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RANDOM VARIABLE
DEFINITION:
A random variable is a numerical description of the outcome of experiment that is determined by a
chance process.
Capital letters are usually used to denote random variables and the corresponding small letters to
denote the values.
EXAMPLE: A coin is flipped two times.
The possible outcomes for the experiment are HH, HT, TH AND TT.
Let variable X represent the numbers of heads: X=the no. of heads
X = {0, 1, 2}
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RANDOM VARIABLE
OUTLINE Random variables are numerical values which can be DISCRETE or CONTINUOUS.
1. Definition of probability distribution
Discrete random variable Continuous random variable
2. Special discrete probability distributions A variable whose values are A variable that can assume any
3. Special continuous probability distributions countable or exact numerical value over a certain
interval or intervals
Examples: Examples:
OBJECTIVES 1. The no of books sold during a 1. The time taken to complete
1. Understand discrete and continuous probability distributions given month answering an exam questions
2. The no of houses in certain 2. The height of a person
2. Calculate probability using Binomial, Poisson and Normal distributions
district 3. The weight of a person
3. The no of cars passing through
the toll plaza
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Exercise 1.1: 1 & 2 Discrete probability distribution P(X= xi) can be summarized using:
1. Table – commonly used
2. Graph – helpful in determining the shape of the data distribution
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PROBABILITY DISTRIBUTION OF
A DISCRETE RANDOM VARIABLE
PROBABILITY DISTRIBUTION
EXAMPLE:
DEFINITION:
A fair six-sided die is rolled. If X represents the number on die.
PROBABILITY is the chance that a given event will occur.
EXAMPLE: What is the probability of a coin landing on tail after one trial?
a) Show that X is a discrete random variable.
b) Graph the probability distribution function for the roll of a single six-sided die.
PROBABILITY DISTRIBUTION consists of the values a random variable can assume and the
c) Find P(X<4).
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PROBABILITY DISTRIBUTION OF
A CONTINUOUS RANDOM VARIABLE EXPECTED VALUE (MEAN) AND VARIANCE OF
A DISCRETE PROBABILITY DISTRIBUTION
A continuous random variable X is defined by its probability density function f(x), for all values of X
The mean, variance and standard deviation for a probability distribution are computed differently from
which are valid in its interval.
samples.
If X is valid in the interval [a, b], the characteristics of the probability distribution of a continuous
The EXPECTED VALUE of a discrete random variable is the average value for the random variable over
random variable are:
many repeats of the experiment Mean = E(X).
a) f(x) ≥ 0
The VARIANCE is a measure of dispersion or variability of a random variable.
b) 1 The STANDARD DEVIATION is the positive square root of the variance.
c) P(a < X < b)=P(a ≤ X ≤ b)= P(a ≤ X < b)= P(a < X ≤ b)=
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PROBABILITY DISTRIBUTION OF
EXPECTED VALUE (MEAN) AND VARIANCE OF
A CONTINUOUS RANDOM VARIABLE
A DISCRETE PROBABILITY DISTRIBUTION
EXAMPLE:
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Given f ( x ) = ( 4 − x ) for 1≤ x ≤ 3. Show that the function is the probability density function and Sample Probability Distribution
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find P(X ≤ 2). Mean ∑ ∑
̅
Variance 1 ∑
∑ ∑
1
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EXAMPLE:
The data shows the no. of patients in a sample of six hospitals who acquired an infection while
hospitalized.
110, 76, 29, 38, 105, 31
Find the mean and the standard deviation.
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Find the mean and the standard deviation of the no. of defective light bulbs purchased by the
shopkeeper.
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