Chapter 5 Probability Distribution

Chapter 5 Probability Distribution 98
CHAPTER 5
PROBABILITY DISTRIBUTION
5.0 INTRODUCTION
In any experiment, there are numerous characteristics that can be observed or measured,
but in most cases experimenter will focus on some specific aspect or aspects of a sample. In
general each outcome of an experiment can be associated with a number by specifying a
rule of association. Such rule of association is called random variable. It is usually denoted
by an uppercase letter near end of the alphabet such as X, Y or Z.
Definition:
A random variable is a numerical valued function defined over a sample space. If S is
a sample space with a probability measured and X is a real-valued function defined
over the elements of S, then X is called a random variable.
Example 5.1
A coin is tossed twice, so the sample space S would be {HH, HT, TH, and TT}. Let Y
represent the number of heads that can come up.
For each sample point we can associate a number for Y as below:
Sample HH HT TH TT
point
Y 2 1 1 0
Thus, Y is a Random Variable.
Example 5.2
Explanation:
The random variable assigns one and only one numerical value to each point in the
sample space for a random experiment.
`
5.1 TYPE OF RANDOM VARIABLES
There are two types of random variables which are discrete random variable and continuous
random variable.
Discrete random variable takes on a finite or countable infinite number of values, whereas
continuous random variable takes on the whole interval on a number line.
The simplest example of discrete random variable is the number of days it takes for a
delivery of a guitar. If X is the number of days it takes for a delivery, the possible values for X
are x=1, 2, 3, 4, 5….
Contradict from discrete random variable; the example of continuous random variable is the
cost of placing an order of a guitar. If Y is the cost (in RM) it takes to placing an order of a
guitar, then the possible values for Y will be in the interval [RM0, RM∞).
5.2 PROBABILITY DISTRIBUTION FOR DISCRETE RANDOM VARIABLE
The probability distribution for a discrete random variable is a formula, table or graph that
gives the possible values of 𝒙 and the probability 𝑃(𝑋 = 𝑥) for each value of 𝒙.
Definition:
If 𝑿 is a discrete random variable, the function given by 𝒇(𝒙) = 𝑷(𝑿 = 𝒙)for each 𝒙
within the range of 𝑿 is called the probability function or probability distribution
function of 𝒙
Theorem:
A function can serve as the probability distribution function of a discrete random
variable 𝒙if and only if its values 𝑓(𝒙)satisfy the following conditions:
i. 𝑓(𝑥) ≥ 0for each value within its domain.

ii. ∑ 𝑓(𝑥) = 1 , where the summations extends over all the values within
its domain
Example 5.3
Find the probability distribution function for 𝑋 where 𝑋 is the total number of head
obtained in three tosses of balanced coin.
`
Solution:
First, list the elements of the sample space, the corresponding probabilities and the
corresponding values 𝒙of the random variable 𝑋.
Sample space P( X =x) x

HHH 1/8 3
HHT 1/8 2
HTH 1/8 2
HTT 1/8 1
THH 1/8 2
THT 1/8 1
TTH 1/8 1
TTT 1/8 0
Then, construct the probability distribution of 𝑋 such as
𝑋=𝑥 0 1 2 3 ∑ 𝑃(𝑋 = 𝑥)
𝑃(𝑋 = 𝑥) 1/8 3/8 3/8 1/8 1
Example 5.4
Two socks are selected at random and removed in succession from a drawer
containing five Yellow socks and three Blue socks. Find the probability distribution for
𝑋 = the number of Yellow socks selected.
Solution:
If Y and B stand for Yellow and Blue respectively; then:-
Element of Sample Probability 𝑿=𝒙

Space
5 4 5
YY ( × )= 2
8 7 14
5 3 15
YB ( × )= 1
8 7 56
3 5 15
BY ( × )= 1
8 7 56
3 2 3
( × )=
BB 8 7 28 0
Thus, construct the probability distribution of 𝑋 such as
𝑿=𝒙 0 1 2 ∑ 𝑷(𝑿 = 𝒙)
𝑃(𝑋 = 𝑥) 3 15 5 1
28 28 14
`
Example 5.5
Determine whether the function given by
(𝐱+𝟐)
𝐟(𝐱) = 𝟐𝟓
for 𝑥 = 1, 2,3,4,5
can serve as the probability distribution of a random variable 𝑋.
Solution:
Based on the theorem, the function can serve as probability distribution function if
(𝐱+𝟐)
∑ 𝑓(𝑥) = 1. Thus, if ∑ = 1, then we will conclude the function can serve as the
𝟐𝟓
probability distribution function of a random variable 𝑋.
(1 + 2)
𝑓(1) = = 0.12;
25
When we continue our calculation it would results as 𝑓(2) = 0.16; 𝑓(3) = 0.2; 𝑓(4) =
0.24; 𝑓(5) = 0.28.
Adding all the results:- 𝑓(1) + 𝑓(2) + 𝑓(3) + 𝑓(4) + 𝑓(5)

0.12 + 0.16 + 0.2 + 0.24 + 0.28
=1
(𝐱+𝟐)
Since it equal to 1, then we can conclude that 𝐟(𝐱) = 𝟐𝟓
can serve as the
probability distribution function.
Example 5.6
A mail-order computer business has six telephone lines. Let 𝑋 denotes the number
of lines in use at a specified time. Suppose the probability distribution function of 𝑋 is
given in the accompanying table.
𝑿=𝒙 0 1 2 3 4 5 6
𝑷(𝑿 = 𝒙) 0.10 0.15 0.20 0.25 0.20 0.06 0.04
Calculate the probability of each of the following events.
a) At most 3 lines are in use

b) Fewer than 3 lines are in use
c) At least 3 lines are in use
d) Between 2 and 5 lines, inclusive, are in use
Solution:
a) 𝑃(𝑋 ≤ 3) = 𝑃(0) + 𝑃(1) + 𝑃(2) + 𝑃(3)

= 0.10 + 0.15 + 0.20 + 0.25 = 0.70
b) 𝑃(𝑋 < 3) = 𝑃(0) + 𝑃(1) + 𝑃(2)

= 0.10 + 0.15 + 0.20 = 0.45
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c) 𝑃(𝑋 ≥ 3) = 𝑃(3) + 𝑃(4) + 𝑃(5) + 𝑃(6)

= 0.25 + 0.20 + 0.06 + 0.04
= 0.55
Or
𝑃(𝑋 ≥ 3) = 1 − 𝑃(𝑋 < 3)

= 1 − 0.55
= 0.45
d) 𝑃(2 ≤ 𝑋 ≤ 5) = 𝑃(2) + 𝑃(3) + 𝑃(4) + 𝑃(5)

= 0.20 + 0.25 + 0.20 + 0.06
= 0.71
Or
𝑃(2 ≤ 𝑋 ≤ 5) = 𝑃(𝑋 ≤ 5) − [𝑃(𝑋 < 2)]

= 0.96 − 0.25
= 0.71
5.3 CUMULATIVE FUNCTION FOR DISCRETE RANDOM VARIABLE
Alternate approach to express the probability distribution of a random variable is to measure

probability with a real number 𝑥 which provides the probability that 𝑋 is less than or equal to
𝑥. These scenario makes most statistician agree to use the notation of 𝐹(𝑥)to indicate the
probability of 𝑋 is less than or equal to 𝑥; 𝑃(𝑋 ≤ 𝑥).
Definition:
The cumulative distribution F(𝑥) of a discrete random variable 𝑋 with
probability distribution 𝑓(𝑥) is
𝐹(𝑥) = 𝑃(𝑋 ≤ 𝑥) = ∑ 𝑃(𝑋 = 𝑡) 𝑓𝑜𝑟 − ∞ < 𝑥 < ∞

𝑡≤𝑥
where 𝑃(𝑋 = 𝑡) is the value of the probability distribution of X at t, is called the

distribution function or the cumulative distribution of X
Based on the definition, we know that the cumulative distribution function is a non-
decreasing function defined for all real numbers.
Theorem:
The value F(𝑥) of the distribution function of a discrete random variable 𝑋 must
satisfy the following conditions;
i. 𝐹(−∞) = 0 𝑎𝑛𝑑 𝐹(∞) = 1
ii. If 𝑎 < 𝑏, then 𝐹(𝑎) ≤ 𝐹(𝑏) for any real number 𝑎 𝑎𝑛𝑑 𝑏
`
Some Important notes:

Let the random variable 𝑋 take values 𝑥1 , 𝑥2 , 𝑥3 , 𝑥4 , … … , 𝑥𝑛 with the
probabilities𝑝1 , 𝑝2 , 𝑝3 , 𝑝4 , … . , 𝑝𝑛 and let𝑥1 < 𝑥2 < 𝑥3 < 𝑥4 <. . . … . . < 𝑥𝑛 ; then it
is easily seen that:-
 𝑃[𝑋 < 𝑥1 ] = 0
 𝑃[𝑋 ≤ 𝑥1 ] = 𝑃[𝑋 < 𝑥1 ] + 𝑃[𝑋 = 𝑥1 ] = 0 + 𝑝1
o = 𝑃[𝑋 < 𝑥2 ] = 𝑝1
 𝑃[𝑋 ≤ 𝑥2 ] = 𝑃[𝑋 < 𝑥2 ] + 𝑃[𝑋 = 𝑥2 ] = 𝑝1 + 𝑝2
 𝑃[𝑋 < 𝑥𝑖 ] = 𝑝1 + 𝑝2 + 𝑝3 + 𝑝4 + 𝑝5 +. … . . +𝑝𝑖−1
 𝑃[𝑋 ≤ 𝑥𝑖 ] = 𝑝1 + 𝑝2 + 𝑝3 + 𝑝4 + 𝑝5 +. … . . +𝑝𝑖
 𝑃[𝑋 < 𝑥𝑛 ] = 𝑝1 + 𝑝2 + 𝑝3 + 𝑝4 + 𝑝5 +. … . . +𝑝𝑛−1
 𝑃[𝑋 ≤ 𝑥𝑛 ] = 𝑝1 + 𝑝2 + 𝑝3 + 𝑝4 + 𝑝5 +. … . . +𝑝𝑛 = 𝟏
Thus, from above understanding, for any real number 𝑥 corresponding to a random variable
𝑋, we can easily find 𝑃[𝑋 < 𝑥] and 𝑃[𝑋 ≤ 𝑥] into a standard form of cumulative distribution
function as below:
Cumulative Distribution Function (cdf) F(𝒙)
F(𝑥) = 0; 𝑥 < 𝑥1
F(𝑥) = 𝑝1 𝑥1 ≤ 𝑥 < 𝑥2
F(𝑥) = 𝑝1 + 𝑝2 𝑥2 ≤ 𝑥 < 𝑥3
F(𝑥) = 𝑝1 + 𝑝2 +. … + 𝑝𝑖 𝑥𝑖 ≤ 𝑥 < 𝑥𝑖+1
F(𝑥) = 1𝑥 ≥ 𝑥𝑛
The graph of cumulative distribution function can be obtain by plotting (𝑥, 𝐹(𝑥)); as we can
see on figure 5-1, the probability are increasing as point of 𝑥𝑖 increased.
Figure 5-1: Distribution function of a discrete random variable
`
Example 5.7
Find the cumulative distribution function of the random variable 𝑋 given that the
probability distribution functions of 𝑋 as follows:
𝑿=𝒙 0 1 2 Total
𝑷(𝑿 = 𝒙) 3/28 15/28 5/14 1
Solution:
Using the standard template given in important notes; the cumulative distribution
function of random variable 𝑋 are
0 𝑥<0
3
0≤𝑥<1
28
𝐹(𝑥) = 3 15 9
28 + 28 = 14 1≤𝑥<2
3 15 5
{28 + 28 + 14 = 1 𝑥≥2
Example 5.8
Let say, we want to find cumulative distribution of random variable 𝑋, we know

1 1 3 1 1
that 𝑓(0) = 16 ; 𝑓(1) = 4 ; 𝑓(2) = 8 ; 𝑓(3) = 4 ; 𝑓(4) = 16.
Solution:
Using the standard template given in important notes; the cumulative distribution
function of random variable 𝑋 are:
0 𝑥<0
1
0≤𝑥<1
16
5
1≤𝑥<2
𝐹(𝑥) = 16
11
2≤𝑥<3
16
15
3≤𝑥<4
16
{ 1 𝑥≥4
The probability distribution function of a random variable can be obtained by

reversing the process from cumulative distribution function.
`
Theorem:
If the range of a random variable 𝑋 consists of the value 𝑥1 < 𝑥2 < 𝑥3 < 𝑥4 <. . . . < 𝑥𝑛
then;
i. 𝑓(𝑥1 ) = 𝐹(𝑥1 )
ii. 𝑓(𝑥𝑖 ) = 𝐹(𝑥𝑖 ) − 𝐹(𝑥𝑖−1 ) 𝑓𝑜𝑟 𝑖 = 1,2,3, … . . , 𝑛
Example 5.9
A discrete random variable 𝑋 has the following distribution function:
0 for x < −1
1
for − 1 ≤ x < 1
4
1
F(𝑋) = for 1 ≤ x < 3
2
3
for 3 ≤ x < 5
4
{ 1 for x ≥ 5
Find
a) 𝑃(𝑋 ≤ 3)
b) 𝑃(𝑋 = 3)
c) Probability distribution function 𝑓(𝑥)
Solution:
a) Since the definition of cumulative distribution function is F(x) = P(X ≤ x), we

3
know that𝑃(𝑋 ≤ 3) = 𝐹(3) = .
4
b) Based on the theorem, 𝑓(𝑥𝑖 ) = 𝐹(𝑥𝑖 ) − 𝐹(𝑥𝑖−1 ); thus we know that
3 1 1
𝑓(3) = 𝐹(3) − 𝐹(1), then would be𝑓(3) = 4 − 2 = 4.
c)
𝑿=𝒙 -1 1 3 5 TOTAL
1 1 1 1
𝑃(𝑋 = 𝑥) 1
4 4 4 4
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5.4 EXPECTED VALUE OF DISCRETE RANDOM VARIABLE
Definition:
Let 𝑿be a discrete random variable and 𝒇(𝒙) is the value of its probability distribution
at 𝒙, the expected value of this random variable is:
𝑬(𝑿) = ∑𝒙 𝒙. 𝒇(𝒙) for all values of 𝒙
Example 5.10
Given the following probability distribution function for a discrete random variable x:
𝑿=𝒙 0 1 2 3 4 5 6
𝑷(𝑿 = 𝒙) 0.10 0.15 0.20 0.25 0.20 0.06 0.04
Calculate the Expectation of 𝑋.
Solution:
By definition, the expected value of 𝑋 is𝑬(𝑿) = ∑𝒙 𝒙. 𝒇(𝒙), then;

6
𝑬(𝑿) = ∑ 𝑥. 𝑓(𝑥)
0
= [(0 × 0.10) + (1 × 0.15) + (2 × 0.20) + (3 × 0.25) + (4 × 0.20) + (5 × 0.06)
+ (6 × 0.04)]
= 2.64
`
Example 5.11
In one special game, a man is paid RM 6.00 if he gets all heads or all tails when
three coins are tossed, and he need to pay RM4.00 if either one or two heads show.
What is his expected gain?
Solution:
First we need to identify the all the possible outcome, (sample space).
𝑆 = {𝐻𝐻𝐻, 𝐻𝐻𝑇, 𝐻𝑇𝐻, 𝑇𝐻𝐻, 𝐻𝑇𝑇, 𝑇𝐻𝑇, 𝑇𝑇𝐻, 𝑇𝑇𝑇}
𝟏
We know there will be 8 possible outcomes; and each has probability value of𝟖.
The next step is to tabulate the probability values with respect to its random variable;
and let random variable to be number of head.
𝑋=𝑥 0 1 2 3
𝑃(𝑋 1 3 3 1
= 𝑥) 8 8 8 8
Now, we need to remember that the question asked the value of expected gain! Thus
new random variable would be money in RM. Therefore, the new distribution function
would be as follow:-
𝑋=𝑥 6 -4 -4 6
𝑃(𝑋 1 3 3 1
= 𝑥) 8 8 8 8
Hence, the expected gain would be;
1 3 3 1
𝑬(𝑿) = [(6 × ) + (−4 × ) + (−4 × ) + (6 × )] = 𝑅𝑀0
8 8 8 8
In this game, that man will (on average) not gain any money.
`
Example 5.12
Given the following pdf for a discrete random variable 𝑋:
𝑿=𝒙 0 1 2 Total
𝑷(𝑿 = 𝒙) 0.20 0.60 0.20 1
Calculate 𝐸(𝑋) and 𝐸(𝑋 2 ).
Solution:
2
𝐸(𝑋) = ∑ 𝑥. 𝑓(𝑥)
0
= [(0 × 0.20) + (1 × 0.60) + (2 × 0.20)]
=1
2
2)
𝐸(𝑋 = ∑ 𝑥 2 . 𝑓(𝑥)
0
= [(02 × 0.20) + (12 × 0.60) + (22 × 0.20)]
= 1.40
5.5 VARIANCE FOR DISCRETE RANDOM VARIABLE
The mean or expected value of a random variable 𝑋 is a unique vital part of statistics since it
describes where the probability distribution is centered. But, by itself, the mean does not give
sufficient information of the shape of the distribution. Thus, we need to characterize the
variability in the distribution. The needs for variability measures can be illustrate as figure 4-
1; these situation tells us that the mean can be equal for both distribution, but the variability
is differ between these two distribution.
Figure 4-1: Distribution with equal mean and different dispersion
The most important measure of variability of a random variable 𝑋 is given by taking the
expected value of 𝑔(𝑥) = (𝑥 − 𝜇)2 ; and many statisticians often use some symbol to indicate
the variance of the probability distribution of 𝑋 such as 𝑉𝑎𝑟(𝑋) 𝑜𝑟 𝑉(𝑋) 𝑜𝑟 𝜎𝑥2 𝑜𝑟 𝜎 2 .
`
Definition:
Let 𝑋have a probability distribution function 𝑃(𝑋 = 𝑥)and the expected value of 𝑋,
𝐸(𝑋) = 𝜇, then the variance of 𝑋 is define to be the expected value of
𝑔(𝑥) = (𝑥 − 𝜇)2 and given by
𝑽𝒂𝒓(𝑿) = 𝑬(𝑿𝟐 ) − (𝑬(𝑿)𝟐 )

Proof:
𝜎 2 = 𝐸(𝑥 − 𝜇)2
= ∑(𝑥 − 𝜇)2 . 𝑓(𝑥)
𝑥
= ∑(𝑥 2 − 2𝜇𝑥 + 𝜇2 ). 𝑓(𝑥)
𝑥
= ∑(𝑥 2 − 2𝜇𝑥 + 𝜇2 ). 𝑓(𝑥)
𝑥
= ∑ 𝑥 2 𝑓(𝑥) − 2𝜇 ∑ 𝑥. 𝑓(𝑥) + 𝜇2 ∑ 𝑓(𝑥)
𝑥 𝑥 𝑥
2 2
= ∑ 𝑥 𝑓(𝑥) − 2𝜇(𝜇) + 𝜇 . (1)
𝑥
= ∑ 𝑥 2 𝑓(𝑥) − 2𝜇2 + 𝜇2 )
𝑥
= ∑ 𝑥 2 𝑓(𝑥) − 𝜇2 )
𝑥
= 𝐸(𝑋 2 ) − 𝜇2
Example 5.15
Based on example 4.13, calculate 𝑽𝒂𝒓(𝑿)
Solution:
𝑽𝒂𝒓(𝑿) = 𝑬(𝑿𝟐 ) − (𝑬(𝑿)𝟐 )
Since the 𝐸(𝑋) = 1 𝑎𝑛𝑑 𝑬(𝑿𝟐 ) = 1.40
Thus 𝑽𝒂𝒓(𝑿) = 1.40 − (1)𝟐

= 0.40
`
Some Important notes: Rules of Expectation

 𝑬(𝑐) = 𝑐, where 𝑐 is a constant
 𝑬(𝑐𝑋) = 𝑐𝑬(𝑋)
 𝑬(𝑐𝑋 + 𝑑) = 𝑐𝑬(𝑋) + 𝑑; where 𝑐 𝑎𝑛𝑑 𝑑 is a constant
 𝑬(𝑐𝑔(𝑌)) = 𝑐𝐸(𝑔(𝑌)); where 𝑔(𝑌) is a function for a random variable Y
 𝐸(𝑔1 (𝑌) + 𝑔2 (𝑌) + 𝑔3 (𝑌)+. … . +𝑔𝑛 (𝑌)) = 𝐸(𝑔1 (𝑌)) + 𝐸(𝑔2 (𝑌) +
𝐸(𝑔3 (𝑌) + … . . +𝐸(𝑔𝑛 (𝑌)
Some Important notes: Rules of Variance

 𝑉𝑎𝑟(𝑐) = 0, where 𝑐 is a constant
 𝑉𝑎𝑟(𝑐𝑋) = 𝑐 2 𝑉𝑎𝑟(𝑋)
 𝑉𝑎𝑟(𝑋 + 𝑐) = 𝑉𝑎𝑟(𝑋)
Example 5.16
Given the probability distribution function for random variable , where 𝑋 denotes the
number of cars sold by a salesman weekly.
𝑿=𝒙 0 1 2 3 4
𝑷(𝑿 = 𝒙) 0.05 0.15 0.35 0.25 0.20
Suppose that the salesman will get RM 250 as a fix weekly income and RM 500 for
each of the car sold. So the weekly income for the salesman will be 𝑌 = 500𝑋 + 250.
Calculate:
a) The expected weekly income (𝑌)
b) Variance for 𝑌
Solution:
a) 𝐸(𝑌) = 𝐸(500𝑋 + 250)

Using the rules of expectation, 𝐸(500𝑋 + 250) = 500𝐸(𝑋) + 250; so we need
to calculate 𝐸(𝑋)!
𝐸(𝑋) = [(0 × 0.05) + (1 × 0.15) + (2 × 0.35) + (3 × 0.25) + (4 × 0.20)]

= 2.40
Therefore, 𝐸(𝑌) = 500(2.40) + 250 = 𝑅𝑀1450
b) 𝑉𝑎𝑟(𝑌) = 𝑉𝑎𝑟(500𝑋 + 250); using the rules of variance,

𝑉𝑎𝑟(500𝑋 + 250) = 5002 𝑉𝑎𝑟(𝑋) + 0
Hence, we just need to find 𝑉𝑎𝑟(𝑋)!
𝐸(𝑋 2 ) = [(02 × 0.05) + (12 × 0.15) + (22 × 0.35) + (32 × 0.25) + (42 × 0.20)]
= 7.00
Therefore, 𝑉𝑎𝑟(𝑋) = 7.00 − (2.40)2 = 1.24
Thus, 𝑉𝑎𝑟(𝑌) = 5002 (1.24) = 𝑅𝑀310000
`
5.6 PROBABILITY DISTRIBUTION FOR CONTINUOUS RANDOM VARIABLE
A random variable 𝑋 is said to be continuous if its set of possible values is an entire interval
of numbers. That is if for same A < B; any number 𝑥 between A and B are possible.
Definition:
A function with values 𝑓(𝑥)defined over the set of all real numbers is called a
probability density function of the continuous random variable 𝑋 if and only if
𝑏
𝑃(𝑎 ≤ 𝑋 ≤ 𝑏) = ∫ 𝑓(𝑥) 𝑑𝑥
𝑎
For any real constant a and b with a  b.
The probability density function is the areas under the curve that give the probabilities
associated with the corresponding intervals along the horizontal axis as illustrated;
𝐏(𝐚 ≤ 𝐗 ≤ 𝐛) = the area under the density curve between a and b
Some Important notes:

 Let c be any constant, the value of the probability density of 𝐗 at c,
does not give 𝑃(𝐗 = c) as in the discrete cases!
 In connection with continuous random variables, the probability are
always associated with interval and 𝑃(𝑋 = 𝑐) = 0; for any real
constant c.
`
Theorem:
If 𝑋 is a continuous random variable and a and b are real constant with a ≤ b; and
𝑷(𝑋 = 𝑐) = 0 then;
𝑷(𝒂 ≤ 𝑿 ≤ 𝒃) = 𝑷(𝒂 < 𝑿 ≤ 𝒃) = 𝑷(𝒂 ≤ 𝑿 < 𝑏) = 𝑷(𝒂 < 𝑿 < 𝑏)
Theorem:
For 𝑓(𝑥) to be a valid probability density function; it must satisfy the following
conditions;
𝑓(𝑥) ≥ 0 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑥 [−∞ ≤ 𝑋 ≤ ∞]
∫ 𝑓(𝑥)𝑑𝑥 = 1
−∞
Example 5.17
Given the following function of X:
2, for 0 < x < 1

f(x) = { 3x
0 , elsewhere
a) Show that f(x) can serve as a probability density function for X.

b) Calculate P (0.1 < X < 0.5)
Solution:
∞
a) Using the theorem, ∫−∞ 𝑓(𝑥)𝑑𝑥 = 1
1 1
2
3𝑥 3
∫ 3𝑥 𝑑𝑥 = [ ] = [1 − 0] = 1
0 3 0
1
Since∫0 𝑓(𝑥)𝑑𝑥 = 1; then we can conclude that f(x) can serve as a probability
density function for X.
0.5
0.5 3𝑥 3
b) 𝑃(0.1 ≤ 𝑋 ≤ 0.5) = ∫0.1 3𝑥 2 𝑑𝑥 = [ ]
3 0.1
= [(0.5)3 − (0.1)3 ] = 0.124
`
Example 5.18
Given the following probability density function for a continuous random variable X;
0.2 , −1 < x < 0

f(x) = {0.2 + cx , 0<x<1
0 , elsewhere
1) Calculate the value of c.

2) Find :
i) P ( 0 < X < 0.5)
ii) P ( -0.1 < X < 0.5)
iii) P( X > ¼)
Solution:
∞
1) To find value c, we need to apply the theorem∫−∞ 𝑓(𝑥)𝑑𝑥 = 1.
0 1
∫ 0.2 𝑑𝑥 + ∫ 0.2 + 𝑐𝑥 𝑑𝑥 = 1
−1 0
1
𝑐𝑥 2
[0.2𝑥]0−1 + [0.2𝑥 + ] =1
2 0
𝑐
[(0) − (−0.1)] − [(0.2 + ) − (0)] = 1
2
𝑐
0.4 + = 1
2
𝑐
= 0.6
2
𝑐 = 1.2
2)
i) P( 0 < X < 0.5)
0.5 0.5
1.2𝑥 2
∫ 0.2 + 1.2𝑥 𝑑𝑥 = [0.2𝑥 + ] = 0.25
0 2 0
ii) 𝑃(−0.1 < 𝑋 < 0.5)

0 0.5
∫ 0.2 𝑑𝑥 + ∫ 0.2 + 1.2𝑥 𝑑𝑥
−0.1 0
0.5
1.2𝑥 2
[0.2𝑥]0−0.1 + [0.2𝑥 + ] = 0.27
2 0
iii) P( X > ¼)
0.25 0.25
1.2𝑥 2
∫ 0.2 + 1.2𝑥 𝑑𝑥 = [0.2𝑥 + ] = 0.71
0 2 0
`
5.7 CUMULATIVE FUNCTION FOR CONTINUOUS RANDOM VARIABLE
Definition:
The cumulative distribution F(𝑥) of a continuous random variable 𝑋with probability
distribution 𝑓(𝑥) is defined by every number 𝑥by:
𝑥
𝐹(𝑥) = 𝑃(𝑋 ≤ 𝑥) = ∫ 𝑓(𝑡)𝑑𝑡 𝑓𝑜𝑟 − ∞ < 𝑥 < ∞

−∞
where 𝑃(𝑋 = 𝑡)is the value of the probability distribution of X at t, is called the
distribution function or the cumulative distribution of X
For each 𝑥, 𝐹(𝑥) is the area under the density graph to the left of 𝑥. This can be seen as in
following figure, where 𝐹(𝑥) increases smoothly as 𝑥 increases.
F(7) F(x)
1
F(7)
0.5
0 7 10 x
0 7 10
Probability distribution function Cumulative distribution function
Theorem:
Let 𝑋 be a continuous random variable with probability density function 𝑓(𝑥) and
cumulative distribution function 𝐹(𝑥), for any real constants of 𝑎 𝑎𝑛𝑑 𝑏 with 𝑎 ≤ 𝑏;
1) 𝑃(𝑋 > 𝑎) = 1 − 𝐹(𝑎)

2) 𝑃(𝑎 ≤ 𝑋 ≤ 𝑏) = 𝐹(𝑏) − 𝐹(𝑎)
3)
Some Important notes: Obtaining 𝑓(𝑥)from 𝐹(𝑥)

 For 𝑋 is discrete random variable, the probability function is obtained
from the cumulative distribution function by taking the difference
between 2 𝐹(𝑋).
 For 𝑋 is continuous random variable, the probability function is
obtained by taking derivative from cumulative distribution function as it
follow the fundamental theorem of calculus.
𝑑𝐹(𝑥)
o 𝑓(𝑥) = 𝑑𝑥
; Where the derivative exists.
`
Example 5.20
The probability density function for a continuous random variable X is given by:
x for 0 < x < 1

f(x) = {2 − x for 1 ≤ x < 2
0 elsewhere
a) Find the cumulative distribution function𝐹(𝑋).

b) Find 𝑃(0.8 ≤ 𝑋 ≤ 1.2)
Solution:
a) Based on the standard template and the definition of c.d.f. for continuous
𝒙
random variable 𝑭(𝒙) = 𝑷(𝑿 ≤ 𝒙) = ∫−∞ 𝒇(𝒕)𝒅𝒕;
𝑥
𝑥 𝑡2 𝑥2
i) 𝐹(𝑋) = ∫0 𝑡 𝑑𝑡 = [ 2 ] = 2
0
1 𝑥
1 𝑥 𝑡2 𝑡2
ii) 𝐹(𝑋) = ∫0 𝑡 𝑑𝑡 + ∫1 2 − 𝑡 𝑑𝑡 = [ 2 ] + [2𝑡 − 2 ]
0 1
2
𝑥
= 2𝑥 − −1
2
0 𝑥<0
𝑥2
0≤𝑥<1
2
Therefore; 𝐹(𝑋) = 𝑥2
2𝑥 − 2
−1 1≤𝑥<2
{1 𝑥≥2
𝑥2 𝑥2
b) We know that 𝑥 = 1.2 is in 2𝑥 − − 1 and 𝑥 = 0.8 is in , thus;
2 2
𝑃(0.8 ≤ 𝑋 ≤ 1.2) = 𝐹(1.2) − 𝐹(0.8)
(1.2)2 (0.8)2
= [2(1.2) − − 1] − [ ] = 0.36
2 2
`
Example 5.21
The distribution function F(x) for a random variable X is given by:
0 forx < −1
x+1
F(x) = { 2
for − 1≤x<1
1 forx ≥ 1
1 1
Find a) P(− < X < ) b) Probability density function 𝑓(𝑥)
2 2
Solution:
1 1
a) To find P(− 2 < X < 2), we will employ theorem𝑃(𝑎 ≤ 𝑋 ≤ 𝑏) = 𝐹(𝑏) − 𝐹(𝑎).
1 1 1 1
Thus, 𝑃 (− ≤ 𝑋 ≤ ) = 𝐹 ( ) − 𝐹 (− )
2 2 2 2
1 1
2 +1 −2 + 1
=[ ]−[ ] = 0.5
2 2
b) To find probability density function 𝑓(𝑥), we need to follow the fundamental

𝑑𝐹(𝑥)
theorem of calculus 𝑓(𝑥) = therefore;
𝑑𝑥
𝑑 x+1
𝑓(𝑥) = ( ) = 0.5
𝑑𝑥 2
0.5 −1≤𝑥 <1

Thus, the probability density function 𝑓(𝑥) = {
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
`
5.8 EXPECTATION AND VARIANCE OF A CONTINUOUS RANDOM VARIABLE
Definition:
If 𝑋 is a continuous random variable and 𝑓(𝑥) is the value of its distribution function
at 𝑥, the expected value of the random variable 𝑋 is given by:
∞
𝐸(𝑋) = ∫−∞ 𝑥. 𝑓(𝑥) 𝑑𝑥 for all values of 𝑥
Variance for continuous random variable 𝑋is given by:
𝑉𝑎𝑟(𝑋) = 𝐸(𝑋 2 ) − (𝐸(𝑋)2 )
Example 5.22
The probability density function for X is given by:

𝑥+5
, 𝑓𝑜𝑟 − 5 < 𝑥 < 5
𝑓(𝑥) = { 50
0 , 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
Calculate 𝐸(𝑿), 𝐸(𝑿𝟐 )𝑎𝑛𝑑 𝑉𝑎𝑟(𝑋)
Solution:
𝟓 𝟓 0.5
𝑥+5 𝑥 2 + 5𝑥 1 𝑥 3 5𝑥 2 5
𝐸(𝑿) = ∫ 𝑥 [ ] 𝑑𝑥 = ∫ [ ] 𝑑𝑥 = [ + ] =
−𝟓 50 −𝟓 50 50 3 2 0.1 3
𝟓 𝟓
𝑥+5 𝑥 3 + 5𝑥 2 25
𝐸(𝑿𝟐 ) = ∫ 𝑥 2 [ ] 𝑑𝑥 = ∫ [ ] 𝑑𝑥 =
−𝟓 50 −𝟓 50 3
25 5 𝟐 50
𝑉𝑎𝑟(𝑋) = 𝐸(𝑿𝟐 ) − (𝐸(𝑋)2 ) = − [( ) ] =
3 3 9
`
Example 5.23
Given the following probability density function for𝑋:
2 , 𝑓𝑜𝑟 0 < 𝑥 < 2

𝑓(𝑥) = {𝑘(4 − 𝑥 )
a) Show that 𝑘 = 3/16

b) Calculate 𝐸(𝑋), 𝑉𝑎𝑟(𝑋), 𝐸(𝑋 2 + 5𝑋 + 3)
Solution:
a) Using basic rules of probability, ∑ 𝑓(𝑥) = 1
∫ 𝑘(4 − 𝑥 2 )𝑑𝑥 = 1
0
2
𝑘𝑥 3
[4𝑘𝑥 + ] =1
3 0
8𝑘
8𝑘 − =1
3
16𝑘
=1
3
3
𝑘 =
16
b) To find expected value we need to employ definition of expected value for

continuous random variable.
2
3(4 − 𝑥 2 ) 3
𝐸(𝑋) = ∫ 𝑥 [ ] 𝑑𝑥 =
0 16 4
2
3(4 − 𝑥 2 ) 4
𝐸(𝑋 2 ) = ∫ 𝑥 2 [ ] 𝑑𝑥 =
0 16 5
4 3 𝟐 19
𝑉𝑎𝑟(𝑋) = −( ) =
5 4 80
4 3 151
𝐸(𝑋 2 + 5𝑋 + 3) = 𝐸(𝑋 2 ) + 5𝐸(𝑋) + 3 = + 5( ) +3 =
5 4 20
`
EXERCISE 1 CHAPTER 5
Question 1
The probability density function of a continuous random variable 𝑋 is given by:
𝑎𝑥 , 𝑓𝑜𝑟 0 < 𝑥 < 1

𝑎(3−𝑥)
𝑓(𝑥) = { 2 , 𝑓𝑜𝑟 1 ≤ 𝑥 < 3
2
a) Show that 𝑎 = 3.
b) Calculate 𝑃(0.5 < 𝑋 < 2)
c) Calculate the distribution function 𝐹(𝑥)
Solution:
`
Question 2
The probability distribution function for a discrete random variable 𝑋 is given by:
𝑘(𝑥 + 2) , 𝑓𝑜𝑟𝑥 = 0,1,2,3,4
𝑓(𝑥) = {
a. Find the value of 𝑘

b. Calculate 𝑃(1 ≤ 𝑋 < 3)
c. Calculate the distribution function 𝐹(𝑥).
Solution:
`
Question 3
Given the following probability distribution for a discrete random variable 𝑋;
𝑿 1 2 3 4
=𝒙
𝑷(𝑿 2𝑘 3𝑘 6𝑘 9𝑘
= 𝒙)
a) Calculate the value of 𝑘.

b) Find 𝑃(𝑋 ≥ 2.5)
c) Calculate the distribution function 𝐹(𝑥).
d) Calculate 𝑃(3𝑋 > 6)
Solution:
`
Question 4
Ain’s florist has 7 delivery trucks, used mainly to deliver fresh flowers from Ipoh to Batu
Gajah. Of these 7 trucks, 4 have brake problems. A sample of 3 trucks is randomly
selected. Let 𝑋 = 𝑡ℎ𝑒 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑡𝑟𝑢𝑐𝑘𝑠 𝑡ℎ𝑎𝑡 ℎ𝑎𝑣𝑒 𝑏𝑟𝑎𝑘𝑒 𝑝𝑟𝑜𝑏𝑙𝑒𝑚𝑠.
i) Construct a probability distribution table for 𝑋.
ii) Calculate the probability that at most two trucks have brake problem.
Solution:
`
Question 5
The total amount of fuel used by a road haulage firm in a month is a random variable 𝑋
(thousands of gallons) which has the following probability density function:
𝑐𝑥 , 0 < 𝑥 < 1
𝑓(𝑥) = {𝑐(3 − 𝑥) , 1 ≤ 𝑥 < 3
2
a) Show that 𝑐 =
5
b) Find the probability that the firm uses less than 900 gallons in a month.
Find the cumulative probability distribution function 𝐹(𝑥).
Solution:
`
Question 6
Given the following probability distribution function for a discrete random variable 𝑋:
𝑿=𝒙 2 3 4 5
𝑷(𝑿 = 𝒙) 0.25 0.25 0.25 0.25
Calculate: a) 𝐸(𝑋) b) 𝑉𝑎𝑟(𝑋)
Solution:
`
Question 7
The probability distribution of 𝑋 is given as follows:
𝑿=𝒙 1 2 5 9
𝑷(𝑿 = 𝒙) 0.20 0.30 0.40 0.10
a) Calculate 𝐸(𝑋) 𝑎𝑛𝑑 𝐸(𝑋 2 )

b) Calculate 𝐸(2𝑋 2 + 𝑋 + 4)
Solution:
`
Question 8
Given the following probability distribution function for𝑋:
4
(1 − 𝑥) , 0 < 𝑥 < 1/2
3
𝑓(𝑥) = 4𝑥 , 1/2 < 𝑥 < 1
{ 0
Find the expectation and variance of 𝑋.
Solution:
`
EXERCISE 2 CHAPTER 5
1) The probability distribution function for a discrete random variable 𝑋 is given by:
(10−𝑥)
𝑃(𝑋 = 𝑥) = { 𝑘
𝑓𝑜𝑟𝑥 = 0,1,2,3,4,5,
a) Find the value of 𝑘.

b) Find𝑃(1 < 𝑋 ≤ 4)
c) Calculate the distribution function𝐹(𝑥).
2) The probability density function for a continuous random variable 𝑋 is given by:
𝑘(𝑥 − 1) 𝑓𝑜𝑟 1 < 𝑥 < 3

𝑘(7 − 𝑥) 5<𝑥<7
𝑓(𝑥) = 0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
{
1
Show that 𝑘 = 4
a) Calculate 𝑃(2 < 𝑋 < 4)
b) Calculate the distribution function 𝐹(𝑥).
c) Calculate E(X).
3) The probability distribution function of a continuous random variable 𝑋 is given as

follows:
4 3 ) 𝑓𝑜𝑟 0 < 𝑥 < 1

𝑓(𝑥) = {3 (1 − 𝑥
𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
0
Calculate:
1 3
a) 𝑃( < 𝑋 < ).
4 4
b) Find the distribution function for𝑋,𝐹(𝑥).
4) The insurance company offers its policyholders a number of different premium

payment options. For a randomly selected policyholder, the distribution function
𝐹(𝑥)is as follows:
0 𝑥<1
0.30 1 ≤ 𝑥 < 3
𝐹(𝑥) = 0.40 3 ≤ 𝑥 < 4
0.45 4 ≤ 𝑥 < 6
0.60 6 ≤ 𝑥 < 12
{ 1 12 ≤ 𝑥
`
a) What is the probability distribution function𝑓(𝑥)?

b) Find 𝑃(3 ≤ 𝑋 ≤ 6)
5) The distribution function for a random variable 𝑋 is given by:
0 𝑥<0
𝑋2
𝐹(𝑥) = { 0≤𝑥<2
4
1 2≤𝑥
a) Find 𝑃(𝑋 ≤ 1)
b) Probability density function 𝑓(𝑥)
6) The discrete random variable 𝑋 has probability distribution function as follows:
𝑥
𝑓𝑜𝑟𝑥 = 1,3,4
2𝑘
𝑃(𝑋 = 𝑥) = {𝑥 𝑓𝑜𝑟𝑥 = 5, 7, 8
5𝑘
a) Find the value of𝑘.

b) Construct a probability distribution table for𝑋.
c) Find𝑃(4 < 𝑋 ≤ 8)
7) The total lifetime (in years) of five-year-old dogs of a certain breed is a random
variable whose distribution function is given by:
0 𝑓𝑜𝑟𝑥 ≤ 5
25
𝐹(𝑥) = {1 − 𝑓𝑜𝑟𝑥 > 5
𝑥2
Find the probability that such a five-year-old dog will live

a) Beyond 10 years
b) Less than 8 years
c) Anywhere from 12 to 15 years.
8) The actual amount of coffee (in grams) in a 230-gram jar filled by a certain machine
is a random variable whose probability density function is given by:
1
𝑓(𝑥) = { 𝑓𝑜𝑟 227.5 < 𝑥 < 232.5
5
Find the probabilities that a 230-gram jar filled by this machine will contain
a) At most 228.65 grams of coffee
b) Anywhere from 229.34 to 231.66 grams of coffee
c) At least 229.85 grams of coffee.
`
9) The total amount of fuel used by a road haulage firm in a month is a random variable
𝑋 (thousands of gallons) which has the following probability density function:
𝑐𝑥 0<𝑥<1
𝑓(𝑥) = { 𝑐(3 − 𝑥) 1 ≤ 𝑥 < 3
2
a) Show that 𝑐 =
5
b) Find the probability that the firm uses less than 900 gallons in a month.
c) Find the cumulative probability distribution function𝐹(𝑥).
10) Let 𝑋 is the number of potential weapons detected by a metal detector at an airport
on a given day. The following table lists the probability distribution of 𝑋
𝑿 0 1 2 3 4 5
𝒇(𝒙) 0.14 0.28 0.22 0.18 0.12 0.06
a) Show that 𝑓(𝑥)can serve as a probability distribution function for 𝑋.

b) Find the probability that at least two potential weapons will be detected by a
metal detector on a given day.
11) 𝑍 is a discrete random variable and its probability distribution function is given
below:
𝑍 0 1 2 4 8
𝑃(𝑍 = 𝑧) 𝑝 1/2 𝑞 1/8 𝑟
7
Given 𝐸(𝑍) = 2and (𝑍) = , Calculate 𝑝, 𝑞, 𝑎𝑛𝑑 𝑟.
2
12) A discrete random variable 𝑋 can assume the values of 1, 2 and 3.

1 19
𝑃(𝑋 = 1) = 8 , and 𝐸(𝑋) = 8
.
Find 𝑃(𝑋 = 2), 𝑃(𝑋 = 3) 𝑎𝑛𝑑 𝑉𝑎𝑟(𝑋).
13) An accounting office has six incoming telephone lines. The probability distribution of
the number of busy lines, 𝑦 is given as follows:
𝑦 0 1 2 3 4 5 6
𝑃(𝑌 = 𝑦) 0.052 0.154 0.232 0.240 0.174 0.105 0.043
Calculate:
a) The probability that the number of busy lines is at least 4
b) 𝑃(1 ≤ 𝑦 ≤ 4)
c) 𝐸(𝑌) 𝑎𝑛𝑑 𝑉𝑎𝑟(𝑌)
`
14) The probability distribution function for a random variable 𝑋 is given by:
1
𝑓𝑜𝑟𝑎 < 𝑥 < 2𝑎
𝑓(𝑥) = {𝑎
𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
0
If 𝑉𝑎𝑟(𝑋) = 3, find the value of 𝑎.
𝑘(𝑥 + 2) 𝑓𝑜𝑟 𝑥 = 1,2,3,4,

𝑓(𝑥) = {
a) Find the value of 𝑘

b) Calculate 𝐸(5𝑋 2 + 4𝑋 + 6)
c) Calculate 𝑉𝑎𝑟(4𝑋 − 5)
𝑋=𝑥 1 2 3 4 Total
𝑃(𝑋 = 𝑥) 𝑝 𝑝2 2𝑝2 𝑝 1
1
a) Show that 𝑝 = .
3
b) Calculate the value of 𝑃(2 ≤ 𝑋 ≤ 4)
c) Find the value of 𝐸(𝑋)
d) Find the value of 𝑉𝑎𝑟(3𝑋 + 2)
17) In a group of 12 people, 5 are left-handed. 3 people are randomly selected from this
group. Let 𝑋denote the number of left-handed people in this sample.
a) Construct the probability distribution of𝑋 .
b) Find the probability that the number of left-handed persons is at most two
people.
c) Find the expected number of left-handed persons.
d) Find𝐸(2𝑋 2 + 7𝑋 + 10).
18) An urn contains 4 black balls and 4 white balls. Three balls are selected at random
one by one without replacement from the urn. Let 𝑊 =
𝑡ℎ𝑒 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑏𝑙𝑎𝑐𝑘 𝑏𝑎𝑙𝑙𝑠 𝑠𝑒𝑙𝑒𝑐𝑡𝑒𝑑.
a) Find the probability distribution for 𝑊.
b) Calculate the mean and variance for 𝑊.

Chapter 5 Probability Distribution

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Chapter 5 Probability Distribution

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Chapter 5 Probability Distribution 98

Thus, Y is a Random Variable.

5.1 TYPE OF RANDOM VARIABLES

5.2 PROBABILITY DISTRIBUTION FOR DISCRETE RANDOM VARIABLE

i. 𝑓(𝑥) ≥ 0for each value within its domain.

Sample space P( X =x) x

Then, construct the probability distribution of 𝑋 such as

If Y and B stand for Yellow and Blue respectively; then:-

Element of Sample Probability 𝑿=𝒙

Thus, construct the probability distribution of 𝑋 such as

Adding all the results:- 𝑓(1) + 𝑓(2) + 𝑓(3) + 𝑓(4) + 𝑓(5)

Calculate the probability of each of the following events.

a) At most 3 lines are in use

a) 𝑃(𝑋 ≤ 3) = 𝑃(0) + 𝑃(1) + 𝑃(2) + 𝑃(3)

b) 𝑃(𝑋 < 3) = 𝑃(0) + 𝑃(1) + 𝑃(2)

c) 𝑃(𝑋 ≥ 3) = 𝑃(3) + 𝑃(4) + 𝑃(5) + 𝑃(6)

𝑃(𝑋 ≥ 3) = 1 − 𝑃(𝑋 < 3)

d) 𝑃(2 ≤ 𝑋 ≤ 5) = 𝑃(2) + 𝑃(3) + 𝑃(4) + 𝑃(5)

𝑃(2 ≤ 𝑋 ≤ 5) = 𝑃(𝑋 ≤ 5) − [𝑃(𝑋 < 2)]

5.3 CUMULATIVE FUNCTION FOR DISCRETE RANDOM VARIABLE

Alternate approach to express the probability distribution of a random variable is to measure

𝐹(𝑥) = 𝑃(𝑋 ≤ 𝑥) = ∑ 𝑃(𝑋 = 𝑡) 𝑓𝑜𝑟 − ∞ < 𝑥 < ∞

where 𝑃(𝑋 = 𝑡) is the value of the probability distribution of X at t, is called the

Some Important notes:

Cumulative Distribution Function (cdf) F(𝒙)

Figure 5-1: Distribution function of a discrete random variable

Let say, we want to find cumulative distribution of random variable 𝑋, we know

The probability distribution function of a random variable can be obtained by

A discrete random variable 𝑋 has the following distribution function:

a) Since the definition of cumulative distribution function is F(x) = P(X ≤ x), we

5.4 EXPECTED VALUE OF DISCRETE RANDOM VARIABLE

𝑬(𝑿) = ∑𝒙 𝒙. 𝒇(𝒙) for all values of 𝒙

Calculate the Expectation of 𝑋.

By definition, the expected value of 𝑋 is𝑬(𝑿) = ∑𝒙 𝒙. 𝒇(𝒙), then;

Hence, the expected gain would be;

Given the following pdf for a discrete random variable 𝑋:

Calculate 𝐸(𝑋) and 𝐸(𝑋 2 ).

5.5 VARIANCE FOR DISCRETE RANDOM VARIABLE

Figure 4-1: Distribution with equal mean and different dispersion

𝑽𝒂𝒓(𝑿) = 𝑬(𝑿𝟐 ) − (𝑬(𝑿)𝟐 )

Based on example 4.13, calculate 𝑽𝒂𝒓(𝑿)

𝑽𝒂𝒓(𝑿) = 𝑬(𝑿𝟐 ) − (𝑬(𝑿)𝟐 )

Since the 𝐸(𝑋) = 1 𝑎𝑛𝑑 𝑬(𝑿𝟐 ) = 1.40

Thus 𝑽𝒂𝒓(𝑿) = 1.40 − (1)𝟐

Some Important notes: Rules of Expectation

Some Important notes: Rules of Variance

a) 𝐸(𝑌) = 𝐸(500𝑋 + 250)

𝐸(𝑋) = [(0 × 0.05) + (1 × 0.15) + (2 × 0.35) + (3 × 0.25) + (4 × 0.20)]

b) 𝑉𝑎𝑟(𝑌) = 𝑉𝑎𝑟(500𝑋 + 250); using the rules of variance,

5.6 PROBABILITY DISTRIBUTION FOR CONTINUOUS RANDOM VARIABLE

𝐏(𝐚 ≤ 𝐗 ≤ 𝐛) = the area under the density curve between a and b

Some Important notes:

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

𝑓(𝑥) ≥ 0 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑥 [−∞ ≤ 𝑋 ≤ ∞]

Given the following function of X:

2, for 0 < x < 1

a) Show that f(x) can serve as a probability density function for X.

0.2 , −1 < x < 0

1) Calculate the value of c.

ii) 𝑃(−0.1 < 𝑋 < 0.5)

5.7 CUMULATIVE FUNCTION FOR CONTINUOUS RANDOM VARIABLE

𝐹(𝑥) = 𝑃(𝑋 ≤ 𝑥) = ∫ 𝑓(𝑡)𝑑𝑡 𝑓𝑜𝑟 − ∞ < 𝑥 < ∞

1) 𝑃(𝑋 > 𝑎) = 1 − 𝐹(𝑎)