PROBABILITY AND STATISTICS
RANDOM VARIABLES AND GENERAL
DISCRETE PROBABILITY
DISTRIBUTIONS
Introduction
• The point of this section is to work with functions that
describe all possible probabilities of events of interest in a
sample space.
Random Variables
Random variables
• Mathematical functions require numerical input.
• We associate outcomes in the sample space with
numerical values 𝑥 that can be assumed by a
random variable 𝑋. (Note that the letters 𝑥 𝑎𝑛𝑑 𝑋
to represent values and the random variable were
arbitrarily chosen)
• A random variable is a function that associates a
real number with each element in the sample space.
Random variables (Cont’d)
❑Toss a coin twice and come up with 𝑥 values that random
variable 𝑋 = 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 ℎ𝑒𝑎𝑑𝑠, can assume.
Types of Random Variables
• Random variables are grouped into Discrete and
Continuous random variables according to the numerical
values they can assume.
• Discrete random variables are functions that can assume
countable numerical values in a finite or infinite sequence
within a sample space.
• Continuous random variables are functions that can
assume infinite numerical values within a sample space.
Example of discrete random variables
• Discrete random variables usually take up count or binary
data.
• In terms of count data, an example of a discrete variable
𝑋 is the number of defects in a sample of 10 products;
where 𝑥 = 0,1, . . , 10.
• In terms of binary data, an example of a discrete variable
𝑋 is whether a sensor works or not; where 𝑥 = 0, 1 (0 for
does not work, 1 for works). The random variable for
which 0 and 1 are chosen to describe the two possible
values is called a Bernoulli random variable.
Examples of continuous random variables
• Continuous random variables will usually take up measure
data
• For example, the continuous random variable 𝑋 can be
the error in the reaction temperature in degrees Celsius;
where −1 < 𝑥 < 2.
• Other measure data may be heights, weights, distance, or
life periods.
PROBABILITY DISTRIBUTIONS
Introduction
• A probability distribution is a layout of all the
probabilities associated with each numerical value that a
random variable can assume.
• Probability distributions are usually described by a
function.
• Probability distributions are grouped into Discrete
Probability distributions and continuous probability
distributions
DISCRETE PROBABILITY
DISTRIBUTIONS
DISCRETE PROBABILITY DISTRIBUTION
• For a discrete random variable 𝑋, the probability
distribution is defined by a probability mass
function (PMF), denoted by 𝑓 𝑥 𝑜𝑟 𝑃(𝑋 = 𝑥) (The
probability that the random variable 𝑋 takes on the
value 𝑥 ).
• The probability mass function is used to give the
probability of each value of the random variable.
Presentation of a PMF
• A probability mass function can be presented by way of a
table, a graph or a formula
❖Example 1
▪Provide the probability distribution values using the
𝑥
probability mass function 𝑃 𝑋 = 𝑥 = for 𝑥 = 1,2,3,4.
10
▪Express the PMF in the form of a table and a graph
TWO REQUIREMENTS FOR A PROBABILITY
DISTRIBUTION
1.The sum of the probabilities of all the possible
values of the R.V. must equal 1; that is, σ 𝑃(𝑋
= 𝑥) = 1.
2.The probability of each possible value of the
random variable must be between or equal to 0
and 1. That is, 0 ≤ 𝑃(𝑋 = 𝑥) ≤ 1.
Expected value
•The expected value of a random variable is the
measure of the central location of the R.V.
•It is comparable with the mean in descriptive
statistics.
•The expected value or mean value or
expectation of 𝑋 is denoted by 𝐸(𝑋) or 𝜇𝑋
Expected Value (Cont’d)
• It is a weighted average where the possible values of a
random variable are weighted by their corresponding
probabilities of occurrence.
• The expected value of a random variable X is given by:
𝑛
•𝐸 𝑋 = σ𝑖=1 𝑥𝑖 𝑃(𝑋 = 𝑥𝑖 )
Expected value (Cont’d)
• Example 2
• Let the random variable X represent the number of
automobiles that are used for official business purposes
on any given workday. Its probability distribution is given
by
𝒙 1 2 3
𝑃(𝑋 = 𝑥) 0.3 0.4 0.3
• Find 𝐸(𝑋)
Expected value (Cont’d)
• Example 3
• A lot containing 7 components is sampled by a quality inspector;
the lot contains 4 good components and 3 defective
components. A sample of 3 is taken by the inspector. Our
random variable of interest is 𝑋
= 𝑡ℎ𝑒 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑔𝑜𝑜𝑑 𝑐𝑜𝑚𝑝𝑜𝑛𝑒𝑛𝑡𝑠 𝑖𝑛 𝑡ℎ𝑒 𝑠𝑎𝑚𝑝𝑙𝑒. It’s
probability distribution is given by
4 3
𝑥 3−𝑥
𝑓 𝑥 = 7 , 𝑥 = 0,1,2,3.
3
Find E(X)
Variance and Standard deviation of X
Let the random variable 𝑋 have a PMF,𝑃(𝑋 = 𝑥)
and the expected value, 𝜇. Then the variance of 𝑋, is
2 2
denoted by 𝑉(𝑋) or 𝑉𝑎𝑟(𝑋) or 𝜎𝑋 or just 𝜎 ,is:
• The standard Deviation of 𝑋 is:
• √𝑉𝑎𝑟(𝑋)
The variance and standard deviation of X (Cont’d)
• The variance of a random variable X is given by
𝑛
𝜎 = σ𝑖=1 𝑥𝑖 − 𝜇 2 𝑃(𝑋 = 𝑥𝑖 )
2
• The standard deviation is 𝜎 2 = 𝜎
❖Example 4
• Find the variance of X in Example 2
The variance and standard deviation of X (Cont’d)
• There is a shorthand formula for finding the variance of X
given by:
𝜎 2 = 𝐸 𝑋 2 − 𝜇2
❖Example 5
• Use the shorthand formula to find the Variance of X from
Example 2
❖Example 6
• Use the shorthand formula to find the standard deviation
of X from Example 3
Thank You.
