Mekelle University

College of Natural & Computational

Sciences
Department of Statistics

Probability and Statistics

Prepared by:
Nigus G (MSc.)
Email:
[email protected]
Tell - +251-914424246

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 CHAPTER TWO
RANDOM VARIABLE AND PROBABILITY
DISTRIBUTIONS
 Definition : Given a random experiment
with a sample space , a function that assigns
to each element in one and only one real
number is called a random variable(r.v.).
 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 : Let be the number of defective
Laptop products when three Laptops are
tested.

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 Cont’d
Let and
The sample space will be;

Let be a function defined on such that:

 The function assigns a real number to each

element in Thus is a random variable. is called the
range space of
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  Classification of Random
variables
o Random variables may be divided into
two types:
Discrete random variables and
Continuous random variables.

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  Discrete Random Variable
Discrete random variable assume only a
countable number of values.
Examples:
Number of attempts to solve a coding
challenge.
Number of users on a website.
Number of lines of code written.
 For a random variable of discrete type, we
associate a number for Which is
probability of

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 Cont’d
 The function is called the probability mass
function (pmf) if satisfy the following
properties.
I. ;
II. ;
III.
 The collection of pairs for is called a
probability distribution.
 Since is a discrete random variable here
we call it a discrete probability distribution.
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 Example-1
 Consider an experiment of testing PC
products in a company. Let be the number of
defective products . Construct the probability
distribution of when three PCs are tested.
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.

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 Cont’d
 From our previous Example

 Sample space ==8 OR

=8
 and the probability distribution of
(number of defective products) is given
by:

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 Exercise
Let be a random variable denoting the
number of bits equal to 1 in an 8 bit
random binary number. Find the sample
space and construct the probability
distribution of What is the probability
that at most 3 bits ON?

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  Continuous random variables
 A sample space contains an infinite number of outcomes
( non countably infinite) equal to the number of points on a
line segment, it is called continuous sample space.
 Let denote a random variable with space , an interval or
union of intervals. Such a set is called continuous sample
space.
 The random variable is called a continuous ,and is said
to have a continuous distribution denoted as .
Examples:
CPU processing time.
Mark of a student.

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 Cont’d
 The function is called probability
density function of a , if it satisfy the
following properties:
I.
II.
III.
 Probability means area for continuous
random variable.
 A continuous random variable has a
probability of zero of assuming any one
of its values. i.e. if is continuous
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 Example-1
 Consider the function
I. Find the value of c so that defines a probability
density function.
II. Find and )
 Solution
I) For a probability density function So

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 Cont’d

II)

) =??

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 Exercise

Let be a continuous random variable with

I. Evaluate
II. Find

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 Properties of Probability Distribution
1)

2)

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  Two Dimensional Random Variables
 We may define two or more random
variables on the same sample space .
 Let be the sample space associated with a
random experiment . Let be two real
random variables defined on the same
space.
 Let be two functions assigning a real
number to each outcomes Then is called
two dimensional random variable.
Example: Suppose in a communication
system, is a transmitted signal and is the
corresponding noisy received signal. Then is
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a joint random variable.
 Cont’d
Note
I. If the possible values of are finite or
countable infinite, is called a two
dimensional discrete random variable.
II. If can assume all values in a specific
region in the -plane, is called a two
dimensional continuous random variable.

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 Joint Probability Mass Function
(Discrete case)
If is a two dimensional discrete random variable
such that , then is called the probability mass
function of provided that
I.
II.
III.,
Example: Suppose that two machines are used for
particular task in the morning and for a different
task in the afternoon. Let X and Y represent the
number of times that a machine breaks down in the
morning and in the afternoon respectively. The table
below gives the joint probability distribution of (x,y)

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 Cont’d

a) What is the probability that the machine

breaks down equal number of times in the
morning and in the afternoon?
b) What is the probability that the machine
breaks down greater number of times in
the morning and in the afternoon?

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 Solution
a)
b)

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 Joint Probability Density function
( Continuous Case)
If is a two-dimensional continuous RV then
is called the joint pdf provided that satisfies
the following conditions.
I.
II.
III.

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 Example
Let be a continuous with a joint pdf
a) Determine c
b) Find
Solution

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 Marginal, Conditional Probability
distributions and Independent of RVs
 Marginal probability Distribution

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 Cont’d

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 Cont’d

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 Conditional Distribution
Function
When two random variables are defined in a
random experiment, knowledge one can
change the probabilities of the other.

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 Cont’d

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 Independent Random
Variables

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 Exercise
The joint probability mass function of is given
by then find the marginal probability
distribution of and

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 CHAPTER THREE
MATHEMATICAL EXPECTATION
1) Let a discrete random variable X assume
the values ,,… with the probabilities
Respectively. Then the expected value of
denoted as is defined as :

2) Let X be a continuous random variable

assuming the values in the interval (a, b)
such that:

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 Cont’d

Example-1: What is the expected value of a

random variable X obtained by tossing a coin
three times where is the number of heads.
Solution: First construct the probability
distribution of X:

0 1 2 3
1/8 3/8 3/8 1/8

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 Cont’d

Example-2:

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 Mean and Variance of a random variable
 Let X is given random variable
1) The expected value of is its mean mean
of
2) The variance of is given by:

Where;

 There are some general rules for

mathematical expectation.
Let X and Y are random variables and k is a
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constant
 Cont’d
Rule-1:
Rule-2:
Rule-3:
Rule-4:
Rule-5:

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