Chapter 6: Random Variable, Mathematical

Expectation and Probability Distribution.

➢ What is Random Variable?

➢ Types of Random Variable;

1. Discrete Random Variable
- Discrete Probability Distribution
- Probability Mass Function.
- Mean and Variance

2. Continuous Random Variable

- Continuous Probability Distribution.
- Probability Density Function.
- Mean and Variance.
1
Khadija Akter, Assistant Professor, Dept. of Agricultural Statistics, SAU
What is Random Variable?

Khadija Akter, Assistant Professor, Dept. of Agricultural Statistics, SAU 2

 What is Random Variable?
Random Variable is a set of possible values from
a random experiment, each value of which is
associated with a definite probability. Denoted by
X, Y or Z etc.
Random
Experiment?

3
Khadija Akter, Assistant Professor, Dept. of Agricultural Statistics, SAU
 Random Experiment

Sample space or All possible outcomes = {BD Win, India Win, Draw}

4
 Toss a fair coin twice
Sample space = { HH, TH, HT, TT}

5
 Random experiment: Toss a fair coin twice
Flower = head (H)
Men = Tail (T)
Sample space = { HH, TH, HT, TT}

# Let random variable X is defined

by the number of head.
X (HH) =2
X(TH) = 1
X(HT) = 1
X (TT) = 0
4 possible outcome Set of possible values, X ={ 0, 1, 2}
6
Khadija Akter, Assistant Professor, Dept. of Agricultural Statistics, SAU
 Types of Random Variable

Random Variable

Discrete Random Continuous Random

Variable Variable

Khadija Akter, Assistant Professor, Dept. of Agricultural Statistics, SAU 7

 Discrete Random Variable
A random variable, which can take a countable number of
possible values with specified probabilities is called discrete
random variable.

Example : # Toss a fair coin twice

Sample space = { HH, TH, HT, TT}
Random variable # X no. of head, X = {0, 1, 2}

Khadija Akter, Assistant Professor, Dept. of Agricultural Statistics, SAU 8

 Discrete Probability Distribution
Discrete Frequency Distribution:

Class interval Frequency (fi )

0-4 5
5-9 10
10-14 7

12
Frequency

10
8
6
4
2
0
0 to 5 5 to 9 10 to 14
Class interval 9
Khadija Akter, Assistant Professor, Dept. of Agricultural Statistics, SAU
 Discrete Probability Distribution
A table, graph or formula by which the different values of a
discrete random variable with their associated probabilities are
shown is called discrete probability distribution. Its probability
function is expressed by P(X).
# Toss a fair coin twice # X no. of head.
Sample space = { HH, TH, HT, TT}

Number of Probabilities of X,
Head (X) P(X=x)
2 1/4 = 0.25
1 2/4 = 0.5
0 1/4 = 0.25
10
Khadija Akter, Assistant Professor, Dept. of Agricultural Statistics, SAU
 Probability Mass Function
The function P(x) of a discrete random variable X is
called probability mass function if it satisfies the
following two conditions;

i) P (x) ≥ 𝟎
ii) σ 𝑷(𝒙) = 1

Value of X: x 0 1 2 Total
P (x) 1/4 2/4 1/4 1

Khadija Akter, Assistant Professor, Dept. of Agricultural Statistics, SAU 11

 Mean and Variance of Discrete Random Variable

➢ Mean or Expected value, of a discrete random variable is;

μ = E(𝑥) = σ𝑛𝑖=1 𝑥𝑖 . P(𝑥𝑖 )

Khadija Akter, Assistant Professor, Dept. of Agricultural Statistics, SAU 12

 Mathematical Expectation, Expected value or Mean of a
Discrete Random Variable
σ𝑛
𝑖=1 𝑓𝑖 𝑥𝑖
𝑥ҧ = [ i= 1, 2, …n]
𝑛
𝑓1 𝑥1 +𝑓2 𝑥2 + . . . + 𝑓𝑛 𝑥𝑛
=
𝑛
𝑓1 𝑥1 𝑓2 𝑥2 𝑓𝑛 𝑥𝑛
= + +. . . +
𝑛 𝑛 𝑛
𝑓1 𝑓2 𝑓𝑛
= 𝑥1 . + 𝑥2 . + . . . + 𝑥𝑛 .
𝑛 𝑛 𝑛

= 𝑥1 . 𝑃 𝑥1 + 𝑥2 . 𝑃(𝑥2 )+ . . . + 𝑥𝑛 . P(𝑥𝑛 )

E(x) = σ𝑛𝑖=1 𝑥𝑖 . 𝑃(𝑥𝑖 )

13
Khadija Akter, Assistant Professor, Dept. of Agricultural Statistics, SAU
Mean and Variance of Discrete Random Variable

➢ Mean or Expected value, of a discrete random variable is;

μ = E(𝑥) = σ𝑛𝑖=1 𝑥𝑖 . P(𝑥𝑖 )

➢ Variance, of a discrete random variable is;

σ2 = E [(x − μ) 2 ] = σ𝑛𝑖=1(𝑥𝑖 − μ) 2 . P(𝑥𝑖 )

Khadija Akter, Assistant Professor, Dept. of Agricultural Statistics, SAU 14

➢Variance of a discrete random variable is;
1
σ2 = σ𝑛𝑖=1 𝑓𝑖 (𝑥𝑖 − μ)2
𝑛

𝑓1 (𝑥1 −μ)2 +𝑓2 (𝑥2 −μ)2 + . . . + 𝑓𝑛 (𝑥𝑛 −μ)2

=
𝑛

𝑓1 (𝑥1 −μ)2 𝑓2 (𝑥2 −μ)2 𝑓𝑛 (𝑥𝑛 −μ)2

= + + . . .+
𝑛 𝑛 𝑛

2 𝑓1 2 𝑓2 2 𝑓𝑛
= (𝑥1 − μ) . + (𝑥2 − μ) . + . . . + (𝑥𝑛 − μ) .
𝑛 𝑛 𝑛

= 𝑥1 − μ 2 . P(𝑥1 )+(𝑥2 − μ)2 . 𝑃(𝑥2 )+..+ 𝑥𝑛 − μ 2 . 𝑃(𝑥𝑛 )

E [(𝑥𝑖 −μ) 2 ] = σ𝑛𝑖=1(𝑥𝑖 −μ) 2 . P(𝑥𝑖 )

Khadija Akter, Assistant Professor, Dept. of Agricultural Statistics, SAU 15
 Mean and Variance of Discrete Random Variable

➢ Mean or Expected value, of a discrete random variable is;

μ = E(𝑥) = σ𝑛𝑖=1 𝑥𝑖 . P(𝑥𝑖 )

➢ Variance, of a discrete random variable is;

σ2 = E [(x − μ) 2 ] = σ𝑛𝑖=1(𝑥𝑖 − μ) 2 . P(𝑥𝑖 )

Khadija Akter, Assistant Professor, Dept. of Agricultural Statistics, SAU 16

 Continuous Random Variable
A random variable, which can take an infinite number of
possible values in a certain interval is referred to as a continuous
random variable.

# Random variable, X = {a ≤ X ≤ b}

Normal newborn baby weight is

between 5 to 8 pounds 17
Khadija Akter, Assistant Professor, Dept. of Agricultural Statistics, SAU
 Continuous Random Variable
A random variable, which can take an infinite number of
possible values in a certain interval is referred to as a
continuous random variable.

#Continuous random variable, X is the length of a randomly

selected fish from a pond.

Length = {a ≤ 𝑿 ≤ b} cm
18
Khadija Akter, Assistant Professor, Dept. of Agricultural Statistics, SAU
 Continuous Probability Distribution
The curve f(x) is the continuous probability distribution of the
continuous random variable X if the probability that X will be in a
specific interval of numbers is the area under the curve f(x)
corresponding to the interval.

f(x)

19
Khadija Akter, Assistant Professor, Dept. of Agricultural Statistics, SAU
 Probability Density Function

A function f(x) of a continuous random variable X is called a

probability density function if it satisfies the following two
conditions;

i) f (𝑿𝒊 ) ≥ 𝟎
∞
ii) ‫׬‬− ∞ f 𝑿𝒊 𝒅𝒙 = 𝟏

Khadija Akter, Assistant Professor, Dept. of Agricultural Statistics, SAU 20

 Mean and Variance of Continuous Random Variable

➢ Mean or Expected value, of a Continuous random variable is;

∞
μ = E(𝑥) = ‫׬‬−∞ 𝑥. 𝑓(𝑥) 𝑑𝑥; -∞ < 𝑥 < ∞

➢ Variance, of a Continuous random variable is;

∞
σ2 = E [(x − μ) 2 ] = ‫׬‬−∞(x − μ) 2 . 𝑓(𝑥) 𝑑𝑥

Khadija Akter, Assistant Professor, Dept. of Agricultural Statistics, SAU 21

 Discrete Random Variable Vs Continuous Random Variable
Which can take countable no. of Which can take infinite no. of possible
possible outcomes. outcomes in a certain interval.
Example: Tossing of a coin, Example: weight, height, distance etc.
Rolling of a die etc.
Discrete probability distribution Continuous probability distribution
shown by table, graph or formula. shown by graph or formula.
Probability function is called Probability function is called probability
probability mass function which is density function which is expressed by
expressed by P(x). f(x).
∞
i) P (x) ≥ 𝟎 ii) σ 𝑷(𝒙) = 1 i) f (𝑿𝒊 ) ≥ 𝟎 ii) ‫׬‬− ∞ f 𝑿𝒊 𝒅𝒙 = 𝟏
∞
Mean: E(x) = σ𝑛𝑖=1 𝑥𝑖 . 𝑃(𝑥𝑖 ); Mean: μ = E(𝑥) = ‫׬‬−∞ 𝑥. 𝑓(𝑥) 𝑑𝑥;
Variance: Variance:
E [(𝑥𝑖 −μ) 2 ] = σ𝑛𝑖=1(𝑥𝑖 −μ) 2 . P(𝑥𝑖 ) ∞
E [(x − μ) 2 ] = ‫׬‬−∞(x − μ) 2 . 𝑓(𝑥) 𝑑𝑥
22
Khadija Akter, Assistant Professor, Dept. of Agricultural Statistics, SAU
 Name of Some Important Probability Distribution

Discrete Probability Continuous Probability

Distribution Distribution

1. Binomial Distribution. 1. Normal Distribution.

2. Poisson Distribution. 2. Uniform or Rectangular
3. Geometric Distribution Distribution.
4. Uniform or Rectangular Distribution 3. Exponential Distribution.
5. Multinomial Distribution. 4. Gamma Distribution.
6. Negative Binomial Distribution. 5. Cauchy Distribution.

Khadija Akter, Assistant Professor, Dept. of Agricultural Statistics, SAU 23