MAT3003 Probability, Statistics and Reliability

Random Variable

Dr.E.Prasad
Asst Professor, Dept of Mathematics
VIT Bhopal University

Spring 2024-25

Module 2 Dr.E.Prasad
 Probability, Statistics and Reliability Module-2; Random Variable

Syllabus
Introduction to Random variables (One-two dimension) - Discrete and Continuous RV
- Probability function and Distribution function of RV, Expectation, Variance, and its
properties, Moment Generating function up to second moments.
Special Distributions:
Bernoulli distribution, Binomial distribution, Poisson distributions, Uniform
distribution and Normal distribution.

Dr.E.Prasad
 Probability, Statistics and Reliability Module-2; Random Variable

Random Variables
We define a random variable as a function that maps from the sample space of an
experiment to the real numbers. Mathematically, Random Variable is expressed as,
X: S →R
where,
X is Random Variable (It is usually denoted using capital letter)
S is Sample Space
R is Set of Real Numbers
Random variables are generally represented by capital letters like X and Y.
Suppose a random variable X takes m different values i.e. sample space
X = {x1, x2, x3………xm} with probabilities
P(X = xi) = pi
where 1 ≤ i ≤ m
The probabilities must satisfy the following conditions :
0 ≤ pi ≤ 1; where 1 ≤ i ≤ m
p1 + p2 + p3 + ……. + pm = 1 Or we can say 0 ≤ pi ≤ 1 and ∑pi = 1

Dr.E.Prasad
 Probability, Statistics and Reliability Module-2; Random Variable

Example 1
If two unbiased coins are tossed then find the random variable associated with that
event.
Solution:
Suppose Two (unbiased) coins are tossed
X = number of heads. [X is a random variable or function]
Here, the sample space S = {HH, HT, TH, TT}
Hence possible values for random variable X are 0, 1, 2.
X = {0, 1, 2} where m = 3
P(X = 0) = (Probability that number of heads is 0)
= P(TT) = 1/2×1/2 = 1/4
P(X = 1) = (Probability that number of heads is 1)
= P(HT | TH) = 1/2×1/2 + 1/2×1/2 = 1/2
P(X = 2) = (Probability that number of heads is 2)
= P(HH) = 1/2×1/2 = 1/4
Here, you can observe that, (0 ≤ p1, p2, p3 ≤ 1/2)
p1 + p2 + p3 = 1/4 + 2/4 + 1/4 = 1

Dr.E.Prasad
 Probability, Statistics and Reliability Module-2; Random Variable

Example 2:Suppose a dice is thrown (X = outcome of the dice). Here, the sample
space S = {1, 2, 3, 4, 5, 6}.
Solution:
The output of the function will be:
P(X=1) = 1/6
P(X=2) = 1/6
P(X=3) = 1/6
P(X=4) = 1/6
P(X=5) = 1/6
P(X=6) = 1/6

Dr.E.Prasad
Probability, Statistics and Reliability Module-2; Random Variable

Types of Random Variable

Random variables are of two types that are,

1. Discrete Random Variable
2. Continuous Random Variable

Dr.E.Prasad
 Probability, Statistics and Reliability Module-2; Random Variable

1.Discrete Random Variable

Dr.E.Prasad
 Probability, Statistics and Reliability Module-2; Random Variable

Discrete Random Variable:

A discrete random variable is one which can take only finite or countable number of values
with definite probabilities associated with each one of them

Probability Mass Function (p. m. f):

Dr.E.Prasad
 Probability, Statistics and Reliability Module-2; Random Variable

Measure Central tendency of discrete r.v

The term central tendency refers to the middle, or typical, value of a set of
data, which is most commonly measured by using the three m's: mean,
median, and mode. The mean, median, and mode are known as the
measures of central tendency
Mathematical Expectation: (Mean or Avg)

Example 1 A fair coin is tossed twice. Let 𝑋 be the number of heads that are observed.
1. Construct the probability distribution of 𝑋.
2. Find its mean
3. Find the probability that at least one head is observed

Dr.E.Prasad
 Probability, Statistics and Reliability Module-2; Random Variable

Properties of Expectation:
1.

2.

Dr.E.Prasad
 Probability, Statistics and Reliability Module-2; Random Variable
Variance
The term variance refers to a statistical measurement of the spread between numbers in a
data set. More specifically, variance measures how far each number in the set is from
the mean (average), and thus from every other number in the set. Variance is often
depicted by this symbol: Var(x) or σ2
3. (Or) Var X = E[(X − E X )2 ]

Dr.E.Prasad
 Probability, Statistics and Reliability Module-2; Random Variable

4.

Standard Deviation(S.D) (σ2): A standard deviation (or σ) is a measure of how

dispersed the data is in relation to the mean. Low, or small, standard deviation
indicates data are clustered tightly around the mean, and high, or large, standard
deviation indicates data are more spread out.
∴ Standard Deviation(S.D) (σ2)= 𝑉𝑎𝑟(𝑋)

Dr.E.Prasad
Probability, Statistics and Reliability Module-2; Random Variable

Distribution Function or Cumulative Distribution Function:

Dr.E.Prasad
Probability, Statistics and Reliability Module-2; Random Variable

Dr.E.Prasad
Probability, Statistics and Reliability Module-2; Random Variable

Dr.E.Prasad
Probability, Statistics and Reliability Module-2; Random Variable

Dr.E.Prasad
Probability, Statistics and Reliability Module-2; Random Variable
Exercise

Dr.E.Prasad
Probability, Statistics and Reliability Module-2; Random Variable

Dr.E.Prasad
Probability, Statistics and Reliability Module-2; Random Variable

, 2.Continuous Random Variable

Dr.E.Prasad
Probability, Statistics and Reliability Module-2; Random Variable

Continuous random variable:

Continuous random variable is a random variable that can take on a continuum
of values. In other words, a random variable is said to be continuous if it
assumes a value that falls between a particular interval.
Continuous random variables are used to denote measurements such as height,
weight, time, etc
Probability Density Function (p. d. f):

Dr.E.Prasad
Probability, Statistics and Reliability Module-2; Random Variable

Measure Central tendency of continuous r.v

Dr.E.Prasad
Probability, Statistics and Reliability Module-2; Random Variable

Dr.E.Prasad
Probability, Statistics and Reliability Module-2; Random Variable

Dr.E.Prasad
Probability, Statistics and Reliability Module-2; Random Variable

Dr.E.Prasad
Probability, Statistics and Reliability Module-2; Random Variable

Dr.E.Prasad
Probability, Statistics and Reliability Module-2; Random Variable

Dr.E.Prasad
Probability, Statistics and Reliability Module-2; Random Variable
Exercise

Dr.E.Prasad
Probability, Statistics and Reliability Module-2; Random Variable

Dr.E.Prasad
Probability, Statistics and Reliability Module-2; Random Variable

Dr.E.Prasad