Random Variables and Probability Distributions
Random Variable
A random variable is a quantitative variable whose value depends on
chance.
Remark
When one or more members are selected at random from the population,
the variable, in that context, is called a random variable.
Example
1 The sum of the dice when a pair of fair dice are rolled,
2 The number of siblings
3 The lifetime of a flashlight battery.
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 115 / 195
Random Variable
Discrete Random Variable
A discrete random variable is a random variable whose possible values can
be listed.
Remark
To represent random variables, however, we usually use uppercase letters.
Remark
let X denote the number of siblings of a randomly selected student. Then
we can represent the event that the selected student has two siblings by
{X = 2}, read ”X equals two,” and the probability of that event as
P(X = 2), read ”the probability that X equals two”.
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 116 / 195
Probability Distribution and Probability Histogram
Probability distribution
A listing of the possible values and corresponding probabilities of a discrete
random variable, or a formula for the probabilities is called probability
distribuation.
Probability histogram
A graph of the probability distribution that displays the possible values of
a discrete random variable on the horizontal axis and the probabilities of
those values on the vertical axis.
The probability of each value is represented by a vertical bar whose height
equals the probability
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 117 / 195
Probability Distribution and Probability Histogram
Example
Professor Weiss asked his introductory statistics students to state how
many siblings they have. The given table presents frequency distribution
for that information.
1 Determine the probability distribution of the random variable X .
2 Construct a probability histogram for the random variable X .
Siblings x Frequency f
0 8
1 17
2 11
3 3
4 1
Table: Number of Siblings
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 118 / 195
Discrete Variable
Example
A balanced coin is tossed three times. Let X denote the total number of
heads obtained in the three tosses.
1 Use random-variable notation to represent the event that exactly two
heads are tossed.
2 Determine P(X = 2).
3 Find the probability distribution of X .
4 Use random-variable notation to represent the event that at most two
heads are tossed.
5 Find P(X ≤ 2).
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 119 / 195
Discrete Variable
Two Requirements for a Probability Distribution
1 The sum of the probabilities of all the events in the sample space
must equal 1; that is, ∑ P(X = x) = 1.
2 The probability of each event in the sample space must be between or
equal to 0 and 1. That is, 0 ≤ P(X ) ≤ 1.
Example
Determine whether each distribution is a probability distribution.
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 120 / 195
Discrete Random Variable
Mean of a Discrete Random Variable
The mean of a discrete random variable X is denoted µX or, when no
confusion will arise, simply µ. It is defned by
µ = ∑ xP(X = x).
The terms expected value and expectation are commonly used in place of
the term mean.
Example
Find the mean of the number of spots that appear when a dice is tossed.
Example
In a family with two children, find the mean of the number of children who
will be girls.
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 121 / 195
Discrete Random Variable
Example
If three coins are tossed, find the mean of the number of heads that occur.
Standard Deviation of a Discrete Random Variable
The standard deviation of a discrete random variable X is denoted σX or,
when no confusion will arise, simply σ. It is defned as
√
σ = ∑(x − µ)2 P(X = x).
Remark
The standard deviation of a discrete random variable can also be obtained
from the computing formula
√
σ = ∑ x 2 P(X = x) − µ2 .
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 122 / 195
Discrete Random Variable
Remark
2
The square of the standard deviation, σ , is called the variance of X .
Example
For the following probability distibution, first find x then find the variance
and standard deviation.
X -1 0 1 2
P(X ) 1/3 1/5 x 1/3
Example
A box contains 5 balls. Two are numbered 3, one is numbered 4, and two
are numbered 5. The balls are mixed and one is selected at random. After
a ball is selected, its number is recorded. Then it is replaced. If the
experiment is repeated many times, find the variance and standard
deviation of the numbers on the balls.
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 123 / 195
Probability Density Function (PDF) for Continuous
Random Variable
Continuous Random Variable
For a continuous random variable, its pdf, FX (x) is a continuous function
of x and the derivative
dFX (X )
fX (x) =
dx
exists for all x. The function fX (x) is called the probability density
function (pdf), or simply the density function.
Remark
Since FX (X ) is monotone nondecreasing, we clearly have
fX (x) ≥ 0 for all x
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 124 / 195
Continuous Random Variable
Continuous Random Variable
Additional properties of fX (x) can be derived easily from the definition;
these include
x
FX (x) = ∫ fX (u)du
−∞
and
∞
∫ fX (x)dx = 1,
−∞
b
P(a < x < b) = FX (b) − FX (a) = ∫ fX (x)dx
a
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 125 / 195
Continuous Random Variable
Example
A random variable X for which the density function has the form (a > 0)
−ax
e for x ≥ 0,
fX (x) = {
0 elsewhere
Compute the probabilities, P(0 < X ≤ 1) and P(X > 3).
Remark
1 The probability for a continuous random variable at any point is zero,
that is, P(X = c) = 0.
2 There is no numerical difference between P(a < X < b) and
P(a ≤ X ≤ b).
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 126 / 195
Continuous Random Variable
Expected Value (Mean)
The mean of a continuous random variable X is defned by
µ = ∫ xP(x)dx
The terms expected value and expectation are commonly used in place of
the term mean.
Variance
The standard deviation of a continuous random variable can also be
obtained from the computing formula
2 2 2
σ = ∫ x P(x)dx − µ .
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 127 / 195
Continuous Random Variable
Example
A random variable X for which the density function has the form
1
for 0 ≤ y ≤ 60,
fY (y ) = { 60
0 elsewhere
Compute the probabilities, P(0 < X ≤ 6) and P(X > 3). Find mean and
variance.
Example
For the following density function find mean and standard deviation
1
x for 1 ≤ x ≤ 3,
fX (x) = { 4
0 elsewhere
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 128 / 195
The Binomial Distribution
Remark
Many applications of probability and statistics concern the repetition of an
experiment. We call each repetition a trial, and we are particularly
interested in cases in which the experiment (each trial) has only two
possible outcomes. Here are two examples
1 Tasting the effectiveness of a drug.
2 Tossing a coin.
To analyze repeated trials of an experiment that has two possible
outcomes, we require knowledge of factorials, binomial coefficients,
Bernoulli trials, and the binomial distribution.
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 129 / 195
The Binomial Distribution
Factorials
The product of the frst k positive integers (counting numbers) is called k
factorial and is denoted k!. In symbols,
k! = k(k − 1)...2.1. we define 0! = 1
Binomial Coefficients
If n is a positive integer and x is a nonnegative integer less than or equal
to n, then the binomial coefficient (xn) is defned as
n n!
(x ) =
x!(n − x)!
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 130 / 195
The Binomial Distribution
Bernoulli Trials
Repeated trials of an experiment are called Bernoulli trials if the following
three conditions are satisfed:
1 The experiment (each trial) has two possible outcomes, denoted
generically s, for success, and f , for failure.
2 The trials are independent.
3 The probability of a success, called the success probability and
denoted p, remains the same from trial to trial.
4 The probability of a failure, called failure probability and denoted
q = 1 − p.
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 131 / 195
The Binomial Distribution
Binomial Probability Formula
Let X denote the total number of successes in n Bernoulli trials with
success probability p. Then the probability distribution of the random
variable X is given by
n x n−x
P(X = x) = (x )p (1 − p) , x = 0, 1, 2, ..., n.
The random variable X is called a binomial random variable and is said to
have the binomial distribution with parameters n and p.
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 132 / 195
The Binomial Distribution
To Find a Binomial Probability Formula
Assumptions
1 n trials are to be performed.
2 Two outcomes, success or failure, are possible for each trial.
3 The trials are independent.
4 The success probability, p, remains the same from trial to trial.
Step 1 Identify a success.
Step 2 Determine p, the success probability.
Step 3 Determine n, the number of trials.
Step 4 The binomial probability formula for the number of successes, X , is
n x n−x
P(X = x) = (x )p (1 − p) , x = 0, 1, 2, ..., n.
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 133 / 195
The Binomial Distribution
Example
According to investigation provided by the National Center for Health
Statistics in Vital Statistics of the United States, there is roughly an 80%
chance that a person of age 20 years will be alive at age 65 years. Suppose
that three people of age 20 years are selected at random. Find the
probability that the number alive at age 65 years will be
a. exactly two. b. at most one. c. at least one.
d. Determine the probability distribution of the number alive at age 65.
Example
A survey found that one out of five Americans say he or she has visited a
doctor in any given month. If 10 people are selected at random, find the
probability that exactly 3 will have visited a doctor last month.
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 134 / 195
The Binomial Distribution
Mean and Variance
The mean, variance, and standard deviation of a variable that has the
binomial distribution can be found by using the following formulas.
√
2
µ = n.p σ = n.p.(1 − p) σ = n.p.(1 − p)
Example
A coin is tossed 4 times. Find the mean, variance, and standard deviation
of the number of heads that will be obtained.
Example
A dice is rolled 480 times. Find the mean, variance, and standard
deviation of the number of 3s that will be rolled.
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 135 / 195
The Binomial Distribution
Example
The Statistical Bulletin published by Metropolitan Life Insurance Co.
reported that 2% of all American births result in twins. If a random
sample of 8000 births is taken, find the mean, variance, and standard
deviation of the number of births that would result in twins.
Example
A survey from Teenage Research Unlimited (Northbrook, Illinois) found
that 30% of teenage consumers receive their spending money from
part-time jobs. If 5 teenagers are selected at random, find the probability
that at least 3 of them will have part-time jobs.
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 136 / 195
The Poisson Distribution
Poisson Distribution
The Poisson distribution is a discrete probability distribution that describes
the number of events occurring in a fixed interval of time or space,
assuming the events happen with a constant mean rate and independently
of the time since the last event.
Remark
The Poisson distribution is useful when n is large and p is small and when
the independent variables occur over a period of time.
Remark
The Poisson distribution can be used when a density of items is distributed
over a given area or volume
1 The number of plants growing per acre
2 The number of typing errors per page
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 137 / 195
The Poisson Distribution
The Poisson Distribution
The probability of X occurrences in an interval of time, volume, area, etc.,
for a variable where λ (Greek letter lambda) is the mean number of
occurrences per unit (time, volume, area, etc.) is
−λ X
e λ
P(X , λ) = where X = 0, 1, 2, ..
X!
The letter e is a constant approximately equal to 2.7183.
Example
If there are 200 typographical errors randomly distributed in a 500-page
manuscript, find the probability that a given page contains exactly 3 errors.
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 138 / 195
The Poisson Distribution
Remark
The mean and standard
√ deviation for poisson distribution are calculated by
µ = λ and σ = λ.
Example
A sales firm receives, on average, 3 calls per hour on its toll-free number.
For any given hour, find the probability that it will receive the following.
a) At most 3 calls b) At least 3 calls c) 5 or more calls
Remark
The Poisson distribution can also be used to approximate the binomial
distribution when the expected value λ = n.p is less than 5. (The same is
true when n.q < 5.)
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 139 / 195
The Poisson Distribution
Remark
In approximating of binomial distribution by Poisson, λ is calculated by
λ = n.p.
Example
If approximately 2% of the people in a room of 200 people are left-handed,
find the probability that exactly 5 people there are left-handed.
Example
If 3% of all cars fail the emissions inspection, find the probability that in a
sample of 90 cars, 3 will fail. Use the Poisson approximation.
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 140 / 195
The Normal Distribution
Remark
When the data values are evenly distributed about the mean, a
distribution is said to be a symmetric distribution.
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 141 / 195
The Normal Distribution
Normally Distributed Variable
A variable is said to be a normally distributed variable or to have a normal
distribution if its distribution has the shape of a normal curve.
Normal Distributions
The mathematical equation for a normal distribution is
2 2
−(X −µ) /(2σ )
e
y = f (x) = √
σ 2π
where µ is the population mean and σ is the population standard deviation.
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 142 / 195
The Normal Distribution
Summary of the Properties of the Theoretical Normal Distribution
1 A normal distribution curve is bell-shaped.
2 The mean, median, and mode are equal and are located at the center
of the distribution.
3 A normal distribution curve is unimodal (i.e., it has only one mode).
4 The curve is symmetric about the mean.
5 The curve is continuous; that is, there are no gaps or holes.
6 The curve never touches the x axis.
7 The total area under a normal distribution curve is equal to 1.00, or
100%.
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 143 / 195
The Normal Distribution
Remark
The area under the part of a normal curve that lies within 1 standard
deviation of the mean is approximately 0.68, or 68%; within 2 standard
deviations, about 0.95, or 95%; and within 3 standard deviations, about
0.997, or 99.7%.
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 144 / 195
The Standard Normal Distribution
The Standard Normal Distribution
Since each normally distributed variable has its own mean and standard
deviation, as stated earlier, the shape and location of these curves will
vary. To simplify this situation, statisticians use what is called the
standard normal distribution.
Standard Normal Distribution
The standard normal distribution is a normal distribution with a mean of 0
and a standard deviation of 1.
Remark
All normally distributed variables can be transformed into the standard
normally distributed variable by using the formula for the standard score:
X −µ
z= σ
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 145 / 195
The Standard Normal Distribution
Finding the Area Under the Standard Normal Distribution Curve
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 146 / 195
The Standard Normal Distribution
Example
1 Find the area to the left of z = 2.06.
2 Find the area to the left of z = −1.19.
3 Find the area between z = +1.68 and z = −1.37.
Remark
In a continuous distribution, the probability of any exact z value is 0 since
the area would be represented by a vertical line above the value. But
vertical lines in theory have no area. So P(a ≤ z ≤ b) = P(a < z < b).
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 147 / 195
The Standard Normal Distribution
Example
Find the probability for each.
1 P(0 < z < 2.23).
2 P(z < 1.65).
3 P(z > 1.91).
Remark
Sometimes, one must find a specific z value for a given area under the
standard normal distribution curve. The procedure is to work backward.
Example
Find the z value such that the area under the standard normal distribution
curve between 0 and the z value is 0.2123.
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 148 / 195
The Normal Distribution
Applications of the Normal Distribution
The standard normal distribution curve can be used to solve a wide variety
of practical problems. The only requirement is that the variable be
normally or approximately normally distributed.
To solve problems by using the standard normal distribution, transform the
original variable to a standard normal distribution variable.
Example
A survey found that women spend on average $146.21 on beauty products
during the summer months. Assume the standard deviation is $29.44.
Find the percentage of women who spend less than $160.00. Assume the
variable is normally distributed.
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 149 / 195
The Normal Distribution
Example
Each month, an American household generates an average of 28 pounds of
newspaper for garbage or recycling. Assume the standard deviation is 2
pounds. If a household is selected at random, find the probability of its
generating
1 Between 27 and 31 pounds per month
2 More than 30.2 pounds per month
Assume the variable is approximately normally distributed.
Example
Americans consume an average of 1.64 cups of coffee per day. Assume the
variable is approximately normally distributed with a standard deviation of
0.24 cup. If 500 individuals are selected, approximately how many will
drink less than 1 cup of coffee per day?
Author: Dr. Kamal Mamehrashi (UKH) Probability and Statistics Semester II 2024-25 150 / 195
