Chapter 3 - Random Variables and

Probability Distributions

3.1 Concept of a Random Variable

3.2 Discrete Probability Distributions
3.3 Continuous Probability Distributions
3.4 Joint Probability Distributions
Concept of a Random Variable

 In some cases, we are interested in some function of the

outcome as opposed to the outcome itself.
e.g: We may be interested in the sum of the scores on a pair of
dice rather than the actual outcome (1, 1), ..., (1, 6).

These quantities of interest, or more formally,

these real valued functions defined on the sample space
are called random variables.

Definition 3.1

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Concept of a Random Variable
Example: Three electronic components are tested and classified as
defective (D), or nondefective (N). We may be interested in the
number of defectives that occur.
Thus, each point in the sample space will be assigned a numerical
value of 0, 1, 2, or 3. These values are, of course, random quantities
determined by the outcome of the experiment.

Random Variable
X: the number of defective items
when three electronic components
are tested.

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Concept of a Random Variable

Example.
Suppose we have a biased coin such that P(H) = 1/4 and
P(T) = 3/4.
We toss it once. If it is H we win $1, and if it is T we lose $1.
Then, the amount we win is a random variable.

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Discrete Random Variables

A random variable is discrete if it can take on a finite or

countably infinite number of possible values.
Examples.
 Number of defectives in a batch of 1000 parts.
{0,1,2,…,1000}: discrete, finite.
 Number of customers visiting a bank in a day
{0,1,2,…}: discrete, countably infinite.

Definition 3.2

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Continous Random Variables

A random variable is continuous if it can take on an

uncountably infinite number of possible values.
Examples.
 Height of a basketball player.
positive real numbers: continuous.
 Waiting time of visiting customers in a bank
positive real numbers: continuous.

Definition 3.3

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Discrete Probability Distribution

 A random variable is denoted by a capital letter, e.g., X.

 Potential values of a random variable are denoted by
the lower case of the same letter, e.g., x.

Definition 3.4

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Discrete Probability Distribution

Example . Tossing two fair coins.

X: the number of heads.

1 4 x  0,
1 2 x  1,

P  X  x  f  x  
1 4 x  2,
 0 otherwise.

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Discrete Probability Distribution

Example 3.9. If a car agency sells 50% of its inventory of a

certain foreign car equipped with side airbags, find a formula
for the probability distribution of the number of cars with side
airbags among the next 4 cars sold by the agency.
Outcome x
{SSSS} 4
{SSSN, SSNS, SNSS, NSSS} 3
{SSNN, NNSS, SNNS, NSNS, NSSN,SNSN} 2
{SNNN, NSNN, NNSN, NNNS } 1
{NNNN} 0
1  4
P  X  x  f  x  4   x  0,1, 2,3, 4.
2  x
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Discrete Probability Distribution

Figure 3.1 Probability mass function plot

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Discrete Probability Distribution

Figure 3.2 Probability histogram

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Discrete Probability Distribution

Definition 3.5

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Discrete Probability Distribution

Example . Tossing two fair coins:

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Discrete Probability Distribution

Example . Tossing two fair coins:

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Discrete Probability Distribution
Example . Find the cumulative distribution function of the
random variable X in Example 3.9
1  4
f  x  4   x  0,1, 2,3, 4.
2  x

Now;
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Discrete Probability Distribution

Figure 3.3 Discrete cumulative distribution function

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Continuous Probability
Distributions
 With discrete random variables, it is possible to
assign a probability to each outcome. We cannot do this
with continuous random variables.

 A continuous random variable has a probability of 0

of assuming exactly any of its values.

 Consequently, its probability distribution cannot be

given in tabular form.

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Continuous Probability
Distributions
Example: Let X be a random variable whose values are the
heights of all people over 21 years of age.
 Due to continuity, there is an uncountably infinite number
of values X can take on.
 For example, out of all possible values that X can take on,
what is the probability of selecting a person at random who
is exactly 164 centimeters tall?
 Assigning probability zero to this event does not rule out
164 as a possible height, but it does say that the chance of
observing this event is extremely small.
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Continuous Probability
Distributions
Example: Let X be a random variable whose values are the
heights of all people over 21 years of age.
 This is not the case, however, if we talk about the probability
of selecting a person who is at least 163 centimeters but not
more than 165 centimeters tall.
 Now we are dealing with an interval rather than a point
value of our random variable:

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Continuous Probability
Distributions
Figure 3.5 P(a < X < b)

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Continuous Probability
Distributions

Definition 3.6

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Continuous Probability
Distributions
For a continuous random variable X,

It is important to realize that:

 f(x) does not represent the probability of anything,
 only when the function is integrated between two points
it yields a probability.

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Continuous Probability
Distributions
Example 3.11 Suppose that the error in the reaction
temperature, in ◦C, for a controlled laboratory
experiment is a continuous random variable X having
the probability density function

(a) Verify that f(x) is a density function.

(b) Find P(0 < X ≤ 1).

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Continuous Probability
Distributions
Example 3.11

(a) Verify that f(x) is a densityfunction.

(b) Find P(0 < X ≤ 1).

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Continuous Probability
Distributions
Figure 3.4 Typical density functions

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Continuous Probability
Distributions

Definition 3.7

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Continuous Probability
Distributions
Recall Example 3.11

Find F(x), and use it to evaluate P(0 < X ≤ 1).

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Continuous Probability
Distributions
Recall Example 3.11

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Continuous Probability
Distributions
Continuous cumulative distribution function

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Joint Probability Distributions

 Our study of random variables and their probability distributions

in the preceding sections is restricted to one-dimensional sample
spaces.
We recorded outcomes of an experiment as values assumed by a
single random variable.
There will be situations, however, where we may find it desirable
to record the simultaneous outcomes of several random variables.

e.g: In a study to determine the likelihood of success in college

based on high school data, we might use a two dimensional sample
space and record for each individual his or her test score (x) and
high school class rank (y).
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Joint Probability Distributions

 If X and Y are two discrete random variables, the probability

distribution for their simultaneous occurrence can be represented by
a function with values f(x, y) for any pair of values (x, y) within the
range of the random variables X and Y .
 It is customary to refer to this function as the joint probability
distribution of X and Y .
 Hence, in the discrete case, f(x, y) = P(X = x, Y = y); that is, the
values f(x, y) give the probability that outcomes x and y occur at the
same time.

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Joint Probability Distributions

Definition 3.8

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Joint Probability Distributions

Example 3.14. Two ballpoint pens are selected at random from

a box that contains 3 blue pens, 2 red pens, and 3 green pens. If
X is the number of blue pens selected and Y is the number of red
pens selected, find

(a) the joint probability function f(x, y),

(b) P[(X, Y ) ∈ A], where A is the region {(x, y)|x + y ≤ 1}.

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 Joint Probability Distributions

Table 3.1 Joint Probability Distribution for Example 3.14

 3  2  3 
   
 
f  x, y      
x y 2 x y
for x  0,1, 2; y  0,1, 2 and 0  x  y  2.
8
 
 2
Joint Probability Distributions

When X and Y are continuous random variables, the joint

density function f(x,y) is a surface lying above the xy plane, and
P[(X, Y ) ∈ A], where A is any region in the xy plane, is equal
to the volume of the right cylinder bounded by the base A and
the surface.

Definition 3.9

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Joint Probability Distributions

Example 3.15. A privately owned business operates both a

drive-in facility and a walk-in facility.
On a randomly selected day, let X and Y , respectively, be the
proportions of the time that the drive-in and the walk-in facilities
are in use, and suppose that the joint density function of these
random variables is

(a) Verify condition 2 of Definition 3.9.

(b) Find P[(X, Y ) ∈ A], where
A = {(x, y) | 0 < x < 1/2 , 1/4 < y < 1/2}.
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Joint Probability Distributions
Joint Probability Distributions

Definition 3.10

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Joint Probability Distributions
Joint Probability Distributions

Recall Example 3.15

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Joint Probability Distributions

Definition 3.11

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Joint Probability Distributions

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Joint Probability Distributions
Recall Example 3.14

=?

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Joint Probability Distributions
Example 3.19
The joint density for the random variables (X, Y ), where X is the unit
temperature change and Y is the proportion of spectrum shift that a
certain atomic particle produces, is

(a) Find the marginal densities g(x), h(y), and the conditional
density f(y|x).
(b) Find the probability that the spectrum shifts more than half of
the total observations, given that the temperature is increased by
0.25 unit. =?
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Joint Probability Distributions
Joint Probability Distributions

Definition 3.12

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Joint Probability Distributions
Recall Example 3.14

X and Y are not statistically

independent.

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Joint Probability Distributions

Definition 3.13

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 EXERCISES

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Continuous Probability
Distributions
Example 3.9 (page 92)

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Continuous Probability
Distributions
Example 3.9 (page 92)

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Continuous Probability
Distributions
Example:

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Continuous Probability
Distributions
Example:

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