PROBABILITY THEORY

Lecture- 6
Chapter 3: Random Variable & Probability
Distributions

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 RANDOM VARIABLE

• Discrete Random Variables.

• Probability Mass Functions.
• Cumulative Distribution Functions.
• Discrete R.V. (Mean and Variance).
• Continuous Random Variables.
• Probability Density Functions.
• Continuous R.V. (Mean and Variance).
• Joint Probability Distributions.
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 MEAN AND VARIANCE

Two numbers are often used to summarize a probability

distribution for a random variable X. The mean is a
measure of the center or middle of the probability
distribution, and the variance is a measure of the
dispersion, or variability in the distribution.

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 MEAN & VARIANCE

Probability distributions with equal

means but different variances.

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 MEAN AND VARIANCE

Two probability distributions can

differ even though they have
identical means and variances.

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 MEAN AND VARIANCE

Mean, Variance, and Standard deviation

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 MEAN AND VARIANCE

• Example_1
𝒙 -2 -1 0 1 2
𝒇 𝒙 = 𝑷(𝑿 = 𝒙) 1/8 2/8 2/8 2/8 1/8

• Determine the mean and variance of the random variable X

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 MEAN AND VARIANCE

• Example_1 𝒙 -2 -1 0 1 2
𝒇 𝒙 = 𝑷(𝑿 = 𝒙) 1/8 2/8 2/8 2/8 1/8

• Determine the mean and variance of the random variable X

Answer:
𝐸𝑋 =
𝟏 𝟐 𝟐 𝟐 𝟏
෍ 𝑥𝑖 𝑃 𝑥𝑖 = −𝟐 + −𝟏 + 𝟎 + 𝟏 + 𝟐
𝟖 𝟖 𝟖 𝟖 𝟖

=0 8
 MEAN AND VARIANCE
Example-1 𝒙 -2 -1 0 1 2
𝒇 𝒙 = 𝑷(𝑿 = 𝒙) 1/8 2/8 2/8 2/8 1/8

Answer:
2
𝑉 𝑋 =𝐸 𝑋2 − 𝐸 𝑋
𝐸 𝑋 =0
𝐸 𝑋2
𝟏 𝟐 𝟐 𝟐 𝟏
෍ 𝑥𝑖2 𝑃 𝑥𝑖 = 𝟒
𝟖
+ 𝟏
𝟖
+ 𝟎
𝟖
+ 𝟏
𝟖
+ 𝟒
𝟖
= 𝟏. 𝟓

2
𝑉 𝑋 = 1.5 − 0 = 1.5, Standard Deviation (𝜎) = 1.5=1.224
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 MEAN AND VARIANCE

Example-2:
A lot containing 7 components is sampled by a quality
inspector; the lot contains 4 good components and 3
defective components. A sample of 3 is taken by the
inspector. Find the expected value of the number of good
components in this sample.

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 MEAN AND VARIANCE

Example-2
A lot containing 7 components is sampled by a quality
inspector; the lot contains 4 good components and 3
defective components. A sample of 3 is taken by the
inspector. Find the expected value of the number of good
components in this sample.

Let X represent the number of good components in the

sample. Then 𝒙 can only take the numbers 0, 1, 2 and 3.

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 MEAN AND VARIANCE

Example-2
A lot containing 7 components is sampled by a quality
inspector; the lot contains 4 good components and 3
defective components. A sample of 3 is taken by the
inspector. Find the expected value of the number of good
components in this sample.
The probability distribution of X is

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 MEAN AND VARIANCE

Example-2
A lot containing 7 components is sampled by a quality
inspector; the lot contains 4 good components and 3
defective components. A sample of 3 is taken by the
inspector. Find the expected value of the number of good
components in this sample.
4 3
𝑓 0 =𝑃 𝑋=0 = 0 3 = 1
7 35
3
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 MEAN AND VARIANCE
4 3
𝑓 0 =𝑃 𝑋=0 = 0 3 = 1
7 35
3
4 3
𝑓 1 =𝑃 𝑋=1 = 1 2 = 12
7 35
3
4 3
2 1 18
𝑓 2 =𝑃 𝑋=2 = =
7 35
3
4 3
3 0 4
𝑓 3 =𝑃 𝑋=3 = =
7 35 14
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 MEAN AND VARIANCE

Example-2
Find the expected value of the number of good components
in this sample.

𝑥 0 1 2 3

𝑓(𝑥( = 𝑃(𝑋 = 𝑥) 1/35 12/35 18/35 4/35

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 MEAN AND VARIANCE

Example-2
Find the expected value of the number of good components
in this sample.

𝑥 0 1 2 3

𝑓 𝑥 = 𝑃(𝑋 = 𝑥) 1/35 12/35 18/35 4/35

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 MEAN AND VARIANCE

Example-2
Determine the variance of the random variable 𝑋

𝑥 0 1 2 3

𝑓 𝑥 = 𝑃(𝑋 = 𝑥) 1/35 12/35 18/35 4/35

2
𝑉 𝑋 =𝐸 𝑋2 − 𝐸𝑋
𝟏 𝟏𝟐 𝟏𝟖 𝟒 𝟏𝟐𝟎
𝐸 𝑋2 =෍ 𝒙𝟐𝒊 𝑷 𝒙𝒊 = 𝟎 + 𝟏 + 𝟒 + 𝟗 = = 𝟑. 𝟒𝟑
𝟑𝟓 𝟑𝟓 𝟑𝟓 𝟑𝟓 𝟑𝟓

𝑉 𝑋 = 3.43 − 1.7 2 = 0.54, Standard Deviation 𝜎 = 0.54 = 0.74

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 MEAN AND VARIANCE

For any constants a and b:

Mean
1. 𝐸 𝑎 = 𝑎 , 𝑎 ∈ℝ
2. 𝐸 𝑎𝑋 + 𝑏 = 𝑎𝐸 𝑋 + 𝑏 , 𝑎, 𝑏 ∈ ℝ

Variance
1. 𝑉 𝑎 = 0 , 𝑎 ∈ ℝ
2. 𝑉 𝑎𝑋 + 𝑏 = 𝑎2𝑉 𝑋 , 𝑎, 𝑏 ∈ ℝ
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 MEAN AND VARIANCE

Example-3:
A discrete random variable with 𝑉 𝑋 = 2.5
Evaluate 𝑉(2𝑋 + 1)

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 MEAN AND VARIANCE

Example-3
A discrete random variable with 𝑉 𝑋 = 2.5
Evaluate 𝑉(2𝑋 + 1)

𝑉 𝑎𝑋 + 𝑏 = 𝑎2𝑉 𝑋 , 𝑎, 𝑏 ∈ ℝ

𝑉 2𝑋 + 1 = 4𝑉 𝑋 = 4 × 2.5 = 10

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 MEAN AND VARIANCE

Example-4:
A discrete random variable with 𝐸 𝑋 = 2.5
Evaluate 𝐸 2𝑋 + 1

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 MEAN AND VARIANCE

Example-4
A discrete random variable with 𝐸 𝑋 = 2.5
Evaluate 𝐸 2𝑋 + 1

𝐸 𝑎𝑋 + 𝑏 = 𝑎𝐸 𝑋 + 𝑏 , 𝑎, 𝑏 ∈ ℝ

𝐸 2𝑋 + 1 = 2𝐸 𝑋 + 1
𝐸 2𝑋 + 1 = 2 × 2.5 + 1 = 6

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 MEAN AND VARIANCE

Example-5:
Let 𝑋 is a random variable with mean 6 and variance 100.
Consider another random variable 𝑌 such that
𝑌 = 3𝑋 + 6, evaluate the mean and variance of 𝑌?

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 MEAN AND VARIANCE

Example-5
Let 𝑋 is a random variable with mean 6 and variance 100.
Consider another random variable 𝑌 such that
𝑌 = 3𝑋 + 6, evaluate the mean and variance of 𝑌?

𝐸 𝑋 = 6 , 𝑉 𝑋 = 100

𝐸 𝑌 = 𝐸 3𝑋 + 6
𝑉 𝑌 = 𝑉 3𝑋 + 6

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 MEAN AND VARIANCE

Example-5
Let 𝑋 is a random variable with mean 6 and variance 100.
Consider another random variable 𝑌 such that
𝑌 = 3𝑋 + 6, evaluate the mean and variance of 𝑌?

𝐸 𝑋 = 6 , 𝑉 𝑋 = 100

𝐸 𝑌 = 𝐸 3𝑋 + 6 = 3𝐸 𝑋 + 6 = 3 6 + 6 = 24
𝑉 𝑌 = 𝑉 3𝑋 + 6 = 9𝑉 𝑋 = 9 100 = 900
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 RANDOM VARIABLE

• Discrete Random Variables.

• Probability Mass Functions.
• Cumulative Distribution Functions.
• Discrete R.V. (Mean and Variance).
• Continuous Random Variables.
• Probability Density Functions.
• Continuous R.V. (Mean and Variance).
• Joint Probability Distributions.
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 CONTINUOUS RANDOM VARIABLE

Continuous Random Variable:

If the range space 𝑅𝑋 of the random variable 𝑋 is an
interval or a collection of intervals, 𝑋 is called a continuous
random variable.
A continuous random variable has a probability of 0 of
assuming exactly any of its values. Consequently, its
probability distribution cannot be given in tabular form.

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 CONTINUOUS RANDOM VARIABLE

Example:
If we talk about the probability of selecting a person who is
at least 163 centimeters but not more than 165 centimeters
tall. Now we are dealing with an interval rather than a point
value of our random variable.

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CONTINUOUS R. V.

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 PROBABILITY DENSITY FUNCTION (PDF)

Probability Density Function

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 PROBABILITY DENSITY FUNCTION (PDF)

Definite Integral:
𝒃

න 𝒇 𝒙 𝒅𝒙 = 𝒇 𝒃 − 𝒇(𝒂(
𝒂
𝟑

න 𝒙𝟐 𝒅𝒙
𝟏

𝟑 𝟑
𝒙𝟑 𝟑𝟑 𝟏𝟑 𝟏 𝟐𝟔
𝟐 = − = 𝟗− =
න 𝒙 𝒅𝒙 =
𝟑 𝟏
𝟑 𝟑 𝟑 𝟑
𝟏
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 PROBABILITY DENSITY FUNCTION (PDF)

Example-1:
Suppose that 𝒇 𝒙 = 𝒆−𝒙 for 𝒙 > 0
Check the probability density function, then determine the
following probabilities:

1. 𝑃 𝑋<1
2. 𝑃 1 ≤ 𝑋 < 2.5
3. 𝑃 𝑋=3
4. 𝑃 𝑋≥3

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 PROB. DENSITY FUNCTION (PDF)

Example-1:
Check the probability density function:
∞

න 𝒆−𝒙 𝒅𝒙
𝟎

න 𝒆−𝒙 𝒅𝒙 = −𝒆−𝒙 |∞
𝟎 = −𝒆−∞
− −𝒆𝟎
=𝟎+𝟏=𝟏
𝟎
So, It is a PDF
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 PROB. DENSITY FUNCTION (PDF)

Example-1
1) 𝑷 𝑿 < 1
1

𝑃 𝑋 < 1 = න 𝑒 −𝑥 𝑑𝑥 = −𝑒 −𝑥 |10 = −𝑒 −1 − −𝑒 0
0

=-0.367879+1=0.632121

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 PROB. DENSITY FUNCTION (PDF)

Example-1
2) 𝑷 𝟏 ≤ 𝑿 < 𝟐. 𝟓

2.5
−𝑥 −𝑥 2.5
𝑃 1 ≤ 𝑋 < 2.5 = න 𝑒 𝑑𝑥 = −𝑒 |1 = −𝑒 −2.5 − −𝑒 −1
1

= −0.082085 + 0.367879
= 0.285794

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 PROB. DENSITY FUNCTION (PDF)

Example-1
3) 𝑷 (𝑿 = 𝟑(

𝑷 (𝑿 = 3( = 𝟎

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 PROB. DENSITY FUNCTION (PDF)

Example-1
4) 𝑷 𝑿 ≥ 𝟑
∞
−𝑥 −𝑥 ∞
න𝑒 𝑑𝑥 = −𝑒 |3 = −𝑒 −∞ − −𝑒 −3
3

= 0 + 0.049787 = 0.049787

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 PROB. DENSITY FUNCTION (PDF)

Example-2:
Suppose that the error in the reaction temperature, in ℃
(Celsius), for a controlled laboratory experiment is a
continuous random variable X having the probability
density function

(a) Verify that 𝑓(𝑥) is a density function.

(b) Find 𝑃(0 < 𝑋 ≤ 1). 38
 PROB. DENSITY FUNCTION (PDF)

Example-2
Check the probability density function:
2
𝑥2
඲ 𝑑𝑥
3
−1 2
𝑥2 𝑥3 2 8 1
඲ 𝑑𝑥 = |−1 = + = 1
3 9 9 9
−1
So, It is a PDF
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 PROB. DENSITY FUNCTION (PDF)

Example-2
2) 𝑷 𝟎 < 𝑿 ≤ 𝟏
1
𝑥2 𝑥3 1
𝑃 0 < 𝑋 ≤ 1 = ඲ 𝑑𝑥 = |0
3 9
0
1 0 1
= − =
9 9 9

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CUMULATIVE DENSITY FUNCTION (CDF)

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