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PROSTAT Lecture7 Handouts

This document discusses random variables and probability distributions. It defines discrete and continuous random variables and their probability distributions. Some key points include: - A random variable is a function that associates a real number with each outcome in a sample space. - Discrete random variables have probability distributions defined by a probability mass function. Continuous random variables have probability distributions defined by a probability density function. - Cumulative distribution functions give the probability that a random variable is less than or equal to a value. - Examples show how to calculate probabilities of events using probability distributions for discrete and continuous random variables.

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69 views3 pages

PROSTAT Lecture7 Handouts

This document discusses random variables and probability distributions. It defines discrete and continuous random variables and their probability distributions. Some key points include: - A random variable is a function that associates a real number with each outcome in a sample space. - Discrete random variables have probability distributions defined by a probability mass function. Continuous random variables have probability distributions defined by a probability density function. - Cumulative distribution functions give the probability that a random variable is less than or equal to a value. - Examples show how to calculate probabilities of events using probability distributions for discrete and continuous random variables.

Uploaded by

Jubillee Magsino
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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PROSTAT AE-302 LECTURE7

RANDOM VARIABLES AND PROBABILITY DISTRIBUTION

A random variable is a function that associates a real number with each element in the sample
space.

Example:
Two balls are drawn in succession without replacement from an urn containing 4 red balls and 3
black balls. The possible outcomes and the values of y of the random variable Y, where Y is the number
of red balls, are
Sample space y
RR 2
RB 1
BR 1
BB 0

Dummy variables are used for random numbers that are categorical in nature.
Example: x= {0 1, if, ifthethecomponent
component is d efective
is not defective
The random variable for which 0 and 1 are chosen to describe the two possible values is called a
Bernoulli random variable.

 If a sample space contains a finite number of possibilities or an unending sequence with as many
elements as there are whole numbers, it is called a discrete sample space.
Example: tossing a coin three times

 If a sample space contains an infinite number of possibilities equal to the number of points on a line
segment, it is called a continuous sample space.

DISCRETE PROBABILITY DISTRIBUTIONS

The set of ordered pairs ( x , f (x ))is a probability function, probability mass or probability
distribution of the discrete random variable X, for each possible outcome x,
 f (x)≥ 0
 ∑ f ( x )=1
x
 P ( X=x )=f (x )

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 of the
numbers of defectives.

Cumulative Distribution Function


The cumulative distribution function F (x) of a discrete random variable X with probability
distribution f(x) is F ( x )=P ( X ≤ x ) =∑ f (t) , for−∞ < x< ∞.
t≤x
PROSTAT AE-302 LECTURE7

CONTINUOUS PROBABILITY DISTRIBUTIONS

The function f(x) is a probability density function (pdf) for the continuous random variable X,
defined over the set of real numbers, if
 f ( x ) ≥0 , for all x ∈ R
∞

 ∫ f ( x ) dx=1
−∞
b
 P ( a< X < b )=∫ f ( x ) dx
a

Example:
Suppose that the error in the reaction temperature, in ℃ , for a controlled laboratory
experiment is a continuous random variable X having the probability density function
x2


{
f ( x )= 3
,−1< x <2
0 , elsewhere
Verify that f (x) is a density function.
 Find P ( 0< X ≤ 1 )

Cumulative Distribution Function


The cumulative distribution function F (x) of a continuous random variable X with density
x
distribution f(x) is F ( x )=P ( X ≤ x ) =∫ f ( t ) dt , for−∞< x< ∞.
−∞

Additional Examples in Probability Rules:


1. Find the P(A and B) if P(A)=1/4, P(B)=1/2 and: (a) P(A or B) = 4/5, (b) P(A/B) = 3/4, (c) P(B/A) =
2/5, (d) A and B are independent, (e) A and B are mutually exclusive,
2. A survey of 500 students taking one or more courses in calculus, physics and statistics during
one semester revealed the following numbers of students in the indicated subjects:
Calculus 329 Calculus and Physics 83
Physics 186 Calculus and Statistics 217
Statistics 295 Physics and Statistics 63
If one student is selected at random, find the probability that he is taking: (a) all three subjects
(b) calculus but not statistics (c) physics but not calculus (d) statistics but not physics (e) calculus
or statistics but not physics (f) calculus but not physics or statistics (g) physics but not statistics
or calculus.
3. A BS Math student estimates that the probability that he will pass Math I is 50%, the probability
that he will pass Psychology is 75%, and the probability that he will pass both subjects is 45%.
What is the probability that he will pass at least one of the two subjects?
4. Two cards are drawn in succession from a deck without replacement. What is the probability
that (a) both cards are red? (b) both cards are greater than 3 but less than 8?
5. A box contains 500 envelopes of which 75 contain P100 in cash, 150 contain P25, and 275
contain P10. An envelope may be purchased for P25. What is the sample space for the different
amounts of money?
PROSTAT AE-302 LECTURE7

6. A die is constructed so that 1 or 2 occurs twice as often as a 5, which occurs three times as often
as 3, 4 or 6. If the die is tossed once, find the probability that (a) the number is even (b) the
number is a perfect square (c) the number is greater than 5.
7. One bag contains 4 white balls and 3 black balls and a second bag contains 3 white balls and 5
black balls. One ball is drawn in random from the second bag and is replaced unseen in the first
bag. What is the probability that a ball now drawn from the first bag is white?

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