Probability and Statistics

Chapter 3
Random Variables and Probability
Distributions
&
Chapter 4
Mathematical Expectation

Prepared by:
Dr. Walaa El Sharkawy
Contents

1. Introduction.
2. Random variable.
3. Discrete Random variable.
4. Continuous Random variable.
5. Mathematical Expectation.
Introduction

➢ We often summarize the outcome from a random experiment by a simple

number. In many of the examples of random experiments that we have
considered, the sample space has been a description of possible outcomes.
In some cases, descriptions of outcomes are sufficient, but in other cases, it
is useful to associate a number with each outcome in the sample space.

➢ The variable that associates a number with the outcome of a random

experiment is referred to as a random variable.
Random variable
Definition: A random variable is a function that assigns a real number to
each outcome in the sample space of a random experiment.

Note that:
➢ Capital letters, such as X,Y, Z,…will be used to denote random
variables.
➢ Random variable is classified as discrete and continuous.
Random variable
➢ Discrete variable: A variable whose values are either finite or countably
infinite.
Example:
1- Number of children in a family
2- The number of houses in a certain block.
3- The number of defectives in a sample of k items.

➢ Continuous variable: A variable that can assume any numerical value

over a certain interval.
Example:
electrical current, length, pressure, temperature, time, voltage, weight.
Random variable
Example:
Suppose that the random variable 𝑋 denotes the number of boys in all families
with two children.
Solution:
𝑆={𝐵𝐵,𝐵𝐺,𝐺𝐵,𝐺𝐺}
𝑋 denotes the number of boys in all families with two children.
𝑋:0, 1, 2
Random variable
Example:
Let 𝑋 be the random variable defined by the waiting time, in hours, between
successive speeders spotted by a radar unit. The random variable 𝑋 takes on all
values 𝑥 for which 𝑥 ≥ 0.
Discrete Random Variable
Definition: If 𝑿 is a discrete r.v. with possible values 𝒙𝟏, 𝒙𝟐, … , the function
defined by:
𝒇 𝒙 = 𝑷(𝑿 = 𝒙); 𝒙 = 𝒙𝟏, 𝒙𝟐, …
that assigns the probability to each possible value x will be called the discrete
probability mass function (p.m.f.) of 𝑿 if and only if it satisfies the following
conditions:
1) 𝒇 𝒙 ≥𝟎

2) σ𝒙 𝒇 𝒙 = 𝟏
Discrete Random Variable
Example: Suppose that the random variable 𝑋 denotes the number of boys in
all families with two children. Construct the probability distribution of 𝑋.
Discrete Random Variable
Solution:
𝑆 = {𝐵𝐵, 𝐵𝐺, 𝐺𝐵, 𝐺𝐺}
𝑋: 0, 1, 2
1
𝑃 𝑋 = 0 = 𝑃 {𝐺𝐺} =
4
2
𝑃 𝑋 = 1 = 𝑃 𝐵𝐺, 𝐺𝐵 =
4
1
𝑃 𝑋 = 2 = 𝑃 𝐵𝐵 =
4
Discrete Random Variable
Solution:
𝑃𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦 𝐷𝑖𝑠𝑡𝑟𝑖𝑏𝑢𝑡𝑖𝑜𝑛: 𝑇𝑎𝑏𝑢𝑙𝑎𝑟 𝐹𝑜𝑟𝑚 & Graphical Form
Discrete Random Variable
Example: A shipment of 20 similar laptop computers to a retail outlet contains
3 that are defective. If a school makes a random purchase of 2 of these
computers, find the probability distribution for the number of defectives.
Discrete Random Variable
Solution:
• Let D be the event that represent the defective computers
purchased by the school.
• Let 𝑿 be a random variable whose values 𝒙 are the possible
numbers of defective computers purchased by the school.
• 𝒙 can only take the numbers 0, 1, and 2.
𝟏𝟔 𝟏𝟕 𝟔𝟖
ഥ𝟏 ∩ 𝑫
𝒇 𝟎 = 𝑷 𝑿 = 𝟎 = P(𝑫 ഥ 𝟐 ) = P (𝑫
ഥ 𝟐 |𝑫
ഥ 𝟏) 𝑷 𝑫
ഥ𝟏 = =
𝟏𝟗 𝟐𝟎 𝟗𝟓
ഥ 𝟏 ∩ 𝑫𝟐 ) + P(𝑫
𝒇 𝟏 = 𝑷 𝑿 = 𝟏 = P(𝑫 ഥ 𝟐 ∩ 𝑫𝟏 )
𝟑 𝟏𝟕 𝟏𝟕 𝟑 𝟓𝟏
ഥ 𝟏 )P(𝑫
= P(𝑫𝟐 |𝑫 ഥ 𝟏 )+P(𝑫
ഥ 𝟐 |𝑫𝟏 )P(𝑫𝟏 ) = + =
𝟏𝟗 𝟐𝟎 𝟏𝟗 𝟐𝟎 𝟏𝟗𝟎
𝟐 𝟑 𝟑
𝒇 𝟐 = 𝑷 𝑿 = 𝟐 = P(𝑫𝟏 ∩ 𝑫𝟐 ) =P(𝑫𝟐 |𝑫𝟏 )P(𝑫𝟏) = =
𝟏𝟗 𝟐𝟎 𝟏𝟗𝟎

Thus, the probability distribution of 𝐗 is

𝒙 0 1 2
𝒇(𝒙) 68/95 51/190 3/190
 Discrete Random Variable
➢ There are many problems in which it is of interest to know the probability that
the value of a r.v. X is less than or equal to some real number x, i.e. P( X  x ).
This probability is denoted by F(x) and refer to this function defined for all real
numbers x as the cumulative distribution function (abbreviated by CDF).

Definition : If X is a discrete r.v. with p.m.f. 𝒇(𝒙), then the cumulative

distribution function (CDF) of X is defined for any real x by

𝑭 𝒙 = 𝑷 𝑿 ≤ 𝒙 = ෍ 𝒇(𝒙𝒊 )
𝒊:𝒙𝒊 ≤𝒙
Discrete Random Variable
Note that:
➢ The function 𝑭 𝒙 is sometimes referred to simply as the distribution
function of X.

➢ The CDF is a non-decreasing step function. This is common to all

discrete distributions, and the sizes of jumps in the graph of 𝑭 𝒙
correspond to the values of 𝒇(𝒙) at those points.
Discrete Random variable
Example : Let X be a discrete r.v. with the following p.m.f.;
𝟏 𝟒
𝒇 𝒙 = , 𝒇𝒐𝒓 𝒙 = 𝟎, 𝟏, 𝟐, 𝟑, 𝟒.
𝟏𝟔 𝒙

1- Find the cumulative distribution function of the X and plot both 𝒇(𝒙) and 𝑭(𝒙).
2- Using 𝑭(𝒙), verify that 𝒇(𝟐) = 𝟑/𝟖.

Solution:

𝒙 0 1 2 3 4
𝒇 𝒙 1/16 1/4 3/8 1/4 1/16
Discrete Random variable
Solution:
𝟏
𝑭 𝟎 = 𝑷 𝑿 ≤ 𝟎 = 𝒇(𝟎) =
𝟏𝟔
𝟓
𝑭 𝟏 =𝑷 𝑿≤𝟏 =𝒇 𝟎 + 𝒇 𝟏 =
𝟏𝟔
𝟏𝟏
𝑭 𝟐 = 𝑷 𝑿 ≤ 𝟐 = 𝒇(𝟎) + 𝒇(𝟏) + 𝒇(𝟐) =
𝟏𝟔
𝟏𝟓
𝑭 𝟑 =𝑷 𝑿≤𝟑 =𝒇 𝟎 + 𝒇 𝟏 + 𝒇 𝟐 + 𝒇 𝟑 =
𝟏𝟔
𝑭 𝟒 = 𝑷 𝑿 ≤ 𝟒 = 𝒇 𝟎 + 𝒇 𝟏 + 𝒇 𝟐 + 𝒇 𝟑 + 𝒇 𝟒 = 𝟏.
Hence,
𝟎, 𝒙<𝟎
𝟏
, 𝟎≤𝒙<𝟏
𝟏𝟔
𝟓
, 𝟏≤𝒙<𝟐
𝑭 𝒙 = 𝟏𝟔
𝟏𝟏
, 𝟐≤𝒙<𝟑
𝟏𝟔
𝟏𝟓
, 𝟑≤𝒙<𝟒
𝟏𝟔
𝟏, 𝒙≥𝟒
Discrete Random variable

𝒇 𝟐 = 𝑭 𝟐 − 𝑭 𝟏 = 𝟏𝟏/𝟏𝟔 − 𝟓/𝟏𝟔 = 𝟑/𝟖

 Discrete Random variable
Note that: Let X be a discrete r.v. with pmf 𝒇(𝒙) and CDF 𝑭(𝒙). If the
possible values of X are indexed in increasing order 𝒙𝟏 < 𝒙𝟐 < ⋯ < 𝒙𝒏 then:
𝒇(𝒙𝟏) = 𝑭(𝒙𝟏),
𝒇 𝒙𝒊 = 𝑭 𝒙𝒊 – 𝑭 𝒙𝒊−𝟏 , ∀ 𝑖 = 2, 3, … , 𝑛
 Continuous Random variable
Definition: The function 𝒇(𝒙) is a probability density function (pdf) for the
continuous random variable X, defined over the set of real numbers, if
1) 𝒇 𝒙  𝟎; ∀ − ∞ < 𝒙 < ∞,
∞
2) ‫׬‬−∞ 𝒇 𝒙 𝒅𝒙 = 𝟏.
𝒃
3) 𝑷 𝒂 ≤ 𝑿 ≤ 𝒃 = ‫ 𝒙𝒅 𝒙 𝒇 𝒂׬‬for any constants a and b with 𝒃 ≥ 𝒂.
 Continuous Random variable

Note that:

➢ 𝒇(𝒄), the value of the p.d.f. of X at 𝒄, does not give 𝑷(𝑿 = 𝒄) as in the discrete case. In
connection with continuous r.v.'s, probabilities are always associated with intervals and
𝑷 𝑿 = 𝒄 = 𝟎, for any real constant 𝒄.

➢ It does not matter whether we include the endpoints of the interval from 𝒂 to 𝒃;
symbolically, 𝑷 𝒂 ≤ 𝑿 ≤ 𝒃 = 𝑷 𝒂 ≤ 𝑿 < 𝒃 = 𝑷 𝒂 < 𝑿 ≤ 𝒃 = 𝑷(𝒂 < 𝑿 < 𝒃)
Continuous Random variable
Example : If X has the p.d.f.
𝒌𝒆−𝟑𝒙 ; 𝒙 > 𝟎
𝒇 𝒙 =ቊ
𝟎 ; 𝒐. 𝒘.
Find:
1- The value of 𝒌.
2- 𝑷 (𝟎. 𝟓 < 𝑿 < 𝟏).
 Continuous Random variable
Solution:

1- The value of 𝒌
∞ ∞
∵ ‫׬‬−∞ 𝒇 𝒙 𝒅𝒙 = 𝟏 ⇒ 𝒌 ‫𝒆 𝟎׬‬−𝟑𝒙 𝒅𝒙 = 𝟏⇒ 𝒌 = 𝟑
𝟏 𝟏
2- 𝑷 𝟎. 𝟓 < 𝑿 < 𝟏 = ‫𝟎׬‬.𝟓 𝟑𝒆−𝟑𝒙 𝒅𝒙 = −𝒆−𝟑𝒙 | = 𝒆−𝟏.𝟓 − 𝒆−𝟑 = 𝟎. 𝟏𝟕𝟑.
𝟎. 𝟓
 Continuous Random variable

Definition : If X is a continuous r.v. with p.d.f. 𝒇(𝒙), then the cumulative

distribution function (CDF) of X is defined for any real x by
𝒙
𝑭 𝒙 = 𝑷 𝑿 ≤ 𝒙 = න 𝒇 𝒕 𝒅𝒕 ; ∀ − ∞ < 𝒙 < ∞
−∞
 Continuous Random variable
Definition: If 𝒇 𝒙 and 𝑭(𝒙) are the values of the p.d.f. and the CDF of X at
x, then:
𝑷 𝒂 ≤ 𝑿 ≤ 𝒃 = 𝑭 𝒃 − 𝑭(𝒂).
for any real constants 𝒂 and 𝒃 with 𝒂 ≤ 𝒃, and
𝒅𝑭(𝒙)
𝒇 𝒙 =
𝒅𝒙
where the derivative exists.
 Continuous Random variable
Example : Find the CDF of the r.v. X of the previous example ; and use it to
find 𝑷(𝟎. 𝟓 ≤ 𝑿 ≤ 𝟏).

Solution:
For 𝒙 < 𝟎
𝒙
𝑭 𝒙 = න 𝟎 𝒅𝒕 = 𝟎
−∞
For 𝒙 ≥ 𝟎
𝟎 𝒙
𝑭 𝒙 = ‫׬‬−∞ 𝟎𝒅𝒙 + 𝟑 ‫𝒆 𝟎׬‬−𝟑𝒕 𝒅𝒕 = 𝟏 − 𝒆−𝟑𝒙
Then,
𝟎, 𝒙<𝟎
𝑭 𝒙 =ቊ
𝟏 − 𝒆−𝟑𝒙 , 𝒙 ≥ 𝟎

𝑷 𝟎. 𝟓 ≤ 𝑿 ≤ 𝟏 = 𝑭 𝟏 − 𝑭 𝟎. 𝟓 = 𝒆−𝟏.𝟓 − 𝒆−𝟑 = 𝟎. 𝟏𝟕𝟑.

 Continuous Random variable
Example: The demand for a certain commodity is a r.v. X specified by the
following p.d.f.
𝒌𝒙 ; 𝟎 < 𝒙 < 𝟏𝟎
𝒇(𝒙) = ቐ𝒌 𝟐𝟎 − 𝒙 ; 𝟏𝟎 ≤ 𝒙 < 𝟐𝟎
𝟎 ; 𝒐. 𝒘.
Find:
1- The value of 𝒌 and sketch the p.d.f.
2- The CDF of X and sketch it.
3- 𝑷(𝑿 > 𝟖) and 𝑷(𝟓 < 𝑿 < 𝟏𝟓).
Solution:
1- The value of 𝒌 and sketch the p.d.f.
∞ 𝟏𝟎 𝟐𝟎
න 𝒇(𝒙) 𝒅𝒙 = 𝟏 ⇒ න 𝒌𝒙 𝒅𝒙 + න 𝒌 𝟐𝟎 − 𝒙 𝒅𝒙 = 𝟏 ⇒ 𝒌 = 𝟎. 𝟎𝟏
−∞ 𝟎 𝟏𝟎
 Continuous Random variable
Solution:
2- The CDF of X and sketch it.

• For the interval: −∞ < 𝒙 < 𝟎

𝒙
𝑭 𝒙 = න 𝟎 𝒅𝒕 = 𝟎
−∞
• For the interval: 𝟎 ≤ 𝒙 < 𝟏𝟎
𝟎 𝒙
𝑭 𝒙 = න 𝟎 𝒅𝒕 + න 𝟎. 𝟎𝟏 𝒕 𝒅𝒕 ⇒ 𝑭 𝒙 = 𝟎. 𝟎𝟎𝟓 𝒙𝟐
−∞ 𝟎
• For the interval: 1𝟎 ≤ 𝒙 < 𝟐𝟎
𝟎 𝟏𝟎 𝒙
𝑭 𝒙 = න 𝟎 𝒅𝒕 + න 𝟎. 𝟎𝟏 𝒕 𝒅𝒕 + න 𝟎. 𝟎𝟏 𝟐𝟎 − 𝒕 𝒅𝒕
−∞ 𝟎 𝟏𝟎

⇒ 𝑭 𝒙 = 𝟎. 𝟐𝒙 − 𝟎. 𝟎𝟎𝟓 𝒙𝟐 − 𝟏
Continuous Random variable
Solution:
• For the interval: 𝟐𝟎 ≤ 𝒙 < ∞
𝟎 𝟏𝟎 𝟐𝟎 𝒙
𝑭 𝒙 = න 𝟎 𝒅𝒕 + න 𝟎. 𝟎𝟏 𝒕 𝒅𝒕 + න 𝟎. 𝟎𝟏 𝟐𝟎 − 𝒕 𝒅𝒕 + න 𝟎 𝒅𝒕
−∞ 𝟎 𝟏𝟎 𝟐𝟎

=𝟏
Continuous Random variable
Solution:

𝟎 ; −∞ < 𝒙 < 𝟎
𝟎. 𝟎𝟎𝟓 𝒙𝟐 ; 𝟎 ≤ 𝒙 < 𝟏𝟎
𝑭 𝒙 =
𝟎. 𝟐𝒙 − 𝟎. 𝟎𝟎𝟓 𝒙𝟐 − 𝟏 ; 𝟏𝟎 ≤ 𝒙 < 𝟐𝟎
𝟏 ; 𝟐𝟎 ≤ 𝒙 < ∞
Continuous Random variable
Solution:

3- 𝑷(𝑿 > 𝟖) and 𝑷(𝟓 < 𝑿 < 𝟏𝟓).

𝑷 𝑿 > 𝟖 = 𝑭 ∞ − 𝑭 𝟖 = 𝟏 − 𝟎. 𝟎𝟎𝟓 ∗ 𝟖𝟐 = 𝟎. 𝟔𝟖

𝑷 𝟓 < 𝑿 < 𝟏𝟓 = 𝑭 𝟏𝟓 − 𝑭 𝟓

= 𝟎. 𝟐 ∗ 𝟏𝟓 − 𝟎. 𝟎𝟎𝟓 ∗ 𝟏𝟓𝟐 − 𝟏 − 𝟎. 𝟎𝟎𝟓 ∗ 𝟓𝟐 = 𝟎. 𝟕𝟓

 Mathematical Expectation
Definition:
If X is a discrete r.v. with p.m.f. 𝒇(𝒙), the expected value of X is

𝑬 𝒙 = ෍ 𝒙𝒊 𝒇 𝒙𝒊
𝒊
Correspondingly, if X is a continuous r.v. with p.d.f. 𝒇(𝒙), the expected value of X
∞
is
𝑬 𝒙 = න 𝒙 𝒇 𝒙 𝒅𝒙
−∞

➢ In this definition it is assumed, of course, that the sum or the integral exists;
otherwise, the mathematical expectation is undefined.
Mathematical Expectation
Example : The probability distribution of X is given by,
𝒙 0 1 2
𝒇(𝒙) 12/22 9/22 1/22

𝟏𝟐 𝟗 𝟏 𝟏
𝑬 𝒙 = 𝟎 ∗ + 𝟏 ∗ + 𝟐 ∗ =
𝟐𝟐 𝟐𝟐 𝟐𝟐 𝟐
Mathematical Expectation
Example: Certain coded measurements of the pitch diameter of threads of a
fitting have the following p.d.f.
𝟒
;𝟎 < 𝒙 < 𝟏
𝒇 𝒙 = ൞𝝅 𝟏 + 𝒙𝟐
𝟎 ; 𝒐. 𝒘.
Find the expected value of this r.v.

Solution:
𝟏
𝟒 𝟏 𝒙𝒅𝒙 𝟐
𝑬 𝒙 = න 𝒙𝒇 𝒙 𝒅𝒙 = න 𝟐
= ln 𝟐 = 𝟎. 𝟒𝟒
𝟎 𝝅 𝟎 𝟏+𝒙 𝝅
Mathematical Expectation
Definition: If X is a r.v. then the expected value of 𝒈 𝑿 is given by

෍ 𝒈 𝒙𝒊 𝒇 𝒙𝒊 ; 𝒊𝒇 𝑿 𝒊𝒔 𝒅𝒊𝒔𝒄𝒓𝒆𝒕𝒆
𝑬𝒈 𝑿 = 𝒊
∞
න 𝒈 𝒙 𝒇(𝒙)𝒅𝒙 ; 𝒊𝒇 𝑿 𝒊𝒔 𝒄𝒐𝒏𝒕𝒊𝒏𝒖𝒐𝒖𝒔
−∞
Mathematical Expectation
Example : If X is the number of points rolled with a fair die, find the expected
value of 𝒈 𝒙 = 𝟐𝒙𝟐 + 𝟏

Solution:
𝟔
𝟏 𝟗𝟒
𝟐
𝑬𝒈 𝑿 = ෍ 𝒈 𝒙𝒊 𝒇(𝒙𝒊 ) = ෍ 𝟐𝒙 + 𝟏 ∗ =
𝟔 𝟑
𝒊 𝒙=𝟏
Mathematical Expectation
Example : If The p.d.f. of the r.v. X is given by:

𝒌𝒙 𝟏 − 𝒙𝟐 ; 𝟎<𝒙<𝟏
𝒇(𝒙) = ൝
𝟎; 𝒐. 𝒘.

1- Find the value of 𝒌.

2- Find 𝑬(𝑿) and 𝑬(𝑿𝟐).
Mathematical Expectation
Solution:
1- Find the value of 𝒌 and 𝑷(−𝟎. 𝟐 < 𝑿 < 𝟎. 𝟒).
∞ 𝟏
∵ න 𝒇 𝒙 𝒅𝒙 = 𝟏 ⇒ න 𝒌𝒙 𝟏 − 𝒙𝟐 𝒅𝒙 = 𝟏 ⇒ 𝒌 = 𝟒
−∞ 𝟎

2- Find 𝑬(𝑿) and 𝑬(𝑿𝟐).

∞ 𝟏
𝟖
𝑬 𝑿 = න 𝒙𝒇(𝒙)𝒅𝒙 = 𝟒 න 𝒙𝟐 𝟏 − 𝒙𝟐 𝒅𝒙 =
−∞ 𝟎 𝟏𝟓

∞ 𝟏
𝟏
𝑬 𝑿𝟐 = න 𝒙𝟐 𝒇(𝒙)𝒅𝒙 = 𝟒 න 𝒙𝟑 𝟏 − 𝒙𝟐 𝒅𝒙 =
−∞ 𝟎 𝟑
Mathematical Expectation
Properties: If 𝒄, 𝒄𝟏 and 𝒄𝟐 are constants, then:

1- 𝑬 𝒄 = 𝒄,
2- 𝑬 𝒄𝒈 𝑿 = 𝒄𝑬 𝒈 𝑿 ,
3- 𝑬 𝒄𝟏𝒈𝟏 𝑿 + 𝒄𝟐𝒈𝟐 𝑿 = 𝒄𝟏𝑬 𝒈𝟏 𝑿 + 𝒄𝟐𝑬[𝒈𝟐(𝑿)]
Mathematical Expectation
Example: If The p.d.f. of the r.v. X is given by:

𝟐 𝟏−𝒙 ; 𝟎<𝒙<𝟏
𝒇(𝒙) = ቊ
𝟎; 𝒐. 𝒘.

𝟐
1- Show that 𝑬( 𝑿𝒓 ) = , and
(𝒓+𝟏) (𝒓+𝟐)

2- Use this result to evaluate 𝑬[(𝟐𝑿 + 𝟏)𝟐].

Mathematical Expectation
Solution:
𝟐
1- Show that 𝑬( 𝑿𝒓 ) =
(𝒓+𝟏) (𝒓+𝟐)
∞ 𝟏
𝟐
𝑬 𝑿𝒓 = න 𝒙𝒓 𝒇(𝒙)𝒅𝒙 = 𝟐 න 𝒙𝒓 𝟏 − 𝒙 𝒅𝒙 =
−∞ 𝟎 (𝒓 + 𝟏) (𝒓 + 𝟐)

2- Use this result to evaluate E[(2X + 1)2].

𝟖 𝟖
𝑬 𝟐𝑿 + 𝟏 𝟐 = 𝑬 𝟒𝑿𝟐 + 𝟒𝑿 + 𝟏 = 𝟒𝑬 𝑿𝟐 + 𝟒𝑬 𝑿 + 𝟏 = + +𝟏=𝟑
𝟏𝟐 𝟔
 Mean and Variance
Definition: The mean of X or the mean of the distribution of X, denoted by
μ is given by:
𝝁 = 𝑬(𝑿)
➢ The mean of X is of special importance in statistics because it describes
where the probability distribution is centered.

Definition: The variance of the distribution of X, or simply the variance of

X, denoted by 𝝈𝟐 , 𝒗𝒂𝒓 𝑿 , 𝒐𝒓 𝑽(𝑿); is defined as:

𝝈𝟐 = 𝒗𝒂𝒓 𝑿 = 𝑬( 𝑿 − 𝝁 𝟐 )
And the positive square root of the variance, 𝝈 is called the standard deviation.
Mean and Variance
Note that:

➢ An alternative and preferred formula for finding 𝝈𝟐, which often simplifies the
calculations, is given as follows

𝝈𝟐 = 𝑬[𝑿𝟐] − 𝝁𝟐
 Mean and Variance
Example : The weekly demand for Pepsi, in thousands of liters, from a local
chain of efficiency stores, is a continuous r.v. X having the p.d.f.

𝟐 𝒙−𝟏 ; 𝟏<𝒙<𝟐
𝒇(𝒙) = ቊ
𝟎; 𝒐. 𝒘.

Find the mean and variance of X.

Solution:
𝟐
𝟓
𝑬 𝑿 = න 𝟐𝒙 𝒙 − 𝟏 𝒅𝒙 =
𝟏 𝟑
𝟐
𝟐𝟓 𝟏𝟕 𝟐𝟓 𝟏
𝝈𝟐 = 𝑬 𝑿𝟐 − 𝝁𝟐 = න 𝟐𝒙𝟐 𝒙 − 𝟏 𝒅𝒙 − = − =
𝟏 𝟗 𝟔 𝟗 𝟏𝟖
Mean and Variance
Property: If 𝒂 and b are constants, then
𝝈𝟐𝒂𝑿+𝒃 = 𝒂𝟐𝝈𝟐
or
𝒗𝒂𝒓 𝒂𝑿 + 𝒃 = 𝒂𝟐𝒗𝒂𝒓 𝑿

In the previous example: Find 𝑉𝑎𝑟[5𝑋 + 6].

Solution:
𝑉𝑎𝑟 5𝑋 + 6 = 25 𝑉𝑎𝑟 𝑋 = 25/18