CHAPTER FIVE

5. One-dimensional Random Variables

5.1 Random variable: definition and distribution function
• Variable: is any characteristic or attribute that can assume different values.
• A random variable (r.v): is a variable whose values are determined by
chance.
• A random variable is a numerical description of the outcomes of an
experiment or a numerical valued function defined on sample space,
usually denoted by capital letters.
If X is a random variable, then it is a function from the elements of the sample
space to the set of real numbers. i.e. X is a function X: S → R
• Discrete variables: are variables whose values are determined by counting.
• Continuous Variables: are variables whose values are determined by
measuring rather than counting.
• A probability distribution is a description of the value a random variable
can assume and the corresponding probabilities of the values. It is often
displayed in a graph, table, or formula.
 Notation:
Random Variables are usually denoted by X or Y.
• The probability a random variable takes on a value 𝑥𝑖 is: 𝑃𝑥 𝑋 = 𝑥𝑖 =
𝑃 𝑋 = 𝑥𝑖 = 𝑝 𝑥𝑖 𝑓𝑜𝑟 𝑑𝑖𝑠𝑐𝑟𝑒𝑡𝑒 𝑟. 𝑣 𝑎𝑛𝑑 𝑓𝑥 𝑥 =
𝑓 𝑥 𝑓𝑜𝑟 𝑐𝑜𝑛𝑡𝑖𝑛𝑜𝑢𝑠 𝑟. 𝑣.
• A Probability Distribution, then, is a specification of 𝑝(𝑥𝑖 ) for each 𝑥𝑖 that is an
outcome of a procedure. As mentioned before, this could be done in a graph, table,
or formula.
5.2 Discrete random variables
Definition: Let be a r.v. If the number of possible values of X is finite or countable
infinite, we call X a discrete r.v. That is, the possible values of X may be listed as 𝑥1 ,
𝑥2 , 𝑥3 ,…, 𝑥𝑛 ,… In the finite case the list terminates and in the count ably infinite
case the list continues indefinitely.
 Cont…
5.2.1 Probability Mass Function (Discrete Probability Distribution):
Definition: If X is a discrete r.v with distinct values 𝑥1 , 𝑥2 ,…, 𝑥𝑛 ,…, then the
function P(X )defined as:
𝑝 𝑋 = 𝑥𝑖 = 𝑝𝑖 𝑖𝑓 𝑥 = 𝑥𝑖
𝑝𝑥 𝑥 =
0 𝑖𝑓 𝑥 ≠ 𝑥𝑖 ; 𝑖 = 1,2,3, …
Is called the probability distribution of the r.v. X.
Remark: the numbers
𝑝 𝑥𝑖 ; 𝑖 = 1,2, … 𝑚𝑢𝑠𝑡 𝑠𝑎𝑡𝑖𝑠𝑓𝑦 𝑡𝑕𝑒 𝑓𝑜𝑙𝑙𝑜𝑤𝑖𝑛𝑔 𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛𝑠
1. 0 ≤ 𝑝 𝑥𝑖 ≤ 1, ∀𝑖 𝑎𝑛𝑑 2. ∞ 𝑖=1 𝑝 𝑥𝑖 = 1
Note: if X is discrete random variable then
𝑏−1 𝑏−1

𝑝 𝑎<𝑋<𝑏 = 𝑝 𝑥 ;𝑝 𝑎 ≤ 𝑋 < 𝑏 = 𝑝(𝑥)

𝑥=𝑎+1 𝑥=𝑎
𝑏 𝑏

𝑝 𝑎<𝑋≤𝑏 = 𝑝(𝑥) ; 𝑝 𝑎 ≤ 𝑋 ≤ 𝑏 = 𝑝(𝑥)

𝑥=𝑎+1 𝑥=𝑎
 Example:
Consider an experiment of "flipping a fair coin 3 times". List the elements of
the sample space and let X be the number of heads in three tosses. Then find
the possible values of X and Calculate the probability of each possible distinct
value of X. Solution: X is a discrete r.v. Since X= the number of heads
observed, the results are shown in the following table:
Elements of sample space HHH HHT HTH HTT THH THT TTH TTT
probability 1/8 1/8 1/8 1/8 1/8 1/8 1/8 1/8
X 3 2 2 1 2 1 1 0
Thus we can write X(HHH)=3, X(HHT)=X(HTH)=X(THH)=2,
X(HTT)=X(THT)=X(TTH)=1, X(TTT)=0 and P(X=3)=1/8, P(X=2)=3/8,
P(X=1)=3/8, P(X=0)=1/8
Note: the possible values of X are 𝑥𝑖 = [1,2,3]
 Example:
𝑋
; 𝑋 = 1,2,3,4,5
1. If P(X)= 15
0 ; 𝑜𝑡𝑕𝑒𝑟𝑤𝑖𝑠𝑒
a. Is P(X) is pmf?
b. Find 𝑝 𝑥 = 1 𝑜𝑟 𝑥 = 2 , 𝑝 𝑋 > 2 , 𝑝(1 < 𝑋 ≤ 4)
Exercise: A random variable X has the following probability function.
Values of X, x 0 1 2 3 4 5 6 7
P(x) 0 k 2k 2k 3k 𝑘2 2𝑘 2 7𝑘 2 + 𝑘

a. Find the value of k.

b. Evaluate 𝑝 𝑋 < 6 , 𝑃 𝑋 ≥ 6 𝑎𝑛𝑑 𝑝(0 < 𝑋 < 5)
 5.3 Continuous random variables
A random variable X is said to be continuous if it can take all possible values
(integral as well as fractional) between a certain limits.
Continuous random variable is a random variable that can be measured to any
desired degree of accuracy. For instance, the life length of an electric bulb, the
speed of a car, weights, heights, and the like are continuous.
5.3.1 Probability Density Function (pdf)
The probability density function (p.d.f.) of a random variable X , usually
denoted by 𝑓𝑥 𝑥 or by simply 𝑓(𝑥) has the following obvious properties:
1. 𝑓(𝑥) ≥ 0,
∞
2. −∞
𝑓 𝑥 𝑑𝑥 = 1
 Example:
1. The diameter of an electric cable, say X , is assumed to be a continuous r.v.
with pdf: 𝑓 𝑥 = 6𝑥 1 − 𝑥 , 0 ≤ 𝑥 ≤ 1.
a. Check that f(x) is pdf
1
b. Compute 𝑝(𝑥) < )
2
Exercise: Let X be a continuous random variable with pdf:
𝑎𝑥 0≤𝑥<1
𝑎 1≤𝑥<2
𝑓 𝑥 = −𝑎𝑥 + 3𝑎 2 ≤ 𝑥 < 3
0 𝑜𝑡𝑕𝑒𝑟𝑤𝑖𝑠𝑒
a. Determine the constant a Ans=1/2
b. Compute 𝑝(𝑥 ≤ 1.5) Ans=1/2
 5.4 Cumulative distribution function (cdf)
Definition: Let X be a random variable. The function F defined for all real X by:
𝐹 𝑥 =𝑃 𝑋 ≤𝑥 −∞<𝑥 <∞
is called the cumulative distribution function (cdf) of the random variable X.

𝑖 𝑋𝑖≤𝑥 𝑃𝑖 → 𝑖𝑓 𝑥 𝑖𝑠 𝑑𝑖𝑠𝑐𝑟𝑒𝑡𝑒.
Thus 𝐹 𝑥 = 𝑃 𝑋 ≤ 𝑥 = 𝑥
−∞
𝑓 𝑡 𝑑𝑡 → 𝑖𝑓 𝑥 𝑖𝑠 𝑐𝑜𝑛𝑡𝑖𝑛𝑢𝑜𝑢𝑠.
Properties of cumulative distribution function

1. If F is the cdf of one-dimensional r.v. X, then

i. 0≤ F(x)≤1 ;

ii. F(x)≤ F(y) if x<y. .

In other words, all distribution functions are monotonically non-decreasing and

lie between 0 and 1.
 Cont…
2. If F is the cdf of one-dimensional r.v. X, then

𝐹 −∞ = lim 𝐹 𝑥 = 0 𝑎𝑛𝑑 𝐹 ∞ = lim 𝐹 𝑥 = 1

𝑥→−∞ 𝑥→∞

3. If F is the cdf of the r.v. X and if 𝑎 ≤ 𝑏, then 𝑃 𝑎 ≤ 𝑋 ≤ 𝑏 = 𝐹 𝑏 −

𝐹(𝑎).

Remark: When P(X=a)=0 and P(X =b)=0, all four events

𝑎 ≤ 𝑋 ≤ 𝑏, 𝑎 ≤ 𝑋 < 𝑏, 𝑎 < 𝑋 ≤ 𝑏 𝑎𝑛𝑑 𝑎 < 𝑋 < 𝑏 have the same

probability 𝐹 𝑏 − 𝐹(𝑎).

Note:

′ 𝑑𝐹(𝑥)
𝐹 𝑥 = = 𝑓 𝑥 𝑎𝑛𝑑 𝑝 𝑥𝑖 = 𝑃 𝑋 = 𝑥𝑖 = 𝐹 𝑥𝑖 − 𝐹(𝑥𝑖−1 )
𝑑𝑥
 Example:
1. Let x be a discrete random variable with pmf:
𝑥
; 𝑥 = 1,2,3,4,5
𝑝 𝑥 = 15
0 𝑜𝑡𝑕𝑒𝑟𝑤𝑖𝑠𝑒
a. Determone F(x), the comulative distribution function (cdf) of X.
Solution: for x=0, F(0)=p(X≤ 0) = 𝑖;𝑥𝑖≤0 𝑝𝑖 =0
For x=1, F(1)=p(x ≤ 1) = 𝑖;𝑥𝑖≤1 𝑝𝑖 = 𝑝1 = 1/15
21 3
For x=2, F(2)= p(x ≤ 2) = 𝑖;𝑥𝑖≤2 𝑝𝑖 = 𝑝1 + 𝑝2 = + =
15
15 15
1 2 3
For x=3, F(3)= p(x ≤ 3) = 𝑖;𝑥𝑖≤3 𝑝𝑖 = 𝑝1 + 𝑝2 + 𝑝3 = + + =
15 15 15
6 1
, for x=4, F(4)= p(x ≤ 4) = 𝑖;𝑥𝑖≤4 𝑝𝑖 = 𝑝1 + 𝑝2 + 𝑝3 + 𝑝4 = +
15 15
2 3 4 10
+ + = , and for x=5, F(5)= p(x ≤ 5) = 𝑖;𝑥𝑖≤5 𝑝𝑖 = 𝑝1 +
15 15 15 15
1 2 3 4 5
𝑝2 + 𝑝3 + 𝑝4 + 𝑝5 = + + + + = 1
15 15 15 15 15
 Cont…
Hence the comulative distribution functionF(x) is given by:
0 𝑓𝑜𝑟 − ∞ ≤ 𝑥 < 1
1
𝑓𝑜𝑟 1 ≤ 𝑥 < 2
15
3
𝑓𝑜𝑟 2≤𝑥<3
15
𝐹 𝑥 = 6
15 𝑓𝑜𝑟 3≤𝑥<4
10
𝑓𝑜𝑟 4 ≤ 𝑥 < 5
15
1 𝑓𝑜𝑟 5 ≤ 𝑥 < ∞
 Example:2
let X be a continuous random variable with pdf:
1
𝑥 0≤𝑥<1
2
1
𝑓 𝑥 = 1≤𝑥<2
2
1 3
− 𝑥+ 2≤𝑥<3
2 2
0 𝑜𝑡𝑕𝑒𝑟𝑤𝑖𝑠𝑒
a. Determine F(x), the commulative distribution function (cdf) of X.
 Cont…
Hence the cumulative distribution function F(x) is given by:
0 𝑓𝑜𝑟 − ∞ ≤ 𝑥 < 0
𝑥2
𝑓𝑜𝑟 0 ≤ 𝑥 < 1
4
𝐹 𝑥 = 2𝑥 − 1
𝑓𝑜𝑟 1 ≤ 𝑥 < 2
4
𝑥 2 3𝑥 5
− 4 + 2 −4 𝑓𝑜𝑟 2≤𝑥<3
1 𝑓𝑜𝑟 3≤𝑥<∞
THANK YOU!!!