e-Class notes

Subject Code: MTH-S- 504

Topic: Probability and Statistics

By

Dr. RITESH AGRWAL

Department of Computer Application
UIET, CSJM University, Kanpur
 Probability and Statistics

Random variable or variate - Let E be a random experiment and S be a sample

space associated with it. A function X assigning to every element , a real

number X(s) is called a random variable

In other words

A random variable is any numerical quantity whose value will be determined by

the outcome of a random experiment and which have a specific range and a

definable probability associated with each value

A random variable is also called chance variable or variate

Example (i) If a series of throw with an ordinary die is made, we shall get any one

of the number 1, 2, 3, 4, 5, 6 in each throw

(ii) If the heights and weights of the students of a class are measured we get a pair

of real number for each student

Type of random variable

Discrete random variable If a random variable assumes only a finite number or

countable infinite number of values of X, X is called discrete random variable.

The possible value of x may be taken finite case and in

countably infinite case

Continuous random variable A random variable is said to be continuous, if it can

assume only value in some interval or intervals

i.e.

A random variable is continuous if its range forms an uncountable set of real

numbers

Probability of distribution of a discrete random variable Let X be random

variable which takes the value then the probability that X=x is
i

denoted by P(X=x ) or p(x ) or p called probability of x .

i i i i

The probability distribution of a discrete random variable is the set of order pair

, must satisfy the following conditions

Example Let X be the number of points appearing in a toss of a die then the

probability distribution of f discrete random variable X is given by

X 1 2 3 4 5 6

p(X=x ) i

(ii) If a coin is tossed two times, the distribution of getting head 0, 1 and 2 times is

X=x i 0 1 2
p (X=x )
i

Mathematical expectation The mathematical expectation of x or simplify

expectation of x or expected value of x denoted by E(X).

The mathematical expression for computing the expected value of a discrete

random variable X with probability mass function is given below

The mathematical expression for computing the expected value of a continuous

random variable X with probability density function is given below

Example A random variable X has the following probability values of x

Values of X, x 0 1 2 3 4 5 6 7

p(x) 0 K 2k 2k 3k k 2k 7k +k2
2 2

(i) find k

(ii) Evaluate P(X<6), P(X≥6), P(0<X<5)

(iii) Determine the distribution function of X

Sol. Since
We have

k + 2k + 2k + 3k + k2 + 2k2 + 7k2 + k = 1

10 k + 9k – 1 = 0
2

10 k + 10k – k – 1 = 0
2

(k+1) (10k – 1) = 0

(ii) P(X<6)

= P(X=0) + P(X=1) + P(X=2) + P(X=3) + P(X=4) + P(X=5)

P(0<X<5) = P(X=1) + P(X=2) + P(X=3) + P(X=4)

= 8k

(iv)
X 0 1 2 3 4 5 6 7

p(x) 0 k 2k 2k 3k k 2 2k 2
7k +k
2

F(x)=P(X ≤ x) 0 k 3k 5k 8k 8k+k 8k+3k 10k +9k

2 2 2

F(x)=P(X ≤ x) 0 1

Q. A random variable X has the following probability function

x -2 -1 0 1 2 3

p(x) .1 k .2 2k .3 k

Find (a) the value of k

(b) Expected value of x

Sol. (a) Since

We have

.1 + k + .2 + 2k + .3 + k = 1

4k + .6 = 1 4k

= .4

k = .1
(b) Expected value of x

Q. The probability function of a random variable X is given by

Find (a) the value of k

(b) P(X<2), P(X ≤ 2), P(0<X<2)

(c) Distribution function of X

(a)

Since

We have k + 2k + 3k = 1

6k = 1
(ii) P(x<2)

= P(x=0) + P(x=1)

P(0 < x <2) = P(x=1)

= 2k

3. The following is the distribution function of a discrete random variable X:

X -3 -1 0 1 2 3 5 8

F(x) .10 .30 .45 .5 .75 .90 .95 1.00

Find the probability distribution of X

Sol.

X -3 -1 0 1 2 3 5 8

F(x) .10 .30 .45 .5 .75 .90 .95 1.00

p(x) .10 .20 .15 .05 .25 .15 .05 .05

Continuous variable

Probability Density Function – Let X be a continuous random variable, then the function f (x) is defined by

over the range (finite or infinite) of continuous random variable X is called the probability density function of a random variable

Thus, we give the properties of the Probability density function

where c and d are any real numbers d > c

Q. Let X be a continuous random variable with p. d. f.

(i) Determine the constant a

(ii) Compute P (X≤1.5)

(i) Constant ‘a’ is determined from the consideration that total probability is unity
Q. The diameter of an electric cable say X, is assumed to be a continuous random

variable with p. d. f.

(i) Check that above is p. d. f.

(ii) Determine a number b s. t.

(i)
Now,

Hence f (x) is the p. d. f. of random variable X

Hence is only real value lying between 0 and 1

Q. A continuous random variable X has p. d. f. Find a and b s.t.

Solution
Q. The mileage c in thousands of miles which car owners get with a certain kind of

tyre is a random variable having probability density function.

Find the probabilities that one of these tyres will last

(i) at most 10,000 miles

(ii) at least 30,000 miles

Solution Let random variable denote the mileage with a certain kind of tyre, then

required probability is given by

Q. The amount of bread (in hundreds of pounds) x that a certain bakery is able to

sell in a day is found to be a numerical valued random phenomenon, with a

probability function specified by the p. d. f. f(x), is given by :

(a) Find the value of k such that f(x) is a probability density function.

(b) What is the probability that the number of pounds of bread that will be sold

tomorrow is: (i) more than 500 pounds, (ii) less than 500 pounds, and (iii) between

250 and 750 pounds?

Solution (a) In order that f(x) should be a probability density function:

(b) (i) The probability that the number of pounds of bread that will be sold tomorrow is more than 500 pounds is given by:

(i)The probability that the number of pounds of bread that will be sold tomorrow is less than 500 pounds, is given by:
or

(iii) The required probability is given by:

Q. A petrol pump is supplied with petrol once a day. If its daily volume of sales (X) in thousands of liters is distributed by:

what must be the capacity of its tank in order that the probability that its supply

will be exhausted in a given day shall be 0.01

Solution Let the capacity of the tank (in thousands of liters) be ‘a’ such that
Hence the capacity of the tank = liters =601.9 liters.

Cumulative distribution or distribution function since in the case of continuous

variables the probabilities are given by integrals it is more convenient to deal with

into integrals of densities. Thus the probability that the value of the variate is less

than x is

F(x) is called the cumulative function of x or the cumulative distribution

The cumulative frequency has the properties

F(x) is non decreasing function

The probability density is given by

Q. The distribution function of a random variable x is given by

Find the corresponding density function of random variable x.

Solution The p. d. f.

Q. A random variable x has the density function

Determine k and the distribution function

Solution It will be density function if

The distribution function

We know that