TOPIC 5

Random Variables
and Probability
Distributions

Random Variable
 A random variable, RV (pemboleh ubah rawak) is a
variable that can take on different values according to
the outcome of an experiment.

An upper-case letter will represent the name of the

random variable, usually X. Its lower-case counterpart
will represent the value of the random variable.

 A discrete random variable (pemboleh ubah rawak

diskret) is one that can only take on a finite number of
values. A continuous random variable (pemboleh
ubah rawak selanjar) is one whose values are
uncountable.

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 Discrete Probability Distribution
 A probability distribution (taburan kebarangkalian) is a
table, formula, or graph that describes the values (x) of a
RV and the probability, p(x) associated with these values.

 Requirements for a discrete probability distribution:

(a) 0  p(x)  1, for all x and (b) 𝑝 𝑥 =1

 Example of discrete prob. distribution: Binomial, Poisson

 The prob. distribution represents a population. We can

describe the prob. distribution by computing the
expected value (nilai jangkaan) or mean and variance.

Example 1
A financial counselor conducts investment seminars with
each seminar limited to 6 attendees. Because of the small size
of the seminar group and the personal attention each person
receives, some of the attendees become clients following the
seminar.

For the past 20 seminars she has conducted, the number of

attendees who become clients, X has had the probability
distribution shown below.

x 0 1 2 3 4 5 6
p(x) 0.05 m 0.20 0.25 0.15 0.15 0.10

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a) Find the value of m.

m = 1 – 0.9 = 0.1

b) Find the probability that at least 4 attendees become

clients of the financial counselor.

P(X ≥ 4) = P(X = 4) + P(X = 5) + P(X = 6) = 0.40

c) Find the probability that less than 2 attendees become

clients of the financial counselor.

P(X < 2) = P(X = 0) + P(X = 1) = 0.15

Continuous Probability Distribution

 Since a continuous random variable can assume an
uncountable number of values, we cannot list the
possible values because there is an infinite number of
them. Therefore, the probability that any particular value
will be assumed as zero

P(X = c) = P(X = d) = 0

 Hence, it is only meaningful to find the probability that X

will assume a value within a particular interval.

 Such probability is found using the probability density

function (fungsi ketumpatan kebarangkalian), f (x)
associated with X.

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 The probability that X will take a value in the interval
c  X  d is given by the area under the graph of f (x)
between the values c and d.

 The following equality holds for any continuous random

variable X

P(c < X < d) = P(c ≤ X ≤ d)

 Requirements for a probability density function f (x)

whose range is a ≤ X ≤ b

a) f (x)  0 for all x between a and b

b) the total area under the curve between

a and b is 1.0

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 Normal Distribution
 The normal distribution (taburan normal) is the most
important of all probability distributions because of its crucial
role in statistical inference.

 Characteristics of a Normal Probability Distribution:

 normal curve is bell-shaped & has a single peak at the

exact center of the distribution

 arithmetic mean, median, & mode of the distribution are

equal & located at the peak

 normal probability distribution is symmetrical about its

mean

 half the area under the curve is above the mean and half
is below it

 normal curve extends to infinity and gets closer and

closer to the X-axis but never actually touches it

 there is a "family" of normal probability distribution with

different combination of mean,  and standard
deviation, 

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 Normal curve is symmetrical
two halves identical

Curve Curve
extends Area Area extends
to - = 0.5 = 0.5 to +

mean = median = mode

same mean and standard same SD but

deviation (SD) different means

same mean but different SD different means and SD

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 the probability density function of a normal random
variable, X is

, - ≤ x ≤ 

where
 is the mean of the normal distribution
 is the standard deviation of the normal distribution

 normal distribution is described by 2 parameters,

the mean () and the standard deviation ()
 X ~ N( ,  2)

Standard Normal Distribution

 The standard normal distribution (taburan normal
piawai) or Z-distribution (taburan Z) is a special normal
distribution with a mean,  = 0 and a standard deviation,
 = 1  Z ~ N(0, 1)

 Z-score (skor Z) is the distance between a selected

value, designated x , and the population mean ()
divided by the population standard deviation ()

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The Z-score is how far above or below the individual value is
compared to the population mean in units of standard deviation.

By standardizing (mempiawaikan) the normal random variable,

the prob. that a normal random variable falls into any interval
could be found using the standardized normal table (jadual
normal piawai) or Z-table (jadual Z)

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a) P(Z  -1.34)
= 0.0901

b) P(-1.34 < Z < 0)

= 0.5 – 0.0901
= 0.4099

c) P(Z > -1.34)

= 1 – 0.0901
= 0.9099

a) P(Z < 1.34)

= 0.9099

b) P(Z > 1.34)

= 1 – 0.9099
= 0.0901

c) P(0 < Z < 1.34)

= 0.9099 – 0.5
= 0.4099

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Example 2
Using standardized normal table, determine the following prob.

a) P(Z  1.53) = 1 – 0.9370 = 0.0630

b) P(Z  -1.26) = 0.1038
c) P(Z < 1.46) = 0.9279
d) P(-2.1 < Z < 0) = 0.5 – 0.0179 = 0.4821
e) P(-1.88 < Z  -0.5) = 0.3085 – 0.0301 = 0.2784
f) P(-1.4  Z  0.3) = 0.6179 – 0.0808 = 0.5371
g) P(-2 < Z < 2) = 0.9772 – 0.0228 = 0.9544
Empirical Rule: approximately 95% of all observations fall
within   2

Example 3
Following their production, industrial generator shafts
are tested for static and dynamic balance, and the
necessary weight is added to predrilled holes in order to
bring each shaft within balance specifications. From past
experience, the amount of weight added to a shaft has been
normally distributed, with an mean,  = 35 grams and a
standard deviation,  = 9 grams. What is the probability
that a randomly selected shaft will require

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a) between 35 and 40 grams of weight for proper balance?

b) between 41 and 49 grams of weight for proper balance?

c) more than 26 grams of weight for proper balance?

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 Finding Values of Z
 Sometime, we are required to determine the value of Z
given a probability.

 For example, what is the value of a standard normal

random variable (Z ) such that

i) P(Z > Z ) =  or ii) P(Z < -Z ) = 

P(Z < -Z ) = 

-Z

Example 4
a) Find the value of Z0.0212

0.0212

Z0.0212

P(Z > 2.03) = 0.0212

Therefore, Z0.0212 = 2.03

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Example 4
b) Find the value of Z0.298

0.298

Z0.298
Since the prob. value
0.702 is not available
from the table, take
the nearest prob.
Therefore, Z0.298  0.53

Example 4
c) Find the value of -Z0.0066

0.0066

-Z0.0066

P(Z < -2.48) = 0.0066

Therefore, -Z0.0066 = -2.48

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Example 4
d) Find the value of Z0.015

P(Z > 2.1701) = 0.015 0.015

Therefore, Z0.015 = 2.1701 Z0.015

For selected prob.
value, Table 4
can be used to
find the respective
Z-score.
The column  is
the prob. value
and the u is the
prob. Z-score Z-score

Example 4
e) Find the value of -Z0.025

0.025

-Z0.025

Since normal prob. distribution is symmetrical about its mean,

P(Z > 1.96) = P(Z < -1.96) = 0.025

Therefore, -Z0.025 = -1.96

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Example 5

During 2014, the average number of flying hours for aircraft

operated by a regional airline was 2389.

Assume a normal distribution and a standard deviation of 300

hours, what number of annual flying hours was exceeded by
75% of the aircraft?

Given that  = 2389 and  = 300

Assumed that the required number of annual flying hours is

denoted by Xm where P(X > Xm) = 0.75

P(X > Xm) = 0.75 or

P(X < Xm) = 0.25

0.25
From Table 4,
Xm 2389 X P(Z < -0.6745) = 0.25

Using

0.25 Xm = 2389 + (-0.6745) 300

= 2186.65
-0.6745 0 Z

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