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STA416 - Topic 4 - 2

The document discusses discrete random variables and probability distributions. It covers concepts like random variables, probability functions, expected value, variance, and special distributions like binomial, uniform, and Poisson. It also provides formulas for calculating the expected value and variance of linear combinations of random variables. An example problem is worked through to demonstrate calculating the mean, variance, and standard deviation of a random variable.

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69 views14 pages

STA416 - Topic 4 - 2

The document discusses discrete random variables and probability distributions. It covers concepts like random variables, probability functions, expected value, variance, and special distributions like binomial, uniform, and Poisson. It also provides formulas for calculating the expected value and variance of linear combinations of random variables. An example problem is worked through to demonstrate calculating the mean, variance, and standard deviation of a random variable.

Uploaded by

sofia the first
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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CHAPTER 4

DISCRETE RANDOM
VARIABLES
AND
1
PROBABILITY DISTRIBUTIONS
(Part 2)
[email protected]
2
SUBTOPICS
Concept of a Random Variable
Definition
Types of Random Variable
Discrete Probability Distribution
Probability function (Probability mass function)
Distribution function (Cumulative distribution function)
Mathematical expectation
Expected value/mean
Variance
Special Discrete Probability Distribution
Uniform Distribution
Binomial Distribution
Poisson Distribution
Poisson Approximation to the Binomial Distribution
MATHEMATICAL
EXPECTATION
EXPECTED VALUE (MEAN)
AND VARIANCE
FOR DISCRETE RANDOM VARIABLES
3

[email protected]
HOW DO YOU DESCRIBE A DATA SET?
4

Measures of Location / Measures of Spread /


Measures of Central Measures of Dispersion
Tendencies

 Mean - average  Range


 Median  Interquartile range (IQR)
 Mode  Mean Absolute Deviation
 Variance
 Standard deviation
The value of the std. dev. tells
how closely the values of a data
set are clustered around the
mean.
5 The Mean (expected value) of a DISCRETE
random variable
Let X be a discrete random variable with probability distribution f(x).

The mean or expected value of X is

 = E ( X ) =  x f ( x)
x

The mean or expected value of the random variable g(X) is


 g ( X ) = E[ g ( X )] =  g ( x) f ( x)
x
6
The VARIANCE of a DISCRETE random variable
Let X be a discrete random variable with probability distribution f(x).

The variance of X is

 2 = V ( X ) = E[( X −  ) 2 ] =  ( x −  ) f ( x)
2

An alternative formula for variance of X is

 2 = V ( X ) = E ( X 2 ) −  2 = E ( X 2 ) − [ E ( X )]2

Note: The positive square root of the variance, , is called the standard
deviation of X.
Example 5
7
If X is the number of heads in three tosses of a coin, what are the mean,
variance and standard deviation of X?
Solution
Note: 3
x 0 1 2 3 Total
 = E ( X ) =  x f ( x)
f(x) 1/8 3/8 3/8 1/8 1 x =0
3
E ( X ) =  x 2 f ( x)
x f(x) 0 3/8 6/8 3/8 12/8 2

x2 f(x) 0 3/8 12/8 9/8 24/8 x =0

12
Mean :  = E ( X ) =  x f ( x) = = 1.5
8
Variance :  2 = Var ( X ) = E ( X 2 ) −  2
24
=
− (1.5) 2 = 0.75
8
Std.dev :  = 0.75 = 0.866
8
Means of Linear Combinations of a
Random Variable
If X is a discrete random variable, and a and b are
constants, then:
1. E ( a ) = a
2. E (aX ) = aE ( X )
3. E (aX + b) = aE ( X ) + b
4. E[ f ( x) + g ( x)] = E[ f ( x)] + E[ g ( x)]
5. E[a f ( x) + b g ( x)] = aE[ f ( x)] + bE[ g ( x)]
9
Variance of Linear Combinations of a
Random Variable
If X is a discrete random variable, and a and b are
constants, then:
1. V ( a ) = 0
2. V (aX ) = a 2 V ( X )
3. V ( a + X ) = V ( X )
4. V (aX + b) = a 2 V ( X )
10 Let X be a discrete random variable with probability
function f(x) and a be a constant.

Proof of 1: E (a) = a

E (a) = a f (x) = a f (x) = a  (1) = a


Proof of 2: E (aX ) = aE ( X )

E (aX ) =  a  x f ( x) = a x f ( x)
= a E( X )

Task: You may try to proof the rest on y our own.


11 Formula for Variance V(X)
 2 = V ( X ) = E ( X 2 ) −  2 = E ( X 2 ) − [ E ( X )]2

Proof:
V ( X ) = E[( X − ) 2 ]
= E ( X 2 − 2X +  2 )
= E ( X 2 ) − E (2X ) + E ( 2 )
= E ( X 2 ) − 2E ( X ) +  2
= E ( X 2 ) − 2   +  2
= E( X 2 ) − 2
= E ( X 2 ) − E ( X )2
12
EXAMPLE 6
Let X be the discrete variable with the following
probability distribution:
X=x 1 2 3 4
f(x)=P(X=x) 2/9 3/9 1/9 3/9

Calculate:
a) E(X)
b) E(X2)
c) E(4X + 3)
d) E(2X2 + X - 1)
e) V(X)
f) V(5X + 4)
13
SOLUTION
14

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