the same
conditions and the outcomes cannot be predicted with certainty, is called a Trial.
Examples:
1) Tossing a Coin
2) Rolling a Die
3) Choosing an even number
4) Choosing a real number between 0 and 1 (excluding the end points)
Sample space: The set all possible outcomes of a trial is called the Sample space of the Trial and this set is
denoted by S. The elements of S are called sample points.
If S is finite then it is called finite sample space, otherwise it is called infinite sample space
If S is finite or countably infinite then it is called Discrete sample space
If S is in the form of the union of one or more intervals then it is called Continuous sample space
If S is finite then the number of elements is denoted by n(S)
Examples:
1) In the trial of „Tossing a Coin‟, the possible outcomes are “Head” and “Tail”
So that the Sample space S H , T and n(S) 2
2) In the trial of „Tossing two Coins‟,
The Sample space S HH, HT, TH, TT and n(S) 4
3) In the trial of „Tossing three Coins‟,
The Sample space S HHH, HHT, HTH, THH, TTH, THT, HTT, TTT and n(S) 8
4) In the trial of „Rolling a Die‟, the possible outcomes are 1, 2,3, 4,5, 6
So that the Sample space S 1, 2,3, 4,5, 6 and n(S) 6
5) In the trial of „Rolling two Dies simultaneously‟,
the possible outcomes are (1,1), (1, 2), (1,3), (1, 4), (1,5), (1, 6),(2,1),(2, 2), (6, 6)
So that the Sample space S (1,1), (1, 2), (1,3), (1, 4), (1,5), (1, 6),(2,1),(2, 2), (6, 6) and n(S) 36
6) In the trial of „Choosing a positive even number‟, the possible outcomes are 2, 4, 6,
So that the Sample space S 2, 4, 6, and is countably infinite
1 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
Event: A subset of the sample space of a trial is called an Event
Examples:
1) In the trial of „Tossing a Coin‟, the Sample space S H , T
, H, T, H, T are the events
2) In the trial of „Rolling a Die‟, the Sample space S 1, 2,3, 4,5, 6
1, 2 , 3, 6 , 2, 4, 6 , 1, 3, 5, are some events
and the total number of events are 26
Note: If the sample space of a trial contains n points, then there are 2n events
2 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
Exercise:
1) In the trial of „Tossing two Coins‟, write (i) the sample space (ii) all possible events
2) In the trial of „rolling a Coin and a Die simultaneously‟, write (i) the sample space (ii) the number of
possible events
Probability of an event (Classical): If A is an event of a trial having finite sample space S, then the success
probability of A is denoted by PA and is defined as follows.
PA
n( A) Favorable outcomes
n(S) Total outcomes
The failure probability of A is given by PA 1 PA so that PA PA 1
Note: 1) is always an event and P 0 2) S is always an event and PS 1
Example 1) In the trial of „Tossing a Coin‟, the Sample space S H , T
If A H ; „getting H ‟, then PA
1
2
If A T ; „getting T ‟, then PA
1
2
Example 2) In the trial of „Rolling a Die‟, the Sample space S 1, 2,3, 4,5, 6
If A 2, 4, 6 ; „getting even number‟, then PA
3 1
6 2
If A 1,3,5 ; „getting odd number‟, then PA
3 1
6 2
If A 1, 6 , then PA
2 1
6 3
Example 3) In the trial of „Tossing two Coins‟, the Sample space S HH, HT, TH, TT
If A HH ; „getting two heads exactly‟, then PA
1
4
If A HT, TH ; „getting one head exactly‟, then PA
2 1
4 2
If A HH, HT, TH ; „getting one head at least‟, then PA
3
4
If A TT ; „getting two tails exactly‟ or „getting no head‟, then PA
1
4
Example 4) In the trial of „Tossing three Coins‟, S HHH, HHT, HTH, THH, TTH, THT, HTT, TTT
If A HHH ; „getting three heads‟, then PA
1
8
If A HHT, HTH, THH ; „getting two heads‟, then PA
3
3 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
8
If A TTH, THT, HTT ; „getting one head‟, then PA
3
8
If A HHH, HHT, HTH, THH ; „getting two heads at least‟, then PA
4 1
8 2
4 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
Function:
Random variable: If S is the sample space of a trial and R is the set of all real numbers, then any mapping (
or function ) X : S R is called a random variable (rv).
The set of all images under X is called the range of random variable X and it is denoted by X (S).
Notation:
1) If X : S R is a random variable and a R , then
X a s S X (s) a
X a s S X (s) a
X a s S X (s) a
X a s S X (s) a
X a s S X (s) a
Since these are subsets S, these are events and the respective probabilities are denoted by
PX a, PX a, PX a, PX a, PX a
2) If X : S R is a random variable and a,b R , then
a X b s S a X (s) b
a X b s S a X (s) b
a X b s S a X (s) b
a X b s S a X (s) b
Since these are subsets S, these are also events and the respective probabilities are denoted by
Pa X b, Pa X b, Pa X b, Pa X b
Example 1) In the trial of „Tossing a Coin‟, the Sample space S H , T
(i) If X : S R is defined as X (H ) 1 and X (T ) 1,
then X is a random variable with range of X , X (S) 1, 1
(ii) If X : S R is defined as X (H ) 1 and X (T ) 1,
then X is a random variable with range of X , X (S) 1
(iii) If X : S R is defined as X (H ) 0.5 and X (T ) 0.9 ,
then X is a random variable with range of X , X (S) 0.5, 0.9
5 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
Since there are infinitely many functions from S to R, there are infinite random variables on this
sample space.
6 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
Example 2) In the trial of „Rolling a Die‟, the Sample space S 1, 2,3, 4,5, 6
(i) If X : S R is defined as X (1) 1, X (2) 1, X (3) 1, X (4) 1, X (5) 1and X (6) 1 ,
then X is a random variable with range of X , X (S) 1
(ii) If X : S R is defined as X (1) 1, X (2) 2, X (3) 1, X (4) 2, X (5) 1and X (6) 2 ,
then X is a random variable with range of X , X (S) 1, 2
(iii) If X : S R is defined as X (1) 2, X (2) 2, X (3) 5, X (4) 7, X (5) 0.1and X (6) 2 ,
then X is a random variable with range of X , X (S) 2, 0.1, 2, 5, 7
Since there are infinitely many functions from S to R, there are infinite random variables on this
sample space.
Example 3) In the trial of „Tossing two Coins‟, the Sample space S HH, HT, TH, TT
(i) If X : S R is defined as X (HH) 1, X (HT) 2, X (TH) 3and X (TT) 4,
then X is a random variable with range of X , X (S) 1, 2,3, 4
(ii) If X : S R is defined as X (HH) 1, X (HT) 1, X (TH) 1and X (TT) 1,
then X is a random variable with range of X , X (S) 1
(iii) If X : S R is defined as the number of heads; that is,
X (HH) 2, X (HT) 1, X (TH) 1and X (TT) 0,
then X is a random variable with range of X , X (S) 0, 1, 2
Example 4) In the trial of „Rolling a Die‟, the Sample space S 1, 2,3, 4,5, 6
If X : S R is defined as X (1) 2, X (2) 2, X (3) 5, X (4) 7, X (5) 0.1and X (6) 2 ,
then X is a random variable with range of X , X 2 2 and PX 2 1
Here 6
7 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
X 2 1, 6 and PX 2
2
1
X (S) 2, 0.1, 2, 5, 7
6 3
8 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
0 X 7 1,3,5, 6 and P0 X 7
2
4
6 3
0 X 7 1,3, 4,5, 6 and P0 X 7 5
6
0.1 X 5 1,3,6and P0.1 X 5
3 1
6 2
Example 5) In the trial of „tossing 4 coins simultaneously ‟, n(S) 24 16
If X : S R is defined as the number of heads, then the range of X , X (S) 0, 1, 2, 3, 4
Here
(i) X 0 TTTT and PX 0
1
16
and PX 1
4 1
(ii) X 1 HTTT,THTT,TTHT,TTTH
16 4
2 HHTT, HTHT, HTTH,TTHH,THTH, THHT and PX 2
6 3
(iii) X
16 8
3 THHH, HTHH, HHTH, HHHT and PX 3
4 1
(iv) X
16 4
4 HHHH and PX 4
1
(v) X
16
and PX 3
5
(vi) X 3 THHH, HTHH, HHTH, HHHT, HHHH
16
Exercise:
1. Define and give an example : (i) Random experiment (ii) Sample space (iii) Random variable
2. In the trial of „Tossing two Coins‟, if X is a random variable given by the number of heads,
find (i) the range of X (ii) X 2 and PX 2 (iii) X 2 and PX 2
3. In the trial of „Tossing three Coins‟, if X is a random variable given by the number of heads,
find (i) the range of X (ii) X 2 and PX 2 (iii) X 2 and PX 2
(iv) X 1 and PX 1
4. In the trial of „Rolling a Die‟, if S is the sample space and X : S R is defined as
X (1) 3, X (2) 4, X (3) 5, X (4) 7 , X (5) 8 and X (6) 8 find (i) the range of X
(ii) X 8 and PX 8 (iii) X 5 and PX 5 (iv) 3 X 5 and P3 X 5
5. In the trial of „Rolling two Dice‟, if S is the sample space and X : S R is defined as the sum of the
dots on the two dies, find (i) the sample space S (ii) the range of X (iii) X 2 and PX 2
(iv) X 5 and PX 5 (v) X 11 and PX 11 (vi) X 5 and PX 5
9 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
6. In the trial of „Rolling two Dice‟, if S is the sample space and X : S R is defined as the maximum
of the numbers obtained on the dies, find (i) the sample space S (ii) the range of X (iii) X 3 and
PX 3 (iv) X 4 and PX 4 (v) X 6 and PX 6
10 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
Types of Random variables : There are two types of Random variables
(1) Discrete random variable (Drv) (2) Continuous random variable (Crv)
Discrete random variable (Drv) : A random variable X : S R is called discrete if its range is finite or
countably infinite
Continuous random variable (Crv) : A random variable X : S R is called continuous if its range is in
the form of an interval
Random variable
Discrete random variable Continuous random variable
pmf CDF pdf CDF
f (x) 0 F (x) P( X x) f (x) 0 F (x) P( X x)
f (x) 1 f ( y)
x
f (x) dx 1
f (x) P( X x) f (x)dx
y x
b
P(a X b) f (x)dx
a
Mean x f (x) Mean x f (x)dx
Variance x f (x)
2 2
Variance x
2 2
Standard deviation 2 f (x)dx
Standard deviation 2
11 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
Probability mass function (pmf): A function f (x) is called a probability mass function of a discrete
random variable (drv) X if
(i) f (x) 0
(ii) f (x) 1
(iii) ) f (x) P( X
x)
x
Example (1): Let f (x) for x 0, 1, 2, 3
6
1 2 1 3 1
Then f (0) 0, f (1) , f (2) and f (3)
6 6 3 6 2
Now observe that f (x) 0 for x 0, 1, 2,3
And f (x) f (0) f (1) f (2) f (3) 0 1
1 2 3
6 6 6
Therefore, f (x) is a probability mass function for some discrete random variable
x
Example (2): Let f (x) for x 1, 2, 3, 4
8
1 2 3 4
Then f (1) , f (2) , f (3) and f (4)
8 8 8 8
Now observe that f (x) 0 for x 1, 2,3, 4
And f (x) f (1) f (2) f (3) f (4)
1 2 3 4 10
1
8 8 8 8 8
Therefore, f (x) is not a probability mass function for any discrete random variable
Probability density function (pdf): A function f (x) is called a probability density function of a continuous
random variable (crv) X if
(i) f (x) 0
(ii) f (x) dx 1
b
(iii ) P(a X b) f (x)dx
a
Properties of pdf:
(1) The curve given by y f (x), is always above the X-axis
(2) The area between X-axis and the curve from to is 1 unit
b
(3) P(a X b)
f (x)dx The area between X-axis and the curve from
a
a to b
12 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
13 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
a
(4) P( X a) P(a X a) f (x)dx 0
a
(5) P(a X b) P(a X b) P(a X b) P(a X b)
x
Example (1): If f (x) 2 0 x 2 , then
0, otherwise
Clearly f (x) 0
0 2
And f (x) dx f (x) dx f (x) dx f (x) dx
0 2 2
2 1 x2
x
0 dx 0 1
2 2 2
0 0
Therefore, f (x) is a probability density function for some continuous random variable
1
sin x for 0 x
Example (2): If f (x) 2 , then it is a probability density function
0 for otherwise
Clearly f (x) 0
1
1
cos x
And
f (x) dx f (x) dx
0 2 0
sin x dx
2
0 1
Therefore, f (x) is a probability density function
Cumulative Distributive Function (CDF):
(1) If X is a discrete random variable (drv) and f (x) is a probability mass function, then the CDF of
f (x) is given by
F(x) P( X x)
f ( y) P( X y)
y x y x
(2) If X is a continuous random variable (crv) and f (x) is a probability density function, then the CDF of
f (x) is given by
F (x) P( X x)
x
f (x)dx
Properties of CDF:
a
(1) F (a) P( X a)
f (x)dx
14 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
The area between X-axis to a
and the curve from
(2) 0 F(a) 1 for all a
(3) F() 0 and F() 1
15 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
(4)
d
F (x) f (x)
dx
(5) If a b then F(a) F(b)
b
(6) If a b then F (b) F (a) P(a X b) f (x)dx
a
Probability Distribution Table for a Drv:
If X is a discrete random variable (drv) with range as x1 , x 2 , x3 , and f (x) is probability mass function
(pmf), then the probability distribution table is given follows.
x x1 x2 x3
P X x P X x1 P X x2 P X x3
or f (x) or f (x1 ) or f (x2 ) or f (x3 )
x
Example : If f (x) for x 0,1, 2, 3, 4 is a probability mass function of a discrete random variable X
10
1 2 3 4
Then f (0) 0, f (1) , f (2) , f (3) and f (4)
10 10 10 10
The probability distribution table is given as follows
x 0 1 2 3 4
f(x) or P(X=x) 0 1/10 2/10 3/10 4/10
Now
(i) F(0) P(X 0) P(X 0) f (0) 0
1 1
(ii) F(1) P(X 1) P(X 0) P(X 1) f (0) f (1) 0
10 10
(iii) F(2) P(X 2) P(X 0) P(X 1) P(X 2)
1 2 3
f (0) f (1) f (2) 0
10 10 10
(iv) F(3) P(X 3) P(X 0) P(X 1) P(X 2) P(X 3)
1 2 3 6
f (0) f (1) f (2) f (3) 0
10 10 10 10
16 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
(iv) F(4) P(X 4) P(X 0) P(X 1) P(X 2) P(X 3) P(X 4)
1 10
f (0) f (1) f (2) f (3) f (4) 0 2 3 4 1
10 10 10 10 10
17 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
Also we have,
(vi) F(2.5) P(X 2.5) P(X 0) P(X 1) P(X 2)
1 2 3
f (0) f (1) f (2) 0
10 10 10
(vii) F(2.6) P(X 2.6) P(X 0) P(X 1) P(X 2)
1 2 3
f (0) f (1) f (2) 0
10 10 10
(viii) F(2.9999) P(X 2.9999) P(X 0) P(X 1) P(X 2)
1 2 3
f (0) f (1) f (2) 0
10 10 10
So that if 2 x 3, then F(x) P(X 0) P(X 1) P(X 2)
1 2 3
f (0) f (1) f (2) 0
10 10 10
Similarly,
if x 0, then F(x) 0
if 0 x 1, then F(x) P( X 0) f (0) 0
if 1 x 2, then F(x) P(X 0) P(X 1)
1 1
f (0) f (1) 0
10 10
if 2 x 3, then F(x) P(X 0) P(X 1) P(X 2)
1 2 3
f (0) f (1) f (2) 0
10 10 10
if 3 x 4, then F(x) P(X 0) P(X 1) P(X 2) P(X 3)
1 2 3 6
f (0) f (1) f (2) f (3) 0
10 10 10 10
if x 4, then F(x) P(X 0) P(X 1) P(X 2) P(X 3) P(X 4)
1 10
f (0) f (1) f (2) f (3) f (4) 0 2 3 4 1
10 10 10 10 10
18 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
Mean, Variance and Standard deviation:
(1) If X is a discrete random variable (drv) and f (x) is a probability mass function
(i) Mean or Expectation of X , E X or x f (x)
V X or 2 x f (x) x 2 f (x) 2
2
(ii) Variance of X ,
(iii) Standard deviation of X , SDX or V X
(2) If X is a continuous random variable (crv) and f (x) is a probability density function
E X or
(i) Mean or Expectation of X ,
x f (x)dx
V X or 2
(ii) Variance of X ,
x f (x) dx f (x) dx 2
2
x
2
(iii) Standard deviation of X , SD X or V X
Note: If X and Y are random variables, a and b are constants, then
(1) E a a
(2) V a 0
(3) E a X a E X
(4) V a X a2 V X
(5) E a X bY a E X b E Y
(6) V a X bY a2 V X b2 V Y
x f (x) dx
x2 2x f (x) dx
(7) 2 2
x2 f (x) dx 2x f (x) dx f (x) dx
2
x2 f (x) dx 2 xf (x) dx f (x) dx
2
x 2 f (x) dx 2 1
2
x2 f (x) dx 2
19 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
Example (1): A random variable X has the following probability distribution (or probability mass
function)
x 1 2 3 4
P(X x) or f (x) 0.2 0.1 0.4 0.3
(i) Mean, E X or x f (x) 10.2 20.1 30.4 40.3
0.2 0.2 1.2 1.2 2.8
(ii) Variance, V X or 2 x2 f (x) 2 12 0.2 22 0.1 32 0.4 42 0.3 2.82
10.2 40.1 90.4 160.3 7.84
0.2 0.4 3.6 4.8 7.84 9 7.84 1.16
(iii) SD, V X 1.16 1.077
x
Example (2): A random variable X has the probability density function f (x) 2 for 0 x 2
0, otherwise
2
2 1 x3 4
12
(i) Mean, E X or x f (x)dx x f (x)dx x2 dx
0
20 2 3 0 3
2
(ii) Variance, V X or 2 f (x) dx 2
x2 f (x) dx
2
x2
0
2
1 x4 4
2
12 16 2
x3 dx 2
2
20 2 4 0 3 9 9
2 2
(iii) SD, V X
9 3
Expectation of a function of a random variable:
(1) If X is a discrete random variable (drv), f (x) is a probability mass function and
g(x) is a polynomial, then the expectation of g X is given by E gX g(x) f (x)
(2) If X is a continuous random variable (crv), f (x) is a probability density function and
g(x) is a polynomial, then the expectation of g X is given by E gX g(x) f (x) dx
Moments of a random variable:
(1) If X is a discrete random variable (drv) and f (x) is a probability mass function, then
20 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
(i) k th Moment of X about the mean ,
E X
k
or k x k f (x)
(ii) k th Moment of X about the Origin, E X or
k
k x k f (x)
21 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
(2) If X is a continuous random variable (crv) and f (x) is a probability density function, then
(i) k th Moment of X about the mean ,
E X
k
or
x k f (x) dx
k
(ii) k th Moment of X about the Origin, E Xk or k x k f (x) dx
Example (1): A random variable X has the following probability distribution (or Probability mass
function)
x 1 2 3 4
P(X x) or f (x) 0.2 0.1 0.4 0.3
(i) E X x f (x) 10.2 20.1 30.4 40.3 2.8
( 1st moment of X about the origin)
(ii) E X 2 x 2 f (x) 12 0.2 22 0.1 32 0.4 42 0.3 9
( 2nd moment of X about the origin)
(iii) E X 3 x3 f (x) 13 0.2 23 0.1 33 0.4 43 0.3
10.2 80.1 270.4 640.3 0.2 0.8 10.8 19.2 31
(iv) E X 3 2X 2 7X 3 E X 3 2E X 2 7E X E 3
31 2 9 7 2.8 3 35.6
x 0 x 2
Example (2): A random variable X has the probability density function f (x) 2
2
0, otherwise
2 2 1 x3 4
(i) E X x f (x)dx x f (x)dx x2 dx
1
0 20 2 3 0 3
2
12 1 x4
(ii) E X 2 x2 f (x) dx x2 f (x) dx x3 dx 2
2
0 20 2 4 0
2
12 16 1 x5
(iii) E X x f (x) dx x f (x) dx x dx
2
3 3 3 4
2 5 0 16
20 5 4
(iv) E X 2X 7X 3 E X 2E X 7E X E 3 22 7
0
3 2 3 2
3 11.533
5 3
22 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
Problems:
1. A random variable X has the following probability distribution
x 1 2 3 4 5 6
P( X x) k 3k 4k 6k 7k 4k
Find (i) k (ii) P( X 4) (iii) P( X 3) (iv) P(2 X 5) (v) Mean (vi) Variance
(vii) SD (viii) E X 2
(i) We have P( X x) 1.
That is, k 3k 4k 6k 7k 4k 1 or 25k 1
1
Therefore, k
25
(ii) P(X 4) P(X 1) P(X 2) P(X 3) P(X 4)
14
k 3k 4k 6k 14k
25
(iii) P(X 3) P(X 4) P(X 5) P(X 6)
17
6k 7k 4k 17k
25
(iv) P(2 X 5) P(X 3) P(X 4) P(X 5)
17
4k 6k 7k 17k
25
(v) Mean xP( X x)
102
(1)(k) (2)(3k) (3)(4k) (4)(6k) (5)(7k) (6)(4k) 102k 4.08
25
(vi) Variance 2 x 2 P( X x) x 2 P( X x) 2
(1)2 (k) (2)2 (3k) (3)2 (4k) (4)2 (6k) (5)2 (7k) (6)2 (4k) 2
(1)(k) (4)(3k) (9)(4k) (16)(6k) (25)(7k) (36)(4k) 2
4.082 1.9136
464
464k 2
25
(vii) Standard deviation 1.9136 1.383
(viii)
E X 2 x2 P( X x)
(1)2 (k) (2)2 (3k) (3)2 (4k) (4)2 (6k) (5)2 (7k) (6)2 (4k)
(1)(k) (4)(3k) (9)(4k) (16)(6k) (25)(7k) (36)(4k)
464
464k
25
2. Determine the probability distribution of the number of Heads on three flips of a balanced coin. Also
compute the mean, variance and standard deviation of the distribution.
On three flips of a coin, S HHH, HHT, HTH, THH, TTH, THT, HTT, TTT
Let X be the random variable which gives the number of heads; that is,
23 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
X (HHH) 3, X (HHT) 2, X (HTH) 2, X (THH) 2,
X (TTH) 1, X (THT) 1, X (HTT) 1, and X (TTT) 0
So that the range of X , X (S) 0, 1, 2,3
24 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
Now PX 0 , PX 1 , PX 2 and PX 3
1 3 3 1
8 8 8 8
Therefore, the probability distribution of X is as follows.
x 0 1 2 3
P X x 1 3 3 1
8 8 8 8
Mean x P( X x)
1 3 3 1 12 3
(0) (1) (2) (3)
8 8 8
8 8 2
Variance 2 x2P(X x) 2
2
1 2 1 3
2 (1)2 3
( 2
3
( 3) 24 9 3
(0) 2)
8 8 8 8 2 8 4 4
Standard deviation 3
4
x for 0 x 1
3. If the probability density of a random variable X is given by f (x) 2 x for 1 x 2
0
otherwise
determine (i) P 0.2 X 0.8 (ii) P 0.6 X 1.2
0.8
x 2
0.64 0.04 0.3
0.8 0.8
1
(i) P 0.2 X 0.8
0.2
f (x) dx x dx
0.2
2 0.2 2
1.2 1 1.2
(ii) P 0.6 X 1.2 f (x) dx f (x) dx f (x) dx
0.6 0.6 1
1 1.2
1 1.2
x2 x2
x dx
0.6
2 x dx
1
2x
2 0.6 2 1
1 0.36 1.44 1
2.4 2
2 2 2 2
0.5 0.18 1.68 1.5 0.32 0.18 0.5
k x 0 x 2
4. A random variable X has the density function f (x)
1 3 0, otherwise
Find (i) the constant k (ii) P X (iii) PX 1
25 2 2
[Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
(i) Since f (x) is a density function, we have
f (x) dx 1
26 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
2 2
Now f (x) dx 1
f (x) dx 1
0
k x dx 1
0
2
x 2
k 1 2k 1 k 1
2 0 2
1 x 2 2 1 9 1 1
3 3
1 3 2 2 3
(ii) P X f (x) dx k x dx
2 2 1 1 2 2 1 4 4 4 2
2 2 2
1 x 2 1
2 2 2
PX 1 f (x) dx f (x) dx k x dx 4 1
3
(iii)
1 1 1 2 2 1 4 4
k x2 , 1 x 3
5. If the probability density function of a random variable X is f (x)
0, otherwise
Determine (i) the value of k (ii) Mean (iii) Variance (iv) Standard deviation
(i) Since f (x) is a density function, we have
f (x) dx 1
3
3 3 x3
Now f (x) dx 1 f (x) dx 1 k x dx 1 k 1
2
1 1 3 1
3
27 1 1
k 26k k
1
3 3 3 26
4
3 3
(ii) Mean x f (x) dx x f (x) dx k x
3
3 x
3
240 30
81 1 104 13
dx 104
1 1
26 4 1
3 3
(iii) Variance
2
2 f (x) dx
2
x2 f (x) dx 2 k x4 dx
2
x 1 3 1
3 x 30
5 2
26 5 13 5.58 5.32 0.26
1
(iv) Standard deviation 0.26 0.51
k x3 , 0 x 1
6. If the probability density function of a random variable X is f (x)
0, otherwise
Determine (i) the value of k (ii) Mean (iii) Variance (iv) Standard deviation (v) EX 3
(i) Since f (x) is a density function, we have
f (x) dx 1
1
1 1 x4
Now f (x) dx 1 f (x) dx 1 k x3 dx 1
k 1
0
27 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
k
1 0 1 0 4 0
4
k
1 k 4
4
28 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
1
x5
1 1 4 4
4
(ii) Mean x f (x) dx x f (x) dx k x
0 0
dx 4
5 0
5 1 0 5
1 1
(iii) Variance 2
x f (x) dx k x5 dx
2
x f (x) dx
2 2 2
2
0 0
1
4 x
2
6
4 4 16 0.666 0.64 0.026
6 5
0 6 25
(iv) Standard deviation 0.026 0.161
1
x7
(v) EX
1 1
4
3
3 f (x) dx x f (x) dx k x dx 4
3 6
7 0.5714
x
0 0
7
0
1
sin x for 0 x
7. Probability density function of a random variable X is f (x) 2
0 for otherwise
Determine (i) Mean (ii) Variance (iii) P 0 X
2
(i) Mean x f (x)dx
1
1
0 2 x sin xdx 2 x cos x 1 sin x 0
x cos x sin x 0 0 0
1 1
0
2 2 2
1
(ii) Variance 2 2 f (x) dx x 2 sin x dx 2
2
x
02
1 2
x cos x 2x sin x 2cos x 2
0
2
1
x 2 cos x 2x sin x 2 cos x 2
0
2
1 2
0 2 0 0 2
2
2 2
2 2
1
2 4 2
2 4 4
2
21
1 1
(iii) P 0 X f (x)dx sin xdx
2
0
0 2 2 cos x02
2
2 e2 x for x 0
8. If a random variable X has the probability density f (x) , determine the probabilities
0 for x 0
that it will take on a value (i) between 1 and 3 (ii) greater than 0.5 (iii) mean (iv) variance
3 3 2 x e 2 x
3
6
29 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
2
(i) P 1 X 3 f (x)dx 2 e dx 2 e
2 1
e 0.1328
1 1
30 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
2 x e 2 x
1 1
f (x)dx 2 e
(ii) P X 0.5 0 e e 0.3679
dx 2
0.5 0.5 2 0.5
(iii) Mean
x f (x)dx x f (x)dx 2 xe 2xdx
0 0
e e 2x
2 x 1 1
2 x 1 2 0 0 0
2 4 4 2
0
(iv) Variance x2 f (x)dx 2 x e dx
2 2 2x
2 2
2 f (x)dx
2
x 0 0
2x
2 e2 x 2 x
e e 1
2 x 2x 2
2
4 8
1 1 1 10 1
4
2 0 0 0 0 0
4 4 2 4 4
k x 2 ex for x 0
9. A random variable X has the density function f (x)
0 for x 0
Find (i) the constant k (ii) Mean (iii) Variance
(i) The constant k ,
f (x) dx 1
f (x) dx 1
0
k x 2 e x dx 1
0
k x 2 e x 2x e x 2 e x 0 1
k0 2 1
2k 1
1
k
2
(ii) Mean
x f (x) dx
x f (x) dx
0
k x3exdx
0
k x 3 e x 3x 2 e x 6x e x 6e x 0 6
1
3
0
2
(iii) Variance x f (x) dx x 2 f (x) dx 2 k x4exdx 2
2
2 2
0 0
k x 4 e x 4x 3 e x 12x 2 e x 24x e x 24 e x
0 2
31 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
1
0 24 9 12 9 3
2
32 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
10. The mileage (in thousands of miles) that car owners get with a certain kind of tire is a random variable
x
1 e 20 for x 0
having probability density f (x) 20 . Determine the probabilities that one of these tires
0 for x 0
will last (i) at most 20,000 miles (ii) anywhere from 15,000 to 20,000 miles (iii) at least 30,000 miles.
(i) At most 20,000 miles
20
x
1 e 20
20 20 20 x
1 1
P X 20 f (x) dx f (x) dx 20 e 20 dx e1 e 1 0.632
0
0 0
20 1 e
20 0
(ii) Anywhere from 15,000 to 20,000 miles
20
x
1 e 20
20 20 x
1
P 15 X 20 f (x) dx e 20 dx
20 20 1
15 15
20 15
3 3
e 1 e 4 e 4 e 1 0.4724 0.3679 0.1045
(iii) At least 30,000 miles
x
1 e 20
x 3 3
1
P X 30 f (x) dx 20 e 20
dx 0 e e 2 0.223
2
20 1
30 30
20 30
Exercise:
1. Define (i) Random variable (ii) Discrete random variable (iii) Probability mass function (iv) Cumulative
distributive function of a discrete random variable (v) Mean, variance of a discrete random variable
2. A random variable X has the following probability distribution
x 2 1 0 1 2 3
p(x) 0.1 k 0.2 2k 0.3 k
Find (i) k (ii) Mean (iii) Variance (iv) P1 X 2 (v) PX 1 (v) E X 2
3. A random variable X has the following probability distribution
x 0 1 2 3 4 5 6
p(x) k 3k 5k 7k 9k 11k 13k
Find (i) k (ii) Mean (iii) Variance (iv) P1 X 4 (v) PX 4
4. A random variable X has the following probability distribution
x 0 1 2 3 4 5 6 7
p(x) 0 k 2k 2k 3k k2 2k 2 7k 2 k
33 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
Find (i) k (ii) Mean (iii) Variance (iv) P1 X 5 (v) PX 4
5. Determine the probability distribution of the number of Heads on tossing three coins. Also compute
the Cumulative distribution function (CDF)
34 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
6. Define continuous random variable and write its formulae for Mean, variance and moments Define
probability density function and write its properties
7. Define CDF of a continuous random variable and write its properties
cx 2 0 x 4
8. Let X be a random variable having the density function f (x)
0, otherwise
Find (i) the constant c (ii) P1 X 3 (iii) PX 1 (iv) mean (v) variance
Let X be a random variable having the density function f (x) k e x0
3x
9.
0 x0
Find (i) the constant k (ii) P1 X 2 (iii) PX 3 (iv) mean (v) variance
1
(x 1) for
1 x 1
10. Probability density function of a random variable X is f (x) 2
0 otherwise
1
Determine (i) Mean (ii) Variance (iii) P 0 X
2
(3 2x) for 2 x 4
11. Probability density function of a random variable X is f (x) 18
0, otherwise
Determine (i) Mean (ii) Variance (iii) P0 X 3 (iv) P3 X 5
k xe2x for x 0
12. A random variable X has the density function f (x)
0 for x 0
Find (i) the constant k (ii) P0 X 1 (iii) PX 1 (iv) mean (v) variance
xa 2
13. A random variable X has the density function 1 2b2 for all x .
f (x) b 2 e
Prove that (i) Mean, a (ii) Variance, 2 b2
k x2 , 1 x 3
14. If the probability density function of a random variable X is f (x)
0, otherwise
Find (i) first three moments of X about the origin (ii) first three moments of X about the mean
Binomial Distribution: Let A be an event of a trial with success probability p and failure probability q, so
that p q 1. Let the trial be conducted n times. Let X be the random variable which gives the number f
successes in n trials. Then the range of X is 0, 1, 2, 3, n . Now the probability of getting x number of
successes is given by PX x nC x p x qnx for x 0, 1, 2, 3, n.
35 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
This random variable X is called Binomial random variable or Binomial variate with parameters n and p.
The probability distribution corresponding to this variable is called Binomial Distribution.
Bernoulli Trials: In a Binomial distribution,
36 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
(i) There are n independent trials, where n is a positive integer
(ii) There are only two possible outcomes (success and failure) in each trial
(iii) The probability of success is the same in each trial
The trials satisfying these conditions are called Bernoulli trials.
Note:
(1) Since the range of the Binomial distribution finite, it is a discrete distribution.
(2) The probability mass function (pmf) of the Binomial distribution is given by
f (x) nC x p x qnx for x 0, 1, 2, 3, n.
(3) In the Binomial distribution, PX xis also denoted by b x; n, p; that is,
b x; n, p n Cx p x qnx for x 0, 1, 2, 3, n.
(4) In the Binomial distribution,
PX x f (x) b x; n, p nC x p x qnx for x 0, 1, 2, 3, n.
(5) B x; n, p is defined as B x; n, p b 0; n, p b 1; n, p b2; n, p b x; n, p
(6) B 0; n, p b 0; n, p P(X 0) and B n; n, p 1
(7) b x; n, p B x; n, p B x 1; n, p
(8) The Mean, Variance and Standard deviation of the Binomial distribution are given by
(i) Mean, np (ii) Variance, 2 npq (iii) Standard deviation, npq
Binomial Distribution Tables:
This table contains the values of B x ; n, p for n 2, 3, 20 and p 0.05, 0.1, 0.15, 0.20, 0.95
For example in a Binomial distribution, if n 5, p 0.3 then
(i) B 2;5, 0.3 0.8369 (ii) B 3;5, 0.3 0.9692
37 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
(iii) P(X 2) P(X 0) P(X 1) P(X 2)
B 2;5, 0.3 0.8369
(iv) P(X 3) P(X 0) P(X 1) P(X 2) P(X 3)
B 3;5, 0.3 0.9692
38 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
Example (1): The mean and variance of a binomial distribution are 4 and 4/3 respectively.
Determine (i) n and p (ii) P( X 1)
4
(i) Here mean, np 4 and variance, npq
3
npq 4 1 1 2 4
Now q . Therefore, p 1 q and n 6
np 3 4 3 3 p
(ii) We know that PX x nC x p q
x nx
for x 0, 1, 2, 3, n
Now P(X 1) P(X 1) P(X 2) P(X 3) P(X 4) P(X 5) P(X 6)
0 6
2 1
6 0 6
1
1 P(X 0) 1 C0 p q 1 1 1 6 0.9986
3 3 3
Example (2): The mean and variance of a binomial variable X with parameters n and p are 16 and 8
respectively. Find P( X 1) and P( X 2)
Here mean, np 16 and variance, npq 8
npq 8 1 1 np
Now q . Therefore, p 1 q and n 16 2 32
np 16 2 2 p
We know that PX x C x p q
n x nx
for x 0, 1, 2, 3, n
(i) P(X 1) P(X 1) P(X 2) P(X 32) 0 32
1 1 1
1 P( X 0) 132C p0 q32 1 1 1
0
2 2 232
(ii) P(X 2) P(X 3) P(X 4) P(X 32)
1 P(X 2) 1 P(X 0) P(X 1) P(X 2)
1 C0 p0 q32 32C 1 p1q3132C 2 p2 q30
32
0 32 1
1 1 32 1 1
31
1 1
2 30
1 C C 32C
32
2
0 2
2
1 2
2
2 2
1
1 32
C 0 32C 32C 1
1
1 32 496 0.9999
2 32 1 2
232
Example (3): A coin is tossed six times. Find the probability of getting (i) exactly four heads (ii) at least
four heads (iii) at most four heads
1 1
Here n 6, p and q
2 2
We know that PX x C x p x qnx for x 0, 1, 2, 3, n
n
Or b x; n, p nC x p x qnx for x 0, 1, 2, 3, n.
(i) Exactly four heads,
(ii) At least four heads,
39 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
P(X 4) b 4;6, 0.5 0.8906 0.6563 0.2343
B 4;6, 0.5 B P(X 4) b 4;6, 0.5 b 5;6, 0.5 b 6;6, 0.5
B 6;6, 0.5 B 3;6, 0.5 1 0.6563 0.3437
3;6, 0.5
(iii) At most four heads, P(X 4) b 0;6, 0.5 b 1;6, 0.5 b 2;6, 0.5 b 3;6, 0.5 b 4;6, 0.5
B 4;6, 0.5 0.8906
40 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
Example (4): It has been claimed that in 60% of all solar heat installations, the utility bill is reduced by
at least one-third. Accordingly, what are the probabilities that the utility bill will be reduced by at least
one-third in (i) four of five installations (ii) at least four of five installations?
60
Here, p 0.6, q 0.4 and n 5 , also PX x nC x p x qnx for x 0, 1, 2, 3, n
100
(i) Four of five installations, P(X 4) 5C p 4 5 0.64 0.4 0.2592
4q
(ii) At least four of five installations,
P(X 4) P(X 4) P(X 5) 5C 4 p 4 q 5 C 5 p5
5 0.6 0.4 0.6 0.2592 0.07776 0.337
4 5
(Or using tables)
Here, p 0.6, q 0.4 and n 5
(i) Four of five installations, P(X 4) b 4;5, 0.6
B 4;5, 0.6 B 3;5, 0.6 0.9222 0.6630 0.2592
(ii) At least four of five installations,
P(X 4) b 4;5, 0.6 b 5;5, 0.6 B 5;5, 0.6 B 3;5, 0.6 1 0.6630 0.3370
Example (5): Six dies are thrown 729 times. How many times do you expect at least three dice
to show 5 or 6
1 2
Here N 729 , n 6 , p probability of getting 5 or 6 and q
3 3
We know that PX x C x p q
n x nx
for x 0, 1, 2, 3, n
P(X 3) 1 P(X 0) P(X 1) P(X 2) 1 6C 0 p 0 q 6 6C 1pq5 6C 2 p 2 q 4
1 0 2 6
1
1 2
5
1 2
2 4
1 6 15
3 3 3 3 3 3
1
1
64 192 240 1 496 233
36 729 729
233
Therefore, the number of times expected N P( X 3) 729 233
729
Example (6): Out of 800 families with 5 children each, how many would you expect to have (i) 3 boys
(ii) either 2 or 3 boys (iii) at least one boy (iv) 5 girls (Assume the probability of a boy or girl is same)
1 1
Here N 800 , n 5, the probability of a boy, p and q
2 2
We know that PX x C x p q
n x nx
for x 0, 1, 2, 3, n
3 2
1 1
(i) 3 boys, P( X 3) C3 p q 10
5 3 2 10
2 2 32
10
Therefore, number of families with 3 boys N P( X 3) 800 250
32
(ii) Either 2 or 3 boys, P( X 2) P(X 3) 5C 2p 2 q 3 5C 3p 3 q 2
41 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
2 3 3 2
1 1 1 1 10 10 20
10 10
2 2 2 2 32 32 32
Therefore, number of families having 2 or 3 boys N P( X 2) P( X 3) 800
20
500
32
42 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
(iii) At least one boy,
P(X 1) P(X 1) P(X 2) P(X 3) P(X 4) P(X 5)
5C1 p1q4 5C 2 p 2 q 3 5C3 p 3 q 2 5C 4 p 4 q 1 5C5 p5 q0
1 4 2 3 3 2 4 1 5 0
1 1 1 1 1 1 1 1 1 1
5 10 10 5
2 2 2 2 2 2 2 2 2 2
5 10 10 5 1
1 31
32 32
1 31
15C0 p q 1
0 5
Or P(X 1) 1 P(X 0)
32 32
31
Therefore, number of families having at least one boy N P( X 1) 800 775
0 5 32
1 1 1
(iv) 5 girls, P( X 0) C p0 q5
5
0
2 2 32
1
Therefore, number of families with 5 girls N P( X 0) 800 25
32
Exercise:
1. Define (i) Bernoulli trials (ii) Binomial distribution
2. If X is a binomial random variable with parameters n and p , prove that (i) np (ii) 2 npq
3. The mean and variance of a binomial variable X are 4 and 3 respectively.
Determine (i) n, p (ii) P( X 3) (iii) P( X 3) (iv) P( X 3)
4. The mean and variance of a binomial variable X are 6 and 2 respectively.
Determine (i) n, p (ii) P(X 5) (iii) P( X 7) (iv) P(5 X 7)
5. Ten coins are tossed simultaneously. Find the probability of getting (i) exactly six heads (ii) at least six
heads (iii) at most six heads (iv) six or seven heads
6. Assume that 70% of all [Link] students are good in Mathematics. Determine the probabilities that
among 18 such [Link] students (i) exactly 10 (ii) at least 10 (iii) at most 8 are good in Mathematics
1
7. The probability that a man hitting a target is . If he fires 6 times, determine the probabilities that he
3
fires (i) at most five times (ii) exactly one time (iii) at least two times
8. If the probability is 0.20 that any one person will dislike the taste of new toothpaste, what is the
probability that 5 of 18 randomly selected persons will dislike it.
9. Assuming the probability of a boy or girl is same, out of 1000 families with 6 children each, how many
would you expect to have (i) 4 boys (ii) either 3 or 4 boys (iii) at least 2 boys (iv) 6 girls
Poisson distribution: A discrete random variable X having probability distribution
x
P X x e for x 0, 1, 2, 3, and 0
x!
is called Poisson random variable or Poisson variate with parameter and this distribution is called Poisson
Distribution.
43 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
Note:
1. Poisson distribution is a discrete distribution and its range is 0, 1, 2, 3, .
2. The probability x mass function (pmf) of the Poisson distribution with parameter is given by
f (x) e for x 0, 1, 2, 3,
x!
44 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
3. In the Poisson distribution, PX xis also denoted by f x; ; that is,
x
f x; e for x 0, 1, 2, 3,
x!
x
4. In the Poisson distribution, PX x f (x) f x; e for x 0, 1, 2, 3,
x!
5. F x ; is defined as F x; f 0; f 1; f 2; f x; ; that is,
F 0; f 0; ,
F 1; f 0; f 1; ,
F 2; f 0; f 1; f 2; ,
6. F 0; f 0; and F ; 1
7. f x ; F x ; F x 1;
8. The Mean, Variance and Standard deviation of the Poisson distribution are given by
(i) Mean, (ii) Variance, 2 (iii) Standard deviation,
Poisson distribution Tables:
This table contains the values of F x; for different values of
For example in a Poisson distribution, if 0.55 then
(i) F 2; 0.982 (ii) F 3; 0.998
(iii) P(X 2) P(X 0) P(X 1) P(X 2) F 2; 0.982
(iv) P(X 3) P(X 0) P(X 1) P(X 2) P(X 3) F 3; 0.998
45 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
if 0.7 then
(i) F 1; 0.844 (ii) F 4; 0.999
(iii) P(X 1) P(X 0) P(X 1) F 1; 0.844
(iv) P(X 4) P(X 0) P(X 1) P(X 2) P(X 3) P(X 4) F 4; 0.999
46 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
Poisson approximation to Binomial distribution (PA to BD): In a Binomial distribution, if n is large
then we can use Poisson distribution in place of binomial by taking np
Note: (1) An acceptable rule of thumb is to use this approximation if n 20 and p 0.05.
(2) If n 100 then this approximation is generally excellent so long as np 10.
3
Example (1): If a Poisson random variable X is such that P( X 1) P( X 3), determine (i)
2
(ii) P( X 1) (iii) P( X 3) (iv) P(2 X 5)
x
We have PX x e for x 0, 1, 2, 3,
x!
3
1 3
3
(i) P( X 1) P( X 3) e e
2 2 1! 3!
3 3
3 9 0 0, 3, 3
2 6
Since is always positive, we have 3
(ii) P(X 1) P(X 1) P(X 2) P(X 3) 1 P(X 0)
0
1 e 1 e 3 0.9502
0!
(iii) P(X 3) P(X 0) P(X 1) P(X 2) P(X 3)
0 1 2 3 3 9 27
e 1 3
3
e e e e
2 13e 0.6472
6
0! 1! 2! 3!
(iv) P(2 X 5) P(X 2) P(X 3) P(X 4) P(X 5)
3 3 33 34 35
2 3 4 5 2
e e e e e 0.7169
2! 3! 4! 5! 2! 3! 4! 5!
Example (2): If the variance of a Poisson random variable X is 3, determine (i) (ii) P( X 0)
(iii) P(0 X 3) (iv) P(1 X 4) (v) P(2 X 8)
x
We have PX x e
for x 0, 1, 2, 3,
x!
(i) Since the variance of a Poisson random variable is , we have 3
0
(ii) P( X 0) e e 3 0.0498
0!
(iii) P(0 X 3) P(X 1) P(X 2) P(X 3)
1 2 3 3 9 27
e 3
3
e e e
2 12e 0.5974
6
1! 2! 3!
(iv) P(1 X 4) P(X 1) P(X 2) P(X 3)
1
2
3
3 3
1
32 33
e e e
1! 2! 3!
47 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
e
3!
0.5974
1! 2!
(v) P(2 X 8) P(X 3) P(X 4) P(X 5) P(X 6) P(X 7)
3 4 5 6 7
e e e e e
3! 4! 5! 6! 7!
48 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
3 33 35 36 3
34 7
3! 4! 5! 6! 7! 0.5649
e
(OR)
Using tables,
(ii) P(X 0) f 0; F 0; F 0;3 0.05
(iii) P(0 X 3) P(X 1) P(X 2) P(X 3) F 3; F 0;
F 3;3 F 0;3 0.647 0.05 0.597
(iv) P(1 X 4) P(X 1) P(X 2) P(X 3) F 3; F 0;
F 3;3 F 0;3 0.647 0.05 0.597
(v) P(2 X 8) P(X 3) P(X 4) P(X 5) P(X 6) P(X 7)
F 7; F 2; F 7;3 F 2;3 0.988 0.423 0.565
Example (3): Average number of accidents on any day in city is 1.8. Determine the probability that the
number of accidents is (i) at least one (ii) at most one
e x
Here 1.8 and P( X x) for x 0, 1, 2, 3,
x!
e0
(i) At least one, P(X 1) 1 P(X 0) 1 1 e 1.8 1 0.1653 0.8347
0!
(ii) At most one, e0 e 1
1.8
P(X 1) P(X 0) P(X 1) e 1 1.8 0.4628
0! 1!
Example (4): A hospital switch board receives an average of 4 emergency calls in a 10 minute interval.
Determine the probability that (i) there are at most 2 emergency calls in a 10 minute interval (ii) there are
exactly 3 emergency calls in a 10 minute interval (iii) there are at least 3 emergency calls in a 10 minute
interval
e x
Here 4 and P( X x) for x 0, 1, 2, 3,
x!
(i) At most 2, P(X 2) P(X 0) P(X 1) P(X 2) e e e
0 1 2
0! 1! 2!
4 16
e 1 4 13e 0.2381
4
2 3
4 4
e
3
(ii) Exactly 3, P( X 3) e 0.1954
3! 6
(iii) At least 3, P(X 3) P(X 3) P(X 4) P(X 5)
1 P(X 3) 1 P(X 0) P(X 1) P(X 2)
e 0 e1 e2
1
0! 1! 2 !
16
1 e4 1 4 1 13e4 1 0.2381 0.7619
Using tables,
(OR)
49 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
(i) At most 2, 2
P(X 2) P(X 0) P(X 1) P(X 2)
F 2; F 2;4 0.238
50 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
(ii) Exactly 3, P(X 3) F 3; F 2;
F 3;4 F 2;4 0.433 0.238 0.195
(iii) At least 3, P(X 3) P(X 3) P(X 4) P(X 5)
1 F 2; 1 F 2;4 1 0.238 0.762
Example (5): A car hire firm has two cars which it hires out day by day. The number of demands for a
car on each day is distributed as a Poisson distribution with mean 1.5. Determine the number of days in a
year (i) on which there is no demand (ii) on which demand refused.
e x
Here 1.5 and P( X x) for x 0, 1, 2, 3, and N 365
x!
(i) On which there is no demand, P(X 0) F 0; 1.5 0.223
The number of days in a year, on which there is no demand, is given by
N P(X 0) 365 0.223 81.395 81
(ii) On which demand refused, P(X 2) 1 P(X 2) 1 F 2; 1.5 1 0.809 0.191
The number of days in a year, on which there is no demand, is given by
N P(X 2) 3650.191 69.715 70
Example (6): Suppose 2% of the people on the average are left handed. Find (i) the probability of finding
3 or more left handed (ii) the probability of finding none or one left handed.
Here mean p 0.02, n 100
Applying Poisson approximation to Binomial distribution, we have np 100 0.02 2
e x
and P( X x) for x 0, 1, 2, 3,
x!
(i) Probability of finding 3 or more left handed,
P(X 3) 1 P(X 2) 1 F 2; 2 1 0.677 0.323
(ii) Probability of finding none or one left handed
P(X 1) F1; 2 0.406
Example (7): If the probability of a bad reaction from a certain injection is 0.001, determine the
probability that out of 2,000 individuals (i) exactly 3 individuals (ii) more than 2 individuals (iii) none
(iv) more than one individual will get a bad reaction
Here n 2000, p 0.001
Applying Poisson approximation to Binomial distribution, we have n p 2000 0.001 2
e x
We have P( X x) for x 0, 1, 2, 3,
x!
23
e 3 2
(i) Exactly 3, P( X 3) e 0.1804
3! 6
0 2
(ii) More than 2, P(X 2) 1 P(X 0) P(X 1) P(X 2) 1 e e e
1
0! 1! 2 !
51 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
4
1 e2 1 2 1 5e2 0.3233
2
52 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
e 0
(iii) None, P( X 0) e2 0.1353
0!
0 1
(iv) More than one, P(X 1) 1 P(X 0) P(X 1) 1 e e
0! 1 !
1 e21 2 1 3e2 0.594
Example (8): If 2% of the memory chips made in a certain plant are defective, what are the probabilities
that in a lot of 100 randomly chosen for inspection (i) exactly two (ii) at least three will be defective?
2
Here n 100, p 0.02
100
Applying Poisson approximation to Binomial distribution, we have n p 100 0.02 2
e x
Also we have P( X x) for x 0, 1, 2, 3,
x!
e 2 22
2
(i) Exactly two, P( X 2) e 0.2706
2! 2
(ii) At least three, P(X 3) 1 P(X 0) P(X 1) P(X 2)
2
e 0 e 1 e 2
4 2
0! 1
2!
1 e 1 2 1 5e
2
1!
0.3233
(OR)
Using tables,
(i) Exactly two, P(X 2) f 2; F 2; F 1; 0.677 0.406 0.271
(ii) At least three, P(X 3) 1 P(X 0) P(X 1) P(X 2)
1 F 2; 1 0.677 0.323
Exercise:
1. Define (i) Poisson distribution (ii) Poisson approximation to binomial distribution
2. If X is a Poisson random variable with parameter , prove that (i) (ii) 2
3. If X is a Poisson variate such that P X 2 P X 1, find (i) P X 0 (ii) P X 3
2
3
(iii) P X 3 (iv) P2 X 5
If X is a Poisson variate such that 3P X 4 P X 2 P X 0, find (i) (ii) P X 4 (iii)
1
4.
2
P1 X 4 (iv) P X 4
5. If a Poisson random variable X is such that 8 P(X 1) 3 P(X 3),determine (i) (ii) P(X 1)
(iii) P(X 3) (iv) P(2 X 5) Ans: (i) 4 (ii) 0.982 (iii) 0.433 (iv) 0.693
6. On an average six bad cheques per day are received by a bank. Find the probability that the bank will
receive (i) 4 bad cheques (ii) at least 4 bad cheques (iii) at most 4 bad cheques on any given day
7. If 5% of the bulbs made by a company are defective, what are the probabilities that in a lot of 100
randomly chosen for inspection (i) exactly one (ii) at least two (iii) at most three will be defective
53 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
8. If the probability of a bad reaction from a certain injection is 0.003, determine the probability that out
of 1,000 individuals (i) exactly 5 (ii) at most 3 (iii) at least 4 individuals will get a bad reaction
9. Using Poisson‟s distribution, find the probability that the ace of spades will drawn from a pack of well
shuffled cards at least once in 104 consecutive trials.
54 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
Normal distribution: A continuous random variable X having probability density function (pdf)
1 xa 2
f (x)
e 2b
2
for all x , where a,b constantsand b 0 is called Normal random variable or
b 2
Normal variate with parameters a and b and this distribution is called Normal Distribution.
Note:
(1) Normal distribution is a continuous distribution and its range is (, )
(2) The Mean, Variance and Standard deviation of this Normal distribution are given by
(i) Mean,
x f (x) dx a
f (x) dx 2 b 2
(ii) Variance, x2
2
(iii) Standard deviation, Variance b
(3) As the parameters a and b of this Normal distribution are coincide with its Mean and Standard
deviation , here afterwards we write the probability density function (pdf) of a Normal random variable
with parameters and as follows.
x 2
f (x) 1 2 2
e for all x
2
x 2
1 2 2
Normal Curve or Bell Curve: The curve given by f (x) e for all x , is called the Normal
2
curve with parameters and
Properties of Normal distribution:
(1) Normal curve is continuous and above the X-axis
(2) The curve is symmetric about the mean of the distribution
(that is, symmetric about the line x )
(3) The area between X-axis and the Normal curve from to is 1 unit
(4) The curve is in Bell shape and so it is also known as Bell curve
b
(5) P(a X b)
f (x) dx The area between X-axis and the curve from
a
a to b
(6) P( X a) P(a X a) f (x)dx 0
a
(7) P(a X b) P(a X b) P(a X b) P(a X b)
1
(8) P( X ) P( X )
55 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
2
(9) The mean, median and mode are coincide
(10) P( X ) 0.6826
P( 2 X 2 ) 0.9544
P( 3 X 3 ) 0.9974
56 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
Standard Normal distribution: A normal distribution with mean 0 and standard deviation 1 is called
Standard normal distribution. A random variable that follows standard normal distribution is called
Standard normal random variable or Standard normal variate and is generally denoted by Z .
z 2
2
1 e
The probability density function (pdf) of Z is given by f (z) for all z
2
z 2
1
Standard Normal Curve or Standard bell curve: The curve given by f (z)
2
e for all z, is
2
called the Standard normal curve
Properties of Standard normal distribution:
(1) Standard normal curve is continuous and above the X-axis (or Z - axis)
(2) The curve is symmetric about the Y-axis
(3) The area between Z - axis and the curve from to is 1 unit
(4) Mean of Z is 0 and Variance of Z is 1
a
(5) P(Z a)
f (z) dz The area between Z - axis and the curve from to a
(6) P(Z a)
f (z) dz The area between Z - axis and the curve from a to
a
b
(7) P(a Z b)
f (z) dz The area between Z - axis and the curve from
a
a to b
(8) P(Z a) P(Z a)
1
(9) P(Z 0) P(Z 0)
2
(10) P(1 Z 1) 0.6826
P(2 Z 2) 0.9544
57 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
P(3 Z 3) 0.9974
58 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
Cumulative Distributive Function (CDF) of Z :
z
It is given by F (z) P(Z z)
f (z) dz for all z
Properties of CDF:
z
(1) F (z) P(Z z)
f (z) dz for all z , The area between Z - axis and the curve from to z
(2) 0 F(z) 1 for all z
1
(3) F () 0, F () 1 and F (0)
2
(4) If a b then F(a) F(b)
b
(5) * If a b then F (b) F (a) P(a Z b) f (z) dz
a
(6)* F(a) F(a) 1 or F(a) 1 F(a)
(7) If a 0 then F(a) 0.5 P(0 Z a)
and variance 2 then
(8) Relation between X and Z : If X is a Normal random variable with mean
X
Z becomes the standard normal random variable. And in this case, we have
a X b
P(a X b) P(a X b ) P
a b b a
P Z F F
b a
Thus, P(a X b) F F
z - Notation: If 0 then z is a point on Z – axis
such that P(Z z ) or F(z ) 1 ;
that is, the area between Z - axis and the curve
from z to is
For example,
59 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
Note:
(1)* z0.01 2.33 (2)* z0.05 1.645 (3)* z0.005 2.575 (4)* z0.025 1.96
(5) z1 (6) z0 (7) z0.5 0 (8) z z1 0 or z z1
Standard normal distribution table: In this table the values of F (z) are available for different values of z .
In the first column the values of z with first decimal place and in the top row the value of second decimal
place of z are available.
From the table, we have
(i) F(0.4) 0.6554, F(0.45) 0.6736
(ii) F(0.4) 1 F(0.4) 1 0.6554 0.3446
F(0.45) 1 F(0.45) 1 0.6736 0.3264
60 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
Example (1): Find the probabilities that a random variable having standard normal random distribution will
take on a value (i) 0.87 to 1.28 (ii) 0.34 to 0.62 (iii) greater than 0.85 (iv) greater than 0.65
(i) 0.87 to 1.28,
P(0.87 Z 1.28) F( 1.28) F(0.87)
0.8997 0.8078 0.0919
(ii) 0.34 to 0.62,
P(0.34 Z 0.62) F( 0.62) F(0.34) F( 0.62) 1 F(0.34)
0.7324 1 0.6331 0.3655
(iii) greater than 0.85,
P(Z 0.85) 1 P(Z 0.85) 1 F(0.85) 1 0.8023 0.1977
(iv) greater than 0.65,
P(Z 0.65) 1 P(Z 0.65) 1 F(0.65) F(0.65) 0.7422
Example (2): Given a random variable having the normal distribution with 16.2 and 2 1.5625,
determine the probabilities that it will take on a value (i) greater than16.8 (ii) less than14.9
(iii) between 13.6 and 18.8 (iv) between 16.5 and 16.7
X
Here 16.2, 1.5625 and 1.25 . We have Z
2
X 16.8
(i) greater than16.8, P( X 16.8) P
16.8 16.2 P Z 0.48 1 P Z 0.48
P Z
1.25
1 14.9 1
X F(0.48) 0.6844 0.3156
(ii) less than14.9, P( X 14.9) P
PZ
14.9 16.2 P Z 1.04
1.25
F 1.04 1 F (1.04) 1 0.8508 0.1492
(iii) between 13.6 and 18.8,13.6 X 18.8
P(13.6 X 18.8) P
13.6 16.2 18.8 16.2 P 2.08 Z 2.08
P Z
1.25
1.25
F 2.08 F 2.08 F 2.08 1 F 2.08
0.9812 1 0.9812 0.9624
(iv) between 16.5 and 16.7,16.5 X 16.7
P(16.5 X 16.7) P
16.5 16.2 16.7 16.2
P Z
61 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
P 0.24 Z 0.4
1.25 1.25
F 0.4 F 0.24 0.6554 0.5948 0.0606
62 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
Example (3): The time required to assemble a piece of machinery is a random variable having
approximately a normal distribution with 13.2 minutes and 3.0 minutes. What are the probabilities
that the assembly of piece of machinery of this kind will take (i) at least 11.1 minutes (ii) anywhere from
10.35 to 16.05 minutes
X
Here 13.2 and 3.0 , and we have Z
X 11.1 11.1 13.2
(i) At least 11.1 minutes, P( X 11.1) P P Z
3
P Z 0.7 1 P Z 0.7
1 F (0.7) F (0.7) 0.7580
(ii) Anywhere from 10.35 to 16.05 minutes,
10.35 X 16.05 10.35 13.2 Z 16.05 13.2
P(10.35 X 16.05) P P
3 3
P 0.95 Z 0.95 F 0.95 F 0.95
F 0.95 1 F 0.95 0.8289 1 0.8289 0.6578
Example (4): The mean height of 100 students in a class is 158 cm. and the standard deviation is 20 cm.
assuming that heights are normally distributed. Find how many students whose heights lie between 150 and
170 cms
X
Here 158, 20, N 100 and Z
150 X 170 150 158 Z 170 158
P(150 X 170) P P
20 20
P(0.4 Z 0.6) F(0.6) F(0.4) 0.3811
F(0.6) 1 F(0.4) 0.7257 1 0.6554 0.3811
The number of students whose heights lie between 150 and 170 cms is given by
P(150 X 170) N 0.3811100 38
Example (5): Suppose that the weights of 800 male students are normally distributed with mean 140 pounds
and standard deviation 10 pounds. Find the number of students whose weights are (i) between 138 and 148
pounds (ii) more than 152 pounds
X
Here 140, 10, N 800 and Z
(i) Between 138 and 148 pounds,
138 X 148
P (138 X 148) P 138 140 Z 148 140
P
10 10
P(0.2 Z 0.8) F(0.8) F(0.2) F(0.8) 1 F(0.2)
0.78811 0.5793 0.3674
No. of students P(138 X 148) N 0.3674 800 294
(ii) More than 152 pounds,
X 152 140
P( X 152) P
P(Z 1.2) 1 P(Z 1.2)
63 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
10
1 F(1.2) 1 0.8849 0.1151
No. of students P(X 152) N 0.1151800 92
64 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
Example (6): The mean and standard deviation of the marks obtained by 1000 students in an examination
are respectively 34.5 and 16.5. Assuming the normality of the distribution, find the approximate number of
students to obtain marks between 30 and 60
X
Here 34.5, 16.5, N 1000 and Z
30 X 60 30 34.5 Z 60 34.5
P (30 X 60) P P 16.5
16.5
P 0.27 Z 1.55 F(1.55) 1 F(0.27) 0.9394 1 0.6064 0.5458
No. of students P(30 X 60) N 0.54581000 545.8 546
Example (7): If a random variable has a normal distribution, what are the probabilities that it will take on a
value within (i) 1 standard deviation of the mean (ii) 2 standard deviations of the mean (iii) 3 standard
deviations of the mean
(i) 1 standard deviation of the mean,
( ) X ( ) P(1 Z 1)
P( X ) P
F(1) F(1) F(1) 1 F(1) 0.8413 1 0.8413 0.6826
(ii) 2 standard deviations of the mean,
( 2 ) X ( 2 ) P(2 Z 2)
P( 2 X 2 ) P
F(2) F(2) F(2) 1 F(2) 0.9772 1 0.9772 0.9544
(iii) 3 standard deviations of the mean,
( 3 ) X ( 3 ) P(3 Z 3)
P( 3 X 3 ) P
F(3) F(3) F(3) 1 F(3)
0.9987 1 0.9987 0.9974
Example (8): In a Normal distribution, 7% of the items are under 35 and 89% of the items are under 63.
Find the mean and standard deviation of the distribution
35)
Given that P(X 35 0.07
P Z 0.07
35
F 0.07
35
1 F 1 0.07
35
F 0.93
65 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
35
1.48
1.48 35 (i)
66 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
And also given that P(X 63)630.89
P Z 0.89
63
F 0.89
63
1.23
1.23 63 (ii)
Solving (i) and (ii), 50.29, 10.33
Example (9): A random variable has a normal distribution with 62.4 . Find its standard deviation if the
probability is 0.2 that it will take on a value greater than 79.2
79.2)
Given that P(X 79.2 0.2
P Z 0.2
79.2
1 P Z 0.2
79.2
1 F 0.2
79.2
F 0.8
79.2
0.84
79.2 79.2 62.4
20
0.84 0.84
Example (10): Show that (i) z0.01 2.33 (ii) z0.05 1.645 (iii) z0.005 2.575 (iv) z0.025 1.96
We know that F(z ) 1
(i) Consider F z 0.01 1 0.01
F z 0.01 0.99 z0.01 2.33
(ii) Consider F z 0.05 1 0.05
1.64 1.65
F z 0.05 0.95 z0.05 1.645
2
(iii) Consider F z 0.005 1 0.005
2.57 2.58
F z 0.005 0.995 z 0.005 2.575
2
(iv) Consider F z 0.025 1 0.025
F z 0.025 0.975
67 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
z0.025 1.96
68 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
Example (11): Find z if the probability that a random variable having standard normal random distribution
will take on a value (i) less than z is 0.9911 (ii) less than z is 0.0217 (iii) greater than z is 0.1093 (iv)
greater than z is 0.6443 (v) between z and z is 0.9298
(i) Less than z is 0.9911, P(Z z) 0.9911
F(z) 0.9911
z 2.37
(ii) Less than z is 0.0217, P(Z z) 0.0217
F(z) 0.0217
F(z) 1 0.0217
F(z) 0.9783
z 2.02
z 2.02
(iii) Greater than z is 0.1093, P(Z z) 0.1093
1 P(Z z) 0.1093
1 F(z) 0.1093
F(z) 1 0.1093
F(z) 0.8907
z 1.23
(iv) Greater than z is 0.6443, P(Z z) 0.6443
1 P(Z z) 0.6443
1 F(z) 0.6443
F(z) 0.6443
z 0.37
z 0.37
(v) Between z and z is 0.9298, P(z Z z) 0.9298
F(z) F(z) 0.9298
F(z) 1 F(z) 0.9298
2F(z) 1 0.9298
F(z) 0.9649
z 1.81
Example (12): Show that F(z) 1 F(z)
F(z) PZ z
PZ z (Since the standard normal curve is symmetric about Y axis )
1 PZ z
69 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
1 F(z)
Therefore, F(z) 1 F(z)
70 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
Example (13): Show that z z1 0 or z z1
We know that F(z ) 1 and F(z) 1 F(z)
Consider F(z1 ) 1 (1 )
1 F(z )
F(z )
Therefore, F(z1 ) F(z ) Hence z1 z
xa 2
1
Example (14): A random variable X has the density function f (x) e 2b2
for all x, b 0.
b 2
Prove that (i) Mean, a (ii) Variance, b2
2
1 xa 2
x f (x) dx xe 2b dx
(i) Mean 2
b 2
2 x a 2
xa dx
Put t so that t and dt
2 b2 b 2 b 2
As x to , we have t to ,
xa 2 dx a tb 2
2
Therefore, 1 1 e t b 2dt
2
xe 2b
b 2 b 2
1 1
a e b 2dt
t
2
t b 2 e t b 2dt
2
b 2 b 2
2
a 2b
e t dt b t e t dt
2 2
2
a
0
2 2b2 2
since, e x dx and t is an odd function, so
2
te t et
dt 0
b 2
a
xa 2
1
(ii) Variance (x ) f (x) dx (x a)
2 2 2
e 2b2
dx
b 2
x a 2 xa dx
Put t 2
2
so that t and dt
2b b 2 b 2
As x to , we have t to ,
xa 2
1
(x 2b 2t 2 e t b
2
Therefore, 2 1 a) 2 e 2b2
dx 2dt
b 2 b 2
2
2b2 t 2
71 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
2b2 2
2
x2
since, dx
t e dt 2 b
x e 2
72 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
Exercise:
1. Define normal distribution and write its properties
2. Define standard normal distribution and write its properties
3. Find the probabilities that a random variable having standard normal random distribution will take
on a value (i) between 0 and 2.7 (ii) between 1.22 and 2.43 (iii) between 1.35 and 0.35
(iv) between 1.70 and 1.35
4. Find the probabilities that a random variable having standard normal random distribution will take on a
value (i) less than1.50 (ii) less than1.20 (iii) greater than 2.16 (iv) greater than1.75
5. Find the probabilities that a random variable having standard normal random distribution will take
on a value (i) between1 and 1 (ii) between 2 and 2 (iii) between 3 and 3
6. Given a random variable having the normal distribution with 70 and 2 256, determine the
probabilities that it will take on a value (i) between 38 and 46 (ii) between 82 and 94 (iii)
between 62 and 86
7. X is a normal variate with mean 30 and S.D. 5, find the probabilities that (i) 26 X 40 (ii)
X 45 (iii) X 30 5
8. Show that (i) z0.02 2.05 (ii) z0.04 1.75 (iii) z0.12 1.175 (iv) z0.166 0.97
9. The time required to assemble a piece of machinery is a random variable having approximately a
normal distribution with 12.9 minutes and 2.0 minutes. What are the probabilities that the
assembly of piece of machinery of this kind will take (i) at least 11.5 minutes (ii) anywhere from
11.0 to 14.8 minutes
10. The burning time of an experimental rocket is a random variable having the normal distribution
with 4.76 seconds and 0.04 seconds. What is the probability that this kind of rocket will burn
(i) less than 4.66 seconds (ii) more than 4.80 seconds (ii) anywhere from 4.70 to 4.82 seconds
11. The mean weight of 300 students is 68 kg and the standard deviation is 3 kg., assuming that weights
are normally distributed. Find how many students have weight (i) more than 72 kg (ii) less than or
equal to 64 kg (iii) lie between 65 and 71 kgs
12. In a test on 2000 electric bulbs, it was found that the life of a particular make was normally distributed
with an average life of 2040 hrs and SD of 60 hrs. Estimate the number of bulbs likely to burn for
(i) more than 2150 hrs (ii) more than 1920 hrs but less than 2160 hrs
13. In a Normal distribution, 31% of the items are under 45 and 8% are over 64. Find the mean and
standard deviation of the distribution
14. In a Normal distribution, 10% of the items are under 35 and 5% are over 64. Find the mean and
standard deviation of the distribution
15. 15.
Find z if the probability that a random variable having standard normal random distribution will
take on a value (i) less than z is 0.8340 (ii) greater than z is 0.0233 (iii) greater than z is 0.05
(iv) less than z is 0.0078
Normal approximation to Binomial distribution (NA to BD): Let X be a Binomial random variable
with parameters n and p. If n is very large then we can use Normal distribution in place of binomial by
X np
taking Z
npq
Note: An acceptable rule of thumb is to use this Normal approximation if np 15 and nq 15.
73 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
Continuity correction: In general the normal distribution applies to continuous random variable, where as
in the Normal approximation to Binomial distribution (NA to BD), normal distribution is used for Binomial
random variable which is discrete. So to obtain satisfactory results, we make the following corrections
known as Continuity correction.
74 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
1 1
Each integer k in the Binomial distribution is represented by the interval from k to k , so that
1 2 2
P X k P k X k
1
2 2
(1) P a X b P a X b
Note: 1 1
21 2
(2) P X a P X a
12
(3) P X b P X b
2
Example (1): If a random variable has Binomial distribution with n 30 and p 0.6. Use the normal
approximation to Binomial distribution and determine the probabilities that it will take on a value (i) exactly
14 (ii) less than 12 (iii) greater than 12
Here n 30, p 0.6 and q 0.4
X np
Applying Normal approximation to Binomial distribution, we have Z
npq
Also, np 300.6 18, npq 30
1 0.60.4 7.2
1 and npq
7.2 2.6832
(i) Exactly 14, P X 14 P 14 X 14 P 13.5 X 14.5
2 2
13.5 np X np 14.5 np 13.5 18 Z 14.5 18
P P
npq npq npq 2.6832 2.6832
P 1.68 Z 1.30 F 1.30 F 1.68
1 F 1.30 1 F 1.68 F 1.68 F 1.30
0.9535 0.9032 0.0503
1
(ii) Less than 12, P X 12 P X 11 P X 11
2 11.5 18
X np 11.5 np
P P Z
npq
npq 2.6832
P Z 2.42 F 2.42 1 F 2.42
1 0.9922 0.0078
1
(iii) Greater than 12, P X 12 P X 13 P X 13
2
X np 12.5 np 12.5 18
P P Z
npq
npq 2.6832
P Z 2.05 1 P Z 2.05
75 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
1 F 2.05 F 2.05 0.9798
76 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
Example (2): If 20% of the memory chips made in a certain plant are defective, what are the probabilities
that in a lot of 100 randomly chosen for inspection, (i) at most 15 will be defective (ii) exactly 15 will be
defective
Here n 100, p 0.2 and q 0.8
X np
Applying Normal approximation to Binomial distribution, we have Z
npq
Also, np 1000.2 20, npq 1000.20.8 16 and npq 16 4
X np 15.5 np
1
(i) At most 15, P X 15 P X 15 P P Z 15.5 20
npq
2 npq 4
P Z 1.13 F 1.13 1 F 1.13
1 0.8708 0.1292
1
(ii) Exactly 15, P X 15 P 15 X 15 P 14.5 X 15.5
1
2 2
14.5 np X np 15.5 np
P
npq
npq npq
P
14.5 20
Z
15.5 20 P 1.38 Z 1.13
4 4
F 1.13 F 1.38 1 F 1.13 1 F 1.38
F 1.38 F 1.13 0.9162 0.8708 0.0454
Example (3): Find the probability that by guess-work a student can correctly answer 25 to 30 questions in a
multiple choice quiz consisting of 80 questions. Assume that in each question with four choices, only one
choice is correct and student has no knowledge of the subject
1 3
Here n 80, p and q
4 4
X np
Applying Normal approximation to Binomial distribution, we have Z
npq
1 1 3
Also, np 80 4 20, npq 80 4 4 15 and npq 15 3.873
1
Now, P 25 X 30 P 25 X 30 P24.5 X 30.5
1
2 2
24.5 np X np 30.5 np
P
npq npq npq
P
24.5 20
Z
30.5 20 P1.16 Z 2.71
77 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
3.873 3.873
F 2.71 F 1.16 0.9966 0.8770 0.1196
78 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
Example (4): Use the normal approximation to determine the probability that getting an even number on the
face of a dice, 3 to 5 times in throwing 10 dice together
1 1
Here n 10, p Probabilit y of getting an even number and q
2 2
X np
Applying Normal approximation to Binomial distribution, we have Z
npq
1 1 1
Also, np 10 5, npq 10 2.5 and 1.58
npq 2.5
21 2 1
P 2.5 X 5.5
P 23 X 5 P 3 X 5
2 2
2.5 np X np 5.5 np 2.5 5 Z 5.5 5
P P
npq
npq npq 1.58 1.58
P 1.58 Z 0.32 F 0.32 F 1.58
F 0.32 1 F 1.58 0.6255 1 0.9429 0.5684
(OR)
Using Binomial distribution,
P 3 X 5 P X 3 P X 4 P X 5
B 5; n, p B 2; n, p, where n 10 and p 0.5
0.6230 0.0547 0.5683
Example (5): The probability that an electronic component will fail in less than 1000 hours of continuous
use is 0.25. Use the normal approximation to find the probability that among 200 such components fewer
than 45 will fail in less than 1000 hours of continuous use.
Here n 200, p 0.25 and q 0.75
X np
Applying Normal approximation to Binomial distribution, we have Z
npq
Also, np 2000.25 50, npq 2000.250.75 37.5 and npq 37.5 6.1237
1 X np 44.5 np
Fewer than 45, P X 45 P X 44 P X 44 P
npq npq
2
P Z 0.90 F 0.90 1 F 0.90
44.5 50
P Z
6.1237
1 0.8159 0.1841
Exercise:
1. Explain (i) Normal approximation to Binomial distribution (ii) Continuity correction
2. If a random variable has Binomial distribution with n 40 and p 0.6. Use the normal approximation
to Binomial distribution, determine the probabilities that it will take on a value (i) exactly 20
(ii) less than 22 (iii) greater than 22
3. Use the normal approximation to determine the probability that out of 100 patients, between 84 and 95
inclusive will survive a Heart operation, given that the chance of survival is 0.9.
4. If 62% of all clouds seeded with silver iodide show spectacular growth, what is the probability that
79 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
Statistical Methods, UNIT-2 Random Variables 2022
among 40 clouds seeded with silver iodide at most 20 will show spectacular growth?
5. Use the normal approximation to determine the probability that by guess work a student can correctly
answer 35 to 40 questions in a multiple choice quiz consisting 100 questions. Assume that in each
question with four choices, only one choice is correct and student has no knowledge of the subject.
80 [Link] Rao, Assistant Professor, Department of
Mathematics, GVPCE(A), 9441114162.
You might also like
- Understanding Random Variables & DistributionsNo ratings yetUnderstanding Random Variables & Distributions53 pages
- Understanding Random Variables and DistributionsNo ratings yetUnderstanding Random Variables and Distributions11 pages
- Probability Concepts and Random VariablesNo ratings yetProbability Concepts and Random Variables12 pages
- Understanding Probability and Random VariablesNo ratings yetUnderstanding Probability and Random Variables64 pages
- Understanding Random Variables and ProbabilityNo ratings yetUnderstanding Random Variables and Probability22 pages
- Understanding Random Variables and ExpectationsNo ratings yetUnderstanding Random Variables and Expectations33 pages
- Random Variables and Probability BasicsNo ratings yetRandom Variables and Probability Basics58 pages
- Understanding Random Variables and ProbabilityNo ratings yetUnderstanding Random Variables and Probability12 pages
- Uniform Distribution Analysis: PDF, Mean, PowerNo ratings yetUniform Distribution Analysis: PDF, Mean, Power87 pages
- Understanding Random Variables and ProbabilityNo ratings yetUnderstanding Random Variables and Probability14 pages
- Probability Theory and Random VariablesNo ratings yetProbability Theory and Random Variables69 pages
- Probability and Statistics II Lecture NotesNo ratings yetProbability and Statistics II Lecture Notes51 pages
- Lesson 1 Overview (Statistics and Probability) - GclassNo ratings yetLesson 1 Overview (Statistics and Probability) - Gclass34 pages
- Understanding Random Variables and Their TypesNo ratings yetUnderstanding Random Variables and Their Types36 pages
- Random Variables and Probability Distributions100% (5)Random Variables and Probability Distributions21 pages
- Understanding Random Variables & ProcessesNo ratings yetUnderstanding Random Variables & Processes94 pages
- Understanding Random Variables and DistributionsNo ratings yetUnderstanding Random Variables and Distributions43 pages
- Understanding Random Variables and DistributionsNo ratings yetUnderstanding Random Variables and Distributions12 pages
- Understanding One-Dimensional Random Variables50% (2)Understanding One-Dimensional Random Variables12 pages
- Understanding Two-Dimensional Random VariablesNo ratings yetUnderstanding Two-Dimensional Random Variables13 pages
- Understanding Random Variables and DistributionsNo ratings yetUnderstanding Random Variables and Distributions20 pages
- Discrete Random Variables & DistributionsNo ratings yetDiscrete Random Variables & Distributions29 pages
- Random Variables and Probability DistributionsNo ratings yetRandom Variables and Probability Distributions32 pages
- Random Variables and Probability BasicsNo ratings yetRandom Variables and Probability Basics36 pages
- Understanding Random Variables and ProcessesNo ratings yetUnderstanding Random Variables and Processes12 pages
- Statistical Concepts: Descriptive & InferentialNo ratings yetStatistical Concepts: Descriptive & Inferential17 pages
- Understanding Random Variables and DistributionsNo ratings yetUnderstanding Random Variables and Distributions12 pages
- Discrete and Continuous Random VariablesNo ratings yetDiscrete and Continuous Random Variables12 pages
- Random Variables in Probability and StatisticsNo ratings yetRandom Variables in Probability and Statistics7 pages
- Random Variables: Discrete vs ContinuousNo ratings yetRandom Variables: Discrete vs Continuous12 pages
- Understanding Random Variables and DistributionsNo ratings yetUnderstanding Random Variables and Distributions47 pages
- Understanding Random Variables and Their TypesNo ratings yetUnderstanding Random Variables and Their Types21 pages
- Lecture 3: Probability Distributions and Probability Densities - 1No ratings yetLecture 3: Probability Distributions and Probability Densities - 1112 pages
- Unbiased Tests in Mathematical StatisticsNo ratings yetUnbiased Tests in Mathematical Statistics3 pages
- Univariate Time Series Analysis TechniquesNo ratings yetUnivariate Time Series Analysis Techniques73 pages
- Probabilistic Reasoning in AI ExplainedNo ratings yetProbabilistic Reasoning in AI Explained23 pages
- Assignment 04 Solutions: Poisson Processes & Queuing TheoryNo ratings yetAssignment 04 Solutions: Poisson Processes & Queuing Theory11 pages
- Advanced Statistical Methods Course DetailsNo ratings yetAdvanced Statistical Methods Course Details2 pages
- Demographic Analysis and Results TablesNo ratings yetDemographic Analysis and Results Tables12 pages