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CHAPTER 7 Random Variables

This document discusses random variables and their distributions. It begins by defining random variables and the two types: discrete and continuous. Discrete random variables can only take on countable values while continuous can take any value within a range. The document provides examples of both types and how to calculate probabilities. It also covers expected values and variances of discrete random variables and their properties. Finally, it introduces continuous random variables and how to find cumulative distribution functions, medians, and expected values/variances for continuous random variables.

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Iqhma Asyqem
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96 views63 pages

CHAPTER 7 Random Variables

This document discusses random variables and their distributions. It begins by defining random variables and the two types: discrete and continuous. Discrete random variables can only take on countable values while continuous can take any value within a range. The document provides examples of both types and how to calculate probabilities. It also covers expected values and variances of discrete random variables and their properties. Finally, it introduces continuous random variables and how to find cumulative distribution functions, medians, and expected values/variances for continuous random variables.

Uploaded by

Iqhma Asyqem
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPTX, PDF, TXT or read online on Scribd
You are on page 1/ 63

RANDOM VARIABLES

Prepared by: nur


LEARNING OBJECTIVES

The study of this chapter should enable


you to:
 Identify whether an event is a discrete or
continuous distribution
 Compute probabilities associated with the
distribution.
 Calculate the expected value of a random
variable (discrete and continuous)
INTRODUCTIO
N

 In an experiment, the outcomes are not necessarily in


the form of numbers; a coin is tossed and the outcome
is either 'head' or 'tail'.
 We frequently want to represent the outcomes in the
form of numbers. For any experiment, a random variable
is used to represent every outcome with a unique value.
As the experiment is repeated, the value will vary from
trial to trial.
 For example number of persons visiting KLCC each
month, and the length of leaves of a certain tree.
NUMERICAL EVENTS AND RANDOM
VARIABLES

 Variable was defined as a characteristics or attribute that


can assume different values.
 Various letter of alphabet, such as x, y, or z are used to
represent variables.
 Example: if a dice is rolled, a letter such as ‘x’, can be used
to represent the outcomes. Then the value x can be assume
is 1,2,3,4,5, or 6.
 Since the variable are associated with probability, they are
called random variables.
NUMERICAL EVENTS AND
RANDOM VARIABLES (cont.)

A random variable is a variable that assumes


numerical values associate with events of an
experiment.
 There are two types of random variables:
1. Discrete random variable
2. Continuous random variable.
 Random variable classified as either discrete random
variable or continuous random variable, denoted as
capital letters such as X or Y.
 The values of the random variables are denoted as
DISCRETE RANDOM VARIABLE

DEFINITION
A discrete random variable X is one that can assume only countable
number of values.

Some examples of discrete random variable are:


1. The number of car sold at a dealership during a given month.
2. The number of employees working at a company.
3. The number of complaints received at the office of an airline on a
given day.
EXAMPLE
EXAMPLE 2
TUTORIAL

X={0, 2, 4, 6} is a random variable with probability distribution

X 0 2 4 6
P(X=x) 0.20 0.35 0.30 0.15

a) Show that X is a discrete random variable.


b) Find the probability that X is less than 4.
c) Find the probability that X is greater than 4.
d) Find the probability that X is at least 4.
e) Find the probability that X not more than 2.
f) Find the probability that X is between 1 and 5.
TUTORIAL 2

  
Given the discrete random variable Y={0,2,4,6} and
probability distribution as shown below.

a) Calculate P(Y=2)
b) Find P(Y≥2)
c) Find P(Y>2)
Cumulative distribution function
Cumulative distribution function

 If X is a discrete random variable with probability


distribution P(X=x) for X=X1,x2,…,xn then the
cumulative distribution F(t) is define as:
F(t) = P(X≤t) =∑P(X=x)

Note that : 0 ≤ F(t) ≤ 1 and P(a < X ≤ b) = F(b) –


F(a)
EXAMPLE 3
EXAMPLE 4
TUTORIAL 3

   cumulative probability distribution for random variable X is


The
F(X)=

a) P(1< X ≤ 3)
b) P(X ≤ 5)
c) P(4 ≤ X ≤ 6)
The Expected Value for a Discrete Random Variable

 ‘Discrete’ refers to countable numbers; integers or whole numbers. Thus, a


discrete random variable can only assume the values 0, 1, 2, 3, 4, 5, 6, etc.
 A function can serve as the probability distribution of a discrete random
variable X if and only if its values, f(x), satisfy the conditions P(X=x)≥0 and
∑P(X=x)=1.
EXAMPLE 5
Properties of expected value


  E(a) = a , where a is constant
 E(aX) = a E(X)
 E[g(X)] = ∑g(X)P(X=x)
 E(aX b) = E(aX) E(b) = a E(X) b, where a and b is constant
 E[f(X) b(g(X)] = E[f(x)] bE[g(X)]
 E[a f(x) b g(x)] = a E[f(X)] b E[g(X)]
 E(X Y) = E(X) E(Y)
EXAMPLE 6
TUTORIAL 4

X
 is  a discrete random variable with probability distribution as shown below.
x 0 1 2 3 4
P(X=x) 0.30 0.15 0.10 0.15 0.30
a) Find the expected value of X.
b) E(4X)
c) E(
d) E(2)
e) E(3X+2)
f) E(2X-3)
g) E[
The Variance Value for a Discrete Random Variable

 If p(y) is an accurate characterization of the population frequency


distribution, then E(Y) = , the population mean.
 The variance of a random variable Y is defined to be the expected value
of (Y - )2. That is,
EXAMPLE 7
Properties of the Variance

  V(a)

=0
 V(aX) =
 V(aX+b)=
 V(X Y) = V(X) + V(Y)
 Y(aX bY) = V(X) + V(Y)
EXAMPLE 8
TUTORIAL 5

The probability distribution of X is as follows:

x 0 1 2 3 4 5
P(X=x) 0.1 0.1 0.2 0.3 0.2 0.1

a) E(X)
b) V(X)
c) E(2X+3)
d) V(3-4X)
e) V(2Y-Y) given that V(Y) = 2
END OF LESSON
TO BE CONTINUE…
CONTINUOUS RANDOM
VARIABLE
Definition (cont)
EXAMPLE 9
EXAMPLE 10
CUMULATIVE DISTRIBUTION
FUNCTION
EXAMPLE 11
TUTORIAL 6
MEDIAN UNDER THE CURVE
OBTAIN THE PDF FROM CDF
EXAMPLE 12
THE EXPECTED VALUE AND VARIANCE
CONT..
TUTORIAL 7
TUTORIAL 8

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