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Random Variables 2019

Here are the key steps to solve continuous probability distribution problems: 1) Identify the random variable X and its probability density function f(x). 2) Verify that the total area under the curve of f(x) is equal to 1 by evaluating the integral from -∞ to ∞. 3) To find P(a ≤ X ≤ b), evaluate the integral of f(x) from a to b. 4) To find P(X ≥ c) or P(X ≤ c), evaluate 1 - the integral of f(x) from -∞ to c. So in summary, continuous probability distributions involve identifying f(x), verifying the total area is 1,
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0% found this document useful (0 votes)
82 views

Random Variables 2019

Here are the key steps to solve continuous probability distribution problems: 1) Identify the random variable X and its probability density function f(x). 2) Verify that the total area under the curve of f(x) is equal to 1 by evaluating the integral from -∞ to ∞. 3) To find P(a ≤ X ≤ b), evaluate the integral of f(x) from a to b. 4) To find P(X ≥ c) or P(X ≤ c), evaluate 1 - the integral of f(x) from -∞ to c. So in summary, continuous probability distributions involve identifying f(x), verifying the total area is 1,
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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CONCEPT OF A RANDOM VARIABLE

A Random Variable is a function or rule that assigns a


number to each outcome of an experiment.

Two Types of Random Variables


•Discrete Random Variable is a random variable
where the sample space contains a finite number of
possibilities or an unending sequence with as many
elements as there are whole numbers.

•Continuous Random Variable is a random variable


where the sample space contains an infinite number
of possibilities equal to the number of points on a
line segment.
Discrete Random Variable – usually count data [Number of]
* one that takes on a countable number of values

X = values on the roll of two dice:


X has to be either 2, 3, 4, …, or 12.
Y = number of accidents on the AdU campus during a week:
Y has to be 0, 1, 2, 3, 4, 5, 6, 7, 8, …”real big
number”

Continuous Random Variable – usually measurement data


[time, weight, distance, etc]
* one that takes on an uncountable number of values

X = time it takes you to drive home from class: X > 0,


might be 30.1 minutes measured to the nearest tenth
but in reality the actual time is 30.10000001………….
minutes?)
Classify the following Random Variables as
discrete or continuous.

1. The number of automobile accidents in Cebu.


2. The length and time to play 9-ball billiards
game
3. The amount of milk produce by a particular cow
4. The number of eggs laid each month by 1 hen
5. The number enrollees in Adamson University in
1 semester
6. The weight of rice in lbs. produced per year
Discrete Probability Distributions

A table or formula listing all possible values that a


discrete random variable can take on along with
associated probabilities
 The function f(x) is a probability function or a
probability distribution of the discrete random
variable X if, for each possible outcome x,

1. f ( x)  0.
2.  f ( x)  1.
x

3. P( X  x)  f ( x).
Continuous Probability Distributions

The function with values f(x) is called a Probability


Density Function for the continuous random variable x if
the total area under its curve and above x - axis is equal
to 1
 The function f(x) is a probability density function
for the continuous random variable X, defined over
the set of real numbers R, if
1. f ( x)  0 for all x.

2.  f ( x) dx  1.

b
3. P( a  X  b)   f ( x) dx.
a
 Specific values of  Specific values of
random variable is random variable is
denoted by x denoted by x
 Also called probability
 Also called probability density function f(x)
mass function f(x)  P (x=x) = 0
 P (X=x) = f(x)  Can be represented as
 Can be represented in graph or formula
table or list  P (a x b)= f(x)dx ≥0
where f(x) ≥ 0
 P(x=x) = f(x) ≥ 0
 P(-∞<x<∞)=f(x)dx
  f (x) = P (s) = 1 P(s) = 1

Discrete Random Continuous Random


Variable Variable
A probability distribution is a table, formula, or graph
that describes the values of a random variable and the
probability associated with these values.

– Discrete Probability Distribution,


X = outcome of rolling one die
X 1 2 3 4 5 6
P(X) 1/6 1/6 1/6 1/6 1/6 1/6
– Continuous Probability Distribution
DISCRETE PROBABILITY DISTRIBUTION

An upper-case letter will represent the name of the


random variable, usually X.
Its lower-case letter x, will represent the value of the
random variable.

The probability that the random variable X will equal x is:


P(X = x) or more simply P(x)

X = number of heads in 10 flips of coin


P(X = 5) = P(5) = probability of 5 heads (x) in 10
flips
Probabilities, P(x), associated with Discrete random
variables have the following properties.

X 1 2 3 4 5 6
P(X) 1/6 1/6 1/6 1/6 1/6 1/6
The domain of random variable (also called chance
variable) is the sample space that summarizes the
outcomes of a randomly determined statistical
experiment.

The rule of association for a random variable assigns one


and only real number to each point of sample space.

The range of a random variable is the sample space of


number defined by rule of association.
1. The experiment is flipping a coin twice. If the random variable
is the number of heads on two flips, then what is the domain,
rule of association and its range?
DOMAIN = S = HH,HT,TH,TT
RULE OF ASSOCIATION = count the number of heads
RANGE = 0,1,2

2. Rolling a pair of dice . If the random variable is the number of


dots, then what is the domain, rule of association and its
range?
Sample Problems for Discrete Random Variables:

1. A coin is tossed four times. Let X denote the number


of heads that come up. Make a probability
distribution table

2. Find the probability distribution of boys and girls in


families with 3 children, assuming equal probability
for boys and girls. The random variable X represents
the number of boy in the family.
3. Two balls are drawn in succession without replacement
from an urn containing four red balls and three black
balls. Determine the possible outcomes and the values y
of the random variable Y, where Y is the number of red
balls.
4. A stockroom clerk returns three safety helmets at
random to three steel mill employees who had previously
checked them. If Smith, Jones, and Brown, in that order,
receive one of the three hats, list the sample points for
the possible orders of returning the helmets and find the
values m of the random variable M that represents the
number of correct matches.
5. A salesman schedules 5 calls a day. If X is the number of sales made
in 1 day, then
6-x / 15 if x=1,2,3,4,5
f(x) =
0 otherwise

A. Is f(x) a discrete probability distribution?


B. Find the probability that the salesman makes
1. Only one sale a day
2. At least 2 sales a day

6. Let W be a random variable giving the number of Heads


minus the number of tails in three tosses of a coin. List the
element of the sample space for the three tosses of the
coin and each sample point assign a value w of W
7. Find the probability distribution for the number
of JAZZ records when 4 records are selected at
random from a collection consisting of 5 Jazz, 2
Classical and 3 Polka records. Express your
answer by means of formula.

8. If a car agency sells 50% of its inventory of a


certain car equipped with air bags, find a formula
for the probability distribution of the number of
cars with airbags among the next 4 cars sold by
the agency.
Determine the value c so that each of the following
functions can serve as a probability distribution of the
discrete random variable X:
(a) f(x) = c(x2 + 4), for x = 0,1,2,3;
(b)f(x) = c (2Cx  3C3-x) for x = 0,1,2.

A lot containing 7 components is sampled by a quality


inspector; the lot contains 4 good components and 3
defective components. A sample size of three is taken
by the inspector, find a formula for the probability
distribution of the number of good component
Continuous Probability
Probability Density Function
For each value x in the range of a continuous random variable
X we can define the value of the probability density function
f(x) in such a way that P(a < X < b) = the integral of f(x) from a
to b. I.e., the probability that X falls between two points is the
area under f(x) between the two points. The density function
follows the rules that 0 <= f(x) <= 1, the integral of f(x) from -
infinity to +infinity = 1, and P(a < X < b) = integral of f(x) from a
to b. The cumulative distribution function F(x) associated with
X is defined for all real numbers as F(x) = the integral of f(t)
from -infinity to x.
A continuous random variable is a random variable where
the data can take infinitely many values. For example, a
random variable measuring the time taken for something to
be done is continuous since there are an infinite number of
possible times that can be taken.

For any continuous random variable with probability density


function f(x), we have that:
Example:
1. A continuous random variable X that can assume values
between x=1 and x=4 has a density function given by
f(x)= 1/3
a) Show that the area under curve is equal to 1
b) Find P (1.5 < X < 3)
c) Find P ( X ≥ 2.2)
Example:
2. Suppose that the error in the reaction temperature in °C,
for a controlled laboratory experiment is a continuous
random variable having the probability density function
2
given by f(x)= X / 3 for -1 < x < 2 and 0 for elsewhere
a) Show that the area under curve is equal to 1
b) Find P (0< X ≤ 1)
Example:
3. The proportion of people who respond to a certain mail
order solicitation is a continuous random variable with
probability density function given by f(x)= 2(x + 2) / 5
for 0 < x < 1 and 0 for elsewhere
a) Show that the area under curve is equal to 1
b) Find the probability that more than ¼ but fewer than
½ of the people contacted will respond to this type of
solicitation.
Example:
4. Let X be the random variable that denotes the life in
hours of a certain electronic device the probability density
3
function is f(x)= 20,000/ x for x >100 and 0 for
elsewhere
a) Find P( X> 200)
b) Find P( X < 150)
Example:
5. The IE’s of Metropolitan Construction company has been
able to set up the probability density function of the time
in weeks to complete a small contract. The contract
completion time is 7 weeks the pdf:
x/10 – 1/8 for 2  x < 6
f(x)=
5/8 – x/16 for 6 ≤ x ≤ 10
O for elsewhere

a) What percent of the time does the company fail to


comply with the contract?
b) What is the probability that a small contract will be
finished within 5 to 12 weeks?

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