Probability and Random

Variables
Role of Probability in Statistics

• When the population is known, probability is used to describe

the likelihood of sample outcome.
• When the population is unknown and only a sample from that
population is available, probability is used in making
statements about the makeup of the population.
Random Variables

• A random variable, X, is a numerical variable whose measured

value can change from one replicate of the experiment to
another (due to noise disturbances).
Random Variables

• Type of random variables

• Discrete variable – a random variable with a finite set of real
numbers for its range, e.g, number of scratches, proportion of
defective parts, etc.
• Continuous variable – a random variable with an interval of real
numbers for its range, e.g, electrical current, length, pressure,
temperature, etc.
Probability
A random variable is used to describe a measurement.
Probability is used to quantify the likelihood, that a measurement falls
within some set of values.
“The chance that X, the length of a manufactured part, is
between 10.8 and 11.2 millimeters is 25%”
Probability
Degree of belief
A relative frequency (or proportion) of repeated replicates that fall in the
interval will be percent, uses a long run proportion.
Probability Properties
• Given a set E, the set of real number is denoted as R.
• Each element is in one and only one of the sets E , E ,…,E .
1 2 k

• Applying Probability Properties

• Ex: X denotes the life in hours of standard fluorescent tubes
P(X ≤ 5000) = 0.1, P(5000<X ≤ 6000) = 0.3, P(X > 8000) = 0.4

6
Probability Distributions

• The probability distribution for a random variable X is the

relative frequency distribution constructed for the entire
population of measurements.
Probability

• The chance of “X” is fell within some set of values.

• A degree of belief of results or event will occur.

Display a histogram of the following data

Probability
Probability Distribution for Discrete Variables
Discrete Random Variables
• Example 3-19 A voice communication network for a business contains
48 external lines. At a particular time, the system is observed and some
of the lines are being used.
• Example 3-20 The analysis of the surface of a semiconductor wafer
records the number of particles of contamination that exceed a certain
size. Define the random variable X to equal the number of particles of
contamination.
 Probability Mass Function (pmf)
 The probability distribution of a random variable X is a description of the probabilities
associated with the possible values of X.
 It is convenient to express the probability in terms of a formula.
Example 3-21 There is a chance that a bit transmitted through a digital transmission channel is
received in error. Let X equal the number of bits in error in the next 4 bits transmitted. The
possible value for X are {0, 1, 2, 3, 4}
Probability Mass Function (pmf)

Cumulative Distribution Function (cdf)

Cumulative Distribution Function (cdf)

• Example 3-22 In previous example, the probability mass function for X

• P(X=0) = 0.6561 P(X=1) = 0.2916 P(X=2) = 0.0486
• P(X=3) = 0.0036 P(X=4) = 0.0001
Mean and Variance

Example 3-23 For the number of bits in error in the previous

example. Determining µ and σ2
Binomial Distribution

Each of these random experiments can be thought of as

consisting of a series of repeated, random trials.
The random variable in each case is a count of the number of
trials that meet a specified criterion.
Binomial Distribution
Binomial Distribution
• Example 3-25 In Example 3-21, assume that the chance that a bit transmitted
through a digital transmission channel is received in error is 0.1. Also assume that
the transmission trials are independent. Let X = the number of bits in error in the
next 4 bits transmitted.
• Determine P (X=2)
Binomial Distribution
• Example 3-27 Each sample of water has a 10% chance of containing high
levels of organic solids. Assume that the samples are independent with
regard to the presence of the solids. Determine the probability that in the
next 18 samples, exactly 2 contain high solids.
• - Determine the probability that at least four samples contain high solids.
• - Determine, the probability that 3 <= X < 7.

• Example 3-28 For the number of transmitted bits received in error in

Example 3-21, n = 4 and p = 0.1
 Ex 3-27
P(3 ≤ X < 7)=? When
n = 18
p = 0.1

= P(X ≤ 6) - P(X ≤ 2)
= 0.998828 – 0.733796
= 0.265032
 Binomial: Probability Mass Function
Probability = ?
P(X = 2) = ?
When number of trial (n) = 18
Chance of success (p) = 0.1

P(X = 2) = 0.283512
 Binomial: Cumulative Probability
P(X ≥ 4) = ?
When
n = 18
P = 0.1

P(X ≥ 4) = 1- P(X ≤ 3)
= 1 – 0.901803
= 0.098
 Ex 3-34
P(X > 150)=? When
n = 16,000,000
p = 0.00001

= 1 - P(X ≤ 150)
= 1 – 0.228031
= 0.771969
Poisson Process

Events occur randomly in an interval time.

The number of events over an interval time is a discrete random
variable.
Poisson Process

• Example 3-30 Flaws occur at random along the length of the

thin copper wire. Let X denote the random variable that counts
the number of flaws in a length of L millimeters of wire and
suppose that the average number of flaws in L millimeters is λ.
 Poisson Process
• In general, consider an interval T of real number partitioned into subintervals of
small length Δt and assume that as Δt tends to zero,
1) The probability of more than one event in a subinterval tends to zero,
2) The probability of one event in a subinterval tends to λ Δt /T
3) The event in each subinterval is independent of other subintervals
A random experiment with these properties is called a Poisson Process.
Poisson Process
Poisson Process
• Example 3-31 For the case of the thin copper wire, suppose that
the number of flaws follows a Poisson distribution with a mean
of 2.3 flaws per millimeter. Determine the probability of exactly
2 flaws in 1 millimeter of wire.
Poisson Process

• EXAMPLE 3-31 For the case of the thin copper wire, suppose
that the number of flaws follows a Poisson distribution with a
mean of 2.3 flaws per millimeter. Determine the probability of
exactly 2 flaws in 1 millimeter of wire.
• - Determine the probability of 10 flaws in 5 millimeters of wire.
• - Determine the probability of at least one flaw in 2 millimeters
of wire.
Poisson Process
• Example 3-32 Contamination is a problem in the manufacture of optical
storage disks. The number of particles of contamination that occur on an
optical disk has a Poisson distribution, and the average number of particles
per centimeter squared of media surface is 0.1. The area of a disk under
study is 100 squared centimeters. Determine the probability that 12 particles
occur in the area of a disk under study.

• - Determine the probability that zero particles occur in the area of the disk
under study.
• - Determine the probability that 12 or fewer particles occur in the area of a
disk under study.
Poisson Distribution
• Calc > Probability Distributions > Poisson
Ex 3-32
P(X ≤ 12)=? When
E(X) = λ = 10

P(X ≤ 12)
= 0.791556
 Poisson: Probability Mass Function
Probability = ?
P(X = 2) = ?
E(X) = λ = 2.3

P(X = 2) = 0.265185
 Poisson: Cumulative Probability
P(X ≥ 1) = ?
When
E(X) = 4.6

P(X ≥ 1) = 1- P(X ≤ 0)
= 1 – 0.0100518
= 0.9899
Ex
P(2< X ≤ 9)=? When
E(X) = λ = 10

= P(X ≤ 9) – P(X ≤ 2)
= 0.457930 – 0.0027694
= 0.0.455
Probability Distribution for Continuous Variables
Probability Density Function
Probability Density Function
Probability Density Function
Cumulative Distribution Function
Mean and Variance
Exercise 3-24
Exercise 3-27
Normal Distribution
Histograms have characteristic shape as bell shapes.
The random variable that equals the average result over the
replicates tends to have a normal distribution as the number of
replicates becomes large.
Normal Distribution
Normal Distribution
• Example 3-7 Assume that the current measurements in a strip of wire follow a
normal distribution with a mean of 10 mill-amperes and a variance of 4 mill-
amperes2. What is the probability that a measurement exceeds 13 mill-amperes?
Normal Distribution
Standard normal random variable
Using standard normal random variable
• Example 3-8 Assume that Z is a standard normal random
variable. Appendix A Table I provides probabilities of the form
P(Z ≤ z). The use of Table I to fine P(Z ≤ 1.5).
Example 3-9
1) P(Z > 1.26)
2) P(Z < -0.86)
3) P(Z > -1.37)
4) P(Z < 1.37)
5) P(-1.25 < Z < 0.37)
6) P(Z ≤ -4.6)
7) Fine the value z such that P(Z > z) = 0.05
8) Find the value of z such that P(-z < Z < z)=0.99
Normal Distribution

51
Example 3-10

• Suppose the current measurements in a strip of wire follow a

normal distribution with a mean of 10 mill-amperes and a
variance of 4 mill-amperes2. What is the probability that a
measurement exceeds 13 mill-amperes?
Standardizing
Example 3-12
• In the transmission of a digital signal, assume that the
background noise follows a normal distribution with a mean of 0
volt and standard deviation of 0.45 volt. If the system assumes
that a digital 1 has been transmitted when the voltage exceeds
0.9, what is the probability of detecting a digital 1 when none
was sent?
Normal Distribution
• Calc > Probability Distributions > Normal….
 Ex 3-12
P(-z < X < z) = 0.99
z=?

Answer z = 2.58
Ex 3-12
P(-x < X < x) = 0.99
x=?

Answer x = 1.16
Example 3-13

• The diameter of a shaft in storage drive is normally distributed

with mean 0.2508 inch and standard deviation 0.0005 inch. The
specifications on the shaft are 0.2500 ± 0.0015 inch. What
proportion of shafts conforms to specifications?
 Ex 3-13
P(0.2485 < X < 0.2515)=? When
Mean = 0.2508
SD = 0.0005
P(0.2485 < X < 0.2515)
= 0.919243 – 0.000002
= 0.91924
Central Limit Theorem
• ถ้าเรามีการชักตัวอย่างจากประชากรที่ไม่ทราบรูปแบบการกระจายตัวของความ
น่าจะเป็น การกระจายตัวของความน่าจะเป็นตัวอย่างสามารถประมาณได้ด้วย การ
กระจายตัวแบบปกติ ถ้าขนาดตัวอย่าง (Sample size) มีขนาดใหญ่

• ถ้า X1, X2, X3, …, Xn เป็2นตัวอย่างสุ่มที่มีขนาด n จากประชากรที่มีค่าเฉลี่ย 

และมีความแปรปรวน  ถ้า X คือค่าเฉลี่ยของตัวอย่าง และเมื่อ (n  ) การ
กระจากตัวของความน่าจะเป็น สามารถประมาณได้ด้วย การกระจายตัวแบบปกติ
โดย X  Mean of X  
• ค่า Z คานวณได้จาก Z 
 / n เมื่อ Variance of X   / n
2
Central Limit Theorem
• Distributions of average scores from
throwing dice. [Adapted with permission
from Box, Hunter, and Hunter (1978).]

• If n 30, the normal approximation

will be satisfactory regardless of
the shape of the population.

• If 4 n, the central limit theorem

will work if the distribution of the
population is not severely
nonnormal.
Central Limit Theorem
 Cumulative Probability with Z - value
Probability = ?
When z = 1.26

1 – F(x) = 1 – 0.896165
= 0.103835
 Cumulative Probability with Z – value (Interval)

P(-1.25 < Z < 0.37) = ?

F(0.37) – F(-1.25)
= 0.6443 – 0.1056
= 0.5386
 Inverse Cumulative Distribution with Z-
value
Z=?
When Probability = 0.05

Z = 1.64485
 Cumulative Probability with Know Mean and
Standard Deviation
• Calc > Probability Distributions
> Normal…
• P(X < 13) = ?
Mean = 10
SD = 2
= 0.933193
Inverse Cumulative Distribution with Know
Mean and Standard Deviation
X = ? When
Mean = 10
SD = 2

X = 11.3490
Probability Distribution Plot with Know Z
• Graph > Probability
Distributions Plot >
View Probability
• P(X < -1.5) = ?
Probability Distribution Plot with Know Z
• Graph > Probability
Distributions Plot >
View Probability
• P(X < -1.5) = ?
Probability Distribution Plot with Know Z
• Graph > Probability Distributions Plot > View Probability
• P(X < -1.5) = 0.06681
 Probability Distribution Plot with Know Mean
and Standard Deviation
• Graph > Probability
Distributions Plot > View
Probability
• P(X < 13) = ?
Mean = 10
SD = 2
Probability Distribution Plot with Know Mean
and Standard Deviation
• Graph > Probability
Distributions Plot > View
Probability
• P(X < 13) = ?
Mean = 10
SD = 2

= 0.933193
 Probability Distribution Plot with Know Mean
and Standard Deviation
• Graph > Probability
Distributions Plot > View
Probability
• P(X < x) = 0.75
Mean = 10
SD = 2
x=?
 Probability Distribution Plot with Know Mean
and Standard Deviation
• Graph > Probability
Distributions Plot >
View Probability
• P(X < x) = 0.75
Mean = 10
SD = 2
x=?
Probability Distribution Plot with Know Mean
and Standard Deviation
• Graph > Probability Distributions Plot > View
Probability
• P(X < x) = 0.75
Mean = 10
SD = 2
x=11.35
Exponential Distribution
 Let the random variable X denote the length from any starting point on the wire
until a flaw is detected.
 Let the random variable N denote the number of flaws in x mill-meters of wire.
Assume that the mean number of flaws is λ per mill-meters.
Exponential Distribution
Example 3-33

• In a large corporate computer network, use log-on to the system

can be modeled as a Poisson process with a mean of 25 log-on
per hour. What is the probability that there are no log-on in an
interval of 6 minutes?
 Exponential: Cumulative Probability
Ex. 3-33
P(X > 0.1) = ?
When   25
1
Mean, E(X) = 
 0.04

P(X >0.1) = 1- P(X ≤ 0.1)

= 1 – 0.917915
= 0.082