Random Variable & Its Probability Distributions

Random Variable:
A variable, whose values are any definite numbers or quantities that arise as a result of chance
factors such that they cannot exactly be predicted in advance, is called a random variable.

Example:
A school consists of 7 teachers of whom 4 are males and 3 are females. A committee of 2 teachers
is to be formed. If “Y” stands for the number of male teachers selected, then “Y” is a random
variable having values 0, 1 and 2. The possible outcomes and the values of the random variable
“Y” are:

Events Sequence of events Y=y

𝑒1 Male, Male 2
𝑒2 Male, Female 1
𝑒3 Female, Female 0

Types of random variable:

A random variable may be classified as either discrete or continuous.

Discrete random variable:

A random variable defined over a discrete sample space (i.e. that may only take on a finite or
countable number of different isolated values) is referred to as a discrete random variable.

Example:
a. Number of telephone calls received in a telephone booth per day.
b. Number of under-five children in a family
Continuous random variable:
A random variable defined over a continuous sample space (i.e. which may take on any value in
a certain interval) is referred to as a continuous random variable.

Example:
a. Weight of six-month-old baby
b. Longevity of an electric bulb

Probability distribution:
Any statement of a function associating each of a set of mutually exclusive and exhaustive classes
or class intervals with its probability is a probability distribution.

A probability distribution will be either discrete or continuous according to the random variable of
interest.

Discrete probability distribution or Probability mass function (pmf) :

If a random variable “X” has a discrete distribution, the probability distribution of X is defined as
the function f such that for any real number x, f(x) = P(X=x).

The function f(x) defined above must satisfy the following conditions to be a pmf:
1. f(x) ≥ 0
2. ∑x f(x) = 1
3. P(X=x) = f(x)

*Verify whether the following functions are pmf.

2𝑥−1
a. f(x) = , x= 0,1,2,3
8
3𝑥+6
b. f(x) = , x= 1,2
21

Solution:
a. Summing the function over the entire range of X,
 ∑3x=0 f(x) = f(0) + f(1) + f(2) + f(3)
1 1 3 5
= -8 +8+8+8
=1

1
Here, the total probability is 1 but P(X=0) = f(0) = - 8 , which provides impossible
negative value. So, f(x) is not a pmf.

9 12
b. Here, ∑2x=1 f(x) = + = 1
21 21

f(x) > 0

So, f(x) is a pmf.

*Obtain probability mass function from school-teacher example.

Solution:
The random variable X is the number of males which takes values 0, 1, 2.
Now,
3𝐶 3
f(0) = P(X=0) = 27𝐶 = 21
2

4𝐶 × 31𝐶 12
f(1) = P(X=1) = 1 7𝐶 = 21
2

4𝐶 6
2
f(2) = P(X=2) = 7𝐶 =
2 21

Hence, the probability distribution of X is:

x: 0 1 2
3 12 6
f(x): 21 21 21

The above probability distribution can be expressed as:

4𝐶 × 2−𝑥3𝐶
f(x) = 𝑥 7𝐶 , x= 0, 1, 2
2
 *The pmf of X is given as
3
f(x) = α( 4 )𝑥 , x= 0, 1, 2, …, ∞
=0 , elsewhere
Evaluate α and find P(X≤3).

Solution:
Since f(x) is a probability function, ∑∞
x=0 f(x) = 1.
3
Now, f(0) = α( 4 )0 = α
3 3
f(1) = α( )1 = α ( )
4 4
3
f(2) = α( 4 )2
3
f(3) = α( 4 )3
and so on.
Hence,
3 3 3
∑∞ 2 3
x=0 f(x) = α + α ( 4 ) + α( 4 ) + α( 4 ) + ... = 1

3 3 3
 α (1 + + ( 4 )2 + ( 4 )3 + ...) = 1
4
1
 α( 3 )=1
1−
4
 α×4=1
1
 α=4
1 3
So, the complete pmf of X is f(x) = ( 4 )𝑥 , x= 0, 1, 2, …, ∞
4

Now, P(X≤3) = P(X=3) + P(X=2) + P(X=1) + P(X=0)

1 3 3 3
= 4 (1 + + ( 4 )2 + ( 4 )3 )
4
175
=
256

*The discrete random variable Y has a probability distribution as:

y: -3 -2 -1 0 1
f(y) : 0.10 0.25 0.30 0.15 k

Find i) k ii) P(-3<Y<0) iii) P(Y ≥ -1)

Solution:
i) Since f(y) is a probability distribution, it must satisfy the condition that ∑ f(y) = 1. So,
f(-3) + f(-2) + f(-1) + f(0) + f(1) = 1
 0.10 + 0.25 + 0.30 + 0.15 + k = 1
 k = 0.20
.˙. f(1) = 0.20
ii) P(-3<Y<0) = f(-2) + f(-1)
= 0.25 + 0.30
= 0.55
iii) P(Y≥-1) = f(-1) + f(0) + f(1)
= 0.30 + 0.15 + 0.20
= 0.65
# See Graphical Presentation of a Discrete Probability Distribution from book.

Discrete cumulative distribution function (CDF):

The cumulative distribution function F(x) of a discrete random variable X with probability function
f(x) defined over all real numbers x is the cumulative probability up to and including the point x.
Symbolically,
F(x) = P(X≤x) = ∑t≤x f(t)
* lim F(x) = 0
𝑥→−∞

lim F(x) = 1
𝑥→+∞

* A coin is tossed three times. If X is the random variable representing the number of heads
obtained, find the probability distribution of X and hence obtain F(x).

Solution:
Sample space, S = {HHH, HHT, HTH, HTT, THH, THT, TTH, TTT}
Let X be the number of head observed.
.˙. From the sample space, [X = 3, 2, 2, 1, 2, 1, 1, 0]
X= 0, 1, 2, 3
1
P(X=0) = P(TTT) = 8
3
P(X=1) = P(HTT, THT, TTH ) = 8

And so on.
So the probability distribution is:
X: 0 1 2 3
1 3 3 1
f(x): 8 8 8 8

1
Therefore, F(0) = f(0) = 8
4
F(1) = f(0) + f(1) = 8
7
F(2) = f(0) + f(1) + f(2) = 8

F(3) = f(0) + f(1) + f(2) + f(3) = 1

Thus,
0, 𝑥<0
1
, 0≤𝑥 ≤1
8
4
𝐹(𝑥) = , 1≤𝑥≤2
8
7
, 2≤𝑥≤3
8
{ 1, 𝑥 ≥ 3.

Continuous Probability Distribution:

Probability density function (pdf):
A probability density function is a non-negative function and is constructed so that the area under
its curve bounded by the x-axis is equal to unity when computed over the range of x, for which
f(x) is defined.
A pdf f(x) follows the properties:

1. f(x) ≥ 0
∞
2. ∫−∞ f(x)dx = 1
b
3. P(a<X<b) = ∫a f(x)dx

*A random variable X has the functional form:

f(x) = kx, 0<x<4
= 0, otherwise
i) Determine k for which f(x) is a density function.
ii) Find P(1<X<2) and P(X>2)
Solution:
i) For f(x) to be a density function,
∞
∫−∞ f(x)dx = 1
4
Thus, k∫0 xdx = 1
𝑥2
 k [ 2 ]40 = 1
1
 k= 8

1 𝑥
ii) For k= 8 , f(x) = , 0<x<4
8
1 2 3
.˙. P(1<X<2) = ∫ xdx = 16
8 1

1 4 𝑥2 3
P(X>2) = 8 ∫2 xdx = [ 2 ]42 = 4

Continuous cumulative distribution function:

The cumulative distribution or distribution function F(x) of a continuous random variable X with
density function f(x) is defined as
x
F(x) = P(X≤x) = ∫−∞ f(t)dt
If the derivative of F(x) exists, then
𝑑
f(x) = 𝑑𝑥 F(x) = 𝐹 ′ (𝑥)

F(x) has the following properties:

i) F(x) > 0
ii) F(-∞) = 0
iii) 𝐹(+∞) = 1
b a
iv) P(a<X<b) = F(b) – F(a) = ∫−∞ f(x)dx - ∫−∞ f(x)dx

2
*If f(x) = 27 ( 1 + x ), 2<x<5

Find F(3), F(4). Verify P(3<X<4) = F(4) – F(3).

Solution:
2 x
The distribution function is F(x) = 27 ∫2 (1 + t)dt
1
= 27 ( x 2 + 2x − 8)

For x=3 and 4

1 7
F(3) = 27 ( 32 + 2 × 3 − 8) = 27
1 16
F(4) = 27 ( 42 + 2 × 4 − 8) = 27

16 7 1
Hence, F(4) – F(3) = - 27 = 3
27

Now, P(3<X<4) = F(4) – F(3)

  Let,
𝑥, 0<𝑥≤1
2 − 𝑥, 1≤𝑥 ≤2
𝑓(𝑥) = 0, 𝑂𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

Obtain F(x).

Solution:

0, x≤0

𝑥 𝑥2
∫0 𝑡𝑑𝑡 = , 0<x≤1
2

F(x) = P(X≤x) =
1 𝑥 𝑥2
∫0 𝑡𝑑𝑡 + ∫1 (2 − 𝑡)𝑑𝑡 = 2x - -1, 1<x≤2
2