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The Expectation of a Random Variable

 Expectation of a discrete random variable with p.m.f 𝐏 𝑿 = 𝒙𝒊 = 𝒑𝒊

𝐸 𝑋 = ෍ 𝒑𝒊 𝒙𝒊
𝑖

 Expectation of a continuous random variable with p.d.f 𝑓(𝑥)

𝐸 𝑋 =න 𝑥𝑓 𝑥 𝑑𝑥
𝑠𝑡𝑎𝑡𝑒 𝑠𝑝𝑎𝑐𝑒

 The expected value of a random variable is also called the MEAN of

the random variable

34 Dr. [Link], Associate Professor, SENSE, VIT

Expectations of Discrete Random Variables

 Example 1 (discrete random variable)

 The expected repair cost is

E (cost) = ($50  0.3) + ($200  0.2) + ($350  0.5) = $230

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Expectations of Continuous Random

Variables
 Example 2 (continuous random variable)
 The expected diameter of a metal cylinder is
50.5
E( X ) =  x(1.5 − 6( x − 50.0) 2 )dx
49.5
 Change of variable:𝑦 = 𝑥 − 50

0.5
E ( x) =  ( y + 50)(1.5 − 6 y 2 )dy
−0.5
0.5
= (−6 y 3 − 300 y 2 + 1.5 y + 75)dy
−0.5

= [−3 y 4 / 2 − 100 y 3 + 0.75 y 2 + 75 y ]0.5

−0.5

= [25.09375] − [−24.90625] = 50.0

36 Dr. [Link], Associate Professor, SENSE, VIT

Expectations of Continuous Random

Variables
 Symmetric Random Variables
 If 𝑥 has a p.d.f 𝑓(𝑥) that is symmetric
about a point so that
𝑓 𝜇+𝑥 =𝑓 𝜇−𝑥 f ( x) E( X ) = 
 Then, 𝐸 𝑋 = 𝜇

 So that the expectation of the

random variable is equal to the
point of symmetry

 x
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Medians of Random Variables

 Median
 Information about the “middle” value of the random variable

F ( x) = 0.5
 Symmetric Random Variable
 If a continuous random variable is symmetric about a point 𝜇, then
both the median and the expectation of the random variable are equal
to 𝜇

F ( x) = 1.5 x − 2( x − 50.0)3 − 74.5 = 0.5

x = 50.0
38 Dr. [Link], Associate Professor, SENSE, VIT

Moments
Moments of a random variable X are of two types:

 (i) Moments about origin

 (ii) Central moments

Moments about Origin

 Let X is a random variable with pdf 𝑓𝑋 (𝑥).

 Then the nth order moment about the origin is given by

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Moments
 If n = 0, we get the area of the function 𝒇𝑿 (𝒙) which is equal to 1.

 While n = 1 is equal to E[X].

 The second moment about origin is known as mean square of X

(mean square value) given by

 If X is a discrete random variable then nth order moment about

origin is given by

40 Dr. [Link], Associate Professor, SENSE, VIT

Moments
Central Moments

 In central moments, the mean is subtracted from the variable before

the moment is taken in order to remove bias in the higher moments
due to the mean.

 For a random variable X with pdf 𝑓𝑋 (𝑥), the nth order central
moment is given by

41 Dr. [Link], Associate Professor, SENSE, VIT

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Moments
 For discrete random variable the nth order central moment is given
by

 For a random variable the first-order central moment in zero. That is

 Therefore, the lowest central moment or any real interest is the

second central moment

42 Dr. [Link], Associate Professor, SENSE, VIT

The variance of a Random Variable

Variance(𝜎 2 )

 The central moment for the case of n = 2 is very important and is

known as variance, which is denoted by 𝝈𝟐

 Thus, the variance is given by a positive quantity that measures the

spread of the distribution of the random variable about its mean value

Var( X ) = E (( X − E ( X )) 2 )
= E ( X 2 ) − ( E ( X )) 2
 Standard Deviation

 The positive square root of the variance

 Denoted by 𝜎

43 Dr. [Link], Associate Professor, SENSE, VIT

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The variance of a Random Variable

 Three distribution with identical mean values but different variances

 Example 1 Var( X ) = E (( X − E ( X )) 2 ) =  pi ( xi − E ( X )) 2
i

= 0.3(50 − 230) + 0.2(200 − 230) 2 + 0.5(350 − 230) 2

2

=17,100 =  2  = 17,100 = 130.77

44 Dr. [Link], Associate Professor, SENSE, VIT

Types of Discrete Distributions

 These distributions model the probabilities of random variables that
can have discrete values as outcomes.

1. Bernoulli Distribution

2. Binomial Distribution

3. Poisson Distribution

4. Hypergeometric Distribution

5. Negative Binomial Distribution

6. Geometric Distribution

7. Multinomial Distribution and so on…

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Bernoulli Distribution
 This distribution is generated when we perform an experiment once

 It has only two possible outcomes – success and failure.

 The trials of this type are called Bernoulli trials, which form the basis
for many distributions discussed below.

 Let p be the probability of success and 1 – p is the probability of

failure. The pmf is

 The pmf is also defined as

46 Dr. [Link], Associate Professor, SENSE, VIT

Bernoulli Distribution
 The cumulative distribution function of a Bernoulli random variable
X is given by
0 𝑖𝑓 𝑥 < 0
𝐹𝑋 𝑥 = ቐ1 − 𝑝 𝑖𝑓0 ≤ 𝑥 < 1
1 𝑖𝑓𝑥 ≥ 1

 Mean of Bernoulli Distribution: 𝑬[𝑿] = 𝒑

 Variance of Bernoulli Distribution: 𝑽𝒂𝒓[𝑿] = 𝒑(𝒑 − 𝟏)

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Bernoulli Distribution

48 Dr. [Link], Associate Professor, SENSE, VIT

Binomial Distribution
 This is generated for random variables with only two possible
outcomes.

 Let p denote the probability of an event is a success which implies 1

– p is the probability of the event being a failure.

 Performing the experiment repeatedly and plotting the probability

each time gives us the Binomial distribution.

 The distribution of a binomial random variable with parameters (n,

p) is given by

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Binomial Distribution
 The binomial density and distribution functions are also given by

 Mean of Binomial Distribution: 𝑬[𝑿] = 𝒏𝒑

 Variance of Binomial Distribution: 𝑽𝒂𝒓[𝑿] = 𝒏𝒑(𝒑 − 𝟏)

50 Dr. [Link], Associate Professor, SENSE, VIT

Binomial Distribution

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Poisson Distribution
 This distribution describes the events that occur in a fixed interval of
time or space.

Example

 Consider the case of the number of calls received by a customer

care center per hour.

 We can estimate the average number of calls per hour but we

cannot determine the exact number and the exact time at which
there is a call.

 Each occurrence of an event is independent of the other

occurrences.

52 Dr. [Link], Associate Professor, SENSE, VIT

Poisson Distribution
 Poisson random variable with parameter 𝝀 , where 𝝀 >0, if its
distribution is of the form

 The Poisson random variable density and distribution functions

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Poisson Distribution
 Mean of Poisson Distribution: 𝑬[𝑿] = 𝝀

 Variance of Poisson Distribution: 𝑽𝒂𝒓[𝑿] = 𝝀

 For Poisson Distribution the mean and variance are same.

54 Dr. [Link], Associate Professor, SENSE, VIT

Types of Continuous Distributions

 These distributions model the probabilities of random variables that
can have continuous values as outcomes.

1. Uniform Distribution

2. Normal/Gaussian Distribution

3. Exponential Distribution

4. Rayleigh Distribution

5. Gamma Distribution

6. Weibull Distribution

7. Chi-square Distribution and so on…

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Uniform Distribution
 This distribution plots the random variables whose values have equal
probabilities of occurring.

 The most common example is flipping a fair die. Here, all 6 outcomes
are equally likely to happen. Hence, the probability is constant.

 The probability density function of uniform random variable X over

the interval (a, b) is

 The CDF of a continuous uniform random variable

56 Dr. [Link], Associate Professor, SENSE, VIT

Uniform Distribution
 Consider the example where a = 10 and b = 20,

𝒃+𝒂
 Mean of Uniform Distribution: 𝑬[𝑿] = 𝟐
(𝒃−𝒂)𝟐
 Variance of Uniform Distribution: 𝑽𝒂𝒓[𝑿] = 𝟐
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Normal/Gaussian Distribution
 This is the most commonly discussed distribution and most often
found in the real world.

 Many continuous distributions often reach normal distribution given

a large enough sample.

 This has two parameters namely mean and standard deviation.

 The pdf of a random variable is given by

 We can write the CDF of x as

58 Dr. [Link], Associate Professor, SENSE, VIT

Normal/Gaussian Distribution

 Mean of Normal Distribution: 𝑬[𝑿] = 𝝁𝒙

 Variance of Normal Distribution: 𝑽𝒂𝒓[𝑿] = 𝝈𝟐𝒙

 Mean of Gaussian Distribution: 𝑬 𝑿 = 𝝁𝒙 = 𝟎

 Variance of Gaussian Distribution: 𝑽𝒂𝒓 𝑿 = 𝝈𝟐𝒙 = 𝟏

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Normal/Gaussian Distribution

60 Dr. [Link], Associate Professor, SENSE, VIT

Exponential Distribution
 Exponential distribution is a good model for the time between two
consecutive occurrences of independent events.

 In the Poisson distribution, we took the example of calls received by

the customer care center.

 In that example, we considered the average number of calls per hour.

 Now, in this distribution, the time between successive calls is

explained.

 The exponential distribution can be seen as an inverse of the Poisson

distribution.

 The events in consideration are independent of each other.

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Exponential Distribution
 The pdf of an exponential random variable is given by

 The CDF of an exponential random variable is given by

62 Dr. [Link], Associate Professor, SENSE, VIT

Exponential Distribution
𝟏
 Mean of Exponential Distribution: 𝑬[𝑿] = 𝝀
𝟏
 Variance of Exponential Distribution: 𝑽𝒂𝒓[𝑿] = 𝝀𝟐

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