Probability Distribution: Random Variables

• So far, we had interested only in particular outcome that occurs.

• But some times number associated with that outcomes is very
important.
• In tossing a Coin twice, S={HH, HT, TH,TT}, X(HH)=2, X(HT)=1,
X(TH)=1, X(TT)=0
• We got real numbers and it vary with different outcomes of the
experiment. Hence it is a variable and it is also depends upon the
outcome of a random experiment and hence, is called random
variable.
Defining Random Variables
• A RV is usually denoted by X, is a real valued function whose domain
is the set of outcomes of a random experiment (S) and whose range is a
set of real numbers it cannot be predicted exactly ahead of time
• Tossing a Coin twice, S={HH, HT, TH,TT}, Number of heads obtained.
Domain HH HT TH TT
Range 2 1 1 0

• A “function” is a well-behaved relation, that is, given a starting

point we know exactly where to go.
• In two tosses of coin, the number of heads obtained is a random variable,
which takes 0, 1 and 2 as long as the coin is tossed. But after it tossed and
we get two head, then two is not a random variable.
Random Variable and Probability Distribution

Number of Heads (X) Probability of outcome

P(x=0) P(TT)=P(T) x P(T)=0.5 x 0.5=0.25
P(x=1) P(HT) + P(TH) =P(H) x P(T) + P(T) x P(H)= 0.50
P(x=2) P(HH)=P(H)xP(H)=0.5 x 0.5= 0.25

X P (X)
Pi  0
X1 P1
n
X2
X3
P2
P3
p
i 1
i 1

.
.
Xn pn
Random Variable and Probability Distribution: Problems
• Three coin are tossed and interested to know the number of head
occurs. Prepare a Probability distribution ?
• Two cards are drawn successively with replacement from 52 cards.
Find the probability distribution of the number of aces.
• X=number of aces, it can take 0, 1 and 2
X Event P (X)
0 Both are non ace 48/52 x 48/52
1 Ace and non ace + Non ace and ace 4/52 x 48/52 + 48/52 x 4/52
2 Both are ace 4/52 x 4/52
1
n
Pi  0,  pi  1
i 1
Discrete and Continuous Random Variables
• A RV may be discrete or continuous
• A discrete random variable can take only a finite and specific set of
countable values.
• Eg: Number of sales, Number of calls, People in line, Number of
sales, Number of calls, Shares of stock, People in line, Mistakes per
page
• A continuous random variable assume any value over an interval,
• Eg: Height of a person, Time taken to complete an exam,
temperature, Length, Depth, Volume, Time, Weight etc
Probability distribution of DRV
• Consider an example of rolling two dice (Green and Red).
• The outcomes are 1, 2, 3, 4, 5 & 6 for red and green. There are 36
possible experimental outcomes.
• The random variable defined as X=the sum of two Dice’
green/Red 1 2 3 4 5 6
1 2 3 4 5 6 7
2 3 4 5 6 7 8
3 4 5 6 7 8 9
4 5 6 7 8 9 10
5 6 7 8 9 10 11
6 7 8 9 10 11 12

• X, can taken only one of 11 values, the numbers from 2 to 12.

Discrete Probability Distribution
• Since there are 36 different combinations of the dice, each outcome has
probability 1/36.

Value of X 2 3 4 5 6 7 8 9 10 11 12
Frequency 1 2 3 4 5 6 5 4 3 2 1
Probability 1/36 2/36 3/36 4/36 5/36 6/36 5/36 4/36 3/36 2/36 1/36

• If you add all the probabilities together, you get exactly 1. This is
because it is 100 percent certain that the value must be one of the
numbers from 2 to 12.
Discrete Probability Distribution
• The probability distribution of a discrete random variable is a graph,
table or formula that lists all the possible values that a random variable
can assume with their corresponding probabilities
• If the random variable is discrete, its probability distribution is called
probability mass function
• It must satisfy following two condition
1. The probability of any specific outcome for a discrete random
variable must be between 0 and 1, 1 ≥ p(x) ≥ 0 for all values of x
2. The sum of the probabilities of all the outcome is equal to one.
p(x)=1
PMF and CDF 0.18
PMF

0.16
0.14
0.12
Value of X Frequency PMF PDF 0.10
2 1 0.03 0.03 0.08

3 2 0.06 0.08 0.06

4 3 0.08 0.17 0.04

0.02
5 4 0.11 0.28 0.00
6 5 0.14 0.42 1 2 3 4 5 6 7 8 9 10 11

7 6 0.17 0.58 Cumulative PDF

8 5 0.14 0.72 1.20

9 4 0.11 0.83 1.00

10 3 0.08 0.92 0.80

11 2 0.06 0.97
0.60
12 1 0.03 1.00
0.40

0.20

0.00
1 2 3 4 5 6 7 8 9 10 11

10-02-2023 RIES Calicut 83

Discrete Probability Distribution: Problems
• Determine whether the following are the valid probability distribution

X P(x) X P(x) X P(x)

0 00.8 7 0.25 7 0.7
1 0.39 8 0.34 8 0.5
2 0.27 9 0.28 9 -0.2
3 0.11 10 0.13 10 0
Discrete Probability Distribution: Problems
• A random variable X is defined to be the difference between the higher
value and the lower value when two dice are thrown. If they have the
same value, X is defined to be 0. Find the probability distribution for X.
0 1 2 3 4 5
1 0 1 2 3 4
2 1 0 1 2 3
3 2 1 0 1 2
4 3 2 1 0 1
5 4 3 2 1 0
Discrete Probability Distribution: Problem
• From the following table
• lists the probability distribution of the number of breakdowns per
week for a machine.
• Present this probability distribution graphically
• Find the probability that the number of breakdown for this machine
is exactly 2, 0 to 2, more than 1 and at most 1
Break down per week 0 1 2 3
Probability 0.15 0.20 0.35 0.30
Expected value of Discrete Random Variable
• Sometime, we need to describe the feature of the random variable using
a single number
• Mean (Mathematical Expectation)
• Variance
• The expected value E(X) of a discrete random variable is the weighted
average of all its possible values, taking the probability of each
outcome as its weight.
• Let us suppose that X can take n particular values x1, x2, ..., xn and
that the probability of xi is pi. Then
E ( X )  x1 p1  x2 p2  .......xn pn
n
E ( X )   xi pi
i 1
 Σ Notation (Summation)
• Σ notation provides a quick way of writing the sum of a series of similar terms.
• Suppose that the output in a firm, measured in tons, in month is qi, with q1 being
the gross output in January, q2 being the gross output in February, etc. Let output
for the year be denoted Z. Then
Z = q1 + q2 + q3 + q4 + q5 + q6 + q7 + q8 + q9 + q10 + q11 + q12 .
• Obviously there is no need to write down all 12 terms when defining Z.
Sometimes
Z = q1 + ... + q12
Σ notation allows you to write down this summary in a tidy symbolic form

12

q
i 1
i
 Σ Notation (Summation)
• Suppose that the average price per ton of the output in month is pi. The value of
output in month i will be piqi, and the total value during the year will be V, where
V is given by
V = p1q1 + ... + p12 q12.
• We are now summing terms of type piqi with the subscript i running from 1 to 12,
and using Σ

12

pq
i 1
i i
 Σ Notation (Summation)
• If ci is the total cost of operating the firm in month i, profit in month i will be (piqi
– ci), and total profit over the year, P, will be given by
P = (p1q1 – c1) + ... + (p12q12 – c12),
• which may be summarized as
12 12

 p q  c
i 1
i i
i 1
i

• If the price of output is constant during the year at level p, the expression for the
value of annual output can be simplified:
V = pq1+ ... + pq12 = p(q1 + ... + q12)

12
p  qi
i 1
 Σ Notation (Summation)-Rules
• Rule 1
n n n

 ( x  y )  x   y
i 1
i i
i 1
i
i 1
i

• Rule 2, if is a constant
n n

 ax
i 1
i a  xi
i 1
• Rule 3, if is a constant
n

 a  na
i 1
Expected value of Discrete Random Variable

X p Xp The expected value of a random variable is

2 1/36 2/36 frequently described as its population mean.
3 2/36 6/36
In the case of a random variable X, the
4 3/36 12/36
5 4/36 20/36
population mean is often denoted by μx, or
6 5/36 30/36 just μ
7 6/36 42/36
8 5/36 40/36
9 4/36 36/36
10 3/36 30/36
11 2/36 22/36
12 1/36 12/36
256/36=7
Expected Value Rules
• Rule 1 The expected value of the sum of several variables is equal to the sum of their
expected values.
• For example, if you have two random variables X & Y,
E(X + Y ) = E(X) + E(Y)
• Rule 2 If you multiply a random variable with another random variable
E(X Y ) = E(X) E(Y)
• Rule 3 If you multiply a random variable by a constant, you multiply its expected
value by the same constant. If X is a random variable and b is a constant,
E(bX) = bE(X)
• Rule 4 The expected value of a constant is that constant. For example, if b is a
constant,
E(b) = b
Expected Value
• The EV is single value which we will get if an experiment is conducted
repeatedly a large number of times under homogenous conditions.
• Some time the EV may be absurd or unrealistic value
• For Eg:
• The EV of the number of heads in 3 tosses of coin is 1.5
Population Variance of a Discrete Random Variable
• Population variance: to measure the variability of a probability
distribution.
• It is the expected value of the square of the difference between X and
its mean
 x  E[( X   ) ]
2 2

 x2  E[( X 2   2  2 X ]
 x2  E ( X 2 )  E (  2 )  E (2X )
 x2  E ( X 2 )   2  2E ( X )
 x2  E ( X 2 )   2
• The standard deviation of a random variable is the square root of its
variance.
Population Variance of a Discrete Random Variable
n
X p X2 X2p
   xi 2 pi   2
2
x
2 1/36 4 0.11 i 1
3 2/36 9 0.50  x2  54.83  7 2
4 3/36 16 1.33
 x2  5.83
5 4/36 25 2.78
6 5/36 36 5.00
7 6/36 49 8.17
8 5/36 64 8.89
9 4/36 81 9.00
10 3/36 100 8.33
11 2/36 121 6.72
12 1/36 144 4.00
54.83
Expectation, Variance -Using Example
• Find the expected value and the variance of the number obtained on a throw of an
dice
• S={1, 2, 3, 4, 5, 6}
X P(X) E ( X )  3 .5
1 1/6
Var ( X )  2.91
2 1/6
3 1/6 0  p( x)  1
4
5
1/6
1/6
 p( x)  1
6 1/6
Expectation & Variance: Using Example
• Suppose, you are interested to study the behaviour of 2000 families living in your
area in owning vehicles
NO OF VEHICLE OWNED(X) FREQUENCY P

0 30 30/2000=0.015
1 470 470/2000=0.235
2 850 850/2000=0.425
3 490 490/2000=0.245
4 160 160/2000=0.080
N=2000 Sum=1.00
• Suppose one family is randomly selected from this population. This process of
selecting a family from this 2000 family is called a random experiment
• Let ‘x’ denotes the number of vehicle owned by the selected family. ‘x’ can
assume any values 0, 1, 2, 3, 4.
Expectation & Variance: Using Example
Expected value or expectation is the value that we expect to observe per repetition,
on average, if we perform an experiment a large number of times

Xi F Pi Xpi (Xi-μ)2 (Xi-μ)2Pi

0 30 0.015 0 4.5796 0.068694
1 470 0.235 0.235 1.2996 0.305406
2 850 0.425 0.85 0.0196 0.00833
3 490 0.245 0.735 0.7396 0.181202
4 160 0.08 0.32 3.4596 0.276768
2000 1 2.14 0.8404

On average, the houses in this area is expected to have 2.14 vehicle over a period of
time and the variability is 0.84
Variance: the other way
Xi F Pi Xpi (Xi-μ)2 (Xi-μ)2Pi X2 X2pi
0 30 0.015 0 4.5796 0.068694 0 0
1 470 0.235 0.235 1.2996 0.305406 1 0.235
2 850 0.425 0.85 0.0196 0.00833 4 1.7
3 490 0.245 0.735 0.7396 0.181202 9 2.205
4 160 0.08 0.32 3.4596 0.276768 16 1.28
2000 1 2.14 0.8404 5.42

 x2  E[( X   ) 2 ]
 x2  E[( X 2   2  2 X ]  x2  E ( X 2 )   2
 x2  E ( X 2 )  E (  2 )  E (2X )
 x2  (5.42)  (2.14) 2  0.840
 x2  E ( X 2 )   2  2E ( X )
 x2  E ( X 2 )   2
Joint PDF and Covariance
• Covariance measures of how much two random variables vary together.
• When two RV tend vary in the same direction, then Covariance is positive and if
it vary in the opposite direction, covariance is negative and If covariance is equal
to zero, then there is no any linear relationship between two random variable.
Y = No of adults
P(X)
1 2 3
X= 1 0 0.1 0 0.1
owning a 2 0.3 0.2 0.1 0.6
car 3 0 0.3 0 0.3
P(Y) 0.3 0.6 0.1 1

P (Owning a Car) (1x0.1)+(2x0.6)+(3x0.3)=2.2

P(adult in family) (1x0.3)+(2x0.6)+(3x0.1)=1.8
P (Owning a Car and
[1(1x0)+1(2x0.1)+1(3x0)]+[2(1x0.3)+2(2x0.2)+2(3x0.1)]+[3(1x0)+3(2x0.3)+3(3x0.1)]=4
an Adult in family)
Joint PDF and Covariance

cov( X , Y )  E[( X   x )(Y   y )]

cov( X , Y )  E{[ X  E ( X )][(Y  E (Y )]}
cov( X , Y )  E ( XY )  E ( X ) E (Y )
E ( X )  2.2, E (Y )  1.8, E ( XY )  4
cov( XY )  4  2.2  1.8
cov( XY )  0.04