Course : STAT6003-Teori Probabilitas

Effective Period: 2016

Random Variables

Session 3-4
 Learning Objectives
LO 1 : Describe the basic concepts of probability
LO 2 : Interpret the results of statistical calculation
LO 3 : Analyze data using probability theory
 Discrete Random Variables

Random Variables
A random variable is obtained by assigning a numerical
value to each outcome of a particular experiment.

The company is interested in how many applicants will need

to be interviewed under this strategy. A random variable
X = number of applicants interviewed
can be defined taking the values 1, 2, 3, 4, 5, 6, 7, and 8
 Discrete Random Variables

Probability Mass Function

The probability mass function (p.m.f.) of a random variable X is
a set of probability values pi assigned to each of the values xi
taken by the discrete random variable and this is written
P(X = xi ) = pi .
 Discrete Random Variables

Cumulative Distribution Function

The cumulative distribution function (c.d.f.) of a random
variable X is the function
F(x) = P(X ≤ x)

For example, the probability that no more than one plant is generating
electricity is simply
F(1) = P(X ≤ 1) = P(X = 0) + P(X = 1) = 0.07 + 0.23 = 0.30
 Expectations of Discrete Random
Variables
 Expected Value of a Discrete Random Variable
The expected value or expectation of a discrete random
variable with a probability mass function P(X = xi ) = pi is

E(X) provides a summary measure of the average value taken

by the random variable and is also known as the mean of the
random variable.
 Expectations of Discrete
Random Variables

The expected number of power plants generating electricity is

E(X) = (0 × 0.07) + (1 × 0.23) + (2 × 0.57) + (3 × 0.13) =
1.76
Expectations of Discrete Random Variables

 Variance of Discrete Random Variables

The variance is a positive quantity that measures the
spread of the distribution of the random variable
about its mean value. Larger values of the variance
indicate that the distribution is more spread out.

Var(X) = E(X2) − (E(X))2

− - (E(X))2
 Probabilities of Event
Intersections
EXAMPLE

Calculate variance of this example!

 Jointly Distributed Random
Variables
 Joint Probability Distributions
Joint probability mass function consists of
probability values P(X = xi , Y = yj) = pij ≥ 0 satisfying

The joint cumulative distribution function is defined to

be F(x, y) = P(X ≤ x, Y ≤ y),
which is
 Jointly Distributed Random
Variables
EXAMPLE

The probability that a location has no more than two air

conditioner units that take no more than two hours to
service is
F(2, 2) = p11 + p12 + p21 + p22 = 0.12 + 0.08 + 0.08 + 0.15 =
0.43
 Jointly Distributed Random
Variables

 Marginal Probability Distributions

The marginal distribution of a random variable X is
obtained from the joint probability distribution of two
random variables X and Y by summing or integrating
over the values of the random variable Y . The
marginal distribution is the individual probability
distribution of the random variable X considered alone.
Jointly Distributed Random Variables
 Jointly Distributed Random
Variables
 Conditional Probability Distributions
If two discrete random variables X and Y are jointly
distributed, then the conditional distribution of
random variable X conditional on the event Y = yj
consists of the probability values
 Jointly Distributed Random
Variables
EXAMPLE
Suppose that a technician is visiting a location that is known
to have three air conditioner units, an event that has a
probability of
P(Y = 3) = p+3 = 0.01 + 0.01 + 0.02 + 0.07 = 0.11
The conditional distribution of the service time X consists of
the probability values
 Continuous Random
Variables
Random Variables
A random variable is obtained by assigning a numerical
value to each outcome of a particular experiment.

Continuous random variables can take any value within a

continuous region.
Suppose that the random variable X is the diameter of a
randomly chosen cylinder manufactured by the company.
Since this random variable can take any value between 49.5
and 50.5, it is a continuous random variable.
 Continuous Random Variables
Probability Density Function
The probability that the random variable lies between two
values a and b is obtained by integrating the probability
density function between these two values, so that
 Continuous Random Variables

The probability that a metal cylinder has a diameter

between 49.8 and 50.1 mm can be calculated to be
 Expectations of Continuous
Random Variables
 Expected Value of a Continuous Random Variable
The expected value or expectation of a continuous random
variable with a probability density function f (x) is

E(X) provides a summary measure of the average value taken

by the random variable and is also known as the mean of the
random variable.
 Expectations of Continuous
Random
The expected diameter Variables
of a metal cylinder is :

The evaluation of this integral can be simplified using the

transformation y = x − 50.0, so that
 Expectations of Continuous
Random Variables
 Variance of Discrete Random Variables
The variance is a positive quantity that measures the
spread of the distribution of the random variable about
its mean value. Larger values of the variance indicate
that the distribution is more spread out.

Var(X) = E(X2) − (E(X))2

− (E(X))2
 Expectations of Continuous
Random Variables
EXAMPLE
 Jointly Distributed Random
Variables
The joint cumulative distribution function is
defined to be
F(x, y) = P(X ≤ x, Y ≤ y),
 Jointly Distributed Random
Variables
 Marginal Probability Distributions
For two continuous random variables, the probability
density function of the marginal distribution of X is
Jointly Distributed Random
Variables
The marginal
probability density
function of X, the zinc
content of the ore, is
 Jointly Distributed Random
Variables
The probability that a sample of ore has a zinc content
between 0.8 and 1.0 can be calculated from the marginal
probability density function to be
 Jointly Distributed Random Variables

 Conditional Probability Distributions

If two continuous random variables X and Y are jointly
distributed, then the conditional distribution of random
variable X conditional on the event Y = y has a probability
density function

where the denominator fY (y) is the marginal distribution of the

random variable Y
 Jointly Distributed Random Variables

EXAMPLE Suppose that a sample of ore has a zinc

content of X = 0.55. the conditional probability
density function for the iron content, which is

the conditional probability density

function is
 Exercise
1. Two cards are drawn at random from a pack of cards with
replacement. Let the random variable X be the number of
cards drawn from the heart suit.
(a) Construct the probability mass function.
(b) Construct the cumulative distribution function.
2. A player pays $1 to play a game where three fair dice are
rolled. If three 6s are obtained the player wins $500, and
otherwise the player wins nothing. What are the expected net
winnings of this game? Would you want to play this game?
Does your answer depend upon how many times you can play
the game?
3. Random variable X takes values between 0 and 4 with a
cumulative distribution function
F(x) = x2/16 for 0 ≤ x ≤ 4.
(a) Sketch the cumulative distribution function.
(b) What is P(X ≤ 2)?
(c) What is P(1 ≤ X ≤ 3)?
(d) Construct and sketch the probability density function.
4. Consider again the random variable described in Problem
2.2.2 with a probability density function of f (x) = 1/x
ln(1.5) for 4 ≤ x ≤ 6 and f (x) = 0 elsewhere.
(a) What is the expected value of this random
variable?
(b) What is the median of this random variable?
 References

Hayter, Anthony.J, (2012), Probabilty and

Statistics for Engineers and Scientiest 4th
edition,Cengage Learning, Chapter 2