RANDOM VARIABLES AND

PROBABILITY
DISTRIBUTIONS

3.1 Concept of a Random Variable

3.2 Discrete Probability Distributions

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Lecture’s outline

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 Definition and Classification
Head or Tail
The experiment consists of tossing 3 coins and indicating the sequence of
heads or tails obtained.
1. Write all the possible outcomes of the sample space S.
𝑆 = 𝐻𝐻𝐻; 𝐻𝐻𝑇; 𝐻𝑇𝐻; 𝐻𝑇𝑇; 𝑇𝐻𝐻; 𝑇𝐻𝑇; 𝑇𝑇𝐻; 𝑇𝑇𝑇
2. Denote by X the mapping from S to ℝ wich associates to each outcome
𝑋 𝑖𝑠 𝑐𝑎𝑙𝑙𝑒𝑑
𝑟𝑎𝑛𝑑𝑜𝑚
s of S the number X of heads obtained and by 𝑅! the set of all possible
𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒 values of X.
𝑅! = {0; 1; 2; 3}
a. List all the possible values of X.
𝑠 = 𝐻𝐻𝐻 𝑋 = 3 𝑠 = 𝐻𝑇𝐻 𝑋 = 2 𝑠 = 𝑇𝐻𝐻 𝑋 = 2 𝑠 = 𝑇𝑇𝐻 𝑋=1
𝑠 = 𝐻𝐻𝑇 𝑋 = 2 𝑠 = 𝐻𝑇𝑇 𝑋 = 1 𝑠 = 𝑇𝐻𝑇 𝑋 = 1 𝑠 = 𝑇𝑇𝑇 𝑋=0
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 Definition and Classification (Cont’d)
b. Calculate 𝑃 𝑋 = 0 , 𝑃 𝑋 = 1 , 𝑃 𝑋 = 2 , 𝑃 𝑋 = 3 .
𝑆 = 𝐻𝐻𝐻; 𝐻𝐻𝑇; 𝐻𝑇𝐻; 𝐻𝑇𝑇; 𝑇𝐻𝐻; 𝑇𝐻𝑇; 𝑇𝑇𝐻; 𝑇𝑇𝑇
1
𝑃 𝑋 = 0 = 𝑃 𝑇𝑇𝑇 =
8
𝑃𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦 3
𝑑𝑖𝑠𝑡𝑟𝑖𝑏𝑢𝑡𝑖𝑜𝑛 𝑃 𝑋 = 1 = 𝑃 𝐻𝑇𝑇; 𝑇𝐻𝑇; 𝑇𝑇𝐻 =
𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 8
𝑜𝑓 𝑋 3
(𝑝𝑑𝑓) 𝑃 𝑋 = 2 = 𝑃 𝐻𝐻𝑇; 𝐻𝑇𝐻; 𝑇𝐻𝐻 =
8
1
𝑃 𝑋 = 3 = 𝑃 𝐻𝐻𝐻 =
8
c. Calculate 𝑃 𝑋 = 0 + 𝑃 𝑋 = 1 + 𝑃 𝑋 = 2 + 𝑃 𝑋 = 3 .
𝑃 𝑋 =0 +𝑃 𝑋 =1 +𝑃 𝑋 =2 +𝑃 𝑋 =3 =1
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Definition and Classification (Cont’d)
𝑋=𝒙 𝟎 𝟏 𝟐 𝟑 𝑻𝒐𝒕𝒂𝒍
1 3 3 1
𝑓 𝑥 =𝑃 𝑋=𝑥 1
pd
f 8 8 8 8

pdf
0.4 0.375 0.375

0.35

0.3

0.25
f(x)

0.2

0.15 0.125 0.125

0.1

0.05

0
0 1 2 3
X

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Definition and Classification
Definition.
Ø A random variable is a function that assigns values to each outcome of an
experiment.
Ø There is a probability associated with each value.
Ø Probabilities associated with each value will be called probability distribution
function (pdf) or f(x).
Classification.
A random variable could be
Ø Discrete i.e. it can take on distinct or separate values (countable).
Ø Continuous i.e. it can take any value in an interval.

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Definition and Classification
Example 1. Example 3.
A fair coin is tossed once. Z is the year a random
X is the random variable Discrete student at LIU was born.
equal to 1 if head appears
and 0 otherwise.
Discrete

Example 4.
Example 2.
T is the exact winning
Y is the exact mass of a
Continuous time for the men’s 100-
random student at LIU.
meter dash.
Continuous

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Discrete random variables
Discrete Probability Distribution.
If X is a discrete random variable, then its (pdf) verify the following
properties:
1. 𝑓 𝑥 ≥ 0 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑥.
2. ∑8 𝑓 𝑥 = 1.
3. 𝑓 𝑥 = 𝑃(𝑋 = 𝑥).

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 Discrete random variables (Cont’d)
Example 1: A box contains 3 defective items and 2 good items. Items are tested one
after the other without replacement until a good item is found.
Let X denotes the number of trials.
Find RX and f(x).

𝑆 = {𝐺, 𝐷𝐺, 𝐷𝐷𝐺, 𝐷𝐷𝐷𝐺} 𝑅𝑋 = {1, 2, 3,4}

2 3 2 2 1
𝑃 𝑋=1 =𝑃 𝐺 = 𝑃 𝑋 = 3 = 𝑃 𝐷𝐷𝐺 = × × =
5 5 4 3 5
3 2 3 3 2 1 2 1
𝑃 𝑋 = 2 = 𝑃 𝐷𝐺 = × = 𝑃 𝑋 = 4 = 𝑃 𝐷𝐷𝐷𝐺 = × × × =
5 4 10 5 4 3 2 10
𝑋=𝒙 𝟏 𝟐 𝟑 𝟒 𝑻𝒐𝒕𝒂𝒍
2 3 1 1
𝑓 𝑥 =𝑃 𝑋=𝑥 1
5 10 5 10
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 Discrete random variables (Cont’d)
Example 2: A die is thrown twice.
Let X denotes the sum of the appearing numbers.
Find RX and the pdf f(x).

𝑆 = { 1; 1 ; 1; 2 ; … ; 6; 6 } 𝑅𝑋 = {2, 3,4,5,6,7,8,9,10,11,12}
1
𝑃 𝑋 = 2 = 𝑃 {1; 1} =
36
2 1
𝑃 𝑋 = 3 = 𝑃 (1; 2 ; (2; 1)} = =
36 18
3 1
𝑃 𝑋 = 4 = 𝑃 { 1; 3 ; 2; 2 ; 3; 1 } = =
36 12
4 1
𝑃 𝑋 = 5 = 𝑃 { 1; 4 ; 2; 3 ; 3; 2 ; (4; 1)} = =
36 9
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 Discrete random variables (Cont’d)
Example 2:
5
𝑃 𝑋 = 6 = 𝑃 { 1; 5 ; 2; 4 ; 3; 3 ; 4; 2 ; (5; 1)} =
36
6 1
𝑃 𝑋 = 7 = 𝑃 { 1; 6 ; 2; 5 ; 3; 4 ; 4; 3 ; 5; 2 ; (6; 1)} = =
36 6
5
𝑃 𝑋 = 8 = 𝑃 2; 6 ; 3; 5 ; 4; 4 ; 5; 3 ; 6; 2 =
36
4 1
𝑃 𝑋 = 9 = 𝑃 3; 6 ; 4; 5 ; 5; 4 ; 6; 3 = =
36 9
3 1
𝑃 𝑋 = 10 = 𝑃 4; 6 ; 5; 5 ; 6; 4 = =
36 12
2 1
𝑃 𝑋 = 11 = 𝑃 5; 6 ; 6; 5 = =
36 18
1
𝑃 𝑋 = 12 = 𝑃 6; 6 =
36 12
 Discrete random variables (Cont’d)
Example 2:

𝑋=𝒙 𝟐 𝟑 𝟒 𝟓 𝟔 𝟕 𝟖 𝟗 𝟏𝟎 𝟏𝟏 𝟏𝟐 𝑻𝒐𝒕𝒂𝒍
1 1 1 1 5 1 5 1 1 1 1
𝑓 𝑥 =𝑃 𝑋=𝑥 1
36 18 12 9 36 6 36 9 12 18 36

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 Discrete random variables (Cont’d)
Example 3: Let, 𝑓(𝑥) = 𝑘 𝑥 , 𝑥 = 1, 2, 3, 4
1. Find 𝑘.
2. Compute,
i) 𝑃(𝑋 = 2)
ii) 𝑃(𝑋 > 2)

1. | 𝑓 𝑥 = 1 𝑓 1 +𝑓 2 +𝑓 3 +𝑓 4 =1
8
𝑘 + 2𝑘 + 3𝑘 + 4𝑘 = 1

1
𝑘= = 0.1
10

𝑓(𝑥) = 0.1𝑥

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 Discrete random variables (Cont’d)
Example 3:

2. 𝑓(𝑥) = 0.1𝑥

i)𝑃 𝑋 = 2 = 𝑓 2 = 0.1(2) = 0.2

i𝑖)𝑃 𝑋 > 2 = 𝑃 𝑋 = 3 + 𝑃 𝑋 = 4

=𝑓 3 +𝑓 4

= 0.3 + 0.4

= 0.7

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 Discrete random variables (Cont’d)
Example 4: A shipment of 8 similar microcomputers to a retail outlet contains 3 that
are defective. If a school makes purchase of 2 of these computers, find the
probability distribution for the number of defectives.

𝐿𝑒𝑡 𝑋 𝑏𝑒 𝑡ℎ𝑒 𝑝𝑜𝑠𝑠𝑖𝑏𝑙𝑒 𝑛𝑢𝑚𝑏𝑒𝑟𝑠 𝑜𝑓 𝑑𝑒𝑓𝑒𝑐𝑡𝑖𝑣𝑒 𝑐𝑜𝑚𝑝𝑢𝑡𝑒𝑟𝑠 𝑅𝑋 = {0,1, 2}

5𝐶2 10 5
𝑃 𝑋 = 0 = 𝑃 2 𝑛𝑜𝑛 𝐷 = = =
8𝐶2 28 14

3𝐶1×5𝐶1 15
𝑃 𝑋 = 1 = 𝑃 1𝐷1𝑛𝑜𝑛𝐷 = =
8𝐶2 28

3𝐶2 3 𝑋=𝒙 𝟎 𝟏 𝟐 𝑻𝒐𝒕𝒂𝒍

𝑃 𝑋 = 2 = 𝑃 2𝐷 = = 5 15 3
8𝐶2 28 𝑓 𝑥 =𝑃 𝑋=𝑥 1
14 28 28

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Cumulative Distribution Function
Definition.
The Cumulative distribution 𝑭(𝒙) of a discrete random variable 𝑋
with probability 𝑓(𝑥) is
𝐹 𝑥 = 𝑃 𝑋 ≤ 𝑥 = |𝑓 𝑡 , 𝑥∈ℝ
9:8

Note.
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.

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 Cumulative Distribution Function (Cont’d)
Example 1: Find the cumulative distribution of the following probability
distribution;
f(0)=1/16, f(1)=1/4, f(2)=3/8, f(3)=1/4, and f(4)=1/16
Using F(x), verify that f(2)= 3/8
𝑅! = {0; 1; 2; 3; 4}
𝐹 𝑥 =𝑃 𝑋≤𝑥 , 𝑥∈ℝ

𝑓𝑜𝑟 𝑥 < 0: 𝐹 𝑥 = |𝑓 𝑡 = 0 (𝑡ℎ𝑒𝑟𝑒 𝑖𝑠 𝑛𝑜 𝑛𝑒𝑔𝑎𝑡𝑖𝑣𝑒 𝑣𝑎𝑙𝑢𝑒𝑠 𝑓𝑜𝑟 𝑋)

9:8

1
𝑓𝑜𝑟 𝑥 = 0: 𝐹 0 = |𝑓 𝑡 = 𝑓(0) =
9:;
16
1 1 5
𝑓𝑜𝑟 𝑥 = 1: 𝐹 1 = |𝑓 𝑡 = 𝑓 0 + 𝑓(1) = + =
9:<
16 4 16
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 Cumulative Distribution Function (Cont’d)
Example 1: f(0)=1/16, f(1)=1/4, f(2)=3/8, f(3)=1/4, and f(4)=1/16

𝑓𝑜𝑟 𝑥 = 2: 𝐹 2 = | 𝑓 𝑡 1 1 3 11
= 𝑓 0 + 𝑓 1 + 𝑓(2) = + + =
9:= 16 4 8 16

1 1 3 1 15
𝑓𝑜𝑟 𝑥 = 3: 𝐹 3 = | 𝑓 𝑡 = 𝑓 0 + 𝑓 1 + 𝑓 2 + 𝑓(3) = + + + =
9:>
16 4 8 4 16

𝑓𝑜𝑟 𝑥 = 4: 𝐹 4 = | 𝑓 𝑡 = 𝑓 0 + 𝑓 1 + 𝑓 2 + 𝑓 3 + 𝑓(4)
9:? 1 1 3 1 1
= + + + +
16 4 8 4 16
=1

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 Cumulative Distribution Function (Cont’d)
Example 1: f(0)=1/16, f(1)=1/4, f(2)=3/8, f(3)=1/4, and f(4)=1/16

0, 𝑥<0
1
, 0≤𝑥<1
16
5
, 1≤𝑥<2
𝐹 𝑥 = 16
11
, 2≤𝑥<3
16
15
, 3≤𝑥<4
16
1, 𝑥≥4

20
 Cumulative Distribution Function (Cont’d)
Example 1: Using F(x), verify that f(2)= 3/8
0, 𝑥<0
1
, 0≤𝑥<1
16
𝐹 2 = 𝑓 0 + 𝑓 1 + 𝑓(2) 𝐹 1 5
, 1≤𝑥<2
𝐹 1 = 𝑓 0 + 𝑓(1) 𝐹 𝑥 = 16
11
, 2≤𝑥<3
𝐹 2 − 𝐹 1 = 𝑓(2) 2 16
𝐹 15
, 3≤𝑥<4
𝑓 2 =𝐹 2 −𝐹 1 16
1, 𝑥≥4
11 5
= −
16 16
3
=
8 21
Let’s test our understanding!
Exercise 1.

Exercise 2.

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Let’s test our understanding!

Exercise 3.

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