Lu8 Random Variables (Students Version)
Lu8 Random Variables (Students Version)
LU 8: RANDOM VARIABLES
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8.1 INTRODUCTION TO RANDOM
VARIABLES PRP1046 MATHEMATICS 2
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Learning Outcomes PRP1046 MATHEMATICS 2
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Definition PRP1046 MATHEMATICS 2
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Discrete and Continuous Variables PRP1046 MATHEMATICS 2
Discrete Continuous
Random variables whose values Random variables whose values are
can be arranged in a finite list and continuum of real numbers such as
can be counted. an interval and cannot be counted.
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EXAMPLE 1 PRP1046 MATHEMATICS 2
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8.2 DISCRETE RANDOM VARIABLE PRP1046 MATHEMATICS 2
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Learning Outcomes PRP1046 MATHEMATICS 2
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Properties PRP1046 MATHEMATICS 2
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EXAMPLE 2 PRP1046 MATHEMATICS 2
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PRP1046 MATHEMATICS 2
TTT 0
TTH
THT 1
a) Construct a probability
HTT distribution table for 𝑋.
THH
HTH 2 b) Show that the sum of
HHT
probability of all x is equal to 1.
HHH 3
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EXERCISE 1 PRP1046 MATHEMATICS 2
In a Recreation club, 20% of its members always pay the club membership fee
early. Three names are randomly selected from the club members list and
checked to see whether they paid their fees early or not.
a) If 𝐸 represents the members who pay early and 𝐿 represents the members
who pay late, what is the sample space for the selection?
b) 𝑌 is the random variable which represents the number of members who pay
early.
(i) Find the possible values of 𝑌.
(ii) Show that 𝑌 is a discrete random variable.
Ans: a) LLL, LLE, LEL, ELL, EEL, ELE, LEE, EEE , b)i) 0, 1, 2, 3 14
EXAMPLE 3 PRP1046 MATHEMATICS 2
7−𝑐
𝑃 𝐶=𝑐 =
10
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EXAMPLE 4 PRP1046 MATHEMATICS 2
0.3 , 𝑡=3
0.2 , 𝑡 = 1 ,4
𝑓 𝑡 =
0.1 , 𝑡 = 2 ,5 ,6
0 , 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
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EXAMPLE 5 PRP1046 MATHEMATICS 2
𝑓 𝑥 = 𝑘𝑥 8 − 𝑥
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EXERCISE 2 PRP1046 MATHEMATICS 2
𝑤 2 −1
Given that 𝑃 𝑊 = 𝑤 = for 𝑤 = 1, 2, 3, 6.
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𝑐 𝑞+1 ,𝑞 = 1 ,3 ,5
𝑔 𝑞 =൝
where 𝑐 is a constant. 𝑐 𝑞−1 2 , 𝑞 = 4,6
1
a) Show that 𝑐 = .
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b) Hence find
(i) 𝑃 2 < 𝑄 < 4
(ii) 𝑃 𝑄 − 2 ≤ 2
c) What is the probability that 𝑄 is an even number?
d) What is the mode?
Ans: b)i) 2/23 b)ii) 15/46 c) 17/23 d) 6 19
Cumulative Distribution Function for
Discrete Random Variables PRP1046 MATHEMATICS 2
𝑭 𝒙 = 𝑷 𝑿 ≤ 𝒙 = 𝑷 𝑿 = 𝒖
𝒖≤𝒙
where the sum on the right-hand side includes all the values of 𝑢,
𝑢 ≤ 𝑥.
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Important Properties PRP1046 MATHEMATICS 2
For all 𝑎 ≤ 𝑏,
a) 𝐹 𝑎 = 0 and 𝐹 𝑏 = 1
b) 𝑃 𝑎 < 𝑥 ≤ 𝑏 = 𝐹 𝑏 − 𝐹(𝑎)
c) If 𝑚 is a median of a discrete random variable, then
𝐹 𝑚 = 𝑃 𝑥 ≤ 𝑚 = 0.5
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EXAMPLE 6 PRP1046 MATHEMATICS 2
𝑋 1 2 3 4 5
𝑃 𝑋=𝑥 0.10 0.25 0.25 0.32 0.08
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EXERCISE 4 PRP1046 MATHEMATICS 2
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EXAMPLE 7 PRP1046 MATHEMATICS 2
𝑹 1 2 3 4 5
𝐹(𝑟) 0.34 0.46 0.73 0.79 1
Find
a) 𝑃 𝑅 = 2
b) 𝑃 𝑅 > 3
c) 𝑃 2 < 𝑅 < 5
d) the median
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EXAMPLE 8 PRP1046 MATHEMATICS 2
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EXERCISE 5 PRP1046 MATHEMATICS 2
𝟎. 𝟒 , 𝒙=𝟏
𝟎. 𝟕 , 𝒙=𝟐
𝑷 𝑿=𝒙 =
−𝟎. 𝟑 , 𝒙=𝟑
𝟎. 𝟐 , 𝒙=𝟒
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EXERCISE 6 PRP1046 MATHEMATICS 2
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Basic principle PRP1046 MATHEMATICS 2
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Properties PRP1046 MATHEMATICS 2
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EXAMPLE 9 PRP1046 MATHEMATICS 2
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EXAMPLE 10 PRP1046 MATHEMATICS 2
𝑎 2+𝑥 , 2≤𝑥≤5
𝑓 𝑥 =ቊ
0 , 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
a) Find 𝑎.
b) Sketch the graph of 𝑓 𝑥 .
c) Hence, find the following probabilities.
(i) 𝑃 𝑋 > 3
(ii) 𝑃 4 ≤ 𝑋 ≤ 6
Ans: a) 2/33 c)i) 8/11 c)ii) 13/33 34
EXERCISE 8 PRP1046 MATHEMATICS 2
4 3
𝑥 , 1≤𝑥≤2
𝑓 𝑥 = ൞15
0 , 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
Find the following probability
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a) 𝑃 𝑋 <
2
b) 𝑃 𝑋 > 1
Ans: a) 13/48 b) 1 35
Cumulative Distribution Function for
Continuous Random Variables PRP1046 MATHEMATICS 2
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Important Properties PRP1046 MATHEMATICS 2
a) 𝐹 𝑎 = 0 and 𝐹 𝑏 = 1
b) 𝑃 𝑎 < 𝑥 < 𝑏 = 𝐹 𝑏 − 𝐹(𝑎)
𝑑𝐹(𝑥)
c) 𝑓 𝑥 =
𝑑𝑥
d) If m is a median of a continuous random variable, then
𝑚
𝐹 𝑚 = −∞ 𝑓 𝑥 𝑑𝑥 = 0.5
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EXAMPLE 11 PRP1046 MATHEMATICS 2
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EXAMPLE 12 PRP1046 MATHEMATICS 2
Where 𝒂 is a constant.
a) Find the value of 𝒂.
b) Find the cumulative distribution function.
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c) Find 𝑃 ≤𝑈≤2 .
2
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EXERCISE 9 PRP1046 MATHEMATICS 2
Ans: a) 1/8 40
EXAMPLE 13 PRP1046 MATHEMATICS 2
0 , 𝑥<0
1
2𝑥 2 , 0≤𝑥<
𝐹 𝑥 = 2
1
1 , 𝑥≥
2
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8.4 EXPECTATION AND VARIANCE
OF RANDOM VARIABLES PRP1046 MATHEMATICS 2
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Learning Outcomes PRP1046 MATHEMATICS 2
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Basic principle PRP1046 MATHEMATICS 2
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Properties of Expectation and Variance PRP1046 MATHEMATICS 2
Expectation Variance
𝑬 𝒂 =𝒂 Var 𝒂 = 𝟎
𝑬 𝒂𝑿 = 𝒂𝑬 𝑿 Var 𝒂𝑿 = 𝒂𝟐 𝑽𝒂𝒓 𝑿
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𝑬 𝑿 ,𝑬 𝒈 𝑿 and 𝑬 𝑿 𝟐
PRP1046 MATHEMATICS 2
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EXAMPLE 14 PRP1046 MATHEMATICS 2
𝑋 1 2 3 4 5
𝑃(𝑋 = 𝑥) 0.2 0.2 0.3 0.2 0.1
Find the
a) expected value
b) variance
c) standard deviation
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EXAMPLE 15 PRP1046 MATHEMATICS 2
𝑎𝑥 2 , 0≤𝑥<1
𝑓 𝑥 =ቊ
0 , 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
where 𝒂 is a constant.
a) Find the value of 𝒂
b) Hence, find
(i) 𝐸 𝑋 and 𝑉𝑎𝑟 𝑋
(ii) 𝐸 4𝑋 − 1 and 𝐸 2𝑋 + 4
(iii) 𝑉𝑎𝑟 𝑋 − 1 and 𝑉𝑎𝑟 4𝑋 − 1
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EXERCISE 10 PRP1046 MATHEMATICS 2
Find the
a) expected value
b) the standard deviation of 𝑋.
Suppose the profit per bicycle is RM160 and the weekly fixed cost
of running the shop is RM50.
a) Express the profit function 𝑓(𝑥) in terms of 𝑋.
b) Find 𝐸 𝑓(𝑥) .
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EXERCISE 11 PRP1046 MATHEMATICS 2
In addition to a rate of RM0.50 per minute, the taxi fare includes a basic
charge of RM2.00.
Find the
a) function for the taxi fare
b) calculate the mean taxi fare.
Ans: b) RM9.50 52
PRP1046 MATHEMATICS 2
Session 2022/2023 ⋅ Semester 2
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