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Random Variables
Random variable
A random variable is a variable whose value is determined by the outcome of a random experiment. In
general, it is denoted by the capital letter, X.
Discrete random variable
A random variable that assumes countable values is called a discrete random variable.
Example
1.
2.
3.
3.2
Probability distribution of a discrete random variable lists all the possible values that the random variable
can assume and their corresponding probabilities.
The ordered pairs (x, P(x)) where P ( x) = P ( X = x) is called the probability distribution of the discrete
random variable X.
Two characteristics of a probability distribution:
1.
0 P ( x) 1 for each value of x
2.
P ( x ) = 1
Chapter 3 - 1
Example 3.1. The following table lists the probability distribution of the number of breakdowns per
week for a machine based on past data.
Breakdowns per week
Probability
a)
b)
0
0.15
1
0.20
2
0.35
3
0.30
Solution.
Let x denote the number of breakdowns for this machine during a given week.
Example 3.2. According to a survey, 60% of all students at a large university suffer from math anxiety.
Two students are randomly selected from this university. Let x denote the number of students in this
sample who suffer from math anxiety. Develop the probability distribution of x.
Solution.
We define
Events
P(X = x)
Chapter 3 - 2
3.2.1 Mean
The mean of a discrete random variable X is also called its expected value and is computed as
E ( X ) or = xP( x)
3.2.2 Variance
The variance of a discrete random variable X measures the spread of its probability distribution and is
computed as
Var ( X ) or 2 = E ( X 2 ) ( E ( X )) 2
x 2 P ( x) 2
= 2
=
x 2 P( x) 2
P (x )
xP(x)
0
1
2
3
0.15
0.20
0.35
0.30
0
0.20
x 2 P ( x)
0
0.20
2.70
1.80
Chapter 3 - 3
3.3
3.3.1 Combinations
Combinations (order does not matter)
The number of combinations for selecting x from n distinct elements is given by the formula
n
n!
n
Cx =
=
x
x!(n x)!
Example 3.6. According to a poll of women aged 18 and older, 60% of the women said that they do not
spend enough time on themselves. Assume that this result holds true for the current population of all
women aged 18 and older. Let X denote the number in a random sample of three women aged 18 and
older who hold this view. Write the probability distribution of x and draw a line graph for this probability
distribution.
Solution.
Note that n - x is the number of women who either say that they spend enough time on themselves or
have no opinion.
p = P(a woman holds the given view) =
q = P(a woman does not hold the given view) =
The possible values of x are
Probability distribution of X:
Line graph of the probability distribution of X:
P(X = x)
ii)
iii)
P ( X < 20)
iv)
E(X)
Chapter 3 - 5
where q = 1 p .
Suppose X ~ B(n, p ) and Y = n X . Then
Y ~ B ( n, 1 p ) .
Example 3.8. Suppose X ~ B(n = 10, p = 0.8) and Y ~ B (n = 10, p = 0.2)
P ( X = 7)
P(Y = 3)
Example 3.9. The probability that a patient recovers from a rate blood disease is 0.6. If 20 people are
known to have contracted this disease, what is the probability that
a)
exactly 5 survive?
b)
from 3 to 8 survive?
c)
at least 10 survive?
Solution.
Let X be the number of patients out of 20 who survive from this disease.
3.4
The Poisson distribution is a discrete probability distribution that applies to occurrences of some events
over a specified interval. The random variable X is the number of occurrences of the events in an interval.
The interval can be time, distance, area, volume or some similar unit.
The following are examples of discrete random variable for which the Poisson probability distribution
can be applied.
1.
The number of telemarketing phone calls received by a household during a given day.
2.
The number of mistakes typed on a given page.
3.
The number of customers entering a grocery store during a one-hour interval.
Chapter 3 - 6
Chapter 3 - 7
3.5
A continuous random variable is a random variable whose values are not countable, it can assume any
value over an interval or intervals.
For example, the life of a battery, heights of persons, time taken to complete a test, etc, are continuous
random variables.
The probability that a continuous random variable X assumes a single value is always zero.
P( X = a) = 0
That is,
Therefore, for a continuous random variable X, we will also call its probability distribution curve,
probability density function. This function, f (x) , satisfies the following properties:
i)
f ( x) 0 , for all x.
ii)
The total area between the curve of f (x) and the x-axis is always 1, that is
iii)
b
a
f ( x) dx = 1
f ( x) dx .
Mean
Let X be a continuous random variable with probability density function f (x) . The mean or expected
value of X is
= E( X ) =
x f ( x) dx .
3.5.2 Variance
Let X be a continuous random variable with probability density function f (x) and mean . The
Var ( X ) = X2 = E[( X ) 2 ] =
variance of X is
or
3.6
( x ) 2 f ( x) dx
Var ( X ) = X2 = E ( X 2 ) 2 =
x 2 f ( x) dx 2
The normal distribution is one of the many probability distributions that a continuous random variable
can possess. The normal distribution is the most important and most widely used of all probability
distributions.
The normal probability distribution or the normal curve is a bell-shaped (symmetric) curve, its mean is
denoted by and its variance by 2 .
The probability density function of a normal distribution is
f ( x) =
(x )
1
exp
2 2
2
a)
b)
c)
d)
e)
Chapter 3 - 9
a)
b)
c)
d)
Example 3.14.
a)
Determine the Z-score having an area of 0.04 to its left under the standard normal curve.
b)
Find the two Z-scores that divide the area under the standard normal curve into a middle 0.95 area
and two outside 0.025 areas.
Solution.
Chapter 3 - 10
Example 3.15. ABC produces many types of soft drinks, including Cola. The amount of soda in each
can of Cola has a normal distribution with a mean of 12 ounces and a standard deviation of 0.015 ounce.
a)
What is the probability that a randomly selected can of Cola contains 11.97 to 11.99 ounces of
soda?
b)
What percentage of the Cola cans contain 12.02 to 12.07 ounces of soda?
Solution.
Example 3.16. The life span of a calculator has a normal distribution with a mean of 65 months and a
standard deviation of 8 months. The company guarantees that any calculator that starts malfunctioning
within 36 months of the purchase will be replaced by a new one.
a)
About what percentage of calculators made by this company are expected to be replaced?
b)
What should the warranty period be to replace a malfunctioning calculator if the company does
not want to replace more than 1% of all the calculators sold?
Solution.
Chapter 3 - 11