Module-2

Random Variables
 Content
Introduction of Random Variable
Probability mass Function
distribution and density functions
joint distribution and joint density functions
Marginal conditional distribution and
density functions
 Theory of probability

 It deals with uncertainty

 It gives the quantitative analysis of various problems
 It’s a decision making tool
Consider the following statement

• The chance of India winning a cricket match against Pakistan

is good
• The chance that it will rain on 15th August is pretty high
• The chance that price of share issued by Tata group would go
up in the next two years is very high
 Definition

• A random variable is a numerical

quantity that is generated by a
random experiment.

We will denote random variables by capital letters, such as

X or Z, and the actual values that they can take by
lowercase letters, such as x and z.
Random Experiment
 A random experiment is a process whose outcome is uncertain.
 The result may be any one of the various possible outcomes
but may not be same every time.
 Eg: if an unbaised dice is thrown it will not always fall with any
particular number up. Any of the six numbers on the dice can
come up.
Random Variable
 Random Variable

• A random variable x takes on a defined

set of values with different probabilities.
• For example, if you roll a die, the outcome is
random (not fixed) and there are 6 possible
outcomes, each of which occur with probability
one-sixth.
 Random variables can be discrete or
continuous

• Discrete random variables have a countable

number of outcomes
– Examples: Dead/alive, dice, counts, etc.

• Continuous random variables have an infinite

continuum of possible values.
– Examples: blood pressure, weight, the speed of a
car, the real numbers from 1 to 6.
 Probability functions

• A probability function maps the possible

values of x against their respective
probabilities of occurrence, p(x)
• p(x) is a number from 0 to 1.0.
• The area under a probability function is
always 1.
Probability mass function (pmf)
x p(x)
1 p(x=1)=1/6

2 p(x=2)=1/6

3 p(x=3)=1/6

4 p(x=4)=1/6

5 p(x=5)=1/6

6 p(x=6)=1/6
1.0
Cumulative distribution function
(CDF)
P(x)
1.0
5/6
2/3
1/2
1/3
1/6

1 2 3 4 5 6 x
Cumulative distribution function
x P(x≤A)
1 P(x≤1)=1/6

2 P(x≤2)=2/6

3 P(x≤3)=3/6

4 P(x≤4)=4/6

5 P(x≤5)=5/6

6 P(x≤6)=6/6
 Examples
1. What’s the probability that you roll a 3 or less?

2. What’s the probability that you roll a 5 or higher?

 Examples
1. What’s the probability that you roll a 3 or less?
P(x≤3)=1/2

2. What’s the probability that you roll a 5 or higher?

P(x≥5) = 1 – P(x≤4) = 1-2/3 = 1/3
 Practice Problem

Which of the following are probability functions?

a. f(x)=.25 for x=9,10,11,12

b. f(x)= (3-x)/2 for x=1,2,3,4

c. f(x)= (x2+x+1)/25 for x=0,1,2,3

 Answer (a)

a. f(x)=.25 for x=9,10,11,12

x f(x) Yes, probability
function!
9 .25
10 .25
11 .25

12 .25
1.0
 Answer (b)

b. f(x)= (3-x)/2 for x=1,2,3,4

x f(x)
Though this sums to 1,
1 (3-1)/2=1.0 you can’t have a negative
probability; therefore, it’s
2 (3-2)/2=.5 not a probability
function.
3 (3-3)/2=0

4 (3-4)/2=-.5
 Answer (c)
c. f(x)= (x2+x+1)/25 for x=0,1,2,3
x f(x)
0 1/25
1 3/25 Doesn’t sum to 1. Thus,
2 7/25 it’s not a probability
function.
3 13/25
24/25
 Practice Problem:
• The number of ships to arrive at a harbor on any given day is a
random variable represented by x. The probability distribution for x
is:

x 10 11 12 13 14
P(x) .4 .2 .2 .1 .1
Find the probability that on a given day:
a. exactly 14 ships arrive
b. At least 12 ships arrive
c. At most 11 ships arrive
 Practice Problem:
• The number of ships to arrive at a harbor on any given day is a
random variable represented by x. The probability distribution for x
is:

x 10 11 12 13 14
P(x) .4 .2 .2 .1 .1
Find the probability that on a given day:
a. exactly 14 ships arrive
b. At least 12 ships arrive
c. At most 11 ships arrive
p(x=14)= .1
p(x12)= (.2 + .1 +.1) = .4

p(x≤11)= (.4 +.2) = .6

Find the distribution function
 Practice Problem:

You are lecturing to a group of 1000 students. You ask

them to each randomly pick an integer between 1 and
10. Assuming, their picks are truly random:
• What’s your best guess for how many students picked the
number 9?
Since p(x=9) = 1/10, we’d expect about 1/10th of the 1000 students
to pick 9. 100 students.

• What percentage of the students would you expect picked a

number less than or equal to 6?
Since p(x≤ 6) = 1/10 + 1/10 + 1/10 + 1/10 + 1/10 + 1/10 =.6 60%
Joint Distribution
 Important discrete distributions
• Binomial
– Yes/no outcomes (dead/alive, treated/untreated,
smoker/non-smoker, sick/well, etc.)
• Poisson
– Counts (e.g., how many cases of disease in a given
area)
 Expected Value and Variance

• All probability distributions are

characterized by an expected value
and a variance (standard deviation
squared).
 A few notes about Expected Value as a
mathematical operator:
If c= a constant number (i.e., not a variable) and
X and Y are any random variables…
• E(c) = c
• E(cX)=cE(X)
• E(c + X)=c + E(X)
• E(X+Y)= E(X) + E(Y)
If X, and Y are independent random variables, then:
· Var(aX+bY) = a2 Var(X) + b2 Var (Y)
· Var(aXbY) = a2 Var(X) - b2 Var (Y)
· Var(X ± Y) = Var(X) + Var (Y)
 Example:
Let X, and Y be two independent random variables such that
E(X)=2, Var(X)=4, E(Y)=7, and Var(Y)=1. Find:
1. E(3X+7) and Var(3X+7)
2. E(5X+2Y2) and Var(5X+2Y2).

Solution:
1. E(3X+7) = 3E(X)+7 = 3(2)+7 = 13
Var(3X+7)= (3)2 Var(X)=(3)2 (4) =36
2. E(5X+2Y2)= 5E(X) + 2E(Y) 2= (5)(2) + (2)(7)  2= 22
Var(5X+2Y2)= Var(5X+2Y)= 52 Var(X) + 22 Var(Y)
= (25)(4)+(4)(1) = 104
 Question
• What is the expected value of the number of
points that will be obtained in a single throw
with an ordinary die? Find variance also.
• Ans. Mean = 3.5
• Variance = E(X2)-E(x)2
• E(X2) = 1/6[1+4+9+16+25+36] = 15.1
• Var(X) = 15.1-12.25 = 2.85
• Thirteen cards are drawn simultaneously from
a deck of 52. If aces count 1, face cards 10,
and others according to denomination. Find
the expectation of the total score on the 13
cards?
• X = 1, 2, 3, 4,5, 6, 7, 8, 9,10, 10, 10, 10
• P(X) = each case P(X) = 1/13
X 8 12 16 20 24
P(X) 1/8 1/6 3/8 1/4 1/12

𝐹𝑖𝑛𝑑
• E(X)
• E(X)2
• 𝐸(𝑥 − 𝑥)2
Bernoulli Distribution
Binomial Distribution
Binomial Distribution
 Binomial Distribution

• Binomial distribution is a discrete

probability distribution.
• Example : Number of defectives in a
lot of size ‘n’
Note
A coin is tossed four times. What is the
probability of getting-
• No head
• Exactly one head
• Exactly two heads
• Exactly three heads
• Exactly four heads
• At least two heads
• More than two heads
• At most 2 heads
• Less than three heads
 At least 2 heads

• P(r=2 or more) = P(2)+P(3)+P(4) = 11/16

More than 2 heads
• P( r = 3 or more) = P(3) + P(4) = 5/16
At most 2 heads
• P( r = 0 or 1 or 2) = P(0) + P(1) +P(2) =
11/16
Less than 3 heads
• P( r = 0 or 1 or 2) = P(0) + P(1) +P(2) =
11/16
An unbiased cubic die is thrown four times. What is the probability of
obtaining

• No six
• At least one six
• At least one even digit
• A multiple of 3
• A multiple of 2 or 3
 An unbiased cubic die is thrown four times. What is the probability of
obtaining
• No six
= 625/1296
• At least one six
= 671/1296
• At least one even digit
= 15/16
• A multiple of 3
= 2/3
• A multiple of 2 or 3
= 8/81
 Calculate mean of the binomial dist.
• No. of trails = 6, probability of success = 1/3
• No. of trails = 9, probability of failure = 1/3
• Probability of failure = 2/3, standard deviation
=2
• Probability of failure = 5/6, variance = 25
 Calculate mean of the binomial dist.
• No. of trails = 6, probability of success = 1/3
• 2
• No. of trails = 9, probability of failure = 1/3
• 6
• Probability of failure = 2/3, standard deviation = 2
• 6
• Probability of failure = 5/6, variance = 25
• 30
 Poisson Distribution
• The Poisson distribution is used as a limiting form of
binomial distribution.
• It is a discrete prob. Dist.
• It applies in a situations where the prob. of success (p)
is very small and that of failure (q) is very high, almost
equal to 1.
Example
• The number of cars arriving per minute at a service
station
• The number of persons born blind per year in a city
If a random variable X follows poisson
distribution such that P(X = 1) = P(X =
2), find the mean as well as variance of
the distribution
 question
• In a poisson distribution probability for x =0 is
10%. Find the mean given that loge10 = 2.3026
• A car-hire firm has two cars, which it hires, out
day by day. The number of demands for a car
on each day is distributed as poisson
distribution with mean 1.5. calculate the
proportion of days on which neither car is
used and the proportion of days on which
some demand is refused. [e-1.5 = 0.2231]
• A telephone switch board handles 600 calls on
the average during a rush hour. The board can
make a maximum of 20 connections per
minute. Use poisson distribution to estimate
the probability that the board will be over
taxed during any given minute
• e-1 = 0.0004539
• If P(X=0) =P(X=1)=a in a poisson distribution,
show that a =1/e
• If P(X=2)=9P(X=4)+90P(X=6), in the poisson
distribution, then find E(X)
• A poisson distribution has a double mode at
x=3 and x=4, what is the probability that x will
have one or the other of these two values.
• [mode formula = m-1 and m]
 Questions
• In a radio manufacturing factory, average number of
defective is 1 in 10 radios. Find the probability of getting
exactly 2 defective radios in a random sample of 10 radios
using Poisson distribution
• In a certain manufacturing process, 5% of the tools
produced turn out to be defective. Find the probability that
in a sample of 40 tools, utmost 2 will be defective
• A manufacturer of lenses knows that on an average 5% of
his product is defective. He sells lenses in boxes of 100 and
gives guarantee to consumer that not more than 4 lenses
will be defective in a box. What is the probability that each
box will meet the guaranteed quality?