R1

RANDOM
VARIABLES
AND
PROBABILITY
DISTRIBUTION
PROBABILITY EXPERIMENTS
• Flipping a coin
• Rolling a die/dice
• Drawing a card from a deck of cards
FUNDAMENTAL COUNTING RULE
• 
• SUM RULE

• PRODUCT RULE

• FACTORIAL NOTATION

• PERMUTATION

• COMBINATION
OUTCOME – result of a single trial of a probability
experiment
SAMPLE SPACE – set of all possible outcomes of a
probability experiment
VENN DIAGRAM – picture that deficits all possible
outcomes for an experiment
TREE DIAGRAM – device consisting of line segments
emanating from a starting point and in its outcome
point and it determines all possible outcomes of a
probability experiment
 SAMPLE
EXPERIMENT OUTCOMES
SPACE
TOSS A COIN HEAD , S = {Head,
ONCE TAIL Tail}
TOSS A COIN HH , HT , S = {HH , HT ,
TWICE TH , TT TH , TT}
ROLL A DIE 1,2,3,4, S = {1 , 2 , 3 , 4 ,
5,6 5 , 6}
EXAM RESULT PASS , S = {Pass,
FAIL Fail}
GAME RESULT WIN , S = {Win,
LOSE Lose}
 SAMPLE SPACE ROLLING TWO DICE
DIE 2
DIE 1
1 2 3 4 5 6

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

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

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

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

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

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

 EVENT
• EVENT (E) – is a collection of one or more
outcomes of an experiment
• SIMPLE EVENT – it includes one and only
one of the outcomes for an experiment
• COMPOUND EVENT – is a collection of
more than one outcome for an experiment
 PROBABILITY
••  It
is a numerical measure of the likelihood that a specific
event will occur.
• P(E) = probability of an event E
• IMPOSSIBLE EVENT – an event that cannot occur has
zero probability
• SURE EVENT – an event that is certain to occur has a
probability equal to 1
• COMPLIMENTARY EVENTS – is the set of outcomes in
the sample space that are not included in the outcome of
event E. It is denoted by E’.
 PROBABILITY RULES
• 

1. If an event cannot occur, its probability is 0.

2. If an event is certain, then the probability is 1.
• INDEPENDENT EVENTS – if event A occurs
and it doesn’t affect the probability of B
occurring
• DEPENDENT EVENTS – occurrence of event
A affects the outcome or occurrence of event B
in such a way that the probability is changed.
• MUTUALLY EXCLUSIVE EVENTS – if two
events A and B cannot occur at the same time
 ADDITION RULES / SUM RULE
• 

1) MUTUALLY EXCLUSIVE EVENTS

2)NON-MUTUALLY EXCLUSIVE EVENTS

EXAMPLE 1.
•1)  A single 6-sided die is rolled. What is the probability of
rolling a 2 or a 5?

1 2 3 4 5
6
 EXAMPLE 2.
•2)  In a math class of 30 students, 17 are boys and 13 are girls.
On a unit test, 4 boys and 5 girls made an A grade. If a
student is chosen at random from the class, what is the
probability of choosing a girl or an A student?
MULTIPLICATION RULES
• 

1)INDEPENDENT EVENT

2)DEPENDENT EVENT
 EXAMPLE 1.
••  WITHOUT REPLACEMENT

1) Suppose you take out two cards from a standard pack

of cards one after another, without replacing the first
card. What is probability that the first card is the ace
of spades, and the second card is a heart?
FIRST DRAW:
SECOND DRAW:
=
 EXAMPLE 2.
•  WITH REPLACEMENT
2) You have a cowboy hat, a top hat, and an Indonesian hat
called a songkok. You also have four shirts: white, black,
green, and pink. If you choose one hat and one shirt at
random, what is the probability that you choose the
songkok and the black shirt?
CONDITIONAL PROBABILITY
••  
It is a probability that an event will occur
given that another event has already
occurred.
EXAMPLE 1.
•1)  What is the probability that the total of two dice will be greater than
9, given that the first die is a 5?
Let A = total of two dice is greater than 9 {(4,6)(5,5)(5,6)(6,4)(6,5)(6,6)}
Let B = first die is 5 {(5,1)(5,2)(5,3)(5,4)(5,5)(5,6)}

 
ARITHMETIC MEAN
•  = sample mean (x bar)

Mean for Ungrouped Data:

  = sample mean  = population mean

x = value of any particular x = value of any particular
observations observations
= sum of all x’s = sum of all x’s
n = total number of values in the N = total number of values in the
sample sample
VARIANCE
•  A measure of the dispersion of a set of data points around their
mean value. It is a mathematical expectation of the average
squared deviations from the mean.

= population variance
= population standard deviation
x = value of any particular observation
= population mean
N = population
RANDOM VARIABLES
• RANDOM EXPERIMENT
• RANDOM VARIABLE
• DISCRETE RANDOM VARIABLE
• CONTINUOUS RANDOM VARIABLE
A. PROBABILITY
DISTRIBUTION (PD)
• It is a mapping or list of all values of a random variable to
their corresponding probabilities for a given sample space.
EXAMPLE:
1. Construct a PD for rolling a die.

OUTCOME x 1 2 3 4 5 6

PROBABILIT
Y P(x)
2. Construct a PD for tossing three coins.
(Let x represents the number of tails)

HHH HHT HTH HTT THH THT TTH TTT

NO THREE
ONE TAIL TWO TAILS
TAILS TAILS

1
B. CUMULATIVE DISTRIBUTION
FUNCTION (CDF)
•  It is a probability that the random variable X is less than or
equal to x, for every value x.

Example.
1. Suppose a random variable X has the following probability
distribution. Construct the CDF table.
OUTCOME x 1 2 3 4 5 6
PROBABILIT
Y P(x)
OUTCOME x 1 2 3 4 5 6

PROBABILIT
Y P(x)

P(X = x) 1
 EXAMPLE. A car salesperson has arranged a visit on three perspective
customers in a week. Based on past experience, the salesperson knows
that there is 10% chance of closing a sale on each visit.
Determine the PD of the number of sales the salesperson will make.

SALE = S OUTCOMES x P(x)

NO SALE = SSS 3
N SSN 2
S = 10% = SNS 2
0.10 SNN 1
N= 90% = NSS 2
0.90
NSN 1
NNS 1
NNN 0
• 

x 0 1 2 3
P(x) 0.729 0.243 0.027 0.001 1
 MEAN AND VARIANCE OF A
DISCRETE RANDOM VARIABLE
•  MEAN OF A PROBABILITY DISTRIBUTION

• VARIANCE AND STANDARD DEVIATION OF A PD

EXAMPLE.
1. Five balls numbered 1, 2, 3, 4, and 5 are placed in a box.
One is selected, its number is noted and then it is replaced.
If this experiment is repeated many times, find the mean,
variance and standard deviation of the numbers on the balls.
Let x = the number on each ball.

x 1 2 3 4 5

PROBABILITY
P(x)
MEAN
• 
VARIANCE
• 

STANDARD DEVIATION
• 
• FACTORIAL NOTATION

• PERMUTATION

• COMBINATION
SPECIAL DISCRETE PROBABILITY
DISTRIBUTION
•A.  BINOMIAL PROBABILITY DISTRIBUTION

B. POISSON PROBABILITY DISTRIBUTION

C. HYPERGEOMETRIC PROBABILITY DISTRIBUTION

BINOMIAL PROBABILITY
DISTRIBUTION
• 
EXAMPLE.
•1.  In a survey, 25% of the people interviewed said they bought their refrigerator
during the last 6 months. If eleven people are selected at random, find the
probability that exactly six of these people bought their refrigerator during
the last 6 months.
POISSON PROBABILITY
DISTRIBUTION
• 
EXAMPLE.
•1.  A vintage car breaks down an average of four times per month. Find
the probability that during the next month this vintage card will have
exactly three breakdowns.
HYPERGEOMETRIC PROBABILITY
DISTRIBUTION
 
S  C  x  ∙  N−S C  n −x  
𝑃 ( 𝑋=𝑥 ) =
N  C  n  

 
EXAMPLE.
•1.  A package of 8 AAA size batteries contains 2 that are defective and
6 that are non – defective. If we select 4 batteries at random from the
package, what is the probability that the sample contains exactly 1
defective battery?
  S C  x  ∙  N−S  C  n −x  
𝑃 ( 𝑋=𝑥 ) =
N  C  n