Prof.
NADEEM YOUSAF 1
I.C.S – I STATISTICS
PGC GUJRAT
CHAPTER 7 and CHAPTER 8
Random Variable and Probability Distribution
Experiment
A well defined action or a process of obtaining observation is called experiment.
Trial
A single performance of an experiment is called trial.
Outcome
The result obtained from an experiment or a trial is called outcome.
Random Experiment
An experiment which produces different results even if it repeated a large number of times
under certain (similar) condition is called random experiment e.g. Tossing of a fair coin,
throwing of a balance die.
Properties of Random Experiment
1. The experiment can be repeated any number of time.
2. The experiment should have two or more than two outcomes.
3. The outcome in each case should be unpredictable.
Variable
A quantity which vary from one value to another value is called variable e.g. Height, weight etc.
Random Variable /Chance Variable /Stochastic Variable
A variable whose value is determined by the outcome of a random experiment is called
random variable e.g. the occurrence of 1, 2, 3, 4, 5, 6, on the die.
Discrete Random Variable
A random variable which can assume only finite number of values or a sequence of whole
number is called a discrete random variable e.g. number of spots on the die.
Continuous Random Variable
A random variable which can assume all possible value on a continuous scale in a given
interval is called a continuous random variable e.g. Height, weight etc.
Discrete Probability Distribution / Probability Mass Function
An arrangement of all possible value of a random variable along with their respective
probabilities is called probability distribution or probability function and the random
variable takes a discrete set of values is called discrete probability distribution.
X 𝑥1 𝑥2 𝑥3 ⋯ ⋯ ⋯ ⋯ ⋯ 𝑥𝑛
P(x) 𝑃(𝑥1 ) 𝑃(𝑥2 ) 𝑃(𝑥3 ) ⋯ ⋯ ⋯ ⋯ ⋯ 𝑃(𝑥𝑛 )
Compiled by Syed Hamza Irfan (M-28)
Prof. NADEEM YOUSAF 2
I.C.S – I STATISTICS
PGC GUJRAT
Properties of Discrete Probability Distribution
1. 0 ≤ 𝑃(𝑥𝑖 ) ≤ 1
2. ∑𝑃(𝑥𝑖 ) = 1
Continuous Probability Distribution / Probability Density Function (p.d.f)
If X is a continuous random variable which can assume every possible value in the
interval [a, b], then the probability distribution of X is called probability density function of X
and is
𝑏
P(a<X<b) = ∫𝑎 𝑓(𝑥) 𝑑𝑥
Properties of Probability Density Function (p.d.f)
1. 0 ≤ 𝑓(𝑥) ≤ 1 2. ∫𝑅 𝑓(𝑥) 𝑑𝑥 =1 (Area under the curve equal to 1)
Mathematical Expectation / Expectation of Random Variable 𝑿
Let a random variable X assume the values 𝑥1 , 𝑥2 , … … 𝑥𝑛 , with respective probabilities
𝑃(𝑥1 ) , 𝑃(𝑥2 ), … … 𝑃(𝑥𝑛 ) such that ∑𝑃 (𝑥𝑖 ) = 1, then expected value of 𝑋 is defined as
𝐸(𝑋) = 𝑥1 𝑃(𝑥1 ) + 𝑥2 𝑃(𝑥2 )+. . . . . . . + 𝑥𝑛 𝑃(𝑥𝑛 )
𝑀𝑒𝑎𝑛, µ, 𝐸(𝑋) = ∑ 𝑥𝑃(𝑥) and 𝐸(𝑋 2 ) = ∑ 𝑥 2 𝑃(𝑥)
Laws (Properties) of Expectations
1. If b is constant then, E(b) = b
2. E(aX) = aE(X)
3. E(aX + b) = aE(X) + b
4. E(X ± Y) = E(X) ± E(Y)
5. E(XY) = E(X)E(Y)
6. E[X – E(X)] = 0
Variance and Standard Deviation (Interms of Expectation)
𝑉𝑎𝑟(𝑋), ϭ2 = 𝐸[𝑋 – 𝐸(𝑋)]² = 𝐸[𝑋 – µ]² = 𝐸(𝑋²)– [𝐸(𝑋)]²
The positive square root of the variance is called standard deviation and is
S.D(X) = √𝐸(𝑋 2 ) − [𝐸(𝑋)]²
Properties of variance
1. 𝑉𝑎𝑟(𝑎) = 0
2. 𝑉𝑎𝑟 (𝑋 ± 𝑎) = 𝑉𝑎𝑟(𝑋)
3. 𝑉𝑎𝑟(𝑎𝑋) = 𝑎²𝑉𝑎𝑟(𝑋)
𝑋 1
4. 𝑉𝑎𝑟 (𝑎 ) = 𝑉𝑎𝑟(𝑋)
𝑎²
5. 𝑉𝑎𝑟(𝑎𝑋 + 𝑏) = 𝑎²𝑉𝑎𝑟(𝑋)
6. 𝑉𝑎𝑟(𝑋 ± 𝑌) = 𝑉𝑎𝑟(𝑋) + 𝑉𝑎𝑟(𝑌)
Compiled by Syed Hamza Irfan (M-28)
Prof. NADEEM YOUSAF 3
I.C.S – I STATISTICS
PGC GUJRAT
Sample Space, Sample Point, Event
A set of all possible outcome of an experiment is called sample space it is denoted by S.
Each element of sample space is called sample point. Any subset of sample space is called
event. It is denoted by A, B, C. etc. e.g
When a single coin is tossed then sample space is S={H,T}
When two coins are tossed then sample space is S={HH, HT, TH, TT}
Distributive Function (d.f)/ Cumulative Distributive Function
The distribution function of X is denoted by F(X) is the probability that X will assume a value
less than or equal to 𝑥.
𝑖. 𝑒 𝐹(𝑥) = 𝑃(𝑋 ≤ 𝑥)
Properties of Distributive Function
1. 𝐹(−∞) = 0 𝑎𝑛𝑑 𝐹(∞) = 1
2. 𝐹(𝑥1 ) < 𝐹(𝑥2 ) 𝑖𝑓 𝑥1 < 𝑥2
3. 𝐹(𝑥) is continuous at least on the right of each 𝑥.
Random Numbers
Random numbers are the numbers obtained by some random process (manual or mechanical)
and are prepared by combining the numbers 0, 1, 2, 3, 4, 5, 6, 7, 8, 9 in two′s, three′s, four′s etc.
Generations of Random Numbers
Random can be generated manually as well as mechanically. Random numbers can be
generated manually by drawing cards from number cards or by spinning numbered wheels.
These numbers can be generated mechanically by use of programmable calculator or digital
computers.
Uses (Applications) of Random Number
1. Random numbers are used to select a random sample.
2. Random numbers are used to generate observations
3. Random numbers are used to obtained maximum information from sample survey.
4. Random numbers are used to minimize bias in sampling.
𝑸. 𝑬(𝑿 + 𝟒) = 𝟏𝟎 𝒂𝒏𝒅 𝑬(𝑿 + 𝟒)𝟐 = 𝟏𝟏𝟔 𝒅𝒆𝒕𝒆𝒓𝒎𝒊𝒏𝒆 𝑽𝒂𝒓(𝑿 + 𝟒)
Solution: 𝑉𝑎𝑟(𝑋 + 4) = 𝐸(𝑋 + 4)² − [𝐸(𝑋 + 4)]²
𝑉𝑎𝑟(𝑋 + 4) = 116 − (10)²
𝑉𝑎𝑟(𝑋 + 4) = 16
Compiled by Syed Hamza Irfan (M-28)
Prof. NADEEM YOUSAF 4
I.C.S – I STATISTICS
PGC GUJRAT
𝑸. 𝑮𝒊𝒗𝒆𝒏 𝑬(𝑿) = 𝟎. 𝟔𝟑, 𝑽𝒂𝒓(𝑿) = 𝟎. 𝟐𝟑𝟑𝟏, 𝑬(𝑿²) = ?
Solution: 𝑉𝑎𝑟(𝑋) = 𝐸(𝑋²)– [𝐸(𝑋)]²
0.2331 = 𝐸(𝑋²)– (0.63)²
𝐸(𝑋²) = 0.2331 + 0.3969
𝐸(𝑋²) = 0.63
𝑸.𝑮𝒊𝒗𝒆𝒏 𝑬(𝑿²) = 𝟒𝟎𝟎, 𝑺. 𝑫(𝑿) = 𝟏𝟐, 𝑬(𝑿) =?
Solution: 𝑉𝑎𝑟(𝑋) = 𝐸(𝑋²)– [𝐸(𝑋)]²
144 = 400– [𝐸(𝑋)]²
[𝐸(𝑋)]² = 400 − 144 = 256
𝑇𝑎𝑘𝑖𝑛𝑔 𝑠𝑞𝑢𝑎𝑟𝑒 𝑟𝑜𝑜𝑡
𝐸(𝑋) = 16
𝑸. 𝑮𝒊𝒗𝒆𝒏 𝑬(𝑿) = 𝟐𝟎𝟎, 𝑪. 𝑽(𝑿) = 𝟕%, 𝑽𝒂𝒓(𝑿) =?
𝑆.𝐷(𝑋)
Solution: 𝐶. 𝑉(𝑋) = 𝑀𝑒𝑎𝑛 × 100
𝑆.𝐷(𝑋)
7= × 100
200
7×200
= 𝑆. 𝐷(𝑋)
100
𝑆. 𝐷(𝑋) = 14
𝑉𝑎𝑟(𝑋) = 196
Compiled by Syed Hamza Irfan (M-28)