CHAPTER OUTLINE:

 DISCRETE RANDOM VARIABLE

 CONTINUOUS RANDOM VARIABLE

 MEAN & VARIANCE OF RANDOM

VARIABLE
 Introduction
Every trial / experiments, has one or more possible outcomes.
Outcomes occur randomly.
We often summarize the outcome from a random experiment by a
simple number.
Definition 4.1
A variable
is a symbol such as X or Y that assumes values for different
elements. If the variable can assume only one value, it is called a
constant.
 A random variable
is a variable whose value is determined by the outcome of a random
experiment.
Example 4.1
A balanced coin is tossed two times. List the elements of the
sample space, the corresponding probabilities and the
corresponding values x, where X is the number of getting head.
Solution:
Elements of Probability X (Number of
sample space getting head)
HH ¼ 2
HT ¼ 1
TH ¼ 1
TT ¼ 0

Also we can write P(X=2)=1/4, for example, for the probability

of the event that the random variable X will take on the value 2.
 Definition 4.2
1) Discrete Random Variables
A random variable is discrete if its set of possible values
consist of discrete points / finite number on the number line.
Assume values that are countable (0,1,2,3).
Example:
• The number of cars sold at a dealership during a month
• The number of customers who visit a bank
• The number of houses in a certain block
  2) Continuous Random Variables
A random variable is continuous if its set of possible values
consist of an entire interval on the number line / infinite values.
Continuous random variables are usually measurements.
Examples:
• The height of a person
• The time taken to complete an examination
• The weight of a fish
• The price of a house
 If X is a discrete random variable, the function given by:
f(x) = P(X=x)
for each x within the range of X is called the probability distribution of
X.
Requirements for a discrete probability distribution:

1) The probability of each value of the discrete random variable

is between 0 and 1, inclusive. That is, 0  P ( X  x)  1
2) The sum of all the probabilities is 1. That is,  P( X  x)  1
xS
 Example 4.2
Check whether the distribution is a probability distribution.

X 0 1 2 3 4
P(X=x) 0.125 0.375 0.025 0.375 0.125
Solution:

 P( X  x)  P( X  0)  P( X  1)  P( X  2)  P( X  3)  P( X  4)
0

= 0.125+0.375+0.025+0.375+0.125
# so the distribution is not a probability distribution.
= 1.025
1
 Example 4.3
Check whether the function given by,

x2
f ( x)  for x =1,2,3,4,5
25
can serve as the probability distribution of a discrete random
variable.
Solution:
5 5
x2
1
f ( x)  
1 25
= f (1)  f (2)  f (3)  f (4)  f (5)
1 2 2  2 3  2 4  2 5  2
=    
25 25 25 25 25
3 4 5 6 7
=    
25 25 25 25 25
25
# So the given
= function is a probability distribution of a
25 variable.
discrete random
1
The cumulative distribution function F(x), of discrete random
variable X is denoted as:
F ( x)  P( X  x)   f (t ) for    x  
For a discrete random variable
tx
X, F(x) satisfies the following
properties:

1) 0  F ( x)  1
2) If range
If the x  yof
, then F ( x)variable
a random  F ( y )X consists of the values

x1  x2  x3  ...  xn , then f ( x1 )  F ( x1 ) and

f ( xi )  F ( xi )  F ( xi 1 ) for i  2,3,..., n
Example 4.4
5 x
Given the probability function f ( x)  for x  1, 2,3, 4,
10
find F ( x)
Solution:

x 1 2 3 4

f(x) 4/10 3/10 2/10 1/10

F(x) 4/10 7/10 9/10 1

A function with values f(x), defined over the set of all numbers, is
called a probability density function of the continuous random
variable X if and only if:
b
P (a  X  b)   f ( x) dx
a

for any real constant a and b with a  b

Requirements for a probability density function:

1) f ( x)  0 for -  x  

2) 

f ( x) dx  1. That is the total area under graph is 1.
Example 4.5
Let X be a continuous random variable with the following
probability density function,

c(2 x 3  5) ,  1  x  1
f ( x)  
0 , otherwise

1) Evaluate c
2) Find P(0  X  1)
Solution:
1) 1


3
P ( 1  X  1)  c (2 x  5)dx
1
1
= c  (2 x 3  5) dx
1

4 1
2x
= c(  5 x)
4 1

 2(1) 4   2( 1) 4 
= c   5(1)     5( 1)  
 4   4 
 11   9  
= c      
 2   2  
= c 10 
=1
1
 c
10
 1
1
2) P(0  X  1)    2 x3  5  dx
0
10
4 1
1 2x
= (  5 x)
10 4 0

1  2(1) 4   2(0)4 
=   5(1)     5(0)  
10  4   4 
1  11 
=  
10  2 
11
=
20
= 0.55
 The cumulative distribution function of a continuous random
variable X:
x
F ( x)  P( X  x)  

f (t ) dt for    x  

Let F  x  be the distribution function for a continuous random

dF ( x)
variable X . Then f ( x)   F ( x)
dx
wherever the derivative exists.
Example 4.6
If X has the probability density,

k  e 3 x for x  0
f ( x)  
0 elsewhere
Find
i) k
ii) F ( x)
iii) P(0.5  x  1)
Solution:

i)  f  x  dx  1


 3 x
e 
 k e
3 x
dx  k  
0  3 0
  1 
 k 0   
  3  
k
 1
3
 k 3
ii) for x  0,
x
F  x   0 dt  0


for x  0,
0 x
F  x   0 dt   3e 3t
dt
 0
x
 0  3 e 3t dt
0
x
3t
e 
 3 
 3  0

 1  e 3 x  e 0   1  e 3 x

0 for x  0
 F x  3 x
1  e for x  0
iii) P  0.5  X  1  F 1  F 0.5 

  
 1  e 31  1  e 30.5 
 1  e 3   1  e 1.5 
 0.173
1) Mean
 The mean of a random variable X is also known as the
expected value of X as
  X  E( X )
 If X is a discrete random variable,

 If X is a continuous
  E ( X ) random
xf ( x) variable,
X 
xS
 xP ( X  x)
xS


X  E( X )   xf ( x)

Properties of Mean/Expected Values
For any constant a and b,
i) E ( a)  a
ii) E (bX )  bE ( X )
iii) E ( aX  b)  aE ( X )  b
Var ( X ) exists if and only if   E ( X ) and E ( X 2 ) both exist, and
then Var ( X )  E ( X 2 )  ( E ( X )) 2
Properties of Variances
For any constant a and b,

i) Var ( X )  0
2
ii) Var (bX )  b Var ( X )
iii) Var (aX  b)  a 2Var ( X )
The standard deviation is    X  Var ( X )   X2
Example 4.7
Find the mean, variance and standard deviation
of the probability function.

x
f ( x)  for x  1, 2,3, 4
10
Solution:
Mean:

n
E  X    x  f x
i 1
4
x
  x
i 1 10
1 2 3 4
 1  2   3   4 
10 10 10 10
30
 3
10
Variance:
n
EX 2
   f x
 x 2

i 1
4
x
x  2

i 1 10
1 2 3 4
 12   22   32   42 
10 10 10 10
 10

Standard Deviation:
Var ( X )  E ( X )  ( E ( X )) 2
2

 10  32  1

 X  Var ( X )  1
Example 4.8
Let X be a continuous random variable with the
Following probability density function

3
 x(2  x), 0  x  2
f ( x)   4
0 , otherwise

Find
a) E ( X )
b) Var ( X )
Solution:

a) E X    x f x dx

2
3
  x x  2  x  dx
0
4
2
3
  x2 2  x  dx
4 0
2
3

2 3
 2 x  x dx
4 0
2
3  2x 3
x 
4
   
4 3 4  0

3  2  2  24  
3

     0
4  3 4  
  
3 4
   1
4 3
 
b)E  X 2
  x2  f  x dx

2
3
  x2  x  2  x  dx
0
4
2
3
  x 3  2  x  dx
4 0
2
3

3 4
 2 x  x dx
4 0
2
3  2x4 x5 
   
4 4 5 0
  2  2 4  25 
3 
     0
4
 4 5  
  
38 6
  
45 5

Var ( X )  E ( X 2 )  ( E ( X )) 2
6 1
  12 
5 5