Random Variable

What is random variable:

A numerical quantity whose value is determined by the outcome of a random
experiment is called as random variable, abbreviated as “r.v” and denoted by x, y,
z etc.

Distribution function:
The distribution function of “r.v” “x” denoted by F(x), is defined by F(x) = P
(x≤x).
The function F(x) gives the probability of the event that “x” can take a value less
than or equal to a specified value x. the distribution function is abbreviated as d.f
and also called as cdf (cumulative distribution function).

Discrete r.v and its Probability distribution

Discrete r.v: “def”

Probability distribution of discrete r.v:
A table that shows the distinct values of r.v “x”.
X1, X2… Xn with their respective probabilities P (X1), P(X2)… P (Xn) is called as
probability distribution of discrete r.v.

Q. Find the probability distribution of heads, when 3 coins are tossed.

Solution:
When 3 coins are tossed S = {HHH, HHT, HTH, THH, HTT, THT, TTH, TTT}.
Number of 3 heads = 1
Number of 2 heads = 3
Number of 1 heads = 3
No head = 1

X P (X)

0 𝟏⁄
𝟖
1 𝟑⁄
𝟖
2 𝟑⁄
𝟖
3 𝟏⁄
𝟖

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Question 7.3 (b) A bag contains 4 red and 6 black balls, a sample of 4 balls is
selected from the bag. Let “X” be the number of red balls. Find the probability
distribution of “X”.

Solution:

4 Red Balls
6 Black Balls
10 Total Balls

No of Red P (X)
Balls (X)
0 (𝟒𝟎)(𝟔𝟒) 𝟏𝟓
⁄ 𝟏𝟎 = 𝟐𝟏𝟎
(𝟒)
1 (𝟒𝟏)(𝟔𝟑) 𝟖𝟎
⁄ 𝟏𝟎 = 𝟐𝟏𝟎
(𝟒)
2 𝟗𝟎⁄
𝟐𝟏𝟎
3 𝟐𝟒⁄
𝟐𝟏𝟎
4 𝟏⁄
𝟐𝟏𝟎

Question 7.4 (a) A large store places its last 15 clocks radios in a clearance sale.
Unknown to anyone, 5 are defective. If customers test 3 different radios what is the
probability distribution of number of defective radios.

Solution:
Defective = 5
Non-defective = 10
Total radios = 15

Customer selects 3 radios.

X = 0, 1, 2, 3.

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 X P (X)

0 (𝟓𝟎)(𝟏𝟎 )
𝟑 ⁄ 𝟏𝟐𝟎
𝟏𝟓 = 𝟒𝟓𝟓
(𝟑)
1 (𝟓𝟏)(𝟏𝟎 )
𝟐 ⁄ 𝟐𝟐𝟓
𝟏𝟓 = 𝟒𝟓𝟓
(𝟑)
2 (𝟓𝟐)(𝟏𝟎 )
𝟏 ⁄ 𝟏𝟎𝟎
𝟏𝟓 = 𝟒𝟓𝟓
(𝟑)
3 (𝟓𝟑)(𝟏𝟎 )
𝟎 ⁄ 𝟏𝟎
𝟏𝟓 = 𝟒𝟓𝟓
(𝟑)

Question 7.4 (b) 3 balls are drawn from a bag containing 5 white and 3 black balls.
If “X” denotes the number of white balls, then find probability distribution of “x”.

Solution:

White balls = 5
Black balls = 3
Total balls = 8

No of white P (X)
balls (X)

0 (𝟓𝟎)(𝟑𝟑) 𝟏
⁄𝟖 =
(𝟑) 𝟓𝟔
1 (𝟓𝟏)(𝟑𝟐) 𝟏𝟓
⁄ 𝟖 = 𝟓𝟔
(𝟑)
2 (𝟓𝟐)(𝟑𝟏) 𝟑𝟎
⁄ 𝟖 = 𝟓𝟔
(𝟑)
3 (𝟓𝟑)(𝟑𝟎) 𝟏𝟎
⁄𝟖 =
(𝟑) 𝟓𝟔

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 Continuous r.v and Its Probability Density Function

Def of continuous r.v:

Probability density function of continuous r.v:

First derivative with respect to x of distribution function is called as density

function or p.d.f.

𝒅
= (𝑭(𝒙)) = 𝒇(𝒙)
𝒅𝒙

Some Integrations:

∫ = symbol of integration
∫𝟏 = x

𝒙𝟐
∫𝒙 = 𝟐

𝒙𝟑
∫ 𝒙𝟐 = 𝟑

𝒙𝟒
∫ 𝒙𝟑 = 𝟒

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Question 7.3. For the function given below.
f(x) = kx (0 ≤ x ≤ 2)
Find the value of K.

Solution:
Since the total probability = 1

𝟐
∫𝟎 𝒌 𝒙 𝒅𝒙 = 𝟏

𝟐
𝒌 ∫𝟎 𝒙 𝒅𝒙 = 𝟏
𝟐
𝒙𝟐
𝒌 [ ] =𝟏
𝟐 𝟎

𝒌
(𝒙𝟐 )𝟐𝟎 = 𝟏
𝟐

𝒌
( 𝟐𝟐 − 𝟎𝟐 ) = 𝟏
𝟐

𝒌
(𝟒) = 𝟏 (Here 4 is divide by 2 and answer comes 2)
𝟐

𝟐𝒌 = 𝟏

𝒌 = 𝟏⁄𝟐

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Question 7.4
If f(x) = 2x 0<x<1
Find
i. P(x = ½)
ii. P(x ≤ ½)
iii. P(x > ¼)
iv. P( ¼ < x < ½)

1. 2. P(x > ¼)
1
∫1⁄ 2𝑥 𝑑𝑥
P(x = ½ ) = 0 4
1
Since in continuous distribution, = 2 ∫1⁄ 𝑥 𝑑𝑥
4
the probability for any particular 𝑥2
1
point is zero. = 2 ( )1
2 ⁄4
= (𝑥 2 )11⁄
4
2
= 12 − 1⁄4
1
=1−
16
15
=
16
15
P(x > ¼) =
16

3. P(x ≤ ½ ) 4. P( ¼ < x < ½ )

1⁄ 1⁄
= ∫0 2 2𝑥 𝑑𝑥 2 ∫1⁄ 2 𝑥 𝑑𝑥
1⁄ 4
1⁄
= 2 ∫0 2 𝑥 𝑑𝑥 =
2
(𝑥 2 )1 2
1⁄ 2 ⁄4
𝑥2 2 1⁄
=2 ( ) = (𝑥 2 )1 2
2
1 ⁄4
= (𝑥 2 ) ⁄2 2 2
12 = (1⁄2) − (1⁄4)
= ( ) − (0)2 1 1
4 = −
P(x ≤ ½) = ¼ 4 16
4−1
=
16
3
=
16
P (¼ < x < ½) = 3⁄16

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Question 7.7 (b)
A continuous r.v has p.d.f.
f(x) = A (2 – x) (2 + x) 0≤x≤2
Find
i. Value of A
ii. P( X = ½ )
iii. P( x ≤ 1 )
iv. P( x ≥ 2 )
v. P( 1 ≤ x ≤ 2 )

Solution:
f(x) = A (2 – x) (2 + x)
Can be written as
= A (4 + 2x – 2x – x2)
f(x) = A (-x2 + 4)

i. Value of A
𝟐
𝑨 ∫𝟎 (−𝒙𝟐 + 𝟒) 𝒅𝒙 = 𝟏
𝟐 𝟐
𝑨 [∫𝟎 −𝒙𝟐 𝒅𝒙 + 𝟒 ∫𝟎 𝟏𝒅𝒙] = 𝟏
𝟐
𝒙𝟑
𝑨 [− ( ) + 𝟒 (𝒙)𝟐𝟎 ] = 𝟏
𝟑
𝟏
𝑨 [− (𝒙𝟑 )𝟐𝟎 + 𝟒 (𝒙)𝟐𝟎 ] = 𝟏
𝟑
𝟏
𝑨 [− (𝟐𝟑 − 𝟎𝟑 ) + 𝟒 (𝟐 − 𝟎)] = 𝟏
𝟑
𝟏
𝑨 [− × 𝟖 + 𝟖] = 𝟏
𝟑
𝟖 𝟖
𝑨 [− + ]=𝟏
𝟑 𝟏
−𝟖+𝟐𝟒
𝑨[ ]=𝟏
𝟑
𝟏𝟔
𝑨 [ ]=𝟏
𝟑
𝟑
𝑨=𝟏 ×
𝟏𝟔
𝟑
𝑨 =
𝟏𝟔

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 ii. P (x = ½) = 0
iii. P (x ≤ 1)

𝟑 𝟏
=
𝟏𝟓
∫𝟎 (−𝒙𝟐 + 𝟒) 𝒅𝒙
𝟑 𝟏 𝟏
= [− ∫𝟎 𝒙𝟐 𝒅𝒙 + 𝟒 ∫𝟎 𝟏 𝒅𝒙]
𝟏𝟔
𝟑 𝟏
= [− (𝒙𝟑 )𝟏𝟎 + 𝟒 (𝒙)𝟏𝟎 ]
𝟏𝟔 𝟑
𝟑 𝟏
= [− (𝟏𝟑 − 𝟎𝟑 ) + 𝟒 (𝟏 − 𝟎)]
𝟏𝟔 𝟑
𝟑 𝟏 𝟒
= [− + ]
𝟏𝟔 𝟑 𝟏
𝟑 −𝟏+𝟏𝟐
= [ ]
𝟏𝟔 𝟑
𝟑 𝟏𝟏
= ×
𝟏𝟔 𝟑
P (x ≤ 1) = 𝟏𝟏⁄𝟏𝟔

iv. P (x ≥ 2)
P (x ≥ 2) = 0
Because limits are for 0 to 2.

v. P (1 ≤ x ≤ 2)
𝟑 𝟐
= ∫𝟏 (−𝒙𝟐 + 𝟒) 𝒅𝒙
𝟏𝟔
𝟑 𝟐 𝟐
= [− ∫𝟏 𝒙 𝒅𝒙 + 𝟒 ∫𝟏 𝟏𝒅𝒙]
𝟏𝟔
𝟑 𝟏
= [− (𝒙𝟑 )𝟐𝟏 + 𝟒 (𝒙)𝟐𝟏 ]
𝟏𝟔 𝟑
𝟑 𝟏
= [− (𝟐𝟑 − 𝟏𝟑 ) + 𝟒 (𝟐 − 𝟏)]
𝟏𝟔 𝟑
𝟑 𝟏
= [− × 𝟕 × 𝟒]
𝟏𝟔 𝟑
𝟑 𝟕 𝟑
= × (− ) + 𝟒 ×
𝟏𝟔 𝟑 𝟏𝟔
𝟕 𝟏𝟐
=− +
𝟏𝟔 𝟏𝟔
−𝟕+𝟏𝟐
=
𝟏𝟔
𝟓
=
𝟏𝟔
𝟓
P (1 ≤ x ≤ 2) =
𝟏𝟔

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 Mean and Variance of discrete r.v.

Mean = E (X) = Ʃ XP (X)

Variance (X) = Ʃ𝑋 2 𝑃(𝑋) − [𝐸 (𝑋)]2
S.D (X) = √𝑣𝑎𝑟 (𝑥)

Q. For the question No. 7.4 (b) [3 balls are drawn…….]. Find Mean and Variance.

Solution:

X P (X) X P(X) X 2 P(X)

0 1⁄ 0 0
56
1 15⁄ 15⁄ 15⁄
56 56 56
2 30⁄ 60⁄ 120⁄
56 56 56
3 10⁄ 30⁄ 90⁄
56 56 56
TOTAL 105⁄ 225⁄
56 56

E (X) = Ʃ 𝑋 𝑃(𝑋)
E (X) = 105⁄56

And

Variance (X) = Ʃ 𝑋 2 𝑃(𝑋) − [𝐸 (𝑋)]2

225 105 2
= − ( )
56 56
= 4.0178 − 3.5156
Var (X) = 0.5021

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 Mean and Variance of Continuous random variable
Mean = E (X) = ∫ 𝑥 𝑓(𝑥)
Variance (X) = ∫ 𝑥 2 𝑓(𝑥) − [𝐸 (𝑋)]2

Question: For the function f(x) = 2x

0≤𝑥 ≤1
Find mean and variance.

Solution:

E (X) = Mean = ∫ 𝑥 𝑓(𝑥) 𝑑𝑥

1
= ∫0 𝑥 ∙ 2𝑥 𝑑𝑥
1
= 2 ∫0 𝑥 2 𝑑𝑥
2
= [𝑥 3 ]10
3
2
= (13 − 03 )
3
E (X) = 2⁄3

1
E (X2) = ∫0 𝑥 2 ∙ 2𝑥 𝑑𝑥
1
= 2 ∫0 𝑥 2 𝑑𝑥
2
= (𝑥 4 )10
4
1
= (1 − 0)
2
E (X2) = 1⁄2

1 2
Var (X) = − (2⁄3)
2
1 4
= −
2 9
9−8
=
18
1
=
18
Var (X) = 1⁄18

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