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Random Variables & Probability Distributions

Chapter 4 of the lecture notes covers random variables and probability distributions, defining random variables as numerical descriptions of experiment outcomes. It distinguishes between discrete and continuous random variables, explains probability distributions, and introduces concepts such as expectation, mean, and variance. Additionally, it discusses common discrete and continuous probability distributions, including binomial, Poisson, and normal distributions, along with their properties and examples.

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11 views13 pages

Random Variables & Probability Distributions

Chapter 4 of the lecture notes covers random variables and probability distributions, defining random variables as numerical descriptions of experiment outcomes. It distinguishes between discrete and continuous random variables, explains probability distributions, and introduces concepts such as expectation, mean, and variance. Additionally, it discusses common discrete and continuous probability distributions, including binomial, Poisson, and normal distributions, along with their properties and examples.

Uploaded by

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

Lecture notes on Fundamental of Bio Statistics Chapter 4: Random

Variables & Prob. distributions

CHAPTER 4

4. RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS


Definition: A random variable is a numerical description of the outcomes of the
experiment or a numerical valued function defined on sample space, usually
denoted by capital letters.
Example: If X is a random variable, then it is a function from the elements of the
sample space to the set of real numbers. i.e.

X is a function X: S  R

A random variable takes a possible outcome and assigns a number to it.

Example: Flip a coin three times, let X be the number of heads in three
tosses.

X = {0, 1, 2, 3 }

X assumes a specific number of values with some probabilities.

Random variables are of two types:

1. Discrete random variable: are variables which can assume only a


specific number of values. They have values that can be counted

Examples:

 Toss coin n times and count the number of heads.


 Number of children in a family.

 Number of car accidents per week.

 Number of defective items in a given company.

 Number of bacteria per two cubic centimeter of water.

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Lecture notes on Fundamental of Bio Statistics Chapter 4: Random
Variables & Prob. distributions

2. Continuous random variable: are variables that can assume all values
between any two give values.
Examples:
 Height of students at certain college.
 Mark of a student.

 Life time of light bulbs.

 Length of time required to complete a given training.

Definition: a probability distribution consists of a value a random variable can


assume and the corresponding probabilities of the values.

Example: Consider the experiment of tossing a coin three times. Let X be the
number of heads. Construct the probability distribution of X.
Solution:
 First identify the possible value that X can assume.
 Calculate the probability of each possible distinct value of X and express X in the
form of frequency distribution.

0 1 2 3

Probability distribution is denoted by P for discrete and by f for continuous


random variable.

Properties of Probability Distribution:


1.

2.

Note:
1. If X is a continuous random variable then

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Lecture notes on Fundamental of Bio Statistics Chapter 4: Random
Variables & Prob. distributions

2. Probability of a fixed value of a continuous random variable is zero.

3. If X is discrete random variable the

4. Probability means area for continuous random variable.

Introduction to expectation

Definition:
1. Let a discrete random variable X assume the values X1, X2, ….,Xn with
the probabilities P(X1), P(X2), ….,P(Xn) respectively. Then the expected
value of X ,denoted as E(X) is defined as:

2. Let X be a continuous random variable assuming the values in the


interval (a, b) such that ,then

Examples:
1. What is the expected value of a random variable X obtained by
tossing a coin three times where is the number of heads
Solution:
First construct the probability distribution of X
0 1 2 3

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Lecture notes on Fundamental of Bio Statistics Chapter 4: Random
Variables & Prob. distributions

2. Suppose a charity organization is mailing printed return-address


stickers to over one million homes in the Ethiopia. Each recipient is
asked to donate either $1, $2, $5, $10, $15, or $20. Based on past
experience, the amount a person donates is believed to follow the
following probability distribution:

$1 $2 $5 $10 $15 $20


0.1 0.2 0.3 0.2 0.15 0.05

What is expected that an average donor to contribute?


Solution:
$1 $2 $5 $10 $15 $20 Total
0.1 0.2 0.3 0.2 0.15 0.05 1
0.1 0.4 1.5 2 2.25 1 7.25

Mean and Variance of a random variable


Let X be given random variable.
1. The expected value of X is its mean

2. The variance of X is given by:

Where:

Examples:
1. Find the mean and the variance of a random variable X in example 2
above.
Solutions:
$1 $2 $5 $10 $15 $20 Total
0.1 0.2 0.3 0.2 0.15 0.05 1
0.1 0.4 1.5 2 2.25 1 7.25
0.1 0.8 7.5 20 33.75 20 82.15

2. Two dice are rolled. Let X be a random variable denoting the sum of the
numbers on the two dice.

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Lecture notes on Fundamental of Bio Statistics Chapter 4: Random
Variables & Prob. distributions

i) Give the probability distribution of X


ii) Compute the expected value of X and its variance
Solution (exercise)
There are some general rules for mathematical expectation.
Let X and Y are random variables and k be a constant.
RULE 1
RULE 4
RULE 2
RULE 5
RULE 3
Common Discrete Probability Distributions
1. Binomial Distribution
A binomial experiment is a probability experiment that satisfies the following
four requirements called assumptions of a binomial distribution.
1. The experiment consists of n identical trials.
2. Each trial has only one of the two possible mutually exclusive
outcomes, success or a failure.
3. The probability of each outcome does not change from trial to trial, and
4. The trials are independent, thus we must sample with replacement.
Examples of binomial experiments
 Tossing a coin 20 times to see how many tails occur.
 Asking 200 people if they watch BBC news.
 Registering a newly produced product as defective or non defective.
 Asking 100 people if they favour the ruling party.
 Rolling a die to see if a 5 appears.
Definition: The outcomes of the binomial experiment and the corresponding
probabilities of these outcomes are called Binomial Distribution.

Then the probability of getting successes in trials becomes:

And this is some times written as:

When using the binomial formula to solve problems, we have to identify three
things:
 The number of trials ( )
 The probability of a success on any one trial ( ) and
 The number of successes desired ( ).

Page 5 of 13
Lecture notes on Fundamental of Bio Statistics Chapter 4: Random
Variables & Prob. distributions

Examples:
1. What is the probability of getting three heads by tossing a fair con four
times?

Solution:
Let X be the number of heads in tossing a fair coin four times

2. Suppose that an examination consists of six true and false questions,


and assume that a student has no knowledge of the subject matter. The
probability that the student will guess the correct answer to the first
question is 30%. Likewise, the probability of guessing each of the
remaining questions correctly is also 30%.
a) What is the probability of getting more than three correct
answers?
b) What is the probability of getting at least two correct answers?
c) What is the probability of getting at most three correct answers?
d) What is the probability of getting less than five correct answers?

Solution
Let X = the number of correct answers that the student gets.

a)

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Lecture notes on Fundamental of Bio Statistics Chapter 4: Random
Variables & Prob. distributions

Thus, we may conclude that if 30% of the exam questions are answered
by guessing, the probability is 0.071 (or 7.1%) that more than four of the
questions are answered correctly by the student.
b)

c)

d)

Exercises:
1. Suppose that 4% of all TVs made by A&B Company in 2000 are
defective. If eight of these TVs are randomly selected from across the
country and tested, what is the probability that exactly three of them are
defective? Assume that each TV is made independently of the others.
2. An allergist claims that 45% of the patients she tests are allergic to some
type of weed. What is the probability that
a. Exactly 3 of her next 4 patients are allergic to weeds?
b. None of her next 4 patients are allergic to weeds?
3. Explain why the following experiments are not Binomial
 Rolling a die until a 6 appears.
 Asking 20 people how old they are.
 Drawing 5 cards from a deck for a poker hand.
Remark: If X is a binomial random variable with parameters n and p then

Page 7 of 13
Lecture notes on Fundamental of Bio Statistics Chapter 4: Random
Variables & Prob. distributions

,
2. Poisson Distribution
- A random variable X is said to have a Poisson distribution if its
probability distribution is given by:

- The Poisson distribution depends only on the average number of


occurrences per unit time of space.
- The Poisson distribution is used as a distribution of rare events,
such as:
 Number of misprints.
 Natural disasters like earth quake.
 Accidents.
 Hereditary.
 Arrivals
- The process that gives rise to such events are called Poisson
process.
Examples:
1. If 1.6 accidents can be expected an intersection on any given day,
what is the probability that there will be 3 accidents on any given
day?
Solution; Let X =the number of accidents,

2. On the average, five smokers pass a certain street corners every ten
minutes, what is the probability that during a given 10minutes the
number of smokers passing will be
a. 6 or fewer
b. 7 or more
c. Exactly 8……. (Exercise)
If X is a Poisson random variable with parameters then
,
Note:
The Poisson probability distribution provides a close approximation to the
binomial probability distribution when n is large and p is quite small or quite large
with .

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Lecture notes on Fundamental of Bio Statistics Chapter 4: Random
Variables & Prob. distributions

Usually we use this approximation if . In other words, if and [or


], then we may use Poisson distribution as an approximation to binomial
distribution.
Example:
1. Find the binomial probability P(X=3) by using the Poisson distribution
if and
Solution:

Common Continuous Probability Distributions

1. Normal Distribution
A random variable X is said to have a normal distribution if its probability
density function is given by

Properties of Normal Distribution:


1. It is bell shaped and is symmetrical about its mean and it is mesokurtic.
The maximum ordinate is at and is given by

2. It is asymptotic to the axis, i.e., it extends indefinitely in either direction


from the mean.
3. It is a continuous distribution.
4. It is a family of curves, i.e., every unique pair of mean and standard
deviation defines a different normal distribution. Thus, the normal
distribution is completely described by two parameters: mean and standard
deviation.

Page 9 of 13
Lecture notes on Fundamental of Bio Statistics Chapter 4: Random
Variables & Prob. distributions

5. Total area under the curve sums to 1, i.e., the area of the distribution on
each side of the mean is 0.5.
6. It is unimodal, i.e., values mound up only in the center of the curve.
7.
8. The probability that a random variable will have a value between any two
points is equal to the area under the curve between those points.
Note: To facilitate the use of normal distribution, the following distribution known
as the standard normal distribution was derived by using the transformation

Properties of the Standard Normal Distribution:


Same as a normal distribution, but also...
 Mean is zero
 Variance is one
 Standard Deviation is one
- Areas under the standard normal distribution curve have been tabulated in
various ways. The most common ones are the areas between

- Given a normal distributed random variable X with


Mean

Note:

Examples:
1. Find the area under the standard normal distribution which lies
a) Between
Solution:

b) Between
Solution:

Page 10 of 13
Lecture notes on Fundamental of Bio Statistics Chapter 4: Random
Variables & Prob. distributions

c) To the right of
Solution:

d) To the left of
Solution:

e) Between
Solution:

f) Between
Solution:

2. Find the value of Z if


a) The normal curve area between 0 and
z(positive) is 0.4726
Solution

b) The area to the left of z is 0.9868


Solution

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Lecture notes on Fundamental of Bio Statistics Chapter 4: Random
Variables & Prob. distributions

3. A random variable X has a normal distribution with mean 80 and


standard deviation 4.8. What is the probability that it will take a value
a) Less than 87.2
b) Greater than 76.4
c) Between 81.2 and 86.0
Solution

a)

b)

c)

4. A normal distribution has mean [Link] its standard deviation if


20.05% of the area under the normal curve lies to the right of 72.9
Solution

Page 12 of 13
Lecture notes on Fundamental of Bio Statistics Chapter 4: Random
Variables & Prob. distributions

5. A random variable has a normal distribution with .Find its mean if


the probability that the random variable will assume a value less than
52.5 is 0.6915.
Solution

6. Of a large group of men, 5% are less than 60 inches in height and 40%
are between 60 & 65 inches. Assuming a normal distribution, find the
mean and standard deviation of heights.
Solution (Exercise)

Page 13 of 13

Common questions

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A normal distribution is considered unimodal because it has a single peak at the mean, indicating that the mode (the most frequently occurring value) is at this central point. This implies that values cluster around the mean and the frequency of occurrences decreases symmetrically on either side, forming a bell-shaped curve. This characteristic indicates that the data is evenly distributed around the mean, and most values are close to this central point, reflecting a consistent, balanced spread .

For a discrete random variable, probabilities are assigned to specific values that the variable can take, and the sum of these probabilities is 1. In contrast, for a continuous random variable, the probability distribution is described by a density function f(x) where the probability of the variable assuming any specific value is 0. Instead, probabilities are evaluated over intervals, and the integral of the density function over an interval gives the probability that the variable falls within that interval. This reflects a key difference where discrete probabilities concern countable outcomes, while continuous distributions concern intervals .

A Poisson distribution can be used as an approximation to a Binomial distribution when the number of trials n is large, the probability p of success is small, and the product np (mean of the Poisson distribution) is moderate. Typically, this approximation is considered appropriate when n ≥ 20 and p ≤ 0.05, such that the np value remains a moderate size. This is because the Poisson distribution is derived as the limiting case of the binomial distribution as n approaches infinity and p approaches zero while np remains constant .

The rules of a Binomial distribution (identical trials, mutually exclusive outcomes of success or failure, constant probability of success, and independent trials) ensure that it accurately models situations where there are repeated and identical trial conditions. For example, these conditions are met in scenarios like tossing a coin multiple times, conducting surveys with binary outcomes, or product quality testing. Such consistency and independence are key to modeling practical situations where outcomes are effectively classified as binary and repeatedly tested .

In a continuous probability distribution, such as the normal distribution, the area under the curve represents probabilities. Unlike discrete distributions, where probabilities are assigned to specific values, in continuous distributions, the probability that a random variable takes on an exact value is zero. Instead, probabilities are calculated over intervals as the integral of the probability density function. Thus, the area under the curve between two points gives the probability that the variable falls within that range, reflecting the continuous nature of the values .

To find this probability using binomial distribution principles, we consider X, the number of correct answers, as a binomial random variable where n=6 (number of questions), and p=0.3 (probability of guessing correctly). We need to calculate P(X > 3), which is 1 minus the cumulative probability of X being 3 or fewer. Therefore, the calculations are: P(X=4) + P(X=5) + P(X=6). Using the binomial formula, we find these probabilities: P(X=4) = C(6,4) * (0.3)^4 * (0.7)^2 = 0.0595, P(X=5) = C(6,5) * (0.3)^5 * (0.7)^1 = 0.0076, and P(X=6) = C(6,6) * (0.3)^6 = 0.0007. Add these probabilities to find that P(X>3) = 0.0595 + 0.0076 + 0.0007 = 0.0678 or 6.78% .

A random variable is considered continuous when it can take on an infinite number of values within a given range. Continuous random variables are associated with measurements and can assume any value within an interval. Examples include the temperature in a day or the height of students. In contrast, discrete random variables have a countable number of distinct values, often associated with counting, such as the number of students in a class or the number of cars crossing a bridge. The continuity of possible values is what distinguishes continuous variables from discrete ones .

The standard normal distribution is a special case of the normal distribution with a mean of 0 and a standard deviation of 1. By transforming any normal distribution to this standard form using the formula Z = (X - μ) / σ, where X is a random variable from a normal distribution with mean μ and standard deviation σ, comparisons and probabilistic calculations are simplified. This standardization allows for the use of Z-tables for determining probabilities and comparison across studies by providing a common metric. This relationship between any normal distribution and the standard normal form is crucial for hypothesis testing and statistical inference .

The Poisson distribution is suitable for modeling rare events that occur independently over a fixed period or space, such as the number of accidents at a site or the arrival of customers in a short time. It differs from other distributions like the Binomial, which is suitable for trials with fixed numbers, by focusing on the frequency of events within a fixed temporal or spatial scope. The key characteristic is the mean rate of occurrence λ, and the variance equals the mean, contrasting with distributions that rely on fixed probabilities or higher variability .

The expected value of X can be calculated by first constructing the probability distribution of X. When tossing a fair coin three times, the possible outcomes are 0, 1, 2, and 3 heads with respective probabilities calculated as follows: P(0 heads) = (1/2)^3 = 0.125, P(1 head) = 3 * (1/2)^3 = 0.375, P(2 heads) = 3 * (1/2)^3 = 0.375, and P(3 heads) = (1/2)^3 = 0.125. The expected value E(X) is then calculated as 0*0.125 + 1*0.375 + 2*0.375 + 3*0.125 = 1.5 .

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