RANDOM VARIABLES

AND PROBABILITY
DISTRIBUTIONS
CHAPTER 1
EXPLORING RANDOM
VARIABLES
LESSON 1
 OBJECTIVES

• Illustrate a random variable

• Classify random variable as discrete or
continuous
• Find the possible values of a random variable
 EXPERIMENT

• Any activity that gives results.

• Example:
• Flipping or tossing a coin
• Rolling a die
 EVENT

• Observed occurence in an experiment.

• Example:
• Observing number of heads/tails in flipping a coin
• Observing number of dots in rolling a die
 SAMPLE SPACE

• Set of all possible outcomes of an experiment

• Denoted as S or SS.
• Example:
• Experiment: Flipping the coin once.
• S = {Head, Tail)
 SAMPLE/OUTCOME

• Individual element of a sample space.

• Example:
• Experiment: Flipping the coin once.
• S = {Head, Tail)
• Sample point = Head
 RANDOM VARIABLE (RV)

• Function that associates a real number to each

element in the sample space.
• Variable whose values are determined by chance.
• Quantifies event in an experiment.
• Denoted by capital letters (X,Y, Z, etc...)
 RANDOM VARIABLE (RV)

• Example:
• Experiment: Flipping the coin twice.
• Event: Observing the number of heads
• Random Variable X = number of heads
observed
 RANDOM VARIABLE (RV)

S = {HH, HT, TH, TT}

Possible Outcomes Random Variable X
HH 2
HT 1
TH 1
TT 0
Random Variable X = {0, 1,2}
 RANDOM VARIABLE (RV)

Exercise:
Experiment: Flipping a coin thrice.
Event: Observing number of tails
Random Variable Y = number of tails observed
 DISCRETE RANDOM VARIABLE

• Set of possible outcomes is countable.

• Represent count data, such as number of
defective chairs produced in a factory.
 CONTINUOUS RANDOM VARIABLE

• Takes on values on continuous scale

• Often represent measured data such as heights,
weights and temperatures
 Classify the following random variables as
discrete or continuous
1. Number of defective 4. Amount of paint utilized in a
computers produced by a building project
manufacturer 5. Number of dropout in a school
2. Weight of newborns each district for a period of 10 years
year in a hospital 6. Speed of a car
3. Number of sibling in a family 7. Numbe of female athletes
of a region
8. Time needed to finish a test
 Classify the following random variables as
discrete or continuous
9. Amount of sugar in a cup of 13.Number of bushels of apples
tea per hectare this year
10. Number of people who are 14.Number of patient arrivals per
playing LOTTO each day hour at a medical clinic
11. Number of accidents per year 15.Average amount of electricity
at an intersection consumed per household per
12. Number of voters favoring a month
candidate 16.Number of deaths per year
CONSTRUCTING
PROBABILITY
DISTRIBUTIONS
LESSON 2
 OBJECTIVES

• Illustrate a probability distribution for a discrete

random variable and its properties
• Compute probabilities corresponding to a given
random variable
• Construct the probability mass function of a discrete
random variable and its corresponding histogram
 DISCRETE PROBABILITY
DISTRIBUTION
• Also known as probability mass function
• Consists of the values a random variable can
assume and the corresponding probabilities of
the values.
 DISCRETE PROBABILITY
DISTRIBUTION
• Properties:
1. The probability of each value of the random
variable must be between 0 and 1.
0 ≤ 𝑃(𝑋) ≤ 1
2. The sum of the probabilities of all the values of the
random variable must be equal to 1.
σ 𝑃(𝑋) = 1
 DISCRETE PROBABILITY
DISTRIBUTION
• Example: Construct the probability distribution
Experiment: Flipping the coin twice.
Event: Observing the number of heads
Random Variable X = number of heads oberved
S = {HH, HT, TH, TT}
Possible Outcomes Random Variable X
HH 2
HT 1
TH 1
TT 0
Random Variable X = {0, 1,2}
 Random Probability
Frequency (f)
Variable X P(X)

0 1 ¼ = 0.25
1 2 ½ = 0.5
2 1 ¼ = 0.25

෍𝑓 = 4 ෍ 𝑃(𝑋) = 1
 DISCRETE PROBABILITY
DISTRIBUTION
• Example: Construct the probability distribution
Experiment: Flipping a coin thrice.
Event: Observing number of tails
Random Variable Y = number of tails observed
S = {HHH, HHT, HTH, HTT, THH, THT, TTH, TTT}
Possible Outcomes Random Variable Y
HHH 0
HHT 1
HTH 1
HTT 2
THH 1
THT 2
TTH 2
TTT 3
Random Variable X = {0, 1,2, 3}
 Random Probability
Frequency (f)
Variable Y P(Y)

0 1 1/8
1 3 3/8
2 3 3/8
3 1 1/8

෍𝑓 = 8 ෍ 𝑃(𝑋) = 1
Questions:
1. What is the probability of observing exactly 1
tail?
2. P(Y=2)
3. P(Y>1)
4. P(0<Y<3)
5. What is the probability of observing at least 2
tails?
Activity 1
• Experiment: Rolling a die twice
• Event: observing the sum of dots
• Random variable X = the sum of dots observed
after the 2nd roll.
1. Construct the probability distribution
2. Find the following:
a) P(X=even)
1. Construct the probability distribution (15 pts)
2. Find the following: (5 pts. Each)
a) P(X=even)
b) P(X=odd)
c) P(X=multiple of 4)
d) P(X<6)
e) P(5≤X≤9)
f) P(X=at most 8)
COMPUTING THE MEAN OF A
DISCRETE PROBABILITY
DISTRIBUTION
LESSON 3
 OBJECTIVES

• Illustrate and calculate the mean of a discrete

random variable
• Interpret the mean of a discrete random variable
• Solve problems involving mean of probability
distribution
 MEAN OF THE RANDOM
VARIABLE
• Also known as the mean of the probability
distribution
• Mean Value / Expected Value
• Tells the average of the possible outcomes that
will appear/be observed in an experiment.
• Denoted by E(X) or 𝝁.
• Formula:

𝝁 = 𝑿𝟏 • 𝑷 𝑿𝟏 + 𝑿𝟐 • 𝑷 𝑿𝟐 +. . , . +𝑿𝒏 • 𝑷 𝑿𝒏
𝝁 = σ𝑿 • 𝑷(𝑿)

Where:
𝑋1 , 𝑋2 , …, 𝑋𝑛 - values of the RV
𝑃 𝑋1 , 𝑃 𝑋2 ,…, 𝑃 𝑋𝑛 - corresponding probabilities
• Example:
Experiment: Flipping a coin thrice.
Event: Observing number of tails
Random Variable X = number of tails observed
a) Construct the probability distribution.
b) Find the mean of the probability distribution
 Random Probability
Frequency (f)
Variable X P(X)

0 1 1/8
1 3 3/8
2 3 3/8
3 1 1/8

෍𝑓 = 8 ෍ 𝑃(𝑋) = 1
RV (X) Freq (f) P(X) X • P(X)

0 1 1/8 0
1 3 3/8 3/8
2 3 3/8 6/8 or 3/4
3 1 1/8 3/8

෍ 𝒇 = 𝟖 ෍ 𝑷(𝑿) = 𝟏 𝝁 = ෍ 𝑿 • 𝑷(𝑿) = 𝟑/𝟐

• The mean 𝝁 is 3/2 or 1.5
• Interpretation:
In flipping the coin thrice, the average
number of tails to be observed is 3/2 or 1.5
• Example
Experiment: Rolling a die twice
Event: observing the sum of dots
Random variable X = the sum of dots observed
after the 2nd roll.
1. Construct the probability distribution
2. Find the mean of the probability distribution
RV (X) Freq (f) P(X)
2 1 1/36
3 2 2/36
4 3 3/36
5 4 4/36
6 5 5/36
7 6 6/36
8 5 5/36
9 4 4/36
10 3 3/36
11 2 2/36
12 1 1/36

෍ 𝒇 = 𝟑𝟔 ෍ 𝑷(𝑿) = 𝟏
RV (X) Freq (f) P(X) X • P(X)
2 1 1/36 2/36
3 2 2/36 6/36
4 3 3/36 12/36
5 4 4/36 20/36
6 5 5/36 30/36
7 6 6/36 42/36
8 5 5/36 40/36
9 4 4/36 36/36
10 3 3/36 30/36
11 2 2/36 22/36
12 1 1/36 12/36

෍ 𝒇 = 𝟑𝟔 ෍ 𝑷(𝑿) = 𝟏 𝝁 = ෍ 𝑿 • 𝑷(𝑿) = 𝟕
• The mean 𝝁 is 7.
• Interpretation:
In rolling the die twice, the average sum of
dots to be observed is 7.
• Example
The probabilities that a surgeon operates on 3 ,4 ,5,
6, or 7 patients in a any day are 0.15, 0.10, 0.20, 0.25,
and 0.30 respectively. Find the average number of
patients that a surgeon operates on a day

Let X = number of patients

RV (X) P(X)

3 0.15
4 0.10
5 0.20
6 0.25
7 0.30

෍ 𝑷(𝑿) = 𝟏
RV (X) P(X) X • P(X)

3 0.15 0.45
4 0.10 0.40
5 0.20 1.00
6 0.25 1.50
7 0.30 2.10

෍ 𝑷(𝑿) = 𝟏 𝝁 = ෍ 𝑿 • 𝑷 𝑿 = 𝟓. 𝟒𝟓
• Exercise
The probabilities of a machine manufacturing 0, 1,
2, 3, 4 or 5 defective parts in one day are 0.75,
0.17, 0.04, 0.025, 0.01, and 0.005 respectively. Find
the mean of the probability distribution.
COMPUTING THE VARIANCE
OF A DISCRETE
PROBABILITY DISTRIBUTION
LESSON 4
 OBJECTIVES

• Illustrate and calculate the variance of a discrete

random variable
• Interpret the variance of a discrete random
variable
• Solve problems involving variance of probability
distribution
 VARIANCE (STANDARD DEVIATION)
OF PROBABILITY DISTRIBUTION
• Describes the amount of spread, dispersion or
variability of the items in a distribution.
𝟐
• Denoted by 𝝈 for variance and 𝝈 for standard
deviation
• Formula:
for Variance
𝝈𝟐 = σ(𝑿 − 𝝁)𝟐 • 𝑷(𝑿)
for Standard Deviation

𝝈= 𝝈𝟐 = σ(𝑿 − 𝝁)𝟐 • 𝑷(𝑿)

Where:
𝑿= value of the random variable
𝑷(𝑿)=probability of the random variable
𝝁= mean of the probability distribution
Steps in Finding the Variance 𝝈𝟐 and Standard
Deviation 𝝈
1. Find the mean of the probability distribution.
2. Subtract the mean from each values of the random
variable.
3. Square the results in Step 2.
4. Multiply the results in Step 3 by the corresponding
probability.
5. Get the sum of the results obtained in Step 4.
• Example:
Experiment: Flipping a coin thrice.
Event: Observing number of tails
Random Variable X = number of tails observed
a) Construct the probability distribution.
b) Find the variance and standard deviation of
the probability distribution
 Random Probability
Frequency (f)
Variable X P(X)

0 1 1/8
1 3 3/8
2 3 3/8
3 1 1/8

෍𝑓 = 8 ෍ 𝑃(𝑋) = 1
RV (X) Freq (f) P(X) X • P(X) X−𝝁 (X − 𝝁)𝟐 (X − 𝝁)𝟐 • P(X)

0 1 1/8 0

1 3 3/8 3/8

2 3 3/8 6/8

3 1 1/8 3/8

෍𝒇 = 𝟖 ෍ 𝑷(𝑿) = 𝟏 𝝁 = 𝟑/𝟐
RV (X) Freq (f) P(X) X • P(X) X−𝝁 (X − 𝝁)𝟐 (X − 𝝁)𝟐 • P(X)

0 1 1/8 0 -3/2

1 3 3/8 3/8 -1/2

2 3 3/8 6/8 1/2

3 1 1/8 3/8 3/2

෍𝒇 = 𝟖 ෍ 𝑷(𝑿) = 𝟏 𝝁 = 𝟑/𝟐
RV (X) Freq (f) P(X) X • P(X) X−𝝁 (X − 𝝁)𝟐 (X − 𝝁)𝟐 • P(X)

0 1 1/8 0 -3/2 9/4

1 3 3/8 3/8 -1/2 1/4

2 3 3/8 6/8 1/2 1/4

3 1 1/8 3/8 3/2 9/4

෍𝒇 = 𝟖 ෍ 𝑷(𝑿) = 𝟏 𝝁 = 𝟑/𝟐
RV (X) Freq (f) P(X) X • P(X) X−𝝁 (X − 𝝁)𝟐 (X − 𝝁)𝟐 • P(X)

0 1 1/8 0 -3/2 9/4 9/32

1 3 3/8 3/8 -1/2 1/4 3/32

2 3 3/8 6/8 1/2 1/4 3/32

3 1 1/8 3/8 3/2 9/4 9/32

෍𝒇 = 𝟖 ෍ 𝑷(𝑿) = 𝟏 𝝈𝟐 = σ(X − 𝝁)𝟐 • P(X)

𝝁 = 𝟑/𝟐
= 3/4 or 0.75
• The variance 𝝈 is 0.75.
𝟐

• The standard deviation 𝝈 is 𝟎. 𝟕𝟓 = 𝟎. 𝟖𝟕

• Interpretation:
The average distance/dispersion of the
values of the random variable X= number of tails
observed with respect to the mean is 0.87
• Exercise
Experiment: Rolling a die twice
Event: observing the sum of dots
Random variable X = the sum of dots observed
after the 2nd roll.
1. Construct the probability distribution
2. Find the variance and the standard deviation of
the probability distribution
RV
Freq (f) P(X) X • P(X) 𝒙−𝝁 (𝒙 − 𝝁 )𝟐 (𝒙 − 𝝁 )𝟐 ∙ 𝑷(𝒙)
(X)
2 1 1/36
3 2 2/36
4 3 3/36
5 4 4/36
6 5 5/36
7 6 6/36
8 5 5/36
9 4 4/36
10 3 3/36
11 2 2/36
12 1 1/36

෍ 𝒇 = 𝟑𝟔 ෍ 𝑷(𝑿) = 𝟏
RV
Freq (f) P(X) X • P(X) 𝒙−𝝁 (𝒙 − 𝝁 )𝟐 (𝒙 − 𝝁 )𝟐 ∙ 𝑷(𝒙)
(X)
2 1 1/36 2/36
3 2 2/36 6/36
4 3 3/36 12/36
5 4 4/36 20/36
6 5 5/36 30/36
7 6 6/36 42/36
8 5 5/36 40/36
9 4 4/36 36/36
10 3 3/36 30/36
11 2 2/36 22/36
12 1 1/36 12/36

෍ 𝒇 = 𝟑𝟔 ෍ 𝑷(𝑿) = 𝟏 𝝁 = ෍ 𝑿 • 𝑷(𝑿) = 𝟕
RV
Freq (f) P(X) X • P(X) 𝒙−𝝁 (𝒙 − 𝝁 )𝟐 (𝒙 − 𝝁 )𝟐 ∙ 𝑷(𝒙)
(X)
2 1 1/36 2/36 -5
3 2 2/36 6/36 -4
4 3 3/36 12/36 -3
5 4 4/36 20/36 -2
6 5 5/36 30/36 -1
7 6 6/36 42/36 0
8 5 5/36 40/36 1
9 4 4/36 36/36 2
10 3 3/36 30/36 3
11 2 2/36 22/36 4
12 1 1/36 12/36 5

෍ 𝒇 = 𝟑𝟔 ෍ 𝑷(𝑿) = 𝟏 𝝁 = ෍ 𝑿 • 𝑷(𝑿) = 𝟕
RV
Freq (f) P(X) X • P(X) 𝒙−𝝁 (𝒙 − 𝝁 )𝟐 (𝒙 − 𝝁 )𝟐 ∙ 𝑷(𝒙)
(X)
2 1 1/36 2/36 -5 25
3 2 2/36 6/36 -4 16
4 3 3/36 12/36 -3 9
5 4 4/36 20/36 -2 4
6 5 5/36 30/36 -1 1
7 6 6/36 42/36 0 0
8 5 5/36 40/36 1 1
9 4 4/36 36/36 2 4
10 3 3/36 30/36 3 9
11 2 2/36 22/36 4 16
12 1 1/36 12/36 5 25

෍ 𝒇 = 𝟑𝟔 ෍ 𝑷(𝑿) = 𝟏 𝝁 = ෍ 𝑿 • 𝑷(𝑿) = 𝟕
RV
Freq (f) P(X) X • P(X) 𝒙−𝝁 (𝒙 − 𝝁 )𝟐 (𝒙 − 𝝁 )𝟐 ∙ 𝑷(𝒙)
(X)
2 1 1/36 2/36 -5 25 0.69444
3 2 2/36 6/36 -4 16 0.88889
4 3 3/36 12/36 -3 9 0.75000
5 4 4/36 20/36 -2 4 0.44444
6 5 5/36 30/36 -1 1 0.13889
7 6 6/36 42/36 0 0 0
8 5 5/36 40/36 1 1 0.13889
9 4 4/36 36/36 2 4 0.44444
10 3 3/36 30/36 3 9 0.75000
11 2 2/36 22/36 4 16 0.88889
12 1 1/36 12/36 5 25 0.69444
𝝈𝟐 = ෍(𝒙 − 𝝁 )𝟐 ∙ 𝑷 𝒙 = 𝟓. 𝟖𝟑𝟑𝟑𝟐
෍ 𝒇 = 𝟑𝟔 ෍ 𝑷(𝑿) = 𝟏 𝝁 = ෍ 𝑿 • 𝑷(𝑿) = 𝟕
• Example Problem
Defective DVDs. From past experience, a
company found that in cartons of DVDs, 90%
contain no defective DVDs, 5% contain one
defective DVD, 3% contain two defective DVDs,
and 2% contain three defective DVDs. Find the
mean, variance, and standard deviation for the
number of defective DVDs.
• Example Problem
Number of Credit Cards. A bank vice president feels
that each savings account customer has, on average,
three credit cards. The following distribution represents
the number of credit cards people own. Find the mean,
variance, and standard deviation. Is the vice president
correct?
• Activity 2
A box contains 10 balls. Two are numbered 3, one is
numbered 4, three are numbered 7, two are
numbered 8 and two are numbered 5. The balls are
mixed and one is selected at random. After a ball is
selected, its number is recorded. Then it is replaced.
If the experiment is repeated many times, construct
the probability distribution (15pts.) and find the mean
(5pts.), variance (7pts.) and standard deviation (3pts.)
of the numbers on the balls