Chapter 2

Random Variables and

Probability Distributions

2.1 Random Variables

In rolling two dice, we know that the sum X of the two numbers that turn
up must be an integer between 2 and 12, but we cannot predict which value
of X will occur in the next trial, and we say X depends on “chance”.

Roughly speaking, a random variable X (also called Stochastic variable

or variate) is a function associated with a random experiment whose values
are real numbers and their occurrence in the trials (the performance of the
experiment) depends on “chance”; more precisely, its can be defined as:

Definition 1. 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.

Example 2.1: Two balls are drawn in succession without replacement from a box
containing 4 red, and 3 black balls. List the possible outcomes and the values of
the random variable X, where X is the number of red balls.

A random variable is called discrete random variable if its set of possible Discrete
& Con-
outcomes is countable. And it is called a continuous random variable tinuous
when the random variable takes on a continuous scale. Random
Variables
In most practical problems, discrete random variables represent count data
(cars on road, number of defective in a sample of k items, etc.), whereas

1
 Class Notes on
2.2. DISCRETE PRO. DIST. Applied Probability and Statistics ECEG-342

continuous random variables represent measured data (height, weight, tem-

perature, voltage, carbon content of a steel, water level in a canal, etc.)

2.2 Discrete Probability Distributions

A discrete random variable assumes each of its values with a certain probabil-
ity. Frequently, it is convenient to represent all the probabilities of a random
variable X by a formula. Such a formula would necessarily be a function
of the numerical values x that we shall denote by f (x), g(x), r(x), and so
forth. Therefore, we write f (x) = P (X = x); for example,f (3) = P (X = 3).
The set of ordered pairs (x, f (x)) is called the probability function or
probability distribution of the discrete random variable X.

Definition 2. 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

1. f (x) ≥ 0
X
2. f (x) = 1
x

3. P (X = x) = f (x).

A graph of f (x) is called a probability graph.

Example 2.2: A shipment of 8 similar microcomputers 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 defective. Sketch the probabil-
ity graph.

Exercise 2.1: If 50% of automobiles sold by an agency for a certain foreign car
are equipped with diesel engines, find a formula for the probability distribution of
the number of diesel models among
  the next 4 cars sold by this agency.
4
Answer :f (x) = P (X = x) = /16 for x = 0, 1, 2, 3, 4.
x

There are many problems in which we wish to compute the probability that Cumulative
Distribu-
the observed value of a random variable X will be less than or equal to some tion
real number x. Writing F (x) = P (X ≤ x) for every real number x, we define
F (x) to be the cumulative distribution of the random variable X.

Murad Ridwan, 2 of 8
Dep. of Electrical & Computer Engineering
AiOT, Addis Ababa University.
July 2010.
 Class Notes on
2.3. CONTINUOUS PRO. DIST. Applied Probability and Statistics ECEG-342

Definition 3. The cumulative distribution F (x) of a discrete random

variable X with probability distribution f (x) is given by
X
F (x) = P (X ≤ x) = f (t) for − ∞ ≤ x ≤ +∞
t≤x

Example 2.3: Find the cumulative distribution for the random variable X in the
above example.

2.3 Continuous Probability Distribution

If X is a continuous random variable the probability that X takes on any
particular value is generally zero.

Definition 4. The function f (x) is a probability density function for

the continuous random variable X, defined over the set of real numbers R, if

1. f (x) ≥ 0 for all x ∈ R

Z +∞
2. f (x)dx = 1
−∞
Z b
3. P (a < X < b) = f (x)dx
a

Example 2.4: Suppose that the error in the reaction temperature, in o C, for a
controlled laboratory experiment is a continuous random variable X having the
probability density function
(
cx2 , −1 ≤ x ≤ 2
f (x) =
0, elsewhere

a. Find the constant c

b. Find P (0 ≤ X ≤ 1)

Definition 5. The cumulative distribution F (x) of a continuous random

variable X with density function f (x) is given by
Z x
F (x) = P (X ≤ x) = f (t)dt, −∞ < x < +∞
−∞

From the above definition, it can be shown that

Murad Ridwan, 3 of 8
Dep. of Electrical & Computer Engineering
AiOT, Addis Ababa University.
July 2010.
 Class Notes on
2.3. CONTINUOUS PRO. DIST. Applied Probability and Statistics ECEG-342

1. P (a < X < b) = F (b) − F (a)

dF (x)
2. f (x) =
dx
Example 2.5: For the above example, find F (x) and use it to evaluate P (0 <
X ≤ 1).

Exercise 2.2:

1. Consider the density function

( √
k x, 0<x<1
f (x) =
0, elsewhere

(a) Evaluate k
(b) Find F (x) and use it to evaluate P (0.3 < X < 0.6)

Answer : (a) 3/2 (b) F (x) = x3/2 ; 0.3004

2. Show that the random variable X=number of times a fair coin is tossed
until a head appears has the probability function

f (x) = 2−x (x = 1, 2, · · · )

3. Find the probability function of the random variable X = Number of times

a fair die is rolled until the first 5 or 6 appears.
Answer : f (x) = ( 31 )( 23 )x−1 , x = 1, 2, · · ·

4. Find the probability that none of three bulbs in a traffic signal will have to
be replaced during the first 1200 hours of operation if the lifetime X of a
bulb is a random variable with the density f (x) = 6[0.25 − (x − 1.5)2 ] where
1 ≤ x ≤ 2 and f (x) = 0 otherwise, where x is measured in multiples of 1000
hours. Z 2
Answer : P (X > 1200) = f (x)dx = 0.896
1.2

5. Can the function (

c(1 − x2 ), 0≤x≤1
f (x) =
0, elsewhere
be a distribution function? Explain.

Murad Ridwan, 4 of 8
Dep. of Electrical & Computer Engineering
AiOT, Addis Ababa University.
July 2010.
 Class Notes on
2.4. JOINT PROBABILITY DISTRIBUTION Applied Probability and Statistics ECEG-342

2.4 Joint Probability Distribution

If X and Y are two discrete random variables, the probability distribution for
their simultaneous occurrence can be represented by a function with values
f (x, y). This function is referred to as the joint probability distribution
of X and Y .

Definition 6. The function f (x, y) is a joint probability distribution or

probability mass function of the discrete random variables X and Y if

1. f (x, y) ≥ 0 for all (x, y)

XX
2. f (x, y) = 1
x y

3. P (X = x, Y = y) = f (x, y)

For any region A in the xy plane,

X
P [(X, Y ) ∈ A] = f (x, y)
A

Example 2.6: Two refills for a ballpoint are selected at random from a box that
contains 3 blue refills, 2 red refills, and 3 green refills. If X is the number of blue
refills and Y is the number of red refills selected, find

1. the joint probability function f (x, y), and

2. P [(X, Y ) ∈ A], where A is the region {(x, y)|x + y ≤ 1}

When X and Y are continuous random variables, the joint density func-
tion f (x, y) is a surface lying above the xy plane, and P [(X, Y ) ∈ A], were A
is any region in the xy plane, is equal to the volume of the cylinder bounded
by the base A and the surface.

Definition 7. The function f (x, y) is a joint density function of the

continuous random variables X and Y if

1. f (x, y) ≥ 0 for all (x, y)

Z +∞ Z +∞
2. f (x, y)dxdy = 1
−∞ −∞
ZZ
3. P [(X, Y ) ∈ A] = f (x, y)dxdy for any region A in the xy plane.
A

Murad Ridwan, 5 of 8
Dep. of Electrical & Computer Engineering
AiOT, Addis Ababa University.
July 2010.
 Class Notes on
2.4. JOINT PROBABILITY DISTRIBUTION Applied Probability and Statistics ECEG-342

Example 2.7: A candy company distributes boxes of chocolates with a mixture of

creams, toffees, and nuts coated in both light and dark chocolate. For a randomly
selected box, let X and Y , respectively, be the proportions of the light and dark
chocolates that are creams and suppose that the joint density function is given by
(
c(2x + 3y), 0 ≤ x ≤ 1, 0 ≤ y ≤ 1
f (x, y) =
0, elsewhere

a. Compute c

b. Find P [(X, Y ) ∈ A], where A is the region {(x, y)|0 < x < 12 , 14 < y < 12 }

Definition 8. The marginal distribution of X alone and Y alone are

given by X X
g(x) = f (x, y) and h(y) = f (x, y)
y x

for discrete case and by

Z +∞ Z +∞
g(x) = f (x, y)dy and h(y) = f (x, y)dx
−∞ −∞

for continuous case.

Example 2.8: Find g(x) and h(y) for the joint density function in the above ex-
ample.

Definition 9. Let X and Y be two random variables, discrete or continuous.

The conditional distribution of the random variable Y , given X = x, is
given by
f (x, y)
f (y/x) = , g(x) > 0
g(x)
Similarly, the conditional distribution of the random variable X, given
that Y = y, is given by
f (x, y)
f (x/y) = , h(y) > 0
h(y)

If one wishes to find the probability that the discrete random variable X
falls between a and b when it is known that the discrete variable Y = y, we
evaluate X
P (a < X < b|Y = y) = f (x/y)
x

Murad Ridwan, 6 of 8
Dep. of Electrical & Computer Engineering
AiOT, Addis Ababa University.
July 2010.
 Class Notes on
2.5. INDEPENDENT RANDOM VARIABLES Applied Probability and Statistics ECEG-342

where the summation extends over all values of X between a and b. When
X and Y are continuous, we evaluate
Z b
P (a < X < b|Y = y) = f (x/y)dx
a

Exercise 2.3: Given the joint density function

x(1+3y 2 )
(
4 , 0 ≤ x ≤ 2, 0 ≤ y ≤ 1
f (x, y) =
0, elsewhere

find g(x), h(y), f (x/y) and P ( 14 < X < 21 |Y = 13 )

2
Answer : g(x) = 21 x, 0 < x < 2; h(y) = 1+3y 2 , 0 < y < 1; f (x/y) = 12 x, 0 <
x < 2; P = 3/64

2.5 Independent Random Variables

If f (x/y) does not depend on y, then the outcome of the random variable Y
has no impact on the outcome of the random variable X. In other words, we
say X and Y are independent random variables.
Definition 10. The random variables X and Y are said to be independent
random variables if and only if
f (x, y) = g(x)h(y)
for all (x, y) within their range.

Example 2.9: Suppose that the shelf life, in years, of a certain perishable food
product packed in cardboard container is a random variable whose probability
density function is given by
(
e−x , x > 0
f (x) =
0, elsewhere

Let X1 , X2 and X3 represent the shelf lives for three of these containers selected
independently and find P (X1 < 2, 1 < X2 < 3, X3 > 2)

Exercise 2.4:
1. If the joint distribution of X and Y is given by
x+y
f (x, y) = , for x = 0, 1, 2, 3; y = 0, 1, 2.
3
find

Murad Ridwan, 7 of 8
Dep. of Electrical & Computer Engineering
AiOT, Addis Ababa University.
July 2010.
 Class Notes on
2.5. INDEPENDENT RANDOM VARIABLES Applied Probability and Statistics ECEG-342

(a) P (X ≤ 2, Y = 1)
(b) P (X > 2, Y ≤ 1)
(c) P (X > Y )
(d) P (X + Y = 4)
1 7 3 4
Answer : (a) 5 (b) 30 (c) 5 (d) 15

2. Two random variables have the joint density function given by

(
k(x2 + y 2 ), 0 ≤ x ≤ 2, 1 ≤ y ≤ 4
f (x, y) =
0, elsewhere

find

(a) k
(b) P (1 < X < 2, 2 < Y ≤ 3)
(c) P (1 ≤ X ≤ 2)
(d) P (X + Y > 4)
1 13 14 8
Answer : (a) 50 (b) 75 (c) 25 (d) 15

3. The joint probability density function of the random variables X, Y and Z

is given by
(
kxyz 2 , 0 < x < 1, 0 < y < 1, 0 < z < 3
f (x, y, z) =
0, elsewhere

find

(a) k
(b) the joint marginal density functions of Y and Z
(c) the marginal density of Y
(d) P ( 14 < X < 21 , Y > 31 , 1 < Z < 2)
(e) P (0 < X < 12 |Y = 14 , Z = 2)

Answer : (a) 94 (b) g(y, z) = 29 yz 2 , 0 < y < 1, < z < 3 (c) h(y) =
7
2y, 0 < y < 1 (d) 162 (e) 41

4. Two people agree to meet between 2:00 P.M. and 3:00 P.M. with the under-
standing that each will wait no longer than 15 minutes for the other. What
is the probability that they will meet?
7
Answer : 16

Murad Ridwan, 8 of 8
Dep. of Electrical & Computer Engineering
AiOT, Addis Ababa University.
July 2010.