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Random Variables and Probability Distributions

The document discusses probability distributions of discrete random variables including definitions, examples, and calculations of mean, variance, and standard deviation. Discrete random variables and their probability distributions are explained along with examples and problems to solve.

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Jerry Mae Ranes
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0% found this document useful (0 votes)
31 views70 pages

Random Variables and Probability Distributions

The document discusses probability distributions of discrete random variables including definitions, examples, and calculations of mean, variance, and standard deviation. Discrete random variables and their probability distributions are explained along with examples and problems to solve.

Uploaded by

Jerry Mae Ranes
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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PROBABILITY

DISTRIBUTION
RANDOM VARIABLE, MEAN, AND VARIANCE OF DISCRETE
PROBABILITY DISTRIBUTION
PREPARED BY JERRY MAE A. RANES
RANDOM VARIABLE
VARIABLE
RANDOM VARIABLE
RANDOM VARIABLE
DISCRETE VS. CONTINUOUS RANDOM VARIABLE
RANDOM VARIABLE
RANDOM VARIABLE
STEPS
RANDOM VARIABLE
EXAMPLE #1

𝑋
RANDOM VARIABLE
EXAMPLE #1
RANDOM VARIABLE
EXAMPLE #1
RANDOM VARIABLE
EXAMPLE #1
RANDOM VARIABLE
EXAMPLE #1

𝑋 = 0,1,2,3
RANDOM VARIABLE
EXAMPLE #2

𝑌
RANDOM VARIABLE
EXAMPLE #2
RANDOM VARIABLE
EXAMPLE #2
RANDOM VARIABLE
EXAMPLE #2
RANDOM VARIABLE
EXAMPLE #2

𝑌 = 0,1,2,3
RANDOM VARIABLE
EXAMPLE #3

𝑍
RANDOM VARIABLE
EXAMPLE #3
RANDOM VARIABLE
EXAMPLE #3
RANDOM VARIABLE
EXAMPLE #3

𝑍 = 0,1,2
RANDOM VARIABLE
Problem set
𝑍

𝑋
RANDOM VARIABLE
Problem set
𝑇

𝑆
DISCRETE PROBABILITY DISTRIBUTION
DISCRETE PROBABILITY DISTRIBUTION
STEPS

𝑛 𝐸
𝑛 𝑆
DISCRETE PROBABILITY DISTRIBUTION
PROPERTIES

𝟎≤𝑷 𝑿 ≤𝟏

σ𝑷 𝑿 = 𝟏
DISCRETE PROBABILITY DISTRIBUTION
EXAMPLE #1

𝑋
DISCRETE PROBABILITY DISTRIBUTION
EXAMPLE #1

𝑋
DISCRETE PROBABILITY DISTRIBUTION
EXAMPLE #2

𝑋
DISCRETE PROBABILITY DISTRIBUTION
EXAMPLE #2
DISCRETE PROBABILITY DISTRIBUTION
EXAMPLE #2
DISCRETE PROBABILITY DISTRIBUTION
EXAMPLE #2

1
8
3
8
3
8
1
8
DISCRETE PROBABILITY DISTRIBUTION
EXAMPLE #3

𝑌
DISCRETE PROBABILITY DISTRIBUTION
EXAMPLE #3
DISCRETE PROBABILITY DISTRIBUTION
EXAMPLE #3
DISCRETE PROBABILITY DISTRIBUTION
EXAMPLE #3

1
8
3
8
3
8
1
8
DISCRETE PROBABILITY DISTRIBUTION
EXAMPLE #4

𝑍
DISCRETE PROBABILITY DISTRIBUTION
EXAMPLE #4
DISCRETE PROBABILITY DISTRIBUTION
EXAMPLE #4
DISCRETE PROBABILITY DISTRIBUTION
EXAMPLE #4

1
4
1
2
1
4
DISCRETE PROBABILITY DISTRIBUTION
EXAMPLE #5

𝑌
DISCRETE PROBABILITY DISTRIBUTION
EXAMPLE #6

𝑃 𝑋≥2
𝑃 𝑋≤3
𝑃 1≤𝑋≤4
𝑃 2 +𝑃 4
DISCRETE PROBABILITY DISTRIBUTION
EXAMPLE #7

𝑿 0 1 2 3 4
1 3 3 1 1
𝑷 𝑿
10 10 10 10 5
DISCRETE PROBABILITY DISTRIBUTION
HISTOGRAM


DISCRETE PROBABILITY DISTRIBUTION
EXAMPLE #1

1
= 0.125
8
3
= 0.375
8
3
= 0.375
8
1
= 0.125
8
DISCRETE PROBABILITY DISTRIBUTION
EXAMPLE #1
DISCRETE PROBABILITY DISTRIBUTION
EXAMPLE #2

1
= 0.125
8
3
= 0.375
8
3
= 0.375
8
1
= 0.125
8
DISCRETE PROBABILITY DISTRIBUTION
EXAMPLE #2
DISCRETE PROBABILITY DISTRIBUTION
EXAMPLE #3

1
= 0.25
4
1
= 0.50
2
1
= 0.25
4
DISCRETE PROBABILITY DISTRIBUTION
EXAMPLE #3
DISCRETE PROBABILITY DISTRIBUTION
seatwork

𝑋 1 5 8 7 9
1 1 1 1 1
𝑃 𝑋
3 3 3 3 3
𝑋 0 2 4 6 8
1 1 1 1 1
𝑃 𝑋
6 6 3 6 6
𝑋 1 2 3 5
1 1 1 1
𝑃 𝑋
4 8 4 8
DISCRETE PROBABILITY DISTRIBUTION
seatwork

𝑋 4 8 12 15 17
1 1 1 1 1
𝑃 𝑋
5 8 8 5 8

𝑋 1 2 3 5
𝑃 𝑋 0.35 0.25 0.22 0.12
DISCRETE PROBABILITY DISTRIBUTION
seatwork

𝑍 1 2 3 5
𝑃 𝑍 0.35 0.25 0.22 𝑚

𝑌 4 8 12 15 17
1 1 1 1
𝑃 𝑌 𝑘 𝑘
5 16 5 8
DISCRETE PROBABILITY DISTRIBUTION
seatwork

𝑍
DISCRETE PROBABILITY DISTRIBUTION
seatwork
𝑋
DISCRETE PROBABILITY DISTRIBUTION
seatwork
MEAN OF THE PROBABILITY DISTRIBUTION

𝜇 = 𝑋1 ∙ 𝑃 𝑋1 + 𝑋2 ∙ 𝑃 𝑋2 + ⋯ + 𝑋𝑛 ∙ 𝑃 𝑋𝑛

𝜇 = ෍𝑋 ∙ 𝑃 𝑋
MEAN OF THE PROBABILITY DISTRIBUTION
EXAMPLE #1

𝑋
MEAN OF THE PROBABILITY DISTRIBUTION
EXAMPLE #2

1
8
3
8
3
8
1
8
MEAN OF THE PROBABILITY DISTRIBUTION
EXAMPLE #3

1
8
3
8
3
8
1
8
MEAN OF THE PROBABILITY DISTRIBUTION
EXAMPLE #4

1
4
1
2
1
4
MEAN OF THE PROBABILITY DISTRIBUTION
EXAMPLE #5

𝑌
VARIANCE AND STANDARD DEVIATION OF
THE PROBABILITY DISTRIBUTION
VARIANCE AND STANDARD DEVIATION OF
THE PROBABILITY DISTRIBUTION
STEPS
VARIANCE AND STANDARD DEVIATION OF
THE PROBABILITY DISTRIBUTION
FORMULA

𝜎2 = ෍ 𝑋 − 𝜇 2
∙𝑃 𝑋

𝜎= ෍ 𝑋−𝜇 2 ∙𝑃 𝑋
VARIANCE AND STANDARD DEVIATION OF
THE PROBABILITY DISTRIBUTION
TABLE

𝑿 𝑷 𝑿 𝑿∙𝑷 𝑿 𝑿−𝝁 𝑿−𝝁 𝟐 𝑿−𝝁 𝟐 ∙𝑷 𝑿


VARIANCE AND STANDARD DEVIATION OF
THE PROBABILITY DISTRIBUTION
EXAMPLE

𝑋
VARIANCE AND STANDARD DEVIATION OF
THE PROBABILITY DISTRIBUTION
EXAMPLE

1
8
3
8
3
8
1
8
VARIANCE AND STANDARD DEVIATION OF
THE PROBABILITY DISTRIBUTION
EXAMPLE

1
8
3
8
3
8
1
8
VARIANCE AND STANDARD DEVIATION OF
THE PROBABILITY DISTRIBUTION
EXAMPLE

1
4
1
2
1
4
VARIANCE AND STANDARD DEVIATION OF
THE PROBABILITY DISTRIBUTION
EXAMPLE

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