RANDOM VARIBALES AND PROBABILITY DISTRIBUTIONS
Concept of a Random Variable
Definition 1: A random variable is a function that associates a real number with each element in the
sample space.
Example 1: Two balls are drawn in succession without replacement from an urn containing 4 red balls and
3 black balls. What are the possible outcomes and the values y of the random variable Y, where Y is the
number of red balls?
Example 2: A stockroom clerk returns three safety helmets at random to three steel mill employees who
had previously checked them. If Smith, Jones, and Brown, in that order, receive one of the three hats, list
the sample points for the possible orders of returning the helmets, and find the value m of the random
variable M that represents the number of correct matches.
Example 3: Consider the simple condition in which components are arriving from the production line and
they are stipulated to be defective or not defective.
Example 4: Statisticians use sampling plans to either accept or reject batches or lots of material. Suppose
one of these sampling plans involves sampling independently 10 items from a lot of 100 items in which 12
are defective.
Example 5: Suppose a sampling plan involves sampling items from a process until a defective is observed.
The evaluation of the process will depend on how many consecutive items are observed.
Example 6: Interest centers around the proportion of people who respond to a certain mail order
solicitation.
Example 7: Let X be the random variable defined by the waiting time, in hours, between successive
speeders spotted by a radar unit.
Definition 2: If a sample space contains a finite number of possibilities or an unending sequence with as
many elements as there are whole numbers, it is called a discrete sample space.
Definition 3: If a sample space contains an infinite number of possibilities equal to the number of points on
a line segment, it is called a continuous sample space.
A random variable is called a discrete random variable if its set of possible outcomes is
countable. The random variables in Examples 1 to 5 are discrete random variables. But a random variable
whose set of possible values is an entire interval of numbers is not discrete. When a random variable can
take on values on a continuous scale, it is called a continuous random variable. Often the possible
values of a continuous random variable are precisely the same values that are contained in the continuous
sample space. Obviously, the random variables described in Examples 3.6 and 3.7 are continuous random
variables.
In most practical problems, continuous random variables represent measured data, such as all
possible heights, weights, temperatures, distance, or life periods, whereas discrete random variables
represent count data, such as the number of defectives in a sample of k items or the number of highway
fatalities per year in a given state. Note that the random variables Y and M of Examples 1 and 2 both
represent count data, Y the number of red balls and M the number of correct hat matches.
Discrete Probability Distributions
Definition 4: The set of ordered pairs ( x , f ( x ) ) is a probability function, probability mass function, or
probability distribution of the discrete random variable X if, for each possible outcome x,
1. f ( x ) ≥ 0 ,
❑
2. ∑ f ( x )=1 ,
x
3. P ( X=x ) =f ( x ).
Example 8: A shipment of 20 similar laptop computers 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.
Example 9: If a car agency sells 50% of its inventory of a certain foreign car equipped with side airbags,
find a formula for the probability distribution of the number of cars with side airbags among the next 4 cars
sold by the agency.
Definition 5: The cumulative distribution function F ( x ) of a discrete random variable X with probability
distribution f ( x ) is
❑
F ( x )=P ( X ≤ x )=∑ f ( t ) , for−∞ < x <∞ .
t≤x
Example 10: Find the cumulative distribution function of the random variable X in Example 9. Using f ( x ) ,
verify that f ( 2 )=3/8.
Continuous Probability Distributions
Definition 6: The function f ( x ) is a probability density function (pdf) for the continuous random variable
X, defined over the set of real numbers, if
1. f ( x ) ≥ 0 , for all x ∈ R .
∞
2. ∫ f ( x ) dx=1.
−∞
b
3. P ( a< X <b ) =∫ f ( x ) dx .
a
Example 11: 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
2
x
f ( x )={ ,−1< x <2 ,0 ,elsewhere .
3
(a) Verify that f ( x ) is a density function.
(b) Find P ( 0< X ≤ 1 ).
Definition 7: The cumulative distribution function F ( x ) of a continuous random variable X with density
function f ( x ) is
x
F ( x )=P ( X ≤ x )=∫ f ( t ) dt , for−∞ < x <∞ .
−∞
Example 12: For the density function of Example 11, find F ( x ), and use it to evaluate P ( 0< X ≤ 1 ) .
Example 13: The Department of Energy (DOE) puts projects out on bid and generally estimates what a
reasonable bid should be. Call the estimate b. The DOE has determined that the density function of the
winning (low) bid is
5 2
f ( y )={ , b ≤ y ≤2 b , 0 , elsewhere .
8b 5
Find F ( y ) and use it to determine the probability that the winning bid is less than the DOE’s preliminary
estimate b.
