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Understanding Random Variables in Probability

The document is a tutorial on probability, focusing on the classification of random variables as discrete or continuous, with examples such as height, grades, and age. It includes exercises on probability density functions, cumulative distribution functions, and mixed random variables, along with calculations and sketches. The tutorial aims to enhance understanding of probabilistic concepts and their applications.

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0% found this document useful (0 votes)
4 views2 pages

Understanding Random Variables in Probability

The document is a tutorial on probability, focusing on the classification of random variables as discrete or continuous, with examples such as height, grades, and age. It includes exercises on probability density functions, cumulative distribution functions, and mixed random variables, along with calculations and sketches. The tutorial aims to enhance understanding of probabilistic concepts and their applications.

Uploaded by

hongyennguyen584
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Introduction to Probability

Tutorial 8

1. Consider a random variable measuring the following quantities. In each case, state with
reasons whether you think it is more appropriate to dene the random variable as discrete
or as continuous.

(a) A person's height


(b) A student's course grade
(c) The thickness of a metal plate
(d) The purity of a chemical solution
(e) The type of personal computer a person owns
(f) A person's age

2. A random variable X takes values between 4 and 6 with a probability density function
1
f (x) =
x ln(1.5)

for 4 ≤ x ≤ 6 and f (x) = 0 elsewhere.

(a) Make a sketch of the probability density function.


(b) Check that the total area under the probability density function is equal to 1.
(c) What is P (4.5 ≤ X ≤ 5.5)?
(d) Construct and sketch the cumulative distribution function.

3. A random variable X takes values between 0 and ∞ with a cumulative distribution function

F (x) = A + Be−x

for 0 ≤ x < ∞.

(a) Find the values of A and B and sketch the cumulative distribution function.
(b) What is P (2 ≤ X ≤ 3)?
(c) Construct and sketch the probability density function.

1
4. (Just for fun) Sometimes a random variable is a mix of discrete and continuous components.
For example, suppose that the dial-spinning game is modied in the following way. First
a fair coin is tossed and if a head is obtained, the player wins $500 and the dial is not
spun. However, if a tail is obtained, the player spins the dial and receives winnings of
θ
$1000 × 180 as before. In this game there is a probability of 0.5 of winning $500, with all the
other possible winnings between $0 and $1000 being equally likely. The coin toss provides
a discrete element to the winnings, and the dial spin provides a continuous element. The
best way to describe the probabilistic properties of mixed random variables such as this
is through a cumulative distribution function. The cumulative distribution function of the
winnings from this game is given by the gure below.

(a) What is the probability of winning less than $200?


(b) What is the probability of winning between $400 and $700?

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