Chapter no.

7:-

Random Variable

Mathematical Expectation of a Random Variable

Mean:
For D.R.V 𝐸(𝑋) = ∑ 𝑥𝑝(𝑥) 𝑤ℎ𝑒𝑟𝑒 𝑥 = 𝜙(𝑥)
∞
For C.R.V 𝐸(𝑋) = ∫−∞ 𝑥𝑓(𝑥) 𝑤ℎ𝑒𝑟𝑒 𝑥 = 𝜙(𝑥)

Variance:
For D.R.V 𝜎 2 = ∑ 𝑥 2 𝑝(𝑥) − (∑ 𝑥𝑝(𝑥))2
∞ ∞
For C.R.V 𝜎 2 = ∫−∞ 𝑥 2 𝑓(𝑥)𝑑𝑥 − (∫−∞ 𝑥𝑓(𝑥))2

Chapter no.8:-

Discrete Probability Distributions

Binomial Probability Distribution

❖ In this probability distribution
• Success trials are independent.
• The probability of success remains same throughout the experiment.
• Experiments is repeated a fixed no. of times.
𝑛
Formula: 𝑓(𝑥) = ( ) 𝑝 𝑥 𝑞 𝑛−𝑥
𝑥
Where

• n = No. of trials
• x = No. of success
• p = Probability of success
• q = Probability of failure
Also 𝑝+𝑞 = 1 ⇒ 𝑝 = 1 − 𝑞 𝑜𝑟 𝑞 = 1 − 𝑝
Parameters: n&p
Mean: 𝜇 = 𝑛𝑝
Variance: 𝜎 2 = 𝑛𝑝𝑞
Moment generating function: 𝑀𝑥 (𝑡) = (𝑝𝑒 𝑡 + 𝑞)𝑛
Probability generating function: 𝑍𝑥 (𝑡) = (𝑧𝑝 + 𝑞)𝑛
𝑛
Binomial Frequency Distribution: 𝑓(𝑥) = 𝑁 ( ) 𝑝 𝑥 𝑞 𝑛−𝑥
𝑥
Hypergeometric Probability Distribution
❖ In this probability distribution
• success trials are dependent.
• Probability of success changes on each trial.
• Experiment is repeated a fixed no. of times.
𝑘 𝑁−𝑘
( )×( )
𝑥 𝑛−𝑥
Formula: 𝑓(𝑥) = 𝑁
( )
𝑛

Where

• n = No. of units in subset or sample

• N = No. of units in set or population
• k = No. of success in set or population
Parameters: N,n & k
Mean: 𝜇 = 𝑛𝑝
𝑁−𝑛
Variance: 𝜎 2 = 𝑛𝑝𝑞.
𝑁−1
𝑘 𝑁−𝑘
Where 𝑝 = 𝑁 𝑎𝑛𝑑 𝑞 = 𝑁

Poisson Probability Distribution

❖ In this probability distribution
• Success trials are independent.
• Probability of success is Small and No. of trials is so large.
• Experiment is repeated a fixed no. of times.
𝜇 𝑥 𝑒 −𝜇
Formula: 𝑓(𝑥) = 𝑥!

Where

• 𝜇 = 𝑛𝑝 (𝑀𝑒𝑎𝑛)
• x = No. of success trials
Parameter: 𝜇
Mean: 𝜇=𝜆
Variance: 𝜎2 = 𝜆
𝜇 𝑥 𝑒 −𝜇
Poisson Frequency Distribution: 𝑓(𝑥) = 𝑁. 𝑥!