Chapter 1 Random Variables

Statistics for Engineering Technology

Semester I, 2018/2019

1 Discrete Random Variables

1.1 Problem

Determine whether or not the table is a valid probability distribution of a discrete random
variable. Explain?

x -2 0 2 4
1.
P (x) 0.3 0.5 0.2 0.1

x 0.5 0.25 0.125

2.
P (x) -0.4 0.6 0.8

x 1.1 2.5 4.1 4.6 5.3

3.
P (x) 0.16 0.14 0.11 0.27 0.22

Proof. 1. No, the sum of the probabilities exceeds 1.

2. No, a negative probability.

3. No, the sum of the probabilities is less than 1.

1.2 Problem

Let the random variable X denotes the number of automobile accidents per week at a busy
intersection in a large city. In a 100-week period, there were no accidents in 50 of the weeks,
one accident in 30 of the weeks, accidents in ten of the weeks, and three accidents in ten
of the weeks. Based on the information, define the probability distribution function for the
number of accidents per week.

Proof.
x 0 1 2 3
P(X=x) 0.5 0.3 0.1 0.1
1.3 Problem

Let W be a random variable giving the number of heads minus the number of tails in three
tosses of a coin. List the outcomes of the sample space S for the three tosses of the coin
and to each sample point assign a value w of W and write down the cumulative distribution
function F (x) of X.

Proof. The sample space S for the three tosses of the coin is

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

Let W be a random variable giving the number of heads minus the number of tails in three
tosses of a coin, we assign a value of w of W to each sample point in the following way:

Sample points w
HHH 3
HHT 1
HTH 1
HTT -1
THH 1
THT -1
TTH -1
TTT -3

w -3 -1 1 3
P (W = w) 1/8 3/8 3/8 1/8
P
Remember that F (x) = y≤x P (X = x). Thus


 0 x < −3


 1/8 −3 ≤ x < −1
F (x) = 1/2 −1 ≤ x < 1



 7/8 1≤x<3

1 3 ≤ x.

1.4 Problem

During the summer months, a rental agency keeps track of the number of speedboats rented
each day during a period of 90 days. The variable X represents the number of speedboats
rented per day. The results are shown as follow.

x 0 1 2
Number of days 45 30 15

2
 1. Compute the probability P (X) for each X.

2. Construct a probability distribution and graph for the data.

Proof. 1. The probability of random variable 0 is P (X = 0) = 45/90 = 0.5, the probabil-

ity of random variable 1 is P (X = 1) = 30/90 = 0.33, and the probability of random
variable 2 is P (X = 2) = 15/90 = 0.17.

2.
x 0 1 2
P (X = x) 0.5 0.33 0.17

1.5 Problem

Suppose that two balanced dice are rolled, and let X denote the absolute value of the
difference between the two numbers that appear. Determine the probability function of X.

Proof. The possible values for X are 0,1, 2, 3, 4, 5. The sample space are
(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) (3,3) (3,4) (3,5) (3,6)
(4,1) (4,2) (4,3) (4,4) (4,5) (4,6)
(5,1) (5,2) (5,3) (5,4) (5,5) (5,6)
(6,1) (6,2) (6,3) (6,4) (6,5) (6,6)

where the first entry in the pair (m, n) indicates number on the first die, and the second
entry that on the second die. Since the dice are balanced, the outcomes are equally likely.
Thus, all the outcomes have probability 1/36.

• The outcomes that yield X = 0 lie along the main diagonal and there are six of them.
It then follows that
1 1
P (X = 0) = 6 × = ,
36 6
• The outcome that yield X = 1 (difference is one), there are 10 of them. It then follows
that
1 5
P (X = 1) = 10 × = ,
36 18
• The outcome that yield X = 2 (difference is two), there are 8 of them. It then follows
that
1 2
P (X = 2) = 8 × = ,
36 9
3
 • The outcome that yield X = 3 (difference is three), there are 6 of them. It then follows
that
1 1
P (X = 3) = 6 × = ,
36 6
• The outcome that yield X = 4 (difference is four), there are 4 of them. It then follows
that
1 1
P (X = 4) = 4 × = ,
36 9
• The outcome that yield X = 5 (difference is five), there are 2 of them. It then follows
that
1 1
P (X = 5) = 2 × = .
36 18

1.6 Problem

Suppose that a box contains seven red balls and three blue balls. If four of them are
selected at random, without replacement, determine the probability distribution function of
the number of red balls that will be obtained.

Proof. Let X denote the number of red balls in the four selected ones. Then X is discrete
and takes on the possible values 2, 3, and 4. We have that

(groups of k red balls out of 7)(groups of 4-k blue balls out of 3)

P (X = k) =
groups of 4 balls out of 10
  
7 3
k 4−k
=   for k = 2, 3, 4
10
4
where  
n n!
=
k k!(n − k)!
are the binomial coefficients.

1.7 Problem

A shipment of seven computer sets contains four defective sets. A company makes a ran-
dom purchase of three of the set without replacement. If z is the number of defective sets
purchased by the hotel, find the probability distribution of Z.

4
Proof. A shipment of 7 computer sets contains 4 defective. The hotel makes a random
purchase of 3 - computer sets. Let Z denotes the number of defectives.

Experiment: selecting 3 computers at random out of 7.

 
7
N (S) = equally likely outcomes
3
The possible values of Z = 0, 1, 2, 3.

•    
4 3
N (Z = 0) = {0 Def ective and 4 not def ective} = ×
0 3
Then    
4 3
×
0 3 1
P (Z = 0) =   =
7 35
3
•    
4 3
N (Z = 1) = {1 Def ective and 3 not def ective} = ×
1 2
Then    
4 3
×
1 2 12
P (Z = 1) =   =
7 35
3
•    
4 3
N (Z = 2) = {2 Def ective and 2 not def ective} = ×
2 1
Then    
4 3
×
2 1 18
P (Z = 0) =   =
7 35
3
•    
4 3
N (Z = 3) = {3 Def ective and 1 not def ective} = ×
3 0
Then    
4 3
×
3 0 4
P (Z = 0) =   =
7 35
3

5
1.8 Problem

X denotes the number of vacant sears on a passenger flight, and let the probability distri-
bution function be
x 0 1 2 3
P (X = x) 0.50 0.30 0.15 0.05
Suppose the random variable Y denotes the amount of revenue lost due to vacant seats. If
each vacant seat costs the airline RM 70 in lost revenue,

1. find the expression of Y in terms of X,

2. find the probability distribution function of Y .

Proof. 1. Y = 70X

2.
x 0 70 140 210
P (X = x) 0.50 0.30 0.15 0.05

1.9 Problem

A discrete random variable X has the following probability distribution:

x 77 78 79 80 81
P (x) 0.15 0.15 0.20 0.40 0.10

Compute each of the following quantities.

1. P (80).

2. P (X > 80).

3. P (X ≤ 80).

4. The mean µ of X.

5. The variance σ 2 of X.

6. The standard deviation σ of X.

Proof. 1. P (80) = 0.4.

6
 2. Since P (X > a) = 1 − P (X ≤ a), we have

P (X > 80) = 1−P (X ≤ 80) = 1−[P (X = 77)+P (X = 78)+P (X = 79)+P (X = 80)]

⇒ P (X > 80) = 1 − [0.15 + 0.15 + 0.20 + 0.40] = 1 − 0.9 = 0.10

or
P (X > 80) = P (X = 81) = 0.10

3. P (X ≤ 80) = P (X = 77) + P (X = 78) + P (X = 79) + P (X = 80) = 0.9

4. Since
81
X
E(X) = xP (X = x)
x=77

we have,

E(X) = 77 × 0.15 + 78 × 0.15 + 79 × 0.20 + 80 × 0.40 + 81 × 0.10 = 79.15

5. Since
V ar(X) = E(X 2 ) − [E(X)]2
when E(X 2 ) = 772 × 0.15 + 782 × 0.15 + 792 × 0.20 + 802 × 0.40 + 812 × 0.10 = 6266.25

V ar(X) = 6266.25 − (79.15)2 = 1.5275

p
6. Since Sd(X) = σ = V ar(X), we have σ = 1.236

1.10 Problem

Airlines sometimes overbook flights. Suppose that for a plane with 50 seats, 55 passengers
actually have tickets. Define the random variable Y as the number of ticketed passengers
that actually show up for the flight. The probability mass function for Y appears in the
accompanying table.

y 45 46 47 48 49 50 51 52 53 54 55
P (y) 0.5 0.10 0.12 0.14 0.25 0.17 0.06 0.05 0.03 0.02 0.01

1. What is the probability that not all ticketed passengers who show up can be accom-
modated?

2. Suppose you are the third person on the standby list. That means you will get on the
plane after all ticketed passengers and two standbys are accommodated. What is the
probability you will be able to take the flight?

7
Proof. 1. P (Y > 50) = 0.06 + 0.05 + 0.03 + 0.02 + 0.01 = 0.17.

2. In order for the third standby to get on the plane at most 47 can show up.

P (Y ≤ 47) = 0.05 + 0.10 + 0.12 = 0.27.

1.11 Problem

The probability distribution of discrete random variable X is given by

k
P (X = x) = for x = 1, 2, 3.
x+1

1. Find the value of k where k is a constant.

2. Compute P (X = 2).

3. Compute P (X = 2 or X = 3).

Proof. 1. We know that:

n
X
P (Xi ) = 1
i=1

P (1) + P (2) + P (3) =1

k k k
+ + =1
2 3 4
6k + 4k + 3k
=1
12
12
k =
13
x 1 2 3
P (X = x) 6/13 4/13 3/13

2. P (X = 2) = 4/13

3. P (X = 2 or X = 3) = 4/13 + 3/13 = 7/13.

8
1.12 Problem

Let k be a constant and consider the probability distribution function


 kx, x = 1, 2, 3.
P ((X = x) = k(6 − x), x = 4, 5.

0, otherwise.

Find the value of k.

Proof. We know that:

n
X
P (Xi ) = 1
i=1

P (1) + P (2) + P (3) + P (4) + P (5) = 1

k + 2k + 3k + k(6 − 4) + k(6 − 5) = 1
k + 2k + 3k + 2k + k = 1
1
k =
9

1.13 Problem

A shipment of seven television sets contains two defective sets. A hotel makes a random
purchase of three of the sets. If X is the number of defective sets purchased by the hotel,
find

1. the probability distribution of X.

2. the cumulative distribution of X.

3. P (X = 1).

4. P (1 < X ≤ 2).

Proof. Let X be the random variable representing the number of defective sets purchased
by the hotel.

X = 0, 1, 2, Sets =7, Defective =2 and Purchased =3.

9
Therefore   
2 5
 
x 3−x 7
f (x) =   ; where = 35
7 3
3
  
2 5
0 3 2
P (X = 0) = f (0) = =
35 7
  
2 5
1 2 4
P (X = 1) = f (1) = =
35 7
  
2 5
2 1 1
P (X = 2) = f (2) = =
35 7

1. The probability density function of X is

x 0 1 2
P (X = x) 2/7 4/7 4/7

2. The cumulative density function of X is

2
F (0) = f (0) =
7
6
F (1) = f (0) + f (1) =
7
F (2) = f (0) + f (1) + f (2) = 1

Hence 

 0 x<0


 2

0≤x<1
F (x) = 7
 6

 1≤x<2

 17

x≥2

6 2 4
3. P (X = 1) = F (1) − F (0) = − = .
7 7 7
2 5
4. P (0 < x ≤ 2) = F (2) − F (0) = 1 − = .
7 7

10
1.14 Problem

Let X be a discrete random variable with the following PMF



 0.3 for x = 3


 0.2 for x = 5
PX (x) = 0.3 for x = 8



 0.2 for x = 10

0.3 otherwise

Find and plot the CDF of X.

Proof. The CDF is defined by FX (x) = P (X ≤ x). We have



 0 for x<3


 PX (3) = 0.3 for 3≤x<5
FX (x) = PX (3) + PX (5) = 0.5 for 5≤x<8

 P
 X
 (3) + P X (5) + P X (8) = 0.8 for 8 ≤ x < 10

1 for x ≥ 10

1.15 Problem

Consider the following probability mass distribution

x 1 2 3 4
P (x) 0.25 0.5 0.125 0.125

Find a formula for F (x) and sketch its graph.

Proof. The cumulative distribution function is given by



 0 x<1


 0.25 1 ≤ x < 2
F (x) = 0.75 2 ≤ x < 3



 0.875 3≤x<4

1 4 ≤ x.

Its graph is given in following figure.

11
 F (x) = 0.75 2  x < 3
>
>
>
> 0.875 3  x < 4
:
1 4  x.

Its graph is given in Figure 14.3

Figure 14.3

Note thatProblem
1.16 the size of the step at any of the values 1,2,3,4 is equal to the
probability that X assumes that particular value. That is, we have
If the cumulative distribution function of X is given by
Theorem 14.1 
0 x<0


If the range of a discrete random variable


 1 X consists of the values x1 < x2 <

 0≤x<1
· · · < xn then p(x1 ) = F (x1 ) and 
 16
 5 
 1≤x<2
F (x) = 16
p(xi ) = F (xi ) F
(x11i 12),≤ xi <=32, 3, · · · ,n



 16

 15

 3≤x<4

 16
1 x≥4
find the pmf of X.

1 1
Proof. We know that P (xi ) = F (xi ) − F (xi−1 ), i = 2, 3, · · · , n, we get P (0) = , P (1) = ,
16 4
3 1 1
P (2) = , P (3) = and P (4) = and 0 otherwise.
8 4 16

1.17 Problem

The probability distribution of the discrete random variable X is

   x  3−x
3 1 3
f (x) = x = 0, 1, 2, 3.
x 4 4

12
Find the mean of X.

Proof. Let us find the mean of X.

   0  3  3
3 1 3 3 27
f (0) = = =
0 4 4 4 64
   1  2  2
3 1 3 3 3 27
f (1) = = =
1 4 4 4 4 64
   2  1
3 1 3 3×3 9
f (2) = = =
2 4 4 43 64
   3  0
3 1 3 1 1
f (3) = = 3 =
3 4 4 4 64
The value of f (x) are shown in below table

x 0 1 2 3
f (x) 27/64 27/64 9/64 1/64

3
X 27 27 9 1
E(X) = =0× +1× +1× +3×
x=0
64 64 64 64
27 + 18 + 3 3
= = .
64 4

1.18 Problem

An insurance company sells a life insurance policy with a face value of $1000 and a yearly
premium of $20. If 0.1% of the policyholders can be expected to die in the course of a year,
what would be the company?s expected earnings per policyholder in any year?

Proof. Let x= the amount of money earned by the company from an arbitrary (randomly
selected) policyholder in a year.

If the policyholder survives the year, then x = $20.

If the policyholder dies, the company must pay out $1000. This minus the $20 premium
means that the company loses $980.

13
In other words, on this policyholder the company earns -$980 (i.e., x=-$980). The probability
that the policyholder dies (i.e., x = −980) is .001. So the probability that the policyholder
lives (i.e., x = 20) is .999. Therefore, the probability distribution is
x P (x)
20 0.999
-980 0.001
The expected earnings per policyholder are
X
E(x) = xP (x)
= (20)(0.999) + (−980)(0.001)
= 19.98 − 0.98 = 19

The company can expect to earn $19 per policyholder (on the average).

1.19 Problem

In a hamster breeder’s experience the number x of live pups in a litter of a female not over
twelve months in age who has not borne a litter in the past six weeks has the probability
distribution

x 3 4 5 6 7 8 9
P (X = x) 0.04 0.10 0.26 0.31 0.22 0.05 0.02

1. Find the probability that the next litter will produce five to seven live pups.
2. Find the probability that the next litter will produce at least six live pups.
3. Compute the mean and standard deviation of x. Interpret the mean in the context of
the problem.

Proof. 1.

P (5 ≤ X ≤ 7) = P (X = 5) + P (X = 6) + P (X = 7)
= 0.26 + 0.31 + 0.22
= 0.79

2.

P (X ≥ 6) = 1 − P (X < 6)
= 1 − [P (X = 3) + P (X = 4) + P (X = 5)]
= 1 − [0.04 + 0.10 + 0.26]
= 1 − 0.40 = 0.06

14
 3.
9
X
E(X) = xn P (X = xn )
n=3
= (3 × 0.04) + (4 × 0.10) + (5 × 0.26) + (6 × 0.31) + (7 × 0.22) + (8 × 0.05) + (9 × 0.02)
= 5.8

V ar(X) = E(X 2 ) − [E(X)]2

= ((32 )(0.04) + (42 )(0.10) + (52 )(0.26) + (62 )(0.31) + (72 )(0.22) + (82 )(0.05)
+ (92 )(0.02) − [5.8]2
= 35.22 − 33.64
= 1.58

1.20 Problem

An employee is selected from a staff of 10 to supervise a certain project by selecting a tag at

random from a box containing 10 tags numbered 1-10. Find the formula for the probability
distribution of X representing the number on the tag that is drawn. Find the probability
that the number is less than 4. find the mean and variance of this random variable.

Proof. Each number is equally likely, P (X = xi ) = 0.1 for x = 1 − 10.

P (X < 4) = P (X = 1) + P (X = 1) + P (X = 3) = 0.1 + 0.1 + 0.1 = 0.3

Mean,
10
X
µ= xP (x) = 5.5
1
Variance,
V ar(X) = E(X 2 ) − [E(X)]2 = 8.25

1.21 Problem

A salesman of small business computer systems will contact 4 customers during a week.
Each contact can result in either a sale, with probability 0.2, or no sale, with probability
0.8. Assume that customer contacts are independent. If X denotes the number of computer
systems sold during the week.

15
 1. Find the probability distribution of X.

2. Calculate the expected value of X.

3. Show that the variance, V ar(V ) = 32/25.

Proof. 1. The random variable, X, has the following values: 0,1,2,3,4

x 0 1 2 3 4
P (X = x) (0.8)4 4
C1 (0.2)(0.8)3 4
C2 (0.2)2 (0.8)2 4
C3 (0.2)3 (0.8) (0.2)4

16