RANDOM VARIABLES

RANDOM VARIABLES & PROBABILITY DISTRIBUTIONS

A random variable associates a numerical value with
each outcome of an experiment. A random variable is
defined mathematically as a real-number-valued function
defined on the sample space of a randomly determined
experiment.
The domain of random variable (also called a chance
variable) is the sample space that summarizes the
outcomes of a randomly determined statistical experiment.
The rule of association for a random variable assigns one
and only one real number to each point in the sample
space. And the range of a random variable is the sample
space of numbers defined by the rule of association.

Example 1. The experiment is flipping a coin

twice. If the random variable is the number of
heads on the two flips, then what is the (a) its
domain (b) its rule of association (c) its range
Solution: (a) S = { HH, HT, TH, TT }
(b) Count the number of heads for
each sample space
(c) S = { 0, 1, 2 }

Example 2.
The experiment is rolling a die
twice. If the random variable is the number of
dots on the two rolls, then what is (a) domain
(b) its rule of association (c) its range?
Solution:
(a) S = { (1, 1), (1, 2), (1, 3), , (6, 4), (6, 5),
(6, 6) }
(b) Count the total number of dots for the two
rolls
(c) S = { 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12 }

TWO TYPES OF RANDOM VARIABLE

DISCRETE RANDOM VARIABLE
A random variable is a discrete random
variable if it has a finite number of values that
can be arranged in a sequence.
CONTINUOUS RANDOM VARIABLE
A random variable is a continuous random
variable if it is capable of assuming all the
values in an interval or in several intervals.

DISCRETE PROBABILITY DISTRIBUTIONS

The probability distribution of a discrete random
variable x is a list or table of the distinct numerical
values of x and the probabilities associated with those
values. The probability distribution is usually given in
tabular form or in the form of equation. The probability
distribution, P(x) = P(X= x) satisfies formulas:
P(x) 0 for each value of x
P(x) = 1 where the sum is over all values of x

CONTINUOUS PROBABILITY DISTRIBUTIONS

The probability distribution associated with a continuous
random variable is called continuous probability distribution or
the probability density function. The function of f(x) is said to
be a probability density function if the following conditions are
satisfied
1. f(x) 0
2. f(x) dx = 1
1.

Let X represent the number of boys in families having three

children. If order is important, find probability distribution of X.

2.

A shipment of 12 television sets contains 2 defectives. A hotel

makes a random purchase of 3 of the sets. (a) If X is the
number of defective sets purchased by the hotel, find the
probability distribution of X (b) find the probability of getting at
least one defect (c) express f(x) as an equation

3.

a. Find the table for the probability function for the random
variable X, the number obtained on the toss of a single die.

4.

A pair of dice is rolled. Find the probability distribution for

the sum of all points using table.

5.

a. Find a table for probability function of the random

variable D, the difference in the numbers appearing when
a pair of fair dice, one red and one white is rolled.
(Subtract in the order of red minus white.)
b. Use the probability function for D using two formulas.

6.

Let X be the random variable that denotes the life in hours of a certain
electronic device. The probability density function is
20,000/x3
x>100
f(x) =
0 elsewhere
Find the P ( X < 200), P (X > 200), and P ( 120< X <150 )

7.

The shelf life, in days, for bottles of a certain prescribed medicine is a

random variable having the density function
20,000
x>0
--------------f (x) =
(x + 100)3
0 elsewhere
Find the probability that a bottle of this medicine will have a shelf life of
a. at least 200 days
b. anywhere from 80 to 120 days

6. A continuous random variable x that can assume

values between X=2 and X = 5 has a density
function given by
f(x) = 2(1+x)/27
find the P ( X < 4 )
7. A continuous random variable x has the density
function
x
f(x) =

2x
0

Find the P( x < 1.2)

for 0 < x < 1

for 1 x < 2
elsewhere

8.

Find the constant c such that the function

cx2
0<x<3
f(x) =
0
otherwise
is a density function.

9.

Consider the density function

k x
0<x<1
f(x) =
0
elsewhere
a. evaluate k
b. Find P ( 0.3 < x < 0.6 )

Sw #2
1.To avoid detection at customs, a traveler places 6 narcotic tablets in a bottle containing
15 vitamin tablets that are similar in appearance. The customs official selects 3 of the
tablets at random for analysis. If X is the number of vitamin tablets selected by the
officers find the probability distribution of X in tabular form and in equation form.
2. . A probability function is given b y
0
for x < -2
1/3 for -2 < x < 0
f(x) =
1/3 (1 x/2 )
for 0 < x < 2
0
for x > 2
A. Find the P ( X > -1.4)
B. Find the P ( -2.1 < X < 1.6)

SEVERAL DISCRETE PROBABILITY

DISTRIBUTIONS

A. Binomial Distribution.
If a binomial trial can result in a success with a probability
p and a failure with probability q=1p, then the probability
distribution of the binomial random variable X, the number
of successes in n independent trials is

n x n x
b x; n, p p q
x

where:
n = number of trials
X = number of successes of which probability we
are computing
p = probability of success in one trial
q = probability of failure in one trial
Note: p + q = 1

A binomial experiment is one that

possesses the following properties:
- the experiment consists of n repeated
trials
- each trial results in an outcome that
may be classified as a success or a
failure
- the probability of a success remains
constant from trial to trial
- the repeated trials are independent

Examples:
1. a) What is the probability of getting 3

heads in 5 flips of a balanced coin?

b) the probability of getting at least 2
heads?

2. In a certain district in Manila the need for

money to buy drugs is stated as the
reason for 75% of all thefts. Find the
probability that among the next five theft
cases reported in this district,
a.
exactly two resulted from the need
for money to buy drugs
b.
at most three resulted from the need
for money to buy drugs

3. What is the probability of

getting exactly 4 Six when a
die is rolled 7 times.

B.MULTINOMIAL DISTRIBUTION
If a given trial can result in the k outcomes E 1, E2, , Ek

with probabilities p1, p2, ., pk, then the probability

distribution of the random variables X1, X2, ., Xk,
representing the number of occurrences for E1, E2, ., Ek
in n independent trials is

n
x1 x2
p1 p2 pkxk
f ( x1 , x2 , , xk ; p1 , p2, , pk , n)
x1 , x2 , , xk
with
k

x
i 1

and

p
i 1

B. Multinomial Distribution.
An experiment consisting of n identical,
independent trials, each with k possible
outcomes.
A multinomial experiment is one that possesses
the following properties:
- the experiment consists of n repeated trials
- There are k possible outcomes to each trial
- Constant probabilities of the k outcomes
- the repeated trials are independent

4. If a pair of dice is tossed 6 times,

what is the probability of obtaining
a total of 7 or eleven twice, a
matching pair once, and any other
combinations 3 times?

5. A die is tossed 12 times. Let Xi denote the

number of tosses in which i dots come up
for i = 1, 2, 3, 4, 5 and 6. What is the
probability that we obtain two of each
value?
6. If a bag contains three white, two black
and four red balls and four balls are drawn
at random with replacement, calculate the
probabilities that
a) The sample contains just one white ball
b) The sample contains just one red ball
given that it contains just one white ball

C.

Hypergeometric Distribution.

- A hypergeometric distribution involves selecting x

successes from the k items and nx failures from the Nk
items labeled failures when a random sample of size n is
selected from N items.
k
N-k
h(x; N,, n , k)

n-x
N
n

where:
X = number of successes
n = number of trials or the sample size
N = population from which the sample is taken
k = total number of items in N which are assigned a
successes.

The mean and variance of the hypergeometric

distribution are:
Mean () = nk / N
N-n k
Variance= ------ (n) --N-1
N

k
1- -----N

7. From a lot of 10 missiles, 4 are selected at random and

fired. If the lot contains 3 defective missiles that will not
fire, what is the probability that
b.
All four will fire
c
At most two will not fire
8. If 7 cards are dealt from an ordinary deck of playing
cards without replacement, what is the probability that
a.
exactly 2 of them will be face cards
b.
at least one of them will be a queen?

9.

A case of wine has 12 bottles, 3 of which contain

spoiled wine. A sample of 4 bottles is randomly
selected from the case. Find the probability that
more than 2 good wines are selected.

10. An annexation suit is being considered against a

county subdivision of 1200 residences by a
neighboring city. If the occupants of half the
residences object to being annexed, what is the
probability that in a random sample of 10 at least
3 favor the annexation suit?

The Binomial Approximation of the

Hypergeometric Distribution
- When the sample size n in a hypergeometric
experiment is small relative to a large N* ( n
0.05N) , the probability of success will
hardly change in successive trials. Thus the
binomial process is approximated and the
binomial distribution may be used to
approximate the hypergeometric distribution.

hn,k,Nbn,p

with p k/N

D.

MULTIVARIATE HYPERGEOMETRIC
If N items can be partitioned into the k cells. A1, A2,,

Ak, with a1, a2,, ak, elements, respectively, then the

probability distribution of the random variables X1, X2,
, Xk, representing the number of elements selected
from A1, A2,, Ak, in a random sample of size n, is
a1 a2 ak
x1 x2 xk
F(x1, x2,, xk; a1, a2,, ak,N,n) =

--------------------N
n

With xi = n and ai = N

11. If a bag contains three white, two black and four red
balls and four balls are drawn at random without
replacement, calculate the probabilities that
a) The sample contains just one red ball
b) The sample contains just one white ball and just
one red ball
12. An urn contains 3 green balls, 2 blue balls, and 4 red
balls. In a random sample of 5 balls, find the
probability that both blue balls and at least 1 red ball
are selected if the balls are not replaced.

F. POISSON DISTRIBUTION
Poisson probabilities are useful when there
are large number of independent trials with
a small probability of success on a single
trial and the variables occur over a period
time
e- x
P ( x;) = --------------- x = 0, 1, 2
x!

11.

The average number of traffic accidents on a certain

section of highway during a 1 week period is two per week.
Assume that the number of accidents follows a poisson
distribution
a. Find the probability of no accidents on this section of
highway during a 1 week period
b. Find the probability of at most three accidents of at most
three accidents on this section of highway during a 2 week
period?

12.

A secretary makes 3 errors per page, on average. What is

the probability that on the next page he or she will make
a) 4 or more errors
b) no errors

13.

If there are 500 customers per eight hour day in a check out
lane, what is the probability that there will be exactly 3 in
line during ant five minute period?

The Poisson Approximation of the

In a binomial
experiment, when n is large (n
Binomial
Distribution

30), and p or q is close to zero such that np 5 or

nq 5, the resulting binomial probability
distribution may be approximated using the
Poisson distribution.

bnppwith

np

H.

NEGATIVE BINOMIAL
DISTRIBUTION

If repeated independent trials can result in a success

with probability p and a failure with probability q = 1 p,

then the probability distribution of the random variable
X, the number of the trial on which kth success occurs,
is

x 1 k x k
p q , x k , k 1, k 2,
b * ( x; k , p )
k 1

17. The probability that a person, living in a certain city,

owns a dog is estimated to be 0.3. Find the probability
that the tenth person randomly interviewed in that city
is the fifth one to own a dog.

14.
In an NBA championship series, the team which wins
four games out of seven will be the winner. Suppose that
team A has probability 0.55 of winning over the team B and
both teams A and B face each other in the championship
games.
a. What is the probability that team A will win the series in
the 6th game?
b. What is the probability that team A will win the series?
c. If both teams face each other in a regional playoff series
and the winner is decided by winning three out of five games,
what is the probability that team A will win the playoff?

I.

GEOMETRIC DISTRIBUTION

If repeated independent trials can result in

a success with probability p and a failure

with probability q = 1 p, then the
probability distribution of the random
variable X, the number of the trial on
which first success occurs, is

g ( x; p ) pq

x 1

x 1, 2, 3,...

15. In a manufacturing company, it is known that there is

one defective in every 100 items produced. What is the
probability that the fifth item is the first defective found in
the process?
16. The probability that a student pilot passes the written
test for a private pilots license is 0.70. Find the
probability that the student will pass the test
a. on the first try
b. on the third try
c. before the fourth try

COTINUOUS UNIFORM DISTRIBUTION

- The simplest continuous distribution
- The distribution is characterized by a density
function that is flat, and thus the probability is
uniform in a closed interval
- The density function of the continuous random
variable X on the interval [ A, B ] is

( x; A, B )

1 /( B A) A x B
0

elsewhere

F(x)

The density function for a random variable on

the interval [A , B}

The mean and variance of the uniform

distribution are

A B

( B A)

and - - - - - - 12

1) The daily amount of coffee, in liters, dispensed by a

machine located in an airport, lobby is a random variable
X having a continuous uniform distribution with A = 7 and
B = 10. Find the probability that on a given day the
amount, of coffee dispensed by this machine will be (a)
at most 8.8 liters; (b) more than 7.4 liters but less than
9.5 liters; (c) at least 8.5 liters.
2) A bus arrives every 10 minutes at a bus stop. It is
assumed that the waiting time for a particular indi vidual
is a random variable with a continuous uniform
distribution. (a) What is the probability that the individual
waits more than 7 minutes? (b) What is the probability
that the individual waits between 2 and 7 minutes?
6

H. Normal Distribution
f(x)

1
n( x; , ) - - - - - - - - - e

(1 / 2 )[( x ) / ]2

- x

2
where 3.14159... and e 2.71828...

Properties:
1. The total area under the normal curve is equal to
one (1).
2. The curve is symmetric about and the area under
the curve on each side of the mean equals to .5.
3. The tails of the curve extend indefinitely
4. Each pair of values for and determine a different
normal curve.
5. The highest point on a normal curve occurs at the
mean.
6. The mean, median and mode are all equal for a
normal curve.
7. The mean locates the center of the curve and can be
any real numbers, negative, positive or 0

8. The standard deviation is positive and determines

the shape of the normal curve.

9.

68.26% of the area under the curve is within 1

standard deviation of the mean.
95.44% of the area is within 2 standard
deviations of the mean
99.75% of the area is within 3 standard
deviations of the mean.

THE STANDARD NORMAL RANDOM VARIABLE

A normal random variable X is standardized by
expressing its values as the number of standard
deviations () it lies to the left or right of its mean
(). The standardized normal random variable, z is
determined as
x
z = ------------------

Examples:
1. Given a normal distribution with = 200 and = 10,
find
a. The area below 220
b. The area below 179
c. The area between 188 and 206
d. The x-value that has 80% of the area below it
e. The two x-values containing the middle 75% of
the area.
2.Suppose the weights of adult males are normally
distributed and the 6.68% are under 130 lbs in
weight, and 77.45% are between 130 and 180lbs.
Find the mean and standard deviation of the
distribution.

3. The loaves of rye bread distributed to the local

stores by a certain bakery have an average length of
30 centimeters and a standard deviation of 2
centimeters. Assuming that the lengths are normally
distibuted, what percentage of the loaves are
a. Longer than 31.7 centimeters?
b. Between 29.3 and 33.5 centimeters in length
c. Shorter than 25.5 centimeters

4. A soft-drink machine is regulated so that it

discharges
an average of 200 milliliters per cup. If the
amount of drink is normally distributed with a standard
deviation equal to 15 milliliters,
(a) what fraction of the cups will contain more
than224 milliliters?
(b) what is the probability that a cup contains
between191 and 209 milliliters?
(c) how many cups will probably overflow if
230-milliliter cups are used for the next 1000 drinks?
(d) below what value do we get the smallest
25% of the drinks?

5. A lawyer commutes daily from his suburban

home to his midtown office. The average time for a
one-way trip is 24 minutes, with a standard deviation
of 3.8 minutes. Assume the distribution of trip times
to be normally distributed.
(a) What is the probability that a trip will take at
least 1/2 hour?
(b) If the office opens at 9:00 A.M. and he leaves
his house at 8:45 A.M. daily, what percentage of the time
is he late for work?
(c) If he leaves the house at 8:35 A.M. and coffee
is served at the office from 8:50 A.M. until 9:00 A.M., what
is the probability that he misses coffee?
(d) Find the length of time above which we find the
slowest 15% of the trips.
(e) Find the probability that 2 of the next 3 trips will
take at least 1/2 hour.