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Random Variables & Probability Distributions

Chapter Five discusses random variables, defining them as numerical descriptions of outcomes from experiments, and categorizing them into discrete and continuous types. It explains probability distributions, their properties, and how to calculate expected values for both discrete and continuous random variables. Additionally, the chapter covers the concepts of mean and variance, providing examples to illustrate these statistical measures.

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10 views5 pages

Random Variables & Probability Distributions

Chapter Five discusses random variables, defining them as numerical descriptions of outcomes from experiments, and categorizing them into discrete and continuous types. It explains probability distributions, their properties, and how to calculate expected values for both discrete and continuous random variables. Additionally, the chapter covers the concepts of mean and variance, providing examples to illustrate these statistical measures.

Uploaded by

kasser1219
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

CHAPTER FIVE

5. 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.
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.
 S  HHH , HHT , HTH , HTT , THH , THT , TTH , TTT 
 X HHH   3,
X HHT   X HTH   X THH   2,
X HTT   X THT   X TTH   1
X TTT   0
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 car accidents per week.
 Number of defective items in a given company.
 Number of machines working in a factory
 Number of faults in an electrical circuit
2. Continuous random variable: are variables that can assume all values between any two give
values.
Examples:
 Height of students at certain college.
 Time taken to complete a task
 Voltage in an electrical circuit
 Temperature of a machine
 Length or weight of a material
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.

X x 0 1 2 3

P X  x  1 8 38 38 18
Probability distribution is denoted by P for discrete and by f for continuous random variable.
Properties of Probability Distribution:
1.
P( x)  0, if X is discrete.
f ( x)  0, if X is continuous.
2.

 P X  x   1 ,
x
if X is discrete.

 f ( x)dx
x
 1 , if is continuous.

Note:
1. If X is a continuous random variable then
b
P(a  X  b)   f ( x)dx
a

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


 P ( a  X  b )  P ( a  X  b )  P ( a  X  b)  P ( a  X  b )
3. If X is discrete random variable the
b 1
P ( a  X  b)   P( x)
x  a 1
b 1
P ( a  X  b)   p ( x )
xa
b
P ( a  X  b)   P( x)
x  a 1
b
P ( a  X  b)   P ( x )
xa

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:

E ( X )  X 1 P( X 1 )  X 2 P( X 2 )  ....  X n P( X n )
n
  X i P( X i )
i 1

2. Let X be a continuous random variable assuming the values in the interval (a, b) such that
b
 f ( x)dx  1 ,then
a

b
E ( X )   x f ( x)dx
a

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
X x 0 1 2 3

P X  x  1 8 38 38 18
 E ( X )  X 1P( X 1 )  X 2 P( X 2 )  ....  X n P( X n )
 0 *1 8  1* 3 8  .....  2 *1 8
 1.5

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:

X x $1 $2 $5 $10 $15 $20

P X  x  0.1 0.2 0.3 0.2 0.15 0.05

What is expected that an average donor to contribute?


Solution:
X x $1 $2 $5 $10 $15 $20 Total

P X  x  0.1 0.2 0.3 0.2 0.15 0.05 1

xP( X  x) 0.1 0.4 1.5 2 2.25 1 7.25

6
 E ( X )   xi P( X  xi )  $7.25
i 1

Mean and Variance of a random variable


Let X be given random variable.
1. The expected value of X is its mean
 Mean of X  E (X )
2. The variance of X is given by:
Variance of X  var( X )  E ( X 2 )  [ E ( X )]2
Where:
n
E ( X 2 )   xi P( X  xi ) , if X is discrete
2

i 1

  x 2 f ( x)dx , if X is continuous.
x
Examples: Find the mean and the variance of a random variable X in example 2 above.
Solutions:
X x $1 $2 $5 $10 $15 $20 Total

P X  x  0.1 0.2 0.3 0.2 0.15 0.05 1

xP( X  x) 0.1 0.4 1.5 2 2.25 1 7.25

x 2 P( X  x) 0.1 0.8 7.5 20 33.75 20 82.15

There are some general rules for mathematical expectation.


Let X and Y are random variables and k be a constant.
RULE 1
E (k )  k
RULE 2
Var (k )  k
RULE 3
E (kX )  kE( X )
RULE 4
Var (kX )  k 2Var ( X )
RULE 5
E ( X  Y )  E ( X )  E (Y )

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