Types of Random Variables

Valentino Risali
February 2023

1 Discrete Random Variable

1.1 Uniform (discrete) random variable
Suppose that X is the outcome when we roll a fair six-sided die, then X =
1
{1, 2, 3, 4, 5, 6} and p(x) = , x = 1, 2, 3, 4, 5, 6. If we see, all values of p(x)
6
are same. A random variable with this probability distribution is called
uniform (discrete) random variable.

Definition 1. A random variable X which has values x1 , x2 , ..., xn is said to

have uniform (discrete) probability distribution with parameters n, denoted
1
by U (n), if P (X = x) = , x = x1 , x2 , ..., xn .
n
Check: Σx∈X P (X = x) = 1.

Example 1. 1. Random variable X of the outcome when we roll a fair

six-sided die is an uniform (discrete) random variable.

2. In an experiment of rolling two fair six-sided dice, define a random

variable Y such that every element in sample space is assigned into a
unique value, that is, if s ̸= t, then X(s) ̸= X(t). Then X is a uniform
(discrete) random variable.

3.

1.2 Binomial Probability Distribution

Consider the experiment of flipping an identical coins three thrice with P (H) =
1
. We want to find the probability of getting exactly 2 heads. If the outcomes
3
are assumed independent.

1
Definition 2. A binomial experiment is one that has the following properties:

1. The experiment consists of n identical trials.

2. Each trial results in one of 2 outcomes, called a "Success" (S) and

"Failure" (F)

3. The probability of "Success" on a trial is p and the remains same for

trial to trial. The probability of "Failure" is q = 1 − p.

4. The outcomes of the trials are independent.

5. The random variable X is the number of "Success" in n trials.

Remark 1. • The number of ways of obtaining x success in n trials is

n!
n Cx = .
(n − x)!.x!

• 1. f (x) ≥ 0 for every x,

2. Σx∈S f (x)dx = 1.

Consider the experiment of flipping three fair coins. probability of getting

exactly 2 heads. First, we need to analyze whether this experiment fulfills
the properties.

1. The experiment consists of n identical trials. Every trial is flipping

same coin.

2. Each trial results in one of 2 outcomes, called a "Success" (S) and "Fail-
ure" (F): because we need to determine probability of getting exactly
2 heads, we set head as success.

3. The probability of "Success" on a trial is p and the remains same for

trial to trial. The probability of "Failure" is q = 1 − p. In this case
1 2
p = and q = .
3 3
4. The outcomes of the trials are independent: every trial does not affect
other trials.

5. The random variable X is the number of "Success" in n trials: we find

exactly 2 successes.

2
 Note that the sample space is

S = {HHH, HHT, HT H, T HH, T T H, T HT, HT T, T T T }.

Define random variable X as the number of head(s). For X = 2, the

probability of exactly 2 heads is P (X = 2) = P ({HHT, HT H, T HH}) =
P (HHT ) + P (HT H) + P (T HH).
Then
1 1 2
P (HHT ) = P (H).P (H).P (T ) = . . = p2 q.
3 3 3
1 2 1
P (HT H) = P (H).P (T ).P (H) = . . = p2 q.
3 3 3
2 1 1
P (T HH) = P (T ).P (H).P (H) = . . = p2 q.
3 3 3
Hence, P (X = 2) = p q + p q + p q = 3p q.
2 2 2 2

Definition 3. A random variable X is said to have binomial probability

distribution with parameters (n, p) if

C px (1 − p)n−x , x = 0, 1, ..., n, 0 ≤ p ≤ 1
P (X = x) = n x
0 , otherwise
where n = total of trials and p = probability of success.
Check:
Example 2. Four fair coins are flipped. If the outcomes are assumed in-
dependent, determine the probability that a head and 3 tails are obtained.
Solution:
Let X be the number of heads ("successes") that appear. Then X has bino-
mial probability distribution with parameters n = 4 and p = 21 .
1 1
P (X = 1) =4 C1 ( )1 ( )3 .
2 2
The probability that at most 2 heads are obtained:

P (X ≤ 2) = P (X = 0) + P (X = 1) + P (X = 2).

Example 3. It is known that screws produced by a certain machine will be

defective with probability 0.1 independently of each other. If we randomly
pick 10 screws produced by this machine, what is the probability that at least
two screws will be defective?
Theorem 1. For binomial random variable X with parameter (n, p), then
E[X] = np and V ar[X] = np(1 − p).

3
1.3 Poisson probability distribution
Definition 4. A discrete random variable X is said to follow the Poisson
probability distribution with parameter λ > 0, denoted by P oi(λ), if
e−λ .λx
P (X = x) = f (x, λ) = ,
x!
for x = 0, 1, 2, ....
Check:
Example 4. Let X be a Poisson random variable with λ = 0.5. Find
• P (X = 1),
• P (X ≤ 2),
• P (X ≤ 3).
Properties 1. For Poisson random variable X with parameter λ, then E[X] =
λ and variance of a Poisson Random Variable is V ar[X] = λ.

1.4 Hypergeometric
Hypergeometric Probability Experiment:
1. An outcome on each trial of an experiment is classified into one of two
mutually exclusive categories—a success or a failure.
2. The random variable is the number of successes in a fixed number of
trials.
3. The trials are not independent.
4. Assume we sample from a finite population without replacement (prob-
ability of a success changes for each trial) and size of the sample n is
more than 5% of the size of the population N. So, the .
Definition 5. The probability distribution of Hypergeometric is
S Cx .N −S Cn−x
P (x) = .
N Cn

where
N is the size of the population.
S is the number of successes in the population.
x is the number of successes in the sample.
n is the size of the sample or the number of trials.

4
Example 5. PlayTime Toys Inc. employs 50 people in the Assembly De-
partment. Forty of the employees belong to a union and 10 do not. Five
employees are selected at random to form a committee to meet with manage-
ment regarding shift starting times. What is the probability that four of the
five selected for the committee belong to a union?
Solution
• The population: the 50 Assembly Department employees.

• An employee can be selected for the committee only once (without

replacement).

• The probability of selecting a union employee changes from one trial

to the next. T

• he hypergeometric distribution is appropriate for determining the prob-

ability.
N = 50, the number of employees. S = 40, the number of union em-
ployees. x = 4, the number of union employees selected. n = 5, the number
of employees selected. The probability four of the five committee members
belong to a union.

40 C4 .10 C1
P (X = 4) = .
50 C5

Example 6. Horwege Discount Brokers plans to hire five new financial an-
alysts this year. There is a pool of 12 approved applicants, and George Hor-
wege, the owner, decides to randomly select those who will be hired. There
are eight men and four women among the approved applicants. What is the
probability that three of the five hired are men?

1.5 Geometric
Suppose that there n independent trials with two possible outcomes "success"
and "failed". The probability of success is p and probability of failure is
q = 1 − p. Let X be the number of trials required until the first success
happened. In other word, there are n − 1 failures. Since the trials are
independent, P (F F...F S) = P (F ).P (F )....P (F ).P (S) = (1 − p)n−1 p.
Definition 6. This random variable is said to have Geometric probability
distribution and its PMF is f (n) = P (X = n) = (1 − p)n−1 p, n = 1, 2, 3, ...
Check:

5
Example 7. Consider the experiment tossing a coin repeatedly until a head
comes up with sample space S = {H, T H, T T H, ...}. Let X denotes the
random variable that is defined as the sum of toss(es) until a head comes up.
PMF: f (x) = (1 − p)x−1 p, x = 1, 2, 3, ... where p is the probability of Head.
Suppose that p = 0.5. Then f (x) = P (X = x) = (0.5)x−1 .(0.5) = (0.5)x .

Properties 2. For geometric random variable X with parameter p, then

1−p
E[X] = 1/p and V ar[X] = .
p2

1.6 The Uniform Continuous Random Variable

Definition 7. A random variable X is said to have a uniform probability
distribution on the interval (α, β) if its PDF is given by

1
,α < x < β

f (x) = β−α
 0 , otherwise
Rβ 1
Check: α
dx = 1.
β−α
Example 8. Southwest Arizona State University provides bus service to stu-
dents while they are on campus. A bus arrives at the North Main Street and
College Drive stop every 30 minutes between 6 a.m. and 11 p.m. during
weekdays. Students arrive at the bus stop at random times. The time that a
student waits is uniformly distributed from 0 to 30 minutes. Determine the
probability a student will wait

1. between 0 and 20 minutes

2. between 10 and 20 minutes

3. more than 25 minutes

4. EXACTLY 15 minutes

1.7 Exponential Random Variable

Definition 8. A random variable X is saidto have an exponential probability
λe−λx , x ≥ 0
distribution if its PDF is given by f (x) = , λ > 0(Why?).
0 ,x < 0

6
 Check:
Z ∞ Z t
−λx
λe dx = λ lim e−λx dx
0 t→∞ 0
1
= λ lim [− e−λx ]t0
t→∞ λ
= − lim e−λt − 1
t→∞
= 1.

2 Continuous Random Variables

2.1 Normal Random Variable
The characteristics of normal probability distribution :
1. It is bell-shaped and has a single peak at the center of the distribution.
The arithmetic mean, median, and mode are equal and located in the
center of the distribution.
2. The total area under the curve is 1.00. Half the area under the normal
curve is to the right of this center point and the other half, to the left
of it.
3. It is symmetrical about the mean. If we cut the normal curve vertically
at the center value, the shapes of the curves will be mirror images. Also,
the area of each half is 0.5.
4. The curve gets closer and closer to the X-axis but never actually touches
it. To put it another way, the tails of the curve extend indefinitely in
both directions.
The number of normal distributions is unlimited, each having a different
mean (µ), standard deviation (σ), or both. While it is possible to provide
a limited number of probability tables for discrete distributions such as the
binomial and the Poisson, providing tables for the infinite number of normal
distributions is impractial.
One member of the family can be used to determine the probabilities for
all normal probability distributions. It is called the standard normal prob-
ability distribution. Any normal probability distribution can be converted
into a standard normal probability distribution by subtracting the mean from
each observation and dividing this difference by the standard deviation. The
x−µ
results are called z values or z scores: z =
σ
7
Example 9. Rideshare services are available internationally where a cus-
tomer uses a smartphone app to request a ride. Then, a driver receives the
request, picks up the customer, and takes the customer to the desired loca-
tion. No cash is involved; the payment for the transaction is handled digitally.
Suppose the weekly income of rideshare drivers follows the normal probability
distribution with a mean of $1000 and a standard deviation of $50. Deter-
mine the probability of selecting a driver whose weekly income is

1. between $1, 000 and $1, 100 ?

2. more than $1, 100 ?
3. more than $950
4. between $1, 020 and $1, 037.5
5. between $950 and $1, 037.5
6. less than $962.5

3 Discussion
1. A consulting group believes that 70 percent of the people in a certain
county are satisfied with their health coverage. Assuming that this is
true, find the probability that in a random sample of 15 people from
the county:
(a) Exactly 10 are satisfied with their health coverage, and interpret.
(b) Not more than 10 are satisfied with their health coverage, and
interpret.
(c) What is the expected number of people out of 15 that are satisfied
with their health coverage?
2. Find the CDF, expectation and variance of uniform continuous random
variable X.
3. The time, in hours, during which a bulb is operational is a random
variable that follows the distribution
( 1
e−x/160 , 0 ≤ x
f (x) = 160
0 , otherwise

What is the probability that a bulb will be operational for

8
 (a) Less than 40 hours?
(b) Between 60 and 160 hours?
(c) More than 200 hours?
(d) Find the CDF.

4. A professor in a large statistics class has a grading policy such that only
the 15 percent of the students with the highest scores will receive the
grade A. The mean score for this class is 72 with a standard deviation of
6. Assuming that all the grades for this class follow a normal probability
distribution, what is the minimum score that a student in this class has
to get to receive an A grade?