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Week IV

Random Variables and Probability Distributions


Text Ref: MBB Ch4,pp163-172, Ch5, pp183-204

1 Discrete probability distributions x 1 2 3 4 5 6


P(X = x) 1/6 1/6 1/6 1/6 1/6 1/6
Tossing a coin
A balanced coin is tossed three times. Let X be the total Note: This is a discrete probability distribution.
number of heads. Then:
• Event TTT, ⇒ event X = 0 Distribution functions
Whenever possible we try to write probability
• Event HTT, THT, TTH, ⇒ event X = 1 distributions in the form of mathematical formulae
which enable us to calculate the probabilities associated
• Event HHT, HTH, THH, ⇒ event X = 2
with each value of the random variable. In the above
• Event HHH, ⇒ event X = 3 example we can write the probability distribution as:

The possible values that X may take are 0, 1, 2 and 3. We 1


P(X = x) = , x = 1, 2, 3, 4, 5, 6 (1)
call X a random variable. 6
where P(X = 1) is the probability of getting 1, P(X = 2)
Random variable
is the probability of getting 2, etc.
Definition
A random variable is a function that associates a real Distribution constraints
number with each point in the sample space. It is called For a discrete random variable X, the probability
discrete if its possible values are countable and is called distribution should satisfy the following conditions:
continuous if its values are continuous.
1. Each probability value should be between 0 and 1
In most practical problems, continuous random
(can equal 0 or 1).
variables represent measured data, such as heights,
weights, temperatures, distances etc. whereas discrete 2. The sum of all the probability values should equal
random variables represent countable data, such as: 1.
• the no. of defectives in a sample of n items Two most important characteristics of a random
variable X are its expected value (or mean), denoted by
• the no. of computers in a computer laboratory
E[X] or µ, and its variance, denoted by Var(X) or σ2.
• the no. of highway fatalities per year in a given The expected value is a measure of the location of the
state. distribution of X, while the variance is a measure of its
spread. When ever probability distributions are
• the no of admissions to a hospital intensive care discussed we make reference to the population.
unit
We first discuss some discrete random variables. Mean (Expected value) of a Discrete Probability
Continuous random variables will be studied next. Distribution
Given a discrete random variable X with values
Probability Distribution x1 , x2 , . . . , xn that occur with probabilities
This is a correspondence which assigns probabilities to p(x1 ), p(x2 ), . . . , p(xn ) respectively 1 , then Expected
the values of a random variable. Value of X, E(X) is defined as:
Example 1. Consider rolling a balanced die. Let X = ∑
n
value on the upper side. Then the probability E[X] = µ = xi p(xi ) (2)
distribution, P(X = x) can be written as: i=1
1 Each item in the list is matched to the other list in the same order

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Random Variables and Probability Distributions 300700 Statistical Decision Making

Note that if∑p(xi ) is computed as 3. What is the probability that a guest stays 5 nights or
n
count(xi )/ i=1 count(xi ) then: more?


n
x count(xi ) ∑ si m 4. Calculate the mean (µ) and standard deviation (σ)
E[X] = ∑ni = (3) of the number of nights for which guest stay.
i=1 i=1 count(xi ) i=1
m

where si is a sample and m is the number of samples. 2 Defined discrete probability


This is the equation for computing the mean from a
sample given in previous lectures. distributions
Two Discrete Probability Distributions
Variance of a Discrete Probability Distribution
There are several different types of popular
The variance of a random variable Var(X) is defined as
2 distributions that can be used when the numerical data
the expected value of (X − µ) and hence given by: is of a discrete nature. We will look at two of them.

2

n
2 • Binomial distribution
Var(X) = σ2 = E[(X − µ) ] = (xi − µ) p(xi ) (4)
i=1 • Poisson distribution
If we know the expected value of X and the expected
value of X2 , we can compute the variance using the The Binomial distribution
computational formula: Binomial Distribution
σ2 = E[X2 ] − E[X]2 (5) Binomial experiment
∑n A binomial experiment is one that possesses the
where µ = E[X] and E[X2 ] = i=1 x2i p(xi ). following properties.

Compute the mean and standard deviation • The experiment consists of n trials

Problem 2. Consider the following probability • Each trial results in one of two outcomes, denoted
distribution: by a success or a failure.
• The probability of a success on a single trial is
x 0 1 2 3 4
equal to p and the probability of a failure is
P(X = x) 0.1 0.2 0.4 0.2 0.1
q = 1 − p. Also p remains constant from one trial
to the next.
1. Check if it is a valid probability distribution
• The trials are independent, i.e., the outcome of
2. Find the mean and standard deviation of the
one trial does not influence the outcome of any
probability distribution.
other trial

Expected stay at a resort • The experimenter is interested in x, the number


of successes observed during the n trials.
Problem 3. A Barrier Reef resort is interested in the
length of stay of its guests. The following is the probability
distribution of the number of nights that guests stay Binomial examples
(denoted by X). Consider the following examples:

x 2 3 4 5 7 9 • Flip a coin 10 times. Let X be the number of


P(X = x) 0.05 0.25 0.35 0.20 0.10 ? heads obtained.
• A worn machine tool produces 1% defective
1. If these are the only numbers of nights for which parts. Let X be the number of defective parts in
guests stay,what is the probability that a guest will the next 25 parts produced.
stay 9 nights?
In each of these experiments:
2. What is the probability that a guest stays 5 nights or
less? • we have a series of trials

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300700 Statistical Decision Making Random Variables and Probability Distributions

• the outcome from each trial either meets the Defective computers
criterion defined by X, or it does not
Problem 7. The defective rate of new computers is 5%.
• each trial is independent, i.e., the outcome from Find the probability that in a batch of 10 computers, one is
one trial has no effect on the outcome to be defective.
obtained from another trial.
The Poisson distribution
Binomial experiment
Poisson random variables
Example 4. Consider tossing a fair coin 5 times and
observing the number of Heads appearing (successes). Poisson experiment
Here the random variable X is the number of Heads. This is an experiment yielding the number of
Hence it has the values 0, 1, 2, 3, 4, 5. occurrences of a certain event during a given time
Since it is a fair coin, interval or in a specified region.
p = P(success) = P(getting a Head) = 1/2
Occurences of the event are independent and random.

Binomial distribution equation Examples:


The probability of getting x successful outcomes from
• the no. of telephone calls per hour received by an
the n trials, can be calculated from the binomial
office;
distribution as:
n! • the no. of accidents per year on a highway;
n−x
P(X = x) = px (1 − p) , x = 0, 1, . . . , n
x!(n − x)! • the no. of typing errors per page.
(6)
• the no. of hits on a website,
Mean and variance • the no of red cells in 1ml of blood
In the Binomial distribution the mean of X, E[X] = np
and the variance of X, Var(X) = np(1 − p). Poisson distribution
Let X be the number of occurrences in a Poisson
Binomial probabilities experiment. Then X is called a Poisson random variable
with probability distribution function given by:
Problem 5. If the random variable X has a Binomial
distribution with n = 6, p = 0.3, find P(X = 2) and e−µ µx
P(X ≤ 3). P(X = x) = x = 0, 1, 2, . . . (7)
x!
Check the above solutions using Binomial tables in the
textbook (Table 1, pg 680) where µ is the average number of occurrences in a given
time interval, x is the number of occurrences in the
given time interval.
Getting a job
Mean and variance
Problem 6. A student majoring in science at a certain If X follows a Poisson distribution, the mean of X,
university is trying to decide on the number of firms to E[X] = µ, and the variance of X, Var(X) = µ.
which she should apply for a job. Given her work
experience, academic results etc., she has been told by an
Web site popularity
employment agent that she can expect to receive a job
offer from 75% of the firms to which she applies. Due to Problem 8. Hits on a personal Website occur randomly
time constraints, the student applied to 5 firms only. and independently with an average of 5 hits per week.
Assuming the employment agent’s estimate is correct, find
the probability that the student receives: 1. Find the probability that the site gets 8 hits per week.

1. no offers 2. Find the probability that the site gets more than 2
hits in two weeks.
2. 2 offers
Check the above solutions using Poisson tables in the
3. either 2 or 3 offers (inclusive) textbook (Table 2, pg 686)

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300700 Statistical Decision Making

New babies • The mean and variance of a random variable can


be computed from its distribution.
Problem 9. A hospital averages 10 births per month.
1. What is the probability that in a given month; • A Binomial random variable has a sample space of
True or False.
(a) exactly 5 births will occur?
• The Binomial distribution shows the probability
(b) less than 3 births will occur?
of sampling n True events.
(c) at least 2 births will occur?
• A Poisson random variable exists in the natual
2. What is the probability that in any given week, 3
number space {0, 1, 2, . . .}
births will occur?
• The Poisson distribution shows the probability of
Summary an event occurring n times.
• A discrete random variable exists in a countable
Next Week
sample space.
The Normal Distribution and approximations to the
• The probability distribution shows the likelihood Normal
of each event in the sample space. Text Ref: MBB Ch 6, pp219-246