Lecture-16 (Random variable)

When we have started study of probability , we have started it with event ‘E’and
sample space ‘S’ where both are sets. If we study probability as a function measure then we
study it through Random variables. In this case we allocate numerical description instead of
exact elements.

Ex. Suppose we toss a coin once. Then sample space S={h,t}. This can be restated as
S={ no. of head is one, no of head is zero} . Here the outcomes are expressed in terms of
numbers which varies from zero to one. It can be called as a variable or random variable X

Which is written as X: x=0 , x=1. Here X is the random variable and ' x ’is the random point

Ex. If a coin is tossed twice then S={t t , t h, h t, h h }. If we consider x as number of heads

then the random variable is

X : x=0 , x=1 , x=2

Definition of Random variable: A random variable is a function that associates a real number
with each element in the sample space.

We shall use a capital letter, say X, to denote a random variable and its corresponding small letter, x
in this case, for one of its values.

Bernoulli random variable: The random variable for which 0 and 1 are chosen to describe the two
possible values is called a Bernoulli random variable.

Remark: Random variables are classified in to two types.

1. Discrete random variable

2. Continuous random variable

Discrete random variable: A random variable is said to be discrete if the values of ' x ' are distinct
numbers. Or

A random variable is called a discrete random variable if its set of possible outcomes is countable.

Continuous random variable: A random variable is said to be continuous if the values of ' x ' are not
distinct numbers rather it is explained in terms of intervals. Or

A random variable whose set of possible values is an entire interval of numbers is not discrete. When
a random variable can take on values on a continuous scale, it is called a continuous random variable

Ex. (Continuous random variable): suppose random variables is the interest paid by banks. Let bank-I
interest varies from 6% to 7%, bank-2 interest varies from 7% to 9%. It can be expressed as

X : 6≤ x≤7 , 7≤ x≤9

Discrete Probability Distribution:

Ex. Let a coin is tossed three times and let the random variable X assumes the number of heads.
We have to find out the probability of each random point which is shown in the following table.

S={ ttt, tth, tht, htt, thh, hth, hht, hhh }

X x=0 x=1 x=2 x=3

no. of heads

f( x ) 1 3 3 1
Probabilty value 8 8 8 8

Defn (Discrete Probability Distribution) The set of ordered pairs (x, f(x)) is a probability function,
probability mass function, or probability distribution of the discrete random variable X if, for each
possible outcome x,

1. f (x)≥ 0
2. ∑ f ( x )=1
x

3. P( X=x)=f ( x).
Ex. A shipment of 20 similar laptop computers to a retail outlet contains 3 that are defective. If a
school makes a random purchase of 2 of these computers, find the probability distribution for the
number of defectives.
Solution:
Let X be a random variable whose values x are the possible numbers of defective computers
purchased by the school. Then x can only take the numbers 0, 1, and 2

f ( 0 )=P ( X=0 )=
( 0)( 2 ) 68
3 17
=
(2)
20 95

f ( 1 ) =P ( X=1 )=
( 1 )( 1 ) 51
3 17
=
( 2 ) 190
20

f ( 2 )=P ( X=2 ) =
( 2 )( 0 )
3 17
=
3

(202) 190
Thus, the probability distribution of X is
X x=0 x=1 x=2
no. of good laptop

f( x ) 68 51 3
Probability value 95 190 190

Defn Cumulative distribution function:

The cumulative distribution function F (X ) of a discrete random variable X with probability
distribution f (x) is
 F ( X )=P ( X ≤ x )=∑ f (t)−∞ < x <∞
t≤x

Ex.
Suppose we throw two dice simultaneously and the event is to get sum of two faces. The
following table shows the random variables and the corresponding probability.
X sum 2 3 4 5 6 7 8 9 10 11 12
of two
face
f (x) 1 2 3 4 5 6 5 4 3 2 1
36 36 36 36 36 36 36 36 36 36 36

The cumulative distribution function

F (X )=P ( X ≤5 )=∑ f (t)= 1 + 2 + 3 + 4 = 10
t≤5 36 36 36 36 36

3 4 5 6 18
F ( X )=P ( 3< X ≤ 7 )= ∑ f ( t )=¿ + + + = ¿
36 36 36 36 36
3 <t ≤7

Defn Continuous Probability Distribution:

The function f(x) is a probability density function (pdf) for the continuous random variable X,

1. f(x) ≥ 0, for all x ∈ R.

defined over the set of real numbers, if.

∞
2. ∫ f ( x )dx = 1.
−∞
b
3. P(a< x< b)=∫ f ( x ) dx
a
Ex.

Solution:

(b) Using formula 3 of above Definition we obtain