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Lecture 3

This document contains lecture notes on random variables and probability distributions. It defines discrete and continuous random variables and probability distributions. It also provides examples of classifying random variables as discrete or continuous, and examples of determining probability distributions and calculating probabilities. The document focuses on introducing fundamental concepts relating to random variables, probability distributions, and calculating probabilities.

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ERICKSON CAUYAO
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65 views

Lecture 3

This document contains lecture notes on random variables and probability distributions. It defines discrete and continuous random variables and probability distributions. It also provides examples of classifying random variables as discrete or continuous, and examples of determining probability distributions and calculating probabilities. The document focuses on introducing fundamental concepts relating to random variables, probability distributions, and calculating probabilities.

Uploaded by

ERICKSON CAUYAO
Copyright
© © All Rights Reserved
Available Formats
Download as DOC, PDF, TXT or read online on Scribd
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Mindanao State University

Fatima, General Santos City

ES 85 – Lecture Notes

Random Variables and Probability Distributions

Definition 2.1
A random variable is a function that associates a real number with each element in the sample space.

Definition 2.2
If a sample space contains a finite number of possibilities or an unending sequence with as many as
elements as there are whole numbers, it is called a discrete sample space.

Definition 2.3
If a sample space contains an infinite number of possibilities equal to the number of points on a line
segment, it is called continuous sample space.

Problem
Classify the following random variables as discrete or continuous.
X: the number of automobile accidents per year in Virginia
Y: the length of time to play 18 holes of golf.
M: The amount of milk produce yearly by a cow.
N: the number of eggs laid each month by a hen.
P: the number of building permits issued each month by a hen.
Q: the weight of grain produce per acre.

Definition 2.4
The set of ordered pairs (x, f(x)) is a probability functions, probability mass function, or probability
distribution of the discrete random variable X, if for each possible outcome x,

1. f(x)  o.
2. f(x) = 1.
3. P(X = x) = f(x)

Defnition 2.5

The cumulative distribution F(x) of a discrete random variable X with probability distribution f(x) is given
by

F ( x)  P ( X  x)   f (t ) for - <x < .


tx

1
Definition 2.6

The function f(x) is a probability density function for the continuous random variable X, defined over the
set of real numbers R, if

1. f(x)  0, for all x  R.


2.  f  x  dx  1.


3. P a  X  b    f  x  dx.


Definition 2.7

The cumulative distribution F(x) of continuous random variable X with density function f(x) is given by

F ( X )  P X  x    f (t ) dt for - <x < .


Problems

1. Determine the value of c so that each of the following functions can serve as a probability
distribution of the discrete random variable X:
a. f(x)=c(x2 + 4) for x = 0, 1, 2, 3;
 2  3 
b. f ( x)  c   for x = 0, 1, 2
 x  3  x 
2. The shelf life, in days, for bottles of a certain medicine is a random variable having the
density function

 20
 ,
f ( x )    x  100 2 x>0
 0,

Find the probability that a bottle of this medicine will have a shelf life of

a. at least 200 days


b. anywhere from 80 to 120 days.
3. A shipment of7 television sets containing 2 defective sets. A hotel makes a random purchase
of 3 of the sets. If x is the number of defective sets purchased by the hotel, find the
probability distribution of X.

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