Chapter 8 : Random Variables MATHSTAR

Discrete Random Variables Continuous Random Variables

1. If X is a discrete random variable, then 1. If X is a continuous random variable, then the probability
• 0  P ( X = xi )  1 density function,
• k P (X = x ) = 1 • f ( x)  0
 i
• 
 f ( x )dx = 1
i =1

2. Cumulative distribution function of discrete −

random variables, x 2. Cumulative distribution function of continuous random
F ( x ) = P ( X  x )=  P ( X = x ) variables, x

x1
F ( x ) = P ( X  x ) =  f ( x ) dx
−
3. Expected Value, E ( X )
n 3. Expected Value, E ( X )
• E ( X ) =  xi P ( X = xi )
• E ( X ) = xf ( x )dx

i =1

• E  aX + b = aE ( X ) + b −

• E  aX + b = aE ( X ) + b
4. Variance,  2
• Var( X ) = E ( X 2 ) −  E ( X ) 2 4. Variance,  2
 
• Var ( X ) = E ( X 2 ) −  E ( X )  =  x 2 f ( x ) dx −  xf ( x ) dx
2
• Var ( aX + b ) = a Var( X )
2

− −

Var ( aX + b ) = a 2Var( X )
5. The mode is the value of x such that
•
P ( X = x ) has the highest value.

5. The mode is the value of x such that the probability

6. The median is the value when P ( X  m ) = 1
2 density function ,f(x) has the highest value.
m
1
6. The median is the value when P ( X  m ) =
 f ( x ) dx = 2
−

NO QUESTIONS ANSWERS
1. The probability distribution function of a discrete random variable Y
is given by P (Y = y ) = cy 2 for y = 0,1, 2,3, 4 . Given that c is a 1
30
constant, find the value of c.

2. (a) 0.2
w −3 −2 −1 0 1
(b) 0.65
P(W=w) 0.1 0.25 0.3 0.15 d (c) 0.35
(d) 0.15
The discrete random variable W has probability distribution as
(e) – 1
shown. Find ;
(f) − 1
(a) the value of d (b) P ( −3  W  0 ) (c) P (W  −1)
(g) −0.9
(d) P ( −1  W  1) (e) mode (f) median (h) 1.59
(g) E(W) (h) Var(W) (i) standard (i) 1.261
deviation

SM025 Session 2022/2023

Chapter 8 : Random Variables MATHSTAR

3.
Let X be a continuous random variable with the following
1
probability density function and m is a constant. (a)
8
 mx 0 ,x0
 2 , 0 x 4
1
  x2
f ( x ) =  2m , 4 x6  32
, 0 x4
0 F ( x) = 

, otherwise (b)  1  1 x - 1 ,4 x6
  2  2 


1 ,x6
Find : (a) the value of m.
(b) the cumulative distribution function F(x). 5
(c) P ( 2  X  5) (c)
8
(d) median (d) 4

The continuous random variable X has probability density function

4. given by
 1
 4 , 0 x2

x 3
f ( x) =  − , 2 x3
2 4
 0 , otherwise (a) 1.7917


Find (b) 0.8316
(a) E ( X )
(c) 0.9119
(b) Var ( X )
(c)The standard deviation.

1 3
5. X is a continuous random variable with cumulative distribution (a) a= ,b = −
20 10
function defined as follows.

,x2
1
0  20 , 2 x 4

 ax − 1 , 2  x  4 
1

F ( x) = 
10 (b) f ( x) =  , 4  x  13
x
 + b , 4  x  13 10
 10 0 , otherwise
1 
 , x  13 

Find 1
(a) the values of a and b, (c)
4
(b) the probability density function,
(c) P ( 3  x  6 )

SM025 Session 2022/2023