DISTRIBUTION
RANDOM
VARIABLE
RANDOM VARIABLE
It is a v ari able whi c h i s a ru le or a
f uncti on tha t a ssi g ns exa ctl y one
re al nu mbe r to e ve ry el e me nt o f the
sa mple spa ce .
This i s de no ted by ca pi tal l ette r, sa y
X. The pos si bl e v alu es of a ran dom
va ria ble X is de note d by sm al l le tte r,
sa y x.
MOTIVATIONAL EXAMPLE
Experiment: Tossing two coins
Sample Space: S = {HH, HT, TH, TT}
X = number of tails
S = {HH, HT, TH, TT}
0 1 1 2
Therefore, X = { 0, 1, 2}
MOTIVATIONAL EXAMPLE
Experiment: Tossing two coins
Sample Space: S = {HH, HT, TH, TT}
Y = number of tail - number of head
S = {HH, HT, TH, TT}
-2 0 0 2
Therefore, Y = { -2, 0, 2}
TWO TYPES OF
RANDOM VARIABLE
TWO TYPES OF RANDOM VARIABLE
Discrete Random Variable
It can assume a countable number of values.
Examples:
• Number of students in a class
• Number of women in a household
• Number of sales
• Number of calls
• Shares of stocks
• People in line
• Mistakes per page
TWO TYPES OF RANDOM VARIABLE
Continuous Random Variable
one which takes an infinite number of possible values.
Examples:
• Length
• Depth
• Volume
• Time
• Weight
PROBABILITY DISTRIBUTION
It is a g ra ph, ta ble or f ormu la whi ch
su mma ri ze s a ll the po ssi ble val ue s of
a ra ndom va ria ble al ong with the i r
c orre spon ding pro ba bil iti e s.
MOTIVATIONAL EXAMPLE
Experiment: Tossing two coins
Sample Space: S = {HH, HT, TH, TT}
X = number of tails
S = {HH, HT, TH, TT}
0 1 1 2
Probability Distribution of Random Variable X
MOTIVATIONAL EXAMPLE
Experiment: Tossing two coins
Sample Space: S = {HH, HT, TH, TT}
Y = number of tail - number of head
S = {HH, HT, TH, TT}
-2 0 0 2
Probability Distribution of the Random Variable Y.
CHECKING THE PROBABILITY
DISTRIBUTION TABLE
To check whether the probability distribution is correct,
it must satisfies the following:
0 ≤ 𝑷(𝑿 = 𝒙) ≤ 1
∑P(X = x)=1
Probability Distribution of the Random Variable Y.
EXPECTED VALUE OF A
RANDOM VARIABLE
The e xpe c ted v alu e of a ra ndom
va ria ble X den ote d by E( X) i s
E(X)=∑x . p(x)
MOTIVATIONAL EXAMPLE
Experiment: Tossing two coins
Sample Space: S = {HH, HT, TH, TT}
X = number of tails
Probability Distribution of Random Variable X
MOTIVATIONAL EXAMPLE
Experiment: Tossing two coins
Sample Space: S = {HH, HT, TH, TT}
Y = number of tail - number of head
Probability Distribution of the Random Variable Y.
VARIANCE OF A RANDOM
VARIABLE
The var ia nce of a ra ndom va ri able X
de note d by V( X) i s
V(X)= E(𝑋 )−(E(X))
=∑ 𝑥 .p(X)−(∑x . p(x) )
MOTIVATIONAL EXAMPLE
Probability Distribution of Random Variable X
MOTIVATIONAL EXAMPLE
Probability Distribution of the Random Variable Y.
TYPES OF PROBABILITY DISTRIBUTION
BINOMIAL DISTRIBUTION
Assumptions:
o The experiment involves n identical trials
o Each trial has only two possible outcomes: Success (S) or
Failure (F)
o P(S) = p; P(F) = q = 1 – p
o Each trial is independent of the previous trials.
o x is the number of Successes in n trials
BINOMIAL DISTRIBUTION
A binomial random variable: Example: Flipping a coin.
o n identical trials o Flip a coin 3 times.
o Two outcomes: Success (S) or o Outcomes are Heads or
Failure (F) Tails
o P(S) = p; P(F) = q = 1 – p o P(H) = 0.5; P(T) = 0.50
o Trials are independent. o Trials are independent.
o x is the number of Successes in
n trials
BINOMIAL DISTRIBUTION
Consider an experiment of flipping a coin 3 times. Let X be the number of
heads observed. Construct the probability distribution of X
BINOMIAL DISTRIBUTION
Consider an experiment of flipping a coin 3 times. Let X be the number of
heads observed. Construct the probability distribution of X
Probability Distribution of the Random Variable X
BINOMIAL DISTRIBUTION
Once we have the probability distribution table, we can answer
probability questions just by referring to the table.
Probability Distribution of the Random Variable X
1. What is the probability of observing exactly 3 heads?
2. What is the probability of observing at most one head?
BINOMIAL DISTRIBUTION
Probability Distribution of the Random Variable X
3. What is the probability of observing at least 1 head?
4. What is the probability of observing greater than 1 head?
BINOMIAL DISTRIBUTION
But, if you already know that the random variable follows a binomial
distribution, there is a specific formula to construct the probability
distribution. The formula below is called the probability mass function of
a binomial distribution.
Where
x = the value of s random variable under consideration
n = the number of trials
p = probability of success
q = probability of failure
BINOMIAL DISTRIBUTION
BINOMIAL DISTRIBUTION
Consider an experiment of flipping a coin 3 times. Let X be the number
of heads observed. Calculate the E(X) and V(X).
BINOMIAL DISTRIBUTION
Consider an experiment of flipping a coin 3 times. Let X be the number
of heads observed. Calculate the E(X) and V(X).
BINOMIAL DISTRIBUTION
Consider an experiment of flipping a coin 3 times. Let X be the number
of heads observed. Calculate the E(X) and V(X).
BINOMIAL DISTRIBUTION
Again, if you already know that the random variable
follows a binomial distribution, there is a specific formula
to compute the mean and variance of a binomial random
variable.
E(X)= np
V(X)= npq
Where
n = the number of trials
p = probability of success
q = probability of failure
BINOMIAL DISTRIBUTION
Going back to the example. Consider an experiment of flipping a coin 3
times. Let X be the number of heads observed. Calculate the E(X) and
V(X).
E(X)= np = 3*(0.50)=1.50
V(X)= npq = 3*(0.50)*(0.50)= 0.75
These are exactly the answers we obtained from using the general
formula for the expected value and variance of random variable.
SUMMARY
If a random variable follows a binomial distribution, then
The expected value of a random variable is given by
The variance of a random variable is given by
POISSON DISTRIBUTION
o The experiment consists of counting the number of times, x, an
event occurs in a given interval. The interval can be interval of
time, space, area or volume.
o The probability of the event occurring is the same for each
interval (of time, space, area, or volume).
o The number of occurrences of the event in one interval is
independent of the number of occurrences in other intervals.
o The mean number of successes (i.e. expected number of
success; expected value), denoted by λ, is known over the
interval (of time, volume, area, length).
POISSON DISTRIBUTION
Probability Distribution Function
The probability of exactly x successes (x = 0, 1, 2, 3, . . .) over the
same interval of time (volume, area, etc.) is
Where
λ = expected(mean) number of 'successes’
e = 2.71828 (base of natural logs)
x = number of 'successes' per unit
POISSON DISTRIBUTION
Steps in Solving Poisson Distribution Problems
o Find the expected number of successes over the given
interval of time, area, space, population, etc
o Answer the question showing the probability notation.
o Unless otherwise stated, show all probabilities to the nearest
ten-thousandth (4 decimal places).
POISSON DISTRIBUTION
Example
A vintage car breaks down an average of four times per month.
Using the Poisson probability distribution formula, find the
probability that during the next month, the vintage car will have:
a. Exactly three breakdowns
b. At most two breakdowns
c. More than one breakdown
d. Between 3 and 5 (inclusive)
e. Create a distribution table for x=0,1,2,3,4,5 cars
POISSON DISTRIBUTION
Example
Find the probability of 4 customers arriving in 3 minutes when the
mean is 3.6.
Thus,
SUMMARY
If a random variable follows a Poisson distribution, then
The expected value of a random variable is given by
The variance of a random variable is given by
HYPERGEOMETRIC
DISTRIBUTION
Assumptions
o Sampling is done without replacement.
o The number of objects in the population, N, is finite and known.
o Each trial has exactly two possible outcomes: success and failure.
o Trials are not independent
o The random variable of interest is X which is the number of
successes in the n trials.
Finite Population
It is a population consisting of a fixed number of known individuals,
objects, or measurements.
HYPERGEOMETRIC
DISTRIBUTION
Probability Density Function
Where
N −population size
n −sample size
k −number of successes in population
x −number of successes in sample
HYPERGEOMETRIC
DISTRIBUTION
Example
PlayTime Toys, Inc., employs 50 people in the Assembly Department.
Forty of the employees belong to a union and ten do not. Five
employees are selected at random to form a committee to meet with
management regarding shift starting times. What is the probability that
four of the five selected for the committee belong to a union?
N −50
n −5
k −40
x −4
HYPERGEOMETRIC
DISTRIBUTION
Exercise
A batch contains 15 items of which 6 are defective. If five items are
taken at random without replacements, find the probability of having 4
defective items.
HYPERGEOMETRIC
DISTRIBUTION
Expected Value (Mean) of a Hypergeometric Random Variable
Variance of a Hypergeometric Random Variable
HYPERGEOMETRIC
DISTRIBUTION
Example
Five individuals from an animal population thought to be near
extinction in a certain region have been caught, tagged, and released
to mix into the population. After they have had an opportunity to mix, a
random sample of 10 of these animals is selected. Let x = the number
of tagged animals in the second sample. If there are actually 25
animals of this type in the region, what is the E(X) and V(X)?
N −25
n −10
k −5
SUMMARY
If a random variable follows a Hypergeometric distribution, then
The expected value of a random variable is given by
The variance of a random variable is given by
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YOU