STA466

CHAPTER 1: DISCRETE RANDOM VARIABLE

1.1 Random Variables

A random variable is a quantity whose value depends upon the outcome of an

experiment or function that associate a real number with each element in a sample
space.

Example 1:
Consider an experiment consist of tossing 2 fair coins. If we let X denote the number
of heads appearing, then X is a random variable taking on one of the values 0, 1, and
2 with respective probabilities.

Example 1: Experiment - tossing 2 fair coins

Sample Space X: number of heads Probability, f(x)=P(X=x)
HH 2 1/4
HT 1 1/4
TH 1 1/4
TT 0 1/4

Random variable can be divided into two groups: Discrete and Continuous
Discrete: A quantitative random variable that can assume only a finite or countable
number of values
Continuous: A quantitative random variable that can assume an uncountable number
of values

1.2 Discrete Random Variable

1.2.1 Probability Distribution

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. Probability distribution may
be presented in a form of a table, a graph or a formula.

Theorem 1.1:(Text Book Teorem 3.1)

A function can serve as the probability distribution of discrete random variable X if

and only if its value, f(x) satisfy the condition
1. f(x) ≥ 0 for each value within its domain;
2.  f(x) = 1 , where the summation extends over all the values within its domain

combination
mass
<single)
(i)() 4
-

H(i)
=

+ + =

X- no of head appear

!
.

probability

I (PDF)
x x
=
0 1 2
F(X)
TH(i)() = density
-(i) P(X=Y) ! I I
descrete conti

(both]
 STA466

Example 2:

A bag contains 8 red balls and 2 white balls. A ball is drawn from the bag at random.
The color is noted and the ball is replaced. A second ball is then drawn and its color
noted.
i. If X be a random variable ‘the number of red balls obtained’, find the
probability distribution of X.
ii. Show that X is a discrete random variable.
combination

i
x

D
2nd
% =

mil
x
drawn R 2
Ist X
~
8
drawn
T

I
Rit =
=
x
5 w

- Ext=
E W is discrete RV
:. x a .

Integer
-
⑧ W
* =
25 O
X Is.

P(R is
obtained) =

55+ 5
+

25
2 10 96
=
.

Example 3:
The probability distribution of a discrete random variable is given by:
kx
P( X  x )  where x = 1, 2, 3, 4 and k is constant.
8
i. Find the value of k
ii. Show the probability distribution table of X

ii) 2
i)
S :
I
X 3 4
p(x
x)t
= z

Hy 23 3)
+
5
+
+ = -

3k +
4k
#
+

(
8

10
 STA466

[ Cumulative] F(x)
1.2.2 Distribution Function

If X is a discrete random variable, the function given by

F( x )  P( X  x )   f (t) for    x  
tx
Where f (t) is the value of the probability distribution of X at t, is called the
distribution function, or the cumulative distribution, of X.

Theorem 1.2:

The values F(X) of the distribution function of discrete random variable X satisfy the
conditions
1. F(  )  0 and F( )  1;
2. If a<b, then F(a)≤F(b) for any real numbers a and b.

Example 4:
Y
Let Le
W be the discrete random variable with the following probability distribution;
F(1) f(1) F(2) f(1) f(z)F(3) -(1) + f(z) f(3) #4 f(1) f(z) f(3) f(4)
=
=
+
=
+
= +
+
+

X=x 1 2 3 4 Total
P(X = x) 2/9 3/9 3/9 1/9 1
F(X) -9 5/9 8/9 I I I
Find the distribution function of the random variable W and plot its graph. -

1
F(x)
=

P(x >
-
4) (density)/mass) -
f(x)

P(X 1) P(X 2) P(x 3) distribution F(x)

P(X 4)
= + -
= +
= + =
=

= (cumulative)
+I
+ +

F(X)
F(x) Draw
= dw PDF
f(x)
.

I
A
-

/W o ...........

3/9 819
0 x[I
- -
........

519-

E
29 - ......

F(X) = 2/q ↓ x<2

- 29
- ..

5/92x x< 3 i234) *

id !
8/93xx4
I x> 4
~
 STA466

3.2.3 Mathematical Expectation

Let X is the discrete random variable and f(x) is the value of its probability distribution
at x, the expected value of X is

E( X),    x  f (x)
all x

Theorem 1.3:
Let X is the discrete random variable and f(x) is the value of its probability distribution
at x, the expected value of g(X) is given by

E( g( X)),  g( x )   g( x )  f ( x )
all x

Expected Value of Linear Combination of Random Variable

If X is a random variable, a and b are constant, then

i. E(a) = a
ii. E(aX) = aE(X)
iii. E(aX + b) = aE(X) + b
iv. E[X ± Y] = E[X] ± E[Y], where X and Y are independent

Variance of a Random Variable

The variance of the random variable X is defined as

V(X) = E[(X - )2] , where  = E(X)

The positive square root of the variance is called the standard deviation of the
random variable. It is often possible to simplify the computation V(X) by using the
following formula;

V(X) = E(X2) – [E(X)] 2

If X discrete then, E( X2 )   x2  f ( x)
all x
 STA466

Variance of Linear Combination of Random Variable

The following are the properties of variance. If X is a random variable, a and b are
constant, then
i. V(a) = 0
ii. V(aX) = a2V(X)
iii. V(aX + b) = a2V(X)
iv. V[X ± Y] = V[X] + V[Y], where X and Y are independent

Example 5:

The following table shows the probability of two discrete variables X and Y;

X/Y 1 2 3 4 Total
P(X = x) 1/8 1/4 1/2 1/8 1
P(Y = y) 1/4 1/2 1/8 1/8 1

Find:
i. E(X + Y) v(x)
=
E(x)" -
[E(x)]"
ii. V(X – Y)
iii. E(3X + 4Y)
iv. V(2X – 3Y)

E(X)
=

1(5) +

2(t) +

3(t) +
4(5) =
=
z(Y) =

1(i) +

z(i) +

3(8) +

4(5) =

I
i) E(x+y) =

E(X) +

ECt)

I 11) E(3x
=

3E(x)
+

4y)
+
4ECY)

ii) E(xY =
i(5) +
2"(I) +
32) +
42(t) = -

3(8) +

4()
E(yY P(i) 2"(I) 3(y) 45) = 8
=

+
+
= +

iv) =varix) +
>"var(y)
v(x y) Var(X) +Var24)
4() 9)
-
=

-
=
+

=If +

4+
=

- =

S
 STA466

PAST YEAR QUESTION

Feb 2022
X is a random variable with the probability distribution as shown in the following table.
X=x 0 1 2 3 4
P(X=x) 1 2k k 2k 1
16 3 3 16
1-21
=

21 -

1) =

1101 =
0 (1) =
/(2) =

2
a) Find the value of k and hence sketch the probability distribution of X.
b) Find P X  2  1.
c) Given Y  3 X 2  5 , find EY  .

a)P(X) =

!
+

2
+ k +
+ b) P(k -

21(21) =

=(8) z +
+
(2)
1 =

2 +
3 +

24+ =
I 3
7
P(X)
# -

5 M 2) E(Y) = E(3x +

5)
3E(x2) E(5)
46)]
=
+

k 4 5
3(2)
=

3(0 i(t) 22(2)

-
+

2
+
=

+
+ +

-
Y6 324 2 2 17 5
+
+

*
+ +

I 11 >X =

15 +

5
123 4

20X
=

Julai 2021

It is known that 1 in 3 individuals have type O+ blood and 1 in 15 have type O− blood.
Consider three randomly selected individuals/donors for a blood bank.

a) Let X denote the number of individuals/donors with type O+ blood. Find the
probability distributions for X.
b) Let Y denote the number of individuals/donors with type O blood (either O+ or
O-). Find the probability distributions for Y.
c) Draw the graph of Y.
d) Find the expected number of donors who have type O blood.
 combination
x(s)

Lexi
-

# X
a) x-indidual with ot blood
-
y- others X (i) XXX = 5.5 -
27 3
- (5)
.

5 5 z =
-

x() Y 2
X X =
.
-
=

↑
W-
) I

x(z) - yY x
=

= - = I

- (43) xyy =

z .

z = - o

-
2y(I ↳ (13) 0 3
X =

,
1 ,
2
,
-
y (73)

27 zz

combination

#
-

b) Y -O blood (either of and of y (45) YYY = -

&
125

-
I
Yy2
+(5)
2 -

Others =
. -

125

2145)424
-
-
2
=

= E 5 ·
=
125

YI

25.
I

- 15)
I ..
s
2

Listene e
=

-
I
-
-) x

d) E(Y) 0() :(5) 2(5)

ses) +

2/125
+
+

- ⑳ =

361125
=x
- ⑳

27/125

8/15-

0 ! ↓
 f(0) Y
=

I
/Find of in
3 F(3) -

F(z)
***
=

1 +
24

f(z) =
F(z) - F(1)

-
-

9/8
I 3

⑧ 44
14
a "
= - 1)

=
3

Soft tes ta t
12
=

I
=>

12
a

39 +
3 +
69 +
8 - 34 + 1 =

12 +(3) =

F(z) -

F(z)
69 12
12 -1
-
=
+

69 =
0

!
-

9 =
0

b) P(j<x <2) P(x 1)

=

I
=

2) E(X) =

1(t) +
2(5) +
3(i2) = r(4 +

3x)
E(x)) =

1(t) +

4(5) +
q(it) =
=

Var (4) +Var(3x)

0
3 Var(X)
=

Var(x)
=

=(x)) -

[E(x))2 =

q(j6)
(4)
=
-

4x
=

-6
 rosak

nation
-
1 # of
=x 2x +

rotten
-

X (A) x xx -

2 %47
-
:
8/343 3
-
a) of roften eggs (E)
) Y Eithe
# 2
X
-

x
X( *
-
2
Y -

others
I

-s
E

- 517 47 2/1 20343 2

:
-
=
:

+A. - 5 5043

i
-
-
:

(2)
57 5/7 47 =
5/343

I -
.
- .

5/7 5/7 5/7 125/343

-

. .
=

Y
L I5 I (4)
- 12594358343305343 33
+

y
L
5
C x)
W
I

y( A)
*

- P(X- ) = i
sot x
Ex-utista ste ! Se
a)

c) PIX) E(X 1)
-
=
E(X -
2x +

1)
=

E(X)) -

2E(X) +
E()
⑧
150/343-
-2 )
-

+
1

125/343
=
& 0 .

633
6443 - ⑧

g - ⑳

343

O ! 2 b X