Random Variables and Probability Distributions
Random Variables and Probability Distributions
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
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