S 2.12.

RANDOM VARIABLE
A real valued function defined on a sample space is called a random variable
In other words, a variable which takes a definite set of values with a definit.
the variable is called the random variable,
probability associated with each value of
For example, if we toss a coin and we are interested to get a head on upper side
then we define random variable X with two values 1 and 0. 1 for head and 0 for tai

Sample space S H, T
X=1, PH) =P(X = =;
1)
oot 1lod p s.cepliqaod
X=0, =
P(T) P(X ==0)

PH) or P(X= 1) be the probability that head appears on upper side. P(T) or
PX= 0) be the probability that tail appears on upper side.gAJotunoialo
In tossing of two coins, we have sample space as
86ntibsm dbe son
S {(HH), (HT),(TH),(TT). ew nortoiniostoh
X
Let be the random variable which show the number of heads appears on the
upper side.Then X takes three values 0, 1, 2,i.e.
P(TT) =POX= 0) =1/4 grireb odilidsdovg sdT
P(HT, TH) =P(X=1)=2/4 =1/2
P(HH) =P(X =2) =1/4. 0orAq
 Probability Theory and
Probability Probability Distributions
an even
Suppose if we throw a single die and
ested in getting
we are interestea
number. hen the sample space is
number
S=
11,2, 3,4, 5,61.
LetX be the random variable which shows the even
So takes only two values 1 and 0. 1 for
X numDer ber.
even number and 0 for oda number
dd
PX 1)-P2,4,6)--9
3
PX=0)-P(1, 3,
5)=2
Suppose if we toss three coins simultaneously and we are interested in ting
the number
or geu5
neads appearing on the upper side. Let X
be the random vari
which denotes the number of heads and takes only 4 values we nav
0, 1, 2, 3. Here
the sample space
S={HHH,HHT,HTH,THH,TTH, THT, HTT,TTT1
P(X=0)=P(TTT)= 8
P(X =1)=P(TTH, THT, HTT) =
8 .3
PCX =2)=P(HHT,HTH, THH)=

PX=3)=P(HHH) =
$2.13. TYPES OF A RANDOM VARIABLE
There are two types of random variables:
iegertoelo Jatutonit
(a) Discreterandom variables iToiSodiabtilidadong otooeib
(b) Continuous random variables
(a) Discrete Random Variable. A variable which takes only countable
number of values and is defined on a discrete
sample space is called a discrete
random variable. For example,
suppose a perfect die in thrown then X, the number
X
ofpointson the die is a random variable, since has the following two
properties
(i) X
takes only a set of discrete values 1, 2, 3,4,5, 6. 24
i) The values whichX takes depends on the chance.
Actually X
takes values 1, 2, 3, 4, 5, 6 each with probability 1/6. The set
of
values 1, 2, 3, 4, 5, 6 with their pboability 16 is called the
Probabilityy
Distribution of the variate X.
In general. Suppose that corresponding to A, exhaustive
and mutually
exclusive cases are obtained from a trial, the variate A takes n
values x,
X2, ..,x,
probabilitiesP1, P2, P
with their

The set of values x (for i =1,2, 3,...,n) with their

probabilities p: (for
l1,2,3,.., n) called
is the probability distribution
of the random variable x
In rolling of a perfect die, the probability distribution of the
number on the die
willbe

2 3 5
P(X=x) 1/6 1/6 1/6 1/6 1/6 1/6
 n toasinK two perfect coins. Let X be r.v. of number of
eads on
heads on ur
StatisticCs

The distribution will be uppersides

probability ofX
0 1
2
PX)

)
1/4
2/4 1/4
In tossing two perfect dice
simultaneously, let X be random variable of 8
numbers on the upper side of two dice, Then X takes only 11 values
,9, 10, 11, 12. The probability distribution will be
2, 3, 4. 2,
of X 3,4,5,6,7,
Sample space point PX
(1, 1) 1/36
(1,2), (2, 1) 2/36
(1,3), (2,2), (3, 1) 3/36
5.
(1,4), (2,3),(3,2),(4,1) 4/36
(1,5),(2,4), (3,3), (4, 2), (5,
1)5 5/36
(1,6) (2, 5), (3, 4), 4,3), (5, 2), (6, 1) 6/36
8. (2, 6), 3,5), (4,4), (5, 3), (6, 2) 5/36
9.

10.
(3,6), (4,5),(5, 4), (6,3)
A 4/36
(4,6), (6,5), (6,4)
3/36
11. (5,6), (6,5) 2/36
12.
(6,6) 1/36
Binomial, poisson negative
binomial, hyper geometric are the
discrete probabilitydistribution. examples of

The probability distribution of discrete

random variable is called discrete
probabilitydistributionand it is
expressed in terms of probability mass function.
Note. The sum of all the
of a
probabilities probability distributionof X is
always one.
(b) Continuous Random
continuous ifit can take all
Variable. A random variable is said to be X
possible values between certain limits. When we deal
with variates like
weights and temperature then we know that these
take on infinite number of values variatescan
in a given interval.Such
as continuous random type of variate is known
variable.
Let X be a
continuous random variable and let the
very small
intervalx-dx, x dx +
probabilityof X falling in

be expressed by fx)dx, ie., o al

Px-deX<x*d|-s)d nidpdong tinlb
where fx) is a continuous
function of x and satisfies the following two
G) fx) 20 conditions

G f) dx=1; Sx sb.a
Then the function
fc) is called the probability
continuous random variable X. density function of the
 obability heory and
Probability
The Distributions
probabi
bility 59
antinuous probability distribution
ability distriba of
density function. distribution continuous random
Continuous ra is called
and it is variable
Remarks expressed ms of probability
(i) erange ofX be
Ifthe
finite, then also oo eteoitodidesb
example it can
be expre
Kpressed as infinite range. For
fx)=0 forx <a
flx)= o(x)for a
fx)=0for
SxSb
iii) The
probability that a
x>b.
(,d) is given by value of
continuous variable X
interval

d
lies within the
h
Pc xsd)=
|fx)d. molsudtsid
(iii) IfX is a continuous
random variablethen
zero, i.e., probability of any point will De

PX=K) =0 olitudiei-
where & 1s a constant quantity. oftodilaid
$ 2.14. CUMULATIVE DISTRIBUTION odgsdo zids ai
FUNCTION
The probability that the value of a ibudiib teeo
random variable X is "x or less thanx', is
called the cumulative distributionfunction
of X and usually denoted by Fæ). In
symbolic notation, the cumulative distribution functionof discrete random variate
Xis given by
ooi
oir r 002 lo ildsdog sll asdon
)=PAS)=2
x
Pe)w Y.oldstsav mohaan AI=pr

The cumulative distributionfunctionof a continuous random variate is given

by

F)=P{X sx) =f)d. os

Some Properties of Cumulative DistributionFunctionaaAAOa.ar.s.e
G) F-)=0 lba
(i) non
F(x) is decreasing function,i.e., 1 *2 F(t) s Pxg) a
variate
(ii) For a discontinuous
=
P(a <x< b) F{b) Fa)= Ep(a;);
a < xj <b. slisolt pe
And for a continuous
And variate
continuou8va
Pla <x b) P(a
= v<h=Pla
eatb fR(rod zolastogedsd
piou
SXsb) =P(a SXsb) aled
=Pla <X<b)=F{b) -Fa)
di
se
sdalA tA
fx) dx.
oeo qoiidecdosg oel

eooai be
iv)F(+o)=1 for a discontinuous variate and Fc) is
function
(v) F(x) is a discontinuous
Con variate.
ntinous function for a continuous
 Normal distribution, Gamma distribution, Beta distribution, t-distribution,

F-distribution, -distribution are some examples of continuous random variables

There are several types of distribution, but the following two types of
distribution are commonly used in Statistics.
(A) Discrete Probability Distribution
(a) Bernoulli Distribution
(b) Poisson Distribution
(c) Geometric Distribution
(d) Negative Binomial Distribution

()HypergeometricDistribution
(B) Continuous Probability Distribution:
(a) Normal Distribution
(b) Gamma Distribution
(c) Beta Distribution
(d) t-Distribution
(e) F-Distribution

-Distribution
Here in this chapter we study only four distribution Bernoulli, Binomial,
Poisson and Normal distribution.
S 2.18. NORMAL DISTRIBUTION
The Normal distribution wasdiscovered by De-Moivre (an English
first

Mathematician) in 1773. De Moivre obtained this continuous distribution as a

limiting case of Binomial distribution and applied it to the problems of game of
chance. It was credited to Gauss (1809) who used normal curve to describe the
theory of accidental errors ofmeasurements involved in the calculation of orbits of
heavenly bodies.
Normal distribution is a continuous probability distribution. It has been
observed that a vast number of continuous random variables arising in studies of
follow normal
social, natural, biological, economic, psychological phenomena
distribution. In theory ofstatistics, this distribution is very widely applied and thus

plays a very important role.

Definition. A random variable X is said to have a normal distributionwith

parameters m ando if its density function is given by the probabilitylaw,

 2

where m
X3 x) o
is called
orreupe
=-

mean and
V2T

o calledis variance and de

-oo X<o,O>
defined by the
0,-
)
normal law
[Eq. (1) is denoted by X- N(u,o ).
X
If is a normal variate with mean m and variance
o or standard
devio
variable
o, then the random
Z=-m
calledthe standard normal variate which has the normal distribution with m
mean
0 and standard deviation unity and is given by

fe)2r
e22; - Sz S.
Normal Distribution or Curve
Properties of the
The normal probability curve with mean and standard m deviation o is givn
by the equation
fx)= 1-(x -m)/20"- oo<X < o.
o V27T eobtes p.18ofgte
Normal probability J0-
curve

x= m

aibinosaio 2ort

m= 10 ma=20
5 8:98
Fig.
OTiaxea.JAMROM
tTwo normal curve with m^ #m2 and O=O2b foao a0

oldog odi o3 bot

= 0.5 of
owuo faeo bba beiboo aw3ao
to emono fetaobisas to
TURBo
esibod yva
oiisdeb pdib inan

dsbs beilggn
8 9 m 10 11 12
2 13
oid
Odt al.no@
Jetan

do Fig. 6 v oboen A mollicit

Th
hree normal curves with same mean but different andard
stan deviations
 Theory and
Probability Probability
Distributions
,Thecurve is bell shaped
1. 73
ic to
and
and symmetrical about the
isasymptotic X-axis i.e., it is closer
o Mean, Median to x-axis
but never
line
=m,ie., mean x
and Mode of touches it.
normal
X m. distribution are
equal and coincide at
The mean and variance are m
and o',
Sincethere is only one
maximum pointrespectively.
1nimodel i.e., only one mode, on the curve. So the
normal curve 15
The mean deviation about
5.

the mean
standard deviation. of normal distribution is about 4/5 of its
6. The curve has two points of
equidistance
from the mean. inflextion atx =u to. Both
of these points are
7The total area under the mol
normal curve
o to 1S
unity. and above the horizontal
X-axis from
s. The most
important propertyof
the normal
Area ofnormal curve curve is the area
between o and m +o is m property.
Area ofnormal curve 68.27%
betweenm-26 and
Area ofnormal curve
between
+20 is 95.45%m -30 and m +3o
m
is 99.73%

45%

2o -O m 20
-30-20 - m 26 36
Fig. 7
9. The most
probable limits of fora normal variate
are mt 3o,
-3osX<m +30] =0.9973.
i.e.,
Plm
10. The sum and difference of
independent normal variables also has a normal
istribution.

tandard Form of Normal toldatblsou

The standard
Curve:t
normal curve with mean
aity is given
probability 0 and standard deviation
by equation
bers ulgrn srlt e
fe)= e 2 S
fe)N21 fslotort

8LO2h-1ou Rolióndo
iwollot osbollol.avsll.o.oibaloe
O= and mean =0
l
mean =0 =z
eth-19
Fig. 8
 atistics
How to Find out the Area under the Normal Curve:
If the mean m, standard deviation o and two ordinates x =a and x:
x=bare
known. We have to find Pla sx sb] or area under the twoordinates
ordinates shown
shown in given
curve

*=a =
Fig. 9
*=b

distribution into the standard normal vo.

of all we transform normal
First

with the help of the following transformationo

-n
Pla Sx Sb] =P s* sool
i.e

=P
The variate z have a standard normal
z s

variate with mean zero and

onuslaamon to sen
standard

deviation one.

a Z =0 22
b-m

Fig, 10
normal curve from 0 to z is given in the
The shaded area under the standard
table of normal distribution.
The following points should be kept in
mind to calculate the area. Ts
into two
= under the standard normal curve
The ordinate z 0 divides the area
the area on the right and left
of z =0 is 0.5. vd ov p
equal parts. Thus
or P[0 Sz S oo = o
Pl- Sz s0]=0.5
normal curve is one.
The total area under the standard and S.D. 3. Find ne
distribution with mean
1
Example 52. Fora normal
probability that -1.43 sXs 6.19.
Solution. We have to find the following probability
6.19-m
P-143 sXs6.191=P=143-mX-m

1.43-1X-1,6.15 Since m =1 and o=3

3 3
 heery and
Pevebilty Pobabiliny
Disributie
utions

Ssb
P-0.81 SaS1.708
15

Wedivided the whole area

-0.81
0
Fig, 11
0.73

into two
a-0.81 to 0 respectively parts I
and
between z=0 to
II
Thearea of the first 1.73 and
at gm-0.81 to O is
part will be
direetly
equivalentto area of theobtained. But the area of
nsht and lett atordinate z 0 are = part z 0 to 0.81 the second
=
Now = symmetric.
P [0< < 1.73] + z
becauseof area of
= P [0<z<
0.81]
0.4573+0.2910
=
0.7483.
From Table of Normal
Example 53. A sample of 100 dry distribution]

producedthe following results x = 12 hours,

battery cells, tested to

Assuming the data

o =3 hours.
find the
length of life
to be normally
cells areexpected to have distributed, what
life. percentage of the
)lessthan 6 hours battery

() (ii) more than 15

between 10 and 14 hours. hours
Solution. Let X
be a random
variable,
cells and follows normal denoting the life in hours of battery
distribution
tnen mean (m) =12 and o=3
o tn
@PX<6]= P 0-mooni drae uod

PPa12 =-2 z=0

Fig, 12

Plz<-2]
=Plz>2]
(because of symmetric)

P10<2< )-P [0<z<2

ar = 0.5-0.4772
[From normal tablel
=0 z=2
Fig, 13

0.228 or 2.28%.

(ii)
PX>15)=p|-m15-m]
 -P15-12]
3
-
=
Ple> 1
P
P[0<z < m]- [0<z < 1]

=0.5-0.3413 z =0 Z= 1
=0.1587 or 15.87%. Fig, 14
Gi P[10 <X< 14]
=P 10-mX-m14-m

=P10-12.14-12
3
<z* 3
ndsfoils6
bstiva
=
2P
P-0.67 <z <0.67]
<
levidoogao ot 1B.0-
[0<z 0.67]sib od ifiw Jrsqdezi odt1os9 sd
0
of anolaviupa ai0 ot 18.0-
G eibro do falba
s019=
8pUA.0
.0
eA.03 oiqemax
-0.61 z=0 0.67o
0o d
i lio,sAYS9
Fig, 15
ol pipb sdtyuslavses k
Since P [0<z< al =P -a <z < 0
here P (0 <z < 0.67] =P-0.67 <z < 0

Fyamnlo
2x0.2386
=0.4972 or 49.72% gy d X elollulo