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UNIT NO 1 – RANDOM VARIABLES

1.3 DISCRETE RANDOM VARIABLE

II IV

MA 8402
PROBABILITY AND QUEUEING THEORY
 MA8402
PROBABILITY AND QUEUING THEORY

RANDOM VARIABLES
Definition: Random Variable
A random variable is a function that assigns a real number 𝑋(𝑆) to every
element 𝑠 ∈ 𝑆 , where S is the sample space corresponding to the random
experiment E.
𝑖𝑒) a random variable 𝑋: 𝑆 → 𝑅is a function.
each 𝑠 ∈ 𝑆 is associated with a real number 𝑋 𝑆 = 𝑥.

Definition : Range Space

The set of values taken by the random variable X is called range space and is
denoted by 𝑅𝑋 .
𝑖𝑒) 𝑅𝑋 = *𝑋 𝑆 = 𝑥: 𝑠 ∈ 𝑆}
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Example:
Toss a coin twice.
The sample space= *𝐻𝐻, 𝐻𝑇, 𝑇𝐻, 𝑇𝑇+
Let X denote the number of heads then X is the random variable.

S HH HT TH TT

X 2 1 1 0

∴ The values of X are 0, 1, 2 and the range 𝑅𝑋 = *0, 1, 2}.

Definition: Discrete random variable

If X is a random variable which can take a finite number or countably infinite
number of values, then X is called discrete random variable and values of X may
be assumed as 𝑥1 , 𝑥2 , 𝑥3 , … . , 𝑥𝑛 …
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Definition: Probability Function

If X is a discrete random variable which can take the value
𝑥1 , 𝑥2 , 𝑥3 , … . , 𝑥𝑛 … such that 𝑃 𝑋 = = 𝑃𝑖 then 𝑃𝑖 is probability function or
probability mass function if
i) 𝑃𝑖 ≥ 0, ∀𝑖
ii) 𝑃𝑖 = 1.
The collection of pairs *𝑥𝑖 , 𝑃𝑖 +, 𝑖 = 1, 2, … . is called the probability distribution of the
random variable X.
Definition: Cumulative distributive function (CDF)
If X is a discrete random variable then 𝑃(𝑋 ≤ 𝑥) is called cumulative distribution
function or distribution function of X and denoted as F(x).

𝐹 𝑥 = 𝑃𝑗
𝑗
𝑥𝑗≤𝑥
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Properties of the CDF 𝑭 𝒙

1. 𝐹 𝑥 is a non decreasing function.
2. 𝐹 −∞ = 0 & 𝐹 ∞ = 1
3. If X is a discrete random variables 𝑥1 , 𝑥2 , 𝑥3 , … . , 𝑥𝑛 … where 𝑥1 < 𝑥2 < 𝑥3 <
⋯ < 𝑥𝑖;1 < 𝑥𝑖 < ⋯ then 𝑃 𝑋 = 𝑥𝑖 = 𝐹 𝑥𝑖 − 𝐹(𝑥𝑖;1 ).
Definition: Mean
If X is a discrete random variable, then the expected value or mean of the value
of 𝑔(𝑋) is defined as 𝐸 𝑔 𝑋 = 𝑖𝑔 𝑥𝑖 𝑃𝑖 or 𝐸 𝑋 = 𝑖 𝑥𝑖 𝑃𝑖 .

Definition: Variance
If X be a random variable with mean 𝐸 𝑋 , then the variance of X is
defined as 𝐸 𝑋 − 𝐸(𝑋) 2 and is denoted by V𝑎𝑟(𝑋) or 𝜎𝑋 2 .
2
𝑉𝑎𝑟 𝑋 = 𝑖 𝑥𝑖 − 𝜇 𝑃(𝑥𝑖 ).
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Properties
1. If C is constant, then 𝐸 𝐶 = 𝐶
Proof:
Given X is a discrete random variable with probability mass function 𝑃𝑖 .
𝐸 𝑋 = ∞ ;∞ 𝑥𝑖 𝑃𝑖
∞

= 𝐶𝑃𝑖
;∞
∞

=𝐶 𝑃𝑖
;∞
=𝐶 (∵ ∞;∞ 𝑃𝑖 = 1)
2. If a and b are constants, then 𝐸 𝑎𝑋 + 𝑏 = 𝑎 𝐸 𝑋 + 𝑏
Proof:
Given X is a discrete random variable with probability mass function 𝑃𝑖 .
∞

𝐸 𝑎𝑋 + 𝑏 = (𝑎𝑥𝑖 + 𝑏)𝑃𝑖
;∞
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∞ ∞

= 𝑎𝑥𝑖 𝑃𝑖 + 𝑏𝑃𝑖
;∞ ;∞

∞ ∞

=𝑎 𝑥𝑖 𝑃𝑖 + 𝑏 𝑃𝑖
;∞ ;∞
= 𝑎 𝐸 𝑋 +b.1 (∵ ∞ 𝑃 = 1)
;∞ 𝑖

= 𝑎 𝐸 𝑋 +b
2
3. Prove that 𝑉𝑎𝑟 𝑋 = 𝐸 𝑋 2 − 𝐸 𝑋
Proof:
Let X be a random variable and mean of X = E(X)
𝑉𝑎𝑟 𝑋 = 𝐸(𝑋 − 𝐸(𝑋))2
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= 𝐸(𝑋 2 − 2𝑋𝐸 𝑋 + 𝐸(𝑋)2 )

= 𝐸(𝑋 2 − 2𝑋𝐸 𝑋 + 𝐸(𝑋)2 )
= 𝐸(𝑋 2 ) − 𝐸(2𝑋𝐸 𝑋 ) + 𝐸(𝐸(𝑋)2 )
= 𝐸(𝑋 2 ) − 2𝐸(𝑋)𝐸 𝑋 + 𝐸(𝑋)2
= 𝐸(𝑋 2 ) − 2𝐸(𝑋)2 + 𝐸(𝑋)2
= 𝐸(𝑋 2 ) − (𝐸(𝑋))2
4. If a is constant, then 𝑉𝑎𝑟 𝑎𝑋 = 𝑎2 𝑉𝑎𝑟 𝑋
Proof:
By definition, 𝑉𝑎𝑟 𝑋 = 𝐸(𝑋 − 𝐸(𝑋))2
∴ 𝑉𝑎𝑟 𝑎𝑋 = 𝐸(𝑎𝑋 − 𝐸(𝑎𝑋))2
= 𝐸(𝑎𝑋 − 𝑎𝐸(𝑋))2 (∵ 𝐸 𝑎𝑋 = 𝑎𝐸(𝑋))
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PROBABILITY AND QUEUING THEORY

= 𝑎2 𝐸(𝑋 − 𝐸(𝑋))2
= 𝑎2 𝑉𝑎𝑟(𝑋)
5. If a and b are constant, 𝑉𝑎𝑟 𝑎𝑋 + 𝑏 = 𝑎2 𝑉𝑎𝑟(𝑋)
Proof:
𝑉𝑎𝑟 𝑎𝑋 + 𝑏 = 𝐸(𝑎𝑋 + 𝑏 − 𝐸(𝑎𝑋 + 𝑏))2
= 𝐸(𝑎𝑋 + 𝑏 − 𝐸 𝑎𝑋 − 𝑏))2
= 𝐸(𝑎𝑋 + 𝑏 − 𝑎𝐸 𝑋 − 𝑏))2
= 𝑎2 𝐸(𝑋 − 𝐸 𝑋 )2
= 𝑎2 𝑉𝑎𝑟(𝑋)
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PROBABILITY AND QUEUING THEORY

Problems:(1)
1. From a lot containing 25 items, 5 of which are defective, 4 items are chosen at
random. If X is the number of defectives found, obtain the probability distribution
of X, when the items are chosen (i) without replacement (ii) with replacement.
Solution:
Let X be number of defective items chosen
∴ The value of X are 0, 1, 2, 3 and 4
The lot contains 20 non defective and 5 defective items.
Case(i):
When the items are chosen without replacement, we can assume that all 4 items
are chosen simultaneously.
∴ 𝑃 𝑋 = 𝑟 = 𝑃 𝑐𝑕𝑜𝑜𝑠𝑖𝑛𝑔 𝑒𝑥𝑎𝑐𝑡𝑙𝑦 𝑟 𝑑𝑒𝑓𝑒𝑐𝑡𝑖𝑣𝑒 𝑖𝑡𝑒𝑚𝑠
= 𝑃 𝑐𝑕𝑜𝑜𝑠𝑖𝑛𝑔 𝑟 𝑑𝑒𝑓𝑒𝑐𝑡𝑖𝑣𝑒 𝑎𝑛𝑑 4 − 𝑟 𝑔𝑜𝑜𝑑 𝑖𝑡𝑒𝑚𝑠
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5𝐶𝑟 ×20𝐶4−𝑟
= 𝑟 = 0, 1, 2, 3 𝑎𝑛𝑑 4
25𝐶4

Case (ii)
When the items are chosen with replacement, we note that the probability of an
item being defective remains the same in each draw.
5 1 1 4
𝑖𝑒) 𝑝 = 25 = 5 , 𝑞 = 1 − 5 = 5 and 𝑛 = 4.

The probability of exactly r successes.

𝑟 4;𝑟
1 4
∴ 𝑃 𝑋 = 𝑟 = 4𝐶𝑟 (𝑟 = 0,1,2,3 𝑎𝑛𝑑 4)
5 5
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Problem (2)
a shipment of 6 television sets contains 2 defective sets. A hotel makes a random
purchase of 3 of sets. If X is the number of defective sets purchased by hotel, find
the probability distribution of X.
Solution
Given X is the number of defective sets purchased by hotel.
All the 3 sets purchased simultaneously. Since there are only 2 defective sets in
the lot.
∴ 𝑋 can take the values 0, 1and 2.
∴ 𝑃 𝑋 = 𝑟 = 𝑃 𝑐𝑕oosing 𝑒𝑥𝑎𝑐𝑡𝑙𝑦 𝑟 𝑑𝑒𝑓𝑒𝑐𝑡𝑖𝑣𝑒 𝑖𝑡𝑒𝑚𝑠
= 𝑃 𝑐𝑕𝑜𝑜𝑠𝑖𝑛𝑔 𝑟 defective 𝑎𝑛𝑑 3 − 𝑟 𝑔𝑜𝑜𝑑 𝑖𝑡𝑒𝑚𝑠
2𝐶𝑟 ×4𝐶3−𝑟
= 𝑟 = 0, 1 𝑎𝑛𝑑 2
6𝐶3
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2𝐶0 ×4𝐶3−0 4𝐶 4𝐶 4 1
∴𝑃 0 = = 6𝐶3 = 6𝐶1 = 20 = 5
6𝐶3 3 3

2𝐶1 ×4𝐶3−1 2𝐶1 ×4𝐶2 2×6 3

𝑃 1 = 6𝐶3
= 6𝐶3
= 20
=5

2𝐶2 ×4𝐶3−2 2𝐶2 ×4𝐶1 4 1

𝑃 2 = = = 20 = 5
6𝐶3 6𝐶3

The required probability distribution is represented in the form of the following

table.
X=r 0 1 2 Total

P(r) 1 3 1 1
5 5 5
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Problem: (3)
1:3𝑥 1;𝑥 1:2𝑥
A random variable X may assume 4 values with probabilities , 4 , 4 and
4
1;4𝑥
. Find the condition on X so that these values represent the probability
4
function of X.
Solution:
1 : 3𝑥
Let P X = 𝑥1 = 𝑝1 =
4
1−𝑥
P X = 𝑥2 = 𝑝2 =
4
1 + 2𝑥
P X = 𝑥3 = 𝑝3 =
4
1 − 4𝑥
P X = 𝑥4 = 𝑝4 =
4
If given probabilities represent a probability mass function, each 𝑝𝑖 ≥ 0 and
𝑝𝑖 = 1 .
1 : 3𝑥 1
𝑝1 ≥ 0 ⇒ ≥0⇒𝑥≥−
4 3
1 ;𝑥
Similarly 𝑝2 ≥ 0 ⇒ ≥ 0 ⇒ 𝑥 ≤1
4
1:2𝑥 1
𝑝3 ≥ 0 ⇒ ≥ 0 ⇒ 𝑥 ≥ −
4 2
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1 − 4𝑥 1
𝑝4 ≥ 0 ⇒ ≥0⇒𝑥≤
4 4
∴ The values of x for which the probability function is defined is lie in the range
1 1
−3≤𝑥 ≤4.

Problem: (4)
If the random variable X takes the values 1, 2, 3 and 4 such that 2𝑃 𝑋 = 1 =
3𝑃 𝑋 = 2 = 𝑃 𝑋 = 3 = 5𝑃 𝑋 = 4 . Find the probability distribution and
cumulative distribution function of X.
Solution:
Given 2𝑃 𝑋 = 1 = 3𝑃 𝑋 = 2 = 𝑃 𝑋 = 3 = 5𝑃 𝑋 = 4 = 𝐾
Let 𝑃 𝑋 = 3 = 30K, 2𝑃 𝑋 = 1 = 30𝐾 ⟹ 𝑃 𝑋 = 1 = 15
3𝑃 𝑋 = 2 = 30𝐾 ⟹ 𝑃 𝑋 = 2 = 10𝐾
5𝑃 𝑋 = 4 = 30𝐾 ⇒ 𝑃 𝑋 = 4 = 6𝐾
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Since 𝑝𝑖 = 1 ⇒ 15𝐾 + 10𝐾 + 30𝐾 + 6𝐾 = 1

1
61𝐾 = 1 ⇒ 𝐾 =
61
The probability distribution of X is given in the following table:

𝑋=𝑖 1 2 3 4

𝑃𝑖 15 10 30 6
61 61 61 61

We know that the CDF of X is 𝐹 𝑥 = 𝑃 𝑋 ≤ 𝑥 .

If 𝑥 ≤ 1, 𝐹 𝑥 = 0
15
If 1 ≤ 𝑥 < 2, 𝐹 𝑥 = 𝑃 𝑋 = 1 =
61

15 10 25
If 2 ≤ 𝑥 < 3, 𝐹 𝑥 = 𝑃 𝑋 = 1 + 𝑃 𝑋 = 2 = 61 + 61 = 61
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15 10 30 55
If 3 ≤ 𝑥 < 4, 𝐹 𝑥 = 𝑃 𝑋 = 1 + 𝑃 𝑋 = 2 + 𝑃 𝑋 = 3 = 61 + 61 + 61 = 61
15 10 30 6
If 𝑥 ≥ 4, 𝐹 𝑥 = 𝑃 𝑋 = 1 + 𝑃 𝑋 = 2 + 𝑃 𝑋 = 3 + 𝑃 𝑋 = 4 = 61 + 61 + 61 + 61 = 1

Problem (5)
A random variable X has the following probability distribution

𝑥 -2 -1 0 1 2 3

𝑃(𝑥) .1 K .2 2K .3 3K

1.Find K 2. Evaluate 𝑃 𝑋 < 2 𝑎𝑛𝑑 𝑃(−2 < 𝑋 < 2) 3. find CDF of the X 4. find
mean and variance.
Solution:
1. Since 𝑃 𝑥 = 1 ⇒ 6𝐾 + .6 = 1
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⇒ 6𝐾 = .4
4 1
𝐾 = 60 = 15

∴ The probability distribution becomes

𝑥 -2 -1 0 1 2 3

𝑃(𝑥) 1 1 1 2 3 1
10 15 5 15 10 5
2. 𝑃 𝑋 < 2 = 𝑃(𝑋 = −2, −1, 0, 𝑜𝑟 1)
= 𝑃 𝑋 = −2 + 𝑃 𝑋 = −1 + 𝑃 𝑋 = 0 + 𝑃 𝑋 = 1

1 1 1 2
+ = + +
10 15 5 15
1
=
2
𝑃 −2 < 𝑋 < 2 = 𝑃(𝑋 = −1, 0 𝑜𝑟 1)
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= 𝑃 𝑋 = −1 + 𝑃 𝑋 = 0 + 𝑃 𝑋 = 1

1 1 2
= + +
15 5 15
2
=
5
3. We know that the CDF of X is 𝐹 𝑥 = 𝑃 𝑋 ≤ 𝑥 .
If 𝑥 < −2, 𝐹 𝑥 = 0
1
If −2 ≤ 𝑥 < −1, 𝐹 𝑥 = 𝑃 𝑋 = −2 = 10
1 1 1
If −1 ≤ 𝑥 < 0, 𝐹 𝑥 = 𝑃 𝑋 = −2 + 𝑃 𝑋 = −1 = 10 + 15 = 6
1 1 1 11
If 0 ≤ 𝑥 < 1, 𝐹 𝑥 = 𝑃 𝑋 = −2 + 𝑃 𝑋 = −1 + 𝑃 𝑋 = 0 = + + =
10 15 5 30

If 1 ≤ 𝑥 < 2, 𝐹 𝑥 = 𝑃 𝑋 = −2 + 𝑃 𝑋 = −1 + 𝑃 𝑋 = 0 + 𝑃 𝑋 = 1

1 1 1 2 15 1
= + + + = =
10 15 5 15 30 2
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If 2 ≤ 𝑥 < 3, 𝐹 𝑥 = 𝑃 𝑋 = −2 + 𝑃 𝑋 = −1 + 𝑃 𝑋 = 0 + 𝑃 𝑋 = 1 + 𝑃 𝑋 = 2

1 1 1 2 3 4
= + + + + =
10 15 5 15 10 5
If 𝑥 ≥ 3, 𝐹 𝑥 = 𝑃 𝑋 = −2 + 𝑃 𝑋 = −1 + 𝑃 𝑋 = 0 + 𝑃 𝑋 = 1 + 𝑃 𝑋 = 2 + 𝑃 𝑋 = 3

1 1 1 2 3 1
= + + + + + =1
10 15 5 15 10 5
4. Mean of X
1 1 1 2 3
𝐸 𝑋 = 𝑥𝑃 𝑥 = −2 × + −1 × + 0× + 1× + 2×
10 15 5 15 10
1
+ 3×
5
1 1 2 3 3 16
=− − + + + =
5 15 15 5 5 15
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1 1 1 2
𝐸 𝑋2 = 𝑥 2 𝑃 𝑥 = (−2)2 × + (−1)2 × + (0)2 × + (1)2 ×
10 15 5 15
3 1
+ (2)2 × + (3)2 ×
10 5
4 1 2 12 9
= + + + +
10 15 15 10 5

8
=
5
𝑉𝑎𝑟 𝑋 = 𝐸 𝑋 2 − 𝐸(𝑋) 2

8 16 2
= − 15
5

520 104
= =
5×225 225
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Problem (6)
A random variable X has the following probability distribution.
𝑥 0 1 2 3 4 5 6 7

𝑃(𝑥) 0 𝐾 2𝐾 2𝐾 3𝐾 𝐾2 2𝐾 2 7𝐾 2 + 𝐾

1.Find the value of K, 2. 𝑃 1.5<𝑋<4.5 , 3. The smallest value of 𝜆 for which

𝑋>2

1
𝑃 𝑋 ≤ 𝜆 > 2.

Solution:
1.We know that 𝑃 𝑥 =1
∴ 10𝐾 2 + 9𝐾 = 1
𝑖𝑒) 10𝐾 − 1 𝐾 + 1 = 0
1
∴𝐾= 𝑜𝑟 − 1
10
The value of 𝐾 = −1 makes some values of 𝑃(𝑥) negative, which is
meaningless.
1
∴𝐾=
10
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∴ The probability distribution is

𝑥 0 1 2 3 4 5 6 7

𝑃(𝑥) 0 1 2 2 3 1 2 17
10 10 10 10 100 100 100

1.5<𝑋<4.5 𝑃,(1.5<𝑋<4.5)∩(𝑋>2)- 𝐴 𝑃 𝐴⋂𝐵

2) 𝑃 𝑋>2 = 𝑃(𝑋>2)
∵𝑃 𝐵 = 𝑃 𝐵

𝑃(2<𝑋<4.5)
= 𝑃(𝑋>2)

𝑃 𝑋<3 :𝑃(𝑋<4)
= 𝑃(𝑋>2)
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2 3
+
= 10 10
2 3 1 2 17
+ + + +
10 10 100 100 100

5
= 10
7
10
5
=
7
3. By trials,
𝑃 X≤0 =0
1
𝑃 X≤1 =𝑃 X≤0 +𝑃 X=1 =
10
1 2 3
𝑃 X≤2 =𝑃 X≤1 +𝑃 X=2 = + =
10 10 10
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3 2 5 1
𝑃 X≤3 =𝑃 X≤2 +𝑃 X=3 = + = =
10 10 10 2
5 3 8
𝑃 X≤4 =𝑃 X≤3 +𝑃 X=4 = + =
10 10 10
1
∴ The smallest value of 𝜆 satisfying the condition 𝑃 𝑋 ≤ 𝜆 > 2 is 4.

Problem (7)
The probability function of a infinite discrete distribution is given by 𝑃 X = 𝑗 =
1
2𝑗
𝑗 = 1, 2, 3, … , ∞ . Verify that the total probability is 1 and find the mean and

variance of distribution. Find also 𝑃 X is even , 𝑃 X ≥ 5 and 𝑃 X is divisible by 3

Solution:
1
Given 𝑃 X = 𝑗 = 𝑝𝑗 = 2𝑗
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∞
1 1 1
𝑝𝑗 = + 2 + 3 + ⋯ ∞
2 2 2
𝑗<1

1 ∞
2 𝑖
𝑎
= = 1(∵ 𝑎𝑟 = )
1 1−𝑟
1−2 𝑖<0

The mean of X is defined as 𝐸 𝑋 = ∞ 𝑗<0 𝑗𝑝𝑗

1 1 1
∴ 𝐸 𝑋 = 1. + 2. 2 + 3. 3 + ⋯
2 2 2

1 1 1
= 1 + 2. + 3. 2 + ⋯
2 2 2

;2 ;2
1 1 1 1
= 1− = =2
2 2 2 2
 MA8402
PROBABILITY AND QUEUING THEORY

The variance of X, 𝑉𝑎𝑟 𝑋 = 𝐸 𝑋 2 − 𝐸(𝑋) 2

𝐸 𝑋2 = 𝑗 2 𝑝𝑗
𝑗<0

∴ 𝐸 𝑋2 = (𝑗 𝑗 + 1 − 𝑗)𝑝𝑗
𝑗<0

∞ ∞
1
= 𝑗 𝑗+1 𝑎𝑗 − 𝑗𝑎 𝑗 , 𝑤𝑕𝑒𝑟𝑒 𝑎 =
2
𝑗<0 𝑗<0

= 𝑎 1.2 + 2.3𝑎 + 3.4𝑎2 + ⋯ ∞ − 𝑎(1 + 2𝑎 + 3𝑎2 + ⋯ ∞)

= 𝑎 × 2 × (1 − 𝑎);3 −𝑎 × 1 − 𝑎 ;2

2𝑎 𝑎
= − = 8−2=6
(1 − 𝑎)3 1−𝑎 2
 MA8402
PROBABILITY AND QUEUING THEORY

2
𝑉𝑎𝑟 𝑋 = 𝐸 𝑋 2 − 𝐸 𝑋 = 6−4=2
𝑃 𝑋 𝑖𝑠 𝑒𝑣𝑒𝑛 = 𝑃 𝑋 = 2 𝑜𝑟 𝑋 = 4 𝑜𝑟 …
=𝑃 𝑋 =2 +𝑃 𝑋 =4 +𝑃 𝑋 =6 +⋯

2 4 6
1 1 1
= + + +⋯
2 2 2

1
4 1
= =
1 3
1−4
𝑃 𝑋 ≥ 5 = 𝑃 𝑋 = 5 𝑜𝑟 𝑋 = 6 𝑜𝑟 …
=𝑃 𝑋 =5 +𝑃 𝑋 =6 +𝑃 𝑋 =7 +⋯

5 6 7
1 1 1
= + + +⋯
2 2 2
 MA8402
PROBABILITY AND QUEUING THEORY

1
25 1 1
= = =
1 24 16
1−2
𝑃 𝑋 𝑖𝑠 𝑑𝑖𝑣𝑖𝑠𝑖𝑏𝑙𝑒 𝑏𝑦 3 = 𝑃 𝑋 = 3 𝑜𝑟 𝑋 = 6 𝑜𝑟 …
=𝑃 𝑋 =3 +𝑃 𝑋 =6 +𝑃 𝑋 =9 +⋯

3 6 9
1 1 1
= + + +⋯
2 2 2

3 2
1 1 1
= 1+ 3 + 3 +⋯
2 2 2
1
8 1
= =
1 7
1−8
 MA8402
PROBABILITY AND QUEUING THEORY

Problem (8)
A random variable X has the following probability distribution.

𝑥 0 1 2 3 4 5 6 7 8
𝑃(𝑥) a 3a 5a 7a 9a 11a 13a 15a 17a

1.Find the value of a , 2. 𝑃 𝑋 ≤ 3 , 𝑃 0 < 𝑋 < 3 3.variance and distribution

function of X
Solution
1.We know that 𝑃 𝑥 =1

𝑎 + 3𝑎 + 5𝑎 + 7𝑎 + 9𝑎 + 11𝑎 + 13𝑎 + 15𝑎 + 17𝑎 = 1

81𝑎 = 1
1
𝑎 = 81
 MA8402
PROBABILITY AND QUEUING THEORY

2. 𝑃 0<𝑋 <3 =𝑃 𝑋 =1 +𝑃 𝑋 =2
8
= 3𝑎 + 5𝑎 = 8𝑎 = 81

𝑃 𝑋 ≥ 3 = 1 − 𝑃(𝑋 ≤ 3)
= 1 − *𝑃 𝑋 = 0 + 𝑃 𝑋 = 1 + 𝑃 𝑋 = 2 +
= 1 − 𝑎 + 2𝑎 + 5𝑎
= 1 − 9𝑎

9 1 8
=1− =1− =
81 9 9
The CDF of X is 𝐹 𝑥 = 𝑃(𝑋 ≤ 𝑥)

If 𝑥 < 0, 𝐹 𝑥 = 0
1
If 0 ≤ 𝑥 < 1, 𝐹 𝑥 = 𝑃 𝑋 = 0 = 81
 MA8402
PROBABILITY AND QUEUING THEORY

1 3 4
If 1 ≤ 𝑥 < 2, 𝐹 𝑥 = 𝑃 𝑋 ≤ 0 + 𝑃 𝑋 = 1 = 81 + 81 = 81
4 5 9
If 2 ≤ 𝑥 < 3, 𝐹 𝑥 = 𝑃 𝑋 ≤ 1 + 𝑃 𝑋 = 2 = 81 + 81 = 81
9 7 16
If 3 ≤ 𝑥 < 4, 𝐹 𝑥 = 𝑃 𝑋 ≤ 2 + 𝑃 𝑋 = 3 = 81 + 81 = 81
16 9 25
If 4 ≤ 𝑥 < 5, 𝐹 𝑥 = 𝑃 𝑋 ≤ 3 + 𝑃 𝑋 = 4 = 81 + 81 = 81
25 11 36
If 5 ≤ 𝑥 < 6, 𝐹 𝑥 = 𝑃 𝑋 ≤ 4 + 𝑃 𝑋 = 5 = 81 + 81 = 81
36 13 49
If 6 ≤ 𝑥 < 7, 𝐹 𝑥 = 𝑃 𝑋 ≤ 5 + 𝑃 𝑋 = 6 = 81 + 81 = 81
49 15 64
If 7 ≤ 𝑥 < 8, 𝐹 𝑥 = 𝑃 𝑋 ≤ 6 + 𝑃 𝑋 = 7 = 81 + 81 = 81
64 17 81
If 𝑥 ≥ 3, 𝐹 𝑥 = 𝑃 𝑋 ≤ 7 + 𝑃 𝑋 = 8 = 81 + 81 = 81 = 1
 MA8402
PROBABILITY AND QUEUING THEORY

Problem (9)
In tossing of a coin head comes three times as often as tails. If the coin is
tossed 3 times, find the probability function of the number of heads.
Solution
Let X denote the number of heads appear on the coins.
∴ The values of X are 0, 1, 2, 3 since the coin tossed three times.
Given head comes 3 times as often as tail
3 3 1
∴𝑃 𝐻 =4 𝑃 𝑇 =1−4=4

𝑟 3;𝑟
3 1
𝑃 𝑋 = 𝑟 = 3𝐶𝑟 , 𝑟 = 0, 1, 2, 3
4 4

𝑃 𝑋 = 0 = 𝑃 𝑛𝑜 𝑕𝑒𝑎𝑑

1 3 1
= 3𝐶0 4 = 64
 MA8402
PROBABILITY AND QUEUING THEORY

𝑃 𝑋 = 1 = 𝑃 1 𝑕𝑒𝑎𝑑 2 𝑡𝑎𝑖𝑙𝑠

1 2
3 1 3 9
= 3𝐶1 =3× =
4 4 64 64

𝑃 𝑋 = 2 = 𝑃 2 𝑕𝑒𝑎𝑑 1 𝑡𝑎𝑖𝑙𝑠

2 1
3 1 9 27
= 3𝐶2 =3× =
4 4 64 64

𝑃 𝑋 = 3 = 𝑃 3 𝑕𝑒𝑎𝑑

3 0
3 1 27 27
= 3𝐶3 = 1× =
4 4 64 64
 MA8402
PROBABILITY AND QUEUING THEORY

∴ The probability function of X is

𝑥 0 1 2 3
𝑃(𝑥) 1 9 27 27
64 64 64 64

Video link
https://www.youtube.com/watch?v=p1Y4yJ1XnKY
https://www.youtube.com/watch?v=9rAP0Qe7LXw
https://www.youtube.com/watch?v=WaMyPHye2wQ