Welcome to the course
Data and Decisions
Topic: Random Variable and Probability
Distributions
Sub-topic
Learning Objectives
At the end of this session, you will be able to:
• Explain the random variable
• Describe the meaning of probability distribution and calculate
the parameters of the distribution
• Discuss various types of Discrete Probability distribution and
their application
• Calculate the mean and standard deviation of various discrete
probability distributions
Random Variables
• A quantitative variable x is a random variable if the value
that it assumes, corresponding to the outcome of an
experiment, is a chance or random event.
• Example: RVs are denoted with uppercase
• X = Number of heads in two coin toss
• X = SAT score for a randomly selected
student
• X = number of people in a room at a
randomly selected time of day
Probability Distributions
• The probability distribution for a discrete random
variable is a formula, table, or graph that gives the
possible values of x, and the probability p(x) associated
with each value of x.
• The values of x represent mutually exclusive numerical
events.
• Summing p(x) over all values of x is equivalent to adding
the probabilities of all simple events and therefore
equals 1.
The Mean and Standard Deviation
• Let x be a discrete random variable with probability
distribution p(x).
• Then the mean, variance, and standard deviation of x are
given as
Mean : xp( x)
Variance : ( x ) p ( x)
2 2
Standard deviation : 2
Example
• Toss two fair coins and let x equal the number of
heads observed. Find the probability distribution for x.
Mean? Variance?
Discrete Probability Distributions
• The Uniform probability distribution
• The Bernoulli probability distribution
• The Binomial probability distribution
• The Poisson probability distribution
• The Hypergeometric probability distribution
The Uniform Distribution
• RV: X = the number that appears when
rolling a die
• Distribution:
The Bernoulli Distribution
• RV: Hitting a target; the outcome is hit or miss
• Distribution:
The Binomial Probability Distribution
• RV: Toss a fair coin n = 2 times, record X = number of heads
• For a binomial experiment with n trials and probability p of
success on a given trial, the probability of k successes in n
trials is:
• Parameters:
Example
• Find P(X=3) for a binomial random variable with n=12 and
p=0.2. What are the mean and standard deviation for X?
( x 3) C3n p3q n3
The Poisson Random Variable
• The Poisson random variable X represents the number of events
that occur in a period of time or space during which an average
of such events can be expected to occur.
• Examples:
• The number of people entering the intensive care during a
given period of time
• The number of alcohol-related crashes during a given time
period
The Poisson Probability Distribution
• The probability of k occurrences:
µ𝑘 𝑒 −µ
𝑷 𝑋=𝑘 =
𝑘!
• Parameters:
Example
• The average number of people entering the intensive care
unit at a particular hospital is five per day. Find the
probability of less than two patients entering the intensive
care during a day.
50 𝑒 −5 51 𝑒 −5
𝑃 𝑋 =0 +𝑃 𝑋 =1 = + = 0.04042768
0! 1!
The Hypergeometric Probability Distribution
• The probability of exactly k successes in n trials is
M N M
Parameters:
• P (x k)
Ck Cn
N
k
Cn
M
n
6 M N M N n
4 2 3
n
N 8
N N N 1
• Example: 6 2 4
4 .4286
A bag is filled with both white
8 and
8 7black
balls. You are
trying to find the probability that you get 𝑥 white balls when
you select 𝑘 balls without replacement. 𝑚 is the number of
white balls and 𝑛 is the number of black balls
Let’s Recap
Summary
• Random variable
• Probability distribution and calculation of its mean and
standard deviation
• Discrete Probability distribution and types
• Mean and standard deviation of various discrete probability
distributions
Question – 1
A couple has three kids. What will be the values which can be
attained by the random variable representing number of
daughters the couple is having?
A. X= {1,2}
B. X={1,2,3,4)
C. X={0,1,2,3)
D. X=(0,1,2}
Question – 2
From the given random variables, find out which one is
discrete Random Variable
A. Speed of train
B. Number of students getting A grade
C. Height of men in Alaska
D. Error in measurement
Question – 3
Let X be a random variable defining number of students
getting A grade. What is the mean value of X?
A. 0.8
B. 2.8
C. 1.8
D. 3.8
Answers
Q1 : C
Q2 : B
Q3 : C
Thank You!
