Probability and Statistics

BMAT202L
Module: 2, Random Variable

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 Random variable

Random variable
A random variable (RV) is a function (X : S → R) that associates a real
number with each element in the sample space(S).
Example 1
For example, in a random experiment of tossing two coins, the sample
space be S = {HH, HT , TH, TT }. If is a RV denoting the “number of
heads”, then we have the followings.
X (HH) = 2, X (HT ) = 1, X (TH) = 1, and X (TT ) = 0.

Example 2
Two balls are drawn in succession without replacement from an urn
containing 4 red balls(R) and 3 black balls(B). The possible outcomes
S = {RR, RB, BR, BB}. Then we define a function X from S to real
number R, where X represent the number of red balls for every sample of S
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 Random variable

• If a sample space contains a countable number of possibilities is called

a discrete sample space.
• If a sample space contains an infinite number of possibilities equal to
the number of points on a line segment, it is called a continuous
sample space.
• A real valued function defined on a discrete sample space is called a
discrete random variable.
• A random variable X is said to be continuous if it can take all
possible(integrals as well as fractional) between certain limits.

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 Random variable

Discrete Probability Distributions

A discrete random variable assumes each of its values with a certain

probability. In case of tossing a coin two times, the possible outcomes are
S = {HH, HT , TH, TT }. The variable X , representing the number of
heads in s ∈ S. Now, we define by X : S → R as
X (s1 ) = 2, X (s2 ) = 1, X (s3 ) = 1, X (s4 ) = 0.

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 Random variable

Thus the random variable X and the values of x with the probability
values of x is given below table.

X 0 1 2
1 1 1
P(x)=P(X=x) 4 2 4

The set of ordered pairs (x, P(x)) is called the probability mass function,
probability function, or probability distribution of the discrete random
variable X .

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 Random variable

Probability mass function

The set of ordered pairs (x, P(x)) is a probability mass function,

probability function, or probability distribution of the discrete random
variable X if, for each possible outcome x,
X
P(x) ≥ 0 for all x ∈ X and P(x) = 1.
x∈X

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 Random variable

Problem 3
A shipment of 20 similar laptop computers to a retail outlet contains 3
that are defective. If a school makes a random purchase of 2 of these
computers, find the probability distribution for the number of defectives.

Solution: Let X be a random variable whose values x are the possible

numbers of defective computers purchased by the school. Now,

3C0 × 17C2 68
P(X = 0) = =
20C2 95

3C1 × 17C1 51
P(X = 1) = =
20C2 190

3C2 × 17C0 3
P(X = 2) = =
20C2 190

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 Random variable

Thus, the probability distribution of X is given below table.

X 0 1 2
68 51 3
P(x)=P(X=x) 95 190 190

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 Random variable

Continuous Probability Distributions

• A continuous random variable has a probability 0 of assuming exactly

any of its values. Consequently, its probability distribution cannot be
given in tabular form.
• Let us discuss a random variable whose values are the heights of all
people over 21 years of age.
• Between any two values, say 163.5 and 164.5 centimeters, or even
163.99 and 164.01 centimeters, there are an infinite number of
heights, one of which is 164 centimeters.

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 Random variable

• The probability of selecting a person at random who is exactly 164

centimeters tall and not one of the infinitely large set of heights so
close to 164 centimeters that you cannot humanly measure the
difference is remote, and thus we assign a probability of 0 to the
event.
• This is not the case, however, if we talk about the probability of
selecting a person who is at least 163 centimeters but not more than
165 centimeters tall.
• Now we are dealing with an interval rather than a point value of our
random variable.

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 Random variable

Probability density function

• We shall concern ourselves with computing probabilities for various

intervals of continuous random variables such as
P(a < X < b), P(X ≥ c), and so forth.
• Note that when X is continuous,
P(a < X ≤ b) = P(a < X < b) + P(X = b) = P(a < X < b). That
is, it does not matter whether we include an endpoint of the interval
or not. This is not true, though, when X is discrete.
• A probability density function is constructed so that the area under its
curve bounded by the x-axis is equal to 1 when computed over the
range of X for which f (x) is defined

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 Random variable

• Should this range of X be a finite interval, it is always possible to

extend the interval to include the entire set of real numbers by
defining f (x) to be zero at all points in the extended portions of the
interval.
• In the following Figure, the probability that X assumes a value
between a and b is equal to the shaded area under the density
function between the ordinates at x = a and x = b, and from integral
calculus is given by
Z b
P(a < X < b) = f (x)dx.
a

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Random variable

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 Random variable

The function f (x) is a probability density function (pdf) for the continuous
random variable X , defined over the set of real numbers, if
Z ∞
f (x) ≥ 0, for all x ∈ R, and f (x)dx = 1.
−∞

Problem 4
Suppose that the error in the reaction temperature, in C, for a controlled
laboratory experiment is a continuous random variable X having the
probability function

 x 2 , −1 < x < 2
f (x) = 3
0, otherwise.

Verify that f (x) is a density function and find P(0 < X ≤ 1).

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 Random variable

Solution
R∞
Clearly f (x) ≥ 0. To verify −∞ f (x)dx = 1,

Z ∞ Z −1 Z 2 Z ∞
f (x)dx = f (x)dx + f (x)dx + f (x)dx
−∞ −∞ −1 2
Z 2
= 0+ f (x)dx + 0
−1
3 2
 
x
=
9 −1
8 (−1)
= −
9 9
8 1
= + = 1.
9 9

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 Random variable

Next,
Z 1
P(0 < X ≤ 1) = f (x)dx
0
Z 1
= f (x)dx
0
1
x3

=
9 0
1
= .
9

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 Random variable

Cumulative distribution function

The cumulative distribution function F (x) of a random variable X with

probability distribution P(x) and probability density function f (x) is
X


 P(x = t) if X is discrete
t<x
F (x) = P(X < x) = Z x
f (t)dt if X is continuous



−∞

Let F (x) be a cumulative distribution function of a continuous random

variable X . Then P(a < X < b) = F (b) − F (a) and f (x) = d(Fdx(x)) , if
the derivative exists.

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 Random variable

Problem 5

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 Random variable

Solution

P
For (1), since P(x) is p.m.f, and x P(x) = 1, it follows that
X
P(x) = 1
x
0.1 + k + 0.2 + 2k + 0.3 + k = 1
0.6 + 4k = 1
4k = 0.4
k = 0.1.

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 Random variable

Solution Cont...

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 Random variable

Solution Cont...

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 Random variable

Solution Cont...

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 Random variable

Problem 6

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Problem 7

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 Random variable

Solution:
R 0.4  0.4
For (1), P(X ≤ 0.4) = 0 f (x)dx = x 2 0 = 0.16.

For (3), cumulative distribution F (x) = x 2 .

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 Random variable

Problem 8

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