01-Jul-25
Random Variables
&
Probability Distributions
Mathematical Sciences Department
Outcomes
1. Define a Random Variable - RV
2. Described Types of RVs
Random Variables & Probability
3. Defined a Probability Distribution - PD
4. State the Conditions of a PD
5. Calculate the Expectation & Variance of a PD
Distributions
6. Describe the properties of the Expectation of a PD
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01-Jul-25
Random Variable
Toss two coins:
Sample Space:
S = {HH, HT, TH, TT}
Random Variables & Probability
Now, let X = Number of heads obtained
Distributions
Sample point HH HT TH TT
Assigned X value 2 1 1 0
Mapping: HH
0 X : S 0,1, 2
HT
TH 1
2 Random
Variable
TT
Random Variable cont…
Dfn:
A random variable is a function that associates each element
in a sample space with a real number i.e. : ⟶ ℝ
Random Variables & Probability
A r.v. is a function defined on a sample space that associates
real numbers to outcomes of an experiment.
A r.v. is a numerically valued function defined on a sample
Distributions
space and its value is determined by chance.
Notation:
X denotes the random variable (or any upper case letter)
x denotes a value assumed by the rv (i.e. corresponding
lower case letter)
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01-Jul-25
Example
Let X be a r.v. representing the number of times the letter ‘e’
appears in a name. Evaluate x for each of the following names:
Mercy, Leshole, Hyacinta,
Random Variables & Probability
Rebeccah, Dumisan, and Subeda.
Distributions
Solution:
Name Mercy Leshole Hyacinta Rebeccah Dumisan Subeda
X=x 1 2 0 2 0 1
Types of Random Variables
Discrete R.V.:
A r.v. whose set of possible values is finite, x x1 , x2 , ..., xn
Values are obtained by counting and are clearly separate
Random Variables & Probability
E.g. number of children in a family, number of employees in a
department, number of defective items…
Continuous R.V.:
Distributions
A r.v. whose set of possible values is infinite i.e. values in a
continuous interval, ∈ : < < ; , ∈ ℝ
Values are obtained by measuring
E.g. height, salary, age, time taken to serve a customer,
temperature…
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01-Jul-25
Discrete Probability Distribution
Recall the tossing of two coins:
Represent the distribution of X=x on a frequency distribution:
Random Variables & Probability
X=x 0 1 2
Frequency, f 1 2 1
Probabilities
1/4 1/2 1/4
Distributions
Relative freq, r.f.
The possible values of X with their probabilities are:
X=x 0 1 2
P(X=x) ¼ ½ ¼
Probability
Distribution
Probability Distribution
Dfn: Properties of a PD:
The probability distribution A function f(x) is a PD of a
of a discrete rv is a listing of
discrete rv X if:
Random Variables & Probability
all possible values of the rv,
x, and their corresponding Probability of each outcome
probabilities. lies between 0 and 1
Distributions
0 f ( x ) 1 or 0 P ( X x) 1
A probability distribution The sum of the probabilities
can be presented as a of all the individual
table, a function, graph or outcomes in the sample
statement … space is 1
f ( x) 1
x
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01-Jul-25
Example
State whether each of these is a PD:
a) X=x 0 1 2
Yes
Random Variables & Probability
P(X=x) ¼ ½ ¼
b)
Y=y 15 20 23 25 30
Distributions
Yes
f(y) 0.12 0.2 0.08 0.1 0.5
c)
Weekly demand, X (ton) 5 12 14 17 19
No
f(x) 0.2 0.5 -0.2 0.25 0.25
Activity
a) Construct a PD table for the number of heads observed when
three fair coins are tossed.
Y=y 0 1 2 3
f(y) 1/8 3/8 3/8 1/8
Random Variables & Probability
b) The MUBAS EDO’s office reported the following information for
a sample of 250 cars parked on campus. Convert the table to a PD.
Distributions
Number of days parked 1 2 3 4 5 6 7 8
Frequency (cars) 20 38 53 45 40 13 5 36
X=x 1 2 3 4 5 6 7 8
f(x) 0.08 0.152 0.212 0.18 0.16 0.052 0.02 0.144
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01-Jul-25
Mean or Expectation of a Discrete RV
What are these?
Recall the tossing of 3 coins: Review
1 3 3 1
x 0 1 2 3
X=x 0 1 2 3 8 8 8 8
Random Variables & Probability
f 1 3 3 1
Probabilities
Find the mean of the
Distributions
distribution. Ans: 1.5 X=x 0 1 2 3
Mean: f(x) 1/8 3/8 3/8 1/8
fx 0 1 1 3 2 3 3 1
x
f 8 x xf x Expectation of x
x
1 3 3 1
0 1 2 3
8 8 8 8
1.5
Expectation
Dfn:
If X is a discrete r.v. with probability distribution or probability
mass function f(x), then the expectation or expected value of
Random Variables & Probability
x is
E X xf x Alternative presentation
x
Distributions
X E X xf x
x
n
X E X xi f xi
i 1
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01-Jul-25
Variance and Standard Deviation
Dfn:
If X is a discrete r.v. with probability distribution or probability
mass function f(x), then the variance of x is
Random Variables & Probability
2
Recall from sem 1
Var X x 2 f x xf x 2
x x fx 2
fx
Distributions
2
f f
2
Var X E X E X
2
E X 2
X
2
xf x
x
NB: Var X X
2
2
Std Deviation, X Var X x f x
x
f(x) = Probability
of x
Thank You.
