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Unit 1

The document discusses concepts related to random variables including discrete and continuous random variables, probability distributions, mean, variance, covariance, and other statistical measures. It provides examples and questions to help explain these concepts.

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Icedeck
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Download as PDF, TXT or read online on Scribd
9 views

Unit 1

The document discusses concepts related to random variables including discrete and continuous random variables, probability distributions, mean, variance, covariance, and other statistical measures. It provides examples and questions to help explain these concepts.

Uploaded by

Icedeck
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Unit 1: Random variables and its characterization

Random Variable:

It is a function 𝑋(𝜔) with domain 𝑆 and range (−∞, ∞) such that for
every real number 𝑎, the event [𝜔: 𝑋(𝜔) ≤ 𝑎] ∈ 𝐵
Discrete and Continuous Random Variables and their
Distribution Functions
 Discrete Random Variable

 Continuous Random Variable

Q1. Classify the following random variables as discrete or


continuous:
 Discrete Probability Distribution

Q2.

Q3.Determine the value of 𝑐 so that the following function can serve


as a probability distribution of discrete random variable 𝑋.
𝑓 (𝑥 ) = 𝑐 (𝑥 2 + 4), 𝑓𝑜𝑟 𝑥 = 0,1, 2, 3;
Q4. A random variable 𝑋 has the following probability function:
Values of 𝑋, 𝑥: 0 1 2 3 4 5 6 7
𝒇(𝒙) 0 𝒌 𝟐𝒌 𝟐𝒌 𝟑𝒌 𝒌𝟐 𝟐𝒌𝟐 𝟕𝒌𝟐 + 𝒌

(i) Find 𝒌 (ii) Evaluate 𝑷(𝑿 ≥ 𝟐)


5 13
(iii) 𝑷(𝑿 ≥ 𝟐 𝒐𝒓 𝑿 < 𝟓) (iv) 𝑃 {2 < 𝑋 < |𝑋 > 4}
2
Q5. An overseas shipment of 5 foreign automobiles contains 2 that
have slight paint blemishes. If an agency receives 3 of these
automobiles at random. Find the probability distribution for number
of automobiles with paint blemishes purchased by the agency and
draw the histogram of probability function.

 Continuous Probability Distribution

Q6.

Cumulative Distribution Function


 For Discrete
Points to remember
1. 𝑓(𝑥𝑗 ) = 𝐹(𝑥𝑗 ) − 𝐹(𝑥𝑗−1 )
2.
𝑃(𝑎 < 𝑋 ≤ 𝑏) = 𝐹 (𝑏) − 𝐹 (𝑎)

𝑃(𝑎 < 𝑋 < 𝑏) = 𝐹 (𝑏) − 𝐹 (𝑎) − 𝑃(𝑋 = 𝑏)

𝑃(𝑎 ≤ 𝑋 < 𝑏) = 𝐹 (𝑏) − 𝐹 (𝑎) − 𝑃(𝑋 = 𝑏) + 𝑃(𝑋 = 𝑎)

𝑃(𝑎 ≤ 𝑋 ≤ 𝑏) = 𝐹 (𝑏) − 𝐹 (𝑎) + 𝑃(𝑋 = 𝑎)

 For Continuous

Points to remember
1. 𝑓 (𝑥 ) = 𝐹 ′ (𝑥 )
2. 𝑃(𝑋 = 𝑐 ) = 0
3.
𝑃(𝛼 < 𝑋 < 𝛽 ) = 𝑃(𝛼 ≤ 𝑋 < 𝛽 ) = 𝑃(𝛼 < 𝑋 ≤ 𝛽 )

= 𝑃(𝛼 ≤ 𝑋 ≤ 𝛽 ) = 𝐹 (𝛽 ) − 𝐹(𝛼)

Note: 𝐹 (−∞) = 0, 𝐹 (∞) = 1, 0 ≤ 𝐹 (𝑥 ) ≤ 1, 𝐹 (𝑥 ) is a monotonic increasing


function.
Q4
Values of 𝑋, 𝑥: 0 1 2 3 4 5 6 7
𝒇(𝒙) 0 0.1 0.2 0.2 0.3 0.01 0.02 0.17

(v) Determine the distribution function of 𝑋


1
(vi) find minimum value of 𝑎, if 𝑃(𝑋 ≤ 𝑎 ) > 2
Q5(b).Find cumulative distribution function of random variable 𝑿
representing number of automobiles with paint blemishes purchased by
the agency and construct the graph.

(c). Using 𝑭(𝒙), find (i) 𝑷(𝑿 = 𝟏) (ii) 𝑷(𝟎 < 𝑿 ≤ 𝟐)

Q7. Determine distribution function for the following pdf.

Q8. Determine distribution function for the following pdf.


𝑥/2, 0≤𝑥≤1
1/2, 1≤𝑥≤2
𝑓(𝑥 ) = {
(−𝑥 + 3)/2, 2 ≤ 𝑥 ≤ 3
0, 𝑒𝑙𝑠𝑒𝑤h𝑒𝑟𝑒
Q9. Using distribution function 𝑭(𝒙) for the following continuous random
variable 𝑿, find (a) 𝑷(𝟎. 𝟑 < 𝑿 < 𝟎. 𝟔) (b) 𝒇(𝒙) (c) 𝑷(𝑿 = 𝟎. 𝟓)
0, 𝑥 ≤ 0
𝐹 (𝑥 ) = {𝑥√𝑥, 0<𝑥<1
1, 𝑥 ≥ 1
Q10.
Mean of a Random Variable (Mean of the Probability
Distribution)

Variance of a Random Variable


Q11.

Find Variance and standard deviation also.


Q13.

Find Variance also.


Q12.

Find Variance also.


Mean of Linear Combination of Random Variables

Q14.

Q15.
Q16.

(a) Find expected number of cartons sold.


(b) Find Variance of number of cartons sold.
(c) Find expected profit.
Q17.

(b)
Joint Probability Distribution
 For Discrete Random Variable

 For Continuous Random Variable

 Marginal Distribution

Q18. If the joint probability distribution of 𝑿 and 𝒀 is given by


𝒇(𝒙, 𝒚) = 𝒄(𝒙 + 𝒚), 𝒇𝒐𝒓 𝒙 = 𝟎, 𝟏, 𝟐, 𝟑; 𝒚 = 𝟎, 𝟏, 𝟐. Find
(a) 𝒄 (b) 𝑷(𝑿 ≤ 𝟐, 𝒀 = 𝟏)
(c) 𝑷(𝑿 > 𝟐, 𝒀 ≤ 𝟏) (d)𝑷(𝑿 > 𝒀)
(e) 𝑷(𝑿 + 𝒀 = 𝟒) (f) Find marginal distribution of 𝑿 and 𝒀.
Q19.

Q20.
 Conditional distribution

Q21.

(c) Find marginal distribution of 𝑿 and 𝒀.


(d)

(e)

(f) 𝑷(𝒀 = 𝟎, 𝑿 = 𝟐)
(g) 𝑷(𝟎 < 𝑿 ≤ 𝟐 | 𝒀 = 𝟏))
Q22.

Q23.

Q24.

(a) Find marginal density of 𝑿 and 𝒀.


(b)
(c) Check whether 𝑿 and 𝒀 are statistically independent.
 Statistical Independence

Q25. Determine whether the two random variables are independent?

Q26.
Mean for Two Dimensional random variables

Q27.

(c) Find 𝑬(𝟐𝑿 − 𝟑𝒀)


Q28.

Q29.

Covariance of Random Variables

Or
Imp.
 Sign of the covariance indicates whether the relationship
between two variables is positive or negative.
 If two variables are statistically independent, then
covariance is zero, but converse is not true.
 Covariance only describes the linear relationship between
two variables.

Q30.

Find the covariance and coefficient of correlation.


Q31.

Variances of Linear Combination of Random Variables


Q32.

Q33.

Q34.

Q35.

Chebyshev’s Theorem
*If we take 𝒌𝝈 = 𝒄 > 𝟎, then

*We call the theorem a distribution-free result.


*Three-fourths or more of the observations of any distribution lie
in the interval μ ± 2σ.

Q36. What part of observations of any distribution lies in the


interval 𝝁 ± 𝟑𝝈?

Q37.

Q38.

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