2018EC ECEg-2061 Probability and Random Process 1
2 Chapter Two:
Random variables
2018EC ECEg-2061 Probability and Random Process 2
2 Goals of The Chapter
2.1 Introduction, Probability density function (PDF), Probability
mass function (PMF)
2.2 Cumulative distribution function (CDF)
2.3 Mean and variance of continuous and discrete random variable
2.4 Common and Important random variables
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2 Random variables
[Link], Probability density function (PDF), Probability mass function (PMF)
• RVs is a function Assigns value to each out comes of an experiment.
• Define a RV used to define a Probability function
• Consider a RV with S, a RV X(Ɛ) is single valued real function that assigns real
number called the value of X(Ɛ) to each sample point of S.
A function to be a RV must satisfies
1. The set {X ≤ x} is an event for every x
2. Probability of event at x = ∞ & x = -∞ is Zero
Example 1: Die experiment assign 1 to each Even outcomes and 0 to each odd
outcomes
Solution:
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2 Random variables
[Link], Probability density function (PDF), Probability mass function (PMF)
Types of RVs:
1. Discrete RVs:
• have only Discrete values
• S can be discrete
• Countable finite values
2. Continuous RVs:
• Countable infinite values
• Have continuous range values
• S can’t be discrete
Note: Sample space S termed as Domain and the collection of all numbers are termed
as Range of the RV.
Example 2: a die experiment, assigned six outcomes the numbers
thus
Find the set
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2 Random variables
[Link], Probability density function (PDF), Probability mass function (PMF)
Distribution and Density Function:
• Distribution function of RV: is given by
Example 3: Define RV X for coin tossed with P(H) = p and P(T) = q and x(h) = 1 and x(t)
= 0. Find Distribution function for every x from -∞ to ∞
Example 4: for the above die experiment draw
and find F(100), F(35) and F(29.99)
Example 5: Toss a fair coin 2 times and RV X represents the number of heads results from
the experiment, find probability Distribution?
Density Function: is given by the following
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2 Random variables
[Link], Probability density function (PDF), Probability mass function (PMF)
• A RV can be described by two functions
1. Discrete RV: described by
• Probability Mass Function: Pmf
• Cumulative Mass Function: cmf
2. Continuous RV: described by
• Probability Density Function: pdf
• Cumulative Distribution Function: cdf
1. Discrete RVs:
• Its probability distribution is described by
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2 Random variables
[Link], Probability density function (PDF), Probability mass function (PMF)
Example 6: Tossing 2, 6 sided die and the RV X represents total score. List the
probability distribution?
i. PMF of Discrete RV:
• Pmf of a DRV is a function that assign a probability to each possible outcomes of a
RVs.
Example 7: coin tossed once find and sketch the Pmf of the experiment?
Example 8: Consider a Rv X represents the number of heads in an experiment of
tossing coin 3 times. Find and sketch its Pmf?
EX: consider a die is rolled, let the RV X represents each possible outcomes find and
sketch its Pmf”
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2 Random variables
[Link], Probability density function (PDF), Probability mass function (PMF)
Property of Pmf:
Example 9: Given the function
Ex:
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2 Random variables
2.2 Cumulative distribution function (CDF)
ii. CMF of Discrete RV: is a function that maps the probability of wider event A. given
by
Example 10: Find the CMF of the given Function and sketch pmf and cmf?
Example 11: Coin is tossed 3 times and X Rv represe RV X represents each possible
outcomes find and sketch its Pmf”
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2 Random variables
2.2 Cumulative distribution function (CDF)
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2 Random variables
2.2 Cumulative distribution function (CDF)
Example 12: a DRv has a pmf given below, from the the given
function find
a) Cmf and Sketch
b) Find
Example 13:
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2 Random variables
2.2 Cumulative distribution function (CDF)
2. Continuous Rvs:
Let X be a Rv, continuous that can take anyvalue between a and b, a ≤ x ≤ b so its
probability is given by
[Link] of CRvs: cdf of a CRv is defined as
•Its property
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2 Random variables
2.2 Cumulative distribution function (CDF)
Example 15: Consider the following cdf, then
a. Sketch and check for validity of cdf
b. Find
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2.2 Cumulative distribution function (CDF)
ii. Pdf of CRvs :
Pdf of a crv is the derivative of cdf
Eg 16: Consider the given Cdf to find its Pdf?
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2.2 Cumulative distribution function (CDF)
Example17: For the Given Pdf Find its Cdf
Exercise: Spinner that could take any value between
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2.3 Mean and variance of continuous and discrete random variable
Mean and Variance:
1. DRv
• Mean [Expected] value
• The Variance
• Standard Deviation
• Central Moment: moment about the mean moment
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2.3 Mean and variance of continuous and discrete random variable
Example 1: Find the Expected value for DRv x with Pmf
Example 2: Find Mean and Variance
Exercise: Find mean and Variance of tossing two, six sided die, X represents a Rv of
total score ?
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2 Random variables
2.3 Mean and variance of continuous and discrete random variable
2. CRvs:
• Mean
• Variance
• Central Moment
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2 Random variables
2.3 Mean and variance of continuous and discrete random variable
Example 3: Pdf of a CRv is given below, find its Mean and Variance
Example 4: a Rv X between -1 and 1 has a Pdf given below find expected value and
variance?
Exercise: Pdf for X the number of Defects in a Random Selected printed CKT board
(PCB) given below find
a) Probability of getting PCB with less than 2 Defects?
b) At least one defect?
c) Mean and Variance?
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2.3 Mean and variance of continuous and discrete random variable
Function of Rvs:
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2.3 Mean and variance of continuous and discrete random variable
Example 5: Rv X has a Pmf below and
Example 6: Clearance between cylinder and piston shown below X1 is diameter of
cylinder, X2 diameter of piston and C is clearance
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2.4 Common and Important random variables
Important Rvs:
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2.4 Common and Important random variables
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2.4 Common and Important random variables
Example 7: (Binomial), in a production line 80% of transistors are working and 20%
are Defective. Calculate probability that at least 3 out of 5 transistors are working?
Ans: 0.94208
Example 8: (Poisson), Birth at hospital occurs randomly at average rate of 1.8 per hour.
Find the Probability of
i. finding exactly 4 births? Ans: 0.0723
ii. Observing more than or equal to 2 births in one hour? Ans: 0.537
Example 9: Ckt board has 300 diodes with probability of failure in one diode is 0.002,
if X represents a failure diode in board calculate the probability of 1, 2, 5 diodes
failing in the board using
1. Binomial….Ans: 0.32975, 0.09879, 0.00035
2. Poisson…..Ans: 0.3293, 0.09879, 0.00036
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2 Random variables
2.4 Common and Important random variables