NATIONAL UNIVERSITY - LAGUNA

COLLEGE OF ENGINEERING AND ARCHITECTURE

ENGR. KENT PATRICK FERRARO

INSTRUCTOR
Whether an experiment yields qualitative or quantitative outcomes, methods of
statistical analysis require that we focus on certain numerical aspects of the
data.

There are two fundamentally different types of random variables—discrete

random variables and continuous random variables.
An experiment is any activity or process whose outcome is subject to
uncertainty. In any experiment, there are numerous characteristics that can be
observed or measured, but in most cases an experimenter will focus on some
specific aspect or aspects of a sample.

For example, in a study of commuting patterns in a metropolitan area, each

individual in a sample might be asked about commuting distance and the
number of people commuting in the same vehicle, but not about IQ, income,
family size, and other such characteristics. Alternatively, a researcher may test a
sample of components and record only the number that have failed within
1000 hours, rather than record the individual failure times.
In general, each outcome of an experiment can be associated with a number by
specifying a rule of association (e.g., the number among the sample of ten
components that fail to last 1000 hours or the total weight of baggage for a
sample of 25 airline passengers).

Such a rule of association is called a random variable—a variable because

different numerical values are possible and random because the observed value
depends on which of the possible experimental outcomes results.
For a given sample space of some experiment, a random variable (𝑟𝑣) is any
rule that associates a number with each outcome in 𝑆.

In mathematical language, a random variable is a function whose domain is the

sample space and whose range is the set of real numbers.

The notation means 𝑋 𝑠 = 𝑥 means that 𝑥 is the value associated with the
outcome 𝑠 by the rv 𝑋.
When a student calls a university help desk for technical support, he/she will
either immediately be able to speak to someone

𝑆 = 𝐴, 𝐵

We can define rv X as:

𝑋 𝐴 =1
𝑋 𝐵 =0

The rv X indicates whether (1) or not (0) the student can immediately speak to
someone.
Consider the experiment in which a telephone number in a certain area code is
dialed using a random number dialer (such devices are used extensively by
polling organizations), and define an rv Y by

1 if the selected number is unlisted

𝑌=ቊ
0 if the selected number is listed

Any random variable whose only possible values are 0 and 1 is called a
Bernoulli random variable.
An experiment is described in which the number of pumps in use at each of
two six-pump gas stations was determined. Define rv’s 𝑋, 𝑌, and 𝑍.
𝑋 = 𝑡he total number of pumps in use at the two stations
𝑌 = the difference between the number of pumps in use at station 1 and 2
𝑈 = the maximum of the numbers of pumps in use at the two stations

If this experiment is performed and 𝑠 = 2,3 results, then:

𝑋 2,3 → 𝑥 = 2 + 3 = 5;
𝑌 2,3 → 𝑦 = 2 − 3 = −1
𝑈 2,3 → 𝑢 = max 2,3 = 3
Consider an experiment in which a 9-volt batteries are tested until one with an
acceptable voltage (A) is obtained. The sample space is
𝑆 = 𝐴, 𝐵𝐴, 𝐵𝐵𝐴, 𝐵𝐵𝐵𝐴, 𝐵𝐵𝐵𝐵𝐴 …

𝑋 = the number of batteries tested before the experiment terminates

𝑋 𝐴 =1 𝑋 𝐵𝐴 = 2
𝑋 𝐵𝐵𝐴 = 3 𝑋 𝐵𝐵𝐵𝐴 = 4

The possible values of X is infinite.

It is a type of rv whose possible values either constitute a finite set or else can be
listed in an infinite sequence in which there is a first element, a second element
and so on.
It is a type of rv whose the following should be applied:
❑ Its set of possible values consists either of all numbers in a single interval
on the number line or all numbers in a disjoint union of such intervals.
❑ No possible value of the variable has positive probability, that is,
𝑃 𝑋 = 𝑐 = 0 for any possible value c.
A concrete beam may fail either by shear (S) or flexure (F). Suppose that three
failed beams are randomly selected, and the type of failure is determined for
each one. Let X be the number of beams among the three selected that failed by
shear.

List each outcome in the sample space along with the associated value of X.
A concrete beam may fail either by shear (S) or flexure (F). Suppose that three
failed beams are randomly selected, and the type of failure is determined for
each one. Let X be the number of beams among the three selected that failed by
shear.

List each outcome in the sample space along with the associated value of X.

𝑋 𝐹𝐹𝐹 →𝑥=0 𝑋 𝐹𝐹𝑆 →𝑥=1

𝑋 𝐹𝑆𝐹 →𝑥=1 𝑋 𝐹𝑆𝑆 →𝑥=2
𝑋 𝑆𝐹𝐹 →𝑥=1 𝑋 𝑆𝐹𝑆 →𝑥=2
𝑋 𝑆𝑆𝐹 →𝑥=2 𝑋 𝑆𝑆𝑆 →𝑥=3
For each random variable defined here, describe the set of possible values for
the variable, and state whether the variable is discrete.

a) the number of unbroken eggs in a randomly chosen standard egg carton

b) the number of students on a class list for a particular course who are absent
on the first day of classes
c) the amount of royalties earned from the sale of a first edition of 10,000
textbooks
d) the pH of a randomly chosen soil sample
e) the tension at which a randomly selected tennis racket has been strung
Probabilities assigned to various outcomes in S in turn determine probabilities
associated with the values of any particular rv X. The probability distribution of
X says how the total probability of 1 is distributed among the various possible
X values.

𝑝 0 = the probability of the value of 𝑋 value 0 = 𝑃(𝑋 = 0)

𝑝 1 = the probability of the value of 𝑋 value 1 = 𝑃(𝑋 = 1)

In general, 𝑝 𝑋 will denote the probability assigned to the value of x.

The probability distribution or probability mass function (pmf) of a discrete rv
is defined for every number x by:

𝑝 𝑥 = 𝑃 𝑋 = 𝑥 = 𝑥 = 𝑃(𝑎𝑙𝑙 𝑠 ∈ 𝑆: 𝑋 𝑠 = 𝑥)
NUL IT Department has a laboratory with six computers reserved for statistics
major classes. Let X denote the number of these computers that are in use at a
particular time of day. Suppose that the probability distribution of X is as given
in the following table; the first row of the table lists the possible X values, and
the second row gives the probability of each such value.

x 0 1 2 3 4 5 6
p(x) 0.05 0.10 0.15 0.25 0.20 0.15 0.10

a) probability at most 2 computers are in use

b) probability that between 2 and 5 computers inclusive are in use
Six lots of components are ready to be shipped by certain supplier. The number
of defective components in each slot it as follows:

Lot No. 1 2 3 4 5 6
No of Defectives 0 2 0 1 2 0

Let X be the number of defectives in the selected slot.

3
𝑝 0 = 𝑃 𝑋 = 0 = 𝑃 lot 1 or 3 or 6 = = 0.50
6
1
𝑝 1 = 𝑃 𝑋 = 1 = 𝑃 lot 4 = = 0.17
6
2
𝑝 2 = 𝑃 𝑋 = 2 = 𝑃 lot 2 or 5 = = 0.33
6
Consider a group of five potential blood donors – a,b,c,d and e – of whom only
a and b have O+ blood. Five blood samples, one from each individual, will be
typed in random order until an O+ individuals is identified. Let rv Y denotes the
number of typing necessary to identify an O+ individual. The pmf of Y is:
2
𝑝 1 = 𝑃 𝑌 = 1 = 𝑃 𝑎 or 𝑏 first = = 0.40
5
3 2
𝑝 2 = 𝑃 𝑌 = 2 = 𝑃 𝑐, 𝑑, or 𝑒 first and then 𝑎 or 𝑏 = ∗ = 0.30
5 4
3 2 2
𝑝 3 = 𝑃 𝑌 = 3 = 𝑃 𝑐, 𝑑, or 𝑒 first and second then 𝑎 or 𝑏 = ∗ ∗ = 0.20
5 4 3
3 2 1
𝑝 4 = 𝑃 𝑌 = 4 = 𝑃 𝑐, 𝑑, or 𝑒 first three = ∗ ∗ = 0.10
5 4 3
𝑝 𝑦 = 𝑃 𝑌 = 𝑦 = 𝑦 ≠ 1,2,3,4
p(x)

0.5

0 1 2 3 4 y
To compute the population average value of X, we need only the possible values
of X along with their probabilities. In particular, the population size is
irrelevant as long as the pmf is defined.

Let 𝑋 be a discrete rv with set of possible values 𝐷 and pmf 𝑝(𝑥). The expected
value or mean value of 𝑋 is denoted by 𝐸(𝑋) or 𝜇𝑥 or just 𝜇.

𝐸 𝑋 = 𝜇𝑥 = ෍ 𝑥 ∗ 𝑝(𝑥)
𝑥∈𝐷
Consider a university having 15,000 students and let of courses for which a
randomly selected student is registered. The pmf of X follows.

x 1 2 3 4 5 6 7
p(x) 0.01 0.03 0.13 0.25 0.39 0.17 0.02
Registered 150 450 1,950 3,750 5,850 2,550 300

Determine the mean value.

Just after birth, each newborn child is rated on a scale called the Apgar scale.
The possible ratings are 0, 1, . . . , 10, with the child’s rating determined by color,
muscle tone, respiratory effort, heartbeat, and reflex irritability. Let X be the
Apgar score of a randomly selected child born at a certain hospital during the
next year, and suppose that the pmf of X is:
x 0 1 2 3 4 5 6 7 8 9 10
p(x) 0.002 0.001 0.002 0.005 0.02 0.04 0.8 0.37 0.25 0.12 0.01

Determine the mean value.

The expected value of X describes where the probability distribution is
centered. Using the physical analogy of placing point mass p(x) at the value x
on a one-dimensional axis, if the axis were then supported by a fulcrum placed
at m, there would be no tendency for the axis to tilt.

Let 𝑋 have a pmf 𝑝(𝑥) and expected value of 𝜇. Then, the variance of 𝑋 is
denoted by 𝑉(𝑋) or 𝜎 2 .
𝑉 𝑋 = ෍(𝑥 − 𝜇)2 ∗ 𝑝(𝑥) = 𝐸[(𝑋 − 𝜇)2 ]
𝐷

Standard deviation
𝜎𝑥 = 𝜎𝑥 2
A library has an upper limit of 6 on the number of videos that can be checked
out to an individual at one time. Consider only those who check out videos,
and let X denote the number of videos checked out to a randomly selected
individual. The pmf of X is as follows:

x 1 2 3 4 5 6
p(x) 0.30 0.25 0.15 0.05 0.10 0.15

Determine the expected value of X, variance and standard deviation.

The number of arithmetic operations necessary to compute 𝜎 2 can be reduced
by using an alternative formula.

𝑉 𝑋 = 𝜎 2 = ෍ 𝑥 2 ∗ 𝑝(𝑥) − 𝜇2 = 𝐸 𝑋 2 − [𝐸(𝑋)]2
𝐷
The pmf of the number X of videos checked out was given as 𝑝 1 = 0.30,
𝑝 2 = 0.25, 𝑝 3 = 0.15, 𝑝 4 = 0.05, 𝑝 5 = 0.10, and 𝑝 6 = 0.15, from
which 𝜇 = 2.85. Determine 𝜎𝑥 2 .
A store carries flash drives with either 1 GB, 2 GB, 4 GB, 8 GB, or 16 GB of
memory. The accompanying table gives the distribution of
𝑌 = the amount of memory in purchased drive.

Y 1 2 4 8 16
p(y) 0.05 0.10 0.35 0.40 0.10

Determine the following:

a) 𝐸(𝑌)
b) 𝑉(𝑌)
c) standard deviation of 𝑌
d) using shortcut formula: 𝑉(𝑌)
There are many experiments that conform either exactly or approximately to
the following list of requirements:
1. The experiment consists of a sequence of 𝑛 smaller experiments called trials,
where 𝑛 is fixed in advance of the experiment.
2. Each trial can result in one of the same two possible outcomes (dichotomous
trials), which we generically denote by success (𝑆) and failure (𝐹).
3. The trials are independent, so that the outcome on any particular trial does
not influence the outcome on any other trial.
4. The probability of success 𝑃(𝑆) is constant from trial to trial; we denote this
probability by 𝑝.

An experiment for which Conditions 1–4 are satisfied is called a binomial

experiment.
The same coin is tossed successively and independently 𝑛 times. We arbitrarily
use 𝑆 to denote the outcome 𝐻 (heads) and 𝐹 to denote the outcome 𝑇 (tails).
Then this experiment satisfies Conditions 1–4.

Tossing a thumbtack 𝑛 times, with 𝑆 = 𝑝𝑜𝑖𝑛𝑡 𝑢𝑝 and 𝐹 = 𝑝𝑜𝑖𝑛𝑡 𝑑𝑜𝑤𝑛 is also a

binomial experiment.
In most binomial experiments, it is the total number of 𝑆’s, rather than
knowledge of exactly which trials yielded 𝑆’s, that is of interest.

The binomial random variable 𝑋 associated with a binomial experiment

consisting of n trials is defined as
𝑋 = the number of 𝑆 ′ s among 𝑛 trials
If 𝑛 = 3, then the number of possible outcomes is 8.

𝑆 = 𝑆𝑆𝑆, 𝑆𝑆𝐹, 𝑆𝐹𝑆, 𝑆𝐹𝐹, 𝐹𝑆𝑆, 𝐹𝑆𝐹, 𝐹𝐹𝑆, 𝐹𝐹𝐹

From the definition of 𝑋, 𝑋 𝑆𝑆𝐹 = 2, 𝑋 𝑆𝐹𝐹 = 1, and so on.

Because the pmf of a binomial rv 𝑋 depends on the two parameters 𝑛 and 𝑝, we

denote the pmf by 𝑏(𝑥; 𝑛, 𝑝).
Outcome x
𝑆𝑆𝑆 3 𝑃(𝑆) ∙ 𝑃(𝑆) ∙ 𝑃(𝑆) 𝑝∙𝑝∙𝑝 𝑝3
𝑆𝑆𝐹 2 𝑃(𝑆) ∙ 𝑃(𝑆) ∙ 𝑃(𝐹) 𝑝 ∙ 𝑝 ∙ (1 − 𝑝) 𝑝2 (1 − 𝑝)
𝑆𝐹𝑆 2 𝑃(𝑆) ∙ 𝑃(𝐹) ∙ 𝑃(𝑆) 𝑝 ∙ (1 − 𝑝) ∙ 𝑝 𝑝2 (1 − 𝑝)
𝑆𝐹𝐹 1 𝑃(𝑆) ∙ 𝑃(𝐹) ∙ 𝑃(𝐹) 𝑝 ∙ (1 − 𝑝) ∙ (1 − 𝑝) 𝑝(1 − 𝑝)2
𝐹𝑆𝑆 2 𝑃(𝐹) ∙ 𝑃(𝑆) ∙ 𝑃(𝑆) (1 − 𝑝) ∙ 𝑝 ∙ 𝑝 𝑝2 (1 − 𝑝)
𝐹𝑆𝐹 1 𝑃(𝐹) ∙ 𝑃(𝑆) ∙ 𝑃(𝐹) (1 − 𝑝) ∙ 𝑝 ∙ (1 − 𝑝) 𝑝(1 − 𝑝)2
𝐹𝐹𝑆 1 𝑃(𝐹) ∙ 𝑃(𝐹) ∙ 𝑃(𝑆) (1 − 𝑝) ∙ (1 − 𝑝) ∙ 𝑝 𝑝(1 − 𝑝)2
𝐹𝐹𝐹 0 𝑃(𝐹) ∙ 𝑃(𝐹) ∙ 𝑃(𝐹) (1 − 𝑝) ∙ (1 − 𝑝) ∙ (1 − 𝑝) (1 − 𝑝)3
For 𝑏 2; 3, 𝑝 :

𝑏 2; 3, 𝑝 = 𝑃 𝑆𝑆𝐹 + 𝑃 𝑆𝐹𝑆 + 𝑃 𝐹𝑆𝑆 = 3𝑝2 1 − 𝑝

𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑜𝑢𝑡𝑐𝑜𝑚𝑒𝑠 𝑝𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑡𝑦 𝑜𝑓 𝑎𝑛𝑦 𝑝𝑎𝑟𝑡𝑖𝑐𝑢𝑙𝑎𝑟

𝑏 2; 3, 𝑝 = ∙
𝑤𝑖𝑡ℎ 𝑋 = 2 𝑜𝑢𝑡𝑐𝑜𝑚𝑒 𝑤𝑖𝑡ℎ 𝑋 = 2

𝑏 1; 3, 𝑝 = 3𝑝(1 − 𝑝)2

𝑏 3; 3, 𝑝 = 𝑝3
Hence 𝑏 𝑥; 𝑛 𝑝 :

𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑠𝑒𝑞𝑢𝑒𝑛𝑐𝑒𝑠 𝑝𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑡𝑦 𝑜𝑓

𝑏 𝑥; 𝑛, 𝑝 = 𝑙𝑒𝑛𝑔𝑡ℎ 𝑛 𝑐𝑜𝑛𝑠𝑖𝑠𝑡𝑖𝑛𝑔 ∙ 𝑎𝑛𝑦 𝑝𝑎𝑟𝑡𝑖𝑐𝑢𝑙𝑎𝑟
𝑜𝑓 𝑥 𝑆 ′ 𝑠 𝑠𝑢𝑐ℎ 𝑠𝑒𝑞𝑢𝑒𝑛𝑐𝑒

𝑛 𝑥
𝑏 𝑥; 𝑛, 𝑝 = ൜ 𝑝 (1 − 𝑝)𝑛−𝑥
𝑥
𝑥

𝐵 𝑥; 𝑛, 𝑝 = 𝑃 𝑋 ≤ 𝑥 = ෍ 𝑏(𝑦; 𝑛, 𝑝)
𝑦=0
Each six randomly selected cola drinkers is given a glass containing cola 𝑆 and
one containing cola 𝐹. The glasses are identical in appearance except for a code
on the bottom to identify the cola. Suppose there is actually no tendency
among the cola drinkers to prefer one cola to the other. Then 𝑝 =
𝑃 a selected individual prefer S = 0.5.

The probability that at exactly three drinkers prefer S.

𝑃 𝑋 = 3 = 𝑏 3; 6,0.5
6
𝑏 3; 6,0.5 = (0.5)3 1 − 0.5 6−3
3
𝑏 3; 6,0.5 = 20(0.5)3 0.5 3 = 20 0.5 6

𝑏 3; 6,0.5 = 0.3125
The probability that at least three drinkers prefer S.

𝑃 3 ≤ 𝑋 = ෍ 𝑏(𝑦; 6,0.5)
𝑥=3
6
6
𝑃 3≤𝑋 =෍ (0.5)𝑥 1 − 0.5 6−𝑥
𝑥
𝑥=3
6
6
𝑃 3≤𝑋 =෍ (0.5)𝑥 0.5 6−𝑥
𝑥
𝑥=3
𝑃 3 ≤ 𝑋 = 0.65625
The probability that at most one drinker prefers S.

𝑃 𝑋 ≤ 1 = ෍ 𝑏(𝑦; 6,0.5)
𝑥=0
1
6
𝑃 𝑋≤1 =෍ (0.5)𝑥 1 − 0.5 6−𝑥
𝑥
𝑥=0
6
6
𝑃 𝑋≤1 =෍ (0.5)𝑥 0.5 6−𝑥
𝑥
𝑥=3
𝑃 𝑋 ≤ 1 = 0.109375
Suppose that 20% of all copies of a particular textbook fail a certain binding
strength test. Let X denote the number among 15 randomly selected copies that
fail the test. Then X has a binomial distribution with 𝑛 = 15 and 𝑝 = 2.

The probability that at most 8 fail the test is:

𝑃 𝑋 ≤ 8 = ෍ 𝑏(𝑦; 15,0.20) = 𝐵 8; 15,0.20 = 0.999

𝑦=0
The probability that exactly 8 fail the test is:

𝑃 𝑋 =8 =𝑃 𝑋 ≤8 −𝑃 𝑋 ≤7
𝑃 𝑋 = 8 = 𝐵 8; 15,0.20 − 𝐵 7; 15,0.20
𝑃 𝑋 = 8 = 0.999 − 0.996
𝑃 𝑋 = 8 = 0.003
A discrete random variable 𝑋 is said to have a Poisson distribution with
parameter 𝜇 𝜇 > 0 if the pmf of 𝑋 is

𝑒 −𝜇 ∙ 𝜇 𝑥
𝑝 𝑥; 𝜇 =
𝑥!
Let 𝑋 denote the number of creatures of a particular type captured in a trap
during a given time period. Suppose that 𝑋 has a Poisson distribution with 𝜇 =
4.5, so on average traps will contain 4.5 creatures.

The probability that trap contains exactly 5 creatures is:

𝑒 −4.5 ∙ 4.55
𝑃 𝑋=5 =
5!
𝑃 𝑋 = 5 = 0.1708
The probability that trap has at most 5 creatures is:

5
𝑒 −4.5 ∙ 4.5𝑥
𝑃 𝑋≤5 =෍
𝑥!
𝑥=0
𝑃 𝑋 = 5 = 0.7029