CHAPTER 2 RANDOM VARIABLES

2.1 THE CONCEPT OF RANDOM VARIABLES

2.1.1 Definition

It is said to be a random variable if a result of a trial it will take one and only one of its possible
values randomly with some corresponsding probabilities
1 biến số. đc gọi là 1 biến ngẫu nhiên nếu kq phép thử chỉ nhận 1 và chỉ 1 giá trị có thể có với 1
xác xuất tương ứng.

2.1.2. PHÂN LOẠI BIẾN NGẪU NHIÊN( CLASSIFICATION OF RANDOM VARIABLE)

1. BIẾN NGẪU NHIÊN RỜI RẠC (DISCRETE RANDOM VARIABLE)
-IS SAID TO BE A DISCRETE RANDOM VARIABLE IF THE POSSIBLE VALUE OF THIS RANDOM
VARIABLE IS EITHER A FINITE SET OR AN INFINITE BUT COUNTABLE SET
Eg: Roll a dice. Let X be the number of dots obtained. Then, X is a discrete random variable bc
the set of the possible values of X is a finite set (1,2,3,4,5,6)

2. CONTINUOUS RANDOM VARIABLE

- IF THE SET OF THE POSSIBLE VALUES OF THIS RANDOM FILLS A/SOME interval(s) on the umber
line, or even the entire number line
Lấp đấy một (số) khoảng trên trục số, có thể lấp đầy toàn bộ trục số.
Example: Let X be the weight of a type of chicken eggs. Then, X is a continuous random variable
X c (a;b) grams

2.2 THE LAW OF PROBABILITY DISTRIBUTION OF A RANDOM VARIABLE

2.2.1 Definition
- The law of the probability of a random variable is the determination of the realtionship
between the possible values of this random variable and the corresponding probabilities.
Là cách để xác địunh mqh giữa gia tri mà biến nn có thể nhận và xác suất tương ứng
BẢNG PHÂN PHỐI XÁC SUẤT
Để mô tả biến ngẫu nhiên rời rạc, ta sử dụng bảng phân phối xác suất
Giả sử một biến nn rời rạc
Suppose a discreet random variable takes the value x1, x2…… xn (x1<x2<…<xn) with the
corresponding P(X=xi)=pi; i=1,2,…n
Then, the probability table of x is
X X1 X2 X3 …. Xn
P P1 P2 P3 … Pn

{
0≤ pi ≤ 1
❑
Where
∑ pi=1
i

Example A box contains 10 products including 4 defective products. Randomly draw 2

products from the box to check quality . Let X be the number of the defective products. Find
the Probability distribution of X.
VD: 1 hộp chứa 10 sản phẩm gốm 4 phế phẩm. Rút ngẫu nhiên 2 sp từ hộp để ktra chất
lượng. Tìm quy luật pp xs của X
SOLUTION:
X can takes values of [0;4]. Probability of X P(X=0) = 6C2/10C2
P(X=1) 4C1 x 6C1/ 10C2= 8/15
P(X=2) = 4C2/10C2= 2/15
The probability distribution of X is
X 0 1 2
P 1/3 8/15 2/15

2.2.3 The Distribution function Phân bố xác suất

Def: Let X be any random variable
The function: F(x) = P(X<x) for x ∈ R
Is called the distribution function of X (cdf) Ta có thể viết tắt là cdf
If X is a discrete random variable that takes the values {x1,x2,x3…xn} with P(X= xi)= Pi, i=1,2,… n)
We have

{
0 ,if x ≤ x 1.
p 1, if x 1< x ≤ x 2
Fx P 1+ P 2 ,if x 2< x ≤ x 3
P 1+ P 2+..+ Pnif xk < x ≤ x k +1
1 , if x> xn
Example: Refer to example in section 2.2.2. Find the distribution function of X
SOLUTION
X 0 1 2
P 1/3 8/15 2/15
The distribution function of X is

{
0 ,if x ≤ 0
1
,if 0< x ≤ 1
3
F(x)
13
,if 1< x ≤ 2
15
1 , if x >2

2.2.3 THE DISTRIBUTION FUNCTION

2. PROPERTIES
Let F(x) be the cdf of a random variable of X
PROPERTIES
1. 0≤ F ( x ) ≤ 1 , for x ∈ R
2. F ( x ) is nondecreasing function which means if x1>x2, F(x1)≥ F(x2)
COROLLARY
1. P(a≤ X <b ¿ = F(b) -F(a)
2. The probability that the continuous random variable takes a defined value is equal to
zero => P(X=x0) (XS để bnn liên tục nhận 1 gtri cụ thể =0 là P(X=x0))
 3.
=P(a≤ X ≤ b ¿
=P( a¿ X ≤ b ¿
=P(a<X≤ b ¿
=P(a<x<b)
 Theo hệ quả 2, áp dụng sẽ được hệ quả 3
PROPERTY 3
−∝: negative infinity
+∝: positive ∞

F(-∝¿= x→−∝
lim F ( x )= 0

F(+∝¿= lim F (x)=1 PROPERTY 4: If X is a continuous random variable, F(x) is continuous for all
x→+∝
x ∈R
Example: The queuing time for buying goods for customers (unit: minutes) is a continuous
random variable X with a distribution function as follows

{ }
0 ,if x ≤ 0
F(x)= m x −3 x 2+ 2 x ,if 0< x ≤ 1
3

1, if x >1
a. Find m
 Since F(x) is continuous at 1 x=1, we have
lim ¿= lim ¿= m-1 = F(1)
x→ 1−¿F ( x)¿ 3 2
x→ 1−¿(m x −3 x +2 x)=1 ¿
lim ¿= 1= m-1
x→ 1+¿ F (x)¿
 m=2
b. Find the probability that a customer has to wait for more than 0.6 minutes. Biến ngẫu
nhiên liên tục thì có dấu = hay ko, ko ảnh hưởng
P(0.6<X<+∞ )
= F(+∞ ¿−F (0.6)
= 1 –(2.(0,6)^3- 3.(0.6)^2)+ 2.(0.6)
= 0.448
Xác suất để có 2 trong 3 người đợi quá 0.6 phút
P=3C2.(0,448)^2.(1-0.448)

2.2.4 The probabilitiy density function(Hàm mật độ xác suất dùng phân phối biến ngẫu
nhiên liên tục x)
3
x x cubed
1. Definition
- Let F(x) be the distribution function of X.
f(x) = F’(x): derivative of F at x
is called the probability density function of X.
Example1: Let x be a random variable that has the distribution function
1 1
F(x) = + arc tan x
2 n
Find the probability density function of X
1
f(x)= F’(x)= 2
n(1+ x )
G. the probability density function of X
1
(arctanx)’ = 2
1+ x

2.2.4 The probability density function

Ex: Let X be a continuous random variable that has distribution function as follow
+ F (x)=¿
Solution
 x<0 F(x) = 0 => f(x) =F’(x) =0
 0<x≤ n: F(x) = ½ (1-cosx) => f(x)= ½ sinx
 x>n F(x)=1 => f(x)=0
 x=0 f(x)=F’(x)=0 ( lưu ý tính đạo hàm để rõ)
F ( x )−F (0)
F’(0-)= lim =0
x−0
1
F ( x )−F (0) sinx
F’(0+)=lim = lim 2 =0
x−0
1
+) x=n => f(n)

2. propertíe
- Let X be continuous random variable that has the
P1: f(x) ≥ 0 , ∀ x ∈ R
P2: P(a<X<b)
b

= ∫ f (x )dx
a
b

P(X<b) = ∫ f ( x)dx
−∞
a

P(X>a)= ∫ f ( x )dx
+∞
Note :
If X is a CRV
b

P(a<X<b) = P( a≤ X <b ¿=P(a< X ≤b)=P(a ≤ X ≤b) =∫ f (x )dx

a
∞

P3: F(x)= ∫ f ( t ) dt
−∞
∞

P4: ∫ f ( x ) d x=1
−∞
Example: Let X be a CRV has the following probability density function

f (X ) ¿
a. Find m
b. Compute P( n/2 <X <
Solution:
∞

∫ f ( x ) dx =1
−∞
0 n /2 +∞
¿> ∫ f ( x ) dx + ∫ f ( x ) dx + ∫ f ( x ) dx =1
−∞ 0 n /2
n /2

∫ msin 2 x dx=1
0
 M=1
b) P(