 In an experiment, outcomes occur randomly.

We often summarize the outcome from a

random experiment by a simple number.
Definition 2.1
 A variable is a symbol such as X, Y, Z that
assumes values for different elements.
Random Variable:
The rule or mapping from the original sample
space (numerical or non-numerical) to a numerical
sample space, subject to the certain constraints is
called a random variable.
Example 2.1
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
sample space
HH ¼ 2
HT ¼ 1
TH ¼ 1
TT ¼ 0
TWO TYPES OF RANDOM
VARIABLES
 TWO TYPES OF RANDOM
VARIABLES

AAdiscrete
discreterandom
randomvariable:
variable:

 hasaacountable
has countablenumber
numberofofpossible
possiblevalues
values

 hasdiscrete
has discretejumps
jumps(or
(orgaps)
gaps)between
betweensuccessive
successivevalues
values

 hasmeasurable
has measurableprobability
probabilityassociated
associatedwith
withindividual
individualvalues
values

 counts
counts

AAcontinuous
continuousrandom
randomvariable:
variable:

 hasan
has anuncountably
uncountablyinfinite
infinitenumber
numberofofpossible
possiblevalues
values

 movescontinuously
moves continuouslyfrom
fromvalue
valueto
tovalue
value

 hasno
has nomeasurable
measurableprobability
probabilityassociated
associatedwith
witheach
eachvalue
value

 measures(e.g.:
measures (e.g.:height,
height,weight,
weight,speed,
speed,value,
value,duration,
duration,
length)
length)
 2.2 DISCRETE PROBABILITY
DISTRIBUTIONS

Definition 2.3:
 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.
 2.2 DISCRETE PROBABILITY
DISTRIBUTIONS

The probability distribution of a discrete random

variable X must satisfy the following two conditions.
1. 0  P ( xi )  1 for all values of i.

2.  P ( xi )  1
i

In other words, the probability of an outcome (xi) is greater than or equal

to zero and the sum of the probabilities associated with all possible outcomes
must be one.
Example 2.2
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
4

 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
= 1.025
1
 As first condition is satisfied and 2nd fails, so the distribution
is not a probability distribution
Example 2.3
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

1) The probabilities are between 0 and 1

f(1) = 3/25 , f(2) = 4/25, f(3) =5/25, f(4) = 6/25, f(5)=7/25
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
=
25
1
# so the given function is a probability distribution of a discrete
random variable.
 2.3 CONTINUOUS PROBABILITY
DISTRIBUTIONS

Definition 2.4:
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 of a
continuous random variable X:

1) f ( x)  0 for -  x  

2) 

f ( x) dx  1. That is the total area under graph is 1.
Example 2.4
Let X be a continuous random variable with the
following probability density function

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

1) Evaluate c
2) Find P(0  X  1)
Solution
1
a) P ( 1  X  1)   c (2 x 3
 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
b) 1
1
P(0  X  1)  
10
 2 x3  5  dx
0

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
 2.4 CUMULATIVE DISTRIBUTION
FUNCTION

The cumulative distribution function of a

continuous random variable X is
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.