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Understanding Random Variables in Statistics

The document provides teaching notes for A Level Statistics (6046), focusing on discrete random variables, probability distributions, expectation, variance, and standard deviation. It includes definitions, examples, and solutions for various statistical concepts and calculations related to random variables. Additionally, it contains revision questions to reinforce understanding of the material.

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dmanyuvire
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102 views8 pages

Understanding Random Variables in Statistics

The document provides teaching notes for A Level Statistics (6046), focusing on discrete random variables, probability distributions, expectation, variance, and standard deviation. It includes definitions, examples, and solutions for various statistical concepts and calculations related to random variables. Additionally, it contains revision questions to reinforce understanding of the material.

Uploaded by

dmanyuvire
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

A LEVEL STATISTICS(6046) TEACHING NOTES COMPILED BY MANYUVIRE D.

CELL 0783235483

DISCRETE RANDOM VARIABLES


SYLLABUS OBJECTIVES (6046)

 define a random variable


 construct a probability distribution table
 define expectation
 calculate mean, variance and standard deviation

A. RANDOM VARIABLES
 A variable is a characteristic or attribute that can assume different values.
 A random variable is a variable whose values are determined by chance /
depend on a random event.
 For example the outcomes of rolling a die can assume the values 1,2,3,4,5 or 6
 Capital letters such as X, Y , Z etc can be used to represent random variables.
 For a random variable X, x is a particular value of X and for Y, y is a
particular value of Y.
 If a random variable can only take certain numerical values it is called a
discrete random variable.
EXAMPLES
1. Three coins are tossed and the number of times a head appears is noted.
What are the possible values X can take?
SOLUTION
All three can be Heads ie HHH and this is 3 heads or we can have 2 Heads
and a Tail or 1 head and two tails or 0 heads and three Tails.
x = 0 ; 1 ; 2 or 3
2. A die numbered 1 to 6 is rolled and the number it shows is noted. Letting Y
be the outcome of rolling a die. What are the possible values of Y.
SOLUTION
y = 1 ; 2 ; 3 ; 4 ; 5 or 6
B. PROBABILITY DISTRIBUTIONS
 A probability distribution consists of the values a random variable can assume
and the corresponding probabilities of the values.
 The distribution will show x values and P(X = x)
EXAMPLES
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A LEVEL STATISTICS(6046) TEACHING NOTES COMPILED BY MANYUVIRE D. CELL 0783235483

1. Three coins are tossed and the number of times a head appears is noted.
Write down the probability distribution of X.
SOLUTION
Let X be the number of times a head can appear. The possible sample space
and the corresponding number of heads is :
HHH; HHT; HTH; THH; TTT; TTH; THT; HTT
3; 2; 2; 2; 0; 1; 1; 1
X can take the values 0; 1; 2; or 3
P(X= 0) = ; P(X=1) = ; P(X=2) = ; P(X=3) =
The probability distribution table is:
x 0 1 2 3
P(X = x)

2. A die numbered 1 to 6 is rolled and the number it shows is noted. Letting Y


be the outcome of rolling a die. What are the possible values of Y.
SOLUTION
Y can take the values 1 ; 2 ; 3 ; 4 ; 5 or 6 all with equal probabilities of
The probability distribution table is:
y 1 2 3 4 5 6
P(Y = x)

 A discrete random variable can also be specified as a function. For example


a) P(X = x) = for x = 1,2,3,4,5,6 when probabilities are the same as in
example 2

b) P(X = x) = when probabilities are not the same as in

example 1

 The sum of all probabilities of x should be equal to 1 ie = 1 for


all x values.
EXAMPLE
1.A discrete random variable has the following distribution.
x 1 2 3 4
P(X = x)

Find the value of k.


SOLUTION
Remember for all x values

2
A LEVEL STATISTICS(6046) TEACHING NOTES COMPILED BY MANYUVIRE D. CELL 0783235483

+ =1

=
2. The discrete random variable X has a probability function

P(X = x) = where k is a constant.

Find the value of k.


Solution
+ +

C. PROBABILITIES OF X
 We can calculate probability of X less than or greater a particular value or X
lies between some particular values using a probability distribution table.
EXAMPLE
1. A discrete random variable X has the probability distribution
x 1 2 3 4
P(X = x) 0,4 0,2 0,1 0,3

Find a) P(X>2) b) P(X c) P(X<3) d) P(1<X<4)


Solutions
a) P(X>2) = P(X=3) +P(X=4) = 0,1+0,3= 0,4
b) P(X = P(X=3)+P(X=2) +P(X=1) = 0,1+0,2+0,4= 0,7
c) P(X<3) = P(X=2) +P(X=1) = 0,2+0,3 = 0,5
d) P(1<X<4) = P(X=2)+P(X=3) = 0,2+0,1 = 0,3
D. CUMMULATIVE DISTRIBUTION
 If a particular value of X is x, the probability of X is less than or equal to x is
written F(x).
 F(x) is found by adding together all the probabilities of those outcomes that
are less than or equal to x. F(x) = P(X )
 The cumulative distribution unction can also be written as a table.
EXAMPLE
The probability distribution for a discrete random variable X is:
x 0 1 2 3
P(X = x)

Find the cumulative distribution F(x)


Solution
F(0) = F(1) = F(2) = F(3) =

3
A LEVEL STATISTICS(6046) TEACHING NOTES COMPILED BY MANYUVIRE D. CELL 0783235483

x 0 1 2 3
F(x)

2. A discrete random variable has a cumulative table below


x 1 2 3 4 5 6
F(x) 0,1 0,2 0,45 0,5 0,9 1
Draw up a probability distribution of X.
Solution
P(X=1) = F(1) = 0,1
P(X=2) = F(2) – F(1) = 0,1
P(X=3) =F(3) − F(2)=0,25 x 1 2 3 4 5 6
F(x) 0,1 0,1 0,25 0,05 0,4 0,1
P(X=4) = F(4) −F(3)=0,05
P(X=5) = F(5)− F(4) = 0,4
P(X=6) = F(6) − F(5) =0,1

E. EXPECTATION OF X
 The expected value of the discrete random variable X is denoted E(X ) and
defined as E(X ) = ΣxP(X = x).
 It is a value that we expect our average to get close to as the number of
observations increase.
 It is a theoretical quantity and is sometimes referred to as the mean
EXAMPLE
1.A discrete random variable has the following distribution.
x 1 2 3 4
P(X = x)

Find the value of the expected value of X E(X)


Solution
E(X ) = ΣxP(X = x).
= 1×
=
= 2,25
F. EXPECTATION OF X2
 Any function of a random variable is also a random variable.
 If X is a discrete random variable, then X 2 is also a discrete random variable.
 The expected value of X 2 can also be found using the formula
E(X 2 ) = Σ x2 P(X = x).

EXAMPLE

4
A LEVEL STATISTICS(6046) TEACHING NOTES COMPILED BY MANYUVIRE D. CELL 0783235483

1.A discrete random variable has the following distribution.

x 1 2 3 4
P(X = x)

Find the value of the expected value of X2 E(X2)


Solution
E(X2 ) = Σx2P(X = x).
= 1×
=
= 6,42
G. VARIANCE
 Variance of a discrete distribution is written Var(X).
 Variance is sometimes denoted by
 Var(X) = E(X2) –
EXAMPLE
.A discrete random variable has the following distribution.

x 1 2 3 4
P(X = x)

Find the value of the variance of X , Var(X)


Solution
E(X ) = and E(X2 ).= from previous examples
Var(X) = E(X2) –
Var(X) =
Var(X) =
= 1,35 to 3 s.f

H. STANDARD DEVIATION
 Standard deviation of a discrete random variable X is denoted by and is the
square root of the variance.
 To calculate standard deviation, calculate variance of X and then find its
square root.

I. EXPECTED VALUE AND VARIANCE OF ANY FUNCTION OF X


 If X is a discrete random variable, and g is a function, then g(X ) is also a
discrete random variable.

5
A LEVEL STATISTICS(6046) TEACHING NOTES COMPILED BY MANYUVIRE D. CELL 0783235483

 You can calculate the expected value of g(X ) using the formula:
E(g(X )) = Σ g(x)P(X = x)
 If X is a random variable and a and b are constants, then
E(aX + b) = aE(X ) + b
 If X and Y are random variables, then E(X + Y ) = E(X ) + E(Y )
 If X is a random variable and a and b are constants then
Var(aX + b) = a2 Var(X )
 If X and Y are random variables, then Var(X + Y ) = Var(X ) + Var(Y )
 If X and Y are random variables, then E(aX + bY ) = a2Var(X ) + b2Var(Y )
EXAMPLES
1..A discrete random variable has the following distribution.

x 1 2 3 4
P(X = x)

It is given that Y X and Z X


a) Write down the probability distribution of Y and Z
b) Find E(Y) and Var(Y)
c) E(Z) and Var(Z)
d E Y Z)
Solution
a)
x 1 2 3 4
y 3 5 7 9
P(X = x)

x 1 2 3 4
z 1 -1 -3 -5
P(X = x)

b) E(X) = 1×
=
=2,25
2
E(X ) = 1×
=
= 6,42
Var(X) = E(X2) –
Var(X) =
Var(X) =
= 1,35
6
A LEVEL STATISTICS(6046) TEACHING NOTES COMPILED BY MANYUVIRE D. CELL 0783235483

b) E(Y) = E(2X+1) Var(Y) = Var(2X+1)


= 2E(X) + 1 = 22Var(X)
=2 +1 =4
= =
= 5,5 = 5,4

c) E(Z) = E(-2X+3) Var(Z) = Var(-2X+3)


E X 2Var(X)

+3 =4
= =
5 = 5,4

d) E Y Z Var Y Z
= 2E(Y) –E(Z) = 22Var(Y)+Var(Z)
= 2(5 5 5 =4 +
= 11+1,5
=12,5 =
= 27,08

REVISION QUESTIONS

1. A tetrahedral die has the numbers 1;2;3 and 4 on its sides. Find the probability
distribution of X the number on which the die lands on a single roll.
2. Two coins are tossed and the number of times a head appears is noted. Write
down the probability distribution of X the number of times a head appears.
3. Two spinners with numbers 1 ; 2 ; 3 on each are spun and the sum of the numbers
from each spinner is noted. Write down the probability distribution of X the sum
of the scores from each spinner.
4. The random variable X has a probability distribution as shown in the table.
x 1 2 3 4 5
P(X= x) 0,1 p 0,3 q 0,2
a) Given that E(X ) = 3, write down two equations involving p and q.
b) Find the value of p and the value of q.
5. The discrete random variable X has probability function

P(X = x) = 5 where a and b are a constants

Fnd a) The value of a and b


b) E(X) and Var(X).

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A LEVEL STATISTICS(6046) TEACHING NOTES COMPILED BY MANYUVIRE D. CELL 0783235483

6. The random variable X has E(X ) = 3 and E(X 2) = 10. Find:


a) E(2X ) b) E(3 − 4X ) c) E(X2 − 4X ) d) Var(X ) e) Var(3X + 2)
7. Given that E(X) = 2; Var(X) = 32 ; E(Y) = 3 and Var(Y) = 8; Find
a) E(3X−Y) b) Var(2X−3Y)

COMMENTS ON ERRORS AND


MISTAKES ARE WELCOME.

CALL TEXT OR WHATSAP 0783235483

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To construct a probability distribution table for a discrete random variable, you need to list all possible values that the random variable can assume, alongside their corresponding probabilities. These probabilities must sum up to 1. For example, if a die is rolled, with outcomes 1 through 6, each outcome has a probability of 1/6. The probability distribution table will include each possible value of the die roll (1, 2, 3, 4, 5, 6) and each of these values will have an associated probability of 1/6 .

Ensuring that the sum of all probabilities in a probability distribution equals one is a fundamental requirement because it reflects the certainty of all possible outcomes occurring. Each probability in the distribution represents a fraction of the 'whole' probability space. If the total does not equal one, it indicates an incomplete distribution, implying either missing possible outcomes or incorrect probabilities. This requirement maintains the integrity and validity of probabilistic models and calculations, ensuring that these models can be used reliably for statistical inference and prediction .

The expectation of a function of a random variable g(X), denoted E(g(X)), involves a more complex calculation compared to E(X) because it accounts for the function applied to each value of the random variable. It is calculated using the formula E(g(X)) = Σg(x)P(X = x). This means you must apply the function to each possible value of X, multiply by the probability of that value, and sum these results. Such calculations are essential for analyzing non-linear transformations of random variables, which are common in advanced statistical modeling .

Understanding the variance of a sum of two random variables, denoted Var(X + Y), is crucial because it provides insights into the combined variability of the two variables. If X and Y are independent, Var(X + Y) = Var(X) + Var(Y). This knowledge is particularly important in fields like risk management and finance, where aggregating risks from independent sources requires understanding not just aggregate expected outcomes but also the potential variability around these outcomes. It helps quantify the uncertainty associated with combined metrics and guides decisions regarding portfolio diversification or resource allocation .

To determine the variance of a discrete random variable X, you first calculate the expected value E(X), and then calculate the expected value of X squared, E(X^2). The variance, Var(X), is then found by taking the difference between E(X^2) and [E(X)]^2, i.e., Var(X) = E(X^2) - [E(X)]^2. This formula quantifies the spread or dispersion of the random variable's possible values around its expected value .

A discrete random variable is a type of random variable that can take on a finite or countably infinite set of values, often represented by integers. Unlike continuous random variables, which can take any value within a given range, discrete random variables assume distinct, separate values determined by chance or a specific random event. The outcomes of a discrete random variable can be explicitly listed, such as the roll of a die which produces outcomes of 1 through 6 .

The formula E(aX + bY) = aE(X) + bE(Y) explores the linearity property of expectation, indicating that the expected value of a linear combination of random variables is the same linear combination of their expected values. This relationship is significant in probabilistic modeling and decision-making, where it helps to assess the combined effect of two or more independent random variables on expected outcomes. This understanding also extends to variance, with Var(aX + bY) = a^2Var(X) + b^2Var(Y) when X and Y are independent, reflecting the impact on variability from combining random variables .

To calculate the expected value of a discrete random variable X, denoted E(X), you multiply each possible value of X by its corresponding probability, then sum all these products. This can be expressed as E(X) = ΣxP(X = x), where x represents each possible value of X, and P(X = x) is the probability of X taking the value x. This calculation provides a theoretical mean, or average value, that X would attain over many observations .

To calculate the expected value of a quadratic function of a random variable, like X², you use the formula E(X²) = Σx²P(X = x). This involves squaring each potential value of the random variable, multiplying that result by the probability of the value, and summing the products. This method is crucial when analyzing scenarios where outcomes are squared, such as variance computations or models in physics and economics that exhibit curvature or quadratic effects .

The cumulative distribution function (CDF) of a discrete random variable is useful because it provides the probability that the random variable is less than or equal to a particular value. It is defined as F(x) = P(X ≤ x) and is calculated by summing the probabilities of the outcomes that are less than or equal to x. The CDF allows us to quickly evaluate the probability of a random variable falling below a certain threshold and is instrumental when analyzing the distribution characteristics, performing hypothesis testing, and modeling scenarios where assessing collective probabilities of outcomes is crucial .

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