PROBABILITY

RECALL:
 Sample Space: The set of all possible outcomes of a statistical experiment is
called the sample space and is represented by the symbol S.
Each outcome in a sample space is called an element or a member of the
sample space, or simply a sample point. If the sample space has a finite
number of elements, we may list the members separated by commas and
enclosed in braces. Thus, the sample space S, of possible outcomes when a
coin is flipped, may be written S = {H,T}, where H and T correspond to heads
and tails, respectively

 Event: An event is a subset of a sample space.

For any given experiment, we may be interested in the occurrence of certain
events rather than in the occurrence of a specific element in the sample space.
For instance, we may be interested in the event A that the outcome when a die
is tossed is divisible by 3. This will occur if the outcome is an element of the
subset A = {3,6} of the sample space S = {1,2,3,4,5,6}.in the experiment of
tossing a die.

 Probability of an event: The probability of an event A is the sum of the

weights of all sample points in A.
Therefore, 0 ≤ P(A) ≤ 1, P (φ)=0 , and P(S)=1 .

Furthermore, if A1, A2, A3, ... is a sequence of mutually exclusive events,

then

P(A1 ∪A2 ∪A3 ∪···)=P(A1)+P(A2)+P(A3)+···.

Example: A coin is tossed twice. What is the probability that at least 1 head occurs?
Solution: The sample space for this experiment is S = {HH, HT, TH, TT}. If the coin
is balanced, each of these outcomes is equally likely to occur. Therefore, we assign a
probability of ω to each sample point. Then 4ω = 1, or ω =1 /4. If A represents the
event of at least 1 head occurring, then

1 1 1 3
A = {HH, HT, TH} and P(A)=   
4 4 4 4
 RANDOM VARIABLES

Definition: 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.
For example, consider the electronic component testing experiment. The sample
space giving a detailed description of each possible outcome when three electronic
components are tested may be written
S = {NNN, NND, NDN, DNN, NDD, DND, DDN, DDD},
where N denotes non-defective and D denotes defective. One is naturally concerned
with the number of defectives that occur. Thus, each point in the sample space will be
assigned a numerical value of 0, 1, 2, or 3. These values are, of course, random
quantities determined by the outcome of the experiment. They may be viewed as
values assumed by the random variable X, the number of defective items when three
electronic components are tested.
Example 1:
Two balls are drawn in succession without replacement from an urn containing 4 red
balls and 3 black balls. The possible outcomes and the values y of the random variable
Y, where Y is the number of red balls, are

Sample space RR RB BR BB
y 2 1 1 0

TYPES OF RANDOM VARIABLES:

 Discrete random variable

 Continuous random variable
Discrete random variable: A random variable is called a discrete random variable if
its set of possible outcomes is countable i.e, its set of possible outcomes is either finite
or an unending sequence with as many elements as there are whole numbers.
For instance in above example, the random variable Y is discrete because its possible
outcomes are only 0, 1, and 2 i,e., there are only three elements in the set of possible
outcomes.

Continuous random variable: When a random variable can take on values on a

continuous scale, it is called a continuous random variable. In other words, random
variable is called continuous random variable if its set of possible outcomes is
uncountable.
For instance, when one conducts an investigation measuring the distances that a certain
make of automobile will travel over a prescribed test course on 5 litres of gasoline.
Assuming distance to be a variable measured to any degree of accuracy, then clearly
we have an infinite number of possible distances in the sample space that cannot be
equated to the number of whole numbers.
Or, if one were to record the length of time for a chemical reaction to take place, once
again the possible time intervals making up our sample space would be infinite in
number and uncountable. We see now that all sample spaces need not be discrete.
Example 2: Let X be the random variables defined by the heights (in cm) or weights
(in kg) of the students in a particular school. The random variable X can take any
positive values which is uncountable.

Example 3: Let X be the random variable defined by the waiting time, in hours,
between successive speeders spotted by a radar unit. The random variable X takes on
all values x for which x ≥ 0.(i.e., uncountable)

Discrete probability distribution

Definition: The set of ordered pairs  x, f  x   is a probability function, probability
mass function (pmf), 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 

Example 4: Let X be the sum of the upfaces on a roll of a pair of fair 6-sided dice,
each with the number 1 through 6 on it. The sample space is S   i, j  :1  i, j  6 .
1
Because the dice are fair, P  i, j   . The random variable X is X  i, j   i  j
36
Let x be the values of the random variable X, then the possible values of x are 2, 3, 4
5, 6, 7, 8, 9, 10, 11 and 12.
Now,
 1 2
f  2   P  X=2   , f  3  P  X=3  
36 36

3 4
f  4   P  X=4   f  5   P  X=5  
36 36

5 6
f  6   P  X=6   f  7   P  X=7  
36 36

5 4
f  8   P  X=8   f  9   P  X=9  
36 36

3 2
f 10   P  X=10   f 11  P  X=11 
36 36

1
f 12   P  X=12  
36

Thus, the probability distribution of X is

x 2 3 4 5 6 7 8 9 10 11 12
f(x) 1 2 3 4 5 6 5 4 3 2 1
36 36 36 36 36 36 36 36 36 36 36

Question: 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.
Now

C  172 C 1 17  16 68
3
f  0   P  X=0   200
 
2C 20 19 95
3
C  171 C 3 17  2 51
f 1  P  X=1  1
 
20
2C 20 19 190
3
C  170 C 3 2 3
f  2   P  X=2   2
 
20
2C 20 19 190

Thus, the probability distribution of X is

x 0 1 2
f(x) 68 51 3
95 190 190

Cumulative distribution function

There are many problems where we may wish to compute the probability that the
observed value of a random variable X will be less than or equal to some real number
x. Writing F(x)=P(X ≤ x) for every real number x, we define F(x) to be the cumulative
distribution function of the random variable X.
Definition: 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  for -  x  
tx

For instance, in example 4 we have

1 3
F  2  P  X  2  f  2  F  3  P  X  3  f  2   f  3 
36 36

6
F  4   P  X  4   f  2   f  3  f  4  
36

10
F  5   P  X  5   f  2   f  3  f  4   f  5   and so on.
36
So, the cumulative distribution function of X is
  
 
0 , x2 
1 
 36 , 2 x3 
1 
 , 2 x3 
 36 
3 
 , 3 x  4 
 36 
6 
 , 4 x5 
 36 
10 , 5  x  6 
 36
 
 15 
FX   ,6 x7 
 36 
 21 
 36 ,7  x  8 
 
 26 ,8  x  9 
 36 
 
 30 ,9  x  10 
 36 
 33 
 ,10  x  11
 36 
 35 
 ,11  x  12 
 36 
 36 
 36 =1 , x  12 


Probability function in graphic form

Suppose we find probability mass function of a discrete random variable X as

x 0 1 2 3 4
f(x) 1 4 6 4 1
16 16 16 16 16

And its cumulative distribution function is given by

 0, for x  0
1
 , for 0  x  1
16
5
 , for 1  x  2
16
F  x    11
16 , for 2  x  3

15 , for 3  x  4
16

16  1, for x  4
16
Continuous probability function

Definition: (Probability Density function): The function f(x) is a probability

density function (pdf) for the continuous random variable X, defined over the set of
real numbers, if

1. f  x   0, for all x  R

2.  f  x  dx  1

b
3. P  a  X  b    f  x  dx
a

Example 5: Suppose that the error in the reaction temperature, in ◦C, for a controlled
laboratory experiment is a continuous random variable X having the probability
density function

 x2 
 ,  1  x  2, 
f  x   3 
0, elsewhere 


(a) Verify that f  x  is a density function.

(b) Find P  0  X  1

Solution: We use above definition.

(a) Obviously, f  x   0 .

To verify condition 2 of above definition, we have

 2
x2 x3 2 8 1
 f  x  dx  3 dx  |1    1
 1
9 9 9

(b) Using formula 3 in above definition, we obtain

1
x2 x3 1 1
P  0  X  1   dx  |0 
0
3 9 9
Cumulative distribution function:
Definition: The cumulative distribution function F(x) of a continuous random
variable X with density function f  x  is

x
F  x  =P  X  x    f  t  dt , for -  x  


Note: As an immediate consequence of above definition, one can write the two results

 P  a  X  b  F b  F  a 
d F x
 f  x  , if the derivatives exists.
dx

Example 6: For the density function of Example 5, find F(x), and use it to evaluate
P  0  X  1

Solution : For 1  x  2 ,
x x
t2 t 3 x x3  1
F x   f  t  dt  3 dt  | 1 
 1
9 9

Therefore,

0, x  1 
 3 
 x 1 
F x   , -1  x  2 
 9 
1, x  2 

The cumulative distribution function F(x) is expressed in Figure 3.6. Now

2 1 1
P  0  X  1  F 1  F  0    
9 9 9