L1 Random Variables and Probability Distribution PDF
L1 Random Variables and Probability Distribution PDF
KNOWLEDGE ENRICHMENT
A. LEARNING OBJECTIVES
At the end of the lesson, you should be able to:
Understand random variables.
Compute probabilities corresponding to a given random variable.
Internalize the importance of the topic in real-life.
B. INTRODUCTION
In Statistics and Probability, random variables and probability distributions are
fundamental topics. When experimenting, we are interested not only in the
possible values for the random variable but also in the probabilities associated
with these values. This unit’s study of random variables introduces us to some
highly intriguing real-world probability concerns, so let us get started to learn.
C. LESSON PROPER
Before you proceed with this lesson, you should be able to identify the elements
of a set and the domain, and the range of a function.
Consider the set of colors in a rainbow. The elements of that set are red,
orange, yellow, green, blue, indigo, and violet. All of those elements
constitutes the sample space of that set. Sample space is the set of all
possible outcomes in an experiment and its element is called event.
Recall that the domain of a function is the set of values of 𝑥 while the range
is the set of values of 𝑦. For example, the set of ordered pairs
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{(1,3),(2,4),(5,7),(6,8)} is a function with domain {1,2,5,6} and the range
{3,4,7,8}.
Example 1: Consider a random experiment of tossing a fair coin three times. In this
scenario , the domain can be defined as the set of all possible outcomes of the
experiment and the range of the random variable as the total number of tails that
comes out after tossing a coin three times.
Let Y be the number of tails in the tossing of a fair coin three times (the random
variable)
For each element in the domain, there is a corresponding value for the random
variable 𝑌. The specific value of a random variable is denoted by small letter 𝑦. The
domain and range of the random variable 𝑌 are shown in the table below:
2
A discrete random variable can only take a finite (countable) or infinitely
countable number of distinct values. Distinct values mean values that are exact
and can be represented by nonnegative whole numbers.
Explanation: The samples above are discrete random variable because their
possible values are 0, 1, 2, and so on.
Explanation: Because their probable values can be between any two given (1)
heights, (2) weights, and (3) temperatures arising from the use of measuring tool,
the given samples are continuous random variables.
TIP
Discrete random variables can have infinite values in some instances.
The experiment, for example, counts the number of grains of sand on
beaches. Although experimenting would be impractical and pointless,
the type of random variable it would generate is discrete.
With this in mind, your variables should be Specific, Measurable,
Attainable, Realistic, and Timely when used in research (SMART).
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Let us take a look at the Probability Distribution of a Discrete Random
Variable.
A listing of all possible values of a discrete random variable along with their
corresponding probabilities is called discrete probability distribution. It can be
displayed as a table, a graph (forms probability histogram), or a formula.
Example 2: A box contains 4 red balls and 3 black balls. An experiment is done
such that two balls are drawn one after another without replacement. If 𝑋 is the
random variable that gives the number of red balls, find the probability of the
random variable 𝑋, and construct its probability distribution and histogram.
Steps Solution
1. Determine the sample The sample space is {RR, RB, BR, BB}. There
space. are four elements in the sample space.
Sample Space 𝑋 𝑥
RR 2
RB 1
BR 1
BB 0
2. Calculate the probability 1
𝑃(𝑥 = 0) = 𝑃(𝐵𝐵) = = 0.25
of the random variable. 4
1+1 2
𝑃(𝑥) =
𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑜𝑐𝑐𝑢𝑟𝑒𝑛𝑐𝑒 𝑜𝑓 𝑎𝑛 𝑒𝑣𝑒𝑛𝑡
𝑃(𝑥 = 1) = 𝑃(𝑅𝐵 𝑜𝑟 𝐵𝑅) = = = 0.50
𝑡𝑜𝑡𝑎𝑙 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑝𝑜𝑠𝑠𝑖𝑏𝑙𝑒 𝑜𝑢𝑡𝑐𝑜𝑚𝑒𝑠 4 4
1
𝑃(𝑥 = 2) = 𝑃(𝑅𝑅) = = 0.25
4
3. Construct a table for the 𝑥 0 red ball 1 red ball 2 red balls
probability distribution. 𝑃(𝑥) 0.25 0.50 0.25
4
4. Illustrate that the two 1. The first property 0 ≤ 𝑃(𝑥) ≤ 1 is met
properties are satisfied. because each probabilities is greater
than 0 but less than 1.
2. The sum of all probabilities is 1.
∑𝑃(𝑥) = 𝑃(0) + 𝑃(1) + 𝑃(2)
∑𝑃(𝑥) = 0.25 + 0.50 + 0.25
∑𝑃(𝑥) = 1
5. Create the 0.6
corresponding 0.5
histogram with the x- 0.4
axis as the expected
P(x)
0.3
outcome and y-axis as 0.2
the probability of each 0.1
outcome. 0
0 1 2
x
Example 3: The spinner below is divided into seven sections. Let 𝑆 be the score
where the arrow will stop (numbered as 1, 2, 3, 4 in the drawing below). Find the
probability of the random variable 𝑆 and construct its probability distribution and
histogram.
Steps Solution
1. Determine the sample The sample space is {1, 2, 3, 4}. There are four
space. elements in the sample space.
Sample Space 𝑆 𝑠
1 1
2 1
3 2
4 3
5
2. Calculate the probability 1
𝑃(𝑆 = 1) = = 0.14
of the random variable. 7
1
𝑃(𝑆 = 2) = = 0.14
𝑃(𝑥) =
𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑜𝑐𝑐𝑢𝑟𝑒𝑛𝑐𝑒 𝑜𝑓 𝑎𝑛 𝑒𝑣𝑒𝑛𝑡 7
𝑡𝑜𝑡𝑎𝑙 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑝𝑜𝑠𝑠𝑖𝑏𝑙𝑒 𝑜𝑢𝑡𝑐𝑜𝑚𝑒𝑠 2
𝑃(𝑆 = 3) = = 0.29
7
3
𝑃(𝑆 = 4) = = 0.43
7
3. Construct a table for the 𝑠 1 2 3 4
probability distribution. 𝑃(𝑆) 0.14 0.14 0.29 0.43
4. Illustrate that the two 1. The first property 0 ≤ 𝑃(𝑥) ≤ 1 is
properties are satisfied. met because each probabilities is
greater than 0 but less than 1.
2. The sum of all probabilities is 1.
∑𝑃(𝑆) = 𝑃(1) + 𝑃(2) + 𝑃(3) + 𝑃(4)
∑𝑃(𝑆) = 0.14 + 0.14 + 0.29 + 0.43
∑𝑃(𝑆) = 1
5. Create the corresponding 0.5
histogram with the x-axis 0.4
as the expected outcome 0.3
P(x)
1. For every element 𝑥 in the support S, all the probabilities must be positive.
𝑓(𝑥) = 𝑃(𝑋 = 𝑥) ≥ 0 𝑖𝑓 𝑥 ∈ 𝑡ℎ𝑒 𝑆𝑢𝑝𝑝𝑜𝑟𝑡 𝑆
2. The sum of all probabilities for all possible 𝑥 values in the Support 𝑆 must
be equal to 1.
∑ 𝑓(𝑥) = ∑ 𝑃(𝑋 = 𝑥) = 1
𝑥∈𝑆 𝑥∈𝑆
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A random variable’s Support S is the range of values that the variable can take. It
has infinite number of possible values. The values of the discrete random variable
𝑋 where 𝑓(𝑥) > 0 are called its mass points.
Example 4: Suppose a random variable 𝑋 can only take the four values {0, 1, 2, 3}.
If each value has equal probability, then its probability mass function is:
1
𝑓(𝑥) = {4 𝑖𝑓 𝑥 = 0,1,2, 𝑜𝑟 3
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Here the support, denoted by 𝑆 is 𝑆 = {0, 1, 2, 3}.
Example 5: Consider the given pmf below and show that 𝑃(𝑋 = 𝑥) is indeed a
probability mass function.
1
𝑓(𝑥) = 𝑃(𝑋 = 𝑥) = {6 𝑥, 𝑖𝑓 𝑥 ∈ {1, 2, 3}
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Steps Solution
1. Check if all the 1
𝑃(𝑋 = 𝑥) = 𝑥 > 0 𝑓𝑜𝑟 𝑥 ∈ {1, 2, 3} 𝑎𝑛𝑑
probabilities are positive. 6
𝑃(𝑋 = 𝑥) = 0 𝑓𝑜𝑟 𝑥 ∉ {1, 2, 3}
The nonnegative property of the probability
mass function is satisfied.
2. Get the sum of the 3
probabilities. ∑ 𝑃(𝑋 = 𝑥) = 𝑃(𝑋 = 1) + 𝑃(𝑋 = 2) + 𝑃(𝑋 = 3)
𝑥=1
1 1 1
= (1) + (2) + (3)
6 6 6
1 2 3
= + +
6 6 6
6
=
6
=1
The property that the sum of the
probabilities is equal to 1 is satisfied.
3. Draw a conclusion. The two basic properties were met, hence,
𝑃(𝑋 = 𝑥) is indeed a probability mass
function.
Here the support, denoted by 𝑆 is 𝑆 = {1, 2, 3}.