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Module 3

Random variables and

probability distribution

Pramudita Satria Palar, Ph.D.

MS2200 Statistika
Fakultas Teknik Mesin dan Dirgantara
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Motivation
The velocity is
measured here

Some questions to think about:

Example 1: Fluid
• Will you observe the same
mechanics
value if you repeat the
experiment?
• How to describe these
Example 2: Solid values?
mechanics • Are there any patterns?
Strain
Yield
strength

Stress
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Definition
Non-negative
• A random variable is a function which vSample Random
Probability
space variable
associates a real number with each element
in the sample space of a random
experiment. Heads +1
1/2
• Random variable is usually denoted by a Tails -1
capital letter, e.g., X, and the value taken is
denoted by a small character, e.g., x Range

• Example: Consider taking three samples of product and observing

the number of defects (D and N means defect and normal,
respectively), we then have
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A simple example
• Two balls are drawn in succession without replacement from an urn containing 4
red balls and 3 blue balls. Let us define Y as the random variable and y as the
values (Y is the number of red balls). We can then define our sample space as
follows:
Sample space y
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Continuous and discrete random variables
• Discrete random variable: a random variable with a finite (or countably infinite) range.
• Continuous random variable: a random variable with an interval (either finite or infinite) of
real numbers for its range

If a sample space contains a finite number of possibilities / unending

sequence, it is called a discrete sample space

If a sample space contains an infinite number of possibilities / unending

sequence, it is called a continuous sample space

• Note: For continuous random variables, the

possible values are precisely the same values
that are contained in the sample space
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Probability distribution
• Probability distribution is a mathematical function, graph, or tables that provides the
probabilities of occurrence of different possible outcomes in an experiment.
• In other words, a probability distribution is a function that describes the likelihood of obtaining
possible values that a random variable can assume.

Random variables
With probability distribution, we can
analyze the distribution and the spread
of the data
Probability distribution of a Probability distribution of a
discrete random variable continuous random variable
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Probability distribution - discrete
• The set of ordered pairs (x,f (x)) is a probability function, probability mass function, or
probability distribution of the discrete random variable X if, for each possible outcome x

Non-negative probability

The sum equals to one

1 2 3 4 5 6

The probability of X
equals to x is f (x)
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Probability distribution - continuous
• The set of ordered pairs (x,f (x)) is a probability density function or probability
distribution of the continuous random variable X if, for each possible outcome x

Non-negative

The integral equals to one

Calculation of
probability

The figure is created by using the webapp in:

https://homepage.divms.uiowa.edu/~mbognar/applets/normal.html
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Module 3 (bagian 2)
Random variables and
probability distribution
• Joint probability distribution
• Marginal distribution
• Conditional probability distribution
Pramudita Satria Palar, Ph.D. • Statistical independence
Fakultas Teknik Mesin dan Dirgantara
MS2200 Statistika
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Cumulative distribution functions - discrete
• CDF of X, evaluated at x, is the probability that X will take a value less than or equal to
x, that is

• Why CDF is important? It is sometimes useful to consider cases lower than a threshold
value. The following relation holds:
• F (x) is a nondecreasing function, why?

1 2 3 4 5 6
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Cumulative distribution functions - discrete

6/16 1

4/16
11/16

5/16
1/16

0 1 2 3 4 0 1 2 3 4
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Cumulative distribution functions - continuous
• The cumulative distribution function F (x) of a continuous random variable X with
density function f (x) is

The following relation holds:

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Joint probability distribution
• Joint probability is the probability of two or more random variables happening
together.
• If X and Y are two random variables, the probability distribution that defines their
simultaneous behavior is called a joint probability distribution.
• For two variables, we have bivariate distribution. For two or more, we have
multivariate distribution.

An example of
bivariate distribution
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Joint probability distribution (discrete)
• The function fXY(x,y) is a joint probability distribution or joint probability mass
function of the discrete random variables X andY if
Joint probability must be
zero or positive

The sum of all probabilities

equals to one

Probability for a unique combination of x and y

Probability for several combinations of x and y in a region

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Joint probability distribution (continuous)
• The function fXY(x,y) is a joint density function or joint probability density function
of the continuous random variables X andY if
The value must be
zero or positive

The integral
equals to one

Probability for any region R of two-dimensional space

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Marginal distribution
• Given fXY(x,y) the probability distribution g(x) of X alone is obtained by
summing/integrating f (x,y) over the values of Y.
• Similarly, h(y) is obtained by summing/integrating f (x,y) over the values of X.
• g(x) and h(y) are called the marginal distributions of X and Y, respectively.
Discrete

Continuous

Marginal distribution gives the probabilities of

various values in the subset without reference to
the values of the other variables
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Marginal distribution - illustration
Discrete
Row
totals

Marginal Continuous
distribution of X
Marginal
Column totals distribution of Y

Joint distribution
of X and Y
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Conditional probability distribution
The conditional probability distribution of Y given X is the
probability distribution of Y when X is known to be a
particular value.

Conditional distribution
of Y given that X = x

Conditional distribution
of X given that Y = y
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Statistical independence
If fXY(x|y) does not depend on y, then fXY (x|y) = g(x), and fXY (x,y) = g(x)h(y)

Since

The random variables X and Y are said to be

statistically independent if and only if..

.. for all (x, y) within their range

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Sekian dan terima kasih!