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8/30/2019

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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8/30/2019

DISCRETE OR CONTINUOUS R.V.? PROBABILITY DISTRIBUTION OF


A DISCRETE RANDOM VARIABLE
1. An experiment consists of making 80 telephone calls in order to sell a particular insurance policy.
If X is a discrete random variable which takes the values
Requirements for a probability
The random variable in this experiment is a ________________________ x1, x2,…, xn,
distribution of a discrete random
then P(X= xi) is the probability of X:
2. An experiment consists of determining the speed automobiles on a highway by the use of radar variable:
equipment. The random variable in this experiment is a _____________________
P(X= x1), P(X= x2),…, P(X= xn)
1. 0 ≤ P(X= xi) ≤ 1
where all probabilities are positive.
2. ∑ P(X= xi) = 1

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).

corresponding probabilities of the values


The probability distributions can be classified according to its corresponding random variables:
DISCRETE PROBABILITY DISTRIBUTION and CONTINUOUS PROBABILITY DISTRIBUTION

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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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MEAN AND VARIANCE OF


A SAMPLE

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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EXPECTED VALUE (MEAN) AND VARIANCE OF


A DISCRETE PROBABILITY DISTRIBUTION
EXAMPLE:
The probability distribution of X, the no. of defective light bulbs purchased by a shopkeeper is shown
below.

Find the mean and the standard deviation of the no. of defective light bulbs purchased by the
shopkeeper.

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