Probability for Industrial

Engineering
Random Variables and Probability Distributions

Dr. Hande ÇAVUŞ ARSLAN

[email protected]
Concept of a Random Variable

Statistics is concerned with making inferences about populations and

population characteristics.
Experiments are conducted with results that are subject to chance.
The testing of a number of electronic components is an example of a
statistical experiment, a term that is used to describe any process by which
several chance observations are generated. It is often important to allocate a
numerical description to the outcome.

For example, the sample space giving a detailed description of each

possible outcome when three electronic components are tested may be
written as
S = {NNN,NND,NDN,DNN,NDD,DND,DDN,DDD},

where N denotes nondefective and D denotes defective.

One is naturally concerned with 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.
Concept of a Random Variable

VARIABLES

Quantitative Qualitative
(Gender, colour of
eyes, hair, marital
status)
Discrete Continuous
(Countable) (Measurable)
The number of the Age, Height, Expending,
car accidents, Weight, Distance
number of the
employees, number
of the movies seen
Definition
A random variable is a function that associates a real number with each
element in the sample space.

We shall use a capital letter, say X, to denote a random variable and its
corresponding small letter, x in this case, for one of its values.
Random Variable→ X, Y, Z (Capital Letters)
Possible outcomes → x, y, z (Small Letters)

E1: Two balls are drawn in succession without replacement from an urn
containing 4 red balls and 3 black balls. The possible outcomes and the
values y of the random variable Y (Y is the number of red balls)
E2: A stockroom clerk returns three safety helmets at random to three steel
mill employees who had previously checked them. If Smith, Jones, and
Brown, in that order, receive one of the three hats, list the sample points for
the possible orders of returning the helmets, and find the value m of the
random variable M that represents the number of correct matches.
E3: A stockroom clerk returns three safety helmets at random to three steel
mill employees who had previously checked them. If Smith, Jones, and
Brown, in that order, receive one of the three hats, list the sample points for
the possible orders of returning the helmets, and find the value m of the
random variable M that represents the number of correct matches.
Discrete Sample Space
If a sample space contains a finite number of possibilities or an unending
sequence with as many elements as there are whole numbers, it is called a
discrete sample space.
When a dice is rolled S= 1,2,3,4,5,6 .

Continuous Sample Space

If a sample space contains an infinite number of possibilities equal to the
Number of points on a line segment, it is called a continuous sample space.

A random variable is called a discrete random variable if its set of possible

outcomes is countable. A random variable whose set of possible values is an
entire interval of numbers is not discrete.

When a random variable can take on values on a continuous scale, it is called

a continuous random variable.
Discrete Probability Distributions
A discrete random variable assumes each of its values with a certain
probability.

Example 3, the probability that no employee gets back the right helmet, that
is, the probability that M assumes the value 0, is 1/3. The possible values m
of M and their probabilities are

Frequently, it is convenient to represent all the probabilities of a random

variable X by a formula. Such a formula would necessarily be a function
of the numerical values x that we shall denote by f(x), g(x), r(x), and so
forth.

Therefore, we write f(x) = P(X = x)

Probability Function Conditions
𝑓 𝑥 ≥0 f(x) = P(X = x)
𝑁

෍ 𝑓 𝑥𝑖 = 1 Probability Possible Outcomes

𝑖=1 Distribution Random
Variable

Cumulative Distribution Function

There are many problems where we may wish to compute the probability that
the observed value of a random variable X will be less than or equal to some
real number x.

Writing F(x) = P(X ≤ x) for every real number x, we define F(x) to be the
cumulative distribution function of the random variable X.

𝐹 𝑥 = 𝑃 𝑋 ≤ 𝑥 = ෍ 𝑓(𝑥𝑖 )
𝑥𝑖 ≤𝑥

0 ≤ 𝐹(𝑥) ≤ 1
E4: A dice is rolled once. Find the probability function and Cumulative
Distribution function.
E5: Probability Distribution of an X random variable is given .
a) Find the c value
b) Which max value does x take? X=x -3 0 2 3
c) P(x>0) ?
d) The probability of X = -2? P(X=x) 0,2 0,1 0,4 c
e) Find the Cumulative function for X
f) Define the Cumulative function in a table
g) Draw the graphics of f(x) and F(x)
E5: Probability Distribution of an X random variable is given .
a) Find the c value
b) Which max value does x take? X=x -3 0 2 3
c) P(x>0) ?
d) The probability of X = -2? P(X=x) 0,2 0,1 0,4 c
e) Find the Cumulative function for X
f) Define the Cumulative function in a table
g) Draw the graphics of f(x) and F(x)
E6: Two balls are randomly drawn from a jar containing four red and five blue
balls without being thrown back into place. Let X be the number of blue balls
drawn.
a) The probability table for P(X=0), P(X=1) and P(X=2)
b) Write your Cumulative function in the form of piecewise function
c) Draw the graphics of f(x) and F(x)
E6: Two balls are randomly drawn from a jar containing four red and five blue
balls without being thrown back into place. Let X be the number of blue balls
drawn.
a) The probability table for P(X=0), P(X=1) and P(X=2)
b) Write your Cumulative function in the form of piecewise function
c) Draw the graphics of f(x) and F(x)
Mean of a Random Variable
In terms of characterizing the distribution, mean and variance are defined as a
measure of the location and variability of the data, respectively.

The expression expected value is used instead of the mean and denoted by
E(x). Variance, which is the expression of homogeneity in the data, is shown
with V(x).

The expected value of X represented by E (x) is defined as follows:

𝐸 𝑥 = ෍ 𝑥𝑖 𝑓(𝑥𝑖 )
𝑖=1
E7: Find the mean value for a dice which is rolled only once
E8: A coin is tossed for three times. Find the mean value for the heads
E9: From a jar containing 3 white and 2 black balls, 2 balls were drawn by
putting it back. € 10 will be earned for each white ball drawn and € 5 will be
lost for each black ball. What is the expected profit in this game?
Variance of a Random Variable

𝜎 2 = 𝑉 𝑥 = ෍ 𝑥𝑖 − 𝜇 2 𝑓(𝑥𝑖 )
𝑖=1
E10: A coin is tossed for three times. Find the variance and standard deviation
for the heads.
E11: Find the variance of a dice which is rolled only once.