MTU Stat Dept Probability and statistics Chapter-5

Chapter - 5
5. RANDOM VARIABLES AND DISCRETE PROBABILITY DISTRIBUTIONS
5. 1 RANDOM VARIABLES

 Variable: is any characteristic or attribute that can assume different values.

 A random variable (r.v): is a variable whose values are determined by chance.
Definition: A random variable is a numerical description of the outcomes of an experiment or a
numerical valued function defined on sample space, usually denoted by capital letters.
Example: If X is a random variable, then it is a function from the elements of the
sample space to the set of real numbers. i.e.
X is a function X: S → R
 A random variable takes a possible outcome and assigns a number to it.
Example: Flip a coin three times, let X be the number of heads in three tosses.
𝑆 = {𝐻𝐻𝐻, 𝐻𝐻𝑇, 𝐻𝑇𝐻, 𝑇𝐻𝐻, 𝐻𝑇𝑇, 𝑇𝐻𝑇, 𝑇𝑇𝐻, 𝑇𝑇𝑇}.
≫ 𝑋(𝐻𝐻𝐻) = 3, 𝑋(𝐻𝐻𝑇) = 𝑋(𝐻𝑇𝐻) = 𝑋(𝑇𝐻𝐻) = 2,
𝑋(𝐻𝑇𝑇) = 𝑋(𝑇𝐻𝑇) = 𝑋(𝑇𝑇𝐻) = 1, 𝑋(𝑇𝑇𝑇) = 0.
𝑋 = {0, 1, 2, 3}
 X assumes a specific number of values with some probabilities.
Random variables are of two types:
1. Discrete random variable: are variables which can assume only a specific number of values. They
have values that can be counted.
Examples:
 Toss coin n times and count the number of heads.
 Number of children in a family.
 Number of car accidents per week.
 Number of defective items in a given company.
 Number of bacteria per two cubic centimeter of water.
2. Continuous random variable: are variables that can assume all values between any two give
values.
Examples:
 Height of students at certain college.
 Mark of a student.
 Life time of light bulbs.
 Length of time required to complete a given training.

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 MTU Stat Dept Probability and statistics Chapter-5

Definition: a probability distribution consists of a value a random variable can assume and the
corresponding probabilities of the values.
Example: Consider the experiment of tossing a coin three times. Let X be the number of
heads. Construct the probability distribution of X.
Solution: First identify the possible value that X can assume.
 Calculate the probability of each possible distinct value of X and express
X in the form of frequency distribution.
𝑋=𝑥 0 1 2 3
𝑃(𝑋 = 𝑥) 1/8 3/8 3/8 1/8

 NB: Probability distribution is denoted by P for discrete and by f for continuous random
variable.
Requirements for probability distribution
1. 𝑃(𝑥) ≥ 0, 𝑓𝑜𝑟 𝑑𝑖𝑠𝑐𝑟𝑒𝑡𝑒 𝑟. 𝑣. 2. ∑𝑥 𝑃(𝑥) = 1, 𝑓𝑜𝑟 𝑑𝑖𝑠𝑐𝑟𝑒𝑡𝑒 𝑟. 𝑣.
∞
𝑓(𝑥) ≥ 0, 𝑓𝑜𝑟 𝑐𝑜𝑛𝑡𝑖𝑛𝑜𝑢𝑠 𝑟. 𝑣 ∫−∞ 𝑓(𝑥)𝑑𝑥 = 1, 𝑓𝑜𝑟 𝑐𝑜𝑛𝑡𝑖𝑛𝑜𝑢𝑠 𝑟. 𝑣.
Note:
𝑏
1. If X is a continuous random variable then 𝑃(𝑎 < 𝑋 < 𝑏) = ∫𝑎 𝑓(𝑥)𝑑𝑥.
2. Probability of a fixed value of a continuous random variable is zero.
𝑏
≫ 𝑃(𝑎 < 𝑋 < 𝑏) = 𝑃(𝑎 ≤ 𝑋 < 𝑏) = 𝑃(𝑎 < 𝑋 ≤ 𝑏) = 𝑃(𝑎 ≤ 𝑋 ≤ 𝑏) = ∫ 𝑓(𝑥)𝑑𝑥.
𝑎
3. If X is discrete random variable then
𝑏−1 𝑏−1

𝑃(𝑎 < 𝑋 < 𝑏) = ∑ 𝑃(𝑥) ; 𝑃(𝑎 ≤ 𝑋 < 𝑏) = ∑ 𝑃(𝑥),

𝑥=𝑎+1 𝑥=𝑎
𝑏 𝑏

𝑃(𝑎 < 𝑋 ≤ 𝑏) = ∑ 𝑃(𝑥) ; 𝑃(𝑎 ≤ 𝑋 ≤ 𝑏) = ∑ 𝑃(𝑥).

𝑥=𝑎+1 𝑥=𝑎
4. Probability means area for continuous random variable.
Introduction to Expectation
1. Let a discrete random variable X assume the values 𝑥1 , 𝑥2 , … , 𝑥𝑛 with the probabilities
𝑃(𝑥1 ), 𝑃(𝑥2 ), … , 𝑃(𝑥𝑛 ) respectively. Then the expected value of X ,denoted as 𝐸(𝑋) is
defined as:
𝑛

𝐸(𝑋) = ∑ 𝑥𝑖 𝑃(𝑥𝑖 ) = 𝑥1 𝑃(𝑥1 ) + 𝑥2 𝑃(𝑥2 ) + ⋯ + 𝑥𝑛 𝑃(𝑥𝑛 ).

𝑖=1

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2. Let X be a continuous random variable assuming the values in the interval (a, b) such that
𝑏 𝑏
, ∫𝑎 𝑓(𝑥)𝑑𝑥 = 1, then 𝐸(𝑋) = ∫𝑎 𝑥 𝑓(𝑥)𝑑𝑥.

Mean and Variance of a Random Variable

 Let X is random variable.
 The expected value of X is its mean
≫ 𝑚𝑒𝑎𝑛 𝑜𝑓 𝑋 = 𝐸(𝑋) = 𝜇.
 The variance of X is given by:
𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 𝑜𝑓 𝑋 = 𝑉𝑎𝑟(𝑋) = 𝜎 2 = 𝐸(𝑋 2 ) − [𝐸(𝑋)]2 = 𝐸(𝑋 2 ) − 𝜇 2 .
∑𝑛𝑖=1 𝑥𝑖 2 𝑃(𝑥𝑖 ) ; 𝑖𝑓 𝑥 𝑖𝑠 𝑑𝑖𝑠𝑐𝑟𝑒𝑡𝑒.
2)
𝑊ℎ𝑒𝑟𝑒: 𝐸(𝑋 ={ 𝑏
∫𝑎 𝑥 2 𝑓(𝑥)𝑑𝑥 ; 𝑖𝑓 𝑥 𝑖𝑠 𝑐𝑜𝑛𝑡𝑖𝑛𝑜𝑢𝑠.
Remark: For a random variable X and constant "c''.
1. 𝐸(𝑐) = 𝑐 ; 2. 𝐸(𝑐𝑋) = 𝑐 𝐸(𝑋); 3. 𝐸(𝑋 + 𝑌) = 𝐸(𝑋) + 𝐸(𝑌).
4. 𝑉𝑎𝑟(𝑐) = 0; 5. 𝑉𝑎𝑟(𝑐𝑋) = 𝑐 2 𝑉𝑎𝑟(𝑋).
Example: What is the mean and variance of a random variable X obtained by tossing a coin
two times where X is the number of tails.

Solution: First find the sample space and construct the probability distribution of X.
𝑆 = {𝐻𝐻, 𝐻𝑇, 𝑇𝐻, 𝑇𝑇} ; 𝑎𝑛𝑑 𝑋 = {0,1,2}.
𝑋=𝑥 0 1 2
𝑃(𝑋 = 𝑥) 1/4 2/4 1/4
3

𝑀𝑒𝑎𝑛 𝑜𝑓 𝑋 = 𝐸(𝑋) = 𝜇 = ∑ 𝑥𝑖 𝑃(𝑥𝑖 ) = 0 𝑥 1/4 + 1 𝑥 2/4 + 2 𝑥 1/4 = 1.

𝑖=1

𝑉𝑎𝑟(𝑋) = 𝜎 = 𝐸(𝑋 2 ) − [𝐸(𝑋)]2 = 𝐸(𝑋 2 ) − 𝜇 2 .

2

𝐵𝑢𝑡, 𝐸(𝑋 2 ) = ∑ 𝑥𝑖 2 𝑃(𝑥𝑖 ) = 02 𝑥 1/4 + 12 𝑥2/4 + 22 𝑥1/4 = 6/4.

𝑖=1

=> 𝑉𝑎𝑟(𝑋) = 𝜎 = 𝐸(𝑋 2 ) − [𝐸(𝑋)]2 = 𝐸(𝑋 2 ) − 𝜇 2 = 6/4 − 1 = 1/2.

2

5.2. Common discrete probability distributions

1. The binomial distributions
 It is used to model situations where there are 2- possible outcomes, success and failure.
 A binomial experiment is a probability experiment that satisfy the following four
requirements:
1. There must be a fixed number of trials (called n).

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2. Each trial has only one of the two possible outcomes. i.e. success or failure.
3. The outcome of each trial must be independent of each other.
4. The probability of success must remain the same for each trial.
Examples of binomial experiments:
 Tossing a coin 20 times to see how many tails occur.
 Registering a newly produced product as defective or non defective.
 Asking 100 people if they favor the ruling party.
Definition: The outcome of a binomial experiment and the corresponding probabilities of these
outcomes are called a Binomial Distribution.

 𝑳𝒆𝒕 𝑷 − 𝒃𝒆 𝒕𝒉𝒆 𝒑𝒓𝒐𝒃𝒂𝒃𝒊𝒍𝒊𝒚 𝒐𝒇 𝒔𝒖𝒄𝒄𝒆𝒔𝒔 𝒂𝒏𝒅 𝒒.

 𝟏 − 𝒑 𝒃𝒆 𝒕𝒉𝒆 𝒑𝒓𝒐𝒃𝒂𝒃𝒊𝒍𝒊𝒕𝒚 𝒐𝒇 𝒇𝒂𝒍𝒊𝒖𝒓𝒆 𝒐𝒏 𝒂𝒏𝒚 𝒕𝒓𝒊𝒂𝒍.

Then, the probability of getting "x successes" in "n trials" becomes:
𝑛
𝑃(𝑋 = 𝑥) = ( ) 𝑝 𝑥 𝑞 𝑛−𝑥 ; 𝑥 = 0,1,2, … , 𝑛.
𝑥
 And this is sometimes written as: 𝑋~𝐵𝑖𝑛(𝑛, 𝑝).
Example 1: If a fair coin is tossed 3 times, then what is the probability of getting:
a. Exactly 2 heads? b. 2 heads or more? c. less than 3 heads?
Solution:𝑛 = 3; 𝐿𝑒𝑡 𝑥 − 𝑏𝑒 𝑡ℎ𝑒 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 ℎ𝑒𝑎𝑑𝑠 𝑖𝑛 𝑡𝑜𝑠𝑠𝑖𝑛𝑔 𝑎 𝑐𝑜𝑖𝑛 3 𝑡𝑖𝑚𝑒𝑠.
𝑖. 𝑒. 𝑋 = {0,1,2,3 = 𝑛}.
𝑋~𝐵𝑖𝑛(𝑛 = 3, 𝑝 = 0.5).
3
𝑎. 𝑃(𝑋 = 2) = ( ) (0.5)2 (1 − 0.5)3−1 = 3/8.
2
3 1 1
𝑏. 𝑃(𝑋 ≥ 2) = 𝑃(𝑋 = 2) + 𝑃(𝑋 = 3) = (32) (0.5)2 (1 − 0.5)3−1 + (33) (0.5)3 (1 − 0.5)3−3 = 8 + 8 = 2.

𝑐. 𝑃(𝑋 < 3) = 𝑃(𝑋 = 0) + 𝑃(𝑋 = 1) + 𝑃(𝑋 = 2) = 1 − 𝑃(𝑋 ≥ 3)

3 1
= 1 − ( ) (0.5)3 (1 − 0.5)3−3 = 1 − = 7/8.
3 8
Example 2: In a certain developing country 30% of the children are under nourished. In a
random sample of 25 children from a country, what is the probability that the number of under
nourished will be:
a) Exactly 10? b) Less than 5? c) 5 or more?
b) Between 3 or 5 inclusive? d) Less than 7, but more than 4?
Solution: n = 25; Let X- be the number of children who are under nourished:
𝑋~𝐵𝑖𝑛(𝑛 = 25, 𝑝 = 0.3).

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25
𝑎) 𝑃(𝑋 = 10) = ( ) (0.3)10 (1 − 0.3)25−10 = 0.0916.
10
𝑏) 𝑃(𝑥 < 5) = 𝑃(𝑥 = 0) + 𝑃(𝑥 = 1) + 𝑃(𝑥 = 2) + 𝑃(𝑥 = 3) + 𝑃(𝑥 = 4)
25 25 25 25
= ( ) (0.3)0 (1 − 0.3)25−0 + ( ) (0.3)1 (1 − 0.3)25−1 + ( ) (0.3)2 (1 − 0.3)25−2 + ( ) (0.3)3 (1 − 0.3)25−3
0 1 2 3
25
+ ( ) (0.3)4 (1 − 0.3)25−4 = 0.0905.
4
𝑐) 𝑃 (𝑋 ≥ 5) = 1 − 𝑃(𝑥 < 5) = 1 − 0.0905 = 0.9095.
𝑑) 𝑃 (3 ≤ 𝑋 ≤ 5) = 𝑃 (𝑋 = 3) + 𝑃 (𝑋 = 4) + 𝑃 (𝑋 = 5) = 0.1945.
𝑒) 𝑃(4 < 𝑥 < 7) = 𝑃(𝑋 = 5) + 𝑃 (𝑋 = 6) = 0.2502.
Remark: If X is a binomial random variable with parameters n and p then
𝑬(𝑿) = 𝒏𝒑 𝒂𝒏𝒅 𝑽𝒂𝒓(𝑿) = 𝒏𝒑𝒒.
2. The Poisson distributions
 It is used to model situations where the random variable x is the number of occurrences of a
particular event over a given period of time (space). Together with this property, the following
conditions must also be fulfilled.
Events are independent of each other.
Events occur singly.
Events occur at a constant rate (i.e. the mean number of occurrences is
proportional to the length of the interval).
 The poison distribution is used as a distribution of rare events such as:
 Number of telephone calls per minute.
 Number of misprints per page.
 Number of bacteria per slide.
 Number of road accidents per day.
 The processes that given rise to such events are called poison processes.
 The probability that the number of occurrences, x, over a given period of time is equal to:
𝑒 −𝜆 𝜆𝑥
𝑃(𝑋 = 𝑥) = ; 𝑥 = 0, 1, 2, … 𝑎𝑛𝑑 𝑒 = 2.7182818 …
𝑥!
Where: λ = is the average number of events in a given period of time.
 The Poisson distribution depends only on the average number of occurrences per unit time
(space).
 The mean and variance of a poison distribution is given by
𝑬(𝑿) = 𝝀 𝒂𝒏𝒅 𝑽𝒂𝒓(𝑿) = 𝛌.
Example: Suppose that the bank customers arrive randomly and independently on an average of 3.2
customers every 4 minutes. What is the probability that
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a. Exactly two customers arrive in every 4 minutes?

b. Exactly two customers will arrive in every 8 minutes interval?
c. One or more customers will arrive in every 12 minutes?
Solution: Let X- be number of customers arriving at the bank within 4 minutes.
λ = 3.2 within 4 minutes.
𝑒 −3.2 (3.2)2
𝑎. λ = 3.2, X = 2; 𝑷(𝑿 = 𝟐) =
2!
3.2 𝑥 8 𝑚𝑖𝑛𝑢𝑡𝑒 𝑒 −6.4 (6.4)2
𝑏. λ= = 6.4, 𝑋 = 2; 𝑷(𝑿 = 𝟐) = .
4 𝑚𝑖𝑛𝑢𝑡𝑒 2!
3.2 𝑥 12 𝑚𝑖𝑛𝑢𝑡𝑒
𝐶. λ= = 9.6, 𝑋 ≥ 1; 𝑷(𝑿 ≥ 𝟏) = P(X = 1) + P(X = 2) + P(X = 3) + ⋯
4 𝑚𝑖𝑛𝑢𝑡𝑒
𝑒 −9.6 (9.6)0
= {1 − P(X < 1)} = {1 − P(X = 0)} = {1 − } = 1 − 𝑒 −9.6 .
0!

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