Random Variable &

Probability Distribution - I & II

Module 8 & 9

RIDDHI PASARI 1
Random Variable
● A random variable is a rule that assigns a number to each outcome of an
experiment.

● A random variable is labelled/ written as “X” .

Dis c re te Ra n d o m Co n tin u o u s
Va ria b le Ra n d o m Va ria b le
That can ta ke on a Whos e value s are
countable number of uncountable.
values .
RIDDHI PASARI 2
Probability Distribution
● A probability distribution is a table that describes the values of a random
variable and the probability associated with these values.

● Probability distribution is labelled as “P(x)” .

01 02
Dis c re te P ro b a b ility Co n tin u o u s P ro b a b ility
Dis trib u tio n Dis trib u tio n

RIDDHI PASARI 3
RIDDHI PASARI 4
 01
Discrete Probability
Distribution
Expected mean and variance and
standard deviation

RIDDHI PASARI 5
RIDDHI PASARI 6
 01 02 03
P o p u la tio n Me a n / P o p u la tio n P o p u la tio n
Exp e c te d Va lu e Va ria n c e S ta n d a rd De via tio n
Weighted average of all Weighted average of S quareroot of variance
values . the s quared deviations Represntation= σ
Representation: E(X) from the mean.
Representation=V(X)

RIDDHI PASARI 7
RIDDHI PASARI 8
Laws of Expected
Value & Variance
 Binomial
Distribution
Result of Binomial Experiment
Successes in a set number of trials.
Properties of Binomial Experiment
1. The binomial experiment consists of a fixed number of trials.
We represent the number of trials by n.

2. Each trial has two possible outcomes. We label one outcome a

success, and the other a failure.

3. The probability of success is p. The probability of failure is 1 −p.

4. The tria ls a re inde pende nt, which me a ns tha t the outcome of

one tria l doe s not a ffe ct the outcome s of a ny othe r tria ls .

RIDDHI PASARI 11
If you flip a regular coin three times,
what is the probability of getting
exactly one head, and is this a binomial
experiment?
𝑛𝑛 𝑥𝑥 𝑛𝑛−𝑥𝑥
𝑃𝑃 𝑋𝑋 = 𝑝𝑝 𝑞𝑞
𝑥𝑥
Excel Formula:
= BINOM.DIST(number_s, trials, probability_s, cumulative)

RIDDHI PASARI 12
Suppose we have 5 customers at
an ice cream parlor . Past sales
show that 29% of the customers
order vanilla flavor .
● What is the probability that none of the customers will order the
vanilla flavor?

● What is the probability that all five customers will order the
vanilla flavor?

● What is the probability that at least 2 of the customers will order

the vanilla flavor?
RIDDHI PASARI 13
Statistics of Binomial Distribution

µ σ2 σ

Me a n Va ria n c e S ta n d a rd De via tio n

𝝁𝝁 = 𝒏𝒏𝒏𝒏 𝝈𝝈𝟐𝟐 = 𝒏𝒏𝒏𝒏𝒏𝒏 𝝈𝝈 = 𝒏𝒏𝒏𝒏𝒏𝒏

RIDDHI PASARI 14
 Poisson
Distribution
Successes in an interval of time or specific region of space.
Properties of Poisson Experiment
● The number of successes that occur in any interval is independent of
the number of successes that occur in any other interval.

● The probability of a success in an interval is the same for all equal-size

intervals.

● The probability of a success in an interval is proportional to the size of

the interval.

● The probability of more than one success in an interval approaches 0

as the interval becomes smaller.

RIDDHI PASARI 16
A small business receives, on average,
12 customers per day . What is the
probability that business will receive
exactly 8 customers in one day .
𝑒𝑒 −𝜇𝜇 𝜇𝜇 𝑥𝑥
𝑃𝑃 𝑋𝑋 =
𝑥𝑥!
Excel Formula:
= POISSON.DIST(x, mean, cumulative)

RIDDHI PASARI 17
A student receives, on average, 7
text messages in a two hour period .
● What is the probability that the student will receive exactly 9
text messages in a 2 hour period?

● What is the probability that the student will receive exactly 24

text messages in an 8 hour period?

RIDDHI PASARI 18
A small business receives, on
average, 8 calls per hour .
● What is the probability that the business will receive exactly 7
calls in an hour?

● What is the probability that the business will receive, at most, 5

calls in one hour?

● What is the probability that the business will receive more than 6
calls in one hour?

RIDDHI PASARI 19
 Normal
Distribution
Continuous probability distribution, symmetrical around mean.
 Normal Distribution
𝑋𝑋 − 𝜇𝜇
𝑍𝑍 =
𝜎𝜎
● The random variable X is standardized by the above formula,
leading to standard normal random variable which is denoted
by Z.

Excel Formula:
=NORM.DIST(X, mean, SD, cumulative)
=NORM.S.DIST(Z, cumulative)

Excel Formula: (When probability is given

= NORM.INV(probability, mean, SD)
=NORM.S.INV(probability)
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RIDDHI PASARI
The random variable X is normally
distributed with mean of 9 and
standard deviation of 3. Find
probability of
● X ≥ 15

● X ≤ 15
a. 0.02275
● 0<X<9 b. 0.9722
c. 0.4987

RIDDHI PASARI 22
 a. 0.0228
b. 0.1587

RIDDHI PASARI 23
Given a normal distribution with
µ=45 and σ=5.
● What is the probability that X>39?

● What is the probability that X<40?

● For this distribution, 10% of value are less than what X- value?

● Between what two values of X are 70% of the values?

a. 0.8849
b. 0.1587
c. 38.5922 or 39
d. Lower X= 39.8178, Upper
X= 50.1822
RIDDHI PASARI 24
A set of final examination grades in an
introductory statistics course is
normally distributed, with a mean of 75
and standard deviation of 9.
● What is the probability that student scored below 87 in this exam?

● What is the probability that student scored between 66 and 101?

● The probability is 15% that a student taking the test score higher
than what grade?
a. 0.9088
b. 0.83941
RIDDHI PASARI c. 84.32 25