RANDOM VARIABLES

Presented by:
Juanito S. Chan
DEFINITION
A Random Variable is a
function whose value is a real
number determined by each
element in the sample space.

EXAMPLES
Two balls are drawn in succession without replacement
from an urn containing four red balls and three black
balls. Determine the possible outcomes and the values
y of the random variable Y, where Y is the number of
red balls.
A stockroom clerk returns three safety helmets at
random to three steel mill employees who had
previously checked them. If Smith, Jones, and Brown,
in that order, receive one of the three hats, list the
sample points for the possible orders of returning the
helmets and find the values m of the random variable
M that represents the number of correct matches.

Two Types of Random Variables
Discrete Random Variable is a random
variable where the sample space contains a
finite number of possibilities or an unending
sequence with as many elements as there are
whole numbers.
Continuous Random Variable is a random
variable where the sample space contains an
infinite number of possibilities equal to the
number of points on a line segment.

Discrete Probability Distributions
The function f(x) is a probability function or a
probability distribution of the discrete random
variable X if, for each possible outcome x,


). ( ) ( . 3
. 1 ) ( . 2
. 0 ) ( . 1
x f x X P
x f
x f
x
= =
=
>

Cumulative Discrete Probability
Distributions

The cumulative distribution F(x) of a discrete
random variable X with probability
distribution f(x) is given by

s
= s =
x t
t f x X P x F ) ( ) ( ) (
EXAMPLES
Find the probability distribution of the sum of
the numbers when a pair of dice is tossed.
Find the formula for the probability
distribution of the number of heads when a
coin is tossed four times.
Find the cumulative distribution of the
random variable Y in problem no two Using
F(y), verify that f(2) = 3/8.

Continuous Probability Distributions
The function f(x) is a probability density
function for the continuous random variable
X, defined over the set of real numbers R, if

. ) ( ) ( . 3
. 1 ) ( . 2
. 0 ) ( . 1
}
}
= < <
=
e >

b
a
dx x f b X a P
dx x f
R x all f or x f
Cumulative Continuous Probability
Distributions
The cumulative distribution F(x) of a
continuous random variable X with density
function f(x) is given by

}

= s =
x
dt t f x X P x F ) ( ) ( ) (
EXAMPLES
Let the random variable X have the probability
density function


Verify condition 2 of the properties of the
continuous probability distributions.
Find P(0 < X 1).
Find F(x) for the density function of the preceding
problem and use it to evaluate P(0 < X 1).

. . 0
2 1 .
3
) (
2
elsewhere
x
x
x f
=
< < =
Empirical Distributions
Empirical distributions are obtained by
grouping the raw data into classes or
categories and determining the proportion of
measurements in each of the classes. These
distributions can be in the form of frequency
table, frequency histogram or frequency
polygon.


Discrete Joint Probability Distributions

The function f(x, y) is a joint probability
function of the discrete random variable X and
Y if

( ) | |
plane. xy in the A region any for
) , ( , . 3
. 1 ) , ( . 2
). , ( 0 ) , ( . 1

= e
=
>
A
x y
y x f A Y X P
y x f
y x all f or y x f
EXAMPLE
Two refills for a ballpoint pen are selected at
random from a box that contains three blue
refills, two red refills, and three green refills. If
X is the number of blue refills and Y is the
number of red refills selected, find (1) the
joint probability function f(x, y), and
(2)

( ) | | ( ) { }. 1 , region the is A where , , s + e y x y x A Y X P
Continuous Joint Probability
Distributions
The function f(x, y) is joint density function of
the continuous random variables X and Y if

( ) | |
plane. xy in the A region any for
) , ( , . 3
. 1 ) , ( . 2
). , ( 0 ) , ( . 1
}}
} }
= e
=
>

A
dxdy y x f A Y X P
dxdy y x f
y x all f or y x f
EXAMPLE
Consider the joint density function

. , 0
1 0 , 2 0 ,
4
) 3 1 (
) , (
2
elsewhere
y x
y x
y x f
=
< < < <
+
=
1. Verify condition 2 of the properties of the
continuous joint probability distributions.
2. Find
( ) | | ( ) { }. 2 / 1 4 / 1 , 1 0 , region the is A where , , < < < < e y x y x A Y X P
MATHEMATICAL EXPECTATION
Let X be a random variable with probability
distribution f(x). The expected value of X or
the mathematical expectation of X is

continuous is X if ) (
discrete is X if ) ( ) (
}

=
=
dx x xf
x xf X E
x
EXAMPLES
Find the expected number of chemists on a
committee of size 3 selected at random from
four chemists and three biologists.
In a gambling game a man is paid $5 if he gets
all heads or all tails when three coins are
tossed and he pays out $3 if either one or two
heads show. What is his expected gain?

EXAMPLES CONT..
Let X be the random variable that denotes the
life in hours of a certain type of tube. The
probability density function is given by

elsewhere
x
x
x f
, 0
100 ,
000 , 20
) (
3
=
> =
Find the expected life of this type of tube.

Mathematical Expectations of Joint
Probability Distributions

Let X and Y be random variable with joint
probability distribution f(x, y). The expected
value of the function g(X, Y) is

( ) | |
} }

=
=
continuous are Y and X if ) , ( ) , (
discrete are Y and X if ) , ( ) , ( ,
dxdy y x f y x g
y x f y x g Y X g E
x y
EXAMPLES
Let X and Y be random variables with joint
probability distribution given by the following
table. Find the expected value of g(X, Y) = XY.

x
y 0 1 2
0 3/28 9/28 3/28
1 3/14 3/14
2 1/28
EXAMPLES
Find E(Y/X) for the density function

elsewhere
y x
y x
y x f
, 0
1 0 , 2 0 ,
4
) 3 1 (
) , (
2
=
< < < <
+
=

CHEBYSHEVS THEOREM

The probability that any random variable X
falls within k standard deviations of the mean
is at least (1 1/k
2
). That is,

2
1
1 ) (
k
k X k P > + < < o o
EXAMPLE
A random variable X has a mean = 8, a
variance
2
= 9, and an unknown probability
distribution. Find (1) P(-4 < X < 20), and
(2)
( ). 6 8 > X P