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MODULE-3-PPT

The document discusses random variables, which can be discrete or continuous, and their associated probability distributions. It provides examples of each type, explains discrete probability distributions and probability density functions, and introduces cumulative distribution functions. The document also includes examples to illustrate how to calculate probabilities related to these concepts.

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8 views

MODULE-3-PPT

The document discusses random variables, which can be discrete or continuous, and their associated probability distributions. It provides examples of each type, explains discrete probability distributions and probability density functions, and introduces cumulative distribution functions. The document also includes examples to illustrate how to calculate probabilities related to these concepts.

Uploaded by

cyriljoseph.mahumoc
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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ENGINEERING DATA

ANALYSIS
MODULE 3: Random Variable and
Probability Distributions
RANDOM VARIABLE
The outcome of an experiment need not be a number, for
example, the outcome when a coin is tossed can be
'heads' or 'tails'. However, we often want to represent
outcomes as numbers.

A random variable is a function that associates a unique


numerical value with every outcome of an experiment. The
value of the random variable will vary from trial to trial as
the experiment is repeated.
RANDOM VARIABLE
There are two types of random variable - discrete and
continuous.

A random variable has either an associated probability


distribution (discrete random variable) or probability
density function (continuous random variable).
RANDOM VARIABLE
Examples:

1. A coin is tossed ten times. The random variable X is


the number of tails that are noted. X can only take the
values 0, 1, ..., 10, so X is a discrete random variable.

2. A light bulb is burned until it burns out. The random


variable Y is its lifetime in hours. Y can take any positive
real value, so Y is a continuous random variable.
A discrete random variable is one
DISCRETE RANDOM which may take on only a countable
VARIABLE number of distinct values such as 0,
Examples of discrete 1, 2, 3, 4, ... Discrete random
random variables include variables are usually (but not
the number of children in a necessarily) counts. If a random
family, the Friday night
attendance at a cinema, variable can take only a finite
the number of patients in a number of distinct values, then it
doctor's surgery, the
number of defective light must be discrete.
bulbs in a box of ten.
CONTINUOUS A continuous random variable is one
RANDOM which takes an infinite number of
VARIABLE possible values. Continuous random
Examples include height, variables are usually measurements.
weight, the amount of
sugar in an orange, the
time required to run a
mile.
DISCRETE PROBABILITY DISTRIBUTION
The probability distribution of a discrete random variable
is a list of probabilities associated with each of its possible
values. It is also sometimes called the probability function
or the probability mass function.
DISCRETE PROBABILITY DISTRIBUTION

More formally, the probability distribution


of a discrete random variable X is a
function which gives the probability p(xi)
that the random variable equals xi, for each
value xi:
p(xi) = P(X=xi)
It satisfies the following conditions:
(a)

(b)
DISCRETE PROBABILITY DISTRIBUTION

EXAMPLE:

A shipment of 20 similar laptop computers 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
defectives.
DISCRETE PROBABILITY DISTRIBUTION

SOLUTION:

Let X be a random variable whose values x are the possible


numbers of defective computers purchased by the school.

Then x can only take the numbers 0, 1, and 2.


PROBABILITY DENSITY FUNCTION
The probability density function of a
continuous random variable is a function
which can be integrated to obtain the
probability that the random variable takes a
value in each interval.
PROBABILITY DENSITY FUNCTION
PROBABILITY DENSITY FUNCTION
EXAMPLE:
for PROBABILITY DENSITY FUNCTION
SOLUTION:
for CUMULATIVE DISTRIBUTION FUNCTION

All random variables (discrete and continuous) have a


cumulative distribution function. It is a function giving the
probability that the random variable X is less than or equal
to x, for every value x.
Formally, the cumulative distribution function F(x) is
defined to be:

for
for CUMULATIVE DISTRIBUTION FUNCTION

EXAMPLE:
If a car agency sells 50% of its inventory of a certain
foreign car equipped with side airbags, find a formula for
the probability distribution of the number of cars with
side airbags among the next 4 cars sold by the agency. Find
the cumulative distribution function of the random variable
X.
for CUMULATIVE DISTRIBUTION FUNCTION
SOLUTION:

Since the probability of selling an automobile with side


airbags is 0.5, the 24 = 16 points in the sample space are
equally likely to occur. Therefore, the denominator
for all probabilities, and for our function, is 16. Thus, the
probability distribution f(x) = P(X = x) is
for CUMULATIVE DISTRIBUTION FUNCTION
SOLUTION:
for CUMULATIVE DISTRIBUTION FUNCTION
for CUMULATIVE DISTRIBUTION FUNCTION

EXAMPLE:

find F(x) and use it to evaluate P(0 < X ≤ 1).


for CUMULATIVE DISTRIBUTION FUNCTION

SOLUTION:

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