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Random Variable Updated

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Darshan Gogoi XII B
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32 views4 pages

Random Variable Updated

Uploaded by

Darshan Gogoi XII B
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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RANDOM VARIABLE

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.

 Discrete Random Variable: A random variable X which can take only a


finite number of values in an interval of the domain is called Discrete
Random Variable.
Eg : Number of defective items in a lot.

 Continuous Random Variable: A random variable X which can every value


of the domain or when its range is an interval, then X is called Continuous
Random Variable.
Eg: Temperature

Discrete Probability Distribution


Let X be a random variable that assumes discrete set of values say
𝑥1 , 𝑥2 , … , 𝑥𝑛 with the probabilities 𝑝1 , 𝑝2 , … , 𝑝𝑛 respectively s.t. 𝑝1 + 𝑝2 + ⋯ +𝑝𝑛 =
1 then occurrence of values 𝑥𝑖 with respective probabilities 𝑝𝑖 is called discrete
probability distribution of X.

Example : In tossing of a pair of coins, if X denotes the number of heads then


P(X) is given by

X 0 1 2

P(X) 1 1 1
4 2 4

This constitute a discrete probability distribution

Probability Function or Probability Mass Function(pmf)


A mathematical function 𝑝 𝑥 of a random variable X that gives the
probabilities corresponding to different possible discrete set of values say
𝑥1 , 𝑥2 , … , 𝑥𝑛 is called pmf, i.e. 𝑝 𝑥𝑖 = 𝑃 𝑋 = 𝑥𝑖

The function 𝑝 𝑥 satisfies the following conditions

 𝑝 𝑥𝑖 ≥ 0
 𝑝 𝑥𝑖 = 1

Probability density Function(pdf)


The pdf for a random variable X is defined as

𝑓𝑥 𝑥 = 𝑃(𝑥 ≤ 𝑋 ≤ 𝑥 + 𝛿𝑥)/𝛿𝑥

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RANDOM VARIABLE

for small interval (𝑥, 𝑥 + 𝛿𝑥) of length 𝑑𝑥 around the point x.

The function 𝑓𝑥 𝑥 or 𝑓 𝑥 satisfies the following conditions

 𝑓 𝑥 ≥ 0, −∞ < 𝑥 < ∞
∞
 −∞
𝑓 𝑥 =1

Distribution Function or Cumulative Distribution Function(cdf)


If X is a random variable then 𝑃(𝑋 ≤ 𝑥) is called cdf. It is denoted by 𝐹(𝑥)
and defined as 𝐹 𝑥 = 𝑃(𝑋 ≤ 𝑥) .
𝑥
For continuous R.V., 𝐹 𝑥 = 𝑃 𝑋 ≤ 𝑥 = −∞
𝑓 𝑥 𝑑𝑥

Expectation, Variance and Standard Deviation of Random Variable


Let X be a random variable that assumes discrete set of values say
𝑥1 , 𝑥2 , … , 𝑥𝑛 with the probabilities 𝑝1 , 𝑝2 , … , 𝑝𝑛 respectively then

 Expectation of X denoted by 𝐸[𝑋] and defined as

𝐸𝑋 = 𝑖 𝑥𝑖 𝑝(𝑥𝑖 ) for discrete R.V.


∞
𝐸𝑋 = −∞
𝑥𝑓 𝑥 𝑑𝑥 for continuous R.V.

Note: 𝐸 𝑋 2 = 𝑖 𝑥𝑖2 𝑝(𝑥𝑖 ) for discrete R.V.


∞
𝐸 𝑋2 = −∞
𝑥 2 𝑓 𝑥 𝑑𝑥 for continuous R.V.

In general,

𝐸 𝑋𝑛 = 𝑖 𝑥𝑖𝑛 𝑝(𝑥𝑖 ) for discrete R.V.


∞
𝐸 𝑋𝑛 = −∞
𝑥 𝑛 𝑓 𝑥 𝑑𝑥 for continuous R.V.

 Variance of X denoted by 𝑉𝑎𝑟 𝑋 or 𝑉 𝑥 and defined as


𝑉𝑎𝑟 𝑋 = 𝐸[𝑋 − 𝜇]2 = 𝐸 𝑋 2 − (𝐸 𝑋 )2

 Standard Deviation of X denoted by 𝑆𝐷 𝑋 and defined as


𝑆𝐷 𝑋 = 𝑉𝑎𝑟(𝑋) = 𝐸 𝑋 2 − (𝐸 𝑋 )2

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]

II. 𝐸 𝑋𝑌 = 𝐸 𝑋 𝐸[𝑌] then X and Y are independent.

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)

IV. If 𝑦 = 𝑎𝑥 + 𝑏 where 𝑎 and 𝑏 are constants then


(a) 𝐸 𝑌 = 𝑎𝐸 𝑋 + 𝑏
(b) 𝑉𝑎𝑟 𝑌 = 𝑎2 𝑉𝑎𝑟(𝑋)

Exercise
1. A random variable X has the following distribution

X -2 -1 0 1 2 3

P(X) 0.1 k 0.2 2k 0.3 k

Determine: (a) k (b) Mean


(c) Variance (d) Standard Deviation
(e) 𝑃(𝑋 ≥ 0) (f) 𝑃(𝑋 < 0)

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.

4. A random variable X has the following distribution

X 1 2 3 4 8 9

P(X) k 3k 5k 7k 9k 11k

Determine: (a) k (b) Mean


(c) 𝑃(𝑋 ≥ 3)
(d) find the minimum value of 𝑚 for which 𝑃(𝑋 ≤ 𝑚) ≥ 0.5

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

6. A continuous random variable X has


1
𝑓 𝑥 = 2 𝑥 + 1 , −1 < 𝑥 < 1
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒

represents the density, find the mean and standard deviation of X.

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.

9. Let 𝐹(𝑥) be the distribution function of a random variable X given by


𝑐𝑥 3 0 ≤ 𝑥 ≤ 3
𝐹 𝑥 = 1 𝑥>3
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
If 𝑃 𝑋 = 3 = 0, determine: (i) 𝑐, (ii) mean and (iii) 𝑃 𝑋 > 1 .

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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