Presenter: Ms.

Sidra Raees

LECTURE 07
Department of Mathematics, NED University of
Engineering & Technology, Karachi

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As an application of probability, there are two more concepts
namely random variables and probability distributions. Before
seeing the definition of probability distribution, random variable
needs to be explained. It has been a general notion that if an
experiment is repeated under identical conditions, values of the
variable so obtained would be similar. However, there are situations
where these observations vary even though the experiment is
repeated under identical conditions. As the result, the outcomes of
the variable are unpredictable and the experiments become random.

We have already learnt about random experiments and formation of

sample spaces. In a random experiment, we are more interested
in, x number associated with the outcomes in the sample space
rather than the individual outcomes. These numbers vary with
different outcomes of the experiment. Hence it is a variable. That
is, this value is associated with the outcome of the random
experiment. To deal with such situation we need a special type of
variable called random variable.
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A variable whose values are determined by the outcomes
of a random experiment is called a Random Variable.
To fully understand, let us consider the following
example:
Suppose an experiment consists of tossing a coin two
times. The sample space of the possible outcomes is
S = {HH, HT, TH, TT}. The set of possible outcomes is
not a numerical quantity and suppose we are interested in
the number of Heads. To express the outcomes in
numbers, we assign to each non-numerical outcomes of
the sample space in terms of numerical values as;
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 Sample Space HH TH HT TT
X 2 1 1 0

That is;
X(HH) = 2, X(HT) = 1, X(TH) = 1, X(TT) = 0
Therefore the numbers 2, 1, 0 in the above example are
random quantities determined by the outcomes of the
random experiment. Such a numerical quantity whose
value is determined by the outcome of a random
experiment, is called a random variable. Thus, the
number of heads obtained in the experiment of tossing a
coin two times in the above example are the values of
random variable.

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A random variable is also called a chance
variable, a Stochastic variable or simply a
variate. We shall denote a random variable by
capital letters X, Y, Z, etc. and the values of the
random variable are denoted by the
corresponding small letters x, y, z, etc.

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Random variable may be Discrete or Continuous. If the
random variable takes on the integer values (i.e. the values in
whole numbers) such as 0, 1, 2, 3,……., then it is called a
discrete random variable. For example, the number of
defective items in a sample, the number of printing mistakes
in each page of a book, the number of telephone calls
received by an office of a firm, etc. A discrete random
variable may be defined as a random variable whose values
form a finite (or countably infinite) set of numbers.
If the random variable can take any value (i.e. numerical or
fractional) within a given interval, then it is called a
Continuous Random Variable. For example, height of a
person, weight of a baby, temperature at a place, etc.

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For a discrete random variable X, a table, a graph or a
formula showing all possible values of the random variable X
i.e. 𝑥1 , 𝑥2 , 𝑥3 , … … . . 𝑥𝑛 with their corresponding probabilities
𝑃 𝑋 = 𝑥1 , 𝑃 𝑋 = 𝑥2 , 𝑃 𝑋 = 𝑥3 , … … … , 𝑃 𝑋 = 𝑥𝑛
Is called a discrete probability distribution of the random
variable X. In any probability distribution, the sum of all
probabilities should be equal to unity.

NOTE:
The probability distribution of a discrete random variable X is
also called probability mass function or simple probability
function of the random variable X.
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A discrete probability distribution must posses the
following properties:

 𝑓 𝑥 ≥ 0,
 σ 𝑓 𝑥 = 1,
 𝑃 𝑋 = 𝑥 = 𝑓(𝑥).

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Example
Suppose a unbiased coin is tossed 3 times, then find
probability distribution of the random variable “No. of
Heads” in the following forms:
(a) Tabular form (b) Graphic Form

Solution:

(a) Tabular Form

Since S = {HHH, HHT, HTH, THH, HTT, THT, TTH, TTT}
Let X = No. of Heads = 0, 1, 2 and 3, then

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 1
𝑓 0 = 𝑃 𝑋 = 0 = 𝑃 𝑎𝑙𝑙 𝑇𝑎𝑖𝑙𝑠 =
8
3
𝑓 1 = 𝑃 𝑋 = 1 = 𝑃 1 − 𝐻𝑒𝑎𝑑 𝑎𝑛𝑑 2 − 𝑇𝑎𝑖𝑙 =
8
3
𝑓 2 = 𝑃 𝑋 = 2 = 𝑃 2 − 𝐻𝑒𝑎𝑑 𝑎𝑛𝑑 1 − 𝑇𝑎𝑖𝑙 =
8
1
𝑓 3 = 𝑃 𝑋 = 3 = 𝑃 3 𝐻𝑒𝑎𝑑𝑠 =
8
Therefore, the probability distribution (i.e. probability
mass function) in tabular form is
𝒙 0 1 2 3
𝑓 𝑥 = 𝑃(𝑋 = 𝑥) 1 3 3 1
8 8 8 8

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(b) Graphic Form

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Example
A shipment of 20 similar laptop computers to a retail
outlet contains 3 that are defective. If a school makes a
random purchase of 2 of these computers, find the
probability distribution for the number of defectives.

Solution:
Let X be a random variable whose values x are the
possible numbers of defective computers purchased by
the school. Then x can only take the numbers 0, 1, and 2.
Now

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 3
68 𝐶0 × 17𝐶2
𝑓 0 =𝑃 𝑋=0 = 20 =
𝐶2 95
3
𝐶1 × 17𝐶1 51
𝑓 1 =𝑃 𝑋=1 = 20 =
𝐶2 190
3
𝐶2 × 17𝐶0 3
𝑓 2 =𝑃 𝑋=2 = 20 =
𝐶2 190

Thus, the probability distribution of X is

𝒙 0 1 2
𝑓(𝑥) 68 51 3
95 190 190

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The cumulative distribution function 𝐹(𝑥) of a discrete
random variable X with probability distribution 𝑓 𝑥 is

𝐹 𝑥 = 𝑃 𝑋 ≤ 𝑥 = ෍𝑓 𝑡 , 𝑓𝑜𝑟 − ∞ < 𝑥 < ∞

𝑡≤𝑥

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Example
Find the cumulative distribution of the random variable
X for the following probability distribution:

Solution:
The cumulative distribution function of coin is
1
𝐹 0 =𝑓 0 =
8
1 3 4
𝐹 1 =𝑓 0 +𝑓 1 = + =
8 8 8

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 1 3 3 7
𝐹 2 =𝑓 0 +𝑓 1 +𝑓 2 = + + =
8 8 8 8
1 3 3 1
𝐹 3 =𝑓 0 +𝑓 1 +𝑓 2 +𝑓 3 = + + + =1
8 8 8 8

Hence,
0, 𝑓𝑜𝑟 𝑥 < 0
1
, 𝑓𝑜𝑟 0 ≤ 𝑥 < 1
8
4
, 𝑓𝑜𝑟 1 ≤ 𝑥 < 2
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7
, 𝑓𝑜𝑟 2 ≤ 𝑥 < 3
8
1, 𝑓𝑜𝑟 𝑥 ≥ 3

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Example
A random variable x has the following probability
distributions.
𝒙 0 1 2 3 4 5 6 7
𝑃 𝑥 = 𝑓(𝑥) 0 k 2k 2k 3k 𝑘2 2𝑘 2 7𝑘 2 + 𝑘

Find
(a) K
(b) 𝑃 𝑥 < 6
(c) 𝑃 𝑥 ≥ 6
(d) 𝑃 0 < 𝑥 < 5
(e) Distribution function (CDF)

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Solution:
(a) σ𝑓 𝑥 = 1
10𝑘 2 + 9𝑘 = 1
10𝑘 2 + 9𝑘 − 1 = 0
10𝑘 2 + 10𝑘 − 𝑘 − 1 = 0
𝑘 + 1 10𝑘 − 1 = 0
1
𝑘 = −1 , 𝑘=
10
𝒙 0 1 2 3 4 5 6 7
𝑃(𝑥) 0 0.1 0.2 0.2 0.3 0.01 0.02 0.17

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(b) 𝑃 𝑥 < 6 = 𝑃 0 + 𝑃 1 + 𝑃 2 + 𝑃 3 + 𝑃 4 + 𝑃(5)
= 0 + 0.1 + 0.2 + 0.2 + 0.3 + 0.01
= 0.81
(OR)
𝑃 𝑥 <6 =1−𝑃 𝑥 ≥6
= 1 − {𝑃 6 + 𝑃(7)}
= 1 − 0.19
= 0.81

(c) 𝑃 𝑥 ≥ 6 = 𝑃 6 + 𝑃 7
= 0.02 + 0.17
= 0.19

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(d) 𝑃 0 < 𝑥 < 5 = 𝑃 1 + 𝑃 2 + 𝑃 3 + 𝑃 4
= 0.1 + 0.2 + 0.2 + 0.3
= 0.8

(e) Cumulative Distribution Function (CDF)

0, 𝑓𝑜𝑟 0 ≤ 𝑥 < 1
0.1, 𝑓𝑜𝑟 1 ≤ 𝑥 < 2
0.3, 𝑓𝑜𝑟 2 ≤ 𝑥 < 3
0.5, 𝑓𝑜𝑟 3 ≤ 𝑥 < 4
0.8, 𝑓𝑜𝑟 4 ≤ 𝑥 < 5
0.81, 𝑓𝑜𝑟 5 ≤ 𝑥 < 6
0.83, 𝑓𝑜𝑟 6 ≤ 𝑥 < 7
1, 𝑥≥7

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