Random Variables

and Probability
Distribution
Shirlee Ocampo
Mathematics and Statistics Department
De La Salle University
RANDOM VARIABLE
• a real-valued function defined over a
sample space
• assigns a real number to every sample
point of the sample space
• a variable that assumes numerical
values associated with the random
outcome of an experiment, where one
(and only one) numerical value is
assigned to each sample point
Example
Consider the experiment of tossing two
balanced coins

• Construct a tree diagram and determine the

sample space.
• Define a random variable X that represents
the number of heads.
• Determine the realizations of X.
Example
• Consider the experiment of tossing a
six-sided die.
– Determine the sample space.
– Define a random variable X that represents
the number of the dots on the upturned
faces of the die.
– Determine the realizations of X.
Example
• Consider the experiment of tossing a
pair of dice.
– Determine the sample space.
– Define a random variable X that represents
the sum of the dots on the upturned faces
of the dice.
– Determine the realizations of X.
Sample Space of rolling a pair of dice
nd
2
st
1 1 2 3 4 5 6

1 (1,1) (1,2) (1,3) (1,4) (1,5) (1,6)

2 (2,1) (2,2) (2,3) (2,4) (2,5) (2,6)
3 (3,1) (3,2) (3,3) (3,4) (3,5) (3,6)
4 (4,1) (4,2) (4,3) (4,4) (4,5) (4,6)
5 (5,1) (5,2) (5,3) (5,4) (5,5) (5,6)
6 (6,1) (6,2) (6,3) (6,4) (6,5) (6,6)
Example – Rolling 2 Dice
Dice1\Dice 1 2 3 4 5 6
2
1 2 3 4 5 6 7
2 3 4 5 6 7 8
3 4 5 6 7 8 9
4 5 6 7 8 9 10
5 6 7 8 9 10 11
6 7 8 9 10 11 12
Types of Random Variables
discrete random variable - a random
variable that could take on only a finite or
countable number of possible values

continuous random variable - a random

variable that takes on real values from a
given finite or infinite set of values
Two Types of Random Variables
• Discrete random variables
– Number of sales
– Number of calls
– Shares of stock
– People in line
– Mistakes per page
• Continuous random
variables
– Length
– Depth
– Volume
–11th
McClave, Statistics, Time
ed.

Variables– Weight
Chapter 4: Discrete Random
10
Tell whether the random variable is discrete
or continuous.
a. Number of clients of an insurance agent
per month
b. Waiting time in an automated teller
machine (ATM)
c. Weight of a newborn baby
d. Number of students from among 200
nursing students who will join a medical
mission
e. Number of correct answers in a 20-item
multiple-choice quiz
Example: Classify the random variable and
tell the possible values

Experiment: Inspect 20 units of cellular phones

Random Variable X: Number of defective

cellular phones

Realizations of X: x = 0, 1, 2, …, 20

Type of X: discrete
Example: Classify the random variable and
tell the possible values

Experiment: Get some rice from a 50 kg sack

Random Variable X: Weight of rice (in kg)

Realizations of X: [0, 50]

Type of X: continuous
Probability Distribution
• A probability distribution is a list of
all possible outcomes together with the
probability of each.
• A probability distribution for
discrete random variables is a table,
graph or a formula listing all possible
values of a discrete random variable
together with its corresponding
probability.
Probability Mass Function (pmf)
• probability distribution of a discrete
random variable

• possible values of a discrete random

variable are called mass points
Example
Consider the experiment of two balanced coins.
• Find the probability mass function of X in
tabular form.
• Draw a graphical representation of the
probability mass function.
PMF of X in tabular form
Example
• Consider the experiment of tossing a
six-sided die.
– Find the probability mass function of X in
tabular form.
– Draw a graphical representation of the
probability mass function.
Example
• Consider the experiment of tossing a
pair of dice.
– Find the probability mass function of X in
tabular form.
– Draw a graphical representation of the
probability mass function.
Rolling 2 Dice – Probability Mass Function (PMF)
and Cumulative Distribution Function (CDF)
y p(y) F(y)
2 1/36 1/36
3 2/36 3/36
4 3/36 6/36
5 4/36 10/36
6 5/36 15/36
7 6/36 21/36
8 5/36 26/36
9 4/36 30/36
10 3/36 33/36 number of ways 2 dice can sum to y
p(y) 
number of ways 2 dice can result in
11 2/36 35/36 y
F(y)   p(t)
12 1/36 36/36 t2
 Rolling 2 Dice – Probability Mass Function
Dice Rolling Probability Function

0.18

0.16

0.14

0.12

0.1
p(y)

0.08

0.06

0.04

0.02

0
2 3 4 5 6 7 8 9 10 11 12
y
Types of Probability Distributions
• Discrete probability distribution
(probability mass function pmf) -
discrete random variable–
X = outcome of rolling one die
X 1 2 3 4 5 6
P(X) 1/6 1/6 1/6 1/6 1/6 1/6
• Continuous Probability Distribution
(probability density function pdf)

7.26
Discrete Probability Distributions
• Probabilities, P(x), associated with
discrete random variables have the
following properties.

X 1 2 3 4 5 6
P(X) 1/6 1/6 1/6 1/6 1/6 1/6
7.27
EXPECTATION
The expected value or mean of the
random variable X , denoted by E[X] or
µ is the sum of all possible values of the
random variable, each weighted by its
probability, that is,

µ = E[X] =  xp( x )
x
Examples
1. Let X be the number of heads obtained
in tossing two coins. Find the expected
number of heads.

2. Suppose a die is tossed. Find the

expected number of dots on the upturned
face of the die.
Example 1
Example 2
Variance of a Random Variable
• The variance of the random variable X
denoted by Var[X] is given by
Standard Deviation of a Random Variable
Examples
1. Let X be the number of heads obtained
in tossing two coins. Find the variance
and standard deviation of this random
variable X.

2. Suppose a die is tossed. Let X be the

number of dots on the upturned face of
the die. Find the variance of X.
Example 1
Example 2
Variance of X
Example
Suppose that 3 boys are playing the game
'cara y cruz'. Each boy bets 2 pesos in a game.

• Define the random variable to be the

amount of bet in this game.
• Construct a probability distribution.
• What is the expected win or loss in this
game? Is this a fair game?
• What is the variance of this random
variable.
REAL LIFE APPLICATIONS

A fair game occurs if the expected

value of the gain (or loss) equals
zero.
Example
Suppose that in tossing 2 coins, you will
receive ₱50 if two heads appear.
Otherwise, you pay ₱30. Is this game
fair? Why?
Solution
Let X be the random variable for the gain
in this game.
 k
1 3 10 5
E[ X ]  μ x   xi  P( xi )  100    30     2.5
i 1 4 4 4 2

This means that if you play this game

several times, the average gain is ₱2.50.
Example: Chapter Workout Number 2
Example
Example
For the school’s donation to the typhoon
victims, a fund-raising activity has been
organized. It involves The selling of 1000
raffle tickets. One ticket costs ₱100. The
lone winner of this raffle will receive free
tuition worth ₱30 000. What is your
expected net gain if you buy one raffle
ticket?
Let X be the amount of the net gain for
this fund- raising activity.
Net gain is the difference between the
amount to be won and the ticket price.
What are the possible values of X ?
*29,900 (if you win)
* -100 (if you lose)
You expect to lose ₱70 for each raffle
ticket you buy.
This is expected of a fund-raising activity
because the net gain is to be donated to a
good cause .
Laws of Expected Value…”Useful to know”

1. E(c) = c
* The expected value of a constant (c) is just the
value of the constant.
2. E(X + c) = E(X) + c
• * The expected value of a random variable plus a
constant is the expected value of the random
variable plus the constant
3. E(cX) = cE(X)
• The expected value of a constant times a random
variable is the constant times the expected value
of the random variable.

7.51
Laws of Expected Value…”Useful to know”

4. E(c1X1 + c2X2 + c3X3 + c4X4 + c5X5)

= c1E(X1) + c2E(X2) + c3E(X3) + c4E(X4)
+ c5E(X5)

7.52
Laws of Variance…
1. V(c) = 0
• The variance of a constant (c) is zero.

2. V(X + c) = V(X)
• The variance of a random variable and a constant
is just the variance of the random variable.

3. V(cX) = c2V(X)
• The variance of a random variable and a constant
coefficient is the coefficient squared times the
variance of the random variable.
7.53
Real Life Application:
DEAL or NO DEAL: If you were
the banker, how much will you
offer?
1 7

2 9

5 10