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Lecture-10: Random Variable and Probability Distribution: Prepared By: Mashfiqul Huq Chowdhury September 18, 2020

This document provides an overview of random variables and probability distributions. It defines discrete and continuous random variables and gives examples of each. It then defines the probability mass function for discrete random variables and the probability density function for continuous random variables. It lists properties these functions must satisfy and provides formulas for calculating the mean, variance, and probability of events for both discrete and continuous random variables. Finally, it provides several exercises involving constructing probability distributions and calculating expectations for random variables.

Uploaded by

Monir Jihad
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© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
17 views

Lecture-10: Random Variable and Probability Distribution: Prepared By: Mashfiqul Huq Chowdhury September 18, 2020

This document provides an overview of random variables and probability distributions. It defines discrete and continuous random variables and gives examples of each. It then defines the probability mass function for discrete random variables and the probability density function for continuous random variables. It lists properties these functions must satisfy and provides formulas for calculating the mean, variance, and probability of events for both discrete and continuous random variables. Finally, it provides several exercises involving constructing probability distributions and calculating expectations for random variables.

Uploaded by

Monir Jihad
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Lecture-10: Random Variable and Probability

Distribution
Prepared By: Mashfiqul Huq Chowdhury
September 18, 2020

Random Variable

A random variable is a variable whose values are determined by chance or determined by


random experiment. Random variables can be discrete or continuous.

• Discrete random variables have a finite number of possible values or an infinite number
of values that can be counted. Examples:

– X = Number of telephone calls received in a telephone booth.


– X = number on the upper face of a randomly tossed die.

• Variables that can assume all values in the interval between any two given values are
called continuous variables. Continuous random variables are obtained from data that
can be measured rather than counted. Examples:

– X = Lifetime of Motherboard of HP computer


– X = Survival time for a randomly selected 60 year old man
– X = SAT score for a randomly selected student.

1
Probability Mass Function: Probability mass function can be defined as a function of a
discrete random variable (X), denoted by P (x), where P (X = xi ) = P (xi ); i = 1, 2, 3, · · · , · · · .
Probability mass function must satisfy the following properties.

• P (x) ≥ 0
n
P
• P (x) = 1
i=1

Probability Density Function: Probability density function can be defined as a function


of a continuous random variable (X) denoted by f (x). Probability density function must satisfy
the following properties.

• f (x) ≥ 0

Rb
• f (x)dx = 1
a

Rn
• P (m < X < n) = f (x)dx
m

Formula

n
P
• Mean (Discrete random variable): µ = xP (x)
i=1

Rb
• Mean (Continuous random variable): µ = xf (x)dx
a

n Rb
• E(x2 ) = x2 P (x) or E(x2 ) = x2 f (x)dx
P
i=1 a

• Variance: σ 2 = E(x − µ)2 = E(x2 ) − [E(x)]2

2
Exercise

1. Construct a probability distribution for upper face of rolling a single die.

2. Four fair coins are tossed. The number of heads are counted. Construct probability
distribution for number of heads.

3. The following table lists the probability distribution of the number of breakdowns per
week for a machine based on past data.
Breakdowns Per Week 0 1 2 3
Probability 0.15 0.20 ? 0.30

(a) Find P (2)


(b) Find the probability that the number of breakdowns for this machine during a given
week is more than 1.
(c) Find the probability that the number of breakdowns for this machine during a given
week is at most 1.
(d) Find mean and variance of number of breakdowns for this machine during a given
week.
4. A tetrahedral die has the numbers 1, 2, 3 and 4 on its faces. The die is based in such a
way that the probability of any number that the die landing on after a single roll x is

k
P (x) = , x = 1, 2, 3, 4.
x
where, k is a constant. Find the probability distribution for x and hence find the expected
value of X.

5. A computer is programmed to give a single digit numbers X, between 0 and 9 inclusive


in such a way that the probability of getting an odd digit is half the probability of getting
an even digit (0, 2, 4, 6, 8). Find the probability distribution of X and hence find the
expected value of X. Answer: 4.33

6. An unbiased coin is tossed until a head appears. Find the expected number of toss
required to get the first head. Answer: 2

7. A person pays $2 to play a certain game by rolling a single die once. If a 1 or a 2 comes
up, the person wins nothing. If, however, the player rolls a 3, 4, 5, or 6, he or she wins
the difference between the number rolled and $2. Find the expectation for this game. Is
the game fair? The expectation is to lose 31 of a dollar or 33 13 loss per game on
the average. So it is not fair, because the expectation is not 0.

8. Suppose that a random variable X follows the p.d.f f (x) = m(1 + x2 ); −1 ≤ x ≤ 1..
(a) Find the value of the constant m.
(b) Determine P (|X| < 0.4).

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