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Probability Theory 8

This document discusses uniform distributions and mixed random variables. It defines the uniform distribution and its probability density function. The cumulative distribution function of a uniformly distributed random variable is also defined. Examples are provided to illustrate calculating probabilities for uniformly distributed random variables. The document then introduces mixed random variables as those that are neither discrete nor continuous, but a mixture of both, with both a continuous part and discrete part defined by a probability function.

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Viba R Udupa
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62 views

Probability Theory 8

This document discusses uniform distributions and mixed random variables. It defines the uniform distribution and its probability density function. The cumulative distribution function of a uniformly distributed random variable is also defined. Examples are provided to illustrate calculating probabilities for uniformly distributed random variables. The document then introduces mixed random variables as those that are neither discrete nor continuous, but a mixture of both, with both a continuous part and discrete part defined by a probability function.

Uploaded by

Viba R Udupa
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 12

MA208 –Probability Theory and

Applications
O NE -D IMENSIONAL R ANDOM VARIABLES

Dr. Kedarnath (MACS) February 3, 2021 1 / 12


U NIFORM D ISTRIBUTION

D EFINITION
A CRV X is said to be uniform distribution over the interval [a, b], if its
PDF is given by given by
(
1
, a ≤ x ≤ b,
fx (x) = b−a
0, elsewhere,

Dr. Kedarnath (MACS) February 3, 2021 2 / 12


U NIFORM D ISTRIBUTION

N OTE
Z +∞
(i) Check that f (x)dx = 1.
−∞

(ii) For any subinterval [c, d], where a ≤ c < d ≤ b,


Z d
d−c
P (c ≤ X ≤ d) = f (x)dx =
c b −a

Dr. Kedarnath (MACS) February 3, 2021 3 / 12


U NIFORM D ISTRIBUTION

T HE CDF OF UNIFORMLY DISTRIBUTED RANDOM VARIABLE X


Let X ∼ U ([a, b])
The CDF can be obtained as:

Fx (x) = P (X ≤ x) ∀x ∈ R
Z x
= fx (y)dy
−∞

=0 if x < a,
x−a
= if a ≤ x < b,
b−a
=1 if x ≥ b.

Dr. Kedarnath (MACS) February 3, 2021 4 / 12


U NIFORM D ISTRIBUTION

E XAMPLE
A point is chosen at random on the line segment [0, 2]. What is the
probability that the chosen point lies between 1 and 23 ?

Let X represent the coordinate of the chosen point,


we have that the pdf of X is given by f (x) = 12 , 0 < x < 2,
hence P (1 ≤ X ≤ 32 ) = 14 .

Dr. Kedarnath (MACS) February 3, 2021 5 / 12


U NIFORM D ISTRIBUTION

E XAMPLE
A point is chosen at random on a line of length L. What is the
probability that the ratio of the shorter to the longer segment is less
than 41 ?

Dr. Kedarnath (MACS) February 3, 2021 6 / 12


U NIFORM D ISTRIBUTION

A NSWER
X ∼ U ([0, L])
Case-1 Let X < L − X. Then
   
X 1 L
P < =P X<
L−X 4 5
Z L
5 1
= dx
0 L
1L 1
= =
L5 5

Dr. Kedarnath (MACS) February 3, 2021 7 / 12


U NIFORM D ISTRIBUTION
A NSWER
Case-2 Let L − X < X. Then
   
L−X 1 4L
P < =P X>
X 4 5
Z L
1
= dx
4L L
5
 
1 4L
= L−
L 5
1
=
5
So the required probability is
   
X 1 L−X 1 1 1 2
P < +P < = + =
L−X 4 X 4 5 5 5
Dr. Kedarnath (MACS) February 3, 2021 8 / 12
U NIFORM D ISTRIBUTION

E XERCISE 1
Let X be the life length of an electron tube and suppose that X may be
represented as a CRV with PDF
(
be−bx , x > 0
f (x) =
0 elsewhere

Let pj = P (j ≤ X < j + 1). Show that pj is of the form (1 − a)aj and


determine a.

E XERCISE 2
If the random variable K is uniformly distributed over [0, 5], What is the
probability that the roots of the equation 4x2 + 4xK + K + 2 = 0 is real?

Dr. Kedarnath (MACS) February 3, 2021 9 / 12


Dr. Kedarnath (MACS) February 3, 2021 10 / 12
M IXED R ANDOM VARIABLES

1. Random variables that are neither discrete nor continuous, but a mixture of both.
2. In particular, a mixed random variable has a continuous part and a discrete part.
3. The random variable X may assume certain distinct values, say x1 , . . . , xn , with
positive probability and also assume all values in some interval, say a ≤ x ≤ b.
4. The probability distribution of such a random variable would be as follows:
4.1. To each value xi assign a number p(xi ) such that p(xi ) ≥ 0 all i, and such
n
X
that p(xi ) = p < 1.
i=1
Z b
4.2. Then define a function f satisfying f (x) ≥ 0, f (x)dx = 1 − p.
a
5. For all a, b, with −∞ < a < b < +∞,
Z b X
P (a ≤ X ≤ b) = f (x)dx + p(xi ).
a {i:a≤xi ≤b}

Dr. Kedarnath (MACS) February 3, 2021 11 / 12


Let X be an RV with

0 x<0

1


x=0



Fx (x) = 2
1 x
+ 0<x<1





 2 2

1 1≤x

Note that the distribution function has a jump at x = 0 and F is


continuous in the interval (0, 1). So the random variable X is neither
discrete nor continuous.

Dr. Kedarnath (MACS) February 3, 2021 12 / 12

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