Engineering Mathematics III

BE 3001

Unit IV

Syllabus: Discrete and Continuous Random Variables, Probability Function , Distribution

Function, Density Function , Probability distribution , Mean & Variance of Random Variable.

Random Variable:

A real valued function defined on a sample space is called a Random Variable or a Discrete
Random Variable.

A Random Variable assumes only a set of real values & the values which variable takes depends
on the chance.

For Example:

a) X takes only a set of discrete values 1,2,3,4,5,6.

b) The values which x takes depends on the chance.
The set values 1,2,3,4,5,6 with their probabilities 1/6 is called the Probability Distribution of
the variate x.

Continuous Random Variable:

When we deal with variates like weights and temperature then we know that these variates
can take an infinite number of values in a given interval. Such type of variates are known as
Continuous Random Variable.
OR
A Variable which is not discrete i.e. which can take infinite number of values in a given interval
a , is alled Continuous Random Variable

Example: Si et ee ,π , is a Continuous Random Variable.

Probability Mass Function:

Suppose that X: S → A is a discrete random variable defined on a sample space S. Then the
probability mass function p(x): A → [ , ] for X is defined as:

a) P(xi ,for e er i= , , ..
b) ∑∞i= p xi =
The sum of probabilities over all possible values of a discrete random variables must be
equal to 1.

Page no: 1
 Engineering Mathematics III
BE 3001

Thinking of probability as mass helps to avoid mistakes since the physical mass is conserved as
is the total probability for all hypothetical outcomes x.

 The following exponentially declining distribution is an example of a distribution with

an infinite number of possible outcomes—all the positive integers:

p xi = i , i = , , , …
Despite the infinite number of possible outcomes, the total probability mass is 1/2 + 1/4
+ 1/8 + ... = 1, satisfying the unit total probability requirement for a probability
distribution.

Probability Density Function:

Let X be a continuous random variable and let the probability of X falling in the infinite interval
− , + be expressed by f(x)dx, i.e.
P − , + = f(x)dx
Where f(x) is a continuous function of X & satisfies the following condition:

a)
b) ∫ = 𝑖
Then the function is called probability density function of the continuous random
variable X.

Continuous Probability Distribution:

The Probability distribution of continuous random variate is called the continuous

probability distribution and it is expressed in terms of probability density function.

Cumulative Distribution Function:

The probability that the alue of a ra do ariate X is or less tha is alled the Cu ulati e
distribution function of X and is usually denoted by F(x). and it is given by
F =P X =∑𝑥≤𝑥𝑖 𝑖
The cumulative distribution functionof a continuous random variable is given by
𝑥
𝐹 =𝑃 𝑋 =∫
−∞
Some properties of Cumulative Distribution Function:
a) 𝐹 −∞ =
b) F(X) is non-decreasing function
c) For a distribution variate

Page no: 2
 Engineering Mathematics III
BE 3001

𝑃 < < =𝐹 −𝐹
d) 𝐹 +∞ =
e) F(x) is a discontinuous function for a discontinuous variate and F(x) is continuous function
foe a continuous variate.

Examples:
1) Let X be a random variable with PDF given by
| |
={
ℎ 𝑖

a. Find the constant c

. b. Find EX and Var(X)

. c. Find P(X .

∞
Solution: To find c, we can use ∫−∞ =1:

1=∫−

1=

Therfore C=

To find EX, we can write∫− =o

In fact, we could have guessed EX=0 because the PDF is symmetric around x=0. To find Var(X),
we have
Var(X)
=EX − EX)2=EX2
=∫−

=3/5

To Find P(X≥ ):

P(X = ∫

=7/16.

Page no: 3
 Engineering Mathematics III
BE 3001

(2)The probability distribution function for a discrete random variable X is

f ( x )  2k , x  1
3k , x  3
4k , x  5
0, otherwise

where k is some constant. Please find

(a) k. (b) P( X  2) (c) E ( X ) and Var ( X )

[solution:]

(a)

 f ( x)  f (1)  f (3)  f (5)  2k  3k  4k  9k  1

x

1
 k  .
9
(b)

P( X  2)  P( X  3 or X  5)  P( X  3)  P( X  5)
1 7
 f (3)  f (5)  3k  4k  7k  7   .
9 9
(c)

u  E ( X )   xf ( x)  1 f (1)  3  f (3)  5  f (5)

x

2 3 4 31
 1  3   5  
9 9 9 9

Page no: 4
 Engineering Mathematics III
BE 3001

and

Var ( X )   x  u  f ( x)
2

x
2 2 2
 31   31   31 
 1    f (1)   3    f (3)   5    f (5)
 9  9  9


 22 2 16 3 14 2 4 200
2
     
81 9 81 9 81 9 81
(3)The probability density function for a continuous random variable X is

f ( x )  a  bx 2 , 0  x  1
0, otherwise.

where a, b are some constants. Please find

3
(a) a, b if E ( X )  (b) Var ( X ) .
5

[solution:]

(a)

 a  bx dx  1  ax  b3 x
1 1

 f ( x)dx  1  | 1
2 3 1
0
0 0

b
 a  1
3
and

 
1 1
a b a b 3
E ( X )   xf ( x)dx   x a  bx 2 dx  x 2  x 4 |10   
0 0
2 4 2 4 5

Page no: 5
 Engineering Mathematics III
BE 3001

Solve for the two equations, we have

3 6
a , b .
5 5

(b)

3 6 2
f ( x)   x , 0  x 1
5 5
0, otherwise.

Thus,

2
 3
Var ( X )  EX  E ( X )  E ( X 2 )  E ( X )  E ( X 2 )   
2 2

 5
1 1
9 3 6  9
  x f ( x)dx    x 2   x 2 dx 
2

0
25 0  5 5  25
1 6 9 1 6 9 2
 x 3  x 5 |10     
5 25 25 5 25 25 25
4 X: the random variable representing the point of throwing a fair dice. Then,

1
P( X  i)  f x (i)  , i  1, 2, 3, 4, 5, 6.
6
Intuitively, the average point of throwing a fair dice is

1 2  3  4  5  6
 3.5 .
6
The expected value of the random variable X is just the average,
6
1 1 1 1 1 1
E ( X )   if x (i )  1   2   3   4   5   6   3.5  average point .
i 1 6 6 6 6 6 6

Page no: 6
 Engineering Mathematics III
BE 3001

(5)The probability density function for a continuous random variable X is

x  2
 ,2 x  4
f ( x)   18

 0, otherwise

 
Please find (a) P X  1 (b) P X 2  9 (c) E  X  and Var X 

[solution:]

(a)

1
x2
1
 x2 x   1 1  1 1 2
P X  1  P 1  X  1   dx             
1
18  36 9  1  36 9   36 9  9

2 3
x2 x2  x2 x
 
3 3
25
(b) P X  9  P 3  X  3  
2
dx   0dx   dx     
3
18 3 2
18  36 9  2 36

(c)

x  2 dx 
4
4 4
 x2 x   x3 x2 
EX      x 2 18 9   54  18   2 .
   dx 
2
18 2

Since

x  2 dx 
4
 x3 x2   x4 x3 
   x
4 4
 2 18 9   72  27   6 ,
   
2 2
EX dx
2
18 2

 
Var  X   E  X     E X 2   2  6  2 2  2 .
2

(6) The probability distribution functions (discrete random variable) or probability density
functions (continuous random variable) for a random variable X are

(a)

Page no: 7
 Engineering Mathematics III
BE 3001

c exp  6 x , x  0

f ( x )    cx,  1  x  0
 0, otherwise


(b)

 
f x   cx 2 exp  x 3 , x  0
(c)

x
1
f  x   c  , x  0, 1, 2, 
 3

Find c.
[solution:]

(a)

  c exp  6 x 
 0 
0
  cx 2 
  cxdx  0 c exp  6 x dx  1        1
1  2  1  6 0

c c 3c  c 3
   1  1 c 
2 6 6 2
(b)


  1

   c exp  x 3   

0 cx exp  x dx  1  c 0 3 exp  x dx  1   3   1
2 3 3 3

c
  1 c  3
3
(c)

 x
 1  1 2   1 
1
 c   1  c 1        1  c   1  3c  1
x 0  3   3  3    1  1  2
 3
2
c 
3

Page no: 8
 Engineering Mathematics III
BE 3001

Example: If f(x)=cx2,0<x<1. Find the value of c and determine the probability that < <

Solution: By property of p.d.f. we have, ∫ =1

𝑥
So ∫ = 1 , or c[ ] = 1, so c = 3

Consequently f(x) = 3 : 0< <

Again P( < 𝑋 < ) = ∫ = − =

Example: For the distribution 𝐹 = 𝑖 , 𝜋⁄ Find Mode and Median.

.
𝜋
Solution: Here f(x) = sinx , 0

′ ′′ ′ 𝜋
(a) For Mode: =0& < , = 0 ⇒ cosx = 0 ⇒ x = &

′′ 𝜋
[ ]𝑥=𝜋 = -1< , Hence mode =

𝑀𝑑
Let Md be median, then ∫ 𝑖 = ⇒ Md= 𝜋/
𝜋 𝜋
′
(b) Mean = 𝜇 = ∫ − = ∫ 𝑖 = 1 &
𝜋
Variance = 𝜇 = ∫ − 𝑖 = 𝜋−

Continuous random variable – infinite number of values with no gaps between the values. [You
might consider drawing a line, the sweeping hand on a clock, or the analog speedometer on a
car.]

In this section, we restrict our discussion to discrete probability distributions. Each probability
distribution must satisfy the following two conditions.

1.  P( x)  1 where x assumes all possible values of the random variable

Page no: 9
 Engineering Mathematics III
BE 3001

2. 0  P(x)  1 for every value of x

As we found the mean and standard deviation with data in descriptive statistics, we can find
the mean and standard deviation for probability distributions by using the following formulas.

1.   [ x  P( x)] mean of probability distribution

2.  2  [( x   )2  P( x)] variance of probability distribution

3.  2  [ x2  P( x)]   2 variance of probability distribution

4.   [ x 2  P( x)]   2  standard deviation of probability distribution

Page no: 10