MATH220 Probability

and Statistics
Asst. Prof. Merve BULUT YILGÖR
 Random Variables and Probability Distributions:
Chapter • Random Variables
Outline • Discrete Distributions

Continuous Probability Distributions

Altınbaş Üniversitesi Dr. Merve BULUT YILGÖR MATH220 Probability and Statistics
Concept of a Random Variable
The sample space giving a detailed description of each possible outcome when
three electronic components are tested may be written

where N denotes nondefective and D denotes defective. One is naturally

concerned with the number of defectives that occur. Thus, each point in the
sample space will be assigned a numerical value of 0, 1, 2, or 3. These values
are, of course, random quantities determined by the outcome of the experiment.
They may be viewed as values assumed by the random variable X, the number
of defective items when three electronic components are tested.
Definition. A random variable is a function that associates a real number with
each element in the sample space.

We shall use a capital letter, say X, to denote a random variable and its
corresponding small letter, x in this case, for one of its values. In the electronic
component testing illustration above, we notice that the random variable X
assumes the value 2 for all elements in the subset

of the sample space S. That is, each possible value of X represents an event that
is a subset of the sample space for the given experiment.
Example. Two balls are drawn in succession without replacement from an urn
containing 4 red balls and 3 black balls. The possible outcomes and the values y
of the random variable Y , where Y is the number of red balls, are

Sample space y

RR 2
RB 1
BR 1
BB 0
Example. 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 value m of the random variable M
that represents the number of correct matches.

Sample Space m
SJB
SBJ
BJS
JSB
JBS
BSJ
Definition. If a sample space contains a finite number of possibilities or an
unending sequence with as many elements as there are whole numbers, it is called
a discrete sample space.

Definition. 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.

• In most practical problems, continuous random variables represent measured

data, such all possible heights, weights, temperatures, distance, or life periods,
whereas discrete random variables represent count data, such as the number of
defectives in a sample of A
Example. A pair of dice is thrown and the sum of the numbers is denoted by X.
The set of all x values that X can take

It is unknown what x value X will get before the dice are rolled. However, the value
of x that X gets randomly after the dice is rolled is observed. Hence, X is a random
variable.
Example. A child randomly cuts a 80 cm long rope and the length of the large piece
is indicated by Z. The set of z values that z can take

Before the child cuts the rope, the z value of Z cannot be known. However, after
the child cuts the rope, the z value that Z takes numerically is observed. Hence, Z is
a random variable.
Discrete Probability Distributions

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

Tossing a coin three times, the variable X, representing the number of heads,
assumes the value 2 with probability 3/8, since 3 of the 8 equally likely sample
points result in two heads and one tail

.
Example. 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 value m of the random variable M
that represents the number of correct matches.
Sample Space m
SJB m 0 1 3
SBJ
BJS P(M=m)
JSB
JBS
BSJ

Note that the values of m exhaust all possible cases and hence the probabilities
add to 1.
Discrete Probability Distributions

Definition. The set of ordered pairs ( , ( )) is a probability function, probability

mass function (pmf), or probability distribution of the discrete random variable
X if, for each possible outcome x,

3.
Example. 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.

Let X be a random variable whose values x are the possible numbers of defective computers
purchased by the school. Then x can only take the numbers 0, 1, and 2. Now
, ,

Thus, the probability distribution of X is

x 0 1 2
f(x)
Definition. The cumulative distribution function(cdf) F(x) of a discrete random
variable X with probability distribution f(x) is

We will often shorten this to distribution function. Note well that the definition of
F(a) uses the symbol less than or equal. This will be important for getting your
calculations exactly right.
Example.
Value a 0 1 2

pmf P(a) 136/190 51/190 3/190

cdf F(a) 136/190 187/190 190/190

F(0)=P(a )=P(0)=136/190
F(1)=P(a )=P(0)+P(1)=136/190+51/190=187/190
F(2)=P(a = P(0)+P(1)+P(2)=136/190+51/190+3/190=190/190
Example. Let X be the number of defective product.
Properties of the cdf F

The cdf F of a random variable satisfies several properties:

1. F is non decreasing. That is, its graph never goes down, or symbolically
if a≤b then F(a)≤F(b).

2. 0≤F(a)≤1

3. =1, =0,
Continuous Probability Distributions

A continuous random variable has a probability of 0 of assuming exactly any of its

values. Consequently, its probability distribution cannot be given in tabular form.

We shall concern ourselves with computing probabilities for various intervals of

continuous random variables such as P(a < X < b), P(W ≥ 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.

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

P(a < X < b) = .

P(a < X < b) = .
Definition.
Example. Suppose that the error in the reaction temperature, in ◦C, for a
controlled laboratory experiment is a continuous random variable X having
the probability density function

(a) Verify that f(x) is a density function.

We use definition. Obviously, f(x)
Example. Suppose that the error in the reaction temperature, in ◦C, for a
controlled laboratory experiment is a continuous random variable X having
the probability density function

(b)Find P(0<X )
Definition.

As an immediate consequence of Definition, one can write the two results

F(x)
P(a < X < b) = F(b) − F(a) and f(x) = ,

if the derivative exists.

Example. For the density function of the previous example, find F(x), and use
it to evaluate P(0<X<1).

For −1 < x < 2,

The cumulative distirbution function F(x) is expressed in Figure.
Example.