Lecture 4
Random Variables
Probability Distributions
Index
● Random Variable
● Bernoulli Random Variable
● Probability Distribution
● Parameter
● Cumulative Distribution
● Expectation
Random Variable
Random Variable is just a variable/rule which is going to assign numerical values
to each outcome of sample space.
Random variables are denoted by uppercase letters, such as X and Y.
The notation X(s) = x means that x is the value associated with the outcome s by
the rv X.
Example
When a student calls a university help desk for technical support, he/she will either
immediately be able to speak to someone (S, for success) or will be placed on
hold (F, for failure).
With Sample Space = {S,F}, define an rv X by
X(S) = 1 and X(F) =0
The rv X indicates whether (1) or not (0) the student can immediately speak to
someone.
Bernoulli Random Variable
Any random variable whose only possible values are 0 and 1 is called a Bernoulli
random variable.
Types of Random Variables
Discrete: A discrete variable is a variable whose value is obtained by counting.
Continuous: A continuous variable is a variable whose value is obtained by
measuring.
Probability Distribution
The probability distribution or probability mass function (pmf) of a discrete rv is
defined for every number x by
p(x) = P(X=x)
For Example p(0) = P(X=0)
The values of X along with their probabilities collectively specify the pmf.
Example
Six lots of components are ready to be shipped by a certain supplier. The number
of defective components in each lot is as follows:
Let X be the number of defectives in the selected lot. The three possible X values
are 0, 1, and 2.
Example
Consider whether the next person buying a computer at a certain electronics store
buys a laptop or a desktop model. Let
Question
Consider a group of five potential blood donors—a, b, c, d, and e—of whom only a
and b have type O+ blood. Five blood samples, one from each individual, will be
typed in random order until an O+ individual is identified. Let the rv Y = number of
typings necessary to identify an individual with O+ blood.
Note: Once a donor is selected he cannot be selected again.
Find pmf of Y
Question
Parameter of Probability Distribution
Suppose p(x) depends on a quantity that can be assigned any one of a number of
possible values, with each different value determining a different probability
distribution. Such a quantity is called a parameter of the distribution. The collection
of all probability distributions for different values of the parameter is called a family
of probability distributions.
Bernoulli distribution (Each different number α between 0 and 1 determines a
different member of the Bernoulli family of distributions.)
Question
Starting at a fixed time, we observe the gender of each student coming inside the
class until a boy (B) comes. Let p = P(B), assume that successive coming of
students inside the class are independent, and define the rv X by x = number of
students observed. Find out the pmf.
Cumulative Distribution Function
Question
A store carries flash drives with either 1 GB, 2 GB, 4 GB, 8 GB, or 16 GB of
memory. The accompanying table gives the distribution Y = the amount of
memory in a purchased drive:
Calculate F(1), F(2), F(3), F(4), F(5), F(2.7), F(7.999)
Question
X
Cumulative Distribution Function
Question
A consumer organization that evaluates new automobiles reports the number of
major defects in each car examined. Let X denote the number of major defects in
a randomly selected car of a certain type. The cdf of X is as follows:
Question
1. P(X=2) = F(X=2) - F(X=1) = 0.39 - 0.19 =0.20
2. P(X>3) = 1 - P(X≤3) = 1- 0.67 = 0.33
3. P(2≤ X ≤5) = F(5) - F(1) = 0.97 - 0.19 =0.78
4. P(2< X <5) = F(4) -F(2) = 0.92 - 0.39 = 0.53
Expected Values
Question
Just after birth, each newborn child is rated on a scale called the Apgar scale. The
possible ratings are 0, 1, . . . , 10, with the child’s rating determined by color,
muscle tone, respiratory effort, heartbeat, and reflex irritability (the best possible
score is 10). Let X be the Apgar score of a randomly selected child born at a
certain hospital during the next year, and suppose that the pmf of X is
Calculate the Expectation.
Question
Just after birth, each newborn child is rated on a scale called the Apgar scale. The
possible ratings are 0, 1, . . . , 10, with the child’s rating determined by color,
muscle tone, respiratory effort, heartbeat, and reflex irritability (the best possible
score is 10). Let X be the Apgar score of a randomly selected child born at a
certain hospital during the next year, and suppose that the pmf of X is
Question
Let X, the number of interviews a student has prior to getting a job, have pmf
Calculate the expected value.
Hint: Use summation Σ
Question
Let X, the number of interviews a student has prior to getting a job, have pmf
Hint: Use summation Σ
The Expected Value of a Function
A computer store has purchased three computers of a certain type at $500 apiece.
It will sell them for $1000 apiece. The manufacturer has agreed to repurchase any
computers still unsold after a specified period at $200 apiece. Let X denote the
number of computers sold, and suppose that p(0) = 0.1, p(1) = 0.2, p(2) = 0.3 and
p(3) = 0.4. h(X) denote the profit associated. h(X) = 800X-900. Calculate the
expected profit.
Question
A computer store has purchased three computers of a certain type at $500 apiece.
It will sell them for $1000 apiece. The manufacturer has agreed to repurchase any
computers still unsold after a specified period at $200 apiece. Let X denote the
number of computers sold, and suppose that p(0) = 0.1, p(1) = 0.2, p(2) = 0.3 and
p(3) = 0.4. h(X) denote the profit associated. h(X) = 800X-900. Calculate the
expected profit.
References
Probability and statistics for engineers RA Johnson, I Miller, JE Freund - 2000 -
117.239.47.98
Statistics for business & economics DR Anderson, DJ Sweeney, TA Williams, JD
Camm
Probability and statistics for engineering and science J Deovre