Probability and Statistic Chapter2

Random variables.
Density function.
Cumulative Distribution Function
Expectation
Variance and standard deviation
Joint distribution
P ROBABILITY AND S TATISTICS

C HAPTER 1: I NTRODUCTION TO PROBABILITY
Dr. Phan Thi Huong
HoChiMinh City University of Technology

Faculty of Applied Science, Department of Applied Mathematics
Email: huongphan@hcmut.edu.vn
HCM city — 2021.

Dr. Phan Thi Huong Probability and Statistics
Random variables.
Density function.
Expectation
Joint distribution
O UTLINE
1 R ANDOM VARIABLES .

Random variables.
Density function.
Expectation
Joint distribution
O UTLINE
2 D ENSITY FUNCTION .

Random variables.
Density function.
Expectation
Joint distribution
O UTLINE
3 C UMULATIVE D ISTRIBUTION F UNCTION

Random variables.
Density function.
Expectation
Joint distribution
O UTLINE
4 E XPECTATION

Random variables.
Density function.
Expectation
Joint distribution
O UTLINE
4 E XPECTATION
5 VARIANCE AND STANDARD DEVIATION

Random variables.
Density function.
Expectation
Joint distribution
O UTLINE
4 E XPECTATION
5 VARIANCE AND STANDARD DEVIATION
6 J OINT DISTRIBUTION

Random variables.
Density function.
Expectation
Joint distribution
R ANDOM VARIABLE AND ITS N OTATION
D EFINITION 1.1
A variable that associates a number X (ω) with the outcome ω of a
random experiment is called a random variable.
X :Ω → R
ω → X (ω)

Random variables.
Density function.
Expectation
Joint distribution
D EFINITION 1.1
A variable that associates a number X (ω) with the outcome ω of a
random experiment is called a random variable.
X :Ω → R
ω → X (ω)
Uppercase letters (X , Y , Z ): Random variables.

Lowercase letters (x, y, z): Measured values of random
variables (after the experiment is conducted), e.g., x = 70
milliamperes.

Random variables.
Density function.
Expectation
Joint distribution
D EFINITION 1.2
A discrete random variable is a random variable with a finite or
countably infinite range. Its values are obtained by counting.

Random variables.
Density function.
Expectation
Joint distribution
D EFINITION 1.2
A discrete random variable is a random variable with a finite or
countably infinite range. Its values are obtained by counting.
Number of scratches on a surface.

Number of defective parts among 100 tested.
Number of transmitted bits received in error.
Number of common stock shares traded per day.

Random variables.
Density function.
Expectation
Joint distribution
D EFINITION 1.3
A continuous random variable is a random variable with an interval
(either finite or infinite) of real numbers for its range. Its values are
obtained by measuring.

Random variables.
Density function.
Expectation
Joint distribution
D EFINITION 1.3
A continuous random variable is a random variable with an interval
(either finite or infinite) of real numbers for its range. Its values are
obtained by measuring.
Electrical current and voltage.

Physical measurements, e.g., length, weight, time,
temperature, pressure.

Random variables.
Density function.
Cumulative Distribution Function Discrete random variables.
Expectation Continuous random variables
Joint distribution
D ISCRETE D ISTRIBUTION
D EFINITION 2.1
For a discrete random variable X with possible values
x 1 , x 2 , . . . , x n , . . . a probability mass function is a function such that
P (X = x)
½
khi x ∈ {x 1 , . . . , x n , . . .}
f (x) =
0 khi x ∉ {x 1 , . . . , x n , . . .}

Random variables.
Density function.
Joint distribution
D EFINITION 2.1
For a discrete random variable X with possible values
x 1 , x 2 , . . . , x n , . . . a probability mass function is a function such that
P (X = x)
½
khi x ∈ {x 1 , . . . , x n , . . .}
f (x) =
0 khi x ∉ {x 1 , . . . , x n , . . .}
P ROPOSITION 2.1 (C HARACTERISTIC PROPERTIES )

A discrete function f is a probability mass function iff
1 f (x i ) ≥ 0 for all x i .
P
2
i f (x i ) = 1.

Random variables.
Density function.
Joint distribution
E XAMPLE 2.1
There is a chance that a bit transmitted through a digital
transmission channel is received in error. Let X denote the number
of bits received in error in 4 bits transmitted. Suppose that the
probabilities are
P(X =0) = 0.6561

P(X =1) = 0.2916
P(X =2) = 0.0486
P(X =3) = 0.0036
P(X =4) = 0.0001
Total 1.0000

Random variables.
Density function.
Joint distribution
E XAMPLE 2.1
transmission channel is received in error. Let X denote the number
of bits received in error in 4 bits transmitted. Suppose that the
probabilities are
0.6
P(X =0) = 0.6561
P(X =1) = 0.2916
0.4
P(X =2) = 0.0486
P(X =3) = 0.0036 0.2
P(X =4) = 0.0001
Total 1.0000 0
0 2 4
Random variables.
Density function.
Joint distribution
E XAMPLE 2.2
Suppose that a random variable X has a discrete distribution with
the following p.m.f.
(
cu, u = 1, · · · , 5
f (u) =
0, otherwise
(A) Determine the value of the constant c.

(B) Find P(X ∈ [0, 3]).

Random variables.
Density function.
Joint distribution
E XAMPLE 2.3
Computers in a shipment of 100 units contain a portable hard drive,
solid-state memory, or both, according to the following table:
Portable Hard Drive
Solid-state memory Yes No
Yes 15 80
No 4 1
Two computers are selected randomly, with replacement, from the
the shipment. What is the probability mass function of the number
of computers in the sample having both Portable Hard Drive and
Solid-state memory?

Random variables.
Density function.
Joint distribution
C ONTINUOUS D ISTRIBUTION
D EFINITION 2.2
For a continuous random variable X , a probability density function
is a function such that
1 f (x) ≥ 0
R∞
−∞ f (x) = 1
2
Rb
3 P(b ≤ X ≤ a) = a f (x)d x = area under f(x) from a to b.

Random variables.
Density function.
Joint distribution
Note: P (a ≤ X ≤ b) = P (a < X ≤ b) = P (a ≤ X < b) = P (a < X < b)

Random variables.
Density function.
Joint distribution
Note: P (a ≤ X ≤ b) = P (a < X ≤ b) = P (a ≤ X < b) = P (a < X < b)
E XAMPLE 2.4
Suppose that the p.d.f. of X is as
(
cu, 0 < u < 4
f (u) =
0, otherwise
Find c. Then determine P (1 ≤ X ≤ 2) and P (X > 2).

Random variables.
Density function.
Joint distribution
E XAMPLE 2.5
The amount of time in hours that a computer functions before
breaking down is a continuous random variable with probability
density function
(
λe −u/100 , u ≥ 0
f (u) =
0, otherwise
Compute the probability that a computer will function

A between 50 and 150 hours before breaking down?
B for fewer than 100 hours?

Random variables.
Density function.
Cumulative Distribution Function Discrete Distribution
Expectation Continuous distribution
Joint distribution
D EFINITION 3.1
The cumulative distribution function of a discrete random variable
X, denoted as F (x), is
F (x) = P(X ≤ x) =
X
f (x i )
x i ≤x

Random variables.
Density function.
Joint distribution
P ROPOSITION 3.1
For a discrete random variable X , F (x) satisfies the following
properties.

Random variables.
Density function.
Joint distribution
P ROPOSITION 3.1
properties.
1 0 ≤ F (x) ≤ 1.

Random variables.
Density function.
Joint distribution
P ROPOSITION 3.1
properties.
1 0 ≤ F (x) ≤ 1.
2 If x ≤ y, then F (x) ≤ F (y).

Random variables.
Density function.
Joint distribution
P ROPOSITION 3.1
properties.
1 0 ≤ F (x) ≤ 1.
2 If x ≤ y, then F (x) ≤ F (y).
3 F is right continuous: limu→a + F (u) = F (a).

Random variables.
Density function.
Joint distribution
P ROPOSITION 3.1
properties.
1 0 ≤ F (x) ≤ 1.
2 If x ≤ y, then F (x) ≤ F (y).
4 F (−∞) = lim F (x) = 0, F (+∞) = lim F (x) = 1.
x→−∞ x→+∞

Random variables.
Density function.
Joint distribution
P ROPOSITION 3.1
properties.
1 0 ≤ F (x) ≤ 1.
2 If x ≤ y, then F (x) ≤ F (y).
4 F (−∞) = lim F (x) = 0, F (+∞) = lim F (x) = 1.
x→−∞ x→+∞
5 P (a < X ≤ b) = F (b) − F (a) for all a, b ∈ R and a ≤ b.

Random variables.
Density function.
Joint distribution
E XAMPLE 3.1
A day’s production of 850 parts contains 50 defective parts. Two
parts are selected at random without replacement. Let the random
variable X equal the number of defective parts in the sample. Find
the cumulative distribution function of X .

Random variables.
Density function.
Joint distribution
E XAMPLE 3.2
Let X be a discrete random variable which is identified by the
following c.d.f.


0, x < −2


0.2, −2 ≤ x < 0
F (x) =


0.7, 0 ≤ x < 2

1, 2 ≤ x

(A) Compute F (2).

(B) Compute P (−2 < X ≤ 2).
(C) Find the probability mass function of X .

Random variables.
Density function.
Joint distribution
C ONTINUOUS DISTRIBUTION
D EFINITION 3.2
The cumulative distribution function of a continuous random
variable X is Z x
F (x) = P (X ≤ x) = f (u)d u
−∞
for all −∞ ≤ x ≤ ∞.
Note:

Random variables.
Density function.
Joint distribution
D EFINITION 3.2
variable X is Z x
F (x) = P (X ≤ x) = f (u)d u
−∞
for all −∞ ≤ x ≤ ∞.
Note:

Random variables.
Density function.
Joint distribution
D EFINITION 3.2
variable X is Z x
F (x) = P (X ≤ x) = f (u)d u
−∞
for all −∞ ≤ x ≤ ∞.
Note:
1 P(b < X < a) = P(b < X ≤ a) = P(b ≤ X < a) = P(b ≤ X ≤ a) =
F (b) − F (a)

Random variables.
Density function.
Joint distribution
D EFINITION 3.2
variable X is Z x
F (x) = P (X ≤ x) = f (u)d u
−∞
for all −∞ ≤ x ≤ ∞.
Note:
1 P(b < X < a) = P(b < X ≤ a) = P(b ≤ X < a) = P(b ≤ X ≤ a) =
F (b) − F (a)
2
d
F 0 (x) = F (x) = f (x)
dx
Random variables.
Density function.
Joint distribution
E XAMPLE 3.3
Let the continuous random variable X denote the current

measured in a thin copper wire in milliamperes. Assume that the
range of X is [4.9, 5.1] mA, and assume that the probability density
function of X is f (x) = 5 for 4.9 ≤ x ≤ 5.1.
(A) Find the the c.d.f of X .
(B) What is the probability that a current measurement is less than
5 milliamperes?

Random variables.
Density function.
Joint distribution
F IGURE 1: The cumulative distribution function of example (3.3).
Note: The cumulative distribution function of a continuous random

variable is a continuous function.
Random variables.
Density function.
Joint distribution
E XAMPLE 3.4
Assume that the lifespan of a new released product (hours) follows
the given density function
(
a
x2
if x ≥ 100
f (x) =
0 if x < 100
where a ∈ R.
(A) Determine the value of a such that f (x) is defined.
(B) Find the c.d.f of X .
(C) The project will be classified as type A if its lifespan is at least
400 hours. Find the portion of type A.
Random variables.
Density function.
Expectation
Joint distribution
E XPECTATION
D EFINITION 4.1
The expected value (mean) of a random variable X is
E(X ) =
X
x f (x) (discrete)
x
Z ∞
E(X ) = x f (x)d x (continuous).
−∞

Random variables.
Density function.
Expectation
Joint distribution
E XPECTATION
D EFINITION 4.1
The expected value (mean) of a random variable X is
E(X ) =
X
x f (x) (discrete)
x
Z ∞
E(X ) = x f (x)d x (continuous).
−∞
Other names: Expected value, Mean, Mean value, Average value.

Random variables.
Density function.
Expectation
Joint distribution
E XPECTATION
P ROPOSITION 4.1
Properties of Expectation
1 E(C ) = C .
2 Expectation is linear: E(aX + b) = a E(X ) + b and
E(X + Y ) = E(X ) + E(Y )
3 If X and Y are two independent variables, then
E(X Y ) = E(X )E(Y ).

Random variables.
Density function.
Expectation
Joint distribution
E XPECTATION
I NTERPRETATION OF M EAN

Random variables.
Density function.
Expectation
Joint distribution
E XPECTATION
A weighted average of the possible values of X , with each value
weighted by the probability that X assumes it. ==> E(X )
describes the "center" or the "balance" point of the
distribution.

Random variables.
Density function.
Expectation
Joint distribution
E XPECTATION
A weighted average of the possible values of X , with each value
weighted by the probability that X assumes it. ==> E(X )
describes the "center" or the "balance" point of the
distribution.
The average value of X over a large number of replications of
the experiment is approximately E[X ].

Random variables.
Density function.
Expectation
Joint distribution
E XPECTATION
E XAMPLE 4.1
A roulette wheel has the numbers 1 through 36, as well as 0 and 00.
If you bet $1 that an odd number comes up, you win or lose $1
according to whether that event occurs. If X denotes your net gain,
find E(X ).

Random variables.
Density function.
Expectation
Joint distribution
E XPECTATION
E XAMPLE 4.2
Find E[X ] when the density function of X is
(
2u, 0 ≤ u ≤ 1
f (u) =
0, otherwise

Random variables.
Density function.
Expectation
Joint distribution
T HE SECOND MOMENT OF RANDOM VARIABLES
D EFINITION 4.2
The expected value of a random variable X 2 is called the second
moment of X that is computed by
E(X 2 ) = u 2 f (u)
X
(discrete)
u
Z ∞
E(X 2 ) = u 2 f (u)d u (continuous).
−∞

Random variables.
Density function.
Expectation
Joint distribution
E XAMPLE 4.3
Let X denote a random variable that takes on any of the values -1, 0,
and 1 with respective probabilities
P (X = −1) = 0.2, P (X = 0) = 0.5, P (X = 1) = 0.3
Compute E(X 2 ).

Random variables.
Density function.
Expectation
Joint distribution
E XAMPLE 4.3
Let X denote a random variable that takes on any of the values -1, 0,
and 1 with respective probabilities
P (X = −1) = 0.2, P (X = 0) = 0.5, P (X = 1) = 0.3
Compute E(X 2 ).
E XAMPLE 4.4
Let X be the current measured in mA. The PDF is f (x) = 0.05 for
0 ≤ x ≤ 20. What is the expected value of power when the resistance
is 100 ohms? Use the result that power in watts P = 10−6 R I 2 , where
I is the current in milliamperes and R is the resistance in ohms.
Random variables.
Density function.
Expectation
Joint distribution
E XPECTATION OF FUNCTION OF A RANDOM VARIABLE
P ROPOSITION 4.2
In general, for any function g (u) and random variable X :
Eg (X ) =
X
g (x) f (x) (discrete)
x
Z ∞
Eg (X ) = g (x) f (x)d x (continuous).
−∞

Random variables.
Density function.
Expectation
Joint distribution
E XAMPLE 4.5
transmission channel is received in error. X is the number of bits
received in error of the next 4 transmitted. The probabilities are
P (X = 0) = 0.6561, P (X = 2) = 0.0486, P (X = 4) = 0.0001,

P (X = 1) = 0.2916, P (X = 3) = 0.0036,
What is the expected value of the cube of the number of bits in

error?

Random variables.
Density function.
Expectation
Joint distribution
E XAMPLE 4.6
The time, in hours, it takes to locate and repair an electrical
breakdown in a certain factory is a random variable X whose
density function is given by
(
1, if 0 < u < 1
f (u) =
0, otherwise
If the cost involved in a breakdown of duration X is X 3 , what is the

expected cost of such a breakdown?

Random variables.
Density function.
Expectation
Joint distribution
VARIANCE AND STANDARD DEVIATION

Random variables.
Density function.
Expectation
Joint distribution

E XAMPLE 5.1
Let consider 3 random variables U , V and W which are defined by
U = 0, with probability 1
(
−1, with probability 1/2
V=
1, with probability 1/2
(
V=

Random variables.
Density function.
Expectation
Joint distribution

E XAMPLE 5.1
Let consider 3 random variables U , V and W which are defined by
U = 0, with probability 1
(
V=
(
V=
==> Whereas all three random variables have expected value 0,
there is clearly less spread in the values of U than in V and less
spread in the values of V than in W .
Random variables.
Density function.
Expectation
Joint distribution

D EFINITION 5.1
The variance of an r.v. X is Var (X ) = E(X − µ)2 .

Random variables.
Density function.
Expectation
Joint distribution

D EFINITION 5.1

Variance measures dispersion around the mean.

Random variables.
Density function.
Expectation
Joint distribution

D EFINITION 5.1

X is discrete
Var (X ) = (u − µ)2 f (u).
X
u

Random variables.
Density function.
Expectation
Joint distribution

D EFINITION 5.1

X is discrete
Var (X ) = (u − µ)2 f (u).
X
u
X is continuous
Z ∞
Var (X ) = (u − µ)2 f (u)d u.
−∞

Random variables.
Density function.
Expectation
Joint distribution

D EFINITION 5.1

X is discrete
Var (X ) = (u − µ)2 f (u).
X
u
X is continuous
Z ∞
Var (X ) = (u − µ)2 f (u)d u.
−∞
The standard deviation is

p
SD(X ) = Var (X ).
Random variables.
Density function.
Expectation
Joint distribution

1 Computational formula
Var (X ) = E(X 2 ) − (E X )2

Random variables.
Density function.
Expectation
Joint distribution

Var (X ) = E(X 2 ) − (E X )2
2 Var (c) = 0 where c is a constant.

Random variables.
Density function.
Expectation
Joint distribution

Var (X ) = E(X 2 ) − (E X )2

3 Variance and standard deviation are not linear
Var (a X + b) = a 2 Var (X ) and SD(aX + b) = aSD(X )

Random variables.
Density function.
Expectation
Joint distribution

Var (X ) = E(X 2 ) − (E X )2

3 Variance and standard deviation are not linear
Var (a X + b) = a 2 Var (X ) and SD(aX + b) = aSD(X )
4 If X and X are independent then
Var (X + Y ) = Var (X ) + Var (Y )

Random variables.
Density function.
Expectation
Joint distribution
E XAMPLE 5.2
Let consider X be a discrete random variable with the given
distribution.
X a 0.1 0.3 0.4 2
P 0.3 0.2 0.2 b 0.1
(A) Find a and b given that E(X ) = 0.3.

(B) Find Var (X ) and SD(X ) at values of a and b found in question
(a).
(C) Find the c.d.f of X .

Random variables.
Density function.
Expectation
Joint distribution
E XAMPLE 5.3
Suppose X has the following pdf, where c is a constant to be
determined (
c(1 − u 2 ), −1 ≤ u ≤ 1
f (u) =
0, otherwise
Compute E(X ), Var (X ).

Random variables.
Density function.
Expectation
Joint distribution
J OINT DISTRIBUTION
In many random experiments, more than one quantity is measured,

meaning that there is more than one random variable.
E XAMPLE 6.1 (C ELL PHONE FLASH UNIT )

A flash unit is chosen randomly from a production line; its recharge
time X (seconds) and flash intensity Y (watt-seconds) are measured.
To make probability statements about several random variables, we

need their joint probability distribution.

Random variables.
Density function.
Expectation
Joint distribution
J OINT P ROBABILITY M ASS F UNCTION
D EFINITION 6.1
The joint probability mass function of the discrete random
variables X and Y denoted as f X Y (u, v) satisfies
f X Y (u, v) = P (X = u, Y = v).

Random variables.
Density function.
Expectation
Joint distribution
D EFINITION 6.1
The joint probability mass function of the discrete random
variables X and Y denoted as f X Y (u, v) satisfies
f X Y (u, v) = P (X = u, Y = v).

1 f X Y (x, y) ≥ 0 for all x, y.
P P
2
x y f X Y (x, y) = 1

Random variables.
Density function.
Expectation
Joint distribution

A mobile web site is accessed from a smart phone; X is the signal
strength, in number of bars, and Y is response time, to the nearest
second.
y = Response time x = Number of Bars
(nearest second) of Signal Strength
1 2 3 Total
1 0.01 0.02 0.25 0.28
2 0.02 0.03 0.20 0.25
3 0.02 0.10 0.05 0.17
4 0.15 0.10 0.05 0.30
Total 0.20 0.25 0.55 1.00
Determine
A P (X < 3, Y ≤ 2).
B P (X < 3|Y ≤ 2).
C P (Y ≤ 2|X < 3).
Random variables.
Density function.
Expectation
Joint distribution
J OINT P ROBABILITY D ENSITY F UNCTION
D EFINITION 6.2
The joint probability density function for the continuous random
variables X and Y , denotes as f X Y (u, v), satisfies the following
properties Ï
P ((X , Y ) ∈ A) = f X Y (u, v)d ud v.
A

Random variables.
Density function.
Expectation
Joint distribution
D EFINITION 6.2
The joint probability density function for the continuous random
variables X and Y , denotes as f X Y (u, v), satisfies the following
properties Ï
P ((X , Y ) ∈ A) = f X Y (u, v)d ud v.
A

1 f X Y (u, v) ≥ 0.
R∞ R∞
−∞ −∞ f X Y (u, v)d ud v = 1.
2

Random variables.
Density function.
Expectation
Joint distribution
E XAMPLE 6.1
Let the random variable X denote the time until a computer server
connects to your machine (in milliseconds), and let Y denote the
time until the server authorizes you as a valid user (in milliseconds).
X and Y measure the wait from a common starting point (u < v).
The joint probability density function for X and Y is
f X Y (u, v) = ke −0.001u−0.002v ,
for 0 < u < v < ∞.

A Identify k.
B Calculate P (X ≤ 1000, Y ≤ 2000).

Random variables.
Density function.
Expectation
Joint distribution
M ARGINAL P ROBABILITY D ISTRIBUTIONS ( DISCRETE )

The marginal probability distribution for X
f X (u) = P (X = u)
X
= P (X = u, Y = v)
v
X
= f X Y (u, v)
v
X
f X (u) = f X Y (u, v).
v

Random variables.
Density function.
Expectation
Joint distribution

The marginal probability distribution for X
f X (u) = P (X = u)
X
= P (X = u, Y = v)
v
X
= f X Y (u, v)
v
X
f X (u) = f X Y (u, v).
v
Themarginal probability distribution for Y

X
f Y (v) = f X Y (u, v).
u

Random variables.
Density function.
Expectation
Joint distribution

E XAMPLE 6.2
A mobile web site is accessed from a smart phone; X is the signal
strength, in number of bars, and Y is response time, to the nearest
second.
y = Response time x = Number of Bars

(nearest second) of Signal Strength
1 2 3 Marginal f_Y(y)
1 0.01 0.02 0.25 0.28
2 0.02 0.03 0.20 0.25
3 0.02 0.10 0.05 0.17
4 0.15 0.10 0.05 0.30
Marginal f_X(x) 0.20 0.25 0.55 1.00
Compute the mean and the variance of X and Y .

Random variables.
Density function.
Expectation
Joint distribution
M ARGINAL P ROBABILITY D ISTRIBUTIONS ( CONTINUOUS )
If the joint probability density function of random variables X and

Y is f X Y (u, v), then
The marginal probability density functions of X :

Z ∞
f X (u) = f X Y (u, v)d v,
−∞
The marginal probability density functions of Y :

Z ∞
f Y (v) = f X Y (u, v)d u.
−∞

Probability and Statistic Chapter2

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Random variables.

P ROBABILITY AND S TATISTICS

Dr. Phan Thi Huong

HoChiMinh City University of Technology

HCM city — 2021.

Dr. Phan Thi Huong Probability and Statistics

Dr. Phan Thi Huong Probability and Statistics

3 C UMULATIVE D ISTRIBUTION F UNCTION

Dr. Phan Thi Huong Probability and Statistics

3 C UMULATIVE D ISTRIBUTION F UNCTION

Dr. Phan Thi Huong Probability and Statistics

3 C UMULATIVE D ISTRIBUTION F UNCTION

5 VARIANCE AND STANDARD DEVIATION

Dr. Phan Thi Huong Probability and Statistics

3 C UMULATIVE D ISTRIBUTION F UNCTION

5 VARIANCE AND STANDARD DEVIATION

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R ANDOM VARIABLE AND ITS N OTATION

Dr. Phan Thi Huong Probability and Statistics

R ANDOM VARIABLE AND ITS N OTATION

Uppercase letters (X , Y , Z ): Random variables.

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R ANDOM VARIABLE AND ITS N OTATION

Dr. Phan Thi Huong Probability and Statistics

R ANDOM VARIABLE AND ITS N OTATION

Number of scratches on a surface.

Dr. Phan Thi Huong Probability and Statistics

R ANDOM VARIABLE AND ITS N OTATION

Dr. Phan Thi Huong Probability and Statistics

R ANDOM VARIABLE AND ITS N OTATION

Electrical current and voltage.

Dr. Phan Thi Huong Probability and Statistics

Dr. Phan Thi Huong Probability and Statistics

P ROPOSITION 2.1 (C HARACTERISTIC PROPERTIES )

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P(X =0) = 0.6561

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(A) Determine the value of the constant c.

Dr. Phan Thi Huong Probability and Statistics

Dr. Phan Thi Huong Probability and Statistics

Dr. Phan Thi Huong Probability and Statistics

Note: P (a ≤ X ≤ b) = P (a < X ≤ b) = P (a ≤ X < b) = P (a < X < b)

Dr. Phan Thi Huong Probability and Statistics

Note: P (a ≤ X ≤ b) = P (a < X ≤ b) = P (a ≤ X < b) = P (a < X < b)

Find c. Then determine P (1 ≤ X ≤ 2) and P (X > 2).

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Compute the probability that a computer will function

Dr. Phan Thi Huong Probability and Statistics

Dr. Phan Thi Huong Probability and Statistics

Dr. Phan Thi Huong Probability and Statistics

Dr. Phan Thi Huong Probability and Statistics

Dr. Phan Thi Huong Probability and Statistics

Dr. Phan Thi Huong Probability and Statistics

Dr. Phan Thi Huong Probability and Statistics

Dr. Phan Thi Huong Probability and Statistics

Dr. Phan Thi Huong Probability and Statistics

(A) Compute F (2).

Dr. Phan Thi Huong Probability and Statistics

Dr. Phan Thi Huong Probability and Statistics

Dr. Phan Thi Huong Probability and Statistics

Dr. Phan Thi Huong Probability and Statistics

Let the continuous random variable X denote the current

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F IGURE 1: The cumulative distribution function of example (3.3).