CHAPTER 2

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 RANDOM VARIABLES
2.1 Introduction
2.2 Discrete probability
distribution
2.3 Continuous probability
distribution
2.4 Cumulative distribution
function
2.5 Expected value, variance
and standard deviation

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 Introduction
• In an experiment of chance, outcomes occur randomly. We often
summarize the outcome from a random experiment by a simple number.

• is a symbol such as X or Y that assumes

values for different elements. If the
Variable
variable can assume only one value, it is
called a constant.
• A function that assigns a real number to
each outcome in the sample space of a
random experiment.
Random variable
• Denote by an uppercase letter. i.e: X
• After experiment, denoted as lowercase
letter. i.e: x=20 miliampere

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 Random Variable
Discrete Random
Variable
A random variable is discrete if
its set of possible values consist
of discrete points on the number
line.
Example : integers, counts
Discrete random variable is a
type of random variable that has
a countable number of distinct
values, such as heads or tails,
playing cards, or the sides of a
die.
Continuous Random Variable
A random variable is continuous
if its set of possible values
consist of an entire interval on
the number line.
Example: decimal, rational, real
numbers.
A continuous random variable
can reflect an infinite number of
potential values, such as the
average rainfall in a region.
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 Examples of continuous
Examples of discrete random random variables:
variables:

number of scratches on a electrical current

surface
length
number of defective parts
among 1000 tested
Time

number of transmitted bits Temperature

received error

weight

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 Exercise 1
No. Type of Random
Variable
1 The lifetime of a medical devices after implanted
in a patient.
2 The number of boys in families with two
children.
3 The number of times a transistor in computer
memory changes state in a time interval.
4 The strength of concrete specimen.

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 Probability Distribution of
Random Variable

DISCRETE CONTINUOUS

Must satisfy the following condition: Must satisfy the following condition:

1. The probability of each value of 1. f(x) is nonnegative,

the discrete random variables is
between 0 and 1. 𝑓 𝑥 ≥0

0≤𝑃 𝑋=𝑥 ≤1 2. The total area under the curve is

equal to 1,
2. The sum of all probabilities is 1.
∞

σ𝑃 𝑋 = 𝑥 = 1 න 𝑓 𝑥 𝑑𝑥 = 1
−∞

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Discrete Probability Distribution

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 DISCRETE PROBABILITY DISTRIBUTIONS

Definition 2.3:
If X is a discrete random variable, the function given b 𝒇 𝒙 = 𝑷 𝑿 = 𝒙 for
each x within the range of X is called the probability distribution of X.

• Requirements for a discrete probability distribution:

1) The probability of each value of the discrete random variable

is between 0 and 1, inclusive. That is, 0  P( X  x)  1
2) The sum of all the probabilities is 1. That is,  P( X  x)  1
xS

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 CUMULATIVE DISTRIBUTION FUNCTION

• The cumulative distribution function of a discrete random

variable X , denoted as F(x), is

F ( x)  P( X  x)   f (t ) for    x  
tx

• For a discrete random variable X, F(x) satisfies the following

properties:
1) 0  F ( x)  1
2) If x  y, then F ( x)  F ( y )

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 If the range of a random variable X consists of the
values

x1  x2  x3  ...  xn , then f ( x1 )  F ( x1 ) and

f ( xi )  F ( xi )  F ( xi 1 ) for i  2, 3,..., n

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PHRASE PROBABILITY FORM
AT MOST 12 𝑃 𝑋 ≤ 12
12 OR LESS
NOT MORE THAN 12
AT LEAST 12 𝑃 𝑋 ≥ 12
12 OR MORE
NOT LESS THAN 12
FEWER THAN 12 𝑃 𝑋 < 12
BELOW 12
LESS THAN 12
MORE THAN 12 𝑃 𝑋 > 12
LARGER THAN 12
BETWEEN 9 TO 12 𝑃 9 < 𝑋 ≤ 12
FROM 9 TO 12 𝑃 9 ≤ 𝑋 ≤ 12

BETWEEN 9 AND 12 𝑃 9 < 𝑋 < 12

FROM 9 AND 12 𝑃 9 ≤ 𝑋 < 12

EXACTLY 12 𝑃 𝑋 = 12

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 Example 1
A fair coin is tossed twice. Let 𝑋 be the number of heads that are observed.
i. Construct the probability distribution of 𝑋.
ii. Find the cumulative distribution function 𝐹(𝑥).
iii. Plot the graph of 𝐹(𝑥).
iv. Find the probability that at least one head is observed.
v. Find 𝑃 𝑥 ≤ 1 and 𝑃 𝑥 > 1 .

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 Example 2
5 x
Given the probability function f ( x)  for x  1, 2,3, 4,
10
find F ( x)

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 Example 3
Check whether the distribution is a probability distribution.

X 0 1 2 3 4
P(X=x) 0.125 0.375 0.025 0.375 0.125

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 Example 4
Check whether the given function can serve as the probability distribution
random variable

x2
f ( x)  for x =1,2,3,4,5
25

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 Example 5
A random variable X can assume 0,1,2,3,4. A probability distribution is shown
here:
X 0 1 2 3 4
P(X) 0.1 0.3 0.3 A 0.1

i. Find value A.
ii. Find 𝑃 𝑋 = 3 and 𝑃 𝑋 > 1

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 EXPECTED VALUE

The mean of a random variable X is also known as the expected value of X

as, 𝜇 = 𝜇𝑋 = 𝐸 𝑋
𝑛

𝐸 𝑋 = ෍𝑥 ∙ 𝑓 𝑥
𝑖=1

V ARIANCE
Var ( X )   2   X2  E (( X   ) 2 ), where

Var ( X )   ( X   ) 2 P ( X  x), in the discrete case,when it exists.

xS

Var ( X ) exists if and only if   E ( X ) and E ( X 2 ) both exist, and

then Var ( X )  E ( X 2 )  ( E ( X )) 2

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 Standard Deviation

The standard deviation is    X  Var ( X )   X2

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 Properties of Expected Values

• For any constant a and b,

i) E (a)  a
ii) E (bX )  bE ( X )
iii) E (aX  b)  aE ( X )  b
iv) E  X  Y   E  X   E Y 

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 Properties of Variances

For any constant a and b,

i) Var (a)  0
ii) Var (bX )  b 2Var ( X )
iii) Var (aX  b)  a 2Var ( X )

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 Example 6
Find the mean, variance and standard deviation of the probability function

x
f ( x)  for x  1, 2,3, 4
10

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 Exercise

Random Variable

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 Question 1
Let X and Y be random variables with 𝐸 𝑋 = 7, 𝐸 𝑌 = −5, by using the
properties of expected value, find 𝐸 4𝑋 − 2𝑌 + 6

Properties of expected value:

i) E (a)  a
ii) E (bX )  bE ( X )
iii) E (aX  b)  aE ( X )  b
iv) E  X  Y   E  X   E Y 

Ans: 44

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 Question 2
The number of holes, X that can be drilled per bit while drilling into limestone
is given in table below:
X 1 2 3 4 5 6 7 8
P(X=x) 0.02 0.03 0.05 0.2 0.4 0.2 0.07 y

(a) Find y. (Ans: 0.03)

(b) Find E  X  , E  X 2  . (Ans: 4.96, 26.34)
(c) Find Var  X  ,  x . (Ans: 1.7384, 1.3185)

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 Question 3
Let X and Y be random variables with
E  X   3, E  X 2   25, E Y   10, E Y 2   164

(a) Find E  3 X  Y  8  (Ans: 11)

(b) Find Var  3 X  Y  8  (Ans: 208)

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 Question 4
The table below represents the number of CDs sold for a certain month
and their probability distribution. Find the value of A and B if expected
value E(X) = 104. (Ans: 0.1,0.2)
X 80 90 100 110 120 130
P(X=x) A 0.2 B 0.3 0.1 0.1

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 Question 5
A random variable X has the following distribution:
X 1 2 3 4
P(X = x) 3b 2b 0.4 0.1

a) Find the value of b.

b) Find P(1 ≤ X < 4).
c) Find cumulative distribution F(X).
d) Find Var(X)

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 Question 6
A teacher wishes to select three representatives for a tour to other school.
Students are picked at random from six female and three male. If 𝑌 is the
number of female student selected,
i. Construct a sample space S.
ii. Find the domain A associated with Y.
iii. Find the probability of B if B is the event that the selected students are
all female.
iv. Construct the probability distribution table of 𝑌.
v. Find the expected value of 𝑌.

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 Question 7
The table below represents the number of external hard disk sold for a certain
month and their probability distribution.

𝒙 80 90 100 110 120 130

𝑷 𝑿=𝒙 T 0.2 S 0.3 0.1 0.1
i. Find the value of T and S if the expected value is 104.
ii. Find 𝑃 𝑋 > 100
iii. Find 𝑃 90 ≤ 𝑋 < 120

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 Question 8
A medicine is used to maintain a steady heart beats in patients who have
suffered a mild heart attack. Let X denotes the number of heart beats per
minute obtained per patient. The table below represents the X and its
probability distribution.
𝑥 40 60 68 70 72 80 100
𝑃(𝑋 = 𝑥) 0.01 0.04 T 0.80 0.05 0.04 0.01

i. Find the value of T.

ii. Find 𝑃 60 ≤ 𝑋 < 80 .
iii. A private hospital expects that the heart beats is 80 per minute. Do
you agree? Justify your opinion.
iv. Find the variance, 𝜎 2 and standard deviation, 𝜎.

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