Variable:

In statistics, a variable refers to any characteristic, number, or quantity that can be

measured or quantified and can vary or change from one individual or object to another.
Variables are fundamental in statistical analysis because they are the elements
that researchers observe and measure to understand patterns, relationships, and
distributions in data.
Examples:
• Age: The age of individuals in a study could range from 0 to 100 years, with decimals
possible (e.g., 25.5 years).
• Number of children in a family: A family may have 0, 1, 2, or more children, but the
values are whole numbers.
• Gender: Gender could be classified as Male, Female, or Non-binary, with no inherent
order between the categories.
• Education level: Education levels could be categorized as High school, Bachelor’s
degree, Master’s degree, Ph.D., with a meaningful order.
• Annual income: Income could range from $0 to any positive number, with precise
values like $45,600.50.
Types of Variables:
Variables can be broadly classified into two main categories:
1. Qualitative Variables (Categorical):
Qualitative variables, also called categorical variables, describe characteristics or
attributes that cannot be measured numerically but can be categorized or grouped.
Examples:
Blood type (A, B, AB, O), Pain level (Mild, Moderate, Severe), Grade in class (A, B,
C, D, F), Frequency of use (Rarely, Occasionally, Often, Always).
Types of Qualitative Variables:
I. Nominal Variables:
Nominal variables represent categories with no inherent order or ranking between
them. These categories are distinct but not comparable in a meaningful way.
Examples:
Gender (e.g., Male, Female), Marital status (e.g., Single, Married, Divorced), Eye
color (e.g., Blue, Brown, Green), Type of car (e.g., Sedan, SUV, Truck), Type of device
used (Smartphone, Laptop, Tablet).
II. Ordinal Variables: Ordinal variables also represent categories, but the
categories have a specific order or ranking. However, the differences between
the ranks may not be uniform or measurable.
Examples:
Education level (e.g., High school, Bachelor’s degree, Master’s degree, Ph.D.),
Customer satisfaction rating (e.g., Very satisfied, Satisfied, Neutral, Dissatisfied,
Very dissatisfied), Socioeconomic status (e.g., Low, Middle, High), Rank in a
competition (e.g., 1st, 2nd, 3rd, etc.).

2. Quantitative Variable (Numerical)

Quantitative variables represent measurable quantities and are expressed in
numerical values. They answer questions like "How much?" or "How many?“
Examples:
Height of individuals, Number of cars in a parking lot, Weight of a person,
Number of books in a library, Time taken to complete a race.
Types of Quantitative Variables:
I. Discrete Variables
Discrete variables take on distinct, separate values, usually counted as whole
numbers. They cannot take on intermediate values between two adjacent numbers.
Examples:
Number of students in a classroom, Number of cars in a parking lot, Number of
books on a shelf, Number of apps installed on a device, Number of hospital visits in a
year.
II. Continuous Variables
Continuous variables can take any value within a given range, and their values can
be infinitely subdivided into smaller and smaller units.
Examples:
Height of individuals, Weight of objects, Time taken to finish a task, Blood pressure
reading (in mmHg), Time spent using the device per day (in hours), Age of students (in
years).
Random Variable:
A numerical quantity whose value is determined by the outcome of some
random experiment is called random variable.
OR
A random variable is a real valued function of sample space.
The random variables are denoted by capital Latin letter such as X,Y,Z. While
the values taken by them are represented by small letter such as x,y,z.
A random variable is also called a chance variable, a stochastic variable or
simply a variate and is abbreviated as r.v.
Example Consider the sample space of the experiment of tossing two coins once
𝑆 = {𝐻𝐻, 𝐻𝑇, 𝑇𝐻, 𝑇𝑇}
Now the number of heads obtained in tossing of two coins are
Domain or Sample space (𝐸𝑖 ): (𝐻𝐻), (𝐻𝑇), (𝑇𝐻), (𝑇𝑇)
Rang or Corresponding value 𝑋 = (𝐸𝑖 ): 2, 1, 1, 0
 It should be noted that a function has been named a random variable. This
terminology, though inappropriate and somewhat unfortunate, is universally
accepted and used.
it is to be emphasized that more than one r.v. can be defined on the same
sample space. There are two types of random variables: the discrete and the
continuous.
Distribution function:
The distribution function of a random variable X is denoted by F(x) = P(X ≤x).
The function F(x) gives the probability of the event that X can take the value less
than or equal to the specified value of x.
The distribution function is abbreviated to d.f and is also called the
cumulative distribution (cdf) as it is the cumulative probability function of the X
from the smallest up to special value of x.
Since F(x) is probability, it is obvious that
𝐹(−∞) = 𝑃(∅) = 0 𝑎𝑛𝑑 𝐹(+∞) = 𝑃(𝑠) = 1
Let a and b be two real numbers such that a < b then
F(b) − F(a) = P(X≤b)−P(X≤a)
= P(a<X<b),
Which is non-negative and hence F(x) is non-decreasing function of x.
Again, lim 𝐹 𝑥 + ℎ = 𝐹(𝑥), i.e. the function F(x) is continuous on the right at
ℎ→0
each value of X.
A d.f F(x) thus has following properties
(i) F(−∞) = 0 and F(+∞) = 1
(ii) F(x) is non-decreasing function of x i.e. F(𝑥1 )≤F(𝑥2 ) if 𝑥1 ≤ 𝑥2
(iii) F(x) is continuous at least on the right of each x.
All random variables have distribution functions. Distribution functions for
different r.v’s are distinguished by using the notation 𝐹𝑥 , 𝐹𝑦 , 𝑒𝑡𝑐.
Probability distribution function of discrete random variable:
Let X be a discrete r.v. taking on distinct values 𝑥1 , 𝑥2 , 𝑥3 , … , 𝑥𝑛 , … then the
function denoted by 𝑝(𝑥) or 𝑓(𝑥), and defined by
𝑃 𝑋 = 𝑥𝑖 , for 𝑖 = 1,2,3, … , 𝑛, …
𝑓 𝑥𝑖 = ቊ
0, for 𝑥 ≠ 𝑥𝑖
Is called the probability function of the r.v. X, and the values 𝑥1 , 𝑥2 , 𝑥3 , … , 𝑥𝑛 , …
among which the total probability 1 is distributed, are called the probability points
or jump points, 𝑃(𝑋 = 𝑥𝑖 ) means the probability that the discrete r.v. X takes the
value 𝑥𝑖 .
Distribution Function of discrete random variable:
The distribution function for a r.v. is 𝐹 𝑥 = σ𝑖 𝑓(𝑥𝑖 ) where sum is taken over all 𝑥𝑖
that is less than or equal to x.
Let x tends to +∞, we have 𝐹 +∞ = σ𝑖 f 𝑥𝑖 = 1
❖𝐹 𝑥 in case of a discrete r.v. is
a step function. That is, its graph
consists of horizontal line segments
between any two successive values
and has a step or jump of height
𝑓(𝑥𝑖 ), at each value of 𝑥𝑖
❖ it should be noted that 𝐹 𝑥 is
continuous but between jumps,
It is constant.
 A discrete r.v. may also be defined as a r.v. whose d.f jumps at the possible
values of X and remain constant between adjacent jump points. The height of a
jump at each point x is the probability of event 𝑋 = 𝑥
That is f 𝑥𝑖 = [jump at 𝑥𝑖 ] = 𝑃(𝑋 = 𝑥𝑖 )
The set whose elements are order pairs [𝑥𝑖 , f 𝑥𝑖 ], 𝑖 = 1,2,3, … defines the
probability distribution.
The probability distribution of a r.v. may conveniently be expressed either in
tabular form by showing all the possible values of X and the associated
probabilities f 𝑥𝑖 = 𝑃(𝑋 = 𝑥𝑖 ) as
 The graph of a probability distribution is obtained by locating the values
𝑥1 , 𝑥2 , 𝑥3 , … , 𝑥𝑖 , … along the horizontal axis and drawing vertical lines of heights
equal to 𝑓(𝑥1 ), 𝑓(𝑥2 ),…, 𝑓(𝑥𝑖 ),… above them. A probability distribution can also
be graphically displayed by a probability histogram.
❖A probability distribution must
satisfy the following two basic
properties:
i. 𝑓(𝑥𝑖 ) ≥ 0, for all 𝑖.
ii. σ𝑖 f 𝑥𝑖 = 1
In other words, the probability of an
outcome 𝑥𝑖 is greater than or equal
to zero and the sum of probabilities
associated with all possible outcomes
must be unity.
Example Find the probability distribution and distribution function for the number
of heads when 3 balanced coins are tossed. Construct a probability histogram and
graph of the distribution.
Solution: The sample space for three coins is
S = {HHH, HHT, HTH, THH, HTT, THT, TTH, TTT}
Let X be a random variable that denote the number of heads. Then X can take the
value 0,1,2,3. The corresponding probability are
1
f 0 = 𝑃 𝑋 = 0 = 𝑃 {𝑇𝑇𝑇} =
8
3
f 1 = 𝑃 𝑋 = 1 = 𝑃 {𝐻𝑇𝑇, 𝑇𝐻𝑇, 𝑇𝑇𝐻} =
8
3
f 2 = 𝑃 𝑋 = 2 = 𝑃 {𝐻𝐻𝑇, 𝐻𝑇𝐻, 𝑇𝐻𝐻} =
8
1
f 3 = 𝑃 𝑋 = 3 = 𝑃 {𝐻𝐻𝐻} =
8
In tabular form, we obtain the desired probability distribution of X as

Now we find distribution function

𝐹𝑜𝑟 𝑥 < 0 , 𝐹 𝑥 = 𝑃 𝑋 ≤ 𝑥
𝐹(0) = 0
1
𝐹𝑜𝑟 0 ≤ 𝑥 < 1 ,we have 𝑃 𝑋 < 𝑥 = 𝑃 𝑋 = 0 =
8
1 3 4
𝐹𝑜𝑟 1 ≤ 𝑥 < 2 ,we have 𝑃 𝑋 < 𝑥 = 𝑃 𝑋 = 0 + 𝑃 𝑋 = 1 = + =
8 8 8
𝐹𝑜𝑟 2 ≤ 𝑥 < 3 ,we have 𝑃 𝑋 < 𝑥 = 𝑃 𝑋 = 0 + 𝑃 𝑋 = 1 + 𝑃 𝑋 = 2
1 3 3 7
= + + =
8 8 8 8
Finally, for 𝑥 ≤ 3, we have 𝑃 𝑋 ≤ 𝑥 = σ3𝑖 𝑃 𝑋 = 𝑥𝑖 = 1
i.e. 𝑃 𝑋 < 𝑥 = 𝑃 𝑋 = 0 + 𝑃 𝑋 = 1 + 𝑃 𝑋 = 2 + 𝑃 𝑋 = 3
1 3 3 1
= + + + =1
8 8 8 8
Hence the desired distribution function is
0, 𝐹𝑜𝑟 𝑥 < 0
1
, 𝐹𝑜𝑟 0 ≤ 𝑥 < 1
8
3
𝑓 𝑥 = , 𝐹𝑜𝑟 1 ≤ 𝑥 < 2
8
3
, 𝐹𝑜𝑟 2 ≤ 𝑥 < 3
8
1, 𝐹𝑜𝑟 𝑥 ≤ 3
The probability histogram is obtained by plotting the points [𝑥𝑖 , f 𝑥𝑖 ], while the
graph of distribution function is obtained by plotting the points [𝑥𝑖 , F 𝑥 ] as shown
below:
Example: (a) Find the probability distribution of the sum of the dots when two fair
dice are thrown. (b) Use the probability distribution to find the probabilities of
obtaining:
(i) a sum of 8 or 11
(ii) a sum is greater than 8
(iii) a sum that is greater than 5 but less than or equal to 10
Solution: The sample space for this experiment is
S = {(1,1), (1,2), (1,3), (1,4), (1,5), (1,6), (2,1), (2,2), (2,3), (2,4), (2,5), (2,6),
(3,1), (3,2), (3,3), (3,4), (3,5), (3,6), (4,1), (4,2), (4,3), (4,4), (4,5), (4,6),
(5,1), (5,2), (5,3), (5,4), (5,5), (5,6), (6,1), (6,2), (6,3), (6,4), (6,5), (6,6)}
(a) Let X denote the random variable that denote the sum of dots which appear on
the dice. Then X cab take the value 2,3,4,5,….,12
The corresponding probabilities are
1
f 2 = 𝑃 𝑋 = 2 = 𝑃 {(1,1)} = as there is only one point resulting in a sum of
36
2
 2
f 3 =𝑃 𝑋=3 =𝑃 { 1,2 , (2,1)} =
36
3
f 4 =𝑃 𝑋=4 =𝑃 1,3 , 2,2 , 3,1 =
36
4
f 5 =𝑃 𝑋=5 =𝑃 {(1,1)} =
36
5 6 5 4 3 2 1
f 6 = , f 7 = , f 8 = , f 9 = , f 10 = , f 11 = , f 12 = .
36 36 36 36 36 36 36
Therefore, the desired probability distribution of the random variable X is
(b) Using the probability distribution, we get the required probabilities as follows
(i) 𝑃(𝑎 𝑠𝑢𝑚 𝑜𝑓 8 𝑜𝑟 11) = 𝑃 [(𝑋 = 8) 𝑜𝑟 (𝑋 = 11)]
= 𝑃 (𝑋 = 8) + 𝑃(𝑋 = 11)
5 2 7
= 𝑓(8) + 𝑓(11) = + =
36 36 36
ii. 𝑃(𝑎 𝑠𝑢𝑚 𝑡ℎ𝑎𝑡 𝑖𝑠 𝑔𝑟𝑒𝑎𝑡𝑒𝑟 𝑡ℎ𝑎𝑛 8) = 𝑃 (𝑋 > 8)
= 𝑃 𝑋 = 9 + 𝑃 𝑋 = 10 + 𝑃 (𝑋 = 11) + 𝑃(𝑋 = 12)
= 𝑓 9 + 𝑓 10 + 𝑓 11 + 𝑓 12
4 3 2 1 10
= + + + =
36 36 36 36 36
ii. 𝑃 𝑎 𝑠𝑢𝑚 𝑡ℎ𝑎𝑡 𝑖𝑠 𝑔𝑟𝑒𝑎𝑡𝑒𝑟 𝑡ℎ𝑎𝑛 5 𝑏𝑢𝑡 𝑙𝑒𝑠𝑠 𝑡ℎ𝑎𝑛 𝑜𝑟 𝑒𝑞𝑢𝑎𝑙 𝑡𝑜 10
= 𝑃 5 < 𝑋 ≤ 10
= 𝑃 𝑋 = 6 + 𝑃 𝑋 = 7 + 𝑃 (𝑋 = 8) + 𝑃(𝑋 = 9) + 𝑃(𝑋 = 10)
= 𝑓 6 + 𝑓 7 + 𝑓 8 + 𝑓 9 + 𝑓 10
5 6 5 4 3 23
= + + + + =
36 36 36 36 36 36
Continuous Random variable and its probability Density function:
A random variable X is defined to be continuous if it can assume every
possible value in an interval [a,b] , a < b, where a and b may be +∞ and
− ∞ respectively.
Examples: The height of a person, the temperature at a place, the amount of
rainfall, time to failure for an electronic system etc. are examples of a continuous
random variable.
OR A random variable X is defined to be continuous if its distribution function
F(x) is continuous and differentiable everywhere
except at the isolated points in a given range.
The graph of F(x) has no jumps or steps but is a
continuous function for all x.
Let the derivative of F(x) be denoted by f(x)
𝑑𝐹(𝑥)
i.e. = 𝑓(𝑥)
𝑑𝑥
Since F(x) is non-decreasing function of x, we have
i. 𝑓 𝑥 ≥0
𝑥
ii. 𝐹 𝑥 = ‫׬‬−∞ 𝑓 𝑥 𝑑𝑥, for all x.
The function is called probability density function or p.d.f.
A p.d.f has the following properties
i. 𝑓 𝑥 ≥ 0, for all x.
∞
ii. ‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 = 1
iii. The probability that X can take the
value in the interval [c,d] , c < d is given
by P(c ≤ x ≤ d) = F(d) − F(c)
𝑑 𝑐
= ‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 − ‫׬‬−∞ 𝑓 𝑥 𝑑𝑥
= 𝐹 𝑑 − 𝐹 −∞ − (𝐹 𝑐 − 𝐹 −∞ )
=𝐹 𝑑 −𝐹 𝑐
𝑑
= ‫𝑓 𝑐׬‬ 𝑥 𝑑𝑥 Which is the area under the curve 𝑦 = 𝑓(𝑥) between 𝑋 = 𝑐 and 𝑋 = d.
Example: (a) Find the value of k so that the function f(x) defined as follow may be a
density function
f(x) = kx , 0 ≤ x ≤ 2
f(x) = 0 , otherwise
(b). Find also the probability that both of two sample value will exceed 1
(c) Compute the distribution function F(x).
Solution: (a) The function f(x) will be a density function, if
i. 𝑓 𝑥 ≥ 0 for every x, and
∞
ii. ‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 = 1
The first condition is satisfied when k ≥ 0. The second condition will be satisfied if
∞
න 𝑓 𝑥 𝑑𝑥 = 1
−∞
0 2 ∞
i.e. if 1 = ‫׬‬−∞ 𝑓 𝑥 𝑑𝑥 + ‫׬‬0 𝑓 𝑥 𝑑𝑥 + ‫׬‬2 𝑓 𝑥 𝑑𝑥
 0 2 ∞
𝑥2 2
1 = න 0𝑑𝑥 + න 2𝑘𝑑𝑥 + න 0𝑑𝑥 = 0 + [𝑘 ]0 = 2𝑘
−∞ 0 2 2
1
⟹𝑘 =
2
𝑥
,0 ≤ x ≤ 2
Hence 𝑓 𝑥 = ൝2
0, elsewhere
(b) 𝑃 𝑋 > 1 = area of shaded region
2
= ‫׬‬1 𝑓(𝑥)𝑑𝑥
2𝑥 𝑥2 2 3
= ‫׬‬1 2 𝑑𝑥 = [ 4 ]1 =
4
(c) To compute distribution function, we find
𝑥
𝐹 𝑥 = 𝑃 𝑋 < 𝑥 = න 𝑓 𝑥 𝑑𝑥
−∞
0
For any x such that −∞ < x ≤ 0, 𝐹 𝑥 = ‫׬‬−∞ 0𝑑𝑥 =0
 0 𝑥 𝑥 𝑥2
If 0 < x ≤ 2, 𝐹 𝑥 = ‫׬‬−∞ 0𝑑𝑥 + ‫׬‬−∞( )𝑑𝑥 = ,
2 4
0 2 𝑥
And finally, for 𝑥 > 2, we have 𝐹 𝑥 = ‫׬‬−∞ 0𝑑𝑥 + ‫׬‬−∞( )𝑑𝑥 =1
2
Hence 𝐹 𝑥 = 0 , for x < 0
𝑥2
= , for 0 < x ≤ 2
4
=1 , for 𝑥 > 2
Mathematical expectation of a random variable: Let X be a discrete random
variable having possible values 𝑥1 , 𝑥2 , 𝑥3 , … , 𝑥𝑛 , … with the corresponding
probabilities 𝑓(𝑥1 ), 𝑓(𝑥2 ),…, 𝑓(𝑥𝑛 ),… such that σ𝑖 f 𝑥 = 1 Then the
mathematical expectation or the expectation or the expected value of X, denoted
by E(X) is defined as
𝐸 𝑥 = 𝑥1 𝑓 𝑥1 +𝑥2 𝑓 𝑥2 +𝑥3 𝑓 𝑥3 + ⋯ + 𝑥𝑛 𝑓(𝑥𝑛 )+ ⋯
= σ𝑖 𝑥𝑖 f 𝑥𝑖 , provided it converges absolutely.
The sum converges absolutely iff σ𝑖 𝑥𝑖 f 𝑥𝑖 is finite.
❑ 𝐸 𝑥 = σ𝑖 𝑥𝑖 f 𝑥𝑖 , Regarded as weighted mean.
1
❑ 𝜇=𝐸 𝑥 = σ f 𝑥𝑖 , Regarded as arithmetic mean when 𝑥1 , 𝑥2 , 𝑥3 , … , 𝑥𝑛 , …
𝑛 𝑖
are equally likely.
➢ If X is a continuous random variable with p.d.f f(x) then
∞
𝐸 𝑥 = ‫׬‬−∞ 𝑥𝑓 𝑥 𝑑𝑥, provided the integral converges absolutely, i.e.
∞
‫׬‬−∞ 𝑥𝑖 𝑓 𝑥 𝑑𝑥 is finite.
Example
(a) If it rains, an umbrella salesman can earn $30 per day. If it is fair, he can lose $6
per day. What is his expectation if the probability of rain is 0.3?
(b) A man draws 2 balls from a bag containing 3 white and 5 black balls. If he
receives Rs.70 for every white ball he draws and Rs.7 for every black ball, find
his expectation.
Solution
(a) Let X represent the number of dollars the salesman earns. Then X is a random
variable with possible values 30 and -6 where -6 corresponds to the fact that
salesman loses, and the corresponding probabilities are 0.3 and 0.7
respectively.
Hence 𝐸 𝑥 = 30 × 0.3 + (−6) × 0.7
= $ 9 − 4.2 = $4.8 per day.
(b) Two balls from a bag containing 3 white and 5 black balls can be drawn in the
following three mutually exclusive ways:
i. 2 white balls.
ii. 1 white and 1 black ball.
iii. 2 black balls.
Let p denote the probability of drawing balls.
Then
3 8 3
𝑝1 = 2
÷ 2
=
28
3 5 8 15
𝑝2 = 1 1
÷ 2
= and
28
5 8 10
𝑝3 = 2
÷ 2
= .
28
Let X denote the amount to be received. Then
𝑥1 = 2 × 𝑅𝑠. 70 + 0 × 𝑅𝑠. 7 = 𝑅𝑠. 140,
𝑥2 = 1 × 𝑅𝑠. 70 + 1 × 𝑅𝑠. 7 = 𝑅𝑠. 77,
𝑥3 = 0 × 𝑅𝑠. 70 + 2 × 𝑅𝑠. 7 = 𝑅𝑠. 14,
Hence the required expectation= 𝑥1 𝑝1 + 𝑥2 𝑝2 + 𝑥3 𝑝3
3 15 10
= × 140 + × 77 + × 14
28 28 28
= 15 + 41.25 + 5 = 𝑅𝑠. 61.25
Example find the expected value of the r.v. X having the p.d.f.
2 1−𝑥 , 0<x<1
𝑓 𝑥 =ቊ
0 , 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
∞
Now 𝐸 𝑥 = ‫׬‬−∞ 𝑥𝑓 𝑥 𝑑𝑥
1
= 2 ‫׬‬0 𝑥 1 − 𝑥 𝑑𝑥
1
𝑥2 𝑥3 1 1 1
= 2 − =2 − =
2 3 0 2 3 3
Expectation of a function of a Random variable.
Let 𝐻 𝑋 be a function of the r.v. X. Then 𝐻 𝑋 is also has an expected value,
as any function of a r.v. is also a r.v. If X is a discrete r.v. with p.d.f 𝑓(𝑥) then,
since 𝐻 𝑋 takes the value 𝐻(𝑥𝑖 ) when 𝑋 = 𝑥𝑖 , the expected value of the function
𝐻 𝑋 is
𝐸(𝐻 𝑥 ) = 𝐻(𝑥1 )𝑓 𝑥1 +𝐻(𝑥2 )𝑓 𝑥2 +𝐻(𝑥3 )𝑓 𝑥3 + ⋯ + 𝐻(𝑥𝑛 )𝑓(𝑥𝑛 )
= σ𝑖 𝐻(𝑥𝑖 )f 𝑥𝑖 , provided the series converges absolutely.
Similarly, if X is a continuous r.v. with p.d.f 𝑓(𝑥), then
∞
𝐸 𝐻(𝑥 ) = ‫׬‬−∞ 𝐻(𝑥𝑖 )𝑓 𝑥𝑖 𝑑𝑥, provided the integral exists
Again, 𝐻 𝑥 = 𝑋 2 , then 𝐸(𝑋 2 ) = σ𝑖 𝑥𝑖 2 f 𝑥𝑖 .
It is relevant to note that 𝐸(𝑋 2 ) is not the same as [𝐸(𝑋)]2 .
Again, if 𝐻 𝑥 = (𝑋 − 𝜇)2 where 𝜇 is the population mean, then
𝐸(𝑋 − 𝜇)2 = σ𝑖(𝑥𝑖 −𝜇)2 f 𝑥𝑖 which is called the variance and denoted by Var(X)
or 𝜎 2 that is
𝜎 2 = 𝐸(𝑋 − 𝜇)2 = 𝐸 𝑋 2 − [𝐸(𝑋)]2
The positive square root of the variance is called standard deviation.
It is useful to note the following important results about variance.
i. 𝑉𝑎𝑟(𝑥) cannot be negative.
ii. 𝑉𝑎𝑟 𝑥 = 0, where a is a constant.
iii. 𝑉𝑎𝑟 𝑎𝑋 = 𝑎2 𝑉𝑎𝑟 𝑥 , where a is a constant.
iv. 𝑉𝑎𝑟 𝑎𝑋 + 𝑏 = 𝑎2 𝑉𝑎𝑟 𝑥 , where a and b are constants.
3
Example The continuous r.v. X has p.d.f 𝑓(𝑥), where 𝑓 𝑥 = + 𝑥 2 ) for
(1
4
0 ≤ 𝑥 ≤ 1 if 𝐸 𝑋 = 𝜇 and 𝑉𝑎𝑟 𝑥 = 𝜎 2 , then find 𝑃( 𝑋 − 𝜇 < 𝜎).
Solution
∞
Now 𝐸 𝑋 = ‫׬‬−∞ 𝑥𝑓 𝑥 𝑑𝑥
3 1 3 𝑥 2 𝑥 4 1 9
2
= ‫׬‬0 𝑥 1 + 𝑥 𝑑𝑥 = + = = 0.5625
4 4 2 4 0 16
2 ∞ 2
And 𝐸 𝑋 = ‫׬‬−∞ 𝑥 𝑓 𝑥 𝑑𝑥
3 1 2 3 𝑥 3 𝑥 5 1 2
2
= ‫׬‬0 𝑥 1 + 𝑥 𝑑𝑥 = + = = 0.4
4 4 3 5 0 5
 2 9 2 107
𝑉𝑎𝑟(𝑥) = 𝐸 𝑋2 − 𝐸 𝑋 2 = − = = 0.0836, so that
5 16 1280
𝑆. 𝐷. (𝑋) or 𝜎 = 0.0836 = 0.289
Now 𝑃 𝑋 − 𝜇 < 𝜎 = 𝑃(𝜎 < 𝑋 − 𝜇 < 𝜎) = 𝑃(𝜇 − 𝜎 < 𝑋 < 𝜇 + 𝜎)
= 𝑃(0.5625 − 0.289 < 𝑋 < 0.5625 + 0.289)
= 𝑃(0.2735 < 𝑋 < 0.8515)
0.8515
3 0.8515 3 𝑥3
= ‫׬‬ 1 + 𝑥 2 𝑑𝑥 = 𝑥 +
4 0.2735 4 3 0.2735
𝑃 𝑋 − 𝜇 < 𝜎 = 0.8527.