Fundamentals of Probability

Ghahramani
Third Edition

ISBN 978-1-29203-912-1

9 781292 039121

Fundamentals of Probability
with Stochastic Processes
Saeed Ghahramani
Third Edition

Pearson Education Limited

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184
4.6

Chapter 4

Distribution Functions and Discrete Random Variables

STANDARDIZED RANDOM VARIABLES

Let X be a random variable with mean and standard deviation . The random variable
X = (X )/ is called the standardized X. We have that

1

= E(X) = = 0,

1
2

Var(X ) = Var X
= 2 Var(X) = 2 = 1.

E(X ) = E

When standardizing a random variable X, we change the origin to and the scale to
the units of standard deviation. The value that is obtained for X is independent of the
units in which X is measured. It is the number of standard deviation units by which
X differs from E(X). For example, let X be a random variable with mean 10 feet and
standard deviation 2 feet. Suppose that in a random observation we obtain X = 16; then
X = (16 10)/2 = 3. This shows that the distance of X from its mean is 3 standard
deviation units regardless of the scale of measurement. That is, if the same quantities
are measured, say, in inches (12 inches = 1 foot), then we will get the same standardized
value:
X =

16 12 10 12
= 3.
2 12

Standardization is particularly useful if two or more random variables with different

distributions must be compared. Suppose that, for example, a students grade in a probability test is 72 and that her grade in a history test is 85. At rst glance these grades
suggest that the student is doing much better in the history course than in the probability
course. However, this might not be truethe relative grade of the student in probability
might be better than that in history. To illustrate, suppose that the mean and standard
deviation of all grades in the history test are 82 and 7, respectively, while these quantities
in the probability test are 68 and 4. If we convert the students grades to their standard
deviation units, we nd that her standard scores on the probability and history tests are
given by (72 68)/4 = 1 and (85 82)/7 = 0.43, respectively. These show that her
grade in probability is 1 and in history is 0.43 standard deviation unit higher than their
respective averages. Therefore, she is doing relatively better in the probability course
than in the history course. This comparison is most useful when only the means and
standard deviations of the random variables being studied are known. If the distribution
functions of these random variables are given, better comparisons might be possible.
We now prove that, for a random variable X, the standardized X, denoted by X , is
independent of the units in which X is measured. To do so, let X1 be the observed value
of X when a different scale of measurement is used. Then for some > 0, we have that

184

Chapter 4

Review Problems

185

X1 = X + , and
X1



(X + ) E(X) +
X1 E(X1 )
=
=
X1
X+


X E(X)
X E(X)
=
=
= X .
X
X

EXERCISES

1.

Mr. Norton owns two appliance stores. In store 1 the number of TV sets sold by
a salesperson is, on average, 13 per week with a standard deviation of ve. In
store 2 the number of TV sets sold by a salesperson is, on average, seven with a
standard deviation of four. Mr. Norton has a position open for a person to sell TV
sets. There are two applicants. Mr. Norton asked one of them to work in store 1
and the other in store 2, each for one week. The salesperson in store 1 sold 10
sets, and the salesperson in store 2 sold six sets. Based on this information, which
person should Mr. Norton hire?

2.

The mean and standard deviation in midterm tests of a probability course are 72
and 12, respectively. These quantities for nal tests are 68 and 15. What nal
grade is comparable to Velmas 82 in the midterm.

REVIEW PROBLEMS

1. An urn contains 10 chips numbered from 0 to 9. Two chips are drawn at random
and without replacement. What is the probability mass function of their total?
2. A word is selected at random from the following poem of Persian poet and mathematician Omar Khayyam (10481131), translated by English poet Edward Fitzgerald (18081883). Find the expected value of the length of the word.
The moving nger writes and, having writ,
Moves on; nor all your Piety nor Wit
Shall lure it back to cancel half a line,
Nor all your tears wash out a word of it.

185

186

Chapter 4

Distribution Functions and Discrete Random Variables

3. A statistical survey shows that only 2% of secretaries know how to use the highly
sophisticated word processor language TEX. If a certain mathematics department
prefers to hire a secretary who knows TEX, what is the least number of applicants
that should be interviewed so as to have at least a 50% chance of nding one such
secretary?
4. An electronic system fails if both of its components fail. Let X be the time (in
hours) until the system fails. Experience has shown that

t  t/200
P (X > t) = 1 +
e
,
t 0.
200
What is the probability that the system lasts at least 200 but not more than 300
hours?
5. A professor has prepared 30 exams of which 8 are difcult, 12 are reasonable, and
10 are easy. The exams are mixed up, and the professor selects four of them at
random to give to four sections of the course he is teaching. How many sections
would be expected to get a difcult test?
6.

The annual amount of rainfall (in centimeters) in a certain area is a random variable
with the distribution function
"
0
x<5
F (x) =
1 (5/x 2 )
x 5.
What is the probability that next year it will rain (a) at least 6 centimeters; (b) at
most 9 centimeters; (c) at least 2 and at most 7 centimeters?

7.

Let X be the amount (in uid ounces) of soft drink in a randomly chosen bottle
from company A, and Y be the amount of soft drink in a randomly chosen bottle
from company B. A study has shown that the probability distributions of X and
Y are as follows:
x

15.85

15.9

16

16.1

16.2

P (X = x)

0.15

0.21

0.35

0.15

0.14

P (Y = x)

0.14

0.05

0.64

0.08

0.09

Find E(X), E(Y ), Var(X), and Var(Y ) and interpret them.

8.

The fasting blood-glucose levels of 30 children are as follows.

58 62 80 58 64 76 80 80 80 58
62 64 76 76 58 64 62 80 58 58
80 64 58 62 76 62 64 80 62 76

186

Chapter 4

Review Problems

187

Let X be the fasting blood-glucose level of a child chosen randomly from this
group. Find the distribution function of X.
9.

Experience shows that X, the number of customers entering a post ofce, during
any period of length t, is a random variable the probability mass function of which
is of the form
p(i) = k

10.

(2t)i
,
i!

i = 0, 1, 2, . . . .

(a)

Determine the value of k.

(b)

Compute P (X < 4) and P (X > 1).

From the set of families with three children a family is selected at random, and
the number of its boys is denoted by the random variable X. Find the probability
mass function and the probability distribution functions of X. Assume that in a
three-child family all gender distributions are equally probable.

The following exercise, a truly challenging one, is an example of a game in which

despite a low probability of winning, the expected length of the play is high.
11.

(The Clock Solitaire) An ordinary deck of 52 cards is well shufed and dealt
face down into 13 equal piles. The rst 12 piles are arranged in a circle like the
numbers on the face of a clock. The 13th pile is placed at the center of the circle.
Play begins by turning over the bottom card in the center pile. If this card is a king,
it is placed face up on the top of the center pile, and a new card is drawn from the
bottom of this pile. If the card drawn is not a king, then (counting the jack as 11
and the queen as 12) it is placed face up on the pile located in the hour position
corresponding to the number of the card. Whichever pile the card drawn is placed
on, a new card is drawn from the bottom of that pile. This card is placed face up on
the pile indicated (either the hour position or the center depending on whether the
card is or is not a king) and the play is repeated. The game ends when the 4th king
is placed on the center pile. If that occurs on the last remaining card, the player
wins. The number of cards turned over until the 4th king appears determines the
length of the game. Therefore, the player wins if the length of the game is 52.
(a)

Find p(j ), the probability that the length of the game is j . That is, the 4th
king will appear on the j th card.

(b)

Find the probability that the player wins.

(c)

Find the expected length of the game.

187

Chapter 5

Special Discrete
Distributions
In this chapter we study some examples of discrete random variables. These random variables appear frequently in theory and applications of probability, statistics, and
branches of science and engineering.

5.1

BERNOULLI AND BINOMIAL RANDOM VARIABLES

Bernoulli trials, named after the Swiss mathematician James Bernoulli, are perhaps the
simplest type of random variable. They have only two possible outcomes. One outcome
is usually called a success, denoted by s. The other outcome is called a failure, denoted
by f . The experiment of ipping a coin is a Bernoulli trial. Its only outcomes are heads
and tails. If we are interested in heads, we may call it a success; tails is then a failure.
The experiment of tossing a die is a Bernoulli trial if, for example, we are interested in
knowing whether the outcome is odd or even. An even outcome may be called a success,
and hence an odd outcome a failure, or vice versa. If a fuse is inspected, it is either
defective or it is good. So the experiment of inspecting fuses is a Bernoulli trial. A
good fuse may be called a success, a defective fuse a failure.
The sample space of a Bernoulli trial contains two points, s and f . The random
variable dened by X(s) = 1 and X(f ) = 0 is called a Bernoulli random variable.
Therefore, a Bernoulli random variable takes on the value 1 when the outcome of the
Bernoulli trial is a success and 0 when it is a failure. If p is the probability of a success,
then 1 p (sometimes denoted q) is the probability of a failure. Hence the probability
mass function of X is

1 p q if x = 0
(5.1)
p(x) = p
if x = 1

0
otherwise.

From Chapter 5 of Fundamentals of Probability, with Stochastic Processes, Third Edition.

Saeed Ghahramani. Copyright 2005 by Pearson Education, Inc. All rights reserved.

188