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COMPLETE

BUSINESS

STATISTICS

by

AMIR D. ACZEL

&

JAYAVEL SOUNDERPANDIAN

6th edition.

3- 2

Chapter 3

Random Variables

3- 3

3 Random Variables

Using Statistics

Expected Values of Discrete Random Variables

Uniform Distribution

3- 4

3 LEARNING OBJECTIVES

After studying this chapter you should be able to:

Distinguish between discrete and continuous random variables

Explain how a random variable is characterized by its probability

distribution

Compute statistics about a random variable

Compute statistics about a function of a random variable

Compute statistics about the sum or a linear composite of a random

variable

Identify which type of distribution a given random variable is most

likely to follow

Solve problems involving standard distributions manually using

formulas

Solve business problems involving standard distributions using

spreadsheet templates.

3- 5

Consider the different possible orderings of boy (B) and girl (G) in

four sequential births. There are 2*2*2*2=24 = 16 possibilities, so

the sample space is:

BBBG BGBG GBBG GGBG

BBGB BGGB GBGB GGGB

BBGG BGGG GBGG GGGG

If girl and boy are each equally likely [P(G) = P(B) = 1/2], and the

gender of each child is independent of that of the previous child,

then the probability of each of these 16 possibilities is:

(1/2)(1/2)(1/2)(1/2) = 1/16.

3- 6

Random Variables

Now count the number of girls in each set of four sequential births:

BBBG (1) BGBG (2) GBBG (2) GGBG (3)

BBGB (1) BGGB (2) GBGB (2) GGGB (3)

BBGG (2) BGGG (3) GBGG (3) GGGG (4)

Notice that:

• each possible outcome is assigned a single numeric value,

• all outcomes are assigned a numeric value, and

• the value assigned varies over the outcomes.

each element of a sample space.

3- 7

BBBB 0

BGBB

GBBB 1

BBBG

BBGB

GGBB

GBBG X

BGBG 2

BGGB

GBGB

BBGG

BGGG

GBGG 3

GGGB

GGBG

GGGG 4 Points on the

Real Line

Sample Space

3- 8

Since the random variable X = 3 when any of the four outcomes BGGG,

GBGG, GGBG, or GGGB occurs,

P(X = 3) = P(BGGG) + P(GBGG) + P(GGBG) + P(GGGB) = 4/16

The probability distribution of a random variable is a table that lists the

possible values of the random variables and their associated probabilities.

x P(x)

0 1/16 TheGraphical

GraphicalDisplay

Displayfor

forthis

this

1 4/16 The

2 6/16

ProbabilityDistribution

Probability Distribution

3 4/16 isisshown

shownon

onthe

thenext

nextSlide.

Slide.

4 1/16

16/16=1

3- 9

0.4

6/ 16

0.3

Probability, P(X)

4/ 16 4/ 16

0.2

0.1

1/ 16 1/ 16

0.0

0 1 2 3 4

Number of Girls, X

3- 10

Example 3-1

Consider the experiment of tossing two six-sided dice. There are 36 possible

outcomes. Let the random variable X represent the sum of the numbers on

the two dice: x P(x)** Probability Distribution of Sum of Two Dice

2 1/36

3 2/36 0.17

2 3 4 5 6 7 4 3/36

5 4/36 0.12

1,1 1,2 1,3 1,4 1,5 1,6 8 6 5/36

p(x)

2,1 2,2 2,3 2,4 2,5 2,6 9 7 6/36

0.07

3,1 3,2 3,3 3,4 3,5 3,6 10 8 5/36

9 4/36

4,1 4,2 4,3 4,4 4,5 4,6 11

10 3/36 0.02

5,1 5,2 5,3 5,4 5,5 5,6 12 11 2/36 2 3 4 5 6 7 8 9 10 11 12

x

6,1 6,2 6,3 6,4 6,5 6,6 12 1/36

1

* Note that: P(x) = (6 − (7 − x) 2 ) / 36

3- 11

Example 3-2

Probability Distribution of the Number of Switches

The Probability Distribution of the Number of Switches

x P(x)

0.4

0 0.1

1 0.2 0.3

2 0.3

P(x)

3 0.2 0.2

4 0.1 0.1

5 0.1

1 0.0

0 1 2 3 4 5

x

P(X > 2) = P(3) + P(4) + P(5) = 0.2 + 0.1 + 0.1 = 0.4

Probability of at least 1 switch:

P(X ≥ 1) = 1 - P(0) = 1 - 0.1 = .9

3- 12

Variables

AAdiscrete

discreterandom

randomvariable:

variable:

has a countable number of possible values

has a countable number of possible values

has discrete jumps (or gaps) between successive values

has discrete jumps (or gaps) between successive values

has measurable probability associated with individual values

has measurable probability associated with individual values

counts

counts

AAcontinuous

continuousrandom

randomvariable:

variable:

has an uncountably infinite number of possible values

has an uncountably infinite number of possible values

moves continuously from value to value

moves continuously from value to value

has no measurable probability associated with each value

has no measurable probability associated with each value

measures (e.g.: height, weight, speed, value, duration,

measures (e.g.: height, weight, speed, value, duration,

length)

length)

3- 13

Distributions

variable X must satisfy the following two conditions.

2. ∑ P(x) = 1

all x

[ Corollary: 0 ≤ P( X ) ≤ 1]

3- 14

random variable X is:

F (x) = P ( X ≤ x) = ∑ P(i)

all i ≤ x

x P(x) F(x)

1 .0

0 0.1 0.1 0 .9

1 0.2 0.3 0 .8

0 .7

2 0.3 0.6 0 .6

F(x)

0 .5

3 0.2 0.8 0 .4

0 .3

4 0.1 0.9 0 .2

0 .1

5 0.1 1.0 0 .0

1.00 0 1 2

x

3 4 5

3- 15

x P(x) F(x)

0 0.1 0.1

1 0.2 0.3

2 0.3 0.6

3 0.2 0.8

4 0.1 0.9

5 0.1 1.0

1

3- 16

Distributions (Figure 3-8)

x P(x) F(x)

0 0.1 0.1

1 0.2 0.3

2 0.3 0.6

3 0.2 0.8

4 0.1 0.9

5 0.1 1.0

1

Note: P(X > 1) = P(X > 2) = 1 – P(X < 1) = 1 – F(1) = 1 – 0.3 = 0.7

3- 17

Distributions (Figure 3-9)

The probability that anywhere from one to three

switches will occur:

x P(x) F(x)

0 0.1 0.1

1 0.2 0.3

2 0.3 0.6

3 0.2 0.8

4 0.1 0.9

5 0.1 1.0

1

Note: P(1 < X < 3) = P(X < 3) – P(X < 0) = F(3) – F(0) = 0.8 – 0.1 = 0.7

3- 18

Random Variables

The mean of a probability distribution is a

measure of its centrality or location, as is the

mean or average of a frequency distribution. It is

a weighted average, with the values of the

random variable weighted by their probabilities. 0 1 2

2.3

3 4 5

The mean is also known as the expected value (or expectation) of a random

variable, because it is the value that is expected to occur, on average.

x P(x) xP(x)

The expected value of a discrete random 0 0.1 0.0

variable X is equal to the sum of each 1 0.2 0.2

2 0.3 0.6

value of the random variable multiplied by

3 0.2 0.6

its probability. 4 0.1 0.4

µ = E ( X ) = ∑ xP ( x ) 5 0.1 0.5

all x 1.0 2.3 = E(X) = µ

3- 19

A Fair Game

Supposeyou

Suppose youareareplaying

playingaacoin

cointoss

tossgame

gameininwhich

whichyouyouare

are

paid$1

paid $1ififthe

thecoin

cointurns

turnsup

upheads

headsand

andyou

youlose

lose$1

$1when

whenthe the

cointurns

coin turnsupuptails.

tails.The

Theexpected

expectedvalue

valueof

ofthis

thisgame

gameisisE(X)

E(X)==

0.0. AAgame

gameof ofchance

chancewith

withan

anexpected

expectedpayoff

payoffofof00isiscalled

calledaa

fairgame.

fair game.

x P(x) xP(x)

-1 0.5 -0.50

-1 1

1 0.5 0.50 0

1.0 0.00 =

E(X)=µ

3- 20

Discrete Random Variables

The expected value of a function of a discrete random variable X is:

E [h ( X )] = ∑ h( x ) P ( x )

all x

Example 3-3:

3-3 Monthly sales of a certain Number

product are believed to follow the given of items, x P(x) xP(x) h(x) h(x)P(x)

probability distribution. Suppose the 5000 0.2 1000 2000 400

6000 0.3 1800 4000 1200

company has a fixed monthly production

7000 0.2 1400 6000 1200

cost of $8000 and that each item brings 8000 0.2 1600 8000 1600

$2. Find the expected monthly profit 9000 0.1 900 10000 1000

h(X), from product sales. 1.0 6700 5400

E [h( X )] = ∑ h( x ) P( x ) = 5400

all x Note: h (X) = 2X – 8000 where X = # of items sold

E(aX+b)=aE(X)+b

In this case: E(2X-8000)=2E(X)-8000=(2)(6700)-8000=5400

3- 21

Random Variable

squared deviation from the mean:

σ 2 = V ( X ) = E [( X − µ) 2 ] = ∑( x − µ) 2 P ( x )

all x

2

= E ( X ) − [E ( X )] = ∑x 2 P ( x ) − ∑xP ( x )

2 2

all x all x

square root of its variance: σ = SD( X ) = V ( X )

3- 22

Random Variable – using Example 3-2

σ 2 = V ( X ) = E[( X −µ )2]

Table 3-8

Numberofof

Number

Switches,xx P(x)

P(x) xP(x)

xP(x) (x-µ

(x-µ ) ) (x-µ

(x-µ )2)2P(x-µ

P(x-µ )2)2

= ∑ ( x −µ )2 P( x) = 2.01

xx2P(x)

P(x)

2

Switches,

00 0.1

0.1 0.0 -2.3

0.0 -2.3 5.29 0.529

5.29 0.529 0.0

0.0

all x

11 0.2

0.2 0.2 -1.3

0.2 -1.3 1.69 0.338

1.69 0.338 0.2

0.2

22 0.3

0.3 0.6 -0.3

0.6 -0.3 0.09 0.027

0.09 0.027 1.2

1.2

33 0.2 0.6 0.7 0.49 0.0980.098 1.8

= E( X 2 ) −[ E( X )]2

0.2 0.6 0.7 0.49 1.8

44 0.1

0.1 0.4

0.4 1.7

1.7 2.89 0.289

2.89 0.289 1.6

1.6

55 0.1

0.1 0.5

0.5 2.7

2.7 7.29 0.729

7.29 0.729 2.5

2.5

2.3 2.010 7.3 2

2.3 2.010 7.3 2

= ∑ x P( x) − ∑ xP( x)

Recall: µ = 2.3. all x all x

3- 23

Random Variable

The variance of a linear function of a random variable is:

V (a X + b) = a 2V ( X ) = a 2σ 2

Example 3-

σ2 =V(X)

3:

Number = E ( X 2 ) − [ E ( X )]2

of items, x P(x) xP(x) x2 P(x) 2

5000 0.2 1000 5000000 = ∑ x P ( x ) − ∑ xP( x )

2

7000 0.2 1400 9800000 = 46500000 − ( 67002 ) = 1610000

8000 0.2 1600 12800000

9000 0.1 900 8100000 σ = SD( X ) = 1610000 = 1268.86

1.0 6700 46500000 V (2 X − 8000) = (2 2 )V ( X )

= ( 4)(1610000) = 6440000

σ ( 2 x − 8000) = SD(2 x − 8000)

= 2σ x = (2)(1268.86) = 2537.72

3- 24

Variances of Random Variables

The mean or expected value of the sum of random variables

is the sum of their means or expected values:

µ ( X + Y ) = E ( X + Y ) = E ( X ) + E (Y ) = µ X + µ Y

For example: E(X) = $350 and E(Y) = $200

E(X+Y) = $350 + $200 = $550

The variance of the sum of mutually independent random

variables is the sum of their variances:

σ 2 ( X + Y ) = V ( X + Y ) = V ( X ) + V (Y ) = σ 2 X + σ 2 Y

if and only if X andY areindependen t.

3- 25

Variances of Random Variables

NOTE: E( X + X +...+ X ) = E( X ) + E( X ) +...+ E( X )

1 2 k 1 2 k

1 1 2 2 k k 1 1 2 2 k k

variables is the sum of their variances:

V ( X + X +...+ X ) =V ( X ) +V ( X ) +...+V ( X )

1 2 k 1 2 k

and

1 1 2 2 k k 1 1 2 2 k k

3- 26

Probability Distributions

Chebyshev’s Theorem applies to probability distributions just

as it applies to frequency distributions.

For a random variable X with mean µ , standard deviation

σ , and for any number k > 1:

1

P( X − µ < kσ ) ≥ 1 − 2

k

1 1 3

1− = 1 − = = 75%

2

2

4 4 2

3 9 9 3 deviations

least within

1 1 15 of the mean

1− = 1 − = = 94% 4

4

2

16 16

3- 27

statistics of h(x)

3- 28

for the Sum of Independent Random Variables

Outputfor

Output forExample

Example3-4

3-4

3- 29

trial can only be either a success* or a failure, then the trial is

called a Bernoulli trial.

• The number of success X in one Bernoulli trial, which can be 1 or

0, is a Bernoulli random variable.

• Note: If p is the probability of success in a Bernoulli experiment,

the E(X) = p and V(X) = p(1 – p).

* The terms success and failure are simply statistical terms, and do not have

positive or negative implications. In a production setting, finding a

defective product may be termed a “success,” although it is not a positive

result.

3- 30

identical trials satisfying the following conditions:

1. Each trial has two possible outcomes, called success *and failure.

The two outcomes are mutually exclusive and exhaustive.

2. The probability of success, denoted by p, remains constant from trial

to trial. The probability of failure is denoted by q, where q = 1-p.

3. The n trials are independent. That is, the outcome of any trial does

not affect the outcomes of the other trials.

A random variable, X, that counts the number of successes in n Bernoulli

trials, where p is the probability of success* in any given trial, is said to

follow the binomial probability distribution with parameters n

(number of trials) and p (probability of success). We call X the

binomial random variable.

* The terms success and failure are simply statistical terms, and do not have positive or negative implications. In a

production setting, finding a defective product may be termed a “success,” although it is not a positive result.

3- 31

Suppose we toss a single fair and balanced coin five times in succession,

and let X represent the number of heads.

There are 25 = 32 possible sequences of H and T (S and F) in the sample space for this

experiment. Of these, there are 10 in which there are exactly 2 heads (X=2):

HHTTT HTHTH HTTHT HTTTH THHTT THTHT THTTH TTHHT TTHTH TTTHH

probability of 2 heads in 5 tosses of a fair and balanced coin is:

10 (1/32)

Number of outcomes Probability of each

with 2 heads outcome with 2 heads

3- 32

Notice that this probability has two parts:

10 (1/32)

Number of outcomes Probability of each

with 2 heads outcome with 2 heads

In general:

1. The probability of a given sequence 2. The number of different sequences of n trials that

of x successes out of n trials with result in exactly x successes is equal to the number

probability of success p and of choices of x elements out of a total of n elements.

probability of failure q is equal to: This number is denoted:

n n!

pxq(n-x) nCx = =

x x!( n − x)!

3- 33

successes, x P robability P(x )

n!

n x ( n − x ) n! 0 p 0 q ( n −0 )

P( x) = p q = px q ( n− x) 0 !( n − 0)!

x x!( n − x)! 1

n!

p 1 q ( n −1)

where : 1!( n −1)!

n!

p is the probability of success in a single trial, 2 p 2 q ( n −2 )

2 !( n − 2)!

q = 1-p, n!

n is the number of trials, and 3 p 3 q ( n −3 )

3!( n − 3)!

x is the number of successes.

n!

n p n q ( n −n )

n !( n − n)!

1.00

3- 34

Table (Table 1, Appendix C)

n=5

p

x 0.01 0.05 0.10 0.20 0.30 0.40 0.50 0.60 0.70 0.80 0.90 0.95 0.99

0 .951 .774 .590 .328 .168 .078 .031 .010 .002 .000 .000 .000 .000

1 .999 .977 .919 .737 .528 .337 .187 .087 .031 .007 .000 .000 .000

2 1.000 .999 .991 .942 .837 .683 .500 .317 .163 .058 .009 .001 .000

3 1.000 1.000 1.000 .993 .969 .913 .813 .663 .472 .263 .081 .023 .001

4 1.000 1.000 1.000 1.000 .998 .990 .969 .922 .832 .672 .410 .226 .049

h F(h) P(h)

Cumulative Binomial Deriving Individual Probabilities

Probability Distribution and 0 0.031 0.031

from Cumulative Probabilities

Binomial Probability 1 0.187 0.156

Distribution of H,the 2 0.500 0.313 F (x ) = P ( X ≤ x ) = ∑ P(i )

Number of Heads all i ≤ x

3 0.813 0.313 P(X) = F(x) - F(x - 1)

Appearing in Five Tosses of 4 0.969 0.156

a Fair Coin For example:

5 1.000 0.031

1.000

P (3) = F (3) − F (2)

=.813−.500

=.313

3- 35

Example

60%of

60% of Brooke

Brookeshares

sharesareareowned

ownedbybyLeBow.

LeBow. AArandom

random

sampleof

sample of15

15shares

sharesisischosen.

chosen. What

Whatisisthe

theprobability

probabilitythat

thatat

at

mostthree

most threeof

ofthem

themwill

willbe befound

foundto

tobe

beowned

ownedbybyLeBow?

LeBow?

n=15

p

0

.50

.000

.60

.000

.70

.000

F ( x) = P( X ≤ x) = ∑P(i)

all i ≤ x

1 .000 .000 .000

2 .004 .000 .000

F (3) = P ( X ≤ 3) = 0.002

3 .018 .002 .000

4 .059 .009 .001

... ... ... ...

3- 36

Deviation of the Binomial Distribution

heads in five tosses of a fair coin :

Variance of a binomial distribution:

µ = E ( H ) = (5)(.5) = 2.5

H

σ = V ( X ) = npq

2

σ = V ( H ) = (5)(.5)(.5) = 1.25

2

σ = SD(X) = npq H

3- 37

using the Template

3- 38

p = 0.1 p = 0.3 p = 0.5

Binomial Probability: n=4 p=0.1 Binomial Probability: n=4 p=0.3 Binomial Probability: n=4 p=0.5

0.7 0.7 0.7

P(x)

P(x)

P(x)

0.3 0.3 0.3

0 1 2 3 4 0 1 2 3 4 0 1 2 3 4

x x x

Binomial Probability: n=10 p=0.1 Binomial Probability: n=10 p=0.3 Binomial Probability: n=10 p=0.5

n = 10

0.3 0.3 0.3

P(x)

P(x)

P(x)

0.2 0.2 0.2

0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10

x

x x

Binomial Probability: n=20 p=0.1 Binomial Probability: n=20 p=0.3 Binomial Probability: n=20 p=0.5

n = 20

P(x)

P(x)

P(x)

0.1 0.1 0.1

0 1 2 3 4 5 6 7 8 9 1011121314151617181920 0 1 2 3 4 5 6 7 8 9 1011121314151617181920 0 1 2 3 4 5 6 7 8 9 1011121314151617181920

x x x

3- 39

Thenegative

The negativebinomial

binomialdistribution

distributionisisuseful

usefulfor

fordetermining

determiningthetheprobability

probabilityof ofthe

the

numberofoftrials

number trialsmade

madeuntil

untilthe

thedesired

desirednumber

numberofofsuccesses

successesare

areachieved

achievedin inaa

sequenceofofBernoulli

sequence Bernoullitrials.

trials.ItItcounts

countsthe

thenumber

numberofoftrials

trialsXXtotoachieve

achievethe

the

numberofofsuccesses

number successessswith

withppbeing

beingthe

theprobability

probabilityofofsuccess

successon oneach

eachtrial.

trial.

s

Negative Binomial Distributi on : The mean is : µ =

p

x −1

P( X = x) = s ( x − s)

p (1− p) 2 s (1 − p )

s −1

The variance is : σ =

p2

3- 40

Suppose that the probability of a

manufacturing process 8 − 1

P ( X = 8) = 0.05 (1 − 0.05)

1 ( 8−1 )

0.05. Suppose further that the

quality of any one item is = 0.0349

independent of the quality of

any other item produced. If a

quality control officer selects

items at random from the

production line, what is the

probability that the first

defective item is the eight item

selected.

3- 41

Probabilities using the Template

3- 42

n independent trials can be classified as a success (S) or a failure (F), the

geometric random variable counts the number of trials until the first success..

Geometric distribution:

x−1

P ( x ) = pq

where x = 1,2,3, . . . and p and q are the binomial parameters.

The mean and variance of the geometric distribution are:

1 2 q

µ= σ = 2

p p

3- 43

Example:

A recent study indicates that Pepsi-Cola

has a market share of 33.2% (versus P (1) = (. 332 )(. 668 )(1 −1) = 0. 332

40.9% for Coca-Cola). A marketing

research firm wants to conduct a new P ( 2 ) = (. 332 )(. 668) ( 2 −1) = 0. 222

taste test for which it needs Pepsi

drinkers. Potential participants for the

test are selected by random screening of

P (3) = (. 332 )(. 668) (3 −1) = 0 . 148

soft drink users to find Pepsi drinkers.

What is the probability that the first P ( 4 ) = (. 332 )(. 668) ( 4 −1) = 0. 099

randomly selected drinker qualifies?

What’s the probability that two soft drink

users will have to be interviewed to find

the first Pepsi drinker? Three? Four?

3- 44

Probabilities using the Template

3- 45

Thehypergeometric

The hypergeometricprobability

probabilitydistribution

distributionisisuseful

usefulfor

fordetermining

determiningthe

the

probabilityofofaanumber

probability numberofofoccurrences

occurrenceswhen

whensampling

samplingwithout

withoutreplacement.

replacement. ItIt

countsthe

counts thenumber

numberofofsuccesses

successes(x)

(x)in

innnselections,

selections,without

withoutreplacement,

replacement,from

fromaa

populationof

population ofNNelements,

elements,SSofofwhich

whicharearesuccesses

successesand

and(N-S)

(N-S)ofofwhich

whichare

are

failures. .

failures

S

S N − S

The mean of the hypergeometric distribution is: µ = np , where p =

N

P( x) = x n − x N − n npq

N

The variance is: σ

2

=

N − 1

n

3- 46

Example

Example:

Suppose that automobiles arrive at a ()

2

1 ( )( )

( 10 − 2)

( 5 − 1)

2

1

8

4

2! 8!

5

() ()

dealership in lots of 10 and that for P ( 1) = = =

1!1! 4 ! 4 !

= = 0.556

time and resource considerations, 10 10 10 ! 9

only 5 out of each 10 are inspected 5 5

( ) ( ) ( )( )

5! 5!

( )

for safety. The 5 cars are randomly

2 10 − 2 2! 8!

chosen from the 10 on the lot. If 2 2 8

out of the 10 cars on the lot are below 1 5− 2 1 3

() ()

1! 1! 3! 5! 2

standards for safety, what is the P(2) = = = = = 0.222

10 10 10 ! 9

probability that at least 1 out of the 5

5 5

cars to be inspected will be found not 5! 5!

meeting safety standards?

Thus, P(1) + P(2) =

0.556 + 0.222 = 0.778.

3- 47

Probabilities using the Template

3- 48

number of occurrences over a given period of time or within a given area or

volume. That is, the Poisson random variable counts occurrences over a

continuous interval of time or space. It can also be used to calculate approximate

binomial probabilities when the probability of success is small (p ≤ 0.05) and the

number of trials is large (n ≥ 20).

Poisson Di stribution :

µx e −µ

P( x ) = for x = 1,2,3, ...

x!

where µ is the mean of the distribution (which also happens to be the variance) and

e is the base of natural logarithms (e=2.71828...).

3- 49

Example 3-5:

Telephone manufacturers now offer 1000

different choices for a telephone (as

−

combinations of color, type, options, portability, .2 0 e .2

etc.). A company is opening a large regional P ( 0) = = 0.8187

0!

1 −.2

office, and each of its 200 managers is allowed to .2 e

order his or her own choice of a telephone.

P (1) = = 0.1637

12 ! −.2

Assuming independence of choices and that each .2 e

P (2 ) = = 0.0164

of the 1000 choices is equally likely, what is the 2!

3 −.2

probability that a particular choice will be made .2 e

P (3) = = 0.0011

by none, one, two, or three of the managers? 3!

p = 1/1000 = 0.001

3- 50

Probabilities using the Template

3- 51

• Poisson assumptions:

The probability that an event will occur in a short interval of time or space is

proportional to the size of the interval.

In a very small interval, the probability that two events will occur is close to zero.

The probability that any number of events will occur in a given interval is independent

of where the interval begins.

The probability of any number of events occurring over a given interval is independent

of the number of events that occurred prior to the interval.

3- 52

µ = 1.0 µ = 1.5

0.4 0.4

0.3 0.3

P(x)

P( x)

0.2 0.2

0.1 0.1

0.0 0.0

0 1 2 3 4 0 1 2 3 4 5 6 7

X X

µ =4 µ = 10

0.2 0.15

0.10

P (x)

P(x)

0.1

0.05

0.0 0.00

0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 1011121314151617181920

X X

3- 53

Variables - Revisited

• A discrete random variable: • A continuous random variable:

counts occurrences measures (e.g.: height, weight,

has a countable number of possible speed, value, duration, length)

values has an uncountably infinite number

has discrete jumps between of possible values

successive values moves continuously from value to

has measurable probability value

associated with individual values has no measurable probability

probability is height associated with individual values

probability is area

For example:

Binomial: n=3 p=.5

Binomial

0.4 For example: Minutes to Complete Task

n=3 p=.5

In this case, 0.3

0.3

the shaded

x P(x)

P(x)

0 0.125

P(x)

the probability

1 0.375 0.1

that the task 0.1

2 0.375 0.0 takes between

3 0.125 0 1 2 3 0.0

C1 2 and 3

1.000 1 2 3 4 5 6

minutes. Minutes

3- 54

Distribution

The time it takes to complete a task can be subdivided into:

Half-Minute Intervals Quarter-Minute Intervals Eighth-Minute Intervals

Minutes to Complete Task: By Half-Minutes Minutes to Complete Task: Fourths of a Minute Minutes to Complete Task: Eighths of a Minute

0.15

0.10

P(x)

P(x)

P(x)

0.05

0.00

0.0

. 1.0 1.5 2.0 2.5 3.0 3.5 4.0 4.5 5.0 5.5 6.0 6.5 0 1 2 3 4 5 6 7 0 1 2 3 4 5 6 7

Minutes Minutes Minutes

Whenaacontinuous

When continuousrandom

randomvariable

variablehashasbeen

beensubdivided

subdividedinto

into

Minutes to Complete Task: Probability Density Function

infinitesimallysmall

infinitesimally smallintervals,

intervals,aameasurable

measurableprobability

probabilitycan

can

onlybe

only beassociated

associatedwith

withan

aninterval

intervalofofvalues,

values,and

andthe

the

probabilityisisgiven

probability givenby

bythe

thearea

areabeneath

beneaththetheprobability

probabilitydensity

density

functioncorresponding

correspondingtotothat

thatinterval.

interval. InInthis

thisexample,

example,the

the

f(z)

function

shadedarea

shaded arearepresents P(2≤≤ XX≤≤ 3).

representsP(2 3).

0 1 2 3 4 5 6 7

Minutes

3- 55

AAcontinuous

continuousrandom

randomvariable

variableisisaarandom

randomvariable

variablethat

thatcan

cantake

takeon

onany

anyvalue

valueininan

an

intervalof

interval ofnumbers.

numbers.

Theprobabilities

The probabilitiesassociated

associatedwith

withaacontinuous

continuousrandom

randomvariable

variableXXare

aredetermined

determinedbybythe

the

probabilitydensity

probability densityfunction

functionofofthe

therandom

randomvariable.

variable. The

Thefunction,

function,denoted

denotedf(x),

f(x),has

hasthe

the

followingproperties.

following properties.

f(x) forall

allx.x.

2.2. Theprobability

The probabilitythat

thatXXwill

willbe

bebetween

betweentwo twonumbers

numbersaaand andbbisisequal

equaltotothe

thearea

area

underf(x)

under f(x) between

betweenaaandandb.b.

3.3. Thetotal

The totalarea

areaunder

underthethecurve

curveofoff(x)

f(x)isisequal

equaltoto1.00.

1.00.

Thecumulative

The cumulativedistribution

distributionfunction

functionofofaacontinuous

continuousrandom

randomvariable:

variable:

F(x)==P(X =Areaunder

underf(x)

f(x)between

betweenthe

thesmallest

smallestpossible

possiblevalue

valueof

ofXX(often

(often-∞)

-∞)

andthe

and thepoint

pointx.x.

3- 56

Cumulative Distribution Function

F(x)

F(b)

F(a)

} P(a ≤ X ≤ b)=F(b) - F(a)

0

a b x

f(x)

P(a ≤ X ≤ b) = Area

under f(x) between a and b

= F(b) - F(a)

x

0 a b

3- 57

{

1/(a – b) for a ≤ X ≤ b

f(x)=

0 otherwise

f(x)

P(a1≤ X≤ b1)

= (b1 – a1)/(b – a)

a a1 b1 b

x

3- 58

The uniform [0,5] density:

{

1/5 for 0 ≤ X

≤ 5

f(x)=

0 otherwise

E(X) = 2.5

0.5

0.4

The entire area under f(x) = 1/5 * 5 = 1.00

0.3

f(x)

= (1/5)2 = 2/5

0.1

.0.0

-1 0 1 2 3 4 5 6

x

3- 59

Probabilities using the Template

3- 60

time between two occurrences that have a 2

Poisson distribution.

E xpon entia

l distrib tuion:

The densit

y functionis:

f(x)

1

f (x ) = λ e− λ x forx ≥ 0, λ > 0

1

The m ean nd

a standar

d deviatio

n are bothequal to .

λ

The cum ula

tive distr

ibution fu

nction is: 0

0 1 2 3

F (x ) = 1 − e− λ x forx ≥ 0. Time

3- 61

Example

The time a particular machine operates before breaking down (time between

breakdowns) is known to have an exponential distribution with parameter λ = 2. Time

is measured in hours. What is the probability that the machine will work continuously

for at least one hour? What is the average time between breakdowns?

F (x ) = 1 − e ⇒ P ( X ≥ x ) = e −λ x

−λ x

1 1

P ( X ≥ 1) = e ( 2 )(1)

− E ( X ) = λ = = .5

2

= .1353

3- 62

Probabilities using the Template

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