Introduction

Discrete probability distribution

Continuous probability
distribution

Cumulative distribution function

Expected value, variance and

standard deviation
 In an experiment of chance, outcomes occur
randomly. We often summarize the outcome
from a random experiment by a simple number.
Definition
 A variable is a symbol such as X, Y, Z, x or H,
that assumes values for different elements. If
the variable can assume only one value, it is
called a constant.
 A random variable is a variable whose value is
determined by the outcome of a random
experiment.
Example
A balanced coin is tossed two times. List the elements of
the sample space, the corresponding probabilities and
the corresponding values X, where X is the number of
getting head.
Solution

Elements of Probability X
sample space
HH ¼ 2
HT ¼ 1
TH ¼ 1
TT ¼ 0
Exercise

 The time to recharge the flash is tested in three cell phone

cameras. The probability a camera passes the test is 0.8 and
the camera perform independently. List the elements of the
sample space, the corresponding probabilities and the
corresponding values X, where X denotes the number of
camera passes the test.
Solution
X : the number of cameras that pass the test

Camera 1 Camera 2 Camera 3 Probability X

Pass Pass Pass 0.512 3
Pass Pass Fail 0.128 2
Pass Fail Pass 0.128 2
Pass Fail Fail 0.032 1
Fail Pass Pass 0.128 2
Fail Pass Fail 0.032 1
Fail Fail Pass 0.032 1
Fail Fail Fail 0.008 0
 TWO TYPES OF RANDOM
VARIABLES

Discrete Continuous
A random
Random A random Random variable is
Variables variable is Variables continuous if
discrete if its its set of
set of possible possible values
values consist consist of an
of discrete entire interval
points on the on the number
number line. line.
 DISCRETE PROBABILITY
DISTRIBUTIONS

Definition:
 If X is a discrete random variable, the function
given by f(x)=P(X=x) for each x within the range
of X is called the probability distribution of X.

 Requirements for a discrete probability

distribution:
1) The probability of each value of the discrete random variable
is between 0 and 1, inclusive. That is, 0  P ( X  x)  1
2) The sum of all the probabilities is 1. That is,  P ( X  x)  1
xS
Example
 Check whether the distribution is a probability
distribution.
X 0 1 2 3 4
P(X=x) 0.125 0.375 0.025 0.375 0.125

Solution
4

 P( X  x)  P( X  0)  P( X  1)  P( X  2)  P( X  3)  P( X  4)
0

= 0.125+0.375+0.025+0.375+0.125
= 1.025
1
 so the distribution is not a probability distribution.
Example
 Check whether the function given by

x2
f ( x)  for x =1,2,3,4,5
25
can serve as the probability distribution of a discrete
random variable.
Solution
Solution

5 5
x2
1
f ( x)  
1 25
= f (1)  f (2)  f (3)  f (4)  f (5)
1 2 2  2 3  2 4  2 5  2
=    
25 25 25 25 25
3 4 5 6 7
=    
25 25 25 25 25
25
=
25
1
# so the given function is a probability distribution of a
discrete random variable.
Example : Rolling a Die
Construct a probability distribution for rolling a single die.
Example: Tossing Coins
Represent graphically the probability distribution for the
sample space for tossing three coins.
.
Mean, Variance, Standard Deviation,
and Expectation
MEAN:    X  P  X 

VARIANCE:
2 2 2
    X  P  X    
Example: Rolling a Die
Find the mean of the number of spots that appear when a die
is tossed.

   X PX 
 1  16  2  16  3  16  4  16  5  16  6  16
21
 6  3.5
Example: Rolling a Die
Compute the variance and standard deviation for the
probability distribution in Example 5–5.

 2    X 2  P  X     2
 2  12  16  2 2  16  3 2  16  4 2  16
2 2 2
 5   6    3.5 
1
6
1
6

 2  2.9 ,   1.7
Example: On Hold for Talk Radio
A talk radio station has four telephone lines. If the host is
unable to talk (i.e., during a commercial) or is talking to a
person, the other callers are placed on hold. When all lines
are in use, others who are trying to call in get a busy signal.
The probability that 0, 1, 2, 3, or 4 people will get through is
shown in the distribution. Find the variance and standard
deviation for the distribution.
Example: On Hold for Talk Radio

  0  0.18   1  0.34   2  0.23 

 3  0.21  4  0.04   1.6
2 2 2 2
  0  0.18   1  0.34   2  0.23 
2 2 2
3  0.21  4  0.04   1.6 
 2  1.2 ,   1.1
Expectation
 The expected value, or expectation, of a discrete random
variable of a probability distribution is the theoretical average of
the variable.
 The expected value is, by definition, the mean of the probability
distribution.

E X      X P X 
Example: Winning Tickets
One thousand tickets are sold at $1 each for four prizes of
$100, $50, $25, and $10. After each prize drawing, the
winning ticket is then returned to the pool of tickets. What is
the expected value if you purchase two tickets?

Gain X $98 $48 $23 $8 - $2

Probability P(X) 2 2 2 2 992
1000 1000 1000 1000 1000

E  X   $98  1000
2 2
 $48  1000 2
 $23  1000
2
 $8  1000    $2   1000
992
  $1.63
Example: Winning Tickets
One thousand tickets are sold at $1 each for four prizes of
$100, $50, $25, and $10. After each prize drawing, the
winning ticket is then returned to the pool of tickets. What is
the expected value if you purchase two tickets?
Alternate Approach
Gain X $100 $50 $25 $10 $0
Probability P(X) 2 2 2 2 992
1000 1000 1000 1000 1000

E  X   $100  1000
2 2
 $50  1000 2
 $25  1000
2 992
 $10  1000  $0  1000  $2   $1.63
 CONTINUOUS PROBABILITY
DISTRIBUTIONS

Definition:
 A function with values f(x), defined over the set
of all numbers, is called a probability density
function of the continuous random variable X if
and only if
b
P(a  X  b)   f ( x) dx
a

for any real constant a and b with a  b

Requirements for a probability density function of
a continuous random variable X:

1) f ( x)  0 for -  x  

2)  f ( x) dx  1. That is the total area under graph is 1.

Example:
Consider the function
6 x( x  1) if 0  x  1
f ( x)  
0 otherwise
(a) Find P( X  3)
(b) Find P  0.5  X  0.8 
Example
Let X be a continuous random variable with the
following probability density function
3
c(2 x  5) ,  1  x  1
f ( x)  
0 , otherwise

1) Evaluate c
2) Find P(0  X  1)
Solution
1
a) P (1  X  1)   c(2 x 3  5)dx
1
1
= c  (2 x 3  5)dx
1

4 1
2x
= c(  5x)
4 1

  2 (1) 4   2 (  1) 4 
= c   5 (1)     5 (  1)  
 4   4 
 11   9  
= c      
 2   2  
= c 1 0 
= 1
1
 c 
10
b) 1
1
P (0  X  1)  
10
 2 x3  5  dx
0

4 1
1 2x
= (  5 x)
10 4 0

1  2(1) 4   2(0) 4 
=   5(1)     5(0)  
10  4   4 
1  11 
=  
10  2 
11
=
20
= 0.55
Example
Let X be a continuous random variable with the
following
3 2
 ( x  1), 0  x  1
f ( x)   4
0, otherwise

a) Verify whether this distribution is a probability

density function
b) Find P (0  X  0.5)
c) Find P (0.5  X  2)
 Answer;
a) The distribution is probability density function if it fulfill the
following requirements,
1) All f(x)≥0
2) If 
 f ( x)dx  1


In this problem,
1) First requirement
f(0)=3/4≥0, f(1)=3/2≥0, f(x)=0, otherwise
- All f(x)≥0
Must write the conclusion
so that we know the first
requirement is fulfill!
2) Second requirement
0 1 
3 2
0dx  0 4 ( x  1)dx  1 0dx
3 x3
 [  x]10
4 3 Must write the conclusion
3 4 so that we know the
 [ ] second requirement is
4 3 fulfill!
1
- 
Write last

 f ( x)dx  1 conclusion to answer
the question!

Since all requirements all fulfill, the distribution is probability density

function.
b) P (0  X  0.5)
0.5
3 2
  ( x  1)dx
0
4
0.5
3 2
  ( x  1)dx
4 0
3 0.5
3 x 
   x
4 3 0
3  0.53 
 (  0.5)  0  0.40625
4 3 
c ) P ( 0 .5  X  2 )
1 2
3 2
  ( x  1)dx   0dx
0.5
4 1
1
3
  ( x 2  1)dx  0
4 0.5
3 1
3 x 
   x
4 3  0.5
3 3
3 1 0.5 
 (  1)  (  0.5)  0.59375
4 3 3 
EXERCISE
1. A random variable x can assume 0,1,2,3,4. A probability
distribution is shown here:

X 0 1 2 3 4
P(X) 0.1 0.3 0.3 ? 0.1

(b) Find P ( X  3)
(c) Find P ( X  2)
 12.5 x  1.25 , 0.1  x  0.5
2. Let f ( x)  
0 , otherwise
Find P(0.2  X  0.3)

 x 6

3. Let f ( x)   e , x6
0 , otherwise
(a )Find P( X  6)
(b) Find P (6  X  8)
 CUMULATIVE DISTRIBUTION
FUNCTION

 The cumulative distribution function of a discrete

random variable X , denoted as F(x), is
F ( x)  P ( X  x)   f (t ) for    x  
tx

 For a discrete random variable X, F(x) satisfies the

following properties:
1) 0  F ( x)  1
2) If x  y, then F ( x)  F ( y )

 If the range of a random variable X consists of the

values x1  x 2  x 3  ...  x n , then f ( x1 )  F ( x1 ) and
f ( x i )  F ( x i )  F ( x i 1 ) for i  2, 3, ..., n
 The cumulative distribution function of a
continuous random variable X is
x
F ( x)  P( X  x)   f (t ) dt for    x  


Let F  x  be the distribution function for a continuous random

dF ( x)
variable X . Then f ( x)   F ( x)
dx
wherever the derivative exists.
Example
5 x
Given the probability function f ( x)  for x  1, 2,3, 4,
10
find F ( x)

Solution
x 1 2 3 4

f(x) 4/10 3/10 2/10 1/10

F(x) 4/10 7/10 9/10 1

Example
If X has the probability density
k  e 3 x for x  0
f ( x)  
0 elsewhere
Find
i) k
ii) F ( x)
iii) P (0.5  x  1)
Solution


i)  f  x  dx  1


 3 x
3 x e 
 k e
0
dx  k  
 3  0
  1 
 k 0   
  3  
k
 1
3
 k 3
ii) fo r x  0 ,
x
F x   0 dt  0


fo r x  0 ,
0 x
3t
F x   0 dt   3 e dt
 0
x
 0  3  e 3t d t
0
x
3t
e 
 3 
  3  0

  1 e 3 x  e 0   1  e 3 x
Summary is
important!!!
0 fo r x  0
 F x    3 x
 1  e fo r x  0
iii) P  0.5  X  1  F 1  F  0.5 


 1 e
31
 
 1 e
3 0.5

 1  e 3   1  e 1.5 
 0.173
EXERCISE :
Given the probability density function of a random
variable X as follows;

3 2
 x , 0 x2
f ( x)   8
0, otherwise
i) Find the cumulative distribution function, F(X)
ii) Find P (1  X  2)
How to change CDF to PDF
Given 0 x  0
 3
x
F ( x)   0 x2
8
1 x  2

Find f(x) .
Solution:
d d  x3  3x 2
 F ( x)     
dx dx  8  8
3x 2
f  x 
8
 EXPECTED VALUE, VARIANCE AND
STANDARD DEVIATION

Expected Value

 The mean of a random variable X is also known

as the expected value of X as    X  E ( X )

 If X is a discrete If X is a continuous
random variable, random variable,
 Variance

Var ( X )   2   X2  E (( X   ) 2 ), where

Var ( X )   ( X   ) 2 P( X  x), in the discrete case,

xS


2
Var ( X )   ( X   ) f ( x)dx , in the continuous case when it exists.


Var ( X ) exists if and only if   E ( X ) and E ( X 2 ) both exist, and

then Var ( X )  E ( X 2 )  ( E ( X )) 2
 Standard Deviation
The standard deviation is    X  Var ( X )   X2

Properties of Expected Values

• For any constant a and b,

i) E (a )  a
ii) E (bX )  bE ( X )
iii) E (aX  b)  aE ( X )  b
iv) E  X  Y   E  X   E Y 
 Properties of Variances

For any constant a and b,

i) Var (a )  0
2
ii) Var (bX )  b Var ( X )
iii) Var (aX  b)  a 2Var ( X )
Example

Find the mean, variance and standard deviation

of the probability function
x
f ( x)  for x  1, 2,3, 4
10
Solution

Mean:
n
E X    x  f x
i 1
4
x
  x
i 1 10
1 2 3 4
 1  2  3  4
10 10 10 10
30
 3
10
Variance: n
E  X 2    x2  f  x 
i 1
4
x 2
x 
i 1 10
2 1 2 2 2 3 2 4
1   2  3   4 
10 10 10 10
 10

Var ( X )  E ( X 2 )  ( E ( X )) 2
 10  32  1

 X  Var ( X )  1
Example
Let X be a continuous random variable with the
Following probability density function

3
 x(2  x), 0  x  2
f ( x)   4
0 , otherwise

Find
a) E ( X )
b) Var ( X )
Solution

a) E X    x f x  dx

2
3
  x  x 2  x  dx
0
4
2
3 2
  x 2  x  dx
4 0
2
3 2 3
  2 x  x dx
4 0
2
3
3  2 x x4 
   
4  3 4  0

3   2 2  
3
24 
    0
4  3 4  
  
3  4 
    1
4  3 
 
b )E X 2
  x 2
 f x  d x
 
2
2 3
  x  x 2  x  d x
0
4
2
3 3
  x 2  x  d x
4 0
2
3 3 4
  2 x  x d x
4 0
2
4
3  2 x x 5 
   
4  4 5  0


3 

2 2   4
2 5  
  0 
4  4 5  
  
3  8  6
   
4  5  5

2 2
V a r ( X )  E ( X )  ( E ( X ))
6 2 1
  1 
5 5
Example:
Let X and Y be random variables with E  X   7, E Y   5.
Find E  4 X  2Y  6 
Hint: Use this properties!
i) E (a)  a
ii) E (bX )  bE ( X )
iii) E (aX  b)  aE ( X )  b
iv) E  X  Y   E  X   E Y 
Ans: 44
Exercise:
1. The number of holes, X that can be drilled per bit while
drilling into limestone is given in table below:
X 1 2 3 4 5 6 7 8
P(X=x) 0.02 0.03 0.05 0.2 0.4 0.2 0.07 y

(a) Find y. (Ans: 0.03)

(b) Find E  X  , E  X 2  . (Ans: 4.96, 26.34)
(c) Find Var  X  ,  x . (Ans: 1.7384, 1.3185)
2. Let X and Y be random variables with
E  X   3, E  X 2   25, E Y   10, E Y 2   164
(a) Find E  3 X  Y  8  (Ans: 11)
(b) Find Var  3 X  Y  8  (Ans: 208)
EXERCISE:
1. The table below represents the number of CDs sold for a
certain month and their probability distribution. Find the
value of A and B if expected value E(X) = 104. (Ans:
0.1,0.2)
X 80 90 100 110 120 130
P(X=x) A 0.2 B 0.3 0.1 0.1

2. Given 3  7x
 x  1, 2,3
f ( x)   3c
0 elsewhere
(a) Find the value c (Ans: 17)
(b) Build a cumulative frequency distribution table.
3. The temperature readings from a thermocouple in a
furnace fluctuate according to a cumulative distribution
function.

0 x  800 C

F  x   0.1x  80 800C  x  810 C
1 x  810 C

Determine P  X  805  , P  800  X  805  , P  X  808 

(Ans: 0.5, 0.5, 0.2)