Single Random Variable

1.1 Introduction
Probability: Probability is a branch of mathematics which deals with calculating the likelihood
of a given event’s occurrence, which is expressed as a number between 1 and 0. The outcome
of a random event cannot be predetermined before it occurs, but it is a any one of all possible outcomes.

0 ≤ P (A) ≤ 1

Sample Space S: The set of all possible outcomes of a random phenomenon.

P (S) = 1

The impossible event is the event in which there is no outcome which is denoted as φ

P (φ) = 0

Examples: Tossing a Coin: When a coin is tossed, there are two possible outcomes: head (H) or tail

(T). The sample space is {H,T}

1
The probability of any one of them is 2

Throwing Dice: When a single die is thrown, there are six possible outcomes: 1, 2, 3, 4, 5, 6. The
sample space is {1, 2, 3, 4, 5, 6}. The probability of any one of them is 16

Properties of Probability:

1. Axiom I: The probability that at least one of the event in the entire sample space will occur is 1.

P (S) = 1

2. Axiom II: The probability of an event is a non-negative real number:

P (A) ≥ 0

3. Axiom III: If A and B are both contained in the sample space, and if A and B are disjoint events
(A ∩ B = φ) then
P (A ∪ B) = P (A) + P (B)

Event: Any set of outcomes of interest.

Probability of an event: The relative frequency of the set of outcomes over an infinite number of trials.
Pr (A) is the probability of event A

number of outcomes which give A r

Pr (A) = =
total number of outcomes n

1
1.1. Introduction Single Random Variable

1.1.1 Random Variables

Random variable: A random variable is a function that has a real number of the outcome of an
experiment S. It is represented as
X(a) = xa
Where X is the domain of all outcomes.

Single Random Variable

Single Random Variable is one in which it has a single observation.

Q1 Consider the experiment of tossing a coin two times. Let X be the r.v giving the number
of heads obtained. (a) What is the range of X? (b) Find the probabilities P(X=0), P(X=1)
and P(X=2)

Solution:
Tossing a coin two times, then the sample space is

S = {HH, HT, T H, T T }

(a) The range of X is RX = {0, 1, 2}

Both are heads then X = 2, any one head then X = 1, (HT or TH) Both are tails then X = 0
(X=0)={TT}
1
P (X = 0) =
4
(X=1)={HT or TH}
2 1
P (X = 1) = =
4 2
(X=2)={HH}
1
P (X = 2) =
4
Example:2
Consider a sample space of possible outcome when three electronic components are tested is S =
{N N N, N N D, N DN, DN N, N DD, DN D, DDN, DDD}, where N denotes nondefective and D denotes
defective. Consider a random variable X for defective component. X may be be assigned a numerical value
of (0, 1, 2, 3).
X = 0 when there is defective, X = 1 when any one is defective, X = 2 when any two are defective,
and X = 3 when all three are defective.

Q1 Consider the experiment of throwing a fair die. Let X be the r.v which assigns 1 if the
number that appears is even and 0 if the number that appears is odd. (a) What is the range
of X? (b) Find P(X=1) and P(X=0)

Solution:
The sample space of S on which X is defined is

S = {1, 2, 3, 4, 5, 6}

(a) The range of X is RX = {0, 1} where 0 corresponds to if the number that appears is odd and 1
corresponds to if the number that appears is even.
(b)
(X=1)={2,4,6}
3 1
P (X = 1) = =
6 2
(X=0)={1,3,5}
3 1
P (X = 0) = =
6 2

2
1.1. Introduction Single Random Variable

Types of Random Variables:

There are three types
1. Discrete random variable: A random variable that has finite or countable infinite possible values.
Example: Tossing a Coin, Throwing Dice.
2. Continuous random variable: A random variable that has an (continuous) interval for its set of
possible values.
3. Mixed random variable: A random variable that has discrete and continuous values.

1.1.2 Cumulative Distribution Function (cdf ):

The cumulative distribution function, or cdf, FX of a random variable X is defined as the probability that,
the random variable X takes a value less than or equal to x

FX (x) = P {a : X(a) ≤ x}

Properties Of Discrete CDF FX :

1. If the independent variable x = ∞ i.e.,

FX (∞) = P {a : X(a) ≤ ∞} = P (S) = 1

2. If the independent variable x = −∞ i.e.,

FX (−∞) = P {a : X(a) ≤ −∞} = P (φ) = 0

which is impossible event.

3.
0 ≤ FX (x) ≤ 1

4. Consider a two random variables x1 and x2 such that x2 > x1 , then

FX (x2 ) − FX (x1 ) =

= P {a : X(a) ≤ x2 } − P {a : X(a) ≤ x1 } ≥ 0

The cumulative distribution function (cdf ) must be monotone nondecreasing i.e, the
derivative of cdf must be always be nonnegative.
d
FX (x) ≥ 0
dx
The cumulative distribution function (cdf) is also written as

FX (x) = P {X ≤ x}

The cumulative distribution function (cdf ) must be monotone nondecreasing i.e, the
derivative of cdf must be always be nonnegative.
d
F (x) ≥ 0
dx

1.1.3 Probability Density Function (pdf )

The probability distribution for a random variable describes how probabilities are distributed
over the values of the random variable.
If X is continuous random variable then, Probability Density Function of X is defined as
d
f (x) = F (x)
dx

3
1.1. Introduction Single Random Variable

Properties Of pdf:
1. The pdf is always positive
f (x) ≥ 0 f or all x

2. The area under the curve is always 1.

Z ∞
f (x)dx = 1
−∞

3. Consider a two random variables x1 and x2 such that x2 > x1 , then

P {x1 < X ≤ x2 } = FX (x2 ) − FX (x1 )

Z x2
= f (x)dx
x1

Note:
Z a
P {a ≤ X ≤ a} = f (x)dx = 0
a
P {a ≤ X ≤ b} = P {a < X < b}

Probability Distribution Function (pdf )

The probability distribution for a random variable X gives the possible values for X, and
the probabilities associated with each possible value.

Probability Mass Function: (pmf )

A Probability Pi associated with a discrete random variable is called a probability mass function pmf f
f (xi ) = Pr (xi ) is the probability that X has the value xi

Properties Of Probability Mass Function :

1. The pmf is always positive
0 ≤ f (xi ) ≤ 1

2. The sum of pmfs is . X

f (xi ) = f (x1 ) + f (x2 ).... = 1
i

Mean, Variance and Standard deviation:

The mean or expected value of a random variable X is:
Z ∞
µ = E(X) = xf (x)dx
−∞

The variance of a random variable X is:

Z ∞
σ 2 = V ar(V ) = (x − µ)2 f (x)dx = E(x2 ) − [E(x)]2
−∞

The standard deviation of a random variable X is:

√
σ= σ2

4
1.1. Introduction Single Random Variable

Proof

E(x − µ)2 = E(x2 − 2µx + µ2 )

= E(x2 ) − 2E(x)µ + µ2 = E(x2 − 2µ × µ + µ2
= E(x2 ) − 2µ2 + µ2 ) = E(x2 ) − 2µ2
= E(x2 ) − [E(x)]2

Mean, Variance and Standard deviation for discrete random variable:

The mean or expected value of a random variable X is:
R
X R
X
µ = E(X) = xi P r(X = xi ) = xi f (xi )
i=1 i=1

The variance of a random variable X is:

R
X R
X
2 2
σ = V ar(V ) = (x − µ) P r(X = xi ) = (x − µ)2 f (xi )
i=1 i=1

5
1.2. Discrete Random Variable Single Random Variable

1.2 Discrete Random Variable

Example 1:

Consider a sample space of possible outcome for tossing a 3 coins at the same time is

S = {HHH, HHT, HT H, HT T, T HH, T HT, T T H, T T T }

Consider a random variable X for heads. X may be be assigned a numerical value of (0, 1, 2, 3).
P(X=0)= TTT= 18 , No heads
P(X=1)= HTT, THT,TTH= 38 one head
P(X=2)= HHT,HTH,THH = 38 Two heads
P(X=3)= HHH= 18 Three heads
F (0) = P (X ≤ 0) = P (X = 1) = 18
F (1) = P (X ≤ 1) = P (X = 0) + P (X = 1) = 18 + 38 = 48
F (2) = P (X ≤ 2) = P (X = 0) + P (X = 1) + P (X = 2) = 18 + 38 + 38 = 78
F (3) = P (X ≤ 3) = P (X = 0) + P (X = 1) + P (X = 2) + P (X = 3) = 18 + 38 + 38 + 18 = 88 = 1

X=x 0 1 2 3
1 3 3 1
P(X) 8 8 8 8
1 4 7 8
F (x) = P (X ≤ x) 8 8 8 8 =1

Example 2:

Two dice are thrown. Let X assign to each point (a,b) in S the maximum number of its number
i.e. X(a, b) = max(a, b). Find the probability distribution of the random variable X with X(S) =
{1, 2, 3, 4, 5, 6}  

 (1, 1), (1, 2), (1, 3), (1, 4), (1, 5), (1, 6) 




 (2, 1), (2, 2), (2, 3), (2, 4), (2, 5), (2, 6) 



(3, 1), (3, 2), (2, 3), (3, 4), (3, 5), (3, 6)
 

 (4, 1), (4, 2), (4, 3), (4, 4), (4, 5), (4, 6) 

(3, 1), (5, 2), (5, 3), (5, 4), (5, 5), (5, 6) 

 

 


(6, 1), (6, 2), (6, 3), (6, 40, (6, 5), (6, 6)


X[(1,1)]=max(1,1)=1
1
P(X=1)=P(1)= 36
X[(2,1),(2,2),(1,2),]2
3
P(X=2)=P(2)= 36
X[(3,1),(3,2),(3,3),(2,3),(1,3),]=3
5
P(X=3)=P(3)= 36
X[(4,1),(4,2),(4,3),(4,4),(1,4),(2,4),(3,4)]=4
7
P(X=4)=P(4)= 36
X[(5,1),(5,2),(5,3),(5,4),(5,5),(1,5),(2,5),(3,5),(4,5)]=5
9
P(X=5)=P(5)= 36
X[(6,1),(6,2),(6,3),(6,4),(6,5),(6,6),(1,6),(2,6),(3,6),(4,6),(5,6)]=6
P(X=6)=P(6)= 11 36

X=x 1 2 3 4 5 6
1 3 5 7 9 11
P(X) 36 36 36 36 36 36

Example 3:

A random variable X takes the values -2,-1,0,1 with probabilities 18 , 18 , 14 , 12 respectively. Find
and draw the probability distribution and cumulative distribution function.

Solution:

6
1.2. Discrete Random Variable Single Random Variable

X=x -2 -1 0 1
1 1 1 1
P(X) 8 8 4 2
1 2 4 8
F (x) = P (X ≤ x) 8 8 8 8 =1

f X ( x)
FX ( x)
0.5

0.25
0.125
-2 -1 0 1

-2 -1 0 1 Figure 1.2: Cumulative distribution function

Figure 1.1: probability distribution function

Example 4:

A random variable X has the following distribution. Find the vales of (i) k (ii) P (X ≤ 2)
(iii) P (2 ≤ X ≤ 5)

X=x 1 2 3 4 5 6 7 8
P(X) k 2k 3k 4k 5k 6k 7k 8k

Solution:

X
P (X) = 1 = k + 2k + 3k + 4k + 5k + 6k + 7k + 8k = 1
36k = 1
1
k =
36

(ii) P (X ≤ 2)

P (X ≤ 2) = P (X = 1) + P (X = 2)
1
= k + 2k = 3k = 3 × = 0.08
36
(iii) P (2 ≤ X ≤ 5)

P (2 ≤ X ≤ 5) = +P (X = 2) + P (X = 3) + P (X = 4) + P (X = 5)
1
= 2k + 3k + 4k + 5k = 14k = 14 × = 0.389
36
Example 5:

The random variable X has a probability distribution P (X) of the following form, where k
is some number. 

 k if X = 0
2k if X = 1

P (X)

 3k if X = 2
0 otherwise


(a) Determine the value of k (b) Find P (X < 2), P (X ≤ 2)andP (X ≥ 2)

Solution:

7
1.2. Discrete Random Variable Single Random Variable

X=x 0 1 2 otherwise
P(X) k 2k 3k 0

X
P (X) = 1 = P (0) + P (1) + P (2) + P (otherwise) = k + 2k + 3k + 0 = 6k
1
k=
6
(b)
P (X < 2)
1 1
P (X < 2) = P (0) + P (1) = k + 2k = 3k = 3 × =
6 2
P (X ≤ 2)
1
P (X ≤ 2) = P (0) + P (1) + P (2) = k + 2k + 3k = 6k = 6 × =1
6
P (X ≥ 2)
1 1
P (X ≥ 2) = P (2) + P (otherwise) = 3k + 0 = 6k = 3 × =
6 2
Example 6:

Suppose a discrete r.v X has the following pmfs PX (1) = 12 , PX (2) = 14 , PX (3) = 18 , PX (4) = 18 .
(a) Find and sketch the cdf FX (x) of the r.v X (b) Find (i) P (X ≤ 1), (ii) P (1 < X ≤ 3), (iii)
P (1 ≤ X ≤ 3)

Solution:
(a)

X=x 0 1 2 3 4
1 1 1 1
P (X = x) 0 2 4 8 8
1 3 7
FX (x) = P (X ≤ x) 0 2 4 8 1

FX ( x)

1.00

0.875

0.75

0.5

x
0 1 2 3 4 5

Figure 1.3: Cumulative distribution function (cdf)

(b) Find (i) P (X ≤ 1),
1
FX (x) = P (X ≤ 1) =
2
(ii) P (1 < X ≤ 3),
7 1 3
P (1 < X ≤ 3) = FX (3) − FX (1) = − =
8 2 8
(iii) P (1 ≤ X ≤ 3)
1 7 1 7
P (1 ≤ X ≤ 3) = P (X = 1) + FX (3) − FX (1) = + − =
2 8 2 8

8
1.2. Discrete Random Variable Single Random Variable

Example 7:

A random variable X has the following distribution. Plot the pdf and cdf of the discrete
random variable X

X=x xa xb xc
P (X = x) 0.24 0.32 0.44
F (x) = P (X ≤ x) 0.24 0.56 1

Solution:

f X ( x) FX ( x)

1
0.44

0.32 0.56

0.24 0.24

x
xa xb xc
x
xa xb xc
Figure 1.5: Cumulative distribution function (pdf)
Figure 1.4: Probability density function (pdf)

Example 8:

A random variable X has the following distribution. Plot the pdf and cdf of the discrete
random variable X

x=i 0 1 2 3 4 5 6
P 0.05 0.15 0.22 0.22 0.17 0.10 0.09
Pi i
i=0 Pi 0.05 0.20 0.42 0.64 0.81 0.91 1.00

Solution:

f X ( x) FX ( x)

1.00

0.22 0.91

0.17 0.81

0.15 0.64

0.10 0.42

0.09 0.20

0.05 0.05
x x
0 1 2 3 4 5 6 0 1 2 3 4 5 6

Figure 1.6: Probability density function (pdf) Figure 1.7: Cumulative distribution function (pdf)

Exercise:20 Given the following table,. Plot the pdf and cdf of the discrete random variable X. b) Write
the expressions for fY (y) and FY (y) using unit delta functions and unit step functions
Solution:

9
1.2. Discrete Random Variable Single Random Variable

x=i 1 2 3 4 5
Yk 2.1 3.2 4.8 5.4 6.9
P (Yk ) 0.20 0.21 0.19 0.14 0.26
FY (Yk ) 0.20 0.41 0.60 0.74 1.00

P ( yk ) FY ( yk )

0.26 1.00

0.21 0.74

0.20 0.60

0.19 0.41

0.14 0.20

yk yk
2.1 3.2 4.8 5.4 6.9 2.1 3.2 4.8 5.4 6.9

Figure 1.8: Probability density function (pdf) Figure 1.9: Cumulative distribution function (pdf)

fY (y) = 0.20δ(y − 2.1) + 0.21δ(y − 3.2) + 0.19δ(y − 4.8) + 0.14δ(y − 5.4) + 0.26δ(y − 6.9)
FY (y) = 0.20u(y − 2.1) + 0.21u(y − 3.2) + 0.19u(y − 4.8) + 0.14u(y − 5.4) + 0.26u(y − 6.9)

Exercise:21 Given the following table, a) Plot the pdf and cdf of the discrete random variable X. b)
Write the expressions for fX (x) and FX (x) using unit delta functions and unit step functions

k=i 1 2 3 4 5
xk 2.1 3.2 4.8 5.4 6.9
P (Xk ) 0.21 0.18 0.20 0.22 0.19
FX (Xk ) 0.21 0.39 0.59 0.81 1.00

Solution:

P ( xk )  f X ( xk ) FX ( xk )

0.22 1.00

0.21 0.81

0.20 0.59

0.19 0.39

0.18 0.21

xk
0 2.1 3.2 4.8 5.4 6.9

xk
Figure 1.10: Probability density function (pdf) 2.1 3.2 4.8 5.4 6.9

Figure 1.11: Cumulative distribution function (pdf)

fX (x) = 0.21δ(x − 2.1) + 0.18δ(x − 3.2) + 0.20δ(x − 4.8) + 0.22δ(x − 5.4) + 0.19δ(x − 6.9)
FX (x) = 0.21u(x − 2.1) + 0.18u(x − 3.2) + 0.20u(x − 4.8) + 0.22u(x − 5.4) + 0.19u(x − 6.9)

Exercise:22 Given the following table, a) Plot the pdf and cdf of the discrete random variable Z. b) Write
the expressions for fZ (z) and FZ (z) using unit delta functions and unit step functions

10
1.2. Discrete Random Variable Single Random Variable

k=i 1 2 3 4 5
zk 2.1 3.2 4.8 5.4 6.9
P (Zk ) 0.19 0.22 0.20 0.18 0.21
FZ (Zk ) 0.19 0.41 0.61 0.79 1.00

Solution:

P ( zk )  f Z ( z k ) FX ( xk )

0.22
1.00
0.21
0.79
0.20
0.61
0.19
0.41
0.18
0.19
zk
0 2.1 3.2 4.8 5.4 6.9

Figure 1.12: Probability density function (pdf) xk

2.1 3.2 4.8 5.4 6.9

Figure 1.13: Cumulative distribution function (pdf)

fZ (z ) = 0.19δ(z − 2.1) + 0.22δ(z − 3.2) + 0.20δ(z − 4.8) + 0.18δ(z − 5.4) + 0.21δ(z − 6.9)
FZ (z ) = 0.19u(z − 2.1) + 0.22u(z − 3.2) + 0.20u(z − 4.8) + 0.18u(z − 5.4) + 0.21u(z − 6.9)

11
1.3. Binomial Distribution: Single Random Variable

Bernoulli Trial:
Definition: A Bernoulli trial is a random experiment that can have one of two outcomes which are usually
labeled as success and failure. Example:

• Tossing coins

• Rolling Dice: The probability of a roll of two die resulting in a double six.

Let X be a Bernoulli random variable with parameter p, where 0 < p < 1. The probability function
pX (x) of X is given by

p if x = 1
pX (x) = pr (x) =
1 − p if x = 0
The mean of Bernoulli random variable is
X
µX = E[X] = xpX (x)
= (1 × p + 0 × (1 − p)
= p

The variance of X is equal to p(1p), a result obtained as follows:

X
var(X) = = (x − µ)2 pX (x)
= (0 − p)2 (1 − p)2 + (0 − p)2 p
= p(1 − p)[p + (1 − p)]
= p(1 − p)

1.3 Binomial Distribution:

Definition: The random variable X that counts the number of successes, k, in the n trials is said to have
a binomial distribution with parameters n and p, written bin(k; n; p).


n
P (X = k) = pk (1 − p)n−k 0≤k≤n
k
n
X
f (x) = P (X = k)δ(x − k)
k=0
Xn
F (x) = P (X = k)u(x − k)
k=0

 
n
where counts the number of outcomes that include exactly k successes and n-k failures.
k
Q1 Consider an experiment in tossing an ideal fair coin with the probability of tossing a
head is p = 0.5 and the probability of a tail is q = 1 − p = 1 − 0.5 = 0.5. What is the probability
of tossing exactly 7 heads in 10 tosses.

Solution: P (X = 7)

12
1.3. Binomial Distribution: Single Random Variable

 
n
P (X = 7) = pk (1 − p)n−k
k
 
10
= (0.5)7 (1 − 0.5)10−7
7
10!
= (0.5)7 (0.5)3
7!(10 − 7)!
= 120 × 0.0078125 × 0.125
= 0.11718

Q2 A biased coin is tossed 6 times. The probability of heads on any toss is 0.3. Let X denote
the number of heads that come up. Calculate:
a) P(X = 2)

b) P(X = 3)

c) P (1 < X ≤ 5)

Solution:
a) P (X = 2)
 
n
P (X = 2) = pk (1 − p)n−k
k
 
6
= (0.3)2 (1 − 0.3)6−2
2
6!
= (0.3)2 (0.7)4
2!(6 − 2)!
6×5
= (0.09)(0.2401)
2
= 0.324

b) P (X = 3)
 
6
P (X = 3) = (0.3)3 (0.7)3
3
6!
= (0.3)3 (0.7)3
3!(6 − 3)!
6×5×4×3×2
= (0.027)(0.3431)
3×2×3×2
= 0.1852

 
6
P (X = 4) = (0.3)4 (0.7)2
4
= 15 × 0.0081 × 0.49
= 0.0595

 
6
P (X = 5) = (0.3)5 (0.7)1
5
= 6 × 0.00243 × 0.7
= 0.0102

13
1.3. Binomial Distribution: Single Random Variable

c) P (1 < X ≤ 5)
P (1 < X ≤ 5) = P (X = 2) + P (X = 3) + P (X = 4) + P (X = 5)
= 0.324 + 0.185 + 0.059 + 0.01
= 0.578
—————

Q3. Consider an experiment in tossing ideal fair coin four times with the probability of
tossing a head is p = 0.5 and the probability of a tail is q = 1 − p = 1 − 0.5 = 0.5. If X represents
the number heads in the four tosses.then the random variable takes the values { 0,1,2,3,4}.
Where X = 0 is no head, X = 1 one head, X = 2 two head and so on. What is the probability
of each random variable X.
Solution:

P (X = 0)
 
n
P (X = 0) = pk (1 − p)n−k
k
 
4
= (0.5)0 (1 − 0.5)4−0
0
1
= 1×1×
16
1
=
16
 
4
P (X = 1) = (0.5)1 (0.5)3
1
1 1
= 4× ×
2 8
4 1
= =
16 4

4
P (X = 2) = (0.5)2 (0.5)2
2
= 6 × 0.25 × 0.25
= 0.375
 
4
P (X = 3) = (0.5)3 (0.5)1
3
= 4 × 0.125 × 0.5
= 0.25
 
4
P (X = 4) = (0.5)4 (0.5)0
4
= 1 × 0.0625 × 1
= 0.0625

———————————–

Q4. In a hurdle a player has to cross 10 hurdles. The probability that he will clear each
hurdle is 5/6. What is the probability that he will knock down the fewer than 2 hurdles.
Solution:

p = 56 , q = (1 − p) = 16
Let X be the random variable that represents the number of times the player will knock down the
hurdle. X is a binomial distribution with n=10 p = 56

14
1.3. Binomial Distribution: Single Random Variable

P (X < 0) = P (X = 0) + P (X = 1)
   
10 10 0 10
= p (1 − p) + p9 (1 − p)1
0 1
 10  9  
5 5
= 1×1× + 10 × ×
6 6 6
= 0.4845

———————

15
1.4. Poisson Distribution Single Random Variable

1.4 Poisson Distribution

If X is a random variable which follows a Poisson Distribution with mean λ, then the probability mass
function is given by the formula:
e−λ λk
PX (k) = k = 0, 1, ...
k!
The cdf of X is
n
−λ
X λk
FX (x) = e n≤x≤n+1
k!
k=0

The mean of the poison distribution is

µ = E[X] = λ
The variance of the poison distribution is

σ = V ar[X] = λ

Examples of Poisson r.v.’s are

• The number of telephone calls arriving at a switching center during various intervals of time

• The number of customers entering a bank during various intervals of time

• Failures of a machine in one month

• Number of typing errors in a page

Q1 Let X be a Poisson r.v. with parameter with λ = 4.

(a) Find P (X > 2) .
Solution:
(a) Find P (X > 2) with λ = 4.

P (X > 2) = 1 − P (X ≤ 2)
n 2
−λ
X λk −4
X 4k
P (X ≤ 2) = e =e
k! k!
k=0 k=0
−4
= e (1 + 4 + 8) = 0.238

P (X > 2) = 1 − P (X ≤ 2) = 1 − 0.238 = 0.762

Q2 Let X be a Poisson distribution such that P (1) = P (2). Find P (4) [?]
Solution:

e−λ λk
PX (k ) = k = 0, 1, ..
k!
P (1) = P (2)
e−λ λ1 e−λ λ2
=
1! 2!
λ λ 2
=
1 2
λ = 2
e−2 24 0.1353 × 16
PX (4) = = = 0.0902
4! 24

Q3 Let X be a Poisson distribution with λ = 4. Find the probability of 0 ≤ k ≤ 5. [?]

16
1.4. Poisson Distribution Single Random Variable

Solution:

e−λ λk
PX (k ) = k = 0, 1, ..
k!
P (0 ≤ k ≤ 5) = P (X = 0) + 0P (X = 1) + P (X = 2) + P (X = 3) + P (X = 4) + P (X = 5)
e−4 40 e−4 41 e−4 42 e−4 43 e−4 44 e−4 45
= + + + + +
0! 1! 2! 3! 4! 5!
4 2 4 3 4 4 45
= e−4 1 + 4 + + + +
1.2 1.2.3 1.2.3.4 1.2.3.4.5
 
−4
= e
120
= e−4 [42.87] = 0.7851

Q4 Consider a petrol pump station in which the cars arrival rate is poisson and arrive at an
average of 50/hour. If all cars are assumed to require one minute to obtain fuel. What is
the probability that a waiting line will occur at the pump?

Solution:
50
λ=
= 0.83
60
The cars are waiting only when two or more cars arrive at the station. Then required probability is
P (X ≥ 2)

e−λ λk
PX (k) = k = 0, 1, ..
k!
P (X ≥ 2) = 1 − P (X < 2)
= 1 − [P (X = 0) + P (X = 1)]
 −λ 0
e−λ λ1
 −0.83
0.830 e−0.83 0.831
 
e λ e
= 1− + =1− +
0! 1! 0! 1!
= 1 − [0.4346 + 0.3622]
= 0.2030

Q5 The probability that an individual suffers a bad reaction due to certain injection is
0.001. Determine the probability that out of 2000 individuals (i)exactly 3 (ii) more than 2
individuals will suffer bad reaction. [?]

Solution:
p = 0.001 and n = 2000
λ = np = 0.001 × 2000 = 2
(i)The probability that exactly 3 individuals will suffer bad reaction is

e−λ λk
PX (k) = k = 0, 1, ..
k!
e−2 23
P (X = 3) =
3!
= 0.1804

17
1.4. Poisson Distribution Single Random Variable

(i)The probability that more than 2 individuals will suffer bad reaction is

e−λ λk
PX (k) = k = 0, 1, ..
k!
P (X ≥ 2) = 1 − P (X ≤ 2)
P (X ≥ 2) = 1 − [P (X = 0) + P (X = 1) + P (X = 2)]
 −2 0
e−2 21 e−2 22

e 2
= 1− + + = 1 − e−2 [1 + 2 + 2]
0! 1! 3!
= 1 − [0.6665]
= 0.3333

Q6 The probability of getting no misprint in a page of a book is e−4 . Determine the

probability that a page of a book contains more than or equal to 2 misprints. [?]

Solution:

P (X = 0) = e−4
e−λ λk e−λ 40
e−4 = =
k! 0!
λ=4
(i) Book contains more than or equal to 2 misprints is

e−λ λk
PX (k) = k = 0, 1, ..
k!
P (X ≥ 2) = 1 − P (X < 2)
= 1 − [P (X = 0) + P (X = 1)]
 −4 0
e−4 41

e 4
= 1− + = 1 − e−4 [1 + 4]
0! 1!
= 1 − [0.0916]
= 0.9084

Q7 Assuming that one in 80 births in case of twins. Calculate the the probability of 2
or more births of twins on a day when 30 births occur using (i) Binomial and (ii)Poisson
approximate [?]

Solution:
1
p = 80 = 0.0125 q = 1 − 0.0125 = 0.9875 and n=30
 
n
P (X = x) = px q n−x
x
(i) The probability of 2 or more births of twins on a day when 30 births occur is using Binomial
distribution

P (X ≥ 2) = 1 − P (X < 2)
P (X ≥ 2) = 1 − [P (X = 0) + P (X = 1)]
    
30 0 30−0 30 1 30−1
= 1− (0.0125) (0.9875) + (0.0125) (0.9875)
0 1
= 1 − [(0.9875)2 9[0.9875 + 30(0.0125)]]
= 1 − 0.9459 = 0.054

18
1.4. Poisson Distribution Single Random Variable

λ = np = 30 × 0.0125 = 0.375 Using Poisson distribution

e−λ λk
PX (k) = k = 0, 1, ..
k!
P (X ≥ 2) = 1 − P (X < 2)
P (X ≥ 2) = 1 − [P (X = 0) + P (X = 1)]
 −0.375
0.3750 e−0.375 0.3751

e
= 1− + = 1 − e−0.375 [1 + 0.375]
0! 1!
= 1 − [0.945]
= 0.055

Q8 Passengers arrive at an airport checkout counter at an average rate of 1.5 per minute.
Calculate the probabilities that (i) Almost 4 will arrive at a given time and (ii)At least 3
will arrive during an interval of 2 minutes [?]

Solution:
λ = 1.5 t=1 λt = 1.5
e−λ λk
PX (k) = k = 0, 1, ..
k!
P (X ≤ 4) = [P (X = 0) + P (X = 1) + P (X = 2) + P (X = 3) + P (X = 4)]
 0
1.51 1.52 1.53 1.54

−1.5 1.5
= e + ++ + +
0! 1! 2! 3! 4!
2 3 (1.5)4
 
−1.5 (1.5) (1.5)
= e 1 + 1.5 + + +
2 6 24
= e−1.5 [2.5 + 1.125 + 0.5625 + 0.2109]
= 0.223 × 4.3984
= 0.9814

(i) The probability at least 3 will arrive during an interval of 2 minutes is

λ = 1.5 t=2 λt = 1.5 × 2 = 3

e−λ λk
PX (k) = k = 0, 1, ..
k!
P (X ≥ 3) = 1 − [P (X =≤ 2)] = 1 − [P (X = 0) + P (X = 1) + P (X = 2)]
 −3 0
e−3 31 e−3 32

e 3
= 1− + ++
0! 1! 2!
 
= 1 − e−3 1 + 3 +
2
= 1 − e−3 [8.5]
= 0.5768

Q9 Suppose that a printer circuit board (PCB) manufacturing company has been averaging
35 errors per month and that the company has 2 PCB errors in a day. Arbitrarily choosing
a time unit of one day, the average number of errors per day is 35/30=1.1667. The PCB
manufacturing company would like to know (i) The probability of no error in a day and
(ii)The probability of 2 PCB errors in a day

Solution:
λ = 1.1667

19
1.4. Poisson Distribution Single Random Variable

(i) The probability of no error in a day is

e−λ λk
PX (k ) = k = 0, 1, ..
k!
e−1.1667 1.16670
P (X = 0) =
0!
= 0.31139

(ii) The probability of 2 PCB errors in a day is

e−λ λk
PX (k) = k = 0, 1, ..
k!
e−1.1667 1.16672
P (X = 2) =
2!
= 0.2119

Q10 A car hire firm has two cars which it hires out day by day. The number of demands for
a car on each day is distributed as Poisson variant with mean 1.5. Calculate the proportion
of days on which (i) Neither car is used and (ii) Some demand is refused [?]

Solution:
i) Neither car is used is (X=0, No demand)

e−λ λk
PX (k) = k = 0, 1, ..
k!
e−1.5 1.52
P (X = 0) =
0!
= 0.2231

(ii) The probability Some demand is refused is when x¿2 (More than two booking)

e−λ λk
PX (k) = k = 0, 1, ..
k!
P (X > 2) = 1 − P (X ≤ 2)
= 1 − [P (X = 0) + P (X = 1) + P (X = 2)]
 −1.5 0
e−1.5 1.51 e−1.5 1.52

e 1.5
= 1− + ++
0! 1! 2!
= 1 − e−1.5 [1 + 1.5 + 1.125]
= 1 − 0.8087
= 0.1916

20
1.5. Probability Models Single Random Variable

1.5 Probability Models

1.5.1 Continuous Random Variable:
Probability density function (pdf ): The probability density function is defined as

d
f (x) = F (x)
dx
when the derivative of the cdf exists. The inverse of cdf is
Z x
F (x) = f (x)dx
−∞

• When the random variable of interest can take any value in an interval, it is called continuous random
variable.

• Every continuous random variable has an infinite, uncountable number of possible values.

Probability Distributions: The probability distribution for a random variable X gives the possible
values for X, and the probabilities associated with each possible value
Probability Mass Function: Probability mass function f (x) for a discrete random variable X having
possible values x1 , x2 , x3 , ......xn
f (xi ) = Pr (xi ) is the probability that X has the value xi
Properties Of Probability Mass Function:

• The probability of any outcome is between 0 and 1

0 ≤ f (xi ) ≤ 1

• The sum of the probabilities of all the outcomes equals 1

X
f (xi ) = f (x1 ) + f (x2 ) + f (x3 )... = 1
i

Properties of Continuous Random Variable:

• fX (x) ≥ 0
R∞
• −∞ fX (x) = 1
R x2
• P (x1 < X ≤ x2 ) = −x1 f (x) = FX (x2 ) − FX (x2 1)

Example of Continuous Random Variable:

The following are the major Continuous Probability Distributions

• Uniform Distribution

• Exponential Distribution

• The Normal Gaussian Distribution

21
1.5. Probability Models Single Random Variable

Q2 The cdf for the random variable X is.

(  
x2
1 − exp 4 x≥0
FX (x) =
0 otherwise

Evaluate P (1.1 < X < 2.1) [?]

Solution:

P (1.1 < X < 2.1) = FX (2.1) − FX (1.1)

  2    2 
−x −x
= 1 − exp − 1 − exp
4 4
2 2
   
−(1.1) −(2.1)
= exp − exp
4 4
= 0.4069

Q3 The cdf for the random variable Y is.

1 − exp −0.4y 0.5



y≥0
FY (y) =
0 otherwise

Evaluate P (2.5 < Y < 6.2) [?]

Solution:

P (2.5 < Y < 6.2) = FY (6.2) − FY (2.5)

= 1 − exp −0.4y 0.5 − 1 − exp −0.4y 0.5

 


= exp −0.4(2.5)0.5 − exp −0.4(6.2)0.5

= 0.1619

Q4 The cdf for the random variable Z is.

1 − exp −2z 3/2



z≥0
FZ (z) =
0 otherwise

Evaluate P (0.5 < Z < 0.9) [?]

Solution:

P (0.5 < Z < 0.9) = FZ (0.9) − FZ (0.5)

h  i h  i
= 1 − exp −2z 3/2 − 1 − exp −2z 3/2
   
= exp −2(0.5)3/2 − exp −2(0.9)3/2
= 0.3118

22
1.5. Probability Models Single Random Variable

Example 1 A continuous random variable has Find the value of k and find the probability
the pdf for the random variable X is. between x = 12 and x = 32 [?]
 −x
ke if x > 0 Solution:
f (x) =
0 otherwise If it is a density function, then it must satisfies
Determine the constant k [?] Z ∞
f (x)dx = 1
Solution: −∞

Z ∞ Z ∞
f (x)dx = 1 f (x)dx = 1
−∞ −∞
Z 0 Z ∞ Z 3
f (x)dx + f (x)dx = 1 kx3 dx = 1
−∞
Z 0∞ 0
3
−x x4

0+ kedx = 1
0
k = 1
∞ 4 0
k −e−x 0 = 1

 4 
3
−k[0 − 1] = 1 k −0 = 1
4
k = 1 81
k = 1
4
4
k =
81
Example 2 Is f (x)
 1 Hence
2 (x + 1) f or − 1 < x < 1
f (x) = 4 3

0 otherwise 81 x f or 0 ≤ x ≤ 3
f (x) =
0 otherwise
represents the density of random variable has  
the pdf for the random variable X? [?] 1 3
P ≤X≤
2 2
Solution:
  Z 3
1 3 2
Z ∞ Z 1 P ≤X≤ = f (x)dx
2 2 1
f (x)dx = f (x)dx 2
3
−∞ −1
Z
2
Z 1
1 = k f (x)x3 dx
1
= (x + 1)dx 2
−1 2 3
x4 2

1
1 2

= k
= +x 4 1
2 2 −1 "  2
 4 #
1 2 (−1)2 k 3 4 1
   
= +1 − −1 = −
2 2 2 4 2 2
 
1 3 −1
 
4 1 80
= − =
2 2 2 81 4 16
= 1 = 0.0617

Hence
Q 14 A pdf is described by c(x − 6) for
1

2 (x + 1) f or − 1 < x < 1 all values of X between 6 and 10 is 0
f (x) =
0 otherwise otherwise. Find the value that c must have,
and evaluated P {X > 8.0} [?]
is a density function
Solution:
Example 3 If f (x) is a probability density
function defied as If it is a density function, then it must satisfies
Z ∞
kx3 f or 0 ≤ x ≤ 3

f (x) = f (x)dx = 1
0 otherwise −∞

23
1.5. Probability Models Single Random Variable

Z ∞
f (x)dx = 1 P {Y > 7.0}
−∞
Z 10 P {Y > 7.0} = 1 − P {Y = 7.0}
c(x − 6)dx = 1
6 Z 7
10
x2 P {Y = 7.0} = c(y − 3)dy

c − 6x = 1 6
2 6 7
y2

 2   2 
10 6 = c − 3y
c − 6 × 10 − −6×6 = 1 2 6
2 2  2   2 
c[50 − 60 − 18 + 36] = 1 7 6
= c −3×7 − −3×6
1 2 2
c = = c[24.5 − 21 − 18 + 18]
8
1
P {X > 8.0} = [2] = 0.175
20
P {X > 8.0} = 1 − P {X = 8.0}
P {Y > 7.0} = 1 − 0.175
= 0.825
Z 8
P {X = 8.0} = c(x − 6)dx
6 Q 16 A pdf is described by c(z−4) for all values
8
x2 of Z between 6 and 10 is 0 otherwise. Find

= c − 6x the value that c must have, and evaluated
2 6
 2
8
  2
6
 P {Z > 9.0} [?]
= c −6×8 − −6×6
2 2 Solution:
= c[32 − 48 − 18 + 36]
If it is a density function, then it must satisfies
1
= [2] = 0.25 Z ∞
8 f (z)dz = 1
−∞

P {X > 8.0} = 1 − 0.25 Z ∞

= 0.75 f (z)dz = 1
−∞
Z 10
Q 15 A pdf is described by c(y−3) for all values c(z − 4)dz = 1
6
of Y between 6 and 10 is 0 otherwise. Find 10
z2

the value that c must have, and evaluated c − 3y = 1
P {Y > 7.0} [?] 2 6
 2   2 
10 6
Solution: c − 4 × 10 − −4×6 = 1
2 2
If it is a density function, then it must satisfies c[50 − 40 − 18 + 24] = 1
Z ∞ 1
f (y)dy = 1 c =
16
−∞
P {z > 9.0}
Z ∞
P {Z > 9.0} = 1 − P {Z = 9.0}
f (y)dy = 1
−∞
Z 10 Z 9
c(y − 3)dy = 1 P {Z = 9.0} = c(z − 4)dz
6 6
10 9
y2 z2
 
c − 3y = 1 = c − 4z
2 6 2 6
 2   2   2   2 
10 6 9 6
c − 3 × 10 − −3×6 = 1 = c −4×9 − −4×6
2 2 2 2
c[50 − 30 − 18 + 18] = 1 = c[40.5 − 36 − 18 + 24]
1 1
c = = [16] = 0.65625
20 10.5

24
1.5. Probability Models Single Random Variable

h i
P {Z > 9.0} = 1 − 0.65625 FU (u) = 3c 1 − e(−u/3)
= 0.34375 h i
FU (0.5) = 3(1.1757) 1 − e(−0.5/3)
Q 17 The following is the pdf for the random = 2.5414 × [1 − 0.8464]
variable U. Find the value that c must have, = 3.527 × 0.1536
and evaluate FU (0.5) [?]
 = 0.5417
c exp(−u/2) 0 ≤ u ≤ 1
fU (u)
0 otherwise
Q 19 The following is the pdf for the random
Solution: variable U. Find the value that c must have,
and evaluate FU (0.5) [?]
If it is a density function, then it must satisfies 
Z u c exp(−u/4) 0 ≤ u ≤ 1
FU (u) = ce(−u/2) du fU (u)
0 otherwise
0
h i1
1 = −2c e(−u/2)
h 0
i Solution:
(−1/2)
= −2c e − e(−0) If it is a density function, then it must satisfies
h i
= 2c 1 − e(−1/2)
Z u
FU (u) = ce(−u/4) du
= 2c[1 − 0.6065] 0
h i1
1 = 2c × 0.3935 = 0.787c 1 = −4c e(−u/4)
1 0
c = = 1.2707
h i
(−1/4)
0.787 = −4c e − e(−0)
h i h i
FU (u) = 2c 1 − e(−u/2) = 4c 1 − e(−1/4)
= 4c[1 − 0.7788]
h i
FU (0.5) = 2(1.2707) 1 − e(−0.5/2)
1 = 4c × 0.2212 = 0.8848c
= 2.5414 × [1 − 0.7788] 1
c = = 1.1302
= 2.5414 × 0.2212 0.787
= 0.5622
h i
FU (u) = 4c 1 − e(−u/3)
Q 18 The following is the pdf for the random h i
variable U. Find the value that c must have, FU (0.5) = 4(1.1302) 1 − e(−0.5/4)
and evaluate FU (0.5) [?]
 = 4.5208 × [1 − 0.8825]
c exp(−u/3) 0 ≤ u ≤ 1
fU (u) = 4.5208 × 0.1175
0 otherwise
= 0.5312
Solution:
If it is a density function, then it must satisfies
Z u
FU (u) = ce(−u/3) du
0
h i1
1 = −3c e(−u/3)
0
h i
(−1/3)
= −3c e − e(−0)
h i
= 3c 1 − e(−1/3)
= 3c[1 − 0.7165]
1 = 3c × 0.2835 = 0.8505c
1
c = = 1.1757
0.787

25
1.6. Continuous Uniform Distribution Single Random Variable

1.6 Continuous Uniform Distribution:

Learning Outcomes
f ( x)
On completion, students are able to
• understand the uniform distribution
1
• understand probability density function (pdf) ba
and Cumulative Distribution Function (cdf)
x
• calculate the mean and variance of a uniform a b
(a) PDF
distribution F ( x)
The uniform distribution (continuous) is one of the
1
simplest probability distributions in statistics. It is
a continuous distribution, this means that it takes
values within a specified range, e.g. between a and
x
b. a b
The probability density function (pdf ) for (b) CDF
a uniform distribution taking values in the range a
to b is: Figure 1.14: Uniform Distribution

 k a<x≤b
f (x) = Variance:
0 otherwise

 1 V ar[X] = E[X 2 ] − [E(X)]2
 b−a a < x ≤ b
b−a 2
 
f (x) = 2
= E[X ] −

0 otherwise 2
Proof:
Z b Z b
f (x)dx = kdx = k[x]ba = 1 b
Z
2 1
a a E[X ] = x2
dx
a b−a
 3 b
k(b − a) = 1 1 x b3 − a3
1 = =
k = b − a 3 a 3(b − a)
b−a (b − a)(b2 + ab + a2 )
=
3(b − a)
Cumulative Distribution Function (cdf ):
(b + ab + a2 )
2
x =
3
Z
F (x) = p(X ≤ x) = f (x)dW
a
Z x
1
= dW
b−a 2

a b − a 2
V ar[X] = E[X ] −
1 1 2
= [W ]xa = [x − a] 2 2
 2
b−a b−a a + b2 + 2ab

(b + ab + a )
x−a = −
= 3 4
b−a
4b + 4ab + 4a − 3a − 3b2 − 6ab
2 2 2

0 x<a =

 12
b2 − 2ab + a2 (b − a)2



F (x) = x−a
a<x≤b = =
 b−a 12 12



1 x≥b


Mean: µ Standard Deviation σ

Z b Z b  2 b
1 1 x
r
E[X] = xf (x)dx = x dx = p (b − a)2
a a b−a b−a 2 a σ = V ar[X] =
12
b2 − a2(b − a)(b + a) a+b b−a
= = = = √
2(b − a) 2(b − a) 2 12

26
1.6. Continuous Uniform Distribution Single Random Variable

Q1 The amount of time, that a person The Ninety percent of the time, a person must wait
must wait for a bus is uniformly distributed at most 13.5 minutes.
between zero and 15 minutes, inclusive.
Q2 The amount of time, that a person
a) What is the probability that a person must wait for a bus is uniformly distributed
waits fewer than 12.5 minutes? between zero and 10 minutes.

b) On the average, how long must a person a) Write the probability density function.
wait? Find the mean, µ, and the b) Find the probability that a person has to
standard deviation, σ. wait between four and six minutes for a
c) Ninety percent of the time, the time a bus.
person must wait falls below what value? c) Find the probability that a person has to
wait between three and seven minutes
Solution: for a bus
a). Let X= the number of minutes a person must d) Find the probability that a person has to
wait for a bus. a = 0 and b = 15. X U (0, 15). The wait between zero and ten minutes for a
probability density function is bus.
1
f (x) =
b−a Solution:
1
= f or 0 ≤ x ≤ 15 a). Let X= the number of minutes a person must
15 − 0
1 wait for a bus. a=0 and b=10. X U(0,10). Write
= = 0.0667 the probability density function.
15
1
f (x) = f or 0 ≤ x ≤ 10
x−a 12.5 − 0 10 − 0
P (x < 12.5) = = 1
b−a 15 − 0 = = 0.1
= 0.8333 10
b) The probability that a person has to wait between
f ( x) four and six minutes for a bus.
x−a 6−4
1 P (4 < x < 6) = =
b−a 10 − 0
15 = 0.2

0
x c) The probability that a person has to wait between
12.5 15 three and seven minutes for a bus.
x−a 7−3
Figure 1.15: Uniform Distribution P (3 < x < 7) = =
b−a 10 − 0
b) On average, a must a person wait i.e., mean, µ is = 0.4

a+b 0 + 15 d) The probability that a person has to wait between

µ= = = 7.5 zero and ten minutes for a bus.
2 2
The standard deviation, σ is x−a 10 − 0
P (0 < x < 10) = =
r r b−a 10 − 0
(b − a)2 (12 − 0)2 = 1
σ= = = 4.3
12 12
Q3 In an apartment a person is taking an
c). Ninety percent of the time, the time a person elevator to reach his floor. Once he called
must wait falls below is the elevator, it will take between 0 and
k−a k−0 40 seconds and assuming that the elevator
P (x < k ) = = arrives uniformly between 0 and 40 seconds
b−a 15
k after pressing the button.
0.90 =
15 a) Write down the formula for the probability
k = 0.90 × 15 density function f (x) of the random
= 13.5 variable X representing the arrival time.

27
1.6. Continuous Uniform Distribution Single Random Variable

b) Calculate the probability that elevator e) What is the 65th percentile for the
takes less than 15 seconds to arrive. duration of games for a team?

c) Calculate the mean and variance of the Solution:

distribution and find the cumulative
distribution function F (x).
f ( x)

Solution:

a) The interval is [0, 40] the probability density

function f (x) is given by 0
x
445 465 485 525
1
f (x) = f or 0 < x ≤ 40 Figure 1.16: Uniform Distribution
40 − 0
1 a) a = 447 and b = 521
= = 0.025
40 b) Write the distribution. X ∼ U (447, 521)

b) The probability that elevator takes less than 15 1

f (x) = f or 447 < x ≤ 521
seconds to arrive is 521 − 447
1
x−a 15 − 0 = = 0.0135
P (0 ≤ x ≤ 15) = = 74
b−a 40 − 0
= 0.375 c) The mean and the standard deviation is
a+b 447 + 521
c) µ= = = 484
2 2
40 − 0
M ean E(x) = = 20seconds r r
2 (b − a)2 (521 − 447)2
σ= = = 21.36
(40 − 0)2 12 12
V ariance V (x) = = 33.33 d) The probability that the duration of games for a
12
team between 480 and 500 hours is
Cumulative Distribution Function (cdf)
x−a 500 − 480
P (480 < x < 500) = =
b−a 521 − 447

 0 x<a

 20
= = 0.2703


x−a 74
F (x) = b−a a<x≤b



 e) The 65th percentile for the duration of games for
1 x≥b

a team is
x−a x − 480
0.65 = =


 0 x<a b−a 521 − 447

x − 447


F (x) = x
0 ≤ x ≤ 40 =
 40 74
x − 447 = 0.65 × 74 = 48.1



1 x > 40

x = 495.1 hours

Q4. The total duration of baseball games are

uniformly distributed between 447 hours and
521 hours inclusive. Q5 The amount of time a service technician
needs to change the oil in a car is uniformly
a) Find a and b and describe what they distributed between 11 and 21 minutes. Let
represent. X = the time needed to change the oil on a
car.
b) Write the distribution.
a) Write the random variable X in words.
c) Find the mean and the standard deviation.
b) Write the distribution.
d) What is the probability that the duration
c) Find P (x > 19).
of games for a team between 480 and 500
hours? d) Find the 50th percentile

28
1.6. Continuous Uniform Distribution Single Random Variable


Solution: 
 0 x<a



a) The random variable X represents the time F (x) = x
0 ≤ x ≤ 25
25
needed to change the oil in a car. 


b) The distribution is. X ∼ U (11, 21)

1 x > 25

1
f (x) = f or 11 < x ≤ 21
21 − 11
1 Q7 The thickness x of a protective coating
= = 0.1 applied to a conductor designed to work
10
in corrosive conditions follows a uniform
c) The value of P (x > 19) is.
distribution over the interval [20, 40]
P (x > 19) = 1 − P (x < 19) microns. Find the mean, standard deviation
19 − 11 and cumulative distribution function of the
= 1− = 1 − 0.8
21 − 11 thickness of the protective coating. Find also
= 0.2 the probability that the coating is less than
35 microns thick. [?]
e) The 50th percentile is
x−a x − 11 Solution:
0.5 = =
b−a 21 − 11 The probability density function f (x) in the interval
x − 11
= [20, 40] is
10
x − 11 = 0.5 × 10 = 5  1
 b−a a < x ≤ b
x = 16 minutes. f (x) =
0 otherwise


 1
Q6 The current (in mA) measured in a piece  40−20 = 0.05 20 < x ≤ 40
f (x) =
of copper wire is known to follow a uniform
0 otherwise

distribution over the interval [0, 25]. Write
down the formula for the probability density The mean is
function f (x) of the random variable X 40 − 20
representing the current. Calculate the mean E(x) = = 10µm
2
and variance of the distribution and find the
cumulative distribution function F (x). [?] The standard deviation is
(40 − 20)2
Solution: V ariance V (x) σ 2 = = 33.333
12
The probability density function f (x) in the √
Standard deviation σ = 33.333 = 5.77µm
interval [0, 25] is
 1 Cumulative Distribution Function (cdf)
 b−a a < x ≤ b
f (x) =


 0 x<a
0 otherwise
 


x−a
 1 F (x) = b−a a<x≤b
 25−0 = 0.04 0 < x ≤ 25 

f (x) =


1 x≥b

0 otherwise


25 − 0

0 x < 20
E(x) = = 12.5mA 

2



x−20
(25 − 0)2 F (x) = 20 20 ≤ x ≤ 40
V ariance V (x) = = 52.08mA2 
12



1 x > 40

Cumulative Distribution Function (cdf)

0 x<a The probability that the coating is less than 35



 microns thick is

x−a 35 − 20
F (x) = b−a a<x≤b
P (x < 35) =
40 − 20




1 x≥b = 0.75


29
1.6. Continuous Uniform Distribution Single Random Variable

F (g) = P {G ≤ g}
= P {R ≥ 1/r}
Q71. The random variable X is uniformly
distributed between 0 and 4. The random = 1 − F (1/g)
variable Y is obtained from X using y = = 1 − 0.10(1/g − 45) 1/55 < r ≤ 1/45
(x − 2)2 . What are the cdf and pdf for y.

Solution: d
f (g) = F (g)
dg
1 = −0.10(−1/g 2 ) 1/55 < r ≤ 1/45

 4−0 = 0.25 0 < x ≤ 4
f (x) =
0 otherwise

Q75. The random variable X is uniformly
F (x) = 0.25x 0 < x ≤ 4
distributed between 0 and 2 and y = 2x3 .
What is the pdf for Y. [?]
y = (x − 2)2
√ Solution:
(x − 2) = ± y
√ y = 3x3
x = ± y+2 (1.1)
x = (y/3)1/3
F (y) = P {Y ≤ y} 1

 2−0 = 0.5 0 < x < 2
= P {−Y ≤ y} f (x) =
√ 
0 otherwise
x = ± y+2
x−0
Q72. Resistors R are uniformly distributed F (x) = = 0.1x 0 < x < 2
2−0
in the interval 50 ± 5Ω. From circuit theory
the conductance G = 1r . What are the cdf and
pdf for G. [?] F (y) = P {Y ≤ y}
= P {X ≤ (y/3)1/3 }
Solution:
= F (x)((y/3)1/3 )
= 0.5(y/3)1/3 0 < y < 24
1

 55−45 = 0.1 45 < r ≤ 55
f (x) =
d
0 otherwise f (y) = F (y)

dy
r − 45 1
F (x) = = 0.1(r − 45) 45 < r ≤ 55 = 0 < y < 24
55 − 45 2(3) y 2/3
4/3

30
1.7. Exponential Distribution Single Random Variable

1.7 Exponential Distribution

Exponential Distribution: Expected Value (Mean)
Learning Outcomes Z −∞
On completion the students are able to E[X] = xfX (x)dx
−∞
Z ∞
• understand the probability density function of
= λ xe−λx dx
an exponential distribution. 0
 Z ∞ 
• understand the cumulative distribution func- −λx
= λ x e dx
tion of an exponential distribution. Z 0
Z ∞ 
d −λx
• understand the mean and variance of an − λ x e dx
dx 0
exponential distribution

• use the exponential distribution to solve

∞ Z ∞ −λx 
xe−λx

simple practical problems. e
= λ − dx
−λ 0 0 −λ
• The exponential distribution is widely used in  −λx ∞
the field of reliability. e
= [0 − 0] +
−λ 0
• Reliability deals with the amount of time a 1 1
product lasts. = − [0 − 1] =
λ λ
Consider a random variable X which is exponen- Variance
tially distributed with parameter λ (failure rate/the
process rate) then its probability distribution is V ar[X ] = E[X 2 ] − E[X]2
given by Z −∞
1
= x2 fX (x)dx − 2
 λe−λx x ≥ 0

−∞ λ
fX (x) =
0 x<0

Z −∞ Z ∞
E[X 2 ] = x2 fX (x)dx = λ x2 e−λx dx
The area under the curve is −∞ 0
Z ∞ Z ∞  Z ∞ 
= fX (x)dx = λe−λx dx = λ x2 e−λx dx
−∞ 0 0
 −λx ∞ d 2 ∞ −λx
Z Z 
e − x e dxdx
= λ dx
−λ 0 0
−λx
∞ Z ∞
e−λx
 
λ 2e
= [0 − 1] = λ x − 2x dx
−λ −λ 0 −λ
= 1 Z ∞ 0 
−λx
= [0 − 0] + xe dx
Cumulative distribution function (cdf ) λ 0
2 1 2
 −λx = ∗ = 2
 1−e x≥0 λ λ λ
FX (x) =
0 x<0

V ar[X ] = E[X 2 ] − E[X]2
where λ is a rate constant and λ > 0 2 1
Proof = −
λ2 λ2
Z −∞ Z t 1
F (x) = fX (x)dx = λe−λx dx =
λ2
−∞ 0
 −λx t
e The Standard Deviation of the distribution
= λ
−λ 0 r
p 1
λ −λ σ = V ar[X] =
= [e t − 1] λ2
−λ
1
= 1 − e−λ t =
λ

31
1.7. Exponential Distribution Single Random Variable

Q1. The time in minutes, X , between Solution:

the arrival of successive customers at a post
a) Let x=the amount of time (in years) a computer
office is exponentially distributed with pdf
part lasts. µ = 10 then λ
f (x) = 0.2e−0.2x .
1
a) What is the expected time between λ = = 0.1
10
arrivals?

b) A customer arrives into the post office at

12.30 p.m. What is the probability the P (X > 7) = 1 − P (X < 7) = 1 − (1 − e−0.1×7 )
next customer arrives:
= e−0.7 = 0.4966
(i)on or before 12.32 p.m.? (ii)after
12.35 p.m The probability that a computer part lasts more
than seven years is 0.4966
Solution: b) On the average, one computer part lasts ten years.
a) The expected time between arrivals is Therefore, five computer parts, if they are used one
Given λ = 0.2 after the other would last, on the average is

1 5 × 10 = 50years.
µ = = 5 minutes
0.2
c. Let k = the 80 percentile.
b)
i) If the next customer arrives on or before 12.32
P (X < k) = 0.8
p.m., it means that the time between their arrival
and the previous arrival is at most 2 minutes. Then 0.8 = (1 − e−0.1×k )
Z 2 Z 2 e−0.1×k = 1 − 0.8 = 0.2
−λx
P (X ≤ 2) = λe dx = 0.2e−0.2x dx −0.1 × k = ln(0.2)
0 0 ln(0.2)

0.2e−0.2x
2 k =
=
2
= −e−0.2x 0
 −0.1
−0.2 0 = 16.1 years
= 1 − e−0.2×2 = 1 − 0.67032 = 0.33
d). The probability that a computer part lasts
ii) If the next customer arrives after 12.35 PM between 9 and 11 years is
then the time between the two customers is more
than 5 minutes. P (9 < X < 11) = P (x < 11) − P (x < 9)
= (1 − e−0.1×11 ) − (1 − e−0.1×9 )
P (X > 5) = 1 − P (X ≤ 5) = 1 − (1 − e−0.2×5 )
= 0.6671 − 0.5934 = 0.0737
= e−1 = 0.368
The probability that a computer part lasts between
nine and 11 years is 0.0737.
Q2. On the average, a certain computer Q3. On average, a pair of running shoes can
part lasts ten years. The length of time last 18 months if used every day. The length
the computer part lasts is exponentially of time running shoes last is exponentially
distributed. distributed. What is the probability that
a) What is the probability that a computer a pair of running shoes last more than 15
part lasts more than 7 years? months? On average, how long would six
pairs of running shoes last if they are used one
b) On the average, how long would five after the other? Eighty percent of running
computer parts last if they are used one shoes last at most how long if used every day?
after another?
Solution:
c) Eighty percent of computer parts last at Let x=the amount of time (in months) running
most how long? shoes can last. µ = 18 then λ
d) What is the probability that a computer 1
part lasts between 9 and 11 years? λ = = 0.056
18

32
1.7. Exponential Distribution Single Random Variable

The probability that a pair of running shoes last b) Find a time interval t such that we can be
more than 15 months is 95% sure that the time interval between
two successive trains will be greater
P (X > 15) = 1 − P (X < 15) = 1 − (1 − e−0.056×15 )
than t
= e−0.84 = 0.4317
Six pairs of running shoes would last for 18×6 = 108 Solution:
months on average.
µ = 8 then λ = 0.125
Let k = the 80 percentile.
Z 5 Z 5
P (X < k) = 0.8 P (T < 5) = −λt
λe dt = 0.125e−0.125t dt
0.056×k 0 0
0.8 = (1 − e ) 5
0.125e−0.125t

−0.056×k
e = 1 − 0.8 = 0.2 =
−0.125
−0.05 × k = ln(0.2)  −4t 5
0

ln(0.2) = −e 0
k =
0.0556 = 1 − e−0.125×5 = 1 − e−0.625
= 28.97 months
= 0.4647.

Q4. If jobs arrive every 15 seconds on Let k = the 95 percentile.

average, λ = 4 per minute, what is the
probability of waiting less than or equal to 30 P (X < k) = 0.95
seconds, i.e .5 min? What is the maximum Z ∞
waiting time between two job submissions 0.95 = λe−λt
t
with 95% confidence?
= e−λt = e−0.125t
Solution: −0.125t = ln(0.95)
ln(0.95)
t =
Z 0.5 Z 0.5 −0.125
P (≤ 0.5) = λe−λt dt = 4e−4t dt = 0.4103
0 0
0.5
4e−4t

=
−4 0 Q6. Suppose that on a certain stretch of
0.5
= −e−4t 0 highway, cars pass at an average rate of five

cars per minute. Assume that the duration
= 1 − e−4×0.5 = 1 − e−2
of time between successive cars follows the
= 0.86 exponential distribution.
Let k = the 95 percentile.
a) On average, how many seconds elapse
P (X < k) = 0.95 between two successive cars?
0.95 = (1 − e−4×k )
b) After a car passes by, how long on average
e−4×k = 1 − 0.95 = 0.05
will it take for another seven cars to pass
−4 × k = ln(0.05) by?
ln(0.05)
k =
−4 c) Find the probability that after a car passes
= 0.748933 by, the next car will pass within the next
20 seconds.

Q5. The time intervals between successive d) Find the probability that after a car passes
metro trains passing a certain station on a by, the next car will not pass for at least
busy line have an exponential distribution another 15 seconds.
with mean 8 minutes.
Solution:
a) Find the probability that the time interval
between two successive trains is less On average, elapsed time in seconds between two
than 5 minutes. successive cars is

33
1.7. Exponential Distribution Single Random Variable

a) Cars pass at an average rate of five cars per P(at least one component has a lifetime less than
minute. 0.51 years)
60 = 1 - P(no component has a lifetime less than 0.51
= = 12 seconds between two successive cars years)
5
b) After a car passes by, on average the time taken
for another seven cars to pass is = 1 − (0.6)5
= 0.92
= 12 × 7 = 84 seconds next seven cars to pass
c) The probability that after a car passes by, the
next car will pass within the next 20 seconds is Q 8. It is assumed that the average time
1
λ = 12 = 0.0833 customers spends on hold when contacting
Z 20 a gas company’s call centre is five minutes.
What is the probability the a customer waits
P (T < 20) = λe−λt
0 for longer than 15 minutes. If the the average
t waiting time is reduced to four minutes.
λe−λt

= What is the probability the a customer waits
−λ 0
for longer than 15 minutes.
1 − e−0.0833×20
 
=
1
= 1 − e−1.666 Solution: λ = 5 = 0.2
= 0.8111
d) The probability that after a car passes by, the P (T > 15) = 1 − P (T ≤ 15)
Z 15
next car will pass at least another 15 seconds is
1 = 1− λe−λt
λ = 12 = 0.0833 0
t
λe−λt

P (T > 15) = 1 − P (T < 15)
= 1−
Z 15 −λ 0
= 1− λe−λt h it
t
0 = 1 − −e−λt
0
λe−λt

= 1 − 1 − e−0.2×15
 
= 1−
−λ 0
= e−3
= 1 − 1 − e−0.0833×15
 
= 0.05
= e−1.24995
= 0.2865 1
λ= 4 = 0.25

P (T > 15) = 1 − P (T ≤ 15)

Q 7. The lifetime T (years) of an electronic Z 15
component is a continuous random variable = 1− λe−λt
with a probability density function given by 0
t
f (t) = e−t t ≥ 0. Find the lifetime L which a λe−λt

= 1−
typical component is 60% certain to exceed. −λ 0
If five components are sold to a manufacturer, h it
find the probability that at least one of them = 1 − −e−λt
0
will have a lifetime less than L years. [?] = 1 − 1 − e−0.25×15
 

Solution: = e−3.75
λ=1 = 0.024

P (T > L) = 0.6
Z ∞
P (T > L) = λe−λt
L Note: Entire material is taken from different
∞
= −e−t L text books or from the Internet (different

websites). Slightly it is modified from the
= e−L
original content. It is not for any commercial
L = −ln(0.6) = 0.51 years purpose. It is used to teach students.
= 0.2865 Suggestions are always encouraged.

34
1.8. The Normal Gaussian Distribution Single Random Variable
μ x

Figure 6.2: The normal curve.

1.8 The Normal Gaussian Distribution
The normal distribution is one of the(1777–1855),
most who also derived its equation from a study of errors in repeated mea-
surements of the same quantity.
familiar probability distributions in statistics. It
A continuous random variable X having the bell-shaped distribution of Figure
is also called as Gaussian distribution. 6.2Itis called
is a normal random variable. The mathematical equation for the
a continuous distribution, this means that it distribution of the normal variable depends on the two parameters μ
probability
takes values in the range between −∞ and ∞.its mean and standard deviation, respectively. Hence, we denote the values
to σ,
of
The probability density function(pdf) of normal the density of X by n(x; μ, σ).
distribution is Normal The density of the normal random variable X, with mean μ and variance σ 2 , is
Distribution
1 1 x−µ 2 1 1 2
f (x) = √ e− 2 ( σ ) − ∞ ≤ X ≤ −∞ n(x; μ, σ) = √ e− 2σ2 (x−μ) , − ∞ < x < ∞,
σ 2π 2πσ
where π = 3.14159 . . . and e = 2.71828 . . . .
where Once μ and σ are specified, the normal curve is completely determined. For exam-
f (x) = frequency of random variable X ple, if μ = 50 and σ = 5, then the
Figure ordinates
1.17: n(x; 50, 5)curve.
The normal can be computed for various
µ = mean values of x and the curve drawn. In Figure 6.3, we have sketched two normal curves
having the same The details of the mean and varianceThe
standard deviation but different means. is astwo curves are iden-
shown
σ = standard deviation tical in form but are centered at different positions along the horizontal axis.
x = value of random variable in Figure 1.18, Figure1.19, Figure1.20

• It is a bell shaped curve and is symmetrical

about its mean µ. σ1  σ 2
174 Chapter 6 Some Continuous Probability Distributions

• σ is called as shape parameter i.e., its shape is

varied as σ varies.
σ1

• The distribution function f (x) decreases μ1 μ2 x

rapidly as x increases.
Figure
Figure1.18: Normal
6.3: Normal curves
curves with μwith
1 < μ2µand
1 < µ2σ2and
σ1 = .
174 Chapter 6 Some Continuous Probability Distributions
• The maximum probability f (x) occurs at x = σ1 = σ2 . σ2
1
µ and its value is f (x) = σ2 √ 2π
.
x
μ 1  μ2
σ1
• The mean, median and mode are coincide with
each other. Figure 6.4: Normal curves with μ1 = μ2 and σ1 < σ2 .

In Figure 6.4, we have sketched two normal curves with the same mean but
• The area under the curve and over the x axis
different standard deviations. This time we see that the two curves are centered
is unity. at exactly the same position on the horizontal axis, σbut the curve with the larger
2
standard deviation is lower and spreads out farther. Remember that the area under
• The random variable x can take valuesa probability
from curve must be equal to 1, and therefore the more variable the set of
x
observations, the lower and wider theμ 1corresponding
 μ2 curve will be.
−∞ to ∞ Figure 6.5 shows two normal curves having different means and different stan-
Figure
Figure
dard deviations. 1.19:
Clearly, Normal
6.4: Normal
they curves
arecurves with
centered at μwith µpositions
1 =
1 = μ2 and
different σ1 <µ2on
σ2 .and
the horizontal
• The area under the curve for x = µ ± σaxis
is and σ1 <
as their σ2 . reflect the two different values of σ.
shapes
follows: In Figure 6.4, we have sketched two normal curves with the same mean but
different standard deviations. This time we see that the two curves are centered
at exactly the same position on the horizontal axis, but the curve with the larger
µ − σ deviation is lower andσspreads out farther. Remember that the area under
1. The area under the curve for x =standard
1
and x = µ + σ is 0.6826 a probability curve must be equal to 1, and therefore the more variable the set of
observations, the lower and wider the corresponding curve will be.
2. The area under the curve for x = µ − 2σ 6.5 shows two normal curves having different means and different stan-
Figure
and x = µ + 2σ is 0.9544 dard deviations. Clearly, they are centered at different positions on the horizontal
axis and their shapes reflect the two different values of σ 2 σ.
3. The area under the curve for x = µ − 3σ
and x = µ + 3σ is 0.9973 x
μ1 μ2

σ1 curves
Figure 6.5: Normal with μwith
1 < μ2 µ
and σ1 <µ2σ2 .and
The details area under the curve for x = µ ± σ Figure 1.20: Normal curves 1 <

is as shown in Figure 1.17 σ1 < σ2 .

Based on inspection of Figures 6.2 through 6.5 and examination of the first
and second derivatives of n(x; μ, σ), we list the following properties of the normal
curve:
35
1.8. The Normal Gaussian Distribution Single Random Variables

r
Applications of the Normal Distribution 2µ π
E[X ] = √
2π 2
• Height of people
= µ
• Scientific measurements
Variance:
• Students average marks scored.
V ar[X] = E[X 2 ] − [E(X)]2 = E(x − µ)2
• Amount of rain fall.
• Birth Weight Z ∞
2
Cumulative Distribution Function (cdf ): E(x − µ) = (x − µ)2 f (x)dx
Z Z x
1 1 x−µ 2
Z−∞
∞
√ e− 2 ( σ ) dx 1 1 x−µ 2
F (x) = f (x)dx = = (x − µ)2 √ e− 2 ( σ ) dx
−∞ σ 2π −∞ σ 2π
x−µ
u = x−µ
σ z =
x − µ = σu σ
zσ = x − µ
dx = σdu
dx = σdz
Z u
1 1 2
F (x) = √ e− 2 (u) σdu Limits when x = −∞ z = −∞ and x = ∞ z = ∞
σ 2π −∞
Z u Z ∞
1 2 1 1 x−µ 2
(x − µ)2 e− 2 ( σ ) dx
1
= √ e− 2 (u) du V ar[X ] = √
2π σ 2π −∞
 −∞ Z ∞
x−µ 1 1 2
= φ = √ σ 2 z 2 e− 2 z σdz
σ σ 2π −∞
Z ∞
σ2
φ x−µ

1 2
σ is evaluated by the normal standard table. = √ z 2 e− 2 z dz
Mean: 2π 0
Z ∞
E[X] = µ = xf (x)dx
−∞
z2
Z ∞ = t
1 − 12 ( x−µ
2 2
= x √ e σ ) dx zdz = dt
−∞ σ 2π √
z = 2t
x−µ
z =
σ σ2
Z ∞
1 2
zσ = x − µ V ar[X] = √ z 2 e− 2 z dz
2π 0
dx = σdz Z ∞
2σ 2 2 dt
x = µ + σz = √ 2te−t √
2π 0 2t
2 Z ∞
2σ 1 2
= √ t 2 e−t dt
Limits when x = −∞ z = −∞ and x = ∞ z = ∞ 2π 0
Z ∞ 2σ 2 ∞ 3 −1 −t2
Z
1 − 12 ( x−µ )
2
= √ t 2 e dt
E[X] = x √ e σ dx π
−∞ σ 2π 0
Z ∞
1 1 2
= √ (µ + σz)e− 2 z σdz Z ∞  
σ 2π −∞ 3
−1 −t 2
Z ∞ Z ∞ t 2 e dt = Γ
µ − 12 z 2 σ − 12 z 2 0 2
= √ e dz + √ ze dz
2π −∞ 2π −∞
Z ∞
µ − 12 z 2 2σ 2
 
3
= √ 2 e dz + 0 V ar[X ] = √ Γ
2π −∞ π 2
2
 
Z ∞ 2σ 1 1
− 12 z 2 = √ Γ
ze dz = 0 ∵ It is an odd π2 2
−∞ 2
2σ 1 √
= √ π
Z ∞ r
π π2
− 12 z 2
e dz = ∵ It is an even = σ2
−∞ 2

36
1.8. The Normal Gaussian Distribution Single Random Variables

Q 6.4. Given a random variable 0.3015

X having a normal distribut
0.4197 ion with µ = 50 and σ = 10, find
x x
0 ka value between 45 and
the probability that X assumes k 62. −0.18
(a) (b)

Solution:
Figure 6.10: Areas for Example 6.3.

Solution : Distributions and the desired areas are shown in Figure 6.10.
(a) In Figure 6.10(a), we see that x−µ
z the
= k value leaving an area of 0.3015 to the
right must then leave an area of 0.6985σto the left. From Table A.3 it follows
that k = 0.52.
The z values corresponding to x1 = 45 and x2 = 62 are
(b) From Table A.3 we note that the total area to the left of −0.18 is equal to
0.4286. In Figure 45
6.10(b), 62 − 50k and −0.18 is 0.4197,
− 50 we see that the area between
z1 to
so the area −0.5be 0.4286
= the left of k=must z2 −=0.4197 = 0.0089.
= 1.2 Hence, from
10 10
Table A.3, we have k = −2.37.

P (45a<
Example 6.4: Given x < 62)
random = X
variable P (−0.5
having < x < 1.2)
a normal 1.2) μ−=P50
= P (z <with
distribution < −0.5)
(z and σ = 10,
find the probability that X assumes a value between
= 0.8849 − 0.3085 = 0.5764 45 and 62.

x
0.5 0 1.2

Figure 6.11:Figure 1.21

Area for Example 6.4.
The values of Z(1.2) and Z(-0.5) are determined from the Z table. The details are as shown in Figure 1.22
Solution : The z values corresponding to x1 = 45 and x2 = 62 are
&1.23
45 − 50 62 − 50
z1 = = −0.5 and z2 = = 1.2.
(b) CDF
10 10

Figure 1.22
Figure 1.23

Q 6.5. Given a random variable X having a normal distribution with µ = 300 and σ = 50, find
the probability that X assumes a value greater than 362.

Solution:

The z values corresponding to x = 362 is

362 − 300
z = = 1.24
50

P (X > 362) = P (Z > 1.24) = 1 − P (Z < 1.24)

= 1 − 0.8975 = 0.1075

37
 50
Hence,
1.8. The Normal Gaussian Distribution Single Random Variable
P (X > 362) = P (Z > 1. − P (Z < 1.24) = 1 − 0.8925 = 0.1075.

σ  50

6.3 Areas under the Normal Curve 181

x
Using the Normal Curve in 300
Reverse362
Figure 6.12:
Sometimes, we Area for Example
are required
Figure 1.24 6.5. the value of z corresponding to a specified
to find
probability that falls between values listed in Table A.3 (see Example 6.6). For
Q 6.6. Given a normal distribution with
convenience,
According to Chebyshev’s
µ =shall
we
theorem
40 always
and137,
on page
σchoose
=the6 probability
find
the zthe
valuevalue
that
of x that has
corresponding
a random to the tabular prob-
(a) 45% of thevariable
area to the left
assumes and
ability
a value that2 comes
within closest
standard to the specified
deviations of the meanprobability.
is at least 3/4.
(b) 14% of theIfarea to thevariable
the random right. has
Thea preceding two examples
normal distribution, thewere solvedcorresponding
z values by going first to
from a value of x to a z
x1 = μ − 2σ and x2 =value
μ + 2σandare
then computing
easily computed thetodesired
be area. In Example 6.6, we reverse the process
Solution: and begin with a known area or probability, find the z value, and then determine
(μ − 2σ) − μ (μ + 2σ) − μ
z1 = = −2 and
x by rearranging thez2formula
= = 2.
σ
An area of 0.45 to the left of the desired x value is shaded as shown σ in Figure. From the table the value
of z from the table is 0.45
Hence, x−μ
z= to give x = σz + μ.
σ
P (μ − 2σ < X < μ + 2σ) =zP (−2 x−µ
= < Z < 2) = P (Z < 2) − P (Z < −2)
Example 6.6: Given a normal = 0.9772 σ
− 0.0228
distribution = 0.9544,
with μ = 40 and σ = 6, find the value of x that has
(a) statement
which is a much stronger 45% of thethan
areathat
to the leftby
given and
Chebyshev’s theorem.
x = zσ + µ = 6 × (−0.13) + 40
(b) 14% of the area to the right.
= 39.22

σ=6 σ=6
nder the Normal Curve 181

e Normal Curve in Reverse

Sometimes, we are required to find the value of z corresponding to a specified
probability that falls between values listed in Table A.3 (see Example 6.6). For
convenience, we shall always choose the z value corresponding to the tabular prob-
0.45 0.14
ability that comes closest to the specified probability. x x
40 40
The preceding two examples were solved by going first from (a) a value of x to a z (b)
value and then computing the desired area. In Example 6.6, we reverse
Figure 1.25 the process
and begin with a known area or probability, find the z value, and Figure
then determine
6.13: Areas for Example 6.6.
x byb)rearranging
An area equal to 0.14 to the right of the desired x value. The z value that leaves 0.14 of the area to
the formula
the right and hence an area of 0.86 (1-0.14=0.86)
(a) An area of to the
0.45 to left. From
the left Table
of the A.3,x P
desired (Z <
value is 1.08)
shaded=in0.86, so 6.13(a).
Figure the
x − μ Solution :
desired z value isz 1.08.
= to give x = σzWe+require
μ. a z value that leaves an area of 0.45 to the left. From Table A.3
σ we find P (Z < −0.13) = 0.45, so the desired z value is −0.13. Hence,
x−µ
z = x = (6)(−0.13) + 40 = 39.22.
ple 6.6: Given a normal distribution with μ = 40 and σ = 6, find the valueσof x that has
(a) 45% of the area to the left and (b) In Figure 6.13(b), we shade an area equal to 0.14 to the right of the desired
x = zσ +This
x value. 6 × (1.08)
µ = time + 40a z value that leaves 0.14 of the area to the
we require
(b) 14% of the area to the right. right and hence an area of 0.86 to the left. Again, from Table A.3, we find
= 46.48
P (Z < 1.08) = 0.86, so the desired z value is 1.08 and

x = (6)(1.08) + 40 = 46.48.
σ=6 σ=6

0.45 0.14
x x
40 40
(a) (b)
Figure 1.26
Figure 6.13: Areas for Example 6.6.

lution : (a) An area of 0.45 to the left of the desired x value is shaded in Figure 6.13(a). 38
 6.4
1.8. The Normal Gaussian Distribution Applications of the Normal Distribution
Single Random Variable
Some of the many problems for which the normal distribution is ap
treated in the following examples. The use of the normal curve to a
Q 6.7. A certain type of storage battery lasts, on average,
binomial 3.0 is
probabilities years with ainstandard
considered deviation
Section 6.5.
of 0.5 year. Assuming that battery life is normally distributed, find the probability that a
given battery will last less than 2.3 years.
Example 6.7: A certain type of storage battery lasts, on average, 3.0 years with
deviation of 0.5 year. Assuming that battery life is normally distribut
Solution:
probability that a given battery will last less than 2.3 years.
The probability that a given battery will last First
Solution : construct
less than a diagram
2.3 years. suchPas(XFigure
Hence 6.14,evaluate
< 2.3), showing the
the given dis
area under the normal curve to the left of 2.3. battery lives
This can beand
donethebydesired area.
finding the To find
area toPthe
(X left
< 2.3), we need to e
of the
area under the normal curve to the left of 2.3. This is accomplished by
corresponding z value.
area to the left of the corresponding z value. Hence, we find that
2.3 − 3 2.3 − 3
z = = −1.4 z= = −1.4,
0.5 0.5
and then, using Table A.3, we have
P (X < 2.3) = P (Z < 1.4)
= 0.0808 P (X < 2.3) = P (Z < −1.4) = 0.0808.

σ  0.5 σ  40
Chapter 6 Some Continuous Probability Distributions

Applications of the Normal Distribution

Some of the many problems for which the normal distribution is applicable are
x
treated in the following examples. The use2.3 of the normal 3 curve to approximate 778 800 834
binomial probabilities is considered in Section 6.5.
Figure 6.14:Figure
Area for1.27
Example 6.7. Figure 6.15: Area for Example
ple 6.7: A Q 6.8. type
certain An electrical
of storage firm
battery manufactures light3.0
lasts, on average, bulbs
yearsthat
withhave a life, before burn-out, that is
a standard
normally
deviation distributed
of 0.5 withthat
year. Assuming mean equal
battery life to 800 hours
is normally and a standard
distributed, find the deviation of 40 hours.
probability
Find thethat a given battery
probability that will last less
a bulb than
burns
Example 2.3
Anyears.
between
6.8: 778 and
electrical firm 834 hours. light bulbs that have a life, before bu
manufactures
olution : First construct a diagram such as Figure 6.14, showing the given
is normally distribution
distributed with of
mean equal to 800 hours and a standard
Solution:
battery lives and the desired area. To find P (X < 40 2.3), we need
hours. Findtothe
evaluate the that a bulb burns between 778 and 834
probability
area under the normal curve to the left ofSolution
2.3. This:isThe accomplished
distributionby offinding the life is illustrated in Figure 6.15. The z v
light bulb
The z values corresponding to x = 778 and x2 = 834 are
area to the left of the corresponding1 z value. Hence, sponding
we find thatto x1 = 778 and x2 = 834 are
778 − 800 834778−−800 834 − 800
zz1 = =2.3 − 3 = −1.4,= −0.55 z2z= =
800= 0.85
= −0.55 and z2 = = 0.85.
0.5 40 1 4040 40
and then, using Table A.3, we have Hence,
P (778 < x < 834) = P (−0.55 < x < 0.85) = P (z < 0.85) − P (z < −0.55)
P (X < 2.3) = P (Z=< −1.4) P (778
0.8023=−0.0808.
0.2912 < X < 834) = P (−0.55 < Z < 0.85) = P (Z < 0.85) − P (Z <
= 0.5111
= 0.8023 − 0.2912 = 0.5111.

σ  0.5 Example 6.9: In an industrial

σ  40 process, the diameter of a ball bearing is an importa
ment. The buyer sets specifications for the diameter to be 3.0 ± 0.0

x x
2.3 3 778 800 834

ure 6.14: Area for Example 6.7. Figure 6.15:Figure 1.28

Area for Example 6.8.
Determining the values of Z for more than two decimals
Example 1: Determining the values of Z P (Z < 1.456) The Z table is supports upto two decimals. In
ple 6.8: An electrical firm manufactures light bulbs that have a life, before burn-out, that
this case it is upto 1.4. The value of the 1.456 is determined by interpolation method. The procedure is
is normally distributed with mean equal to 800 hours and a standard deviation of
40 as follows.
hours. Find the probability that a bulb burns between 778 and 834 hours.
P(1.456) is between
olution : The distribution of light1.45
bulband
life1.46, the difference
is illustrated is 0.01.
in Figure 6.15. The
Thedifference between 1.456 and 1.45 is 0.006.
z values corre-
sponding to x1 = 778 and x2 = 834 are 0.006
= 0.6
778 − 800 834 −0.01
800
z1 = = −0.55 and z2 = = 0.85.
40 40
39
1.8. The Normal Gaussian Distribution Single Random Variable

P (1.456) = P (1.45) + 0.6[P (1.46) − P (1.45)]

= 0.9265 + 0.6[0.9279 − 0.9265] = 0.9265 + 0.0084
= 0.9273

Example 2: Determining the values of Z P (Z > 1.165)

P(1.165) is between 1.16 and 1.17, the difference is 0.01. The difference between 1.16 and 1.165 is
0.005.
0.005
= 0.5
0.01

P (Z > 1.165) = P (1.16) + 0.5[P (1.17) − P (1.16)]

= 0.8770 + 0.5[0.8790 − 0.8770] = 0.8770 + 0.0001
= 0.8771

Q 5. The random variable Z is normalized Gaussian (i.e., its mean is 0 and its variance is
1). Find the probability P {−0.505 < Z ≤ 1.456} [?]
Solution:

P (−0.505 < Z ≤ 1.456) = P (z < 1.456) − P (z < −0.505)

= 0.9273 − 0.3067 = 0.6206

P(1.456) is between 1.45 and 1.46, the difference is 0.01. The difference between 1.45 and 1.456 is 0.006.

0.006
= 0.6
0.01

P (1.456) = P (1.45) + 0.6[P (1.46) − P (1.45)]

= 0.9265 + 0.6[0.9279 − 0.9265] = 0.9265 + 0.0008
= 0.9273

P(-0.505) is between 0.50 and 0.51, the difference is 0.01. The difference between 0.50 and 0.0.505 is
0.005.
0.005
= 0.5
0.01

P (−0.505) = P (−0.50) + 0.5[P (−0.51) − P (−0.50)]

= 0.3085 + 0.5[0.3050 − 0.3085] = 0.3085 − 0.0018
= 0.3067

Q 6. The random variable Z is normalized Gaussian (i.e., its mean is 0 and its variance is
1). Find the probability P {−1.003 < Z ≤ 2.392} [?]

Solution:

P (−1.003 < Z ≤ 2.392) = P (z < 2.392) − P (z < −1.003)

= 0.9916 − 0.1579 = 0.8337

P(2.392) is between 2.39 and 2.40, the difference is 0.01. The difference between 2.39 and 2.392 is 0.002.
0.002
= 0.2
0.01

40
1.8. The Normal Gaussian Distribution Single Random Variable

P (2.392) = P (2.39) + 0.2[P (2.40) − P (2.39)]

= 0.9916 + 0.2[0.9918 − 0.9916] = 0.9916 + 0.0000
= 0.9916
P(-1.003) is between -1.00 and -1.01, the difference is 0.01. The difference between -1.00 and -1.003 is
0.003.
0.003
= 0.3
0.01
P (−1.003) = P (−1.00) + 0.3[P (−1.01) − P (−1.00)]
= 0.1587 + 0.3[0.1562 − 0.1587] = 0.1587 − 0.0008
= 0.1579

Q 7. The random variable Z is normalized Gaussian (i.e., its mean is 0 and its variance is
1). Find the probability P {−2.335 < Z ≤ 0.595} [?]

Solution:

P(0.595) is between 0.59 and 0.60, the difference is 0.01. The difference between 0.59 and 0.595 is
0.005.
0.005
= 0.5
0.01
P (0.595) = P (0.59) + 0.5[P (0.60) − P (0.59)]
= 0.7224 + 0.5[0.7257 − 0.7224] = 0.7224 + 0.0017
= 0.7241
P(-2.335) is between -2.33 and -2.34, the difference is 0.01. The difference between -2.33 and -2.335 is
0.005.
0.005
= 0.5
0.01
P (−2.335) = P (−2.33) + 0.5[P (−2.34) − P (−2.33)]
= 0.0099 − 0.5[0.0096 − 0.0099] = 0.0099 − 0.0001
= 0.0098

P (−2.335 < Z ≤ 0.595) = P (z < 0.595) − P (z < −2.335)

= 0.7241 − 0.0098 = 0.7143

Q 61. It is given that the random variable Z is Gaussian with mean of 0 and a variance of
1. The random variable Y is obtained from Z with the relation y = 3z + 7. Find the pdf for
Y. [?]

Solution:
y = 3z + 7
y−7
z =
3
1 z2
F (z) = √ e− 2
2π
   
y−7 y−7
F (Y ) = P {Y ≤ y} = P Z ≤ =F
3 3
   
d y−7 y−7 1
f (Y ) = F =f
dy 3 3 3
2
1 (y−7)
= √ e− 18
3 2π

41
1.8. The Normal Gaussian Distribution Single Random Variable

Q 62. It is given that the random variable X is Gaussian with mean of 0 and a variance of
1. The random variable Y is obtained from X with the relation y = 5x − 6. Find the pdf for
Y. [?]

Solution:

y = 5x − 6
y+6
x =
5

1 z2
F (z) = √ e− 2
2π
   
y+6 y+6
F (Y ) = P {Y ≤ y} = P Z ≤ =F
5 5
   
d y+6 y+6 1
f (Y ) = F =f
dy 5 5 5
1 (y+6)2
= √ e− 50
5 2π

Q 64. X is a Gaussian random variable with a mean of 75.1 and standard deviation of 10.2.
Evaluate P {59.9 < X < 81.75} [?]

Solution:

P {59.9 < X < 81.75} = FX (81.75) − FX (59.9)

x−µ
z =
σ   
81.75 − 75.1 59.9 − 75.1
= Z −Z
10.2 10.2
= Z(0.6520) − Z(−1.4902)
= 0.7428 − 0.0681
= 0.6747

P(0.6520) is between 0.65 and 0.66, the difference is 0.01. The difference between 0.65 and 0.6520 is 0.0020.
0.0020
= 0.2
0.01

P (0.6520) = P (0.65) + 0.2[P (66) − P (0.65)]

= 0.7422 + 0.2[0.7454 − 0.7422] = 0.7422 + 0.0006
= 0.7428

Q 65. X is a Gaussian random variable with a mean of 73.16 and standard deviation of
20.35. What is the probability that X occurs between 50 and 80? [?]

Solution:

P {50 < X < 80} = FX (80) − FX (50)

x−µ
z =
σ   
80 − 73.16 50 − 73.16
= Z −Z
20.35 20.35
= Z(0.3361) − Z(−1.1381)
= 0.6316 − 0.1275
= 0.5041

42
1.8. The Normal Gaussian Distribution Single Random Variable

P(0.3361) is between 0.33 and 0.34, the difference is 0.01. The difference between 0.33 and 0.3361 is 0.0061.
0.0061
= 0.61
0.01

P (0.3361) = P (0.33) + 0.61[P (0.34) − P (0.33)]

= 0.6293 + 0.61[0.6331 − 0.6293] = 0.6293 + 0.0023
= 0.6316

P(-1.1381) is between -1.13 and -1.14, the difference is 0.01. The difference between -1.13 and -1.1381 is
0.0081.
0.0081
= 0.81
0.01

P (−1.1381) = P (−1.13) + 0.61[P (0.34) − P (−1.13)]

= 0.1292 − 0.81[0.1271 − 0.1292] = 0.1292 − 0.0017
= 0.1275

Q 66. X is a Gaussian random variable with a mean of µX = 73.16 and σX = 20.35. Evaluate
P {53.5 < X < 80.9} [?]

Solution:

P {53.5 < X < 80.9} = FX (80.9) − FX (53.5)

x−µ
z =
σ   
80.9 − 73.16 53.5 − 73.16
= Z −Z
20.35 20.35
= Z(0.3803) − Z(−0.9661)
= 0.6481 − 0.16970
= 0.4812

Q 67. A dimension and its tolerance are specified to be y = 0.75 ± 0.002 in. Y is a Gaussian
random variable with a mean of 0.751 in and standard deviation of 0.0013 in. Estimate the
percent of realization of Y that will be within the tolerance range. [?]

Solution:

P {0.75 ± 0.002} = P {0.75 − 0.002 < Y < 0.75 + 0.002}

= FY (0.752) − FY (0.748)
x−µ
z =
σ   
0.752 − 0.751 0.748 − 0.751
= Z −Z
0.0013 0.0013
= Z(0.7692) − Z(−2.3077)
= 0.7791 − 0.0105 = 0.7686
= 76.86%

Q 68. A production drawing specifies a dimension on printed circuit board and as 0.75 ± 0.002
cm. Assume that the process that manufactures the devices is such that that dimension
is a Gaussian random variable Y and that the manufacturing process is slightly inaccurate
µY = 0.7505. Assume that the precision of the manufacturing process is such that the standard
deviation is σY = 0.0014 cm. What percent of printed circuit boards have the dimension
within the specified tolerance limits? [?]

43
1.8. The Normal Gaussian Distribution Single Random Variable

Solution:

P {0.75 ± 0.002} = P {0.75 − 0.002 < Y < 0.75 + 0.002}

= FY (0.752) − FY (0.748)
x−µ
z =
σ   
0.752 − 0.7505 0.748 − 0.7505
= Z −Z
0.0014 0.0014
= Z(1.0714) − Z(−1.7857)
= 0.8580 − 0.0371 = 0.8209
= 82.09%

Q 69. A dimension and its tolerance are specified to be y = 0.75 ± 0.002 in. Y is a Gaussian
random variable with a man of µY = 0.7495 in and standard deviation of σY = 0.0013 in.
Estimate the percent of realizations of Y that will be within the tolerance range. [?]

Solution:

P {0.75 ± 0.002} = P {0.75 − 0.002 < Y < 0.75 + 0.002}

= FY (0.752) − FY (0.7495)
x−µ
z =
σ   
0.752 − 0.7495 0.748 − 0.7495
= Z −Z
0.0013 0.0013
= Z(1.9231) − Z(−1.538)
= 0.9728 − 0.1243 = 0.8485
= 84.85%

Q 74. The random variable X is Gaussian µX = 0 and σX = 1. The random variable Y is

obtained from X using y = 10x3 . What is FY (0.1298) [?]

Solution:

y = 10x3
h y i1
3
x=
10
FY (0.1298) = P {< 0.2530}
Z(0.2530) = 0.5929

Q 2. The weights of 300 students are normally distributed with mean 68 Kgs and standard
deviation 3 kgs. How many students have masses (i)greater than 72 kgs (ii) less than or
equal to 64 kgs. (iii) between 65 and 71 kgs inclusive [?]

Solution:
(i) P (X > 72) The number of students having masses greater than 72
x−µ
z =
σ 
72 − 68
= Z = Z(1.33)
3
P (X > 72) = P (Z > 1.33) = 1 − P (Z ≤ 1.33)
= 1 − F (1.33) = 1 − 0.9082 = 0.0918

44
1.8. The Normal Gaussian Distribution Single Random Variable

The number of students having masses greater than 72 are

= N × P (X > 72)
= 300 × 0.0918 = 27.54
≈ 28

(ii) P (X ≤ 64) The number of students having masses less than or equal to 72
x−µ
z =
σ 
64 − 68
= Z = Z(−1.33)
3
P (X ≤ 64) = P (Z ≤ −1.33)
= F (−1.33) = 0.9082

The number of students having masses less than or equal to 72 are

= N × P (X ≤ 64)
= 300 × 0.9082 = 27.246
≈ 27

(iii) P (65 ≤ X ≤ 71) The number of students between 65 and 71 kgs inclusive
x−µ
z =
σ   
71 − 68 65 − 68
P (65 ≤ X ≤ 71) = Z −Z = Z(−1) − Z(1)
3 3
= 0.8413 − 0.1587
= 0.6826

The number of students between 65 and 71 kgs inclusive are

= N × P (X ≤ 64)
= 300 × 0.6826 = 204.78
≈ 205

Q 3. The heights of 100 students in a class is 158 cms and normally distributed with standard
deviation of 20 cms. Find how many students heights lie between 150 cms and 170 cms. [?]

Solution:
P (150 < X < 170) The number of students between 150 and 170 cms
x−µ
z =
σ   
150 − 158 170 − 158
P (150 < X < 170) = Z −Z
20 20
P (−0.4 < X < 0.6) = Z(0.6) − Z(−0.4) = 0.7257 − 0.3446
= 0.3811

The number of students between 150 and 170 cms are

= N × P (150 < X < 170)

= 100 × 0.3811 = 38.11
≈ 38

45
1.8. The Normal Gaussian Distribution Single Random Variable

Q 5. In a sample of 1000 cases, the mean of a certain test is 14 and standard evasion is 2.5.
Assuming the distribution is normal Find (i) how many students score between 12 and 15
(ii) how many score above 18 (iii) how many score below 18. [?]

Solution:
P (12 < X < 15) The score between 12 and 15
x−µ
z =
σ   
12 − 14 15 − 14
P ((12 < X < 15) = Z −Z
2.5 2.5
P (−0.8 < X < 0.4) = Z(0.4) − Z(−0.8) = 0.6554 − 0.2119
= 0.4435

The score between 12 and 15 are

= N × P (12 < X < 15)

= 1000 × 0.4435 = 443.5
≈ 443 or 444

(ii) P (X > 18) the score above 18

x−µ
z =
σ 
18 − 14
P (X > 18) = Z = 1.6
2.5
P (X > 18) = 1 − P (X ≤ 18) = 1 − P (Z ≤ 1.6)
= 1 − Z(1.6)1 − 0.9452
= 0.0548

The number of students score score above 18 are

= N × P (X > 18)
= 1000 × 0.0548 = 54.8
≈ 55

(iii) P (X < 18) the score below 18

x−µ
z =
σ 
18 − 14
P (X < 18) = Z = 1.6
2.5
= P (Z ≤ 1.6)
= Z(1.6) = 0.9452

The number of students score score above 18 are

= N × P (X < 18)
= 1000 × 0.9452 = 945.2
≈ 945

Q 24. In a distribution exactly normal 7% of the items are under 35 and 89% are under 63.
What are the mean and standard deviation of the distribution. [?]

Solution:
P (X ≤ 35) = 0.07 P (X ≤ 63) = 0.89

46
1.8. The Normal Gaussian Distribution Single Random Variable

When X=35
x−µ 35 − µ
z = =
σ σ
When X=63
63 − µ 35 − µ
z = =
σ σ

P (X ≤ 35) = 0.07
  
35 − µ
P Z≤ = 0.07
σ
35 − µ
= −1.48
σ
35 − µ = −1.48σ

µ − 1.48σ = 35 (1.1)

P (X ≤ 63) = 0.89
  
63 − µ
P Z≤ = 0.89
σ
63 − µ
= 1.23
σ
63 − µ = 1.23σ

µ + 1.23σ = 63 (1.2)
Solving Equation 1.1 and 1.2
µ = 50.3 σ = 10.3

Q 26. The mean and standard deviation of normal variate are 8 and 4 respectively. Find (i)
P (5 ≤ X ≤ 10) (i) P (X ≥ 5) [?]

Solution:
(i) P (5 ≤ X ≤ 10)
x−µ
z =
σ
5−8
z1 = = −0.75
4
10 − 8
z2 = = 0.5
4

P (5 ≤ X ≤ 10) = P (−0.75 < Z < 0.5)

= Z(0.5) − Z(−0.75) = 0.6915 − 0.2266
= 0.4649

(ii) P (X ≥ 5)
x−µ 5−8
z = =
σ 4
P (X ≥ 5) = 1 − P (Z ≤ −0.75)
= 1 − Z(−0.75) = 1 − 0.2266
= 0.7734

47
1.9. Mean, Variance and standard deviation Single Random Variable

1.9 Mean, Variance and standard deviation

1.9.1 Mean, Variance and Standard deviation for discrete random variable:
Discrete random variables:
The mean or expected value of a random variable X is:
R
X R
X
µ = E(X) = xi P r(X = xi ) = xi f (xi )
i=1 i=1

The variance of a random variable X is:

R
X R
X
σ 2 = V ar(X) = (x − µ)2 P r(X = xi ) = (x − µ)2 f (xi )
i=1 i=1
= E(X 2 ) − [E(X)]2
√
The standard deviation of a random variable X is:σ = σ2
V (X + a) = V (X) = E(X 2 ) − [E(x)]2 where a is constant.

Proof

V (X + a) = E[(X + a)2 ] − [E(X + a)]2 = E[X 2 + 2aX + a2 ] − [E[X] + E[a]]2

= E(X 2 ) + 2aE(X) + a2 − {[E(x)]2 + 2aE(X) + a2 }
= E(X 2 ) + 2aE(X) + a2 − [E(x)]2 − 2aE(X) − a2
= E(X 2 ) − [E(x)]2

1.9.2 Mean, Variance and Standard deviation of a continuous random variables:

Continuous random variables:
The mean or expected value of a random variable X is:
Z ∞
µ = E(X) = xf (x)dx
−∞

The variance of a random variable X is:

Z ∞
σ 2 = V ar(V ) = (x − µ)2 f (x)dx = E(x2 ) − [E(x)]2
−∞

The standard deviation of a random variable X is: √

σ= σ2
Proof

E(x − µ)2 = E(x2 − 2µx + µ2 )

= E(x2 ) − 2E(x)µ + µ2 = E(x2 ) − 2µ × µ + µ2
= E(x2 ) − 2µ2 + µ2 = E(x2 ) − µ2
= E(x2 ) − [E(x)]2

Q 2 The random variable X has the following distribution which is as shown in table, Determine (a) k (b) mean (c)

Variance [?]
X -2 -1 0 1 2 3
P(X) 0.1 k 0.2 2k 0.3 k

Solution: (a)

X
P (X) = 1
= 0.1 + k + 0.2 + 2k + 0.3 + k
1 = 0.6 + 4k
k = 0.1

X -2 -1 0 1 2 3
P(X) 0.1 0.1 0.2 0.2 0.3 0.1

48
1.9. Mean, Variance and standard deviation Single Random Variable

(b) Mean
n
X
E[X] = xi p(xi )
i=1
= −2 × 0.1 + −1 × 0.1 + 0 × 0.2 + 1 × 0.2 + 2 × 0.3 + 3 × 0.1
= 0.8

(c) Variance

V [X] = E(X 2 ) − [E(X)2 ]

Xn
E(X 2 ) = x2i p(xi )
i=1

= (−2)2 × 0.1 + (−1)2 × 0.1 + (0)2 × 0.2 + (1)2 × 0.2 + (2)2 × 0.3 + (3)2 × 0.1
= 0.4 + 0.1 + 0.2 + 1.2 + 0.9 = 2.8
V [X] = 2.8 − (0.8)2
= 2.16

Q 3 Find the variance of the discrete random variable X whose probability distribution is as shown in table.[?]

X 1 2 3 4 5
P(X) 0.1 0.1 0.3 0.3 0.2

Solution:
Mean
n
X
E[X] = xi p(xi )
i=1
= 1 × 0.1 + 2 × 0.1 + 3 × 0.3 + 4 × 0.3 + 5 × 0.2
= 3.4

(c) Variance

V [X] = E(X 2 ) − [E(X)2 ]

Xn
E(X 2 ) = x2i p(xi )
i=1

= (1)2 × 0.1 + (2)2 × 0.1 + (3)2 × 0.3 + (4)2 × 0.3 + (5)2 × 0.2
= 0.1 + 0.4 + 2.7 + 4.8 + 5 = 13
V [X] = 13 − (3.4)2
= 1.44

Q 8 From the following table compute (a) E(X) (b) E(2X ± 3) (c) E(24X + 5) (d) E(X 2 ) (e) V (X) [?]

X -3 -2 -1 0 1 2 3
P(X) 0.05 0.1 0.3 0 0.3 0.15 0.1

Solution:
Mean
n
X
E[X] = xi p(xi )
i=1
= −3 × 0.05 − 2 × 0.1 − 1 × 0.3 + 0 × 0 + 1 × 0.3 + 2 × 0.153 × 0.1
= 0.25

(b) E(2X ± 3)

E(2X ± 3) = 2E(X) ± 3
= 2 × 0.25 ± 3
= 0.5 ± 3
= 3.5, − 2.5

(c) E(4X + 5)

E(4X + 5) = 4E(X) + 5
= 4 × 0.25 + 5
= 6

49
1.9. Mean, Variance and standard deviation Single Random Variable

(d) E(X 2 )

[E(X)]2 = (−3)2 (0.05) + (−2)2 (0.1) + (−1)2 (0.3) + (0)2 (0) + (1)2 (0.3) + (2)2 (0.15) + (3)2 (0.1) +
= 2.95

(e) V ar(X)

V [X] = E(X 2 ) − [[E(X)]2 ]

= 2.95 − (0.25)2
= 2.8875

50
1.9. Mean, Variance and standard deviation Single Random Variable

Q 29 The pdf for the random variable Y is given as (c)

1.5(1 − y 2 ) 0 < y < 1

2
fY (y)
0 otherwise σZ = Z 2 − µ2Z
= 16.2 − (3)2
What are (a) mean (b) the mean of the square and (c) the
variance of the random variable Y? [?] = 7.2000

Solution:
Q 31 The pdf for the random variable X is given as
(a)
 √
Z 1 0.5303 x 0<x<2
µY = y × 1.5(1 − y )dy 2 fX (x)
0 otherwise
0
Z 1
y − y 3 dy What are (a) mean (b) the mean of the square and (c) the
 
= 1.5
0 variance of the random variable X ? [?]
y2 y
 4 1
= 1.5 − Solution:
2 4 0
 2
1 14
  (a)
= 1.5 − − [0]
2 4 Z 2 √
= 0.3750 µX = x × 0.5303 xdx
0
(b) Z 2 h i
Z 1
= 0.5303 x(3/2) dx
0
Y2 = y 2 × 1.5(1 − y 2 )dy #2 " " #
0 x(5/2) 2(5/2)
Z 1 = 0.5303 = 0.5303
= 1.5
 2
y − y 4 dy
 (5/2) (5/2)
0
0  
1 5.6566
y3 y5
 = 0.5303
= 1.5 − 2.5
3 5 0 = 1.1999
 3
15
 
1
= 1.5 − − [0]
3 5 (b)
= 0.2
Z 2 √
(c) X2 = x2 × 0.5303 xdx
0
2
Y 2 − µ2Y 2
Z
σY = h i
2
= 0.5303 x(5/2) dx
= 0.2 − (0.3750) 0
#2 " " #
= 0.0594 x(7/2) 2(7/2)
= 0.5303 = 0.5303
(7/2) (7/2)
0
Q 30 The pdf for the random variable Z is given as 
11.3137

( = 0.5303
1
√ 0<y<9 3.5
fZ (z) 6 z
0 otherwise = 1.7142

What are (a) mean (b) the mean of the square and (c) the (c)
variance of the random variable Z ? [?]
2
σX = Y 2 − µ2Y
Solution:
= 1.7142 − (1.1999)2
(a)
= 0.2744
Z 1 1
µZ = z √ dz
0 6 z
Q 32 A pdf is described by 18 (z − 6) for all values of z
1 9 h (1/2) i
Z
= z dz between 6 and 10 and is 0 otherwise. What are (a) the
6 0 mean (b) the mean of the square and (c) the variance of
" #9 " # the random variable Z ? [?]
1 z (3/2) 1 9(3/2)
= =
6 (3/2) 6 (3/2) Solution:
0
1
= [27]
9 1
Z 10
= 3 µZ = z × (z − 6)dz
8 6
(b) 1
Z 10
= (z 2 − 6z)dz
Z 1 8 6
1
Z2 = z 2 √ dz 1 z3

z2
10
0 6 z = −6
1 9 h (3/2) i
Z 8 3 2 6
= z dz 1
 3
10 102
  3
6 62

6 0 = −6 − −6
" #9 " #9 8 3 2 3 2
1 z (5/2) 1 9(5/2)
= 1
6 (5/2) 6 (5/2) = [(333.33 − 300) − (72 − 108)]
0 0 8
1 1
= [243] = [33.333 + 36]
15 8
= 16.2 = 8.6666

51
1.9. Mean, Variance and standard deviation Single Random Variable

(b) Solution:
Z 10 (a)
1
Z2 = z 2 × (z − 6)dz
8 6 1
Z 10
Z 10 µY = y × (y − 4)dy
1 16
= (z 3 − 6z 2 )dz 6
8 6 1
Z 10
10 = (y 2 − 4y)dy
z4 z3

1 16 6
= −6 10
8 4 3 6 1 y3

y2
 4 = −4
103
  4
63

1 10 6 16 3 2 6
= −6 − −6
8 4 3 4 3 1
 3
10 102
  3
6 62

1 = −4 − −4
= [(2500 − 2000) − (324 − 432)] 16 3 2 3 2
8 1
1 = [(333.33 − 200) − (72 − 72)]
= [500 + 108] 16
8 1
= 76 = [133.333]
16
= 8.3333
(c)
(b)
2
σZ = Z 2 − µ2Z
1
Z 10
= 76 − (8.6666)2 Y2 = y 2 × (y − 4)dy
8 6
= 0.8889
1
Z 10
= (y 3 − 4y 2 )dz
Q 33 A pdf is described by 0.05(x − 3) for all values of x 16 6
10
y4 y3

1
between 6 and 10 and is 0 otherwise. What are (a) the = −4
mean (b) the mean of the square and (c) the variance of 16 4 3 6
 4
103
  4
63

the random variable X ? [?] 1 10 6
= −4 − −4
16 4 3 4 3
Solution:
1
= [(2500 − 1333.333) − (324 − 288)]
16
1
Z 10 = [1166.67 − 36]
µX = x × 0.05(x − 3)dx 16
6 = 70.666
Z 10
= 0.05 (x2 − 3x)dx (c)
6

x3 2 10 2
Z 2 − µ2Z

x σZ =
= 0.05 −3
3 2 6 = 70.666 − (8.3333)2
 3
102
  3
62

10 6 = 1.22711
= 0.05 −3 − −3
3 2 3 2
= 0.05 [(333.33 − 150) − (72 − 54)]
Q 35 It is given that E[X] = 2.0 and E[X 2 ] = 6.0 Find (a)
= 0.05 [183.333 − 18] the standard deviation of X (b) If Y = 6X 2 + 2X − 13 find
= 8.2666 µY [?]

(b) Solution:
(a) Standard deviation σ is
Z 10
X2 = 0.05 x2 × (x − 3)dx 2
6 σX = E[X 2 ] − µ2X
10 = 6 − (2)2
Z
= 0.05 (x3 − 3x2 )dx
6 = 2
10
x4 x3

σ = 1.4142
= 0.05 −3
4 3 6
 4 (b)
103
  4
63

10 6
= 0.05 −3 − −3
4 3 4 3 E[Y ] = 6E[X 2 ] + 2E[X] − 13
= 0.05 [(2500 − 1000) − (324 − 216)] = 6 × 6 + 2 × 2 − 13
= 0.05 [1500 − 108] = 27
= 69.6
Q 36 It is given that E[X] = 36.5 and E[X 2 ] = 1432.3 Find
(c)
(a) the standard deviation of X (b) If Y = 4X − 500 find
2
the mean and variance of Y [?]
σX = Z 2 − µ2Z
= 69.6 − (8.2666)2 Solution:
= 1.2633 (a) Standard deviation σ is
2
σX = E[X 2 ] − µ2X
1
Q 34 A pdf is described by 16 (y − 4) for all values of y = 1432.3 − (36.5)2
between 6 and 10 and is 0 otherwise. What are (a) the
mean (b) the mean of the square and (c) the variance of = 100.05
the random variable Y ? [?] σ = 10.0025

52
1.9. Mean, Variance and standard deviation Single Random Variable

(b) Q 39 The random variable X has the expectations µX =

−24 and σX = 3. The random variable Y is obtained from
µY = 4E[X] − 500
X using Y = −2.7X + 16. (a) Find E[X 2 ] (b) Find the mean
= 4 × 36.5 − 500 and the variance of Y [?]
= −354
Solution:
σ2 Y = 42 σX
2

= 16 × 100.05 (a) E[X 2 ] is

= 1600.8
E[X 2 ] = 2
σX + µ2X
Q 37 It is given that E[X] = 13.5 and E[X 2 ] = 1578.6 (a) Find
= (3)2 + (−24)2
the standard deviation of X (b) If W = 13 X 2 find E[W ] [?]
= 585
Solution:
(a) Standard deviation σ is
(b)
2
σX = E[X 2 ] − µ2X
= 1578.6 − (13.5)2
= 1396.35 µY = −2.7µX + 16
σ = 37.3678 = −2.7 × (−24) + 16
= 80.8
(b) 2
σY = (−2.7)2 sigma2X
1
E[W ] = E[X 2 ] = (−2.7)2 × (3)2
3
1 = 65.61
= × 1578.6
3
= 326.2

Q 38 It is given that random variable X has the Q 40 The random variable X has the expectations µX =
expectations µX = 12.7 and E[X 2 ] = 313.3. The random 37.9 and σX = 10.3. The random variable Y is obtained
variable Y is obtained from X using Y = −2.7X + 16. (a) from X using Y = 0.6X 2 + 7.9X + 107.1. (a) Find E[X 2 ] (b)
Find σX (b) Find the mean and the variance of Y [?] Find the mean of Y [?]

Solution: Solution:

(a) Standard deviation σ is (a) E[X 2 ] is

2 2
σX = E[X ] − µ2X
= 313.3 − (12.7)2
E[X 2 ] = 2
σX + µ2X
= 152.01
= (10.3)2 + (37.9)2
σX = 12.3292
= 1542.5
(b)
µY = −2.7µX + 16
(b)
= −2.7 × 12.7 + 16
= −18.2900
2
σY = (−2.7)2 sigma2X µY = 0.6E[X 2 ] + 7.9E[X] + 107.1
2
= (−2.7) × 152.01 = 0.6 × (37.9) + 7.9 × 37.9 + 107.1
= 1108.1599 = 1332.01

Exercise:47 Given the data in the following table, a) What are the mean and variance of Y b) If W = Y 2 + 1. What are
the mean and variance of W? [?]

k=i 1 2 3 4 5
yk 2.1 3.2 4.8 5.4 6.9
P (yk ) 0.20 0.21 0.19 0.14 0.26

Solution:

k=i 1 2 3 4 5
yk 2.1 3.2 4.8 5.4 6.9
P (yk ) 0.20 0.21 0.19 0.14 0.26
wk = Y 2 + 1 5.41 11.24 24.04 30.16 48.61

a) Mean

µY = yk P (yk ) = 2.1(0.20) + 3.2(0.21) + 4.8(0.19) + 5.4(0.14) + 6.9(0.26) = 4.5540

53
1.9. Mean, Variance and standard deviation Single Random Variable

Y2 = yk2 P (yk )
= (2.1)2 (0.20) + (3.2)2 (0.21) + (4.8)2 (0.19) + (5.4)2 (0.14) + (6.9)2 (0.26)
= 23.8710

2
σY = V ar(Y ) = Y 2 − µ2Y = 23.8710 − (4.5540)2 = 3.1321

b) Mean

µW = wk P (yk ) = 5.41(0.20) + 11.24(0.21) + 24.04(0.19) + 30.16(0.14) + 48.61(0.26) = 24.8710

WY 2 = wk2 P (yk )
= (5.41)2 (0.20) + (11.24)2 (0.21) + (24.04)2 (0.19) + (30.16)2 (0.14) + (48.61)2 (0.26)
= 883.8996

2
σW = V ar(W ) = W 2 − µ2W = 883.8996 − (24.8710)2 = 265.3329

Exercise:48 Given the data in the following table, a) What are the mean and variance of X b) If Y = X 2 + 2. What are
the µY and σY2 ? [?]

k=i 1 2 3 4 5
xk 2.1 3.2 4.8 5.4 6.9
P (xk ) 0.21 0.18 0.20 0.22 0.19

Solution:

k=i 1 2 3 4 5
xk 2.1 3.2 4.8 5.4 6.9
P (xk ) 0.21 0.18 0.20 0.22 0.19
yk = x 2 + 2 6.41 12.24 25.04 31.16 49.61

a) Mean

µX = xk P (xk ) = 2.1(0.21) + 3.2(0.18) + 4.8(0.20) + 5.4(0.22) + 6.9(0.19) = 4.4760

X2 = x2k P (xk )
= (2.1)2 (0.21) + (3.2)2 (0.18) + (4.8)2 (0.20) + (5.4)2 (0.22) + (6.9)2 (0.19)
= 22.8384

2
σX = V ar(X) = X 2 − µ2X = 22.8384 − (4.4760)2 = 2.8038

b) Mean

µY = yk P (xk ) = 6.41(0.21) + 12.24(0.18) + 25.04(0.20) + 31.16(0.22) + 49.61(0.19) = 24.8384

Y2 = yk2 P (xk )
= (6.41)2 (0.21) + (12.24)2 (0.18) + (25.04)2 (0.20) + (31.16)2 (0.22) + (+49.61)2 (0.19)
= 842.2229

2
σY = V ar(Y ) = Y 2 − µ2Y = 842.2229 − (24.8384)2 = 225.2768

Exercise:49 Given the data in the following table, a) What are the mean and variance of Z b) If U = X 2 + 3. What are
the µU and σU2 ? [?]

Solution:
a) Mean

µZ = zk P (zk ) = 2.1(0.19) + 3.2(0.22) + 4.8(0.20) + 5.4(0.18) + 6.9(0.21) = 4.4840

54
1.9. Mean, Variance and standard deviation Single Random Variable

k=i 1 2 3 4 5
zk 2.1 3.2 4.8 5.4 6.9
P (zk ) 0.19 0.22 0.20 0.18 0.21

k=i 1 2 3 4 5
zk 2.1 3.2 4.8 5.4 6.9
P (zk ) 0.19 0.22 0.20 0.18 0.21
uk = z 2 + 3 7.41 13.24 26.04 32.16 50.61

Z2 = zk2 P (zk )
= (2.1)2 (0.19) + (3.2)2 (0.22) + (4.8)2 (0.20) + (5.4)2 (0.18) + (6.9)2 (0.21)
= 22.9456

2
σZ = V ar(Z) = Z 2 − µ2Z = 22.9456 − (4.4840)2 = 2.8393

b) Mean

µU = uk P (zk ) = 7.41(0.19) + 13.24(0.22) + 26.04(0.20) + 32.16(0.18) + 50.61(0.21) = 25.9456

U2 = u2k P (yk )
= (7.41)2 (0.19) + (13.24)2 (0.22) + (26.04)2 (0.20) + (32.16)2 (0.18) + (50.61)2 (0.21)
= 908.6703

2
σU = V ar(U ) = U 2 − µ2U = 908.6703 − (25.9456)2 = 235.4961

55
1.10. Characteristic Function Single Random Variable

1.10 Characteristic Function

Characteristic Function: Consider a random variable X and its pdf is defined as f (x)
then its characteristic function is defined is given by
Learning Outcomes
On completion the students are able to Z ∞
φX (jω) = E[ejωx ] = fX (x)ejωx dx
• understand the characteristic function. −∞

• understand the characteristic function for different distribu- The characteristic function and the pdf are Fourier transforms pair:
tion functions.
1
Z ∞
• estimating the characteristic function for different functions. fX (x) = φX (jω)e−jωx dω
2π −∞

Introduction
Moments (Mean µX and Variance σX 2 )about the origin may be

• In some of the distributions mean and variance mathemat- obtained from a characteristic function by the following procedure.
ically does not exist.
dn
Z ∞
• The characteristic function can be more general alternative φX (jω) = xn fX (x)ejωx dx
d(ω)n −∞
description of pdf than mean, variance and the higher order
moments.
d
E[X] = φX (jω)|ω=0 = µX
• The characteristic function is more attractive in advanced d(ω)
probability topics.
d2
E[X 2 ] = φX (jω)|ω=0 = µ2X
• In this situation a new function defined which is called as d(ω)2
characteristic function.
Variance is
2
• It is similar to Fourier transform, which is more useful. σX = E[X 2 ] − E[X]2

56
1.10. Characteristic Function Single Random Variable

λ
Example 1. Estimate the characteristic function for a 53. Verify that the characteristic function φX (jω) = λ−jω
random variable X which is uniformly distributed between for the exponential random variable. [?]
0 and 1. [?]
Solution:
Solution:

Z 1 Z 1 Z ∞
φX (jω) = fX (x)ejωx dx = 1ejωx dx φX (jω) = fX (x)ejωx dx
0 0 −∞

e jωx 1 Z ∞
= = λe−λx ejωx dx
ejω 0 −∞
Z ∞
ejω−1
= = λ e−(λ−jω)x dx
jω 0
" #∞
e−(λ−jω)x
= λ
λ − jω
0
Example 2. Estimate the characteristic function for a
normalized Gaussian random variable. [?] λ
=
λ − jω
Solution:

b2
1 2 54. Verify that the characteristic function φX (jω) =
fZ (z) = √ e−z /2 ω 2 +b2
2π for the Laplace random variable. [?]

Solution:
Z ∞
φZ (jω) = fZ (z)ejωz dz
−∞
Z 1
∞ 2 ∞
√ e−z ejωz dz
Z
= φX (jω) = fX (x)ejωx dx
−∞ 2π
Z ∞ −∞
1 2 Z ∞
= √ e(−z /2+jωz) dz =
b
exp(−b|x|)ejωx dx
2π −∞
−∞ 2
1 −ω2 /2 ∞ −(z−jω)2 /2
Z
b ∞
Z
= √ e e dz = e−bx ejωx dx
2π −∞ 2 −∞
b
Z 0 Z ∞ 
u = z − jω = e(b+jω)x + e−(b−jω)x
2 −∞ 0
 
1 2
Z ∞ 2
b 1 1
φZ (jω) = √ e−ω /2 e−u /2
du = +
2 b + jω b − jω
2π −∞
2 b2
φZ (jω) = e−ω /2 =
ω2 + b2

ExampleP3. Estimate the characteristic function for pdf

fX (x) = n
i=1 Pi δ(x − xi ). [?]
56. Verify that the characteristic function φX (jω) =
Solution:
exp(−a|ω|) for the Cauchy random variable. [?]

Solution:
Z ∞
jωx
φX (jω) = fX (x)e dx
−∞
Z ∞ n
X
∞
Pi δ(x − xi )ejωx dx
Z
=
−∞ i=1 φX (jω) = fX (x)ejωx dx
−∞
n Z ∞
X a
= Pi int∞
−∞ δ(x − xi )e
jωx
dx = ejωx dx
i=1 −∞ π(x2 + a2 )
1
Z ∞
n
X
jωxi = e−a|ω| e−jωx dω
= Pi e 2π −∞
i=1 Z 0 Z ∞ 
1
= e(a−jx)ω dω + e−(a−jx)ω
2π −∞ 0
Example 3. Estimate the characteristic function of
 
1 1 1
Bernoulli counting random variable pdf fX (x) = qδ(x) + = +
2π a − jx a + jx
pδ(x − 1). [?] a a
=
Solution: 2pi x2 + a2

Z ∞
φX (jω) = fX (x)ejωx dx 57. Use the characteristic function of the normalized
−∞ random variable, found in (2.86) to find first two moments
Z ∞ about the origin E[Z] E[Z 2 ]. With these results find the
= [qδ(x) + pδ(x − 1)]ejωx dx 2 . [?]
variance σZ
−∞

= q + pejω Solution:

57
1.10. Characteristic Function Single Random Variable

59. Use the characteristic function of the gamma random

2 variable, found in Appendix A to find first two moments
φZ (jω) = e(jω) /2
about the origin E[X] E[X 2 ]. With these results find the
d 2
variance σX2 . [?]
φZ (jω) = (1 + (jω)2 e(jω) /2
d(jω)
Solution:
d2 2
φZ (jω) = jωe(jω) /2
d(jω)2
d
µZ = φZ (jω)|ω=0 φX (jω) = (1 − jωb)(−a)
d(jω)
d
(jω)2 /2 φX (jω) = ab(1 − jωb)(−a−1)
= eω=0 =0 d(jω)
d2 d2
E[Z 2 ] = φZ (jω)|ω=0 φX (jω) = (a + 1)ab2 (1 − jωb)(−a−2)
d(jω)2 d(jω)2
(jω)2 /2 d
= (1 + (jω)2 eω=0 =1 µX = φX (jω)|ω=0
2 d(jω)
σZ = E[Z 2 ] − µ2Z = 1
= ab(1 − jωb)( − a − 1)ω=0 = ab
58. Use the characteristic function of the Laplace random d2
E[X 2 ] = φX (jω)|ω=0
variable, found in Appendix A to find first two moments d(jω)2
about the origin E[X] E[X 2 ]. With these results find the = (a + 1)ab2 (1 − jωb)(−a−2) |ω=0
variance σX2 . [?]
= ab2 (a + 1)
Solution: 2
σX = E[X 2 ] − µ2X = ab2

b2 Note: Entire material is taken from different text books

φX (jω) = or from the Internet (different websites). Slightly it
b2 − (jω)2
is modified from the original content. It is not for
d 2b2 (jω) any commercial purpose. It is used to teach students.
φX (jω) =
d(jω) (b2 − (jω)2 )2 Suggestions are always encouraged.
d2 2b2 (b2 − (jω)2 ) − 2b2 (jω)
φX (jω) =
d(jω)2 (b2 − (jω)2 )4
d
µX = φX (jω)|ω=0
d(jω)
2b2 (jω)
= |ω=0 = 0
(b2 − (jω)2 )2
d2
E[X 2 ] = φX (jω)|ω=0
d(jω)2
2b2 (b2 − (jω)2 ) − 2b2 (jω)
= = 2/b2
(b2 − (jω)2 )4 ω=0
2
σX = E[X 2 ] − µ2X = 2/b2

58
1.11. Conditioned Random Variables Single Random Variable

1.11 Conditioned Random Variables

88. Given the discrete random variable

fX (x) = 0.25δ(x) + 0.25δ(x − 1) + 0.25δ(x − 2) + 0.25δ(x − 3)

The event B ia B = {X > 0} What are the pdf and cdf conditioned by event B? [?]
Solution:

fX (x) = 0.25δ(x) + 0.25δ(x − 1) + 0.25δ(x − 2) + 0.25δ(x − 3)

B = {X > 0}

P (B) = P (X = 1) + P (X = 2) + P (X = 3)
= 0.25 + 0.25 + 0.25 = 0.75

fX (x)
fX|B (x) =
P (B)
0.25 0.25 0.25
= δ(x − 1) + δ(x − 2) + δ(x − 3)
0.75 0.75 0.75
1 1 1
= δ(x − 1) + δ(x − 2) + δ(x − 3)
3 3 3
1 1 1
FX|B (x) = u(x − 1) + u(x − 2) + u(x − 3)
3 3 3

89. Given the discrete random variable

fX (x) = 0.37δ(x) + 0.16δ(x − 1) + 0.29δ(x − 2) + 0.18δ(x − 3)

The event B ia B = {X > 1} What are the pdf and cdf conditioned by event B? [?]
Solution:

fX (x) = 0.37δ(x) + 0.16δ(x − 1) + 0.29δ(x − 2) + 0.18δ(x − 3)

B = {X > 1}

P (B) = P (X = 2) + P (X = 3)
= 0.29 + 0.18 = 0.47

fX (x)
fX|B (x) =
P (B)
0.29 0.18
= δ(x − 2) + δ(x − 3)
0.47 0.47
= 0.617δ(x − 2) + 0.383δ(x − 3)
FX|B (x) = 0.617u(x − 2) + 0.383u(x − 3)

90. Given the discrete random variable

fX (x) = 0.37δ(x) + 0.16δ(x − 1) + 0.29δ(x − 2) + 0.18δ(x − 3)

The event B ia B = {X ≤ 1} What are the pdf and cdf conditioned by event B? [?]
Solution:

fX (x) = 0.37δ(x) + 0.16δ(x − 1) + 0.29δ(x − 2) + 0.18δ(x − 3)

B = {X ≤ 1}

P (B) = P (X = 0) + P (X = 1)
= 0.37 + 0.16 = 0.53

59
1.11. Conditioned Random Variables Single Random Variable

fX (x)
fX|B (x) =
P (B)
0.37 0.16
= δ(x) + δ(x − 1)
0.53 0.53
= 0.6981δ(x) + 0.3019δ(x − 1)
FX|B (x) = 0.6981u(x) + 0.3019u(x − 1)

91. The random variable X is uniformly distributed between 0 and 5. The event B is B = {X > 3.7} What are fX|B (x),
2
µX|B (x) and σX|B (x)? [?]

Solution:
The random variable X is uniformly distributed between 0 and 5. Therefore its pdf is

1
fX (x) = = 0.2
5

B = {X > 3.7}

5 − 3.7
P (B) = = 0.2600
5

fX (x)
fX|B (x) =
P (B)
0.2
= = 0.7692 3.7 < x < 5
0.26
5 + 3.7
µX|B = = 4.35
2
2 (5 − 3.7)2
σX|B (x) = = 0.1408
12

92. The random variable X is uniformly distributed between 1 and 6. The event B is B = {X > 3.7} What are the pdf,
the mean and the variance of the random variable X conditioned by the even B? [?]
Solution:
The random variable X is uniformly distributed between 1 and 6. Therefore its pdf is

1
fX (x) = = 0.2
6−1

B = {X > 3.7}

6 − 3.7
P (B) = = 0.46
5

fX (x)
fX|B (x) =
P (B)
0.2
= = 0.4348 3.7 < x < 6
0.46
6 + 3.7
µX|B = = 4.851
2
2 (6 − 3.7)2
σX|B (x) = = 0.4408
12

93. The random variable X is uniformly distributed between 2 and 7. The event B is B = {X > 3.7} What are the pdf,
the mean and the variance of the random variable X conditioned by the even B? [?]
Solution:
The random variable X is uniformly distributed between 0 and 5. Therefore its pdf is

1
fX (x) = = 0.2
7−2

B = {X > 3.7}

60
1.11. Conditioned Random Variables Single Random Variable

7 − 3.7
P (B) = = 0.66
5

fX (x)
fX|B (x) =
P (B)
0.2
= = 0.3030 3.7 < x < 7
0.66
7 + 3.7
µX|B = = 5.35
2
2 (7 − 3.7)2
σX|B (x) = = 0.9075
12

94. Let X be an exponential random variable


1 − exp(−x/3) x ≥ 0
FX (x)
0 x<0

2
and let B be the event B = {X > 2} What are fX|B (x), µX|B (x) and σX|B ? [?]

Solution:

B = {X > 2}

P (B) = 1 − P (X ≤ 2) = 1 − FX (2)
= 1 − (1 − exp(−x/3)) = exp(−x/3)
= exp(−2/3) = 0.5134

d
fX (x) = [F (x)]
dx
d
= [1 − e(−x/3) ]dx
dx
= 0 − e(−x/3) (−1/3)
= 1/3e(−x/3)

fX (x)
fX|B (x) =
P (B)
1/3 exp(−x/3)
= = 0.6492e(−x/3) x > 2
0.5314
Z ∞
µX|B = 0.6492 xe(−x/3) dx = 4.9997
2
Z ∞
E[X 2 |B] = 0.6492 x2 e(−x/3) dx = 33.9977
2
2
σX|B (x) = E[X 2 |B] − µ2X|B = 33.9977 − (4.9997) = 9.0007

95 Let X be an exponential random variable


1 − exp(−x/4) x ≥ 0
FX (x)
0 x<0

2
and let B be the event B = {X > 2} What are fX|B (x), µX|B (x) and σX|B ? [?]

Solution:

B = {X > 2}

P (B) = 1 − P (X ≤ 2) = 1 − FX (2)
= 1 − (1 − exp(−x/4)) = exp(−x/4)
= exp(−2/4) = 0.6065

d
fX (x) = [F (x)]
dx
d
= [1 − e(−x/4) ]dx
dx
= 0 − e(−x/4) (−1/4)
= 1/4e(−x/3)

61
1.11. Conditioned Random Variables Single Random Variable

fX (x)
fX|B (x) =
P (B)
1/4 exp(−x/4)
= = 0.4122e(−x/4) x > 2
0.6065
Z ∞
µX|B = 0.4122 xe(−x/4) dx = 6.0003
2
Z ∞
E[X 2 |B] = 0.4122 x2 e(−x/4) dx = 52.0025
2
2
σX|B (x) = E[X 2 |B] − µ2X|B = 52.0025 − (6.0003) = 15.9989

96 Let X be an exponential random variable


1 − exp(−x/5) x ≥ 0
FX (x)
0 x<0

2
and let B be the event B = {X > 3} What are fX|B (x), µX|B (x) and σX|B ? [?]

Solution:

B = {X > 3}

P (B) = 1 − P (X ≤ 3) = 1 − FX (3)
= 1 − (1 − exp(−x/5)) = exp(−x/5)
= exp(−3/5) = 0.5488

d
fX (x) = [F (x)]
dx
d
= [1 − e(−x/5) ]dx
dx
= 0 − e(−x/5) (−1/5)
= 1/5e(−x/5)

fX (x)
fX|B (x) =
P (B)
1/5 exp(−x/5)
= = 0.3644e(−x/5) x > 3
0.5488
Z ∞
µX|B = 0.3644 xe(−x/5) dx = 7.9995
3
Z ∞
E[X 2 |B] = 0.3644 x2 e(−x/5) dx = 88.9942
3
2
σX|B (x) = E[X 2 |B] − µ2X|B = 88.9942 − (7.9995) = 25.0022

97 The random variable X is Gaussian with a mean of 997 and standard deviation of 31. What is the probability of B
where B = {X > 1000} And what is the pdf for X conditioned by B [?]
Solution:

B = {X > 1000}

P (B) = 1 − P (B ≤ 1000) = 1 − FX (1000)

= 1 − φ[(1000 − 997)/31] = 1 − φ[0.0968]
= 1 − 0.5385 = 0.4615

fX (x)
fX|B (x) =
P (B)
1
= √ exp[−(x − 997)2 /2(31)2 ]
(0.4615)31 2π
= 0.0279exp[−(x − 997)2 /1992] x > 1000

Note: Entire material is taken from different text books or from the Internet (different websites). Slightly it is modified
from the original content. It is not for any commercial purpose. It is used to teach students. Suggestions are always
encouraged.

62
 Normal Probability Table

Area

Areas under the Normal Curve 0 z

z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
−3.4 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0002
−3.3 0.0005 0.0005 0.0005 0.0004 0.0004 0.0004 0.0004 0.0004 0.0004 0.0003
−3.2 0.0007 0.0007 0.0006 0.0006 0.0006 0.0006 0.0006 0.0005 0.0005 0.0005
−3.1 0.0010 0.0009 0.0009 0.0009 0.0008 0.0008 0.0008 0.0008 0.0007 0.0007
−3.0 0.0013 0.0013 0.0013 0.0012 0.0012 0.0011 0.0011 0.0011 0.0010 0.0010
−2.9 0.0019 0.0018 0.0018 0.0017 0.0016 0.0016 0.0015 0.0015 0.0014 0.0014
−2.8 0.0026 0.0025 0.0024 0.0023 0.0023 0.0022 0.0021 0.0021 0.0020 0.0019
−2.7 0.0035 0.0034 0.0033 0.0032 0.0031 0.0030 0.0029 0.0028 0.0027 0.0026
−2.6 0.0047 0.0045 0.0044 0.0043 0.0041 0.0040 0.0039 0.0038 0.0037 0.0036
−2.5 0.0062 0.0060 0.0059 0.0057 0.0055 0.0054 0.0052 0.0051 0.0049 0.0048
−2.4 0.0082 0.0080 0.0078 0.0075 0.0073 0.0071 0.0069 0.0068 0.0066 0.0064
−2.3 0.0107 0.0104 0.0102 0.0099 0.0096 0.0094 0.0091 0.0089 0.0087 0.0084
−2.2 0.0139 0.0136 0.0132 0.0129 0.0125 0.0122 0.0119 0.0116 0.0113 0.0110
−2.1 0.0179 0.0174 0.0170 0.0166 0.0162 0.0158 0.0154 0.0150 0.0146 0.0143
−2.0 0.0228 0.0222 0.0217 0.0212 0.0207 0.0202 0.0197 0.0192 0.0188 0.0183
−1.9 0.0287 0.0281 0.0274 0.0268 0.0262 0.0256 0.0250 0.0244 0.0239 0.0233
−1.8 0.0359 0.0351 0.0344 0.0336 0.0329 0.0322 0.0314 0.0307 0.0301 0.0294
−1.7 0.0446 0.0436 0.0427 0.0418 0.0409 0.0401 0.0392 0.0384 0.0375 0.0367
−1.6 0.0548 0.0537 0.0526 0.0516 0.0505 0.0495 0.0485 0.0475 0.0465 0.0455
−1.5 0.0668 0.0655 0.0643 0.0630 0.0618 0.0606 0.0594 0.0582 0.0571 0.0559
−1.4 0.0808 0.0793 0.0778 0.0764 0.0749 0.0735 0.0721 0.0708 0.0694 0.0681
−1.3 0.0968 0.0951 0.0934 0.0918 0.0901 0.0885 0.0869 0.0853 0.0838 0.0823
−1.2 0.1151 0.1131 0.1112 0.1093 0.1075 0.1056 0.1038 0.1020 0.1003 0.0985
−1.1 0.1357 0.1335 0.1314 0.1292 0.1271 0.1251 0.1230 0.1210 0.1190 0.1170
−1.0 0.1587 0.1562 0.1539 0.1515 0.1492 0.1469 0.1446 0.1423 0.1401 0.1379
−0.9 0.1841 0.1814 0.1788 0.1762 0.1736 0.1711 0.1685 0.1660 0.1635 0.1611
−0.8 0.2119 0.2090 0.2061 0.2033 0.2005 0.1977 0.1949 0.1922 0.1894 0.1867
−0.7 0.2420 0.2389 0.2358 0.2327 0.2296 0.2266 0.2236 0.2206 0.2177 0.2148
−0.6 0.2743 0.2709 0.2676 0.2643 0.2611 0.2578 0.2546 0.2514 0.2483 0.2451
−0.5 0.3085 0.3050 0.3015 0.2981 0.2946 0.2912 0.2877 0.2843 0.2810 0.2776
−0.4 0.3446 0.3409 0.3372 0.3336 0.3300 0.3264 0.3228 0.3192 0.3156 0.3121
−0.3 0.3821 0.3783 0.3745 0.3707 0.3669 0.3632 0.3594 0.3557 0.3520 0.3483
−0.2 0.4207 0.4168 0.4129 0.4090 0.4052 0.4013 0.3974 0.3936 0.3897 0.3859
−0.1 0.4602 0.4562 0.4522 0.4483 0.4443 0.4404 0.4364 0.4325 0.4286 0.4247
−0.0 0.5000 0.4960 0.4920 0.4880 0.4840 0.4801 0.4761 0.4721 0.4681 0.4641
 Statistical Tables and Proofs

Areas underAreas
(continued) the Normal Curve
under the Normal Curve
z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
0.0 0.5000 0.5040 0.5080 0.5120 0.5160 0.5199 0.5239 0.5279 0.5319 0.5359
0.1 0.5398 0.5438 0.5478 0.5517 0.5557 0.5596 0.5636 0.5675 0.5714 0.5753
0.2 0.5793 0.5832 0.5871 0.5910 0.5948 0.5987 0.6026 0.6064 0.6103 0.6141
0.3 0.6179 0.6217 0.6255 0.6293 0.6331 0.6368 0.6406 0.6443 0.6480 0.6517
0.4 0.6554 0.6591 0.6628 0.6664 0.6700 0.6736 0.6772 0.6808 0.6844 0.6879
0.5 0.6915 0.6950 0.6985 0.7019 0.7054 0.7088 0.7123 0.7157 0.7190 0.7224
0.6 0.7257 0.7291 0.7324 0.7357 0.7389 0.7422 0.7454 0.7486 0.7517 0.7549
0.7 0.7580 0.7611 0.7642 0.7673 0.7704 0.7734 0.7764 0.7794 0.7823 0.7852
0.8 0.7881 0.7910 0.7939 0.7967 0.7995 0.8023 0.8051 0.8078 0.8106 0.8133
0.9 0.8159 0.8186 0.8212 0.8238 0.8264 0.8289 0.8315 0.8340 0.8365 0.8389
1.0 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621
1.1 0.8643 0.8665 0.8686 0.8708 0.8729 0.8749 0.8770 0.8790 0.8810 0.8830
1.2 0.8849 0.8869 0.8888 0.8907 0.8925 0.8944 0.8962 0.8980 0.8997 0.9015
1.3 0.9032 0.9049 0.9066 0.9082 0.9099 0.9115 0.9131 0.9147 0.9162 0.9177
1.4 0.9192 0.9207 0.9222 0.9236 0.9251 0.9265 0.9279 0.9292 0.9306 0.9319
1.5 0.9332 0.9345 0.9357 0.9370 0.9382 0.9394 0.9406 0.9418 0.9429 0.9441
1.6 0.9452 0.9463 0.9474 0.9484 0.9495 0.9505 0.9515 0.9525 0.9535 0.9545
1.7 0.9554 0.9564 0.9573 0.9582 0.9591 0.9599 0.9608 0.9616 0.9625 0.9633
1.8 0.9641 0.9649 0.9656 0.9664 0.9671 0.9678 0.9686 0.9693 0.9699 0.9706
1.9 0.9713 0.9719 0.9726 0.9732 0.9738 0.9744 0.9750 0.9756 0.9761 0.9767
2.0 0.9772 0.9778 0.9783 0.9788 0.9793 0.9798 0.9803 0.9808 0.9812 0.9817
2.1 0.9821 0.9826 0.9830 0.9834 0.9838 0.9842 0.9846 0.9850 0.9854 0.9857
2.2 0.9861 0.9864 0.9868 0.9871 0.9875 0.9878 0.9881 0.9884 0.9887 0.9890
2.3 0.9893 0.9896 0.9898 0.9901 0.9904 0.9906 0.9909 0.9911 0.9913 0.9916
2.4 0.9918 0.9920 0.9922 0.9925 0.9927 0.9929 0.9931 0.9932 0.9934 0.9936
2.5 0.9938 0.9940 0.9941 0.9943 0.9945 0.9946 0.9948 0.9949 0.9951 0.9952
2.6 0.9953 0.9955 0.9956 0.9957 0.9959 0.9960 0.9961 0.9962 0.9963 0.9964
2.7 0.9965 0.9966 0.9967 0.9968 0.9969 0.9970 0.9971 0.9972 0.9973 0.9974
2.8 0.9974 0.9975 0.9976 0.9977 0.9977 0.9978 0.9979 0.9979 0.9980 0.9981
2.9 0.9981 0.9982 0.9982 0.9983 0.9984 0.9984 0.9985 0.9985 0.9986 0.9986
3.0 0.9987 0.9987 0.9987 0.9988 0.9988 0.9989 0.9989 0.9989 0.9990 0.9990
3.1 0.9990 0.9991 0.9991 0.9991 0.9992 0.9992 0.9992 0.9992 0.9993 0.9993
3.2 0.9993 0.9993 0.9994 0.9994 0.9994 0.9994 0.9994 0.9995 0.9995 0.9995
3.3 0.9995 0.9995 0.9995 0.9996 0.9996 0.9996 0.9996 0.9996 0.9996 0.9997
3.4 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9998