UNIT:- 4, RANDOM VARIABLE AND MATHEMATICAL EXPECTATION.

4.1, Definition of Random Variable:

A rule that assigns a real number to each outcome of a random experiment is called a random variable (r.
v.). It can take any one of the various possible values each with definite probability. For example, in a
throw of a die if X denotes the number obtained then X is a random variable which can take any one of
the values 1, 2, 3, 4, 5, 6, each with equal probability 1/6. A random variable is usually denoted by any of
the Capital Latin letters X, Y, Z, U, V... etc and particular values which the random variable takes are
denoted by the corresponding small letters.
Let us consider a random experiment of three tosses of a coin then the sample space S consist of 2 3 =8
sample points given as, S = {HHH, HHT, HTH, THH, HTT, THT, TTH, TTT }.
Let us consider the variable X, which is the number of heads obtained, then X is a random variable
which can take any one of the values 0, 1, 2, 3.
Outcomes HHH HHT HTH THH HTT THT TTH TTT

Values of X 3 2 2 2 1 1 1 0

Types of random Variables:

There are two types of random variable namely

(a) Discrete random variable

(b) Continuous random variable

Discrete random variable:

A random variable, say X, which can take a finite or a countably infinite numbers of values in an
interval of the real line is called discrete random variable. For example, if we toss a coin, the variable can
take only two values 0 and 1 assigned to tail and head respectively.
i.e. X =

In a rolling of a die, only six values of the variable x, i.e. 1,2,3,4,5&6 are possible outcomes, hence
the variable x is discrete , here the variable X = { x: x is 1,2,3,4,5&6}

Continuous random Variable:

A random variable X, which can take infinite and uncountable set of values in an interval of real line
is said to be a continuous random variable , the probability of a point x is zero
i.e. P(X=x) = 0. But the probability is ascribable in an interval. For example, the weight of middle aged
people in Kathmandu lying between 40 kg and 150 kg is a continuous random variable.

Symbolically , X ={ x: 40  x  150}

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Properties of random variable:

The important properties of random variable are as follows,

(i) If X is a random variable and a and b are any two constant, then aX+b is also a random variable.
(ii) If X is a random variable, then X2 is also a random variable.
(iii) If X is a random variable then 1/ X is also a random variable.
(iv) If X and Y are random variables defined on the same sample space S then, X+Y, X-Y, aX, bY
and aX+bY are also random variables with a and b are non negative constants.

4.2, Probability mass function and Probability density function:

Probability mass function (pmf):

If X is a one –dimensional discrete random variable taking at most a countable numbers x 1, x2…………… xn
with each value of the variable X , we associate a number P(xi) = P(X = xi) ; i = 1, 2,……….n. Which is
known as the probability of xi and satisfying the following two conditions:

(i) All P (xi) are non-negative

(ii) Σ P (xi) = 1 i.e. the total probability is unity.

Then P (xi) = P(X = xi) is called probability mass function of random variable X. The set of ordered pairs
{xi, P (xi)} i = 1, 2,……….n specifies the probability distribution of the random variable X.

Probability density function (pdf):

In case of continuous random variable, we do not talk of probability at a particular point, (which is
always zero), but we always talk of probability in an interval, If X is continuous random variable and f X(x)
is a continuous function of X. Then fX(x) dx, gives the probability of the event that X lies in the interval
i.e. fx (x) dx = P

Then fx (x) or simply f(x) is called probability density function (pdf). It is also known as frequency function
because it also gives the proportion of units lying in the interval x - & x + .

If X has the range [a, b], then

f(x) dx = 1, it implies that the total area under the frequency curve is always unity.

Example:-If probability function of a variable X is defined as

f(x) = x(2 - x) , 0 < x < 2, test whether f(x) is pdf or not.

Solution:- If given probability function is probability density function then we must have f(x) dx = 1.

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 Com
L.H.S. = x(2 - x) dx = bin = × =1
Hence, f(x) is pdf.

4.3, Distribution Function:

A function FX(x) of a random variable X for a real value x giving the probability of an event (X x) is called
a cumulative distribution function (cdf) or simply distribution function, symbolically, FX(x)= P(X x),
obviously X lies in the interval [- x] .It is to be noted that

 If ‘a’ and ‘b’ are two constant values such that a<b and F is the distribution function then P(a < X
b)= F(b) – F(a)
 If F(x) is the distribution function of a mono-variate X, then

Discrete distribution Function:

If discrete random variable X takes sample points x 1, x2…………… xn and the number pi is the probability
function satisfies the property and Σ p = 1 such that FX(x)= P(X x) is called the discrete distribution
function of random variable X.

Continuous Distribution Function:

If X is a continuous random variable with the pdf f(x) then the function F(x) defined as F(x) = P (X ≤ x) =
f(x) dx is called the distribution function (df) or sometimes the cumulative distribution function (cdf) of the
random variable X.

Q. IOF (2060)3. (b) A random variable X has the following probability function.

x 0 1 2 3 4 5 6 7 8
P(x) k 3k 5k 7k 9k 11k 13k 15k 17k
(i) Determine the values of k.
(ii) Find P(X < 3) , P(X 3) , P(0< X <5).
(iii) Find the distribution function of X.

Solution:-
(i). If given p(x) is pmf then total probability is unity

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 or, 81k = 1, k= .

(ii) P(X<3) = P(X = 0) + P(X = 1) + P(X = 2) = + + =

P(X 3) = 1 - P(X<3) = 1 - =

And P ( 0 < X <5) = P(X = 1) + P(X = 2) + P(X = 3) + P(X = 4)

=+ + +=
(iii.) The distribution function F(x) of random variable X is given in the adjoining Table
X P(x) F(x)= P (X x)

0 0.012 0.012

1 0.037 0.049

2 0.062 0.111

3 0.086 0.198

4 0.111 0.309

5 0.136 0.444

6 0.160 0.605

7 0.185 0.790

8 0.210 1.000

4.4, Mathematical Expectation:

Once we have constructed the probability distribution for a random variable, we often want to compute the
mean or expected value of the random variable. The expected value of a discrete random variable is a
weighted average of all possible values of the random variable, where the weights are the probabilities
associated with the corresponding values.
If X is a random variable which can assume any one of the values x 1, x2……xn with respective probabilities P
(x1), P (x2)………….P (xn). Then the mathematical expectation of r v X usually called the expected value
of X and denoted by E(X) and it is defined as
E(X) = x1 P(x1) + x2 P(x2) +………+ xn P(xn) = xP(x) wherep(x) = 1 i.e. total probability is unity

Similarly, if X is continuous random variable with probability density function f(x) then mathematical
expectation of r.v X is defined as

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E(X) = xf(x) dx. :. where f(x) 0 for every x [a, b] andf(x) dx = 1

Physical meaning of Mathematical Expectation:

Let us consider the following frequency distribution of the random variable X as

X: x1 x2 ……………… xn

f: f1 f2 ………………… fn

Then the mean of the distribution is given by, –=

–=

 – = x1 + x2 + ............... + xn, we observed that, out of total of N cases fi cases are Favourable to xi.

P(X = xi) = = =P (xi), i= 1, 2……….…n.

Which implies that, = P(x1), = P(x2) ............ = P(xn)

Therefore – = x1P(x1) + x2P(x2) + ......+ xnP(xn) = EX.P(X) = E(X).

Hence mathematical expectation of a random variable is nothing but its arithmetic mean.

Properties of Mathematical Expectation:-

E (C) = C……………………..( C = Constant.)

For, E (10) = 10.
E (a X) = a.E (X). …………………….( where, a = constant, X = Variable)
E (aX+ b) = a.E(X) + E.b = a.E(X) + b.
E (aX+ b)2 = E(a2X2 + 2aX.b + b2). = a2E(X2) +2ab.E(X) + b2.

Table Format:-
X P(X) X2 XP(X) X2P(X)

ΣP(X) = 1. ΣXP(X)= ΣX2P(X)=

Variance of a random variable:

Variance of X, Var (X) = E (X2) – [E (X)]2.

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Where, E (X2) = Σx2P(x).

E (X) = ΣxP(x).

Properties of Variance:

V (C) = 0 …………………..( C = Constant.)

For, E (10) = 0.
V (a X) = a2.V (X). …………………….( where, a = constant, X = Variable)
V (aX+ b) = a2V(X) = a2.V(X) + V.b = a2.V(X) + 0.
V (aX+ b)2 = V(a2X2 + 2aX.b + b2). = a4 V(X2) +4a2b2.V(X) .

Example:- In three tosses of a coin, Let X, be the number of heads. Tabulate the possible outcomes with
the corresponding value of X. By simply counting & derive the probability distribution of X and hence
calculate the expected value and variance of X.
Solution:- let H represents a head, T a tail and X, the random variable denoting the number of heads.

Then the following table shows the value of random variable with sample points.

S. No. outcome No. of heads

1 HHH 3
2 HHT 2
3 HTH 2
4 THH 2
5 HTT 1
6 THT 1
7 TTH 1
8 TTT 0

The random variable X takes the value 0, 1, 2, 3. since from the above table, we find that the number of

cases favorable to the coming of 0, 1, 2 & 3 heads are 1, 3, 3 and 1 respectively . Therefore P(x = 0) =
, P(X = 1) = , P(X = 2) = , P(X = 2) = then probability distribution of X can be summarized as
follows.
X 0 1 2 3

P(x) 1/8 3/8 3/8 1/8

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Then E(X) = ΣxP (x) = 0 × + 1 × +2 × + 3 × = = 1.5

And E(X2) = Σx2P(x) = 02 ×+ 12 × + 22 × + 32 × =3

Hence Var(X) = E(X2) – [E(X)]2 = 3 –(1.5)2 = 0.75.

Thus expected value of random variable 1.5 & it's variance is 0.75

Q. Example, Calculate Mathematical Expectation and variance from the following data.

X 1 2 3 4 5 6
P(X) 0.1 0.15 0.3 0.2 0.15 0.1
Solution:

X P(X) X2 XP(X) X2P(X)

1 0.1 1 0.1 0.1
2 0.15 4 0.3 0.6
3 0.3 9 0.9 2.7
4 0.2 16 0.8 3.2
5 0.15 25 0.75 3.75
6 0.1 36 0.6 3.6
ΣP(X)=1. ΣXP(X)= 3.45 ΣX2P(X)= 13.95

We have, E (X) = EX P(X), = 3.45

And, V(X) = E(X2) – [E(X)] 2, = EX2.P(X) – [ΣXP(X)]2 , = 13.95 – (3.45)2 , = 13.95 – 11.90, = 2.05

S.D = = = 1.43

Q.IOF(2066) 4.(a) Is there any relationship between expectation of random variable and mean of the
distribution ? If so, what is that? The Probability mass function of random variable X is as given in the
table,

X=x -6 -3 0 3 6 9
P(X=x) 0.1 0.1 0.2 0.2 0.3 0.1

Using law of expectation,

Determine i. E(8X-10), ii. E(6x+3)2 iii. V (4x+7).

Solution:-

X P(X) X2 XP(X) X2P(X)

-6 0.1 36 -0.6 3.6
-3 0.1 9 -0.3 0.9
0 0.2 0 0 0
3 0.2 9 0.6 1.8

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6 0.3 36 1.8 10.8
9 0.1 81 0.9 8.1
ΣP(X)=1. ΣXP(X)= 2.4 ΣX2P(X)= 25.2
E (8X-10) = ?
Here, E (8X-10) = 8 E(X) – E(10).
= 8 E(X) – 10,
= 8 EXP(X) – 10,
= 8 x 2.4 – 10,
= 19.20 – 10, = 9.20
2
E(6x+3) =?
Here, E (6x+3)2 = E (36X2 + 36X + 9)
= 36E (X2) + 36 E(X) + E (9),
= 36E X2P(X) + 36EXP(X) + 9,
= 36 x 25.2 + 36 x 2.40 + 9,
= 907.2 + 86.4 + 9, = 1002.6 Ans.
V (4x+7) =?
Here, V (4x+7) = 16 V(X) + V (7), = 16 V (X) + 0, = 16 [E(X2) – [E(X)] 2 =16 [EX2P(X) – {EXP(X)} 2 ] ,
= 16 [25.20 – (2.4) 2 ], = 16 [25.20-5.76], = 16 x [19.44] = 311.04 Ans.

Q. Example:- a random variable X has the following probability function.

x 1 2 3 4 5 6 7 8 9
P(x) k 3k 5k 7k 9k 11k 13k 15k 17k
(i) Determine the values of k.
(ii) Find P(X < 4), P(X 4), and P (0 < X <5).
(iii) Find mean and variance.

Solution:-
(i). If given p(x) is pmf then total probability is unity ………..[ By the definition].
:. k+3k+5k+7k+9k+11k+13k+15k+17k = 1,

or, 81k = 1, k= .

(ii) P(X<4) = P(X = 1) + P(X = 2) + P(X = 3) = k+3k+5k = + + = = ,

P (X 4) = 1 - P(X<4) = 1 - = =,

And P ( 0 < X <5) = P(X = 1) + P(X = 2) + P(X = 3) + P(X = 4) = k + 3k + 5k + 7k = 16 k = 16x =

(iii) Find mean and variance,

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 X=x P(X) P(X)=P(X=x) X2 XP(X) X2P(X)
1 k 0.012 1 0.012346 0.012346
2 3k 0.037 4 0.074074 0.148148
3 5k 0.062 9 0.185185 0.555556
4 7k 0.086 16 0.345679 1.382716
5 9k 0.111 25 0.555556 2.777778
6 11k 0.136 36 0.814815 4.888889
7 13k 0.160 49 1.123457 7.864198
8 15k 0.185 64 1.481481 11.85185
9 17k 0.210 81 1.888889 17
∑XP(X) = 6.481481 ∑X2P(X) = 46.48148

:. Mean = E(X) = EXP(X) = 6.481481 Ans.

:. Variance = E(X2)– [E(X)]2,= EX2P(X)–[EXP(X)]2,= [46.48] – [6.481]2,= 46.48 – 42.00,= 4.47 Ans.

Q. IOF (2068) 4.(a) The probability mass function of random variable X is as given in the table,

X=x 1 2 3 4 5 6
P(X=x) 0.10 0.15 0.20 0.25 0.18 0.12

Calculate (i) E (9X-7)2, (ii) V( 4x ± 3).

Solution:

X P(X) X2 XP(X) X2P(X)

1 0.10 1 0.10 0.10
2 0.15 4 0.30 0.60
3 0.20 9 0.60 1.80
4 0.25 16 1.00 4.00
5 0.18 25 0.90 4.50
6 0.12 36 0.72 4.32
ΣP(X)=1. ΣXP(X)= 3.62 ΣX2P(X)= 15.32

(i)E (9x-7)2 =?
Here, E (9x-7)2 = E (81X2 - 126X + 49)
= 81E (X2) - 126 E(X) + E (49),
= 81E X2P(X) - 126EXP(X) +49,
= 81 x 15.32 - 126 x 3.62 + 49,
= 1240.92 – 456.12 + 49 , = 833.8 Ans.
(ii)V (4x± 3) =?
Here, V (4x ± 3) = 16 V(X) ± V (3), = 16 V (X) ± 0, = 16 [E(X2) – [E(X)] 2 =16 [EX2P(X) – {EXP(X)} 2],

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 = 16 [15.32 – (3.62)2 ], = 16 [15.32 – 13.10], = 16 x [ 2.22 ] = 35.52 Ans.

Q. IOF (2067) 3. (b) Define Distribution function of discrete random variable? The probability mass
function of discrete random X is given in the table,
X=x 0 1 2 3 4 5 6 7 8
P(X=x) a 4a 9a 16a 25a 36a 49a 64a 81a
Determine a.Find E (6X-9), b.V (5X±4)
Solution:-
(i). If given p(x) is pmf then total probability is unity ………..[ By the definition].
:. a+4a+9a+16a+25a+36a+49a+64a+81a = 1,

or, 285a = 1, a= .

(ii). Find E (6X-9), V (5X±4)

X=x P(X) P(X)=P(X=x) X2 XP(X) X2P(X)

0 a 0.004 0 0 0
1 4a 0.014 1 0.014035 0.014035
2 9a 0.032 4 0.063158 0.252632
3 16a 0.056 9 0.168421 1.515789
4 25a 0.088 16 0.350877 5.614035
5 36a 0.126 25 0.631579 15.78947
6 49a 0.172 36 1.031579 37.13684
7 64a 0.225 49 1.57193 77.02456
8 81a 0.284 64 2.273684 145.5158
∑XP(X) = 6.1052 ∑X2P(X) = 282.8632

(ii)E (6X-9) =?

Here, E (6X-9) = 6 E(X) – E (9).

= 6 E(X) – 9,
= 6 EXP(X) – 9,
= 6 x 6.10 – 9,
= 36.6 – 9, = 27.6 Ans.
And, V (5X ± 4) =?

Here, V (5x ± 4) = 25 V(X) ± V (4), = 25 V (X) ± 0, = 25 [E(X2) – [E(X)] 2 =25 [EX2P(X) – {EXP(X)} 2],

= 25 [282.86 – (6.10)2 ], = 25 [282.86 – 37.21], = 25 x [ 245.65 ] = 6141.25 Ans.

Q. IOF (2066 Make up.) 4. (b) Define random variable? Let X be a random variable with p.m.f. as given
below:

X=x 0 1 2 3
P(X=x)=P(X) 1/3 1/2 1/24 1/8

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Find the expected value of (X-1)2
Solution:-
(i). Find (X-1)2=?

X=x P(X) P(X)=P(X=x) X2 XP(X) X2P(X)

0 1/3 0.333 0 0 0
1 1/2 0.500 1 0.5 0.5
2 1/24 0.042 4 0.083333 0.333333
3 1/8 0.125 9 0.375 3.375
∑XP(X) = 0.9583 ∑X2P(X) = 4.2083
Here, E (X-1)2 = E (X2 - 2X + 1)

= E (X2) - 2 E(X) + E (1),

= E X2P(X) - 2EXP(X) + 1,
= 4.2083 - 2 x 0.9583 + 1,
= 4.2083 – 1.9166 + 1 , = 3.2917 Ans.

Q. IOF (2063/64)3. (b) Define Random variable. The probability mass function of X is as given in the
table,
x 0 1 2 3 4 5 6 7 8
P(X=x) k 3k 5k 7k 9k 11k 13k 15k 17k

(i) Determine the values of k.

(ii) Find E (4X- 9) and V (5X + 1)

Solution:-
If given p(x) is pmf then total probability is unity ………..[ By the definition].
:. k+3k+5k+7k+9k+11k+13k+15k+17k = 1,

or, 81k = 1, k= .

(iii) Find E (4X- 9) and V (5X + 1)

X=x P(X) P(X)=P(X=x) X2 XP(X) X2P(X)

0 k 0.012 0 0 0
1 3k 0.037 1 0.037037 0.037037
2 5k 0.062 4 0.123457 0.246914
3 7k 0.086 9 0.259259 0.777778
4 9k 0.111 16 0.444444 1.777778
5 11k 0.136 25 0.679012 3.395062
6 13k 0.160 36 0.962963 5.777778
7 15k 0.185 49 1.296296 9.074074
8 17k 0.210 64 1.679012 13.4321
∑XP(X) = 5.481481 ∑X2P(X) = 34.51852

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(ii). E (4X-9) =?

Here, E (4X-9) = 4 E(X) – E (9).

= 4 E(X) – 9,
= 4 EXP(X) – 9,
= 4 x 5.4814 – 9,
= 21.9256 – 9, = 12.9256 Ans.
And, V (5X ± 4) =?
Here, V (5x + 1) = 25 V(X) + V (1), = 25 V (X) + 0, = 25 [E(X2) – [E(X)] 2 =25 [EX2P(X) – {EXP(X)} 2],
= 25 [ 34.51852 – (5.4814)2 ], = 25 [34.518– 30.045], = 25 x [ 4.473 ] = 111.826 Ans.

Q.IOF (2059) 3(a) Define mathematical expectation of a discrete random variable.

x 0 1 2 3 4 5 6
P(x) 0.10 0.15 0.20 0.25 0.20 0.06 0.04

Find:
(i) P(X < 4).
(ii) P (2 < X <5).
(iii) Mean and variance of X.

Solution:-
(i) P(X< 4) = P(X = 0) + P(X = 1) + P(X = 2) + P(X = 3) = 0.10+ 0.15 + 0.20 + 0.25 = 0.70,
(ii) P ( 2 < X <5) = P(X = 3) + P(X = 4) = 0.25 + 0.20 = 0.45
(iii) Mean and variance of X,

X=x P(X) X2 XP(X) X2P(X)

0 0.10 0 0 0.00
1 0.15 1 0.15 0.15
2 0.20 4 0.4 0.80
3 0.25 9 0.75 2.25
4 0.20 16 0.8 3.20
5 0.06 25 0.3 1.50
6 0.04 36 0.24 1.44
∑XP(X) = 2.64 ∑X2P(X) = 9.34

:. Mean = E(X) = EXP(X) = 2.64 Ans.

:. Variance of X: [V(X)] =E(X2)– [E(X)]2, =EX2P(X) –[EXP(X)]2, = [9.34] –[2.64]2, = 9.34 – 6.96 = 2.38 Ans.

Q.IOF (2065).5 (a).what is random variable? The probability mass function of X is as given in the table,

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 X=x -2 -1 0 1 2 3
P(X=x) 0.1 k 0.2 2k 0.3 k

(i) Determine K.
(ii) Determine E (3X – 9) and V (6X + 8)
Solution:-
(i). If given p(x) is pmf then total probability is unity ………..[ By the definition].
:. 0.1 + K + 0.2 + 2K + 0.3 + K = 1,
Or, 4 K + 0.6 = 1, Or, 4k = 1- 0.6, Or, 4k = 0.4,

k= , = 0.1,

Find E (3X- 9) and V (6X + 8)

X=x P(X) P(X)=P(X=x) X2 XP(X) X2P(X)

-2 0.1 0.1 4 -0.2 0.40
-1 k 0.1 1 -0.1 0.10
0 0.2 0.2 0 0 0.00
1 2k 0.2 1 0.2 0.20
2 0.3 0.3 4 0.6 1.20
3 k 0.1 9 0.3 0.90
∑XP(X) = 0.80 ∑X2P(X) = 2.80
(ii). E (3X-9) =?

Here, E (3X-9) = 3 E(X) – E (9),= 3 E(X) – 9,= 3 EXP(X) – 9,= 3 x 0.80 – 9,= 2.40 – 9, = -6.6 Ans.

And, V (6X + 8) =?

Here, V (6x + 8) = 36 V(X) + V (8), = 36 V (X) + 0, = 36 [E(X2) – [E(X)] 2 = 36 [EX2P(X) – {EXP(X)} 2],

= 36 [2.80 – (0.80)2 ], = 36 [2.80– 0.64], = 36x [ 2.16 ] = 77.76 Ans.

Q.IOF (2058).2.(b) Given the following probability function.

X=x -2 -1 0 1 2 3
P(X=x) 0.1 k 0.2 2k 0.3 k
(i) Find the constant K and compute E(X).
(ii) Find V (X)
(iii) Find the distribution function of X.
Solution:-(i). If given p(x) is pmf then total probability is unity ………..[ By the definition].
:. 0.1 + K + 0.2 + 2K + 0.3 + K = 1,

Or, 4 K + 0.6 = 1, Or, 4k = 1- 0.6, Or, 4k = 0.4, k= , = 0.1,

X=x P(X) P(X)=P(X=x) X2 XP(X) X2P(X)

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 -2 0.1 0.1 4 -0.2 0.40
-1 k 0.1 1 -0.1 0.10
0 0.2 0.2 0 0 0.00
1 2k 0.2 1 0.2 0.20
2 0.3 0.3 4 0.6 1.20
3 k 0.1 9 0.3 0.90
∑XP(X) = 0.80 ∑X2P(X) = 2.80
:. Compute E(X) = EXP(X) = 0.80 Ans.
(ii). Find , V (X)] = E(X2) – [E(X)]2, = EX2P(X) –[EXP(X)]2, = [2.80] – [0.80]2, = 2.80 – 0.64 = 2.16 Ans.

(iii). Find the distribution function of X.

X=x P(X) P(X)=P(X=x) F(X)

-2 0.1 0.1 0.1
-1 k 0.1 0.1+0.1=0.2
0 0.2 0.2 0.2+0.2=0.4
1 2k 0.2 0.4+0.2=0.6
2 0.3 0.3 0.6+0.3=0.9
3 k 0.1 0.9+0.1=1.0
∑P(X)= 1.0
Where, P(X) is probability mass function,

F(X) is distribution function.

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