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TOPIC 8: RANDOM VARIABLES

TOPIC : 8.0 RANDOM VARIABLES

Introduction To Random Variables

DEFINITION 1
Variable : defined as a characteristics or attribute that can assume different values.

Various letters of alphabet, such as X,Y or Z, are used to represent variables and its
corresponding small letter, 𝑥 , 𝑦, 𝑧 is used to represent a particular value of the random
variables.

DEFINITION 2
Random Variables: variables that possible values are numerical outcomes of a random
experiment. The value depends on chance.

Example :

 If a die is rolled, a letter such as ‘ X ’ , can be used to represent the outcomes.

Then the value ‘x’ can assume as 1, 2, 3, 4, 5 or 6, corresponding to the outcomes of
rolling a single dice.

 If two coins are tossed, a letter ‘Y ’ can be used to represent the number of heads, in
this case 0, 1 or 2.

 If the temperature (T) at 8.00 am is 43o and at noon it is 53o, then the values of the
temperature (T) assumes are said to be random, since they are due to various
atmospheric conditions at the time the temperature was taken.

NOTES!!
Since the variables are associated with probability, they are called random variables.

There are two types of random variables, discrete and continuous.

a) Discrete Random Variable :

take on only a finite or countable number of distinct values such as 0,1,2,3,4,........

b) Continuous Random Variable :

values from measurements and not countable. Any value over an interval or
several intervals such as height, mass or time.
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Example :

State whether each of the following random variables is discrete or continuous:

(a) The number of students who drive to college each day.

(b) The length of time a student spends in the library each week.

(c) The number of 6 obtained when three dice are thrown.

(d) Salaries of workers in a factory.

(e) Amount of water consumed by a family in each month of a year.

(g) The height of students in a college.

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SUBTOPIC : 8.1 Discrete Random Variables

8.1.1 Probability Distribution

A set of all possible values that a random variable can take on together with the associated
probabilities is known as probability distribution.

A probability distribution with a discrete random variable is known as discrete probability

distribution.

Probability distribution function of the discrete random variable is denoted as 𝑃(𝑋 = 𝑥).

The properties of Discrete Random Variables:

i. P(X=x) = f(x)

ii. 0 ≤ P(X=x) ≤ 1

iii.  P( X  x)  1
all x

NOTE!!!

  P( X  x)  1
all x
shows that X is a random variable.

 The highest probability implies the value of x as the mode.

The probability distribution can be presented in the form of table, graph and function:

Example:

The probability distribution function, if two fair coins are tossed is presented as below:.

Let X represents the number of tail obtained.

The possible outcomes are: {HH, HT, TH, TT}

Then x = 0, 1, 2.

a) Table
x 0 1 2
P  X  x 0.25 0.5 0.25

Notes!
We can check it is a probability distribution by finding the sum of the probabilities.
It should be 1.
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b) Graph

c) Function

ì1
ïï , x = 1
(
P X = x = í2)
ï 1 , x = 0,2
ïî 4

Example 1:

A fair die is rolled. If X represent the number on the die, show that X is a discrete random
variable.

Solution:
1
P(X = x) = 6 , for x = 1, 2, 3,4,5,6

Simply Means:
1 1 1 1 1 1
P(X = 1) = 6 , P(X = 2) = 6 , P(X = 3) = 6 , P(X = 4) = 6 , P(X = 5) = 6 , P(X = 6) = 6 .

1 1 1 1 1 1
 P( X  x)  6  6  6  6  6  6  1
all x

Since  P( X  x)  1, X is a discrete random variable.

all x

Example 2:

For the following probability distribution function, find the value of constant a.

P(Y = y) = a y , for y = 1, 2, 3, 4

Solution:
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Example 3:
The probability distribution function of a discrete random variable X is given by
x 1 2 3
P  X  x 2k 4k 9k  1

If k is a constant, find the value of k.

Solution:

Example 4:
A fair die is rolled. If X represents the number on the die, show that X is a discrete random
variable.
Find P  X  3 and P(1  X  5) .
Solution:
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Example 5:
3 fair coins are tossed. Let X be a discrete variable that is 'the number of head obtained when
the three coins are tossed’. Show that X is a random variable.

Solution:

Example 6:
The discrete random variable W has probability distribution function as shown

w -3 -2 -1 0 1
P(W = w) 0.1 0.25 0.3 0.15 d

Find a) the value of d, b) P(3  W  0)

c) P(W  1) d) P(1  W  1)

Solution:
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Example 7:
A bag contains four pieces of red towels and three yellow towels. The towels are to be drawn
at random one by one without replacement from the bag until a piece of red towel is obtained.
If X is the total number of towels drawn from the bag:
(a) Obtain the probability distribution of X.
(b) Find P(1  X  3) .

Solution:
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Example 8:
Given the following probability distribution function, f(𝑥) for 𝑋.
Show that X is a random variable.
2
, for 𝑥 = 0,1,2,3
9
𝑓(𝑥) = { 1
, for 𝑥 = 4,5
18

Hence, find P(𝑥 < 3) and P(𝑥 > 2.5).

Solution:
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Example 9:
The probability distribution function of a discrete random variable X is given by
P( X  x)  kx 2 for x  0,1, 2,3, 4 .

(a) Find the value of the constant k.

(b) Obtain the probability distribution of X.
(c) Find
(i) P( X  1 or X  4)
P( X  2  1)
(ii)

Solution:
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8.1.2 Cumulative Distribution Function

DEFINITION
The cumulative distribution function, F(t) is obtained by summing all the probabilities up to a
particular value, t .

If X is a discrete random variable with p.d.f. P( X= x) for x = x 1, x 2,... ,x n, then the

cumulative distribution function is given by F(t) where :

F(t) = P(X  t) =  P( X  x)
x  x1
t = x1, x2,....,xn

NOTES!
i. P( X  a )  F ( a )
ii. P( X  a )  1  P  X  a   1  F ( a )
iii. P( X  a )  1  P  X  a 
iv. P(a  X  b)  F (b)  F (a)
v. If m is the median, P( X  m)  0.5

Example:
For the following random variable X, where X is the score on an unbiased dice is given as

x 1 2 3 4 5 6
P( X = x) 1 1 1 1 1 1
6 6 6 6 6 6

The Cumulative Distribution Function

a) Table Form

x 1 2 3 4 5 6
F( x) 1 1 1 2 5 1
6 3 2 3 6

b) Function Form:

 0, x 1
1
 , 1 x  2
6
1
 , 2 x3
3
1
F ( x)   , 3 x  4
2
2
3 , 4 x5

5 , 5 x6
6

 1, x6
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c) graph:

Example 1 :
The probability distribution for random variable X is shown in the table. Construct the
cumulative distribution table and sketch the graph of cumulative distribution function.

x 0 1 2 3 4 5
P(X=x) 0.03 0.04 0.06 0.12 0.4 0.35

Solution:
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Example 2 :
The cumulative distribution function F(x) of a discrete random variable X is shown as below:

x 1 2 3 4 5
F  x 0.2 0.32 0.67 0.9 1

a) Find:
(i) P  X  3 (ii) P  X  2
(iii) P  2  X  4 (iv) the median.

b) Construct the probability distribution function, f (x) .

Hence, find
(i) P( X = 3) (ii) P(X ≥ 2)
Solution:
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Example 3 :
The cumulative distribution function of a discrete random variable X is given in the table
below:

x 1 2 3 4 5
F(x) 0.05 0.3 0.6 0.75 1

Find the probability distribution function of X. Hence, find the mode.

Solution:
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8.1.3 Expectation and Variance of Discrete Random Variable

The mean, E(X) is the expected value or expectation of X and denoted as μ.

The Variance of X is denoted as Var  X  ,  2 . Both values are given as follows:

μ = E (X ) = Σ x .P (X = x)

Var  X  ,  2  E  X 2    E ( X )
2

 EX  
2

where EX2   x P  X  x .
2

all x

Similarly E g  X    g x P X  x .
all x

Therefore, the standard deviation, σ= Var (X )

Example 1:
A random variable X has values x = -1,0,1,2 with the following probability distribution:

x -1 0 1 2
P(X=x) 1 1 1 1
3 3 6 6

Find the expectation and variance of X.

Solution:
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Example 2:
A discrete random variable X has the following probability distribution:

x 1 2 t
P(X=x) 0.1 0.2 0.7

Find the value of t if E(X) = 4.

Solution:
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The properties of mean and variance:

E (a)  a
E (aX  b)  aE ( X )  b
Var (a)  0
Var (aX )  a 2Var ( X )
Var (aX  b)  a 2Var ( X ) where a is any constant.

Example 3:
A random variable X has probability distribution function
x
P( X  x)  , for x = 0, 1, 2, 3,4.
10

Find:
a) E(X) and Var (X)
b) E (3X) and Var (3X)
c) E (4+5X) and Var (4+5X)
d) E (1-X) and Var (1-X)
Solution:
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Example 4:
A computer is programmed to produce a sequence of integers, R, in the range 0 to 5
inclusive , with probability as shown below.

x 0 1 2 3 4 5
P( X = x) k 1 2 3 4 5
30 30 30 30 30

1
i) Show that k =
2
ii) Calculate the mean and variance of R
iii) Sketch the graph of probability distribution function.

Solution:
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Example 5:
The distribution of the number of muffins, X, bought by a customer at a particular shop is given below

x 1 2 3 4 5 6 >6
Probability 1 2 3 a 2 1 0
12 12 12 12 12

i) Find the value of a

ii)By symmetry, or otherwise, state the expected value of X
iii)
Evaluate the variance of X
iv)Initially the shopkeeper charges 40 cents for each muffin, which cost 10 cents to produce.
Using the answer in part (ii) , or by any method, find the expected profit made per customer
buying muffins.
v) Sketch the graph of probability distribution function

Solution:
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SUBTOPIC : 8.2 Continuous Random Variables

8.2.1 Probability Density Functions

The probability that a continuous random variable X assumes a value within a certain interval [a,b] is
given by the area under the curve between the two limits of the interval. P(a £ X £ b) is area under
the curve from a to b.

The function f (x) that represents the probability distribution curve is called The Probability Density
Functions, f (x).

The properties of Probability Density Function:

i) f(x) ≥ 0


ii) 
f ( x)dx  1,

b
iii) P(a  X  b)   f ( x)dx
a

NOTES!!
For Continuous Random Variables,
P(a  X  b)  P(a  X  b)
 P(a  X  b)
 P(a  X  b)

Example 1:
Given
3 2
 x , 1 x  2
f ( x)   7
 0, otherwise
(a) Show that the function is the probability density function (p.d.f)
 3
(b) P  X  
 2
Solution:
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Example 2:
A continuous random variable X has probability density function
f ( x)  kx3 , for 0  x  4 .

Find:
(a) the value of k
(b) P(1  X  3)
(c) P( X  2)

Solution:
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Example 3:
A random variable X has the following probability density function:
2(1 − 𝑥) , 0 £ 𝑥 < 1
𝑓(𝑥) = {
0, other

a) Show that f (x) is a continuous random variable

b) Find P(0.2  X  0.4)
c) Find P( X  0.5)

Solution:
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Example 4:
For the following probability density function of random variable X :

 x
 2, 0  x 1

 x
f ( x)  1  , 3  x  6
 6
 0, others


a) Show that f (x) is a continuous random variable
b) Find P(0  X  4)

Solution:
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Example 5:
A random variable X has the following probability density function:

x
 , 0  x  10
f ( x)   50
 0, others

a) Find P( 2 < X < 5 )

c) If P ( m < X < 8)=0.48, find m.

Solution:
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Example 6:
The continuous random variable X has probability density function

k ( x  1 ) , 0  x  2

f ( x )   2k , 2 x3
 0
 , otherwise

(a) Find the value of the constant k.

(b) Sketch the probability density function.
(c) Find P (1.5< X <2.5).
(d) Find P ( X >1.8).

Solution:
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8.2.2 Cumulative Distribution Functions

If X is a continuous random variable with probability density function (p.d.f), f (x) defined for
a £ X £ b , then the cumulative distribution function is given by F(t) where

t
F (t )  P( X  t )   f ( x)dx


*it is the summing of intervals from the beginning

NOTES!!
i. P(X ≤ a ) = F (a)

ii. P (a ≤ X ≤ b ) = F (b) - F (a)

iii. Median, m from cumulative distribution function : F (m) = 0.5

𝑚
F (m) = P(X  m) = ∫−∞ 𝑓(𝑥)𝑑𝑥 = 0.5

*the median divides area under the curve into halves.

y
y = f (x)

a m x
b

iv. The probability distribution function, f (x) is obtained by differentiating

the cumulative distribution function, F(x):

d
f ( x)   F ( x) 
dx
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Example 1:
If X is a continuous random variable with probability density function
1
f (x) = x, where 0  x  4 .
8

(a) Find the cumulative distribution function F(x).

(b) Sketch the graph y = F(x).
(c) Calculate P(2 < x < 3) .

Solution:
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Example 2:
If X is a continuous random variable with the following probability density function, find the
cumulative distribution function F(x).

1
2 , 1 x  2

1
f ( x)   , 4  x  6
4
 0, others



a) Formulate the cumulative distribution function F(x)

b) Find P ( 1.5 < X < 5)

Solution:
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Example 3:
From the following cumulative distribution functions, determine the probability density function

 0, x2

F ( x)  6 x  x  8, 2  x  3
2

 x3
 1,

Find a) P ( X < 2.2 )

b) P ( X > 2.5 )
c) P ( 2.2 < X < 2.5 )

Solution:
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Example 4:
X is a continuous random variable with probability density function
1
f (x) = x, where 0 ≤ x ≤ 4.
8
Find the median.
Solution:

Example 5:
X is a continuous random variable with probability density function
1
f ( x)   4  x  for 1  x  3 .
4
Find:
(a) the cumulative distribution function, F(x).
(b) 𝑃(|𝑋| ≤ 2)
(c) the median m .

Solution:
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Example 6:
The probability density function of a continuous random variable X is defined as
 3
 ( x  2 )2 , 2 x 0
16
 3
 ( x  2 )2
f(x)  16 , 0 x2

 0 , otherwise


(a) Obtain the cumulative distribution function , F(x).
(b) Sketch the graphs f and F respectively.
(c) Find P( X > 1 ).
(d) Find the median from F(x).
Solution:
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Example 7:
The continuous random variable X has a cumulative distribution function given by

0 , x0
 x 3
F(x) =  , 0  x  3
 27
 1 , x3

(a) Find the probability density function, f(x).

(b) Sketch the function y = f (x).

Solution:
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Example 8:
The cumulative distribution function, F (x), of a continuous random variable X is defined as follows:
 0, x  2
1
 2  x ,  2  x  0
12
 x
F ( x)   a  , 0 x4
 6
 b x , 4 x6
 12
 1, 6 x

(a) Find the values of the constants a and b.

(b) Find the probability density function, f(x).
(c) Calculate P(3  X  5).
Solution:
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8.2.3 Mean and Variance of Continuous Random Variable

The expected value, E(X) and variance, Var (X) for continuous random variables as the following:


EX    x f  x  dx


Var  X  ,  2  E  X 2    E ( X )
2

EX2 

where 
x 2 f ( x)dx .


Similarly E  g  X     g ( x) f ( x)dx


Therefore, the standard deviation,   Var ( X )

*properties of E(X) and Var (X) are same for discrete and continuous random variable.

Example 1:
For the probability density function

 1 1
   x, 2  x  6
f ( x)   4 8
 0, others

Find E (X) and Var (X)

Solution:
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Example 2:
The continuous random variable has probability density function

1
f ( x )  x, where 0 x4.
8
Find:
a) E(X) b) E(X 2 )
c) Var (X) d) Var (3X + 2)
e) Standard deviation of X

Solution:
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Example 3:

The random variables of X has probability density function:

1
𝑓(𝑥) = (𝑎 − 𝑥), 𝑓𝑜𝑟 1≤𝑥≤3
4
a) Show that a = 4
b) Find E(X)
c) Find E(5X) - E(2X)
Solution:
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Example 4:
A continuous random variable X has the following probability density function

2
 ( x 1) , 2  x  5
f ( x )  7
0 , otherwise
Find:
(a) E ( X + 1 )
(b) E ( 2X )
(c) E ( 10 – X )
(d) E ( 3X 2 – 5 )

Solution:
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Example 5:
The continuous random variable Y has probability density function:

k (3 y 2  2), 2  y  3
f ( y)  
 0, otherwise

a) Determine the value of k

b) Find 𝑃(𝑌 ≥ 2)

c) Find 𝐸(2𝑌 + 2)

d) Find Var (2𝑌 + 3)

Solution:
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Example 6:
X is a continuous random variable with probability density function f(x).
∞
If ∫−∞ 𝑥 2 . 𝑓(𝑥)𝑑𝑥 = 29 and Var (3X) = 36 ,

find the mean of X.

Solution:

-End of Topic 8-