Module I

Discrete Random Variables

and
Probability Distributions

Dr. Vijesh V V
Professor in Mathematics

V
July / August 2025

Contents

V
sh
1 Random Experiment 3

2 Random Variables 3
je

2.1 Probability Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

2.2 Cumulative Distribution Function (CDF) . . . . . . . . . . . . . . . . . . . . . . . 4

Vi

2.3 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

2.4 Expectation, Mean and Variance . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

2.5 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
r.

2.6 Binomial Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14

D

2.7 Mean of Binomial Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15

2.8 Variance of Binomial Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . 15

2.9 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16

2.10 Poisson Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18

2.11 Poisson Distribution as a Limit of the Binomial Distribution . . . . . . . . . . . . 18

2.12 Mean of Poisson Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19

2.13 Variance of Poisson Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19

2.14 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20

2.15 Joint Probability Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25

2.16 Marginal Probability Distribution Function . . . . . . . . . . . . . . . . . . . . . 25

1
2.17 Independent Random Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25

2.18 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25

2.19 Expected Value of a Function of Two Discrete Variables . . . . . . . . . . . . . . 29

V
V
sh
je
Vi
r.
D

2
 2 RANDOM VARIABLES

1 Random Experiment

An experiment is called a random experiment if when repeated under the same conditions, it

is such that the outcomes cannot be predicted with certainty but all possible outcomes can be

determined prior to the performance of the experiment.

Each performance of the random experiment is called a trial. The collection of all possible

outcomes of a random experiment is called the Sample Space and is denoted by S. The ele-

ments of a sample space are called sample points.

Examples:

1. In the tossing of a single coin, S = {H, T }

V
2. When two coins are tossed at the same time S = {(H, H), (H, T ), (T , H), (T , T )}

3. When a die is thrown, the sample space, S = {1, 2, 34, 5, 6}

V
4. When two dice are thrown, the Sample space is

S = {(1, 1), (1, 2), (1, 3), (1, 4), (1, 5), (1, 6), (2, 1), (2, 2), ...(6, 6)}
sh
2 Random Variables
je

A random variable (rv) is a real valued function defined over the sample space. So its domain

is the sample space S and range is the set of real numbers R. Random variables are also called
Vi

chance variables or stochastic variables.

In symbols, X : S → R.

The range of a random variable X, shown by Range(X) or RX , is the set of possible values of X.
r.

Random variables are denoted by uppercase letters, such as X and Y, near the end of our

alphabet.
D

Any random variable whose only possible values are 0 and 1 is called a Bernoulli random

variable.

Example 1: A coin is tossed three times and the sequence of heads and tails is noted.

The sample space: S = {HHH, HHT , HT H, HT T , T HH, T HT , T T H, T T T }.

Let the random variable X be the number of heads in three coin tosses.

So, the possible values of X are 0, 1, 2, 3. That is, Range(X) = {0, 1, 2, 3}.

Example 2: Find the range for each of the following random variables.

1. Tossing a coin 100 times and let X be the number of heads observed.

2. Tossing a coin until the first heads appears and let Y be the total number of coin tosses.

3 Mathematics [Group A] (Module I)

2.1 Probability Function 2 RANDOM VARIABLES

3. The random variable T is defined as the time (in hours) from now until the next earth-

quake occurs in a certain city.

Solution:

1. The random variable X can take any integer from 0 to 100, so Range(X) = {0, 1, 2, 3, ....., 100}.

2. The random variable Y can take any positive integer, so Range(Y) = {1, 2, 3, .....} = N.

3. The random variable T can be any non-negative real number, so Range(T) = [0, ∞).

Types of Random Variables: There are mainly two types of random variables:

1. Discrete Random Variable

When the random variable can assume only countable, sometimes infinite, number of

V
values.

2. Continuous Random Variable

V
When the random variable can assume uncountable number of values in a line interval.

2.1 Probability Function

sh
A probability function is a mathematical function that provides probabilities for the possible

outcomes of the random variable, X . It is typically denoted as f (x).

je

There are two classes of probability functions: Probability Mass Functions and Probability

Density Functions.
Vi

Probability Mass Function (PMF): If the random variable is a discrete random variable, the

probability function is called the probability mass function (PMF).

If X is discrete, then f (x) = P (X = x).

r.

The probability mass function always satisfies the following conditions:

1. f (x) ≥ 0 ; ∀ x
D

X
2. f (x) = 1

Probability Density Function (PDF): If the random variable is a continuous random variable,

the probability function is called the probability density function (PDF).

2.2 Cumulative Distribution Function (CDF)

A cumulative distribution function (CDF), usually denoted F(x), is a function that gives the

probability that the random variable, X, is less than or equal to the value x.

That is,

F(x) = P (X ≤ x)

4 Mathematics [Group A] (Module I)

2.3 Problems 2 RANDOM VARIABLES

Properties of CDF: CDF has the following properties:

1. F(−∞) = 0

2. F(∞) = 1

3. P (a ≤ x ≤ b) = F(b) − F(a)

4. F(b) ≥ F(a) ; ∀b ≥ a

5. F(x) is non-decreasing function.

Example: Consider a random experiment of tossing 2 coins then, S = {HH, HT , T H, T T }.

Let the random variable X denote the number of heads, then X takes values 0, 1, 2.
1
P (X = 0) = P (T T ) =
4

V
2
P (X = 1) = P (HT , T H) =
4
1
P (X = 2) = P (HH) =
4

V
X 0 1 2 X 0 1 2
Then PMF is and CDF is
1 2 1 1 1
P(X) 4 4 4 P(X) 4 4 + 42 = 3
4
3
4 + 14 = 1
sh
2.3 Problems

1. Verify whether the following is a probability distribution

je

X 1 2 3 4 5
1 2 4 2 1
P(X)
Vi

10 10 10 10 10
Solution:

(a) P (X = x) ≥ 0 ; ∀ x
X 1 2 4 2 1
(b) P (x) = + + + + =1
10 10 10 10 10
r.

x
Since both the conditions are satisfied, given distribution is a Probability distribution.
D

2. Given the following probability distribution, compute the value of ’a’. Also fond P (x > 6)

and P (X ≤ 6).
X 1 2 3 4 5 6 7 8

P(X) a 2a 3a 4a 5a 4a 3a 2a
Solution:
X
P (x) = 1 ⇒ a + 2a + 3a + 4a + 5a + 4a + 3a + 2a = 1
x

⇒ 24a = 1
1
⇒a=
24

5 Mathematics [Group A] (Module I)

2.3 Problems 2 RANDOM VARIABLES

P (X > 6) = P (x = 7 or 8)

= P (X = 7) + P (X = 8)

= 3a + 2a = 5a
5
=
24
P (X ≤ 6) = a + 2a + 3a + 4a + 5a + 4a
19
= 19a =
24
3. Given the following probability distribution, compute P (| x |≤ 1), P (| x |> 2) & P (2x+3 ≤ 5)
X -3 -2 -1 0 1 2 3

V
1 1 1 1 1 1 1
P(X) 6 6 6 12 12 6 6
Solution:

P (| x |≤ 1) = P (−1 ≤ x ≤ 1)

V
= P (x = −1, 0, 1)
1 1 1
= + +
6 12 12
sh
4 1
= =
12 3
P (| x |> 2) = 1 − P (| x |≤ 2)
je

= 1 − P (x = −2, −1, 0, 1, 2)
1 1 1 1 1
 
Vi

= 1− + + + +
6 6 12 12 6
8 4 1
= 1− = =
12 12 3
P (2x + 3 ≤ 5) = P (2x ≤ 5 − 3) = P (2x ≤ 2)
r.

= P (x ≤ 1)

= P (x = −3, −2, −1, 0, 1)

D

1 1 1 1 1
= + + + +
6 6 6 12 12
8 2
= =
12 3
k
4. Given f (x) = is PDF for a random variable that can take on the value x = 0, 1, 2, 3, 4.
2x
Find (i) k (ii) Distribution function.

Solution:
X 0 1 2 3 4
k k k k
f(x) k 2 22 23 24
X 16
(i) f (x) = 1 ⇒ k =
31

6 Mathematics [Group A] (Module I)

2.3 Problems 2 RANDOM VARIABLES

∴ PDF is
X 0 1 2 3 4
16 8 4 2 1
f(x) 31 31 31 31 31
(ii) The distribution function:
X 0 1 2 3 4
16 24 28 30 31
F(x) 31 31 31 31 31 =1

5. A random variable X takes values -1, 1, 3 with equal probability and 5 with probability
1
2. Find (i) Probability distribution of X. (ii) P (| X − 3 |> 1) .

Solution: Let
X -1 1 3 5

V
1
f(x) k k k 2
Thus
X 1 1

V
f (x) = 1 ⇒ 3k + =1⇒k=
2 6
(i) PMF is
X -1 1 3 5
sh
1 1 1 1
f(x) 6 6 6 2
(ii)
je
P (| X − 3 |> 1) = 1 − P (| X − 3 |≤ 1)

= 1 − P [−1 ≤ X − 3 ≤ 1]
Vi

= 1 − P [−1 + 3 ≤ X − 3 + 3 ≤ 1 + 3]

= 1 − P [2 ≤ X ≤ 4]

= 1 − P [x = 2, 3, 4]
r.

= 1 − P [x = 3]
D

1 5
= 1− =
6 6
6. A random variable X takes values 1, 2, 3, 4 such that

2P (X = 1) = 3P (X = 2) = P (X = 3) = 5P (X = 4).

Find the PDF of X.

Solution: Let P (X = 3) = k
k
2P (X = 1) = P (X = 3) = k ⇒ P (X = 1) =
2
k
3P (X = 2) = P (X = 3) = k ⇒ P (X = 2) =
3
k
5P (X = 4) = P (X = 3) = k ⇒ P (X = 4) =
5

7 Mathematics [Group A] (Module I)

2.3 Problems 2 RANDOM VARIABLES

PDF is
X 1 2 3 4
k k k
f(x) 2 3 k 5
So,
X k k k 30
f (x) = 1 ⇒ + +k+ = 1 ⇒ k =
2 3 5 61
∴ PDF is
X 1 2 3 4
15 10 30 6
f(x) 61 61 61 61

7. Obtain the distribution function of the total number of heads in 3 tosses of an unbiased

coin.

V
Solution: S = {HHH, HHT , HT H, T HH, HT T , T HT , T T H, T T T }.

Let X be the number of heads. Then X takes values 0, 1, 2, 3.

V
1 3 3 1
P (X = 0) = P (T T T ) , P (X = 1) = , P (X = 2) = , P (X = 3) =
8 8 8 8
PMF is
X 0 1 2 3
sh
1 3 3 1
f(x) 8 8 8 8
Hence, Distribution function is
je
X 0 1 2 3
1 4 7
F(x) 8 8 8 1
Vi

8. A lot of 10 items containing 3 defectives from which a sample of 4 items is drawn at

random. Let the random variable X denote the number of defective items in the sample.

Find (i) PMF (ii) DF (iii) P (X < 1).

r.

Solution: Let X be the number of defective items. So, X = 0, 1, 2, 3.

7C 1
P (X = 0) = P (no defective items) = 10 4 =
D

C4 6
7C × 3C 1
3 1
P (X = 1) = P (one defective item) = 10 =
C4 2
7C × 3C 3
2 2
P (X = 2) = P (2 defective items) = 10 =
C4 10
7C × 3C 1
1 3
P (X = 3) = P (3 defective items) = 10 =
C4 30
(i) PMF
X 0 1 2 3
1 1 3 1
f(x) 6 2 10 30

8 Mathematics [Group A] (Module I)

2.4 Expectation, Mean and Variance 2 RANDOM VARIABLES

(ii) DF is
X 0 1 2 3
1 2 29
F(x) 6 3 30 1
1
(iii) P (X < 1) = P (X = 0) =
6

9. If the PMF of a discrete random variable X is given as


 x
 15 ; if X = 1, 2, 3, 4, 5



P (X = x) = 


0 ; otherwise


1 5
  
Find (i) P (1 or 2) (ii) P <x< x>1
2 2

V
Solution: PMF is
X 1 2 3 4 5
1 2 3 4 5
f(x) 15 15 15 15 15

V
(i) P (X = 1 or 2) = P (X = 1) + P (X = 2)
1 2 3 1
= + = =
15 15 15 5
sh
(ii)
 P [A ∩ B]
P [A B] =
P (B)
h  i
 P 1 < x < 5 ∩ (x > 1)
1 5
je
 
2 2
P <x< x>1 =
2 2  P (x > 1)
5
P 1<x< 2
Vi

=
P (x > 1)
P (x = 2)
=
P (x = 2, 3, 4, 5)
2 2
15 15 1
= 2 3 4 5
= 14
=
r.

15 + 15 + 15 + 15 15
7

2.4 Expectation, Mean and Variance

D

The Expectation or Expected Value or Mean of a discrete random variable X, usually denoted

as µ or E(X), is
X
µ = E(X) = xi f (xi )

The variance of a discrete random variable is given by:

X
σ 2 = Var(X) = E(X 2 ) − [E(X)]2 ; where E(X 2 ) = xi2 f (xi )
h i
= E (X − µ)2
X
= (xi − µ)2 f (xi )
Properties:

(1) E(a) = a ; Example: E(2) = 2

9 Mathematics [Group A] (Module I)

2.5 Problems 2 RANDOM VARIABLES

(2) E(aX) = aE(X) ; Example: E(3X) = 3E(X)

(3) Var(a) = 0 ; Example: Var(2) = 2

(4) Var(aX) = a2 Var(X)

2.5 Problems

1. The following table gives probability distribution of the random variable X:

X 1 2 3 4 5

f(x) 0.1 0.1 0.3 0.3 0.2

Find (i) mean (ii) Variance (iii) E(2X − 1)

V
Solution:
X
(i) Mean, µ = E(X) = xi f (xi ) = (1 × 0.1) + (2 × 0.1) + (3 × 0.3) + (4 × 0.3) + (5 × 0.2)

V
= 3.4

(ii) Variance, σ 2 = E(X 2 ) − [E(X)]2

X
sh
= xi2 f (xi ) − [3.4]2

= [(1 × 0.1) + (4 × 0.1) + (9 × 0.3) + (16 × 0.3) + (25 × 0.2)] − [3.4]2

je
= 1.44

(iii) E(2X − 1) = E(2X) + E(1)

Vi

= 2E(X) − 1

= 2 × 3.4 − 1 = 5.8

k
2. Given that f (x) = is the probability distribution function for random variable that can
r.

2x
take values x = 0, 1, 23, 4. Find (i) k (ii) the probability that X is even (iii) E(X).
D

Solution: PDF is
X 0 1 2 3 4

f(x) k 2k k
22
k
23
k
24
X k k k k
(i) f (x) = 1 ⇒ k + + 2 + 3 + 4 = 1
2 2 2 2
31k
⇒ =1
16
16
⇒k=
31
Hence, PMF is
X 0 1 2 3 4
16 8 4 2 1
f(x) 31 31 31 31 31

10 Mathematics [Group A] (Module I)

2.5 Problems 2 RANDOM VARIABLES

(ii) P (X is even) = P (X = 0, 2, 4)

= P (X = 0) + P (X = 2) + P (X = 4)
16 4 1 21
= + + =
X 31 31 31 31
(iii) E(X) = xf (x)
16 8 4 2 1
= 0× +1× +2× +3× +4×
31 31 31 31 31
26
=
31
3. A random variable X takes values 0, 1, 2, 3 with probabilities
8 1 1
P (X = 0) = , P (X = 1) = , P (X = 2) = P (X = 3) =
15 3 15

V
and Y = 1000 + 300X. Find E(Y ) and P (Y ≥ 1500).

Solution: PMF is
X 0 1 2 3

V
8 1 1 1
f(x) 15 3 15 15
X
E(X) = xf (x)
sh
8 1 1 1
= 0× +1× +2× +3×
15 3 15 15
2
=
je
3
Variance = E(X 2 ) − [E(X)]2
 2
2
Vi

X
= xi2 f (xi ) −
3
  2
8 2 1 1 1 2

2 2 2
= 0 × +1 × +2 × +3 × −
15 3 15 15 3
34
=
r.

45
Given Y = 1000 + 300X
D

∴ E(Y ) = E(1000 + 300X) = E(1000) + E(300X)

= 1000 + 300E(X)
2
= 1000 + 300 × = 1200
3
P (Y ≥ 1500) = P (1000 + 300X ≥ 1500) = P (300X ≥ 1500 − 1000)
5
= P (300X ≥ 500) = P (X ≥ )
3
1 1 2
= P (X ≥ 1.6) = P (X = 2, 3) = + =
15 15 15

4. X is a random variable for which mean 10 and variance 25. Find the positive values of α

and β such that Y = αX − β has expectation 0 and variance 1.

11 Mathematics [Group A] (Module I)

2.5 Problems 2 RANDOM VARIABLES

Solution: Given: E(X) = 10, Var(X) = 25, E(Y ) = 0 , Var(Y ) = 1.

Y = αX − β ⇒ E(Y ) = αE(X) − β

⇒ 10α − β = 0

Var(Y ) = Var(αX − β) ⇒ Var(Y ) = α 2 Var(X) − 0

⇒ 25α 2 = 1
1
⇒α=±
5
Positive value of α is α = 15 .
1
10α − β = 0 ⇒ 10 × − β = 0
5
⇒β=2

V
1
Thus, α = , β=2
5

5. 20 fair dice are thrown. Find the expectation of the sum of the numbers thrown.

V
Solution: A die has 6 faces. So, PMF is
X 1 2 3 4 5 6
sh
f(x) 16 16 1
6
1
6
1
6
1
6
Calculate the expected value of a single die.

The expected value E(X) of a single fair six-sided die is:

je

1
E(X) = (1 + 2 + 3 + 4 + 5 + 6)
6
21 7
Vi

= =
6 2
The expected value of the sum of 20 dice is 20 times the expected value of a single die:

E(X)20 = 20 × E(X)
7
= 20 ×
r.

2
= 10 × 7 = 70
D

6. Suppose that the probabilities are 0.4, 0.3, 0.2 and 0.1 that there will be 0, 1, 2, or 3

power failures in a certain city during the month of July. Find meas and variance of this

probability distribution.

Solution: Probabilities of power failures:

P (X = 0) = 0.4 ;P (X = 1) = 0.3 ; P (X = 2) = 0.2 ; P (X = 3) = 0.1

X
Mean, E(X) = xP (x)

= (0 × 0.4) + (1 × 0.3) + (2 × 0.2) + (3 × 0.1)

= 0 + 0.3 + 0.4 + 0.3 = 1

12 Mathematics [Group A] (Module I)

2.5 Problems 2 RANDOM VARIABLES

V ar(X) = E(X 2 ) − [E(X)]2

X
E(X 2 ) = x2 P (x)

= (02 × 0.4) + (12 × 0.3) + (22 × 0.2) + (32 × 0.1)

= 0 + 0.3 + 0.8 + 0.9 = 2

V ar(X) = E(X 2 ) − [E(X)]2

= 2 − (1)2

= 2−1 = 1

7. With equal probabilities, the observation 5, 10, 8, 2, 7, show the number of effective units

V
found during 5 inspections in a laboratory. Find the mean and variance.

Solution: PMF is
X 5 10 8 2 7

V
1 1 1 1 1
f(x) 5 5 5 5 5
X
Mean, E(X) = xf (x)
sh
1 1 1 1 1
= (5 × ) + (10 × ) + (8 × ) + (2 × ) + (7 × )
5 5 5 5 5
32
= = 6.4
5
Variance,
je

σ 2 = E(X 2 ) − [E(X)]2
Vi

X
= x2 f (x) − (6.4)2
1 1 1 1 1
= (52 × ) + (102 × ) + (82 × ) + (22 × ) + (72 × ) − (6.4)2
5 5 5 5 5
= 7.44
r.

8. A man throws 3 balls from an urn containing 5 white and 7 black balls. He get Rs. 10
D

for each white ball and Rs. 5 for black ball. Find the expected amount he gains.

Solution: Let X denote the amount that the man gets.

Then the following different events can arise:

Case 1: All the three balls are white. Hence X = 3 × 10 = 30

5C 1
3
∴ P (X = 30) = P (all 3 balls are white) = 12 C
=
3 22
Case 2: 2 white and 1 black balls. Hence X = 2 × 10 + 1 × 5 = 25
5C 7C 7
2 1
∴ P (X = 25) = P (2 white and 1 black balls) = 12 C
=
3 22
Case 3: 1 white and 2 black balls. Hence X = 1 × 10 + 2 × 5 = 20
5C 7C 21
1 2
∴ P (X = 20) = P (1 white and 2 black balls) = 12 C
=
3 44

13 Mathematics [Group A] (Module I)

2.6 Binomial Distribution 2 RANDOM VARIABLES

Case 4: All the three balls are black. Hence X = 3 × 5 = 15

7C 7
3
∴ P (X = 15) = P (all 3 balls are black) = 12 C
=
3 44
Hence, PMF is
X 15 20 25 30
7 21 7 1
f(x) 44 44 22 22
X
E(X) = xf (x)
7 21 7 1
= (15 × ) + (20 × ) + (25 × ) + (30 × )
44 44 22 22
85
= = 21.25
4

V
2.6 Binomial Distribution

Consider a trial in which there are only two possible outcomes , say a success or a failure. Let

V
the probability of success in a single trial be p and that of failure be q, such that

p + q = 1; 0 < p < 1, 0 < q < 1.

sh
Let the trials be repeated independently for n times and p be a constant for every trial. Let a

random variable X denote the number of successes in n trials.

The probability of x successes in n trials is given by

je

f (x) = n Cx px q(n−x) ; where p + q = 1; 0 < p, q < 1 and x = 0, 1, 2, ...., n

Note:
Vi

1. P (X = x) is usually written as f (x)

2. n and p occurring in the binomial distribution are called the parameters of the distribu-

tion.
r.

If X is a binomial variate with parameters n and p, we write

D

X ∼ B(n, p).

3. In binomial distribution,

(a) n, the number of trials is finite

(b) each trial has only two possible outcomes usually called success and failure.

(c) all the trials are independent.

(d) p (and hence q) is constant for all trials.

4. If the experiment is repeated N times, then the frequency distribution function of Bino-

mial distribution is

N × f (x) = N × n Cx px q(n−x) .

14 Mathematics [Group A] (Module I)

2.7 Mean of Binomial Distribution 2 RANDOM VARIABLES

2.7 Mean of Binomial Distribution

n
X
Mean, µ = E(X) = xf (x)
x=0
Xn
= xn Cx px q(n−x)
x=0

= 0 + 1 × n C1 p1 q(n−1) + 2 × n C2 p2 q(n−2) + .... + n × n Cn pn q0

n(n − 1) 2 (n−2)
= npq(n−1) + 2 × p q + ..... + n × 1 × pn
2
h i
= np q(n−1) + (n − 1)pq(n−2) + ..... + p(n−1)

= np [q + p](n−1) = np

V
Mean , µ = np

2.8 Variance of Binomial Distribution

V
Variance, σ 2 = E(X 2 ) − [E(X)]2
n
sh
X
= x2 f (x) − (np)2
x=0
n
X
= [x(x − 1) + x] f (x) − n2 p2
je
x=0
n
X n
X
= x(x − 1)f (x) + xf (x) − n2 p2
Vi

x=0 x=0

= 2(2 − 1)n C2 p2 q(n−2) + 3(3 − 1)n C3 p3 q(n−3) + .... + n(n − 1)n Cn pn q(n−n) + np − n2 p2
n(n − 1) 2 (n−2) n(n − 1)(n − 2) 3 (n−3)
= 2× p q +6× p q + ..... + n(n − 1)pn + np − n2 p2
2 3!
r.

h i
= n(n − 1)p2 q(n−2) + (n − 2)pq(n−3) + ..... + p(n−2) + np − n2 p2

= n(n − 1)p2 [q + p](n−2) + np − n2 p2

D

= n(n − 1)p2 + np − n2 p2 ; ∵ p+q = 1

 
= n2 − n p2 + np − n2 p2

= n2 p2 − np2 + np − n2 p2

= −np2 + np

= np [1 − p]

= npq

Variance , σ 2 = npq
√
Standard Deviation , σ = npq

15 Mathematics [Group A] (Module I)

2.9 Problems 2 RANDOM VARIABLES

2.9 Problems

1. The mean and standard deviation of a Binomial distribution are 5 and 2 respectively.

Determine the distribution.

√
Solution: Given: Mean, np = 5 and SD, npq = 2 ⇒ npq = 4
npq 4 4
∴ = ⇒q=
np 5 5
4 1
⇒ p = 1−q = 1− =
5 5
1
 
Hence, np = 5 ⇒ n =5
5
⇒ n = 25

V
Binomial Distribution,

f (x) = n Cx px q(n−x) ; x = 0, 1, 2, ...., n

 x  (25−x)
25 1 4

V
= Cx ; x = 0, 1, 2, ...., 25
5 5
1
2. The probability of any ship of a company being destroyed on a certain voyage is . The
9
sh
company owns 6 ships for the voyage. What is the probability that exactly 3 out of a

convoy of 6 ship would arrive safely ?

1 1 8
Solution: Given: p = ; q = 1 − p = 1 − = ; n=6
je
9 9 9
P (X = 3) = n Cx px q(n−x)
Vi

 3  (6−3)
6 1 8
= C3 = 0.019
9 9
3. The incidence of occupational disease in an industry is such that the workers have a

20% chance of suffering from it. What is the probability that out of 6 workers chosen at
r.

random, 4 or more will suffer from the disease ?

20
Solution: Given: p = = 0.2 ; q = 1 − p = 1 − 0.2 = 0.8
D

100
P (X ≥ 4) = P (X = 4) + P (X = 5) + P (X = 6)

= 6 C4 (0.2)4 (0.8)(6−4) + 6 C5 (0.2)5 (0.8)(6−5) + 6 C6 (0.2)6 (0.8)(6−6)

= 0.01696

4. An insurance agent accepts policies of 5 men, all of identical age and in good health. The
2
probability that a man of this age will be alive 30 years is . Find the probability that in
3
30 years (i) all 5 men (ii) at least 1 men (iii) at-most 3 will be alive.
2 2 1
Solution: Given: p = ; q = 1 − p = 1 − = ; n = 5
3 3 3

16 Mathematics [Group A] (Module I)

2.9 Problems 2 RANDOM VARIABLES

(i) All men:

 5  (5−5)
n x (n−x) 5 2 1 32
P (X = 5) = Cx p q = C5 = 0.131 =
3 3 243
(ii) At least 1 men:

P (X ≥ 5) = 1 − P (X < 1) = 1 − P (X = 0)
 0  (5−0)
5 2 1
= 1 − C0
3 3
242
= = 0.995
243
(iii) At-most 3 men:

P (X ≤ 3) = P (X = 0) + P (X = 1) + P (X = 2) + P (X = 3)
 0  5  1  4  2  3  3  2
2 1 2 1 2 1 2 1
= 5 C0 + 5 C1 + 5 C2 + 5 C3

V
3 3 3 3 3 3 3 3
131
= = 0.5
243

V
5. In a simultaneous inspection of 10 units, the probability of getting a defective unit and

a non-defective unit are equal. Find the probability of getting (i) atleast 7 non-defective

units (ii) at-most 6 non-defective units (iii) at-least 2 non-defective units.

sh
1
Solution: Given: p = q = ; n = 10
2
(i) At-least 7 non-defective units:
je

P (X ≥ 7) = P (X = 7, 8, 9, 10) = P (X = 7) + P (X = 8) + P (X = 9) + P (X = 10)
 7  3  8  2  9  1  10  0
10 1 1 10 1 1 10 1 1 10 1 1
= C7 + C8 + C9 + C10
Vi

2 2 2 2 2 2 2 2
= 0.171875
(ii) At-most 6 non-defective units:

P (X ≤ 6) = 1 − P (X > 6) = 1 − P (X ≥ 7)
r.

= 1 − 0.171875 = 0.828125
(iii) At-least 2 non-defective units:
D

P (X ≥ 2) = 1 − P (X < 2) = 1 − P (X = 0, 1) = 0.9892

6. In 800 families with 5 children each how many families would be expected to have (i) 3

boys and 2 girls (ii) 2 boys and 3 girls (iii) no girls (iv) at most 2 girls.

Solution: Let X be the number of girls.

1
p = q = ; n = 5 ; N = 800
2  2  3
1 1 5
(i) P (X = 2) = 5 C2 = = 0.3125
2 2 16
Number of families = 800 × 0.3125 = 250
 3  2
5 1 1 5
(ii) P (X = 3) = C3 = = 0.3125
2 2 16

17 Mathematics [Group A] (Module I)

2.10 Poisson Distribution 2 RANDOM VARIABLES

Number of families = 800 × 0.3125 = 250

 0  5
1 1 1
(iii) P (X = 0) = 5 C0 = = 0.03125
2 2 32
Number of families = 800 × 0.03125 = 25

(iv) P (X ≤ 2) = P (X = 0) + P (X = 1) + P (X = 2)
5 5 1 1
= + + =
16 32 32 2
1
Number of families = 800 × = 400
2

2.10 Poisson Distribution

V
A discrete random variable X is said to have a Poisson distribution with parameter µ (µ > 0) if

the pmf of X is
e−λ λx
f (x) = ; x = 0, 1, 2, ....., ∞

V
x!
Poisson distribution is a limiting case of Binomial distribution under the following assump-

tions:
sh
1. The number of trials ‘n’ should be indefinitely large. (ie, n → ∞)

2. The probability of success ‘p’ for each trial is indefinitely small. (ie, p → 0)
je
3. np = λ, should be finite, where λ is a constant.

2.11 Poisson Distribution as a Limit of the Binomial Distribution

Vi

Binomial Distribution is,

f (x) = n Cx px q(n−x)
 x 
n! λ λ n−x λ
r.


= 1− ; ∵ np = λ ⇒ p =
x!(n − x)! n n n
 x 
n(n − 1)(n − 2) · · · [n − (x − 1)] (n − x) · · · 2.1 λ λ n λ −x
  
D

= 1− 1−
x!(n − x)! n n n
n(n − 1)(n − 2) · · · [n − (x − 1)] (n − x)! λ x λ n λ −x
     
= 1− 1−
x!(n − x)! n n n
    h  i
n × n 1 − n1 n 1 − n2 · · · n 1 − x−1 n λx

λ n
 
λ −x

= 1 − 1 −
x! nx n n
x λ n λ −x
 x 
n 1 2 x−1 λ
       
= 1− 1 − ··· 1 − 1− 1−
x! n n n nx n n
n  −x
1 1 2 x−1 λ λ
      
= 1− 1 − ··· 1 − λx 1 − 1−
x! n n n n n
1 2 x−1
As n → ∞ ; , ,··· , →0
x n n n
λ

Also, 1 − →1
n

18 Mathematics [Group A] (Module I)

2.12 Mean of Poisson Distribution 2 RANDOM VARIABLES

n "  −n #−λ x
λ λ λ 1
 
Also, 1 − = 1− = e−λ as n → ∞ ; ∵ lim 1 + =e
n n x→∞ x
Hence in the limiting case as n → ∞,
λx −λ
f (x) = e ; x = 0, 1, 2, ....
x!

2.12 Mean of Poisson Distribution

∞
X
Mean = E(X) = xf (x)
x=0
∞
X e−λ λx
= x
x!
x=0
∞

V
X e−λ λx
= x
x(x − 1)!
x=0
∞
X λx
= e−λ x

V
(x − 1)!
x=1
λ2 λ3
λ1
" #
−λ
=e + + + ···
0! 1! 2!
sh
λ λ2
" #
−λ
= e λ 1+ + + ···
1! 2!
x x2
= e−λ λeλ ; ∵ ex = 1 + + + ···
1! 2!
je

= λe0 = λ ; ∵ e0 = 1
Vi

Mean , µ = λ

2.13 Variance of Poisson Distribution

Variance, σ 2 = E(X 2 ) − [E(X)]2

r.

∞
X
= x2 f (x) − λ2
D

x=0
∞
X
= [x(x − 1) + x] f (x) − λ2
x=0
∞
X ∞
X
= x(x − 1)f (x) + xf (x) − λ2
x=0 x=0
∞
X e−λ λx
= x(x − 1) + λ − λ2
x!
x=0
∞
X e−λ λx
= x(x − 1) + λ − λ2
x(x − 1)(x − 2)!
x=0
∞
X λx
=e −λ
+ λ − λ2
(x − 2)!
x=2

19 Mathematics [Group A] (Module I)

2.14 Problems 2 RANDOM VARIABLES

λ2 λ3 λ4 λ5
" #
=e −λ
+ + + + · · · + λ − λ2
0! 1! 2! 3!
λ λ2 λ3
" #
2
−λ
= e ×λ 1+ + + + · · · + λ − λ2
1! 2! 3!

= e−λ × λ2 × eλ + λ − λ2

= e0 × λ2 + λ − λ2

= λ2 + λ − λ2

=λ

Variance , σ 2 = λ

V
2.14 Problems

1. The probabilities of a Poisson variable taking the Values 3 and 4 are equal. Calculate the

V
probabilities of the variable taking the values 0 and 1.

Solution: The probability mass function (PMF) of a Poisson variable with mean λ is
e−λ λx
sh
f (x) =
x!
e−λ λ3 e−λ λ4
Given: P (X = 3) = P (X = 4) ⇒ =
3! 4!
1 λ
je

⇒ =
3×2×1 4×3×2×1
λ
⇒ =1
Vi

4
⇒λ=4
e−λ λ0 e−4 40
P (X = 0) = = = e−4
0! 0!
e−λ λ1 e−4 41
r.

P (X = 1) = = = 4e−4
1! 1!
D

2. If X is a Poisson variate such that P (X = 2) = 9P (X = 4) + 90P (X = 6). Find the variance.

Solution: Given: P (X = 2) = 9P (X = 4) + 90P (X = 6)

e−λ λ2 e−λ λ4 e−λ λ6
=9 + 90
2! 4! 6!
λ2 λ4 λ6
= 9 + 90
2! 4!" 6!
λ2 2 λ4
#
2 λ
= λ 9 + 90
2! 24 720
1 λ2 λ4
=3 +
2 8 8
1 3λ2 + λ4
=
2 8
3λ + λ4
2
1=
4

20 Mathematics [Group A] (Module I)

2.14 Problems 2 RANDOM VARIABLES

⇒ 4 = 3λ2 + λ4

⇒ λ4 + 3λ2 − 4 = 0
  
⇒ λ2 + 4 λ2 − 1 = 0

⇒ λ2 = −4, 1

⇒ λ = ±2i, ±1
But λ is a positive real number. So, λ = 1. Hence, Variance = λ = 1.

1
3. In a certain factory turning razor blades, there is a small chance for any blade to
500
be defective. The blades are in packets of 10. Use Poisson’s distribution to calculate

V
the approximate number of packets containing (i) no defective (ii) two defective blades

respectively, in a consignment of 10000 packets.

Solution: Given:

V
1
Probability of a blade being defective: p = 500

Number of blades per packet: n = 10

sh
Number of packets: N = 10000
1
∴ λ = np = 10 · = 0.02
500
je
The PMF is
e−λ λx
f (x) = ; x = 0, 1, 2, ....., 10
x!
Vi

e−0.02 (0.02)x
=
x!
e−0.02 (0.02)0
(i) P (no defective) = P (X = 0) = = e−0.02 = 0.9802
0!
Number of packets containing no defective blades
r.

= N × P (X = 0) = 10000 × 0.9802 = 9802

e−0.02 (0.02)1
D

(ii) P (one defective blade) = P (X = 1) = = 0.0196

1!
Number of packets containing one defective blade

= N × P (X = 1) = 10000 × 0.0196 = 196

e−0.02 (0.02)2
(iii) P (two defective blades) = P (X = 2) = = 1.96 × 10−4
2!
Number of packets containing two defective blades

= N × P (X = 2) = 10000 × 1.96 × 10−4 = 1.96 ≈ 2

4. In a given city 6% of all drivers get atleast one parking ticket per year. Use Poisson

distribution to determine the probabilities that among 80 drivers

(i) four will get atleast one parking ticket in any given year.

21 Mathematics [Group A] (Module I)

2.14 Problems 2 RANDOM VARIABLES

(ii) atleast 3 will get atleast one parking ticket in any given year.

(iii) anywhere from 3 to 6 inclusive, will get atleast one parking ticket in any given year.

Solution: Given:
6
p = P (atleast one parking ticket per year) = 6% = and n = 80
100
6
lambda = np = 80 × = 4.8
100
(i) P (four will get atleast one parking ticket in any given year)

= P (X = 4)
e−4.8 × 4.84
=
4!

V
= 0.182

(ii) P (atleast 3 will get atleast one parking ticket in any given year)

= P (X ≥ 3)

V
= 1 − P (X < 3)

= 1 − P (X = 0, 1, 2)
sh
= 1 − [P (X = 0) + P (X = 1) + P (X = 2)]
× 4.80 e−4.8 × 4.81 e−4.8 × 4.82
" −4.8 #
e
= 1− + +
je
0! 1! 2!

= 0.857
Vi

(iii) P (anywhere from 3 to 6 inclusive, will get atleast one ticket in any given year)

= P (3 ≤ X ≤ 6)

= P (X = 3, 4, 5, 6)
r.

= P (X = 3) + P (X = 4) + P (X = 5) + P (X = 6)
e−4.8 × 4.83 e−4.8 × 4.84 e−4.8 × 4.85 e−4.8 × 4.86
D

= + + +
3! 4! 5! 6!
= 0.648

5. In a certain industrial facility, it is known that the probability of an accident on any day

is 0.005 and accidents are independent of each other

(i) what is the Probability that in any given period of 400 days, there will be an accident

on one day?

(ii) What is the probability that there are at most three days with an accident?

Solution: Given: p = P (an accident on any day) = 0.005 and n = 400

λ = np = 400 × 0.005 = 2

22 Mathematics [Group A] (Module I)

2.14 Problems 2 RANDOM VARIABLES

e−λ λx e−2 × 21
(i) P (X = 1) = == = 0.271
x! 1!
(ii) P (at most three days with an accident)

= P (X ≤ 3)

= P (X = 0, 1, 2, 3)
e−2 × 20 e−2 × 21 e−2 × 22 e−2 × 23
= + + +
0! 1! 2! 3!
= 0.857

6. The Probability that a man aged 50 years will die within a year is 0.01125. What is the

probability that of 12 such men atleast 11 will reach their 51st birthday?

V
Solution: Given: p = P (a man aged 50 years will die) = 0.01125 and n = 12

λ = np = 12 × 0.01125 = 0.135

V
P (atleast 11 persons will reach their 51st birthday)

= P (atmost one person dies)

= P (X ≤ 1) = P (X = 0, 1)
sh
= P (X = 0) + P (X = 1)
e−0.135 × (0.135)0 e−0.135 × (0.135)1
= +
je
0! 1!
= 0.9916
Vi

7. The average number of phone calls per minute coming into a switchboard between 2 and

4 pm is 2.5. Determine the probability that during one particular minute there will be

(i) 0 (ii) 4 or fewer (iii) more than 6 telephone calls.

r.

Solution: Average number of phone calls per minute = λ = 2.5

e−2.5 (2.5)0
(i) P (0 telephone calls) = P (X = 0) = = 0.08208
D

0!
(ii) P (4 or fewer calls) = P (X ≤ 4)

= P (X = 0, 1, 2, 3, 4)
e−2.5 (2.5)0 e−2.5 (2.5)1 e−2.5 (2.5)2 e−2.5 (2.5)3 e−2.5 (2.5)4
= + + + +
0! 1! 2! 3! 4!
= 0.8912

(iii) P (more than 6 telephone calls) = P (X > 6)

= P (X = 7, 8, 9, .....∞)

= 1 − P (X ≤ 6)

= 0.0142

23 Mathematics [Group A] (Module I)

2.14 Problems 2 RANDOM VARIABLES

8. A distributor of seeds determines from extensive tests that 5% of large batch seeds will

not germinate. He sells the seeds in packets of 200 and guarantees 90% germination.

Determine the Probability that a particular packet will violate the guarantee ?
5
Solution: p = P (seeds will not germinate) = 5% = = 0.05 and n = 200
100
λ = np = 200 × 0.05 = 10

P (a particular packet will violate the guarantee)

= P (X > 20) = P (X = 21, 22, ....∞)

= 1 − P (X ≤ 20)

= 1 − P (X = 0, 1, 2, ..., 20)

V
= 0.0016

9. It is known that 5% of the books bound at a certain bindery have defective bindings.

V
Find the Probability that at most 2 of 100 book bound by this bindery will have defective

binding using
sh
(i) The formula for binomial distribution

(ii) Poisson approximation to the binomial distribution

Solution: The probability of a defective binding is p = 5% = 0.05.

je

Hence, q = 1 − p = 1 − 0.05 = 0.95.

Vi

The total number of books is n = 100.

We need to find the probability of at most 2 defective books, i.e., P (X ≤ 2).

(i) Binomial Distribution: The pdf is

f (x) = P (X = x) = n Cx px q(n−x) ; x = 0, 1, 2, ...., 100

r.

∴ P (X ≤ 2) = P (X = 0, 1, 2)
D

= 100 C0 (0.05)0 (0.95)100 + 100 C1 (0.05)1 (0.95)99 + 100 C2 (0.05)2 (0.95)98

≈ 0.11826
(ii) Poisson Distribution: The pdf is
e−λ λx
f (x) = P (X = x) = ; x = 0, 1, 2, ....., ∞
x!
Here λ = np = 100 × 0.05 = 5

∴ P (X ≤ 2) = P (X = 0, 1, 2)
e−5 50 e−5 51 e−5 52
= + +
0! 1! 2!
= 0.12465

24 Mathematics [Group A] (Module I)

2.15 Joint Probability Distribution 2 RANDOM VARIABLES

2.15 Joint Probability Distribution

The joint probability mass function of two discrete random variables X and Y is defined as

f (x, y) = P (X = x, Y = y).

Note that as usual, the comma means ”and,” so we can write

f (x, y) = P (X = x, Y = y) = P ((X = x) and (Y = y)) .

XX
Note: f (x, y) ≥ 0 and f (x, y) = 1
x y

2.16 Marginal Probability Distribution Function

X
The marginal probability mass function of X is fX (x) = f (x, y)

V
y
X
Similarly, the marginal probability mass function of Y is fY (y) = f (x, y)
x

V
2.17 Independent Random Variables

Two random variables X and Y are said to be independent if and only if

sh
f (x, y) = fX (x) · fY (y) , when X and Y are discrete
je
2.18 Problems

1. 3 balls are drawn at random without replacement from a box containing 2 white, 3 red
Vi

and 4 black balls. If X denotes the number of white balls and Y denotes the number of

red balls drawn. Find the joint probability distribution of X, Y.

Solution: A box contains 2 white, 3 red, and 4 black balls.

r.

3 balls are drawn at random without replacement.

X denotes the number of white balls drawn.

D

Y denotes the number of red balls drawn.

The total number of balls is 9.

The number of ways to choose k items from n is given by the combination formula:
n!
C(n, k) = .
k!(n − k)!
X can take values 0, 1, 2.

Y can take values 0, 1, 2, 3.

The sum X + Y must be less than or equal to 3

4C 1
3
∴ P (X = 0, Y = 0) = P (all are Black balls) = 9C
=
3 21

25 Mathematics [Group A] (Module I)

2.18 Problems 2 RANDOM VARIABLES

3C × 4C 3
1 2
P (X = 0, Y = 1) = P (1 Red and 2 Black balls) = 9C
=
3 14
3C × 4C 1
2 1
P (X = 0, Y = 2) = P (2 Red and 1 Black balls) = 9C
=
3 7
3C 1
3
P (X = 0, Y = 3) = P (all are Red balls) = 9C
=
3 84
2C 4C 1
1× 2
P (X = 1, Y = 0) = P (1 White and 2 Black balls) = 9C
=
3 7
2C 3C × 4C 2
1× 1 1
P (X = 1, Y = 1) = P (1 White, 1 Red and 1 Black balls) = 9C
=
3 7
2C × 3C 1
1 2
P (X = 1, Y = 2) = P (1 White and 2 Red balls) = 9C
=
3 14
2C × 4C 1
Black balls) = 29 1

V
P (X = 2, Y = 0) = P (2 White and 1 =
C3 21
2C × 3C 1
P (X = 2, Y = 1) = P (2 White and 1 Red balls) = 29 1
=
C3 28

V
Thus,
X \Y 0 1 2 3
1 3 1 1
0 21 14 7 84
sh
1 2 1
1 7 7 14 0
1 1
2 21 28 0 0
je

x+y
2. The joint distribution of X and Y given by f (x, y) = , x = 1, 2, 3; y = 1, 2. Find the
21
Vi

marginal distribution of X and Y. Find the means of X and Y.

2 2
X X x+y
Solution: The marginal PMF of X is fX (x) = f (x, y) = .
21
y=1 y=1
3 3
X X x+y
The marginal PMF of Y is fY (y) = f (x, y) = .
r.

21
x=1 x=1
Thus,
D

X \Y 1 2 fX (x)
2 3 5
1 21 21 21
3 4 7
2 21 21 21
4 5 9
3 21 21 21
9 12
fY (y) 21 21 1
Hence, Marginal distribution of X is

X 1 2 3
5 7 9
fX (x) 21 21 21

26 Mathematics [Group A] (Module I)

2.18 Problems 2 RANDOM VARIABLES

and Marginal distribution of Y is

Y 1 2
9 12
fY (y) 21 21
X 5 7 9 46
Mean of X is xfX (x) = 1 ×+2× +3× =
21 21 21 21
X 9 12 11
Mean of Y is yfY (y) = 1 × +2× =
21 21 7
1
3. The joint pdf of X and Y is given by f (x, y) = (2x + y) ; X = 0, 1, 2 ; Y = 0, 1, 2
27
(i) Find the marginal distributions of X and Y.

(ii) Are X and Y independent random variables?

2 2
1

V
X X
Solutions: Marginal distribution of X is fX (x) = f (x, y) = (2x + y).
27
y=0 y=0
2 2
X X 1
The marginal distribution of Y is fY (y) = f (x, y) = (2x + y).

V
27
x=0 x=0
Thus,
X \Y 0 1 2 fX (x)
sh
1 2 3
0 0 27 27 27
2 3 4 9
1 27 27 27 27
4 5 6 15
je
2 27 27 27 27
6 9 12
fY (y) 27 27 27 1
Vi

Hence, Marginal distribution of X is

X 0 1 2
3 9 15
fX (x) 27 27 27
and Marginal distribution of Y is
r.

Y 0 1 2
D

6 9 12
fY (y) 27 27 27

(ii) f (x, y) = fX (x) · fY (y)

f (0, 0) = 0
3 6
fX (0) = and fY (0) =
27 27
Hence, fX (0) · fY (0) , 0
So, X and Y are not independent.

4. The joint pdf of 2 discrete random variables X and Y is defined as f (x, y) = c(2x + y) ; X = 0, 1, 2 ; Y = 0, 1,

and f (x, y) = 0, otherwise. Find

27 Mathematics [Group A] (Module I)

2.18 Problems 2 RANDOM VARIABLES

(i) the value of c.

(ii) P (X = 2, Y = 1)

(iii) P (X ≥ 1, Y ≤ 2)

(iv) marginal distribution function of X and Y.

(v) are X and Y independent.

Solutions: Given that f (x, y) = c(2x + y)

Thus,
X \Y 0 1 2 3 fX (x)

0 0 c 2c 3c 6c

V
1 2c 3c 4c 5c 14c

2 4c 5c 6c 7c 22c

V
fY (y) 6c 9c 12c 15c 42c
1
(i) 42c = 1 ⇒ c =
42
5
sh
(ii) P (X = 2, Y = 1) = 5c =
42
(iii) P (X ≥ 1, Y ≤ 2) = P (X = 1, 2; Y = 0, 1, 2)

= 2c + 3c + 4c + 4c + 5c + 6c
je

24
= 24c =
42
Vi

4
=
7
(iv) Marginal distribution function of X is

X 0 1 2
r.

6 14 22
fX (x) 6c = 42 14c = 42 22c = 42
Marginal distribution function of Y is
D

Y 0 1 2 3
6 9 12 15
fY (y) 6c = 42 9c = 42 12c = 42 15c = 42

(v) f (x, y) = fX (x) · fY (y)

2 1
f (1, 1) = 2c = =
42 21
14 9
fX (1) = and fY (1) =
42 42
14 9 3
Hence, fX (1) · fY (1) = × =
42 42 42
Thus, f (1, 1) , fX (1) · fY (1)
So, X and Y are not independent.

28 Mathematics [Group A] (Module I)

2.19 Expected Value of a Function of Two Discrete Variables 2 RANDOM VARIABLES

2.19 Expected Value of a Function of Two Discrete Variables

Let X and Y be jointly distributed discrete random variables with pmf f (x, y). Then the ex-

pected value of a function g(X, Y ), denoted by E[g(X, Y )] or µg(X,Y ) , is given by

XX
E[g(X, Y )] = g(x, y)f (x, y)
x y
Example 1: Five friends have purchased tickets to a certain concert. If the tickets are for seats

1 to 5 in a particular row and the tickets are randomly distributed among the five, what is the

expected number of seats separating any particular two of the five?

Solution: Let X and Y be the seat numbers of the two particular friends.

Possible (X, Y ) pairs are {(1, 2), (1, 3), ..., (5, 4)}.

V
The joint pmf of (X, Y ) is 

 1

 20

 ; x = 1, 2, · · · , 5 ; y = 1, 2, · · · , 5 ; x , y
f (x, y) = 

V


0 ; otherwise


The number of seats separating them is g(X, Y ) = |X − Y | − 1.
sh
Thus, g(x, y) for each possible (x, y) pair is
je
Vi

Thus
r.

5
5 X
XX X 1
E[g(X, Y )] = g(x, y)f (x, y) = (|X − Y | − 1) · =1
20
D

x y x=1 y=1 x,y

29 Mathematics [Group A] (Module I)