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MATH 03 Lesson 3 Random Variables and Probability Distributions PDF

This document provides information about random variables and probability distributions. It defines a random variable as a function that associates a real number with each element in a sample space. It discusses discrete random variables and their probability mass functions. Examples are provided to illustrate probability distributions, means, variances, and standard deviations of random variables. Laws of expected value and variance are also presented.

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182 views

MATH 03 Lesson 3 Random Variables and Probability Distributions PDF

This document provides information about random variables and probability distributions. It defines a random variable as a function that associates a real number with each element in a sample space. It discusses discrete random variables and their probability mass functions. Examples are provided to illustrate probability distributions, means, variances, and standard deviations of random variables. Laws of expected value and variance are also presented.

Uploaded by

The Blueman
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Lesson 3

Random Variables and


Probability Distributions
Random Variable
A random variable is a function that
associates a real number with each element in the
sample space.
We shall use a capital letter, say X, to denote a
random variable and its corresponding small letter, x
in this case, for one of its values.

Example:
In a random experiment of tossing two coins,
what will be the possible values of X if X will be the
number of heads obtained?
Random Variable
Realizations of a Random Variable
Determine the realizations of the following random
variables:
1. W = the number of heads that may be obtained in
tossing a coin and a die
2. X = the number of dots on the upturned face of a
tossed die
3. Y = the number of king cards in getting 5 cards from
an ordinary deck of playing cards
4. T = lifetime of a newborn baby
Random Variable
Random
Experiment Realizations of x Classification
Variable x
Inspect 20 Number of
deliveries of defective cellular
cellular phones phones
Number of
Observe the cars
overspeeding
that pass by an
cars in the
intersection
intersection
Get some rice Weight of rice
from a 20 kg sack (in kg)
Time it takes to
finish reading
Read a book
the book (in
seconds)
Probability Distribution of a Discrete Random Variable

The probability distribution of a random variable


designates probabilities to the possible values of a random
variable. For a discrete random variable, the probability
distribution is defined by the probability mass function
denoted by P(X=x).
The probability mass function is a table, formula or
graph showing the possible values of a random variable
together with their corresponding probabilities. The possible
values of the random variable are called mass points.

Example:
Consider the experiment of tossing a die. Let the
random variable X be defined as the number of dots shown
on the upturned face of a die. Construct a pmf.
Probability Distribution of a Discrete Random Variable
In general, the properties of a probability mass function
are as follows:
1. 𝑃 𝑋 = 𝑥 ≥ 0 – probabilities should be nonnegative.
2. 𝑘𝑖=1 𝑃 𝑋 = 𝑥𝑖 = 1 - the sum of the probabilities for
all possible values of a random variable is equal to 1.

Examples:
1. Two coins are tossed. Let X be the number of heads.
Obtain the pmf of X.
2. Suppose a pmf is given by the formula. Construct a
tabular presentation of the pmf.
𝑥
, 𝑥 = 1, 2, 3, 4
𝑃 𝑋=𝑥 = 10
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Probability Distribution of a Discrete Random Variable
Illustrative Example
Toss a fair coin three times and define x = number of heads
x
HHH
P(x = 0) = 1/8 x p(x)
1/8 3
HHT P(x = 1) = 3/8 0 1/8
1/8 2 1 3/8
HTH
P(x = 2) = 3/8
1/8 2 P(x = 3) = 1/8 2 3/8
THH 3 1/8
1/8 2
HTT 1/8 1 Probability Histogram
for x
THT 1/8 1
TTH 1/8 1

TTT 1/8 0
Probability Distribution of a Discrete Random Variable
Toss two dice and define x p(x)
x = sum of two dice.
2 1/36
3 2/36
4 3/36
5 4/36
6 5/36
7 6/36
8 5/36
9 4/36
10 3/36
11 2/36
12 1/36
Probability Distribution of a Discrete Random Variable
Illustrative Example
The baseball World Series is played by the winner of the National
League and the American League. The first team to win four games wins the
World Series. In other words, the series will consist of four to seven games,
depending on the individual victories. The data shown consist of the number
of games played in the World Series from 1965 through 2005. (There was no
World Series in 1994.) The number of games played is represented by the
variable X. Find the probability P(X) for each X, construct a probability
distribution, and draw a graph for the data.
Probability Distribution of a Discrete Random Variable
Illustrative Example
Probability Distributions and Populations
The mean, variance, and standard deviation for a
probability distribution are computed differently from the mean,
variance, and standard deviation for samples.

Examples:
1. Find the mean of the number of spots that appear when a
die is tossed.
2. In a family with two children, find the mean of the number
of children who will be girls.
Probability Distributions and Populations
Illustrative Examples
1. If three coins are tossed, find the mean of the number of heads that
occur.
2. The probability distribution shown represents the number of trips
of five nights or more that American adults take per year. (That is,
6% do not take any trips lasting five nights or more, 70% take one
trip lasting five nights or more per year, etc.) Find the mean.
Probability Distributions and Populations

To find the variance for the random variable of a probability


distribution, subtract the theoretical mean of the random variable from
each outcome and square the difference. Then multiply each difference
by its corresponding probability and add the products.
Probability Distributions and Populations
1. A box contains 5 balls. Two are numbered 3, one is numbered 4, and two
are numbered 5. The balls are mixed and one is selected at random. After
a ball is selected, its number is recorded. Then it is replaced. If the
experiment is repeated many times, find the variance and standard
deviation of the numbers on the balls.
2. A talk radio station has four telephone lines. If the host is unable to talk
(i.e., during a commercial) or is talking to a person, the other callers are
placed on hold. When all lines are in use, others who are trying to call in
get a busy signal. The probability that 0, 1, 2, 3, or 4 people will get
through is shown in the distribution. Find the variance and standard
deviation for the distribution.
Laws of Expected Value and Variance

The formula for the expected value is the same as the formula for
the theoretical mean. The expected value, then, is the theoretical mean of the
probability distribution. That is, E X = 𝜇
When expected value problems involve money, it is customary to
round the answer to the nearest cent.

Example:
1. One thousand tickets are sold at $1 each for a color television valued at $350.
What is the expected value of the gain if you purchase one ticket?
2. One thousand tickets are sold at $1 each for four prizes of $100, $50, $25,
and $10. After each prize drawing, the winning ticket is then returned to the
pool of tickets. What is the expected value if you purchase two tickets?
Laws of Expected Value and Variance

Laws of Expected Value Laws of Variance


 E(c) = c  V(c) = 0
 E(X + c) = E(X) + c  V(X + c) = V(X)
 E(cX) = cE(X)  V(cX) = c2V(X)
Laws of Expected Value and Variance
The random variable X has the following distribution:

a. Find the mean and variance for the probability distribution


b. Determine the probability distributions of Y where Y=5X
c. Use the probability distribution in part (b) to compute the mean and
variance of Y
d. Use the laws of expected value and variance to find the expected value
and variance of Y from the parameters of X
Exercise
1. The number of cars a dealer is selling daily were recorded
in the last 100 days. This data was summarized in the table
below. Estimate the probability distribution, and determine
the probability of selling more than 2 cars a day. Solve for
the mean and variance.

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