Chapter Two: Random Variables

Random Variables

2.1) Introduction
It is often possible to model real systems by using the same or similar
random experiments and their associated random variables. Numerical
random variables may be classified in two broad but distinct categories
called discrete random variables and continuous random variables. Often,
discrete random variables are associated with counting while continuous
random variables are associated with measuring.

Random Variables
A random variable is a function or rule that assigns a number to each
outcome of an experiment. Basically it is just a symbol that represents the
outcome of an experiment.
In practice, engineers are often concerned with two broad types of variables
and their probability distributions: discrete random variables and their
distributions, and continuous random variables and their distributions.
Discrete distributions arise from experiments involving counting, for
example, road deaths, car production and aircraft sales, while continuous
distributions arise from experiments involving measurement, for example,
voltage, corrosion and oil pressure.

The sample space S is termed the domain of the r.v. X, and the collection of
all numbers [values of ] is termed the range of the r.v. X. Thus the range
of X is a certain subset of the set of all real numbers.
Note that two or more different sample points might give the same value
of , but two different numbers in the range cannot be assigned to the
same sample point.

S X

𝜻 

𝑿 𝜻 R
Random variable X as a function

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Chapter Two: Random Variables

Two Types of Random Variables

 Discrete Random Variables

 Continuous Random Variables

 We will use capital letters from the end of the alphabet to represent a
random variable.
 Usually X.
 The corresponding lower case letter will represent a particular
value of the random variable.
 P(X = x) is the probability that the random variable X is equal
to the value x.

2.2) Discrete Random Variables

A discrete random variable X can take a countable number of distinct
values like 1, 2, 3, 4,… .Usually counts.
Definition (Discrete Random Variable). We say a random variable is a
discrete random variable if its space is either finite or countable.

Experiment 1: Tossing a coin once.

S = {Head or Tail}, if the random variable is number of heads.

Random
Outcomes
Variable

H 1
T 0

The Random Variable 𝑥 𝑥

S T 
H 

0 1

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Experiment 2: Tossing a coin twice.

Sample Space: S = {HH, HT, TH, TT}, if the random variable is number of
heads.
Outcomes Random Variable
HH 2
HT
1
TH
TT 0
The Random Variable 𝑥 𝑥 .

2.2.1) Discrete Probability Distribution Function

The set of ordered pairs (x, f(x)) is a probability function,

probability mass function, or probability distribution function of
the discrete random variable X if, for each possible outcome x:
1𝑓 𝑥 ,
2.∑ 𝑓 𝑥 ,
3. 𝑥 𝑓 𝑥 .

Example 2.1: A family consisted of 3 children assume the random variable

X gives the number of boys. Find the values of random variable and the
corresponding probability density function.
Solution:
Sample Space: S = {BBB, BBG, BGB, BGG, GBB, GBG, GGB, GGG}.
Each outcome is equally likely, if the random variable is number of boys.

Outcomes Random Variable

BBB 3
BBG
BGB 2
GBB
BGG
GBG 1
GGB
GGG 0
The Random Variable 𝑥 𝑥 .

The event that the family has 3 boys ,

The event that the family has 2 boys ,
The event that the family has 1 boy ,
The event that the family has no boys .

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Example 2.2: Tossing a fair coin three times. The random variable X gives
the number of heads recorded. Find the values of X.

the sample space is S={HHH, HHT, HTH, HTT, THH, THT, TTH,TTT}.
The possible values of X are 0,1,2, 3. Each outcome is equally likely for
example the event X = 1, when written as a set of outcomes, is equal to
{HTT,THT,TTH}, and has probability 3/8.
x 0 1 2 3
P(X=x) 1/8 3/8 3/8 1/8

Example 2.3: Consider the experiment of throwing a fair die. Let be the
r.v. which assigns if the number that appears is even and if the number
that appears is odd.
(a) What is the range of ?
(b) Find and .

Solution:
The sample space on which is defined consists of 6 points which are
equally likely:
(a) The range of 𝑥 𝑥 .
(b) . Thus, . Similarly,
, and .

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2.2.2) The Cumulative Distribution Function

The cumulative distribution function F(x) of a discrete random

variable X with probability distribution f(x) is
𝑥 𝑥 ∑𝑓

Example 2.4: A discrete random variable X has the following probability

distribution:
X 1 2 3 4
P(X) 0.4 0.3 0.2

Find the value of C, find F(xi) and graph both f(x) and F(x)

Solution:
f(x)
∑

F(x)

𝑛𝑑

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Chapter Two: Random Variables

Example 2.5: Turbo Generators PLC manufactures seven large turbines for
a customer. Three of these turbines do not meet the customer‟s specification.
Quality control inspectors choose two turbines at random. Let the discrete
random variable X be defined to be the number of turbines inspected which
meet the customer‟s specification.

a) Find the possible values of X.

b) Find the probabilities that X takes the values 0, 1 or 2.
c) Find and graph the probability density function and the
cumulative distribution function.

Solution:
(a) The possible values of X are clearly 0, 1 or 2
Sample Space Value of X
Turbine faulty, Turbine faulty 0
Turbine faulty, Turbine good
1
Turbine good, Turbine faulty
Turbine good, Turbine good 2

(b) The probabilities that X takes the values 0, 1 or 2.

We can easily calculate the probability that X takes the values 0, 1 or 2 as
follows:
f(x)

(c)
F(x)

𝑛𝑑

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2.2.3 ) Mean and Variance of A discrete Random Variable

 Mean (Expected Value)

The mean, expected value, or expectation of a random variable X is written
as 𝐸 or 𝜇 . The expected value of a discrete random variable is a
measure of central location. The expected value has the formula:

𝐸 𝜇 ∑

In words, the expected value of X is a weighted average of the possible

values that X can take on, each value being weighted by the probability that
X assumes it.

The mean of a random variable X measures, in a certain sense, the

“average” value of X.

Properties of mean
a) 𝐸 𝑐 𝑐 𝑐 𝑖𝑠 𝑐𝑜𝑛𝑠𝑡 𝑛𝑡
b) 𝐸 𝑐 𝑐𝐸 .
c) 𝐸 𝑌 𝐸 𝐸 𝑌
d) 𝐸 𝑌 𝐸 𝐸 𝑌
𝑖𝑓 𝑛𝑑 𝑌 𝑟𝑒 𝐼𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 𝑅 𝑉
Example 2.6:
Let the random variable X of the discrete type have the pdf given by the
table:
X 1 2 3 4
P(X) 0.4 0.1 0.3 0.2

𝐸 ∑𝑥 𝑥

( ) ( ) ( ) ( )

Example 2.7: A player tosses a fair die. If a prime number occurs he wins
that number of dollars, but if a non-prime number occurs he loses that
number of dollars.is this game fair to the player.

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Chapter Two: Random Variables

O/P R.V P(x)

Solution: 1 -1 1/6
The possible outcomes of the game with their 2 2 1/6
respective probabilities are as follows: 3 3 1/6
4 -4 1/6
5 5 1/6
6 -6 1/6

x -6 -4 -1 2 3 5
P(x) 1/6 1/6 1/6 1/6 1/6 1/6

𝐸 ∑𝑥 𝑥 ( ) ( ) ( )

( ) ( ) ( )
Thus the game is unfavorable to the player since the expected value is
negative.

 Variance:
The variance and associated standard deviation are used to measure the
variability of the random variable. The formula for the variance is

𝑉 𝑟 ∑( 𝑖 𝐸 ) 𝑖

If X is a random variable with mean 𝜇, then the variance of X, denoted by

Var(X), is defined by:
𝑉 𝑟 𝐸 𝜇
An alternative formula for 𝑉 𝑟 can be derived as follows:
𝑉 𝑟 𝐸 𝜇
𝐸 𝜇 𝜇
𝐸 𝐸 𝜇 𝐸𝜇
𝐸 𝜇𝐸 𝜇
𝐸 𝜇 𝜇
𝐸 𝜇

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Chapter Two: Random Variables

That is,
𝑉 𝑟 𝐸 𝐸

The variance of X, measures the “spread” or “dispersion” of X. Informally, it

measures how far a set of (random) numbers are spread out from their
average value.

 Standard Deviation:
Standard deviation is a measure that is used to quantify the amount of
variation or dispersion of a set of data values. A low standard deviation
indicates that the data points tend to be close to the mean of the set, while a
high standard deviation indicates that the data points are spread out over a
wider range of values.

Standard Deviation Formula:

√

 Covariance:
Covariance is a measure of the association or dependence between two
random variables X and Y. Covariance can be either positive or negative.
(Variance is always positive.)

Let X and Y be any random variables. The covariance between X and Y is

given by:

𝑐𝑜𝑣 𝑌 𝐸 𝜇 𝑌 𝜇 𝐸 𝑌 𝐸 𝐸 𝑌

where 𝜇 = E(X), 𝜇 = E(Y ).

1) 𝑐𝑜𝑣 𝑌 will be positive if large values of X tend to occur with large

values of Y , and small values of X tend to occur with small values of Y .
For example, if X is height and Y is weight of a randomly selected
person, we would expect 𝑐𝑜𝑣 𝑌 to be positive.

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Chapter Two: Random Variables

2) 𝑐𝑜𝑣 𝑌 will be negative if large values of X tend to occur with small

values of Y, and small values of X tend to occur with large values of Y .
For example, if X is age of a randomly selected person, and Y is heart
rate, we would expect X and Y to be negatively correlated (older people
have slower heart rates)

3) If X and Y are independent, then there is no pattern between large values

of X and large values of Y, so 𝑐𝑜𝑣 𝑌 . However, 𝑐𝑜𝑣 𝑌
does NOT imply that X and Y are independent, unless X and Y are
normally distributed.

Properties of variance
a) 𝑉 𝑟 𝑐 𝑐 𝑖𝑠 𝑐𝑜𝑛𝑠𝑡 𝑛𝑡
b) 𝑉 𝑟 𝑐 𝑏 𝑐 𝑉 𝑟 .
c) 𝑉 𝑟 𝑌 𝑉 𝑟 𝑉 𝑟 𝑌
𝑖𝑓 𝑛𝑑 𝑌 𝑟𝑒 𝐼𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 𝑅 𝑉
d) 𝑉 𝑟 𝑌 𝑉 𝑟 𝑉 𝑟 𝑌 𝑜𝑣 𝑌
𝑖𝑓 𝑛𝑑 𝑌 𝑟𝑒 𝑛𝑜𝑡 𝐼𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 𝑅 𝑉

Prove that: 𝑉 𝑟 𝑏 𝑉 𝑟
𝑉 𝑟 𝑏 𝐸 𝑏 𝐸 𝑏

𝐸( 𝑏 𝜇 𝑏 )
𝐸 𝜇
𝐸 𝜇
𝑉 𝑟

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Chapter Two: Random Variables

Example 2.8: A random number generator produces sequences of

independent digits, each of which is as likely to be any digit from 0 to 9 as
any other. If X denotes any single digit, find E(X),Var(X) and .
Solution:
X 0 1 2 3 4 5 6 7 8 9
P(X=x) 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1

𝐸 ∑𝑥 𝑥

(
)

𝑉 𝑟 Xi P(Xi)
XiP(Xi) X2iP(Xi)
𝐸 𝐸 0 0 0.1 0
1 0.10.1 0.1
. 2 0.20.1 0.4
3 0.30.1 0.9
4 0.40.1 1.6
5 0.50.1 2.5
√ 6 0.60.1 3.6
√ 7 0.70.1 4.9
8 0.80.1 6.4
9 0.90.1 8.1
E(X)=4.5 E(X2)=28.5
Example 2.9: A discrete random variable X has the following probability
distribution:

X 1 2 3 4 5 6 7
P(X)
Find the value of C. Also find the mean of distribution.

Solution:
∑ =𝑐 𝑐 𝑐 𝑐 𝑐 𝑐 𝑐 𝑐
𝑐 𝑐 𝑐 𝑐
𝑐 𝑐 𝑟𝑒𝑗𝑒𝑐𝑡𝑒𝑑

𝐸 𝜇 ∑

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Chapter Two: Random Variables

Example 2.10: A traffic engineer is interested in the number of vehicles

reaching a particular crossroads during periods of relatively low traffic flow.
The engineer finds that the number of vehicles X reaching the crossroads per
minute is governed by the probability distribution:

x 0 1 2 3 4
P(X=x) 0.37 0.39 0.19 0.04 0.01

a) Calculate the expected value, the variance and the standard deviation
of the random variable X.
b) Graph the probability distribution P(X=x) and the corresponding
cumulative probability distribution F(x).

Solution:
f(x)

𝐸 ∑𝑥 𝑥

𝑉 𝑟 𝑥
F(x)
∑( 𝐸 )

( )

The standard deviation √ .

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Chapter Two: Random Variables

Sheet (2-1)
1) Find the expectation 𝜇, variance and standard deviation of each of
the following distributions:

𝑥 2 3 5 𝑥 -5 -4 1 2
i) ii)
𝑓 𝑥 1/3 1/2 1/9 𝑓 𝑥 1/4 1/8 1/2 1/8

2) A discrete random variable X has the following probability distribution:

X 1 2 3 4 5 6 7
P(X)
Find the value of C. Also find the mean and variance of distribution.

3) A sample of 3 items is selected at random from a box containing 12

items of which 3 are defective. Find the expected number E of
defective items.

4) A project manager for an engineering firm submitted bids on three

projects. The following table summarizes the firm‟s chances of having
the three projects accepted.
Project A B C
Prob of accept 0.30 0.80 0.10
Assuming the projects are independent of one another, what is the
probability that the firm will have all three projects accepted?

5) A coin weighted so that P(H) =2/3 and P(T) =1/3 is tossed three times.
The random variable X gives the number of heads recorded.
a) Find random variable.
b) Find the probabilities assigns to each random variable.
c) Find and graph the probability density function and the
cumulative distribution function.
d) Find the mean and variance of distribution

6) Find E[X] where X is the outcome when we roll a fair die.

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Chapter Two: Random Variables

2.2.4) The Binomial Distribution

This important distribution applies in some cases to repeated trials
where there are only two possible outcomes: heads or tails, success or
failure, defective item or good item, or many other possible pairs. The
probability of each outcome can be calculated using the multiplication rule,
perhaps with a tree diagram, but it is usually much faster and more
convenient to use a general formula.
The requirements for using the binomial distribution are as follows:

 The outcome is determined completely by chance.

 There are only two possible outcomes.
 All trials have the same probability for a particular outcome in a
single trial. That is, the probability in a subsequent trial is
independent of the outcome of a previous trial. Let this constant
probability for a single trial be p.
 The number of trials, n, must be fixed, regardless of the outcome of
each trial.
IF the random variable X has Binomial distribution, then we write P(X)=
b(X;n,p):
𝑛
𝑥 ( )𝑝 𝑞 𝑥 𝑛
𝑥
n – Number of trials;
x – Number of successes;
p – Probability of a success in one trial
q – probability of failures q = 1 - P.
Consider the following scenarios:

 The number of heads/tails in a sequence of coin flips.

 Vote counts for two different candidates in an election.
 The number of male/female employees in a company.
 The number of accounts that are in compliance or not in compliance
with an accounting procedure.
 The number of successful sales calls.
 The number of defective products in a production run.
 The number of days in a month your company‟s computer network
experiences a problem.

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Chapter Two: Random Variables

1) Mean 𝜇 𝐸 𝑛𝑝
2) Variance 𝑛𝑝𝑞
3) Standard Deviation √𝑛𝑝𝑞

Example 2.11: Team A has probability 2/3 of winning whenever it plays. If

A plays 4 games, find the probability that A wins

(i) Exactly 2 games,

(ii) At least 1 game,
(iii) More than half of the games.
Solution:

Here 𝑛 𝑝 and 𝑞 𝑝
(i) Exactly 2 games,
𝑤𝑖𝑛𝑠 𝑏( )

( )( ) ( ) ( ) ( )
(ii) At least 1 game,

( )( ) ( )
(iii) More than half of the games.

( )( ) ( ) ( )( ) ( )
Example 2.12: Eggs are packed in boxes of 12.
The probability that each egg is broken is 0.35
Find the probability that there are less than 3
broken eggs

Solution:

Here 𝑛 𝑝 and 𝑞 𝑝

( ) ( ) ( )

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Chapter Two: Random Variables

Example 2.13: If I toss a coin 10 times, what‟s the probability of getting 2 or

fewer heads?

( ) ( ) ( )

Cumulative Binomial

𝑛𝑥 𝑝 𝑥 ∑𝑏 𝑛 𝑘 𝑝

We can evaluate the value direct form the binomial cumulative tables.

The previous example

Example 2.14: On the basis of past experience, the probability that a certain
electrical component will be satisfactory is 0.98. The components are
sampled item by item from continuous production. In a sample of five
components, what are the probabilities of finding:

(a) Zero defectives?,

(b) Exactly one defectives?
(c) Exactly two defectives?
(d) Two or more defectives?

Solution:

Here 𝑛 𝑝 and 𝑞 𝑝

( )

𝑏 ( )

𝑐 ( )

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Chapter Two: Random Variables

2.2.5) The Poisson distribution

This is a discrete distribution that is used in two situations. It is used,
when certain conditions are met, as a probability distribution in its own right,
and it is also used as a convenient approximation to the binomial distribution
in some circumstances. The distribution is named for S.D. Poisson, a French
mathematician of the nineteenth century.

The Poisson distribution applies in its own right where the possible
number of discrete occurrences is much larger than the average number of
occurrences in a given interval of time or space. The number of possible
occurrences is often not known exactly. The outcomes must occur randomly,
that is, completely by chance, and the probability of occurrence must not be
affected by whether or not the outcomes occurred previously, so the
occurrences are independent. In many cases, although we can count the
occurrences, such as of a thunderstorm, we cannot count the corresponding
nonoccurrences. (We can‟t count “non-storms”!)

Examples of occurrences to which the Poisson distribution often

applies include counts from a Geiger counter, collisions of cars at a specific
intersection under specific conditions, flaws in a casting, and telephone calls
to a particular telephone or office under particular conditions. For the
Poisson distribution to apply to these outcomes, they must occur randomly.

𝑒
𝑥
𝑥
where λ is the average number of occurrences per base unit, and t is the
number of base units inspected

Consider the following scenarios:

 The hourly number of customers arriving at a bank
 The daily number of accidents on a particular stretch of highway
 The hourly number of accesses to a particular web server
 The daily number of emergency calls in Dallas
 The number of typos in a book
 The monthly number of employees who had an absence in a large
company
 Monthly demands for a particular product

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Chapter Two: Random Variables

1) Mean 𝜇 𝐸
2) Variance
3) Standard Deviation √

Example 2.15: new cases of H5 N1 Virus in New England are occurring at a

rate of about 2 per month, Find the probabilities that: 0,1, 2, 3, 4, 5, 6 cases
will occur in New England in the next month
𝑒
𝑥
𝑒
𝑥
𝑒
𝑥
𝑒
𝑥
𝑒
𝑥
Example 2.16: Message arrives at a computer at an average rate of 15
messages / second. The number of messages that arrive in 1 second is
known to be a Poisson random variable.

a) Find the probability that no messages arrive in 1 second

b) Find the probability that more than 10 messages arrive in a 1-
second period

Solution:
𝑒
𝑒

𝑒
𝑏 𝑥 𝑛 ∑
𝑖
Example 2.17: The mean number of people arriving per hour at a shopping center
is 18. Find the probability that the number of customers arriving in an hour is 20.

Solution:
𝑒
𝑥
𝑥
𝑒

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Chapter Two: Random Variables

Example 2.18: The number of meteors(‫ )الشهب‬found by a radar system in

any 30-second interval under specified conditions averages 1.81. Assume the
meteors appear randomly and independently.
a) What is the probability that no meteors are found in a one-minute interval?
b) What is the probability of observing at least five but not more than eight
meteors in two minutes of observation?
Solution:

𝑡𝑖𝑚𝑒
𝑠𝑒𝑐𝑜𝑛𝑑 𝑚𝑖𝑛
𝑠𝑒𝑐𝑜𝑛𝑑
𝑒 𝑒
𝑥
𝑥
𝑏 𝑡𝑖𝑚𝑒
𝑠𝑒𝑐𝑜𝑛𝑑 𝑚𝑖𝑛
𝑠𝑒𝑐𝑜𝑛𝑑

Example 2.19: Suppose the average number of car accidents on the highway
in one day is 4. What is the probability of no car accident in one day? What
is the probability of 1 car accidence in two days?

Solution:
It is sensible to use Poisson random variable representing the number of car
accidents on the high way. Let X representing the number of car accidents on
the high way in one day. Then,
E( X )  4 .
Then,
e 4 4 0
P( No car accident in one day)  P( X  0)   e  4  0.0183
0!
Since the average number of car accidents in one day is 4, thus the average
number of car accidents in two days should be 8. Let Y represent the number
of car accidents in two days. Then,

Enew ( X )  8 .
Then,
e 8 81
P(1 car accidents in two days)  P( X  1)   8e 8  0.002
1!

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Chapter Two: Random Variables

2.2.6) The Geometric Distribution

The probability distribution of the number X of Bernoulli trials needed to get
one success, supported on the set {1, 2, 3, ...}. In other words suppose that
rather than repeat a fixed number of trials, we repeat the experiment until the
first success.
Examples:
 Flip a coin until we observe the first head
 Roll a die until we observe the first 5
 Attempt a three-point shot in basketball UNTIL you make a basket
The geometric distribution gives the probability that the first occurrence of
success requires 𝑘 independent trials, each with success probability 𝑝. If the
probability of success on each trial is 𝑝, then the probability that the kth trial
is the first success is

𝑘 𝑝𝑞 𝑘 𝑝 𝑞

The geometric distribution is an appropriate model if the following

assumptions are true.

 The phenomenon being modelled is a sequence of independent trials.

 There are only two possible outcomes for each trial, often designated
success or failure.
 The probability of success, p, is the same for every trial.

1) Mean 𝜇 𝐸
2) Variance
√
3) Standard Deviation
Example 2.20: A sharpshooter normally hits the target 70% of the time

• Find the probability that her first hit is on the second shot.
𝑝𝑞
• Find the mean
mean = 1/p = 1/0.7 =1.43
• Find the variance  2  q2  0.3  0.6122
p 0.49
q 1  0.7
• Find the standard deviation     0.78
p 0.7

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Chapter Two: Random Variables

Sheet (2-2)
1) A company supplying transistors claims that they produce no more than
2% defectives. A purchaser picks 50 at random from an order of 5000
and tests the 50. If he finds more than 1 defective, he rejects the order. If
the supplier‟s claim is true and 2% of the transistors are defective, what
is the probability that the order will be rejected?
2) Ten judges are asked to pick the best tasting orange juice from two
samples labeled A and B. If, in fact, A and B are the same orange juice,
what is the probability that eight or more of the judges will declare the
same sample to be the best? Assume that no judge says that they are
equal.
3) A sample of eleven electric bulbs is drawn every day from those
manufactured at a plant. The eleven bulbs are tested before shipment to
the customer. An analysis of the test data collected over a number of
years reveals that the probability of finding no defective bulb in a sample
of eleven bulbs is 0.5688. Probabilities of defective bulbs are random and
independent of previous results.
a) What is the probability of finding exactly three defective bulbs in
a sample?
b) What is the probability of finding three or more defective bulbs
in a sample?
4) The probability that a certain type of IC chip will fail after installation is
0.06. A memory board for a computer contains twelve such chips. The
operation will be satisfactory if ten or more of the chips on the board do
not fail.
a) What is the probability that a memory board operates satisfactorily?
b) If there are five such memory boards in a given computer, what is the
probability that at least four of them operate satisfactorily?
c) State any assumptions.
5) 5% of a large lot of electrical components are defective. Six batches of
four components each are drawn from this lot at random.
a) What is the probability that any one batch contains fewer than two
defectives?
b) What is the probability that at least five of the six batches contain
fewer than two defectives each?
c) State any assumptions.
6) A company is considering drilling four oil wells. The probability of
success for each well is 0.40, independent of the results for any other
well. The cost of each well is $200,000. Each well that is successful will
be worth $600,000.
a) What is the probability that one or more wells will be successful?
b) What is the expected number of successes?
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Chapter Two: Random Variables

c) What is the expected gain?

d) What will be the gain if only one well is successful?
e) Considering all possible results, what is the probability of a loss rather
than a gain?
f) What is the standard deviation of the number of successes?
7) The number of cars entering a small parking lot is a random variable
having a Poisson distribution with a mean of 1.5 per hour. The lot holds
only 12 cars.
a) Find the probability that the lot fills up in the first hour (assuming
that all cars stay in the lot longer than one hour).
b) Find the probability that more than 3 cars arrive between 9 am and 11
am.
8) Customers arrive at a checkout counter at an average rate of 1.5 per
minute. What distribution will apply if reasonable assumptions are made?
List those assumptions. Find the probabilities that
a) Exactly two will arrive in any given minute;
b) At least three will arrive during an interval of two minutes;
c) At most 13 will arrive during an interval of six minutes.
9) Records of an electrical distribution system in a particular area indicate
that over the past twenty years there have been just six years in which
lightning has not hit a transformer. Assume that the factors affecting
lightning hits on transformers have not changed over that time, and that
hits occur at random and independently.
a) Then what would be the best estimate of the average number of hits on
transformers per year?
b) In how many of the next ten years would we expect to have more than
two hits on transformers in a year?
10) 5% of the tools produced by a certain process are defective. Find the
probability that in a sample of 40 tools chosen at random, exactly three
will be defective. Calculate
a) Using the binomial distribution
b) Using the Poisson distribution as an approximation.
11) The average number of collisions occurring in a week during the summer
months at a particular intersection is 2.00. Assume that the requirements of
the Poisson distribution are satisfied.
a) What is the probability of no collisions in any particular week?
b) What is the probability that there will be exactly one collision in a week?
c) What is the probability of exactly two collisions in a week?
d) What is the probability of finding not more than two collisions in a week?
e) What is the probability of finding more than two collisions in a week?
f) What is the probability of exactly two collisions in a particular two-week
interval?

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Chapter Two: Random Variables

2.3) Continuous Random Variables

A continuous random variable X can take any value in an interval of the
real number line like an interval [a,b].Usually measurements, they are used
to model physical characteristics such as time, length, position, height,
weight, blood pressure, temperature, distance, speed, etc.
Situations met by practicing engineers, experiments such as measuring
current in a piece of wire or measuring the dimensions of machined
components and so on.
Examples
 Let X be the length of a randomly selected telephone call.
 Let X be the volume of coke (‫ )فحم الكىك‬in a can marketed as 12oz (‫)أوقية‬.
 Let X be the position of finding an electron in an infinite optional wall
Remarks

• A continuous variable
has infinite precision,
hence 𝑥 for
any 𝑥.
• In this case, the p.m.f.
will provide no useful
information.

2.3.1) Continuous Probability Distribution Function

A continuous random variable has a probability of 0 of assuming exactly any
of its values. Consequently, its probability distribution cannot be given in
tabular form.

The function f(x) is a probability density function (pdf) for the

continuous random variable X, defined over the set of real
numbers, if

𝑓 𝑥 𝑓𝑜𝑟 𝑙𝑙 𝑥

∫ 𝑓 𝑥 𝑑𝑥

𝑏 ∫ 𝑓 𝑥 𝑑𝑥 𝑏

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Chapter Two: Random Variables

Example 2.21: Which of the following are not probability density functions?

𝑥 𝑥 𝑥
iii) 𝑓 𝑥 {

Solution:

𝑥 𝑥
i) We can write 𝑓 𝑥 {

𝑓 𝑥 𝑓𝑜𝑟 𝑙𝑙 𝑥

𝑏𝑢𝑡 ∫ 𝑓 𝑥 𝑑𝑥 ∫ 𝑥 𝑑𝑥

Thus this function is not a valid probability density function because

the integral‟s value is not 1.

𝑥 𝑥
ii) We have 𝑓 𝑥 {

𝑓 𝑥 𝑓𝑜𝑟 𝑙𝑙 𝑥

∫ 𝑓 𝑥 𝑑𝑥 ∫ ( 𝑥) 𝑑𝑥

(Alternatively, the area of the triangle is 1/2× 1 × 2 = 1)

This implies that 𝑓 𝑥 is a valid probability density function.

iii) ∫ 𝑓 𝑥 𝑑𝑥 ∫ 𝑥 𝑥 𝑑𝑥

𝑥 𝑥 𝑥

but, 𝑓 𝑥 𝑓𝑜𝑟 𝑠𝑜𝑚𝑒 𝑥 hance 𝑓 𝑥 is not pdf.

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Chapter Two: Random Variables

Example 2.22: Suppose that the error in the reaction temperature, in ◦C, for
a controlled laboratory experiment is a continuous random variable having
the probability density function
𝑥
𝑓 𝑥 { 𝑥
𝑒𝑙𝑠𝑒𝑤𝑕𝑒𝑟𝑒
a) Verify that f(x) is a density function.
b) Find .
Solution:
a) Obviously, f(x) ≥ 0. To verify condition 2 we have
𝑥 𝑥
∫ 𝑓 𝑥 𝑑𝑥 ∫ 𝑑𝑥 | ( )

b)
𝑥 𝑥
∫ 𝑑𝑥 |

2.3.2) The Cumulative Distribution Functions

The cumulative distribution function F(x) of a continuous
random variable X with density function f(x) is
𝑥 𝑥 ∫ 𝑓 𝑡 𝑑𝑡 𝑓𝑜𝑟 𝑥

For each 𝑥, 𝑥 is the area under the density curve to the left of 𝑥.

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Chapter Two: Random Variables

Remark:
 Let be a continuous R.V with pdf 𝑓 𝑥 and cdf 𝑥 . Then for any
number ,

 For any two numbers and 𝑏 with 𝑏,

𝑏 𝑏

 If X is a continuous rv with pdf 𝑓 𝑥 and cdf 𝑥 , then at every 𝑥 at

which the derivative 𝑥 exists, 𝑥 𝑓 𝑥 .
Example 2.23:The cumulative distribution function of random variable X is
𝑥
𝑥
𝑥 { 𝑥
𝑥
Find the pdf f(x) of X.
Solution:
From the CDF, we can find the PDF by direct differentiation.

𝑑 𝑥 𝑥
𝑓 𝑥 {
𝑑𝑥
𝑒𝑙𝑠𝑒𝑤𝑕𝑒𝑟𝑒

Example 2.24: Let X be a continuous r.v. X with pdf

𝑘𝑥 𝑥
𝑓 𝑥 {
where 𝑘 is a constant.
a) Determine the value of k and sketch 𝑓 𝑥 .
b) Find and sketch the corresponding cdf 𝑥 .
c) Find
Solution:
we must have k > 0
∫ 𝑓 𝑥 𝑑𝑥 ∫ 𝑘 𝑥 𝑑𝑥 | 𝑘
(b) The cdf 𝑥 .
𝑥
𝑥 {𝑥 𝑥
𝑥
c) ( ) ( ) ( )

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Chapter Two: Random Variables

2.3.3) Mean and Variance of a Continuous Random Variable

The mean and variance of a continuous random variable are defined
similarly to a discrete random variable. Integration replaces summation in
the definitions

Suppose is a continuous random variable with probability density

function 𝑓 𝑥 .

The mean or expected value of , denoted as 𝜇 or 𝐸 , is

𝜇 𝐸 ∫ 𝑥 𝑓 𝑥 𝑑𝑥
The variance of , denoted as 𝑉 𝑟 or is

𝑉 𝑟 ∫ 𝑥 𝜇 𝑓 𝑥 𝑑𝑥 ∫ 𝑥 𝑓 𝑥 𝑑𝑥 𝜇

The standard deviation of is √ .

Example 2.25: For the R.V X with pdf

𝑓 𝑥 { 𝑥 𝑥

Find E(X) and Var(X)

𝐸 ∫ 𝑥 ( 𝑥) 𝑑𝑥 [ 𝑥 ]

𝐸 ∫ 𝑥 ( 𝑥) 𝑑𝑥 [ 𝑥 ]

𝑉 𝑟 𝐸 (𝐸 )

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Chapter Two: Random Variables

Sheet (2-3)
1) Suppose that X is a continuous random variable whose probability
density function is given by
𝑥
𝑓 𝑥 {
(a) What is the value of C?
(b) Find P{X > 1}.
2) Consider the density function 𝑓 𝑥 {𝑘 √𝑥 𝑥
𝑒𝑙𝑠𝑒𝑤𝑕𝑒𝑟𝑒
(a) Evaluate k.
(b) Find F(x) and use it to evaluate
3) Find the probability that X takes a value
between −1 and 1 when the pdf is given
by the following figure.
4) The cumulative distribution function of
random variable X is
𝑥
𝑥
𝑥 { 𝑥
𝑥
Find the E(X) and Var(X).
5) Let the lifetime X of an electronic component in months be a continuous
r.v. with 𝑓 𝑥 𝑥 .
a) Find P(X > 20).
b) Find the cdf.
c) Use the cdf to compute P(X > 20).
d) Find the 75th percentile of the distribution of X.
e) Compute the probability that among 6 such electronic components, at least two
will survive more than 15 months.
6) A probability density function for x in radians is given by:

𝑓 𝑥 𝑥 𝑥

{ 𝑥
a) Find the probability that is between and .
b) Find an expression for the corresponding cumulative distribution function, F(x), for
𝑥 .
c) If 𝑥 , what is the value of f(x)? Explain why this is or is not a reasonable result.
d) What is the probability that X is exactly ? Explain why this is or is not a
reasonable result.
e) Repeat part (a) using F(x).

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Chapter Two: Random Variables

2.3.4) Uniform Distribution

The uniform distribution is the simplest example of a continuous probability
distribution. A random variable X is said to be uniformly distributed if its density
function is given by:
𝑓 𝑥 𝑓𝑜𝑟 𝑥 𝑏
𝑏

The values a and b are the parameters of the uniform distribution.

𝑏 𝑏
𝐸 𝑛𝑑 𝑉 𝑟

𝑏 𝑏
𝐸 ∫ 𝑥 𝑓 𝑥 𝑑𝑥 ∫𝑥 𝑑𝑥 𝑥 |
𝑏 𝑏 𝑏
𝑉 𝑟 𝐸 (𝐸 )
𝑏 𝑏
∫ 𝑥 𝑓 𝑥 𝑑𝑥 ( ) ∫𝑥 𝑑𝑥 ( )
𝑏
𝑏 𝑏
𝑥 | ( )
𝑏
Example 2.26: Suppose the amount of gasoline sold daily at a service station is
uniformly distributed with a minimum of 2,000 gallons and a maximum of 5,000
gallons. What is the probability that daily sales will fall between 2,500 gallons and
3,000 gallons?
Solution:

What is the probability that the service station will sell at least 4,000 gallons?

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Chapter Two: Random Variables

2.3.5) Exponential Distribution

Another useful continuous distribution is the exponential distribution, which
has the following probability density function:

𝑓 𝑥 𝑒 𝑥

Examples:

 The length of time between telephone calls

 The length of time between arrivals at a service station
 The life time of electronic components, i.e., an inter- failure time

Example 2.27: “Lifetime of a Battery” The lifetime X of an alkaline battery

is exponentially distributed with per hour.

i) What are the mean and standard deviation of the battery‟s

lifetime?
ii) What are the probabilities for the battery to last between 01and
15 hours and to last more than 20 hours?

Solution:

𝑖 𝐸 𝑕𝑜𝑢𝑟𝑠

𝑖𝑖 ( ) 𝑒 𝑒

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Chapter Two: Random Variables

2.3.6) Normal Distribution

The normal distribution is the most important of all probability distributions.
It is applied directly to many practical problems, and several very useful
distributions are based on it. The normal distribution approximates many
natural phenomena so well, it has developed into a standard of reference for
many probability problems.

The Normal (or Gaussian) distribution is a function gives the probability that
an event will fall between any two real number limits as the curve
approaches zero on either side of the mean. Area underneath the normal
curve is always equal to 1. The curve itself is approximately bell shaped, and
is therefore informally called the Bell Curve.

The probability density function of a normal distribution with mean 𝜇 and

variance is given by the formula

𝑓 𝑥 𝑒
√
This curve is always bell-shaped with the center of the bell located at the
value of 𝜇. The height of the bell is controlled by the value of .As with all
normal distribution curves it is symmetrical about the center and decays as
𝑥 . As with any probability density function the area under the curve
is equal to 1.

A normal distribution is completely defined by specifying its mean (the

value of 𝜇) and its variance(the value of .) The normal distribution with
mean 𝜇 and variance is written 𝜇 . Hence the distribution
has a mean of and a standard deviation of ; remember that the
second parameter is the variance which is the square of the standard
deviation.

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Chapter Two: Random Variables

Clearly, since 𝜇 and can both vary, there are infinitely many normal
distributions and it is impossible to give tabulated information concerning
them all.
For example, if we produce piston rings which have a target mean internal
diameter of 45 mm then we may realistically expect the actual diameter to
deviate from this value. Such deviations are well modelled by the normal
distribution. Suppose we decide that diameters in the range 44.95 mm to
45.05 mm are acceptable, we may then ask the question „What proportion of
our manufactured output is satisfactory?‟
Without tabulated data concerning the appropriate normal distribution we
cannot easily answer this question (because the integral used to calculate
areas under the normal curve is intractable.)

Since tabulated data allow us to apply the distribution to a wide variety of

statistical situations, and we cannot tabulate all normal distributions, we
tabulate only one - the standard normal distribution and convert all problems
involving the normal distribution into problems involving the standard
normal distribution.

The Standard Normal Distribution

At this stage we shall, for simplicity, consider what is known as a standard
normal distribution which is obtained by choosing particularly simple values
for μ and .

The standard normal distribution has a mean of zero and a

variance of one.
In the following Figure we show the graph of the standard normal
distribution which has probability density function 𝑓 𝑥 𝑒
√

The result which makes the standard normal distribution so important is as

follows:

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Chapter Two: Random Variables

If the behaviour of a continuous random variable X is described by the

distribution 𝜇 then the behaviour of the random variable
is described by the standard normal distribution .

We call Z the standardised normal variable and we write

Example 2.28: If the random variable is described by the distribution

then, what is the transformation required to obtain the
standardised normal variable

Solution:
𝜇 𝑛𝑑 so that . Hence is the
required transformation.

Example 2.29: When the random variable takes

values between and , between which values does the random
variable lie?

Solution:
When
When
So lies between and

Probabilities and the Standard Normal Distribution

Since the standard normal distribution is used so frequently a table of values
has been produced to help us calculate probabilities - located at the end of
the Workbook. It is based upon the following diagram:

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Chapter Two: Random Variables

Since the total area under the curve is equal to 1 it follows from the
symmetry in the curve that the area under the curve in the region is
equal to 0.5. In the above figure the shaded area is the probability that Z
takes values between 0 and z1. When we „look-up‟ a value in the table we
obtain the value of the shaded area.
Example 2.30: What is the probability that Z takes values between 0 and
1.9? What is the probability that Z takes values between 0 and 1.96?

Solution:
 The row beginning „1.9‟ and the column headed „0‟ is the appropriate
choice and its entry is 4713. This is to be read as 0.4713 (we omitted
the „0.‟ in each entry for clarity.) The interpretation is that the
probability that Z takes values between 0 and 1.9 is 0.4713.
 This time we want the row beginning 1.9 and the column headed „6.’
The entry is 4750 so that the required probability is 0.4750.

Calculating other probabilities

Case 1
Direct from table
Case 2
The figure illustrates what we do if both Z values are positive. By using the
properties of the standard normal distribution we can organise matters so that
any required area is always of „standard form‟.

Here the shaded region can be represented by the difference between two
shaded areas.
Example 2.31
Find the probability that Z takes values between 1 and 2.
Solution:
Using Table :
P(Z = z2) i.e. P(Z = 2) is 0.4772
P(Z = z1) i.e. P(Z = 1) is 0.3413.
Hence
Remember that with a continuous distribution, P(Z = 1) is meaningless (will
have zero probability) so that is interpreted as
.

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Chapter Two: Random Variables

Case 3
The following diagram illustrates the procedure to be followed when finding
probabilities of the form P(Z > z1).

This time the shaded area is the difference between the right-hand half of the
total area and an area which can be read off from Table.
Example 2.32:
What is the probability that ?
Solution:
(from Table). Hence the probability is
.
Case 4
Here we consider the procedure to be followed when calculating
probabilities of the form P(Z < z1).
Here the shaded area is the sum of the left-hand half of the total area and a
„standard‟ area.

Example 2.33:
What is the probability that ?
Solution:

Case 5
Here we consider what needs to be done when calculating probabilities of the
form P(−z1 < Z < 0) where z1 is positive. This time we make use of the
symmetry in the standard normal distribution curve

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Chapter Two: Random Variables

Example 2.34:
What is the probability that ?
Solution:
The area is equal to that corresponding to .
Case 6
Finally we consider probabilities of the form P(−z2 < Z < z1). Here we use
the sum property and the symmetry property.

Example 2.35:

What is the probability that ?

Solution:

Hence the required probability 𝑖𝑠 .

Example 2.36: Find the following probabilities.

𝑏
𝑐 𝑑
𝑒 𝑓
𝑔 𝑕
Solution:

𝑑𝑖𝑟𝑒𝑐𝑡 𝑓𝑟𝑜𝑚 𝑏𝑙𝑒

𝑏
𝑐

𝑑
𝑒
𝑓
𝑔
𝑕

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Chapter Two: Random Variables

Example 2.37: Piston rings are mass-produced. The target internal diameter
is 45 mm but records show that the diameters are normally distributed with
mean 45 mm and standard deviation 0.05 mm. An acceptable diameter is one
within the range 44.95 mm to 45.05 mm. What proportion of the output is
unacceptable?

Solution:
There are many words in the statement of the problem; we must read them
carefully to extract the necessary information. If X is the diameter of a piston
ring then .
The transformation is .

The upper limit of acceptability is

x2 = 45.05 so that z2 = (45.05 − 45)/0.05 = 1.
The lower limit of acceptability is
x1 = 44.95 so that z1 = (44.95 − 45)/0.05 = −1.
The range of „acceptable‟ Z values is therefore −1 to 1 as shown in figure.

Using the symmetry of the curves P(−1 < Z < 1) = 2 × P(0 < Z < 1) =
2 × 0.3413 = 0.6826.
Thus the proportion of unacceptable items is 1 − 0.6826 = 0.3174, or
31.74%.

Example 2.38: The resistance of a strain gauge is normally distributed with

a mean of 100 ohms and a standard deviation of 0.2 ohms. To meet the
specification, the resistance must be within the range 100 ± 0.5 ohms.What
percentage of gauges are unacceptable?
Solution:
x1 = 99.5, x2 = 100.5
so that z1 = −2.5 and z2 = 2.5

Hence the proportion of acceptable gauges is 98.76%.

Therefore the proportion of unacceptable gauges is 1.24%.

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Chapter Two: Random Variables

Example 2.39: A sample of 250 students takes the final exam test at 2nd year
in Benha faculty of engineering, the test score normally distributed with a
mean of 70 and a standard deviation of 8.
a) How many students take score from 62 to 78?
b) How many students exceed 80?
Solution:
𝜇

The number of students=250*0.6826=170 student

𝜇
𝑏

The number of students=250*0.1056=26

student

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Chapter Two: Random Variables

Sheet (2-4)
1) The current (in mA) measured in a piece of copper wire is known to
follow a uniform distribution over the interval [0, 25]. Write down the
formula for the probability density function f(x) of the random variable X
representing the current. Calculate the mean and variance of the
distribution and find the cumulative distribution function F(x).

2) Suppose we know that the birth weight of babies is normally distributed

with mean 3500g and standard deviation 500g. What is the probability
that a baby is born that weighs less than 3100g?
3) A normal curve is given in figure. Estimate the proportion of scores lying
within one standard deviation of the mean. That is, estimate the
proportion of scores between μ−σ and μ + σ .Express your estimate as a
decimal and as a percentage. This proportion is represented by the shaded
area in figure .

4) The weekly amount of money spent on maintenance and repairs by a

company was observed, over a long period of time, to be approximately
normally distributed with mean $400 and standard deviation $20. How
much should be budgeted for weekly repairs and maintenance to provide
that the probability the budgeted amount will be exceeded in a given
week is only .1?

5) The grade point averages (GPAs) of a large population of college

students are approximately normally distributed with mean 2.4 and
standard deviation .8. If students possessing a GPA less than 1.9 are
dropped from college, what percentage of the students will be dropped?

6) Wires manufactured for use in a computer system are specified to have

resistances between .12 and .14 ohms. The actual measured resistances of

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Chapter Two: Random Variables

the wires produced by company A have a normal probability distribution

with mean .13 ohm and standard deviation .005 ohm.
a. What is the probability that a randomly selected wire from company A‟s
production will meet the specifications?
b. If four of these wires are used in each computer system and all are
selected from company A, what is the probability that all four in a randomly
selected system will meet the specifications?

7) The width of bolts of fabric is normally distributed with mean 950 mm

(millimeters) and standard deviation 10 mm.
a. What is the probability that a randomly chosen bolt has a width of
between 947 and 958mm?
b. What is the appropriate value for C such that a randomly chosen bolt
has a width less than C with probability .8531?

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Chapter Two: Random Variables

Assignment (2)
1) The probability distribution for a random variable Y is given in table.
Find the mean, variance, and standard deviation of Y .
y P(y)
0 1/8
1 1/4
2 3/8
3 1/4
2) Determine variance and standard deviation of the number of heads in
three tosses of a coin.
3) Let Y denote a random variable that has a Poisson distribution with mean
λ = 2. Find
a. P(Y = 4).
b. P(Y ≥ 4).
c. P(Y < 4).
d. P(Y ≥ 4|Y ≥ 2).
4) Customers arrive at a checkout counter in a department store according
to a Poisson distribution at an average of seven per hour. If it takes
approximately ten minutes to serve each customer, find the mean and
variance of the total service time for customers arriving during a 1-hour
period. (Assume that a sufficient number of servers are available so that
no customer must wait for service.) Is it likely that the total service time
will exceed 2.5 hours?
5) The number of typing errors made by a typist has a Poisson distribution
with an average of four errors per page. If more than four errors appear
on a given page, the typist must retype the whole page. What is the
probability that a randomly selected page does not need to be retyped?
6) Given 𝑓 𝑦 𝑐𝑦 𝑦 , and 𝑓 (𝑦) = 0 elsewhere, find the
value of 𝑐 for which 𝑓 (𝑦) is a valid density function.

7) Suppose that Y possesses the density function

𝑐𝑦 𝑦
𝑓 𝑦 {
𝑜𝑡𝑕𝑒𝑟𝑤𝑖𝑠𝑒
a. Find the value of c that makes f (y) a probability density function.
b. Find F(y).
c. Graph f (y) and F(y).
d. Use F(y) to find P(1 ≤ Y ≤ 2).
e. Use f (y) and geometry to find P(1 ≤ Y ≤ 2).
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Chapter Two: Random Variables

8) Daily total solar radiation for a specified location in Florida in October

has probability density function given by

𝑓 𝑦 { 𝑦 𝑦
𝑜𝑡𝑕𝑒𝑟𝑤𝑖𝑠𝑒
with measurements in hundreds of calories. Find the expected daily
solar radiation for October.
9) The cycle time for trucks hauling concrete to a highway construction site
is uniformly distributed over the interval 50 to 70 minutes. What is the
probability that the cycle time exceeds 65 minutes if it is known that the
cycle time exceeds 55 minutes?
10) The resistance of a strain gauge is normally distributed with a mean of
100 ohms and a standard deviation of 0.2 ohms. To meet the
specification, the resistance must be within the range 100 ± 0.5 ohms.
a) What percentage of gauges are unacceptable?
b) To what value must the standard deviation be reduced if the
proportion of unacceptable gauges is to be no more than 0.2%?
11) Assume a normal distribution with a mean of 70 and a standard
deviation of 12. What limits would include the middle 65% of the
cases?

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