Stat 305, Fall 2014

Name

Chapter 5.1: Discrete Random Variables (part I)

The Basics of Random Variables
Random Variable
Definition: A random variable is a quantity that (prior to observation) can be thought of
as dependent on chance phenomenon. (i.e. you cant know the outcome until it happens.)
Usually use capital letters at the end of the alphabet to represent rvs; X, Y, Z
Examples:

Important features of a Random Variable (RV):

The set of possible values.
Some specification of how likely these values are to occur; i.e. probabilities for
each value.
Together these values and probabilities define the distribution of a RV.
Done differently for discrete and continuous RVs.

Discrete Random Variable

Definition: A discrete RV has isolated or separated possible values (rather than a continuum of available outcomes); i.e.: a discrete set of possible values
Examples:

Continuous Random Variable

Definition: A continuous RV has an entire (continuous) interval of numbers as its set of
possible values
Examples:

Probability Mass Function (PMF)

Definition: A probability mass function (pmf ) for a discrete rv X, having possible values
x1 , x2 , . . . is a nonnegative function, denoted as f (x), with f (xj ) giving the probability that
X takes on the value xj .
i.e.: f (xj ) = P [X = xj ]
Recall X is the random variable, x is a specific numeric value
Properties:
f (x) is in the interval [0, 1] for all x.
The values
X of f (x) sum to 1 when the sum is taken across all possible values for
x; i.e.:
f (xi ) = 1
i

Familiar examples of PMFs

1. Roll a die (6 sided)

2. Flip a fair coin

3. Flip an unfair coin

Example 5.1
Let X = the number of goals scored by a hockey team in each of their first 9 games. Suppose
a team has X = 1, 1, 0, 5, 0, 2, 8, 4, 1 goals
Find the function f (x)
Find P [X > 2] and P [1 X 5]

Example 5.2
For a manufacturing process that molds 6 units at a time, let X be the number of defective
units that result and find the following probabilities.
x
0
1
2
3
4
5
6
f (x) 0.30 0.20 0.20 0.10 0.10 0.05 0.05
1. P (X < 3)

2. P (X 3)

3. P (2 < X 5)

4. P (X > 3)

Cumulative Density Function (CFD)

Definition: A cumulative density function, is a function F (x), that gives the probability
that X takes that value or a smaller one.
X
f (y)
F (x) = P [X x] =
yx

Another way of specifying a probability distribution.

Properties:
F(x) is 0 for all x-values below x(1) and 1 for all x-values above x(n) .
F(x) is non-decreasing (it can only increase or stay the same).

Example 5.1 (Hockey, continued)

Find F(x) and F(2.9)

Example 5.2 (continued)

Plot the CDF for the data.
x
0
1
2
3
f (x) 0.30 0.20 0.20 0.10
F (x)

4
0.10

5
0.05

6
0.05

Mean/ Expected Value

Definition:
the mean or expected value of a discrete random variable X is E[X] = =
X
xf (x) (ie: sum over all possible values of x)
x

Interpretation: The expected value of a distribution is the balance point of the

distribution (similar to the mean of the data set).
4

 Note: if all the values have the same probability (die rolling), this becomes the common
average from ch3
Example: What is the expected value of the number of dots on the side-up face after
rolling a die?

Example 5.1 (Hockey, continued again)

Find E(X)

Example 5.2 (continued again)

What is the expected number of defective units?

Variance
Definition: The variance of a discrete RV X is
X
V ar(X) =
(x E(X))2 f (x)
all x

or
V ar(X) =

x2 f (x) [E(X)]2 = E(X 2 ) [E(X)]2

all x

Also recall standard deviation of X: =

V ar(X)

Example 5.1 (Hockey, once more with feeling)

Find the variance and standard deviation for the Hockey data.

Example 5.2 (once more with feeling)

Compute the variance and standard deviation of the number of defective units.