INTRODUCTION TO RANDOM VARIABLES

A random variable is a function that associates a real number with each

element in the sample space.
Discrete Random Variable
Example 1: The sample space giving a detailed description of each
possible outcome when 3 components are tested.
D=defective, N=nondefective
S={ NNN, NND, NDN, DNN, NDD, DND, DDN, DDD} = 8
nS= 2x2x2 = 8 possible outcomes.
x= the number of defective components among the 3 selected components.
x= {0,1,2,3}
P(x=0)=P(all components selected are nondefective)= 1/8
x=0; {NNN}
P(x=1)=P(1 of 3 components is defective) = 3/8
x=1; {NND,NDN,DNN}
P(x=2)=P(2 of 3 components selected are defective)=3/8
x=2; {NDD,DND,DDN}
P(x=3)=P(all defective)=1/8
x=3; {DDD}

Example 3.1, p78 Walpole

URN={ R=4, B=3} two balls are drawn in succession w/o replacement.
Let y = number of red balls drawn = {0,1,2}

Sample Space : nS = 2x2 = 4 S={RR (y=2), RB (y=1), BR (y=1), BB

(y=0)}
P(y=0)=1/4, P(y=1) =2/4 = , P (y=2) = .

DISCRETE PROBABILITY DISTRIBUTION

The set of all ordered pairs (x,f(x)) is a probability distribution,
probability function or probability mass function if the following conditions
are satisfied.
1.
2.

f ( x)0

f ( x ) =1
x

3. P(x=a)= f(a).

Example 3: In Example 1, for all x,

f (x) 0 .

1 1 3 3
f ( x )= + + + =1
8 8 8 8
. Thus, f(x) is a probability distribution.

Example 3.8, p80: Find the probability distribution of f(x).

Solution:
8 microcomputers (D=3, N=5) to purchase 2 computers.
FIND: the probability distribution for the number of defective computers.
nS= 8C2 = 28.
x= number of defectives = 0,1,2
2 x = nondefective

3
5
(
x )(2x )
f ( x )=
.(the probability distribution)
8
(2 )

The probability of getting two nondefective (D=0, N=2) is:

3 5
(
0 )( 2)
f ( x=0 )=
=10 /28
8
( 2)

The probability of getting 1 defective computer (D=1, N=1) is:

3 5
(
1 )(1 ) 15
f ( x=1 )=
=
28
8
(2 )

The probability of getting 2 defective computers (D=2, N=0) is:

3 5
(
2 )(0 ) 3
f ( x=2 ) =
=
8
( 2) 28

Tabulated probability distribution.

X
f(x)

0
10/28

1
15/28

2
3/28

Note: Sum of f(x)=10/28 + 15/28 + 3/28 = 1.

The cumulative distribution function of a discrete random variable is

F ( x )=P ( t x ) = f ( t),< x < .

t x

EXAMPLE 5: Find the cumulative distribution of x (discrete) in example 1.

Probability distribution: f(0) = 1/8, f(1) = 3/8, f(2) = 3/8, f(3) = 1/8,
x=0,1 , 2 ,3
x=0 ; F ( 0 )=P ( t 0 )=f ( 0 )=

1
8

1 3 1
x=1 ; F ( 1 )=P ( t 1 ) =f ( 0 ) + f ( 1 )= + =
8 8 2
1 3 3 7
x=2 ; F ( 2 )=P ( t 2 )=f ( 0 )+ f ( 1 ) +f ( 2 )= + + =
8 8 8 8
1 3 3 1
x=3 ; F ( 3 )=P ( t 3 )=f ( 0 ) + f (1 ) + f ( 2 )+ f ( 3 )= + + + =1
8 8 8 8

Thus, the cumulative distribution of x is:

0, for x<0
1
for 0 x <1
8
F ( x )= 1 for 1 x<2
2
7
for 2 x<3
8
1 for x 3

Note: x should be defined over the entire real line, ( , ) .

Example 3.10 p.82: READ!!!