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1 to leave the
company this year, and 3 hourly employees
1. Discrete Random Variables are chosen at random. Let X is the number of
2. Continuous Random Variables employees, among the three employees
chosen, who will leave the company this year.
Section 1.1 Discrete Random Variables Let
Definition If a random variable takes on f(x) = P(X = x) for x = 0, 1, 2 and 3,
only a finite number of values or an infinite then
sequence of values, it is called a discrete f(0) = P(X = 0) = C3,0(0.1)0(0.9)3 = 0.729,
random variable. For a discrete random f(1) = P(X = 1) = C3,1(0.1)1(0.9)2 = 0.243,
variable X, define the probability function f(2) = P(X = 2) = C3,2(0.1)2(0.9)1 = 0.027,
f(x) as f(3) = P(X = 3) = C3,3(0.1)3(0.9)0 = 0.001,
f(x) = P(X = x) f(0) + f(1) + f(2) + f(3) = 1.
for all values x taken on by X.
Example 2 If X is the number of successes
Therefore, if f(x) is a probability function, in a binomial experiment, then X is a discrete
then random variable with
f(x) ≥ 0 for any x, P(X = x) = Cn,x px(1− p)n − x, x = 0, 1,…, n,
Σ f(x) = 1 where the summation runs where
over all x such that f(x) > 0. n = the number of trials,
p = the probability of a success on each
Example 1 Suppose each employee of a trial.
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+∞
for any real number a; that is, the probability
of taking on any particular value is 0. ∫
−∞
x f( x)dx ,
Furthermore, we have (if it exists) and is denoted by E(X) or µ,
P(a < X < b) = P(a < X ≤ b) where f(x) is a probability density function of
X.
= P(a ≤ X < b) = P(a ≤ X ≤ b)
If µ = E(X) exists, the variance of X is
= the area under the graph of f(x) from a to b,
defined as
and +∞
∫−∞
+∞
f( x)dx = 1 ∫
−∞
( x − µ ) 2 f( x)dx
where the left hand side is the area between (if it exists) and is denoted by Var(X) or σ 2.
the whole graph of f(x) and the x axis. The standard deviation of X is defined as
the non-negative square root of the variance
Probability Density Function (if it exists) of X and is denoted by σ.
f(x)
Definition The function
1 2 2
f(x) = e −( x − µ ) ( 2σ )
2π σ
0 a b x with µ being any real number, σ being any
positive number, π = 3.14159… and e =
Definition The expectation, expected value 2.71828… is called a normal probability
or mean of a continuous random variable X is density function or just normal density
defined as function.
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For any normal density function to the left of the µ and that to the right is
1 2 2 are both 0.5);
f(x) = e −( x − µ ) ( 2σ ) ,
2π σ 2. the highest point is at x = µ;
it can be proved that 3. σ determines the shape of the curve (larger
+∞
values result in wider and flatter curves).
∫−∞
f ( x)dx = 1,
+∞ +∞
∫ xf ( x)dx = µ and ∫ ( x − µ ) 2 f ( x)dx = σ 2. Normal Density Function (µ = 0)
−∞ −∞
0.1 −4 −3 −2 −1 0 1 2 3 4
−4 −3 −2 −1 0 1 2 3 4
Definition If a normal density function can
serve as a probability density function of a
Properties of the graph of a normal density continuous random variable X, we say that X
function (called a normal curve): follows the normal probability distribution
1. it is symmetric about the µ (hence the area (or just normal distribution) with mean µ
and standard deviation σ and write
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Example 4 Find P(Z < −0.5).
[Solution] By symmetry, Example 6 Find P(−1.58 < Z < −1).
P(Z < −0.5) = P(Z > 0.5) [Solution]
= P(Z > 0) − P(0 < Z ≤ 0.5) Standard Normal Density Area = 0.4429
= 0.5 − 0.1915 = 0.3085. Area = 0.3413
Standard Normal Density
Area = 0.1915
Area = 0.3085
−3 −2 −1 0 1 2 3