Random Variable Updated
Random Variable Updated
Random Variable
A rule that assigns a number to each outcome is called a random variable. By
rule, we mean a function of the variable that assigns an unique value to each
outcome of the random experiment.
X 0 1 2
P(X) 1 1 1
4 2 4
𝑝 𝑥𝑖 ≥ 0
𝑝 𝑥𝑖 = 1
𝑓𝑥 𝑥 = 𝑃(𝑥 ≤ 𝑋 ≤ 𝑥 + 𝛿𝑥)/𝛿𝑥
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RANDOM VARIABLE
𝑓 𝑥 ≥ 0, −∞ < 𝑥 < ∞
∞
−∞
𝑓 𝑥 =1
In general,
Properties
I. If X and Y are any two R.V. and 𝑘 is any constant then
(a) 𝐸 𝑘 = 𝑘
(b) 𝐸 𝑘𝑋 = 𝑘𝐸[𝑋]
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RANDOM VARIABLE
(c) 𝐸 𝑋 − 𝜇 = 0
(d) 𝐸 𝑋 ± 𝑌 = 𝐸[𝑋] ± 𝐸[𝑌]
III. If X and Y are any two R.V. and 𝑘 is any constant then
(a) 𝑉𝑎𝑟 𝑘 = 0
(b) 𝑉𝑎𝑟 𝑘𝑋 = 𝑘 2 𝑉𝑎𝑟(𝑋)
Exercise
1. A random variable X has the following distribution
X -2 -1 0 1 2 3
2. Two cards are drawn successively with replacement from a well shuffled pack of 52
cards. Find the mean and variance of the number of kings.
3. A die is tossed twice. A ‘success’ is getting an odd number on a random toss. Find the
variance of the number of success.
X 1 2 3 4 8 9
P(X) k 3k 5k 7k 9k 11k
5. A box contains 13 bulbs out of which 5 bulbs are defective. 3 bulbs are drawn one by
one from the box without replacement. Find the probability distribution of the
number of defective bulbs drawn.
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RANDOM VARIABLE
1 3
7. Find the value of 𝑘 and 𝑃(2 < 𝑋 < 2 ) if the probability density function is given by
3
𝑓 𝑥 = 𝑘𝑥 0≤𝑥≤3
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
8. If 𝑓 𝑥 = 𝑘𝑒 −|𝑥| is p.d.f. in −∞ < 𝑥 < ∞ then find the value of 𝑘 and variance of the
random variable and also find the probability between 0 and 4.
10. The life in hours of a certain kind of radio tube has the probability function
100
𝑓 𝑥 = 𝑥 2 , 𝑥 ≥ 100
0 𝑥 < 100
Find: (i) the distribution function,
(ii) the probability that the life of tube is 150 hours,
(iii) the probability that the life of tube is more than 150 hours.
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