Random Variable

A random variable is a variable whose possible values are by chance. A random variable is typically represented by an
uppercase letter usually X, while its corresponding lowercase letter in this case, x, is used to represent one of its values.

Random variables can either be discrete or continuous.

A discrete random variable can only take a finite (countable) number of distinct values. Distinct values mean values that
are exact and can be represented by nonnegative whole numbers.

The following are examples of discrete random variables.

1. Let X number of students randomly selected to be interviewed by a researcher. This is a discrete random variable
because its possible values are 0, 1, or 2, and so on.

2. Let Y= number of left-handed teachers randomly selected in a faculty room. This is a discrete random variable because
its possible values are 0, 1, or 2, and so on.

3. Let Z= number of defective light bulbs among the randomly selected light bulbs. This is a discrete random variable
because the number of defective light bulbs, which X can assume, are 0, 1, 2, and so on.

4. Let X = number of women randomly selected in a political rally. This is a discrete random variable because its possible
values are 0, 1, or 2, and so on.

A continuous random variable can assume an infinite number of values in an interval between two specific values. This
means they can assume values that can be represented not only by nonnegative whole numbers but also by fractions and
decimals. These values are often results of measurement.

The following are examples of continuous random variables:

1. Let Y = the weights of randomly selected students in kilograms. This is a continuous random variable because its
values can be between any two given weights. Also, weights are measured using a weighing scale. The weight of a student
for example can be 60.5 kg but due to limits of measuring devices, the measurement is always an approximate. The
weights of students can range from 60 to 61 kg including all the decimal places that come between these two values.

2. Let X = the lengths of randomly selected shoes of senior students in centimeters. The lengths of shoes of the students
can be between any two given lengths. The values can be obtained by using a measuring device, a ruler. Hence, the
random variable y is a continuous random variable.

3. Let Z = the hourly temperatures last Sunday. Z is a continuous random variable because its values can be between any
two given temperatures resulting from the use of a thermometer.

4. Let Y = the heights of daisy plants in the backyard. This is a continuous random variable because its possible values
can be between any two given heights resulting from the use of a measuring tool, a yard stick.

A listing of all possible values of a discrete random variable along with their corresponding probabilities is called a
discrete probability distribution. The discrete probability distribution can be presented in tabular, graphical, or formula
form.

The following properties must be satisfied before a distribution can be considered a discrete probability distribution.

a. The probability of each value of a discrete random variable is between 0 and 1 inclusive.

0 ≤ P(x) ≤ 1

b. The sum of all the probabilities is 1.

Σ P(x)=1

EXAMPLE 1

The given spinner is divided into four sections. Let X be the score where the arrow will stop (numbered as 1, 2, 3, and 4,
in the drawing below).

a. Find the probability that the arrow will stop at 1, 2, 3, and 4.

b. Construct the discrete probability distribution of the random variable X.

 1 2
SOLUTION

Let X= score on the spinner

The probability that the arrow will

stop at any of the 4 divisions is 1 out
of 4 or of 4 or 1/4 1/4 Hence, the
probability of landing on 1 is 1 out rThe probability of landing on 2 is 1 out of 4
or probability of landing on 3 is 1 out of 4 or landing on 4 is also 1 out of 4 or
below: 1/4 1/4 1/4 The and the probability of These probabilities are shown

1 1 1 1
a. P(1) = P(2) = P(3) = P(4) =
4 4 4 4

b. A table similar to the following can be constructed to show the values assumed by the discrete random variable X
and its corresponding probabilities. The discrete probability distribution is presented in tabular form below:

x 1 2 3 4 The first property 0 <= P(x) <= 1 is met. Each of the

P(x) 1 1 1 1 probabilities is greater than 0 but less than 1.
4 4 4 4

The sum of all the probabilities is 1.

∑ P (x) = P(1) + P(2) + P(3) + P(4)

1 1 1 1
= + + +
4 4 4 4
=1

The two requirements for a discrete probability distribution are satisfied. Therefore, the distribution is a discrete
probability distribution.

EXAMPLE 2

When two fair dice are thrown simultaneously, the following are the possible outcomes.

(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)

We define the random variable X as the sum of the two outcomes in throwing the two fair dice simultaneously. The
possible values are 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12.

The probabilities of each of the possible values P(x) are given below:

1
P(2) = P(1,1) =
36
2 1
P(3) = P(1,2) + P(2,1) = =
36 18
 3 1
P(4) = P(1,3) + P(2,2) + P(3,1) = =
36 12
4 1
P(5) = P(1,4) + P(2,3) + P(3,2) + P(4,1) = =
36 9
5
P(6) = P(1,5) + P(2,4) + P(3,3) + P(4,2) + P(5,1) =
36
6 1
P(7) = P(1,6) + P(2,5) + P(3,4) + P(4,3) + P(5,2) + P(6,1) = =
36 6
5
P(8) = P(2,6) + P(3,5) + P(4,4) + P(5,3) + P(6,2) =
36
4 1
P(9) = P(3,6) + P(4,5) + P(5,4) + P(6,3) = =
36 9
3 1
P(10) = P(4,6) + P(5,5) + P(6,4) = =
36 12
2 1
P(11) = P(5,6) + P(6,5) = =
36 18
1
P(12) = P(6,6) =
36
The discrete probability distribution (in tabular form) is given below:

x 2 3 4 5 6 7 8 9 10 11 12
P(x) 1 1 1 1 5 1 5 1 1 1 1
36 18 12 9 36 6 36 9 12 18 36

The first property 0 ≤ P(x) ≤1 is met.

The sum of all the probabilities is 1 so, the second property is also met.

∑ P(x) = P(2) + P(3) + P(4) + P(5) + P(6) + P(7) + P(8) + P(9) + P(10) + P(11) + P(12) )

1 1 1 1 5 1 5 1 1 1 1
= + + + + + + + + + +
36 18 12 9 36 6 36 9 12 18 36
=1

Therefore, the distribution is a discrete probability distribution.

EXAMPLE 3

A discrete random variable X has the following probability distribution:

x 0 1 2 3 4
P(x) 0.1 0.2 ? 0.2 0.2

a. Determine P(2)

SOLUTION

Use the second property of discrete probability distribution to determine P (2).

∑ P (x) = P (0) + P (1) + P (2) + P (3) + P (4)

1 = 0.1 + 0.2 + P (2) + 0.2 + 0.2

1 = 0.7 + P(2)

P (2) = 0.3
The probability histogram is shown below:
P(x)
0.4
0.3
0.2
0.1
x
0 0 1 2 3 4

Mass Function of a Discrete Random Variable

A probability distribution describes the probability of each specific value in a random variable. The probability
distribution of a discrete random variable is called probability mass function (pmf). The pmf of x is denoted by f(x) and
satisfies the following two basic properties.

a. f(x) = P(X = x) ≥ 0 if x ϵ the Support S

b. ∑ f (x ) = ∑ P( X=x )= 1
xϵS xϵS

According to the first property, for every element x in the Support S, all the probabilities must be positive and according
to the second property, the sum of all the probabilities for all possible x values in the Support S must be equal to 1. The
values of the discrete random variable X where f(x) > 0 are called its mass points.

The Support S of a random variable is the set of values that the random variable can take. It contains countably infinite
number of possible values. This means that the elements of S can be put into one-to-one correspondence with the set of
natural numbers.

EXAMPLE 1

Suppose a random variable X can only take the four values (0, 1, 2, and 3). If each value has equal probability, then its
probability mass function is:

1
, if x = 0, 1, 2, or 3
4
f (x) =
0, otherwise

Here the Support, denoted by S, is S = {0, 1, 2, 3}

EXAMPLE 2

Let f(x) = kx for x = 1,2,3,4. Find k so that f (x) satisfies the two properties of being a probability mass function.

SOLUTION
4
∑ f ( x ) = ∑ kx= 1
xϵS
x=1

1 = k(1) + k(2) + k(3) + k(4)

1 = 1k + 2k + 3k + 4k

1 = 10k

1
k=
10
 1
a. For x ϵ {1, 2, 3, 4}, P(X = x) = x > 0.
10
For x ϵ {1, 2, 3, 4}, P(X = x) = 0.

In simplified form,

1
x, if x = 1, 2, 3 or 4
10
f (x) =
0, otherwise

By substitution,

1 3
P(X = 1) = P(X = 3) =
10 10
2 4
P(X = 2) = P(X = 4) =
10 10
Therefore, P(X) ≥ 0

b. To check that the sum of the probabilities is 1, we have:

1 2 3 4 10
∑ P (X = x) = + + + = =1
10 10 10 10 10
Both properties of a probability mass function are satisfied. So, k = 1/10.

The above probabilities can be presented in tabular form:

x 1 2 3 4 A probability mass function may also be presented in graphical form.

The probability histogram for the probability mass function at the left is
shown below. The values of the random variable are plotted on the x-
P(x) 1 2 3 4 axis, while their associated probabilities are plotted on the y-axis.
10 10 10 10 Rectangles with equal width are drawn and centered on each mass points.
The heights of the rectangles are equal to the probabilities.

P(x)
4
10
3
10
2 x
10 1 2 3 4 5

Mean, Variance, and Standard Deviation of a Discrete Random Variable

The mean of a discrete random variable X is also called the expected value of X. It is the weighted average of all
the values that the random variable X would assume in the long run. The discrete random variable X assumes values or
outcomes in every trial of an experiment with their corresponding probabilities. The expected value of X is the average of
the outcomes that is likely to be obtained if the trials are repeated over and over again. The expected value of X is denoted
by E(X).

The mean or expected value of a discrete random variable X is computed using the following formula:

E(X) = ⦋x P(x) ]

where X = discrete random variable

x = outcome or value of the random variable

P(x) = probability of the outcome x

EXAMPLE I
A researcher surveyed the households in a small town. The random variable X represents the number of college graduates
in the households. The probability distribution of X is shown below:

x 0 1 2
P(x) 0.25 0.50 0.25
Find the mean or expected value of X.

SOLUTION

x P(x) x P(x)
0 0.25 0 E(X) = ∑⦋ x P(x)⦌
1 0.50 0.50 = 1.00
2 0.25 0.50
The expected value is 1. So the average number of
∑⦋ x P(x)⦌ = 1.00 college graduates in the household of the small town is
one.

Variance and Standard Deviation of a Discrete Random Variable

The variance of a random variable X is denoted by σ 2. It can likewise be written as Var (X). The variance of a random
variable is the expected value of the square of the difference between the assumed value of random variable and the mean.
The variance of X is:

Var (X) = ∑⦋( x−µ)2P(x)] or σ 2 = ∑⦋(x−µ)2P(x)]

where: x = outcome

µ = population mean

P(x) = probability of the outcome

The larger the value of the variance, the farther are the values of X from the mean. The variance is tricky to
interpret since it uses the square of the unit of measure of X. So, it is easier to interpret the value of the standard deviation
because it uses the same unit of measure of X.

The standard deviation of a discrete random variable X is written as σ. It is the square root of the variance. The
standard deviation is computed as: σ = √ ∑ ⦋ (x−µ)2 P( x)¿ ¿

EXAMPLE

Determine the variance and the standard deviation of the following probability mass function.

x P(x) 1. Find the expected value.

1 0.15
2. Subtract the expected value from each outcome.
2 0.25
Square each difference.
3 0.30
4 0.15 3. Multiply each squared difference by the
5 0.10 corresponding probability.
6 0.05
4. Sum up all the figures obtained in Step 3.

Steps

x P(x) xP(x) x−µ (x−µ)

2 2
( x−µ) P(x)
1 0.15 0.15 - 1.95 3.8025 0.570375
2 0.25 0.50 - 0.95 0.9025 0.225625
3 0.30 0.90 0.05 0.0025 0.000750
 4 0.15 0.60 1.05 1.1025 0.165375
5 0.10 0.50 2.05 4.2025 0.420250
6 0.05 0.30 3.05 9.3025 0.465125
∑⦋xP(x)⦌=2.9 ∑⦋(x−µ)2P(x)] =1.8475
5

E(X) = ∑⦋xP(x)⦌

=2.95
2 2
σ = ∑⦋(x−µ) P(x)]
=1.8475 ≈ 1.85

σ = √ ∑⦋ (x−µ)2 P( x)¿ ¿

= √ 1.8475 = 1.359227 ≈1.36

Alternative Method

The variance of a discrete random variable can also be determined by subtracting the square of its mean from the
summation of the products of the squares of the outcomes and their corresponding probabilities.

Hence, the following formula:

2 2
σ = ∑⦋( x) P(x)] - ¿ ¿
EXAMPLE

Determine the variance and the standard deviation of the following probability mass function:

x 0 1 2 3 4
P(x) 0.1 0.2 0.3 0.3 0.1

SOLUTION

x P(x) xP(x) x2
2
x P( x )
0 0.1 0 0 0
1 0.2 0.2 1 0.2
2 0.3 0.6 4 1.2
3 0.3 0.9 9 2.7
4 0.1 0.4 16 1.6
∑⦋ xP ( x ) ⦌=2.1 ∑⦋( x)2 P(x)] = 5.7

2 2
σ = ∑⦋( x) P(x)] - ¿ ¿
= 5.7 - ¿

= 5.7 – 4.41

= 1.29

σ = √ 1.29 = 1.14
Problems Involving Mean and Variance of Probability Distribution
The mean of a discrete random variable can be thought of as "anticipated" value. It is the average that is expected to be the
result when a random experiment is continually repeated. It is the sum of possible outcomes of the experiment multiplied
by their corresponding probabilities.

Just like in the previous topic, the mean will be called expected value.

EXAMPLE 1

The officers of SJA Class 71 decided to conduct a lottery for the benefit of the less privileged students of their alma mater.
Two hundred tickets will be sold. One ticket will win P5,000 price and the other tickets will win nothing. If you will buy
one ticket, what will be your expected gain?

SOLUTION

1
One ticket will have a gain of P5,000 but the probability of winning will only be or 0.005. The remaining tickets will
200
199
have a gain of P0, and the probability will be or 0.995.
200
x P(x) x P(x)
0 0.995 0
E(X) = ∑ ⦋ xP ( x ) ⦌=25
5000 0.005 25
∑⦋ xP ( x ) ⦌=25 The expected gain is P25.00

EXAMPLE 2

The officers of the faculty club of a public high school are planning to sell 160 tickets to be raffled during the Christmas
party. One ticket will win P3,000. The other tickets will win nothing. If you are a faculty member of the school and you
will buy one ticket, what0 will be the expected value and variance of your gain?

SOLUTION

1
One ticket will have a gain of P3,000 but the probability of winning will only be or 0.00625. The remaining tickets
160
159
will have a gain of P0, and the probability will be or 0.99375.
160
x P(x) xP(x) x 2P(x)
0 0.99375 0 0

3 000 0.00625 18.75 56 250

∑ ⦋ xP ( x ) ⦌=18.75 ∑ ⦋ x2 P ( x ) ⦌=¿56
250

a. E(X) = ∑ ⦋ xP ( x ) ⦌=18.75
b. σ 2 = ∑⦋( x)2 P(x)] - ¿ ¿
= 56 250 - (18.75)2
= 55 898.44

The expected value is P18.75

The variance of your gain is 55,898.44 and it indicates how spread out the values of x are around the mean. Given this
large value, this shows that the values are very far away from each other.