UNIVERSITY INSTITUTE OF ENGINEERING

DEPARTMENT OF AIT - CSE

Bachelor of Engineering (CSE)
Advanced Probability and Statistics (CST-283)
By: Dr. Anil Sharma (E12015)

Lecture -1.2
Types of Random Variable
DISCOVER . LEARN . EMPOWER
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Chapter Course Objectives

This course helps students to understand, Identify and apply basic and advance concepts
1. of probability, Regression, Correlation and discrete and continuous probability
distributions.

Chapter Course Outcomes

Student will be able to

Apply the basic probability axioms and the moments of discrete and continuous random variables as
well as be familiar with common named discrete and continuous random variables
1.

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Contents
• Types of Random Variable
• Discrete
• Continuous
• Probability Distribution (Discrete and Continuous)
• Examples

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 Types of Random Variable

• Discrete Random variable:

A random variable is said to be discrete random variable if the sample
space (its set of possible outcomes) is countable.
Examples: Dead/alive, treatment/placebo, dice, counts, etc.

• Continuous Random variable:

A random variable is said to be continuous random variable if the
sample space (its set of possible outcomes) contains infinite numbers.
Examples: blood pressure, weight, the speed of a car, the real numbers from 1 to 6.

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Discrete Probability Distribution:
If X is a discrete random variable can take the values
x1 , x2 , x3 ,such that p  X  xi   pi then pi is called the
probability function or probability mass function or point
probability function, provided pi i  1, 2,3,  satisfy the
following conditions:
(i) p  xi   0 for all values of i ,
(ii)  p  xi   1.
The collection of pairs  xi , pi  , i  1,2,3, is called the
probability distribution of the random variable X .
Example 1. Two pens are drawn at random from a box containing 4 red
pens and 2 black pens. Find the probability for the number of red pens.

Solution:
Total number of pens is 6
Let X  No. of red pens
Both two pens are black means number of red pens are zero
2
c2 4 c0 1
f 0   P  X  0   6  .
c2 15

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One is black and one is red

Both two pens are red

This probability distribution of X is

X x 0 1 2
f x  p X  x 1 15 8 15 6 15
Continuous Probability Distribution:

If X is a continuous random variable such that

 1 1 
p  x  dx  X  x  dx   f  x  dx.
 2 2 
Then f  x  is called the probability density function of X .
Provided f  x  satisfies:
(i) f  x   0 for all real number,

(ii)  f  x  dx  1

p  a  X  b   p a  X  b   p a  X  b 
(iii)
 p  a  X  b   F  b   F  a .
Example 2. If a random variable X has the probability density
function that is p.d.f.
2e 2 x for x  0
f  x  as f x   .
0 for x  0
Find the probability that it will take on a value
(i) between 1 and 3 (ii)  0.5.

Solution:
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(i) p 1  X  3   f  x  dx   2e 2 x dx e 2  e 6 .
1 1

 
p  X  0.5    f  x  dx   2e 2 x dx e 1.
0.5 0.5
Cumulative Distribution function:
The cumulative distribution function (cdf) is the probability that the
variable takes a value less than or equal to x. That is
F(x)=Pr[X≤x]=α

• For a continuous distribution, this can be expressed mathematically as

• For a discrete distribution, the cdf can be expressed as

Remark:
Every probability distribution supported on the real numbers, discrete
or "mixed" as well as continuous, is uniquely identified by an upwards
continuous monotonic increasing cumulative distribution function F:
R to [0, 1] satisfying

a. F(x)=0 when x approaches to -

b. F(x)=1 when x approaches to
 Exercise
1. A random variable X has the following probability distribution:

2. A continuous random variable X has the distribution function

Find (i) f  x  (ii) value of k .

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 References
Online Video Link-
• https://nptel.ac.in/courses/111/105/111105090/
• https://www.youtube.com/playlist?list=PL6C92B335BD4238AB

Textbooks / Reference Books

• Text Books
T1: Advanced Engineering Mathematics by R.K. Jain and S. R. K. Iyengar, Narosa Publications.
T2: Probability and Statistics for Engineers and Scientists by Sheldon M. Ross, Academic Press.
• Reference Books
R1: Fundamental of mathematical Statistics by SC Gupta and VK Kapoor, S. Chand Publication.
R2: Probability by Lipschitz, Schaum outline series, Mc.Graw hill Publication.

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THANK YOU

For queries
Email: anil.e12015@cumail.in

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