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Lecture 4

This document provides an overview of key concepts in probability and statistics including random variables, probability distributions, parameters, cumulative distribution functions, and expectation. It defines a random variable as a variable that assigns numerical values to outcomes. Examples are given of Bernoulli and discrete random variables. Probability distributions specify the probabilities of possible values. Parameters allow distributions to vary. Cumulative distribution functions give the probabilities of values being less than or equal to a given value. Expectation provides the average or long-run average value of a random variable. Formulas and examples are provided to illustrate calculating expectations.

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Sanskar Ghyar
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18 views

Lecture 4

This document provides an overview of key concepts in probability and statistics including random variables, probability distributions, parameters, cumulative distribution functions, and expectation. It defines a random variable as a variable that assigns numerical values to outcomes. Examples are given of Bernoulli and discrete random variables. Probability distributions specify the probabilities of possible values. Parameters allow distributions to vary. Cumulative distribution functions give the probabilities of values being less than or equal to a given value. Expectation provides the average or long-run average value of a random variable. Formulas and examples are provided to illustrate calculating expectations.

Uploaded by

Sanskar Ghyar
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Lecture 4

Random Variables
Probability Distributions
Index

● Random Variable
● Bernoulli Random Variable
● Probability Distribution
● Parameter
● Cumulative Distribution
● Expectation
Random Variable

Random Variable is just a variable/rule which is going to assign numerical values


to each outcome of sample space.
Random variables are denoted by uppercase letters, such as X and Y.
The notation X(s) = x means that x is the value associated with the outcome s by
the rv X.
Example

When a student calls a university help desk for technical support, he/she will either
immediately be able to speak to someone (S, for success) or will be placed on
hold (F, for failure).
With Sample Space = {S,F}, define an rv X by
X(S) = 1 and X(F) =0
The rv X indicates whether (1) or not (0) the student can immediately speak to
someone.
Bernoulli Random Variable

Any random variable whose only possible values are 0 and 1 is called a Bernoulli
random variable.
Types of Random Variables

Discrete: A discrete variable is a variable whose value is obtained by counting.

Continuous: A continuous variable is a variable whose value is obtained by


measuring.
Probability Distribution

The probability distribution or probability mass function (pmf) of a discrete rv is


defined for every number x by

p(x) = P(X=x)

For Example p(0) = P(X=0)

The values of X along with their probabilities collectively specify the pmf.
Example

Six lots of components are ready to be shipped by a certain supplier. The number
of defective components in each lot is as follows:

Let X be the number of defectives in the selected lot. The three possible X values
are 0, 1, and 2.
Example

Consider whether the next person buying a computer at a certain electronics store
buys a laptop or a desktop model. Let
Question

Consider a group of five potential blood donors—a, b, c, d, and e—of whom only a
and b have type O+ blood. Five blood samples, one from each individual, will be
typed in random order until an O+ individual is identified. Let the rv Y = number of
typings necessary to identify an individual with O+ blood.
Note: Once a donor is selected he cannot be selected again.
Find pmf of Y
Question
Parameter of Probability Distribution

Suppose p(x) depends on a quantity that can be assigned any one of a number of
possible values, with each different value determining a different probability
distribution. Such a quantity is called a parameter of the distribution. The collection
of all probability distributions for different values of the parameter is called a family
of probability distributions.
Bernoulli distribution (Each different number α between 0 and 1 determines a
different member of the Bernoulli family of distributions.)
Question

Starting at a fixed time, we observe the gender of each student coming inside the
class until a boy (B) comes. Let p = P(B), assume that successive coming of
students inside the class are independent, and define the rv X by x = number of
students observed. Find out the pmf.
Cumulative Distribution Function
Question

A store carries flash drives with either 1 GB, 2 GB, 4 GB, 8 GB, or 16 GB of
memory. The accompanying table gives the distribution Y = the amount of
memory in a purchased drive:

Calculate F(1), F(2), F(3), F(4), F(5), F(2.7), F(7.999)


Question

X
Cumulative Distribution Function
Question
A consumer organization that evaluates new automobiles reports the number of
major defects in each car examined. Let X denote the number of major defects in
a randomly selected car of a certain type. The cdf of X is as follows:
Question

1. P(X=2) = F(X=2) - F(X=1) = 0.39 - 0.19 =0.20


2. P(X>3) = 1 - P(X≤3) = 1- 0.67 = 0.33
3. P(2≤ X ≤5) = F(5) - F(1) = 0.97 - 0.19 =0.78
4. P(2< X <5) = F(4) -F(2) = 0.92 - 0.39 = 0.53
Expected Values
Question

Just after birth, each newborn child is rated on a scale called the Apgar scale. The
possible ratings are 0, 1, . . . , 10, with the child’s rating determined by color,
muscle tone, respiratory effort, heartbeat, and reflex irritability (the best possible
score is 10). Let X be the Apgar score of a randomly selected child born at a
certain hospital during the next year, and suppose that the pmf of X is

Calculate the Expectation.


Question

Just after birth, each newborn child is rated on a scale called the Apgar scale. The
possible ratings are 0, 1, . . . , 10, with the child’s rating determined by color,
muscle tone, respiratory effort, heartbeat, and reflex irritability (the best possible
score is 10). Let X be the Apgar score of a randomly selected child born at a
certain hospital during the next year, and suppose that the pmf of X is
Question

Let X, the number of interviews a student has prior to getting a job, have pmf

Calculate the expected value.


Hint: Use summation Σ
Question

Let X, the number of interviews a student has prior to getting a job, have pmf

Hint: Use summation Σ


The Expected Value of a Function

A computer store has purchased three computers of a certain type at $500 apiece.
It will sell them for $1000 apiece. The manufacturer has agreed to repurchase any
computers still unsold after a specified period at $200 apiece. Let X denote the
number of computers sold, and suppose that p(0) = 0.1, p(1) = 0.2, p(2) = 0.3 and
p(3) = 0.4. h(X) denote the profit associated. h(X) = 800X-900. Calculate the
expected profit.
Question

A computer store has purchased three computers of a certain type at $500 apiece.
It will sell them for $1000 apiece. The manufacturer has agreed to repurchase any
computers still unsold after a specified period at $200 apiece. Let X denote the
number of computers sold, and suppose that p(0) = 0.1, p(1) = 0.2, p(2) = 0.3 and
p(3) = 0.4. h(X) denote the profit associated. h(X) = 800X-900. Calculate the
expected profit.
References

Probability and statistics for engineers RA Johnson, I Miller, JE Freund - 2000 -


117.239.47.98
Statistics for business & economics DR Anderson, DJ Sweeney, TA Williams, JD
Camm
Probability and statistics for engineering and science J Deovre

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