Random variables and probability distributions

(Example and Exercises, Walpole, 8th edition)

 Statistics = making inferences about populations & population characteristics.

 A statistical experiment = process by which several chance observations are
generated. The outcome is assumed by the random variable.
 A random variable, Y, = function that associates a real number, y, with each
element in the sample space.

Example
2 balls are drawn in succession without replacement from an urn containing 4 red
balls, and 3 black balls. The possible outcomes and the values y of the random
variable Y, where Y is the number of red balls, are

Discrete sample space = a sample space that contains a finite number of

possibilities.
Example
Throwing of a dice until “5” occurs, what is the sample space?

Continuous sample space = a sample space that contains an infinite number of

possibilities equal to the number of points on a line segment.
Example
Distances of a certain automobile will travel over a test course on 5 litres of petrol.
The distances measured have an infinite number of possible distances, measured to
any degree.

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Discrete Probability Distributions
(Example and Exercises, Walpole, 8th edition)
A discrete random variable assumes each of its values with a certain probability.

Example
Tossing of a coin three times

A probability function, probability mass function or probability distribution of the

discrete random variable, X, is the set ordered in pairs  x, f ( x )  where

f ( x)  0,  f ( x)  1 .

Example
A shipment of 8 similar microcomputers to a retail outlet contains 3 that are
defective. If a school makes a random purchase of 2 of these computers, find the
probability distribution for the number of defectives.

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The cumulative distribution, F (x) , of a discrete random variable, X, with
probability distribution, f (x) , is

Refer to page 38,

In graphic form,  x, f ( x)  ,
Bar chart Probability histogram Discrete cumulative distribution

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Continuous Probability Distribution
(Example and Exercises, Walpole, 8th edition)

 Infinite points occurring between two values of discrete numbers in a

continuous random distribution and the probability of zero is assigned to such
event.
 However if we deal with an interval rather than point values, then we can
compute the probabilities.

The probability distribution of a continuous random variable cannot be presented in

a tabular form, but it can be stated as a formula. It is represented by a functional
notation f (x) for a continuous variable, X. f (x) is known as the probability
density function or density function of X.

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Example
Suppose that the error in the reaction temperature, in °C for a controlled laboratory
experiment is a continuous random variable, X, having the probability density
function,

x2 
  1  x  2
f ( x)   3 
0 elsewhere 


a) verify that  f ( x)  dx  1


b) Find P(0  X  1)

Exercise
1. A continuous random variable X that can assume values between x = 1 and x
1
= 3 has a density function given by f ( x)  .
2
(a) Show that the area under the curve is equal to 1,
(b) Find P(2 < X < 2.5),
(c) Find P(X ≤ 1.6).

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Exercise
2. An investment firm offers its customers municipal bonds that mature after
varying numbers of years. Given that the cumulative d istribution of T, the
number of years to maturity for a randomly selected bond is,

0, t 1 
1 
 , 1 t  3
4 
1
 

F (t )   , 3  t  5
2 
3 
 4 , 5  t  7
 

1, t  7 


Find
(a) P (T = 5);
(b) P (T > 3);
(c) P (1.4 < T < 6).