IPE 381

Probability and Statistics

Chapter 3
Conducted by
Arnab Kumar Debnath
Adjunct Lecturer, Department of Industrial and Production Engineering, BUET

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Concept of a Random Variable
Definition: A random variable is a function that associates a real
number with each element in the sample space.
Example:
Two balls are drawn in succession without replacement from an urn
containing 4 red balls and 3 black balls. What are the possible outcomes
and the values y of the random variable Y , where Y is the number of
red balls?

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Concept of a Random Variable

Example: Consider the simple condition in which components are

arriving from the production line and they are stipulated to be
defective or not defective. Define the random variable X

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Concept of a Random Variable

The random variable for which 0 and 1 are chosen to describe the two
possible values is called a Bernoulli random variable.

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Concept of a Random Variable
• 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.

• Example: Let X be the random variable defined by the waiting time,

in hours, between successive speeders spotted by a radar unit. The
random variable X takes on all values x for which x ≥ 0.

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Concept of a Random Variable
• 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.
• Example: Suppose a sampling plan involves sampling items from a
process until a defective is observed. The evaluation of the process
will depend on how many consecutive items are observed. In that
regard, let X be a random variable defined by the number of items
observed before a defective is found. With N a non-defective and D a
defective, sample spaces are S = {D} given X =1,S = {ND} given X
=2, S ={NND} given X =3, and so on.

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Discrete Probability Distribution

Example: A shipment of 20 similar laptop computers to a retail outlet

contains 3 that are defective. If a school makes a random purchase of 2 of
these computers, find the probability distribution for the number of
defectives.

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Discrete Probability Distribution
• Let X be a random variable whose values x are the possible numbers
of defective computers purchased by the school. Then x can only take
the numbers 0, 1, and 2.

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Discrete Probability Distribution
Example: 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 air bags among the next 4
cars sold by the agency.

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Discrete Probability Distribution

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 Discrete Probability Distribution
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.

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Discrete Probability Distribution
Example: 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 air bags among the next 4
cars sold by the agency.
Find the cumulative distribution function of the random variable X.
Using F(x), verify that f(2) = 3/8.

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Discrete Probability Distribution
f(0)= 1/16,
f(1) = 1/4,
f(2)= 3/8,
f(3)= 1/4, and
f(4)= 1/16

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Discrete Probability Distribution

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Discrete Probability Distribution

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Continuous Probability Distribution

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Continuous Probability Distribution

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Continuous Probability Distribution

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Continuous Probability Distribution

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Continuous Probability Distribution

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Continuous Probability Distribution

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Continuous Probability Distribution

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Continuous Probability Distribution

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Joint Probability Distribution
• There will be situations, where we may find it desirable to record the
simultaneous outcomes of several random variables. For example, we
might measure the amount of precipitate P and volume V of gas
released from a controlled chemical experiment, giving rise to a two-
dimensional sample space consisting of the out comes (p,v).
• 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.

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Joint Probability Distribution

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 Distribution

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Joint Probability Distribution

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Joint Probability Distribution

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Joint Probability Distribution

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Joint Probability Distribution

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Joint Probability Distribution

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Joint Probability Distribution

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Joint Probability Distribution

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Joint Probability Distribution

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Joint Probability Distribution

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Joint Probability Distribution

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Joint Probability Distribution

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Joint Probability Distribution

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Joint Probability Distribution

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Joint Probability Distribution

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Joint Probability Distribution

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Joint Probability Distribution

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Joint Probability Distribution
• Proof

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Joint Probability Distribution

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Joint Probability Distribution

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