Lec 5

PROBABILITY THEORY
Lecture- 5
Chapter 3: Random Variable & Probability
Distributions
1
Chapter-3
Random Variable
&
Probability Distributions
2
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.
3
TYPES OF RANDOM VARIABLES
Types of Variables
Random Variables
Discrete Continuous
x x
0 2 4 6 8 10 0 2 4 6 8 10
4
•A random variable (X) represents a numerical value

associated with each outcome of a random experiment.
x
•A random variable is discrete if it has a finite or 0 2 4 6 8 10
countable number of possible outcomes that can be x

0 2 4 6 8 10
listed.
•A random variable is continuous if it has an
uncountable number of possible outcomes, represented
by the intervals on a number line.
5
Example:
6
DISCRETE RANDOM VARIABLE
Random Variable
• Is a function that assigns a real number to each outcome
in the sample space of random experiment. Denoted by
an uppercase letter such as X.
A Discrete Random Variable
• Is a random variable with a finite (or countable infinite)
range.
• The possible values of X may be listed as 𝑥1, 𝑥2, . . .
7
Example1
• Flipping a coin of two times. Let 𝑋 is the number of
heads.
8
Example1
• Flipping a coin of two times. Let 𝑋 is the number of
heads.
Answer:
𝑆 = 𝐻𝐻, 𝐻𝑇, 𝑇𝐻, 𝑇𝑇
𝟐 𝟏 𝟏 𝟎
x = 0, 1, 2
1 2 1
𝑃 0 = , 𝑃 1 = , 𝑃 2 = 9
4 4 4
DISCRETE PROBABILITY DISTRIBUTION
10
PROBABILITY MASS FUNCTION (PMF)
Probability Mass Function
11
Example1
Verify that the function is a probability mass function:
𝒙 -2 -1 0 1 2
𝒇 𝒙 = 𝑷(𝑿 = 𝒙) 1/8 2/8 2/8 2/8 1/8
12
Example1
Verify that the function is a probability mass function:
𝒙 -2 -1 0 1 2
𝒇 𝒙 = 𝑷(𝑿 = 𝒙) 1/8 2/8 2/8 2/8 1/8
Answer:
෍ 𝑃 𝑥𝑖 = 1 , 𝑃 𝑥𝑖 ≥ 0
13
Example2 𝒙 -2 -1 0 1 2
𝒇 𝒙 = 𝑷(𝑿 = 𝒙) 1/8 2/8 2/8 2/8 1/8
Find:
a. 𝑷 𝑿 ≤ 2 b. 𝑷 𝑿 > −2
c. 𝑷 −1 ≤ 𝑿 ≤ 1 d. 𝑷 𝑿 ≤ −1 or 𝑿 = 2
14
Example2 𝒙 -2 -1 0 1 2
𝒇 𝒙 = 𝑷(𝑿 = 𝒙) 1/8 2/8 2/8 2/8 1/8
Answer:
a. 𝑷 𝑿 ≤ 2 = 1
7
b. 𝑷 𝑿 > −2 =
8
6
c. 𝑷 −1 ≤ 𝑿 ≤ 1 =
8
3 1 4
d. 𝑷 𝑿 ≤ −1 or 𝑿 = 2 = + = 15
8 8 8
Example3
Two balls are drawn in succession without replacement
from a box containing 4 red balls and 3 black balls. The
possible outcomes and the values 𝑦 of the random variable
𝑌 , where 𝑦 is the number of red balls, are
16
Example3
No Red Balls
4 3
𝑓 0 =𝑃 𝑌=0 = 0 2 = 3 =1
7 21 7
2
17
Example3
One Red Ball
4 3
𝑓 1 =𝑃 𝑌=1 = 1 1 = 12 = 4
7 21 7
2
18
Example3
Two Red Balls
4 3
𝑓 2 =𝑃 𝑌=2 = 2 0 = 6 =2
7 21 7
2
19
Example3
𝑦 0 1 2
𝑓 𝑦 = 𝑃(𝑌 = 𝑦) 1/7 4/7 2/7
20
Example4
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.
Note: Let 𝑋 be a random variable whose values 𝑥 are the

possible numbers of defective computers purchased by the
school.
21
Example4
Note: 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.
22
Example4
3 17
0 2 = 136
𝑓 0 =𝑃 𝑋=0 =
20 190
2
23
Example4
3 17
𝑓 1 =𝑃 𝑋=1 = 1 1 = 51
20 190
2
24
Example4
3 17
𝑓 2 =𝑃 𝑋=2 = 2 0 = 3
20 190
2
25
Example4
𝑥 0 1 2
𝑓 𝑥 = 𝑃(𝑋 = 𝑥) 136/190 51/190 3/190
26
Example5
There is a chance that a bit transmitted through a digital
transmission channel is received in error. Let 𝑋 equal the
number of bits in error in the next four bits transmitted. The
possible values for 𝑋 are {0, 1, 2, 3, 4}.
Suppose that the probabilities are
27
Example5
28
CUMULATIVE DISTRIBUTION FUN. (CDF)
The cumulative distribution function (cdf), denoted by

𝐹(𝑥), measures the probability that the random variable 𝑋
assumes a value less than or equal to 𝑥, that is,
29
CUMULATIVE DISTRIBUTION FUN.(CDF)
If 𝑋 is discrete, then
𝑥 -2 -1 0 1 2
𝑓 𝑥 = 𝑃(𝑋 = 𝑥) 1/8 2/8 2/8 2/8 1/8
30
If 𝑋 is discrete, then
𝑥 -2 -1 0 1 2
𝑓( 𝑥) = 𝑃(𝑋 = 𝑥) 1/8 2/8 2/8 2/8 1/8
𝑭( 𝒙)= 𝑷( 𝑿 ≤ 𝒙( 1/8 3/8 5/8 7/8 8/8
31
Example1
𝑥 0 1 2 3 4
𝑓 𝑥 = 𝑃(𝑋 = 𝑥) 0.6561 0.2916 0.0486 0.0036 0.0001
32
Example1
𝑥 0 1 2 3 4
𝑓 𝑥 = 𝑃(𝑋 = 𝑥) 0.6561 0.2916 0.0486 0.0036 0.0001
𝑭 𝒙 =𝑷 𝑿≤𝒙 0.6561 0.9477 0.9963 0.9999 1
33
Example1
𝑥 0 1 2 3 4
𝑓 𝑥 = 𝑃(𝑋 = 𝑥) 0.6561 0.2916 0.0486 0.0036 0.0001
𝑭 𝒙 =𝑷 𝑿≤𝒙 0.6561 0.9477 0.9963 0.9999 1
34
Example2
𝑥 0 1 2 3 4
𝑓 𝑥 = 𝑃(𝑋 = 𝑥) 1/16 4/16 6/16 4/16 1/16
35
Example2
𝑥 0 1 2 3 4
𝑓 𝑥 = 𝑃(𝑋 = 𝑥) 1/16 4/16 6/16 4/16 1/16
𝑭 𝒙 =𝑷 𝑿≤𝒙 1/16 5/16 11/16 15/16 16/16
36
DISCRETE PROB. DISTRIBUTION
37
Example_3
38
Example_3
39
40
41
42
PROB. MASS FUNCTION
43
CUMULATIVE DISTRIBUTION FUN.
44
CUMULATIVE DISTRIBUTION FUN.
45
46

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PROBABILITY THEORY

• Discrete Random Variables.

•A random variable (X) represents a numerical value

countable number of possible outcomes that can be x

Probability Mass Function

One Red Ball

Note: Let 𝑋 be a random variable whose values 𝑥 are the

Note: Let 𝑋 be a random variable whose values 𝑥 are the

𝑓 𝑥 = 𝑃(𝑋 = 𝑥) 136/190 51/190 3/190

The cumulative distribution function (cdf), denoted by

𝑓 𝑥 = 𝑃(𝑋 = 𝑥) 1/8 2/8 2/8 2/8 1/8

𝑓( 𝑥) = 𝑃(𝑋 = 𝑥) 1/8 2/8 2/8 2/8 1/8

𝑭( 𝒙)= 𝑷( 𝑿 ≤ 𝒙( 1/8 3/8 5/8 7/8 8/8

𝑓 𝑥 = 𝑃(𝑋 = 𝑥) 0.6561 0.2916 0.0486 0.0036 0.0001

𝑓 𝑥 = 𝑃(𝑋 = 𝑥) 0.6561 0.2916 0.0486 0.0036 0.0001

𝑭 𝒙 =𝑷 𝑿≤𝒙 0.6561 0.9477 0.9963 0.9999 1

𝑓 𝑥 = 𝑃(𝑋 = 𝑥) 0.6561 0.2916 0.0486 0.0036 0.0001

𝑭 𝒙 =𝑷 𝑿≤𝒙 0.6561 0.9477 0.9963 0.9999 1

𝑓 𝑥 = 𝑃(𝑋 = 𝑥) 1/16 4/16 6/16 4/16 1/16

𝑓 𝑥 = 𝑃(𝑋 = 𝑥) 1/16 4/16 6/16 4/16 1/16

𝑭 𝒙 =𝑷 𝑿≤𝒙 1/16 5/16 11/16 15/16 16/16

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