Probability and Statistics - Lecture 4
Probability and Statistics - Lecture 4
Example (1): In the experiment of tossing a fair coin twice, the outcomes are 𝐻𝐻, 𝐻𝑇, 𝑇𝐻, 𝑇𝑇 , we are
interested in the number of Heads in each outcome.
𝐻𝐻
2 1Τ4
𝐻𝑇
1 1Τ2
𝑇𝐻
1Τ4
𝑇𝑇 0
𝑆 𝑋 𝑃(𝑋)
Note that: We will use capital letters from the end of the alphabet to represent a random variable.
✓ Usually, 𝑋.
✓ The corresponding lower-case letter will represent a particular value of the random variable.
✓ 𝑃(𝑋 = 𝑥) is the probability that the random variable 𝑋 is equal to the value 𝑥.
Example (1): A family consisted of 3 children assume the random variable 𝑋 gives the number of boys. Find the
values of random variable and the corresponding probability density function.
Sample Space: 𝑆 = {𝐵𝐵𝐵, 𝐵𝐵𝐺, 𝐵𝐺𝐵, 𝐵𝐺𝐺, 𝐺𝐵𝐵, 𝐺𝐵𝐺, 𝐺𝐺𝐵, 𝐺𝐺𝐺}. Each outcome is equally likely, if the random
variable is number of boys. 1
𝑃 𝑋=0 = Outcomes Random Variable
The Random Variable 𝑋 = 𝑥, 𝑥 = 0,1,2,3. 8 BBB 3
The event that the family has 3 boys 𝐴3 = {𝐵𝐵𝐵}, 3 BBG
𝑃 𝑋=1 =
8 BGB 2
The event that the family has 2 boys 𝐴2 = {𝐵𝐵𝐺, 𝐵𝐺𝐵, 𝐺𝐵𝐵}, GBB
3
The event that the family has 1 boy 𝐴1 = {𝐵𝐺𝐺, 𝐺𝐵𝐺, 𝐺𝐺𝐵}, 𝑃 𝑋 = 2 = BGG
8 GBG 1
The event that the family has no boys 𝐴0 = {𝐺𝐺𝐺}. 1 GGB
𝑃 𝑋=3 = GGG 0
8
Example (2): Tossing a fair coin three times. The random variable X gives the number of heads recorded. Find the
values of X.
The sample space is 𝑆 = {𝐻𝐻𝐻, 𝐻𝐻𝑇, 𝐻𝑇𝐻, 𝐻𝑇𝑇, 𝑇𝐻𝐻, 𝑇𝐻𝑇, 𝑇𝑇𝐻, 𝑇𝑇𝑇}. The possible values of 𝑋 are 0,1,2,3. Each
outcome is equally likely for example the event 𝑋 = 1 , when written as a set of outcomes, is equal to
{𝐻𝑇𝑇, 𝑇𝐻𝑇, 𝑇𝑇𝐻}, and has probability 3/8.
x 0 1 2 3
P(X=x) 1/8 3/8 3/8 1/8
Example (3):
Example (4):
Example (5):
Example (6):
Example (7):
Example (8): Turbo Generators PLC manufactures seven large turbines for a customer. Three of these turbines do
not meet the customer’s specification. Quality control inspectors choose two turbines at random. Let the discrete
random variable 𝑋 be defined to be the number of turbines inspected which meet the customer’s specification.
f(x) F(x)
Example (9): A discrete random variable 𝑋 has the following probability distribution:
X 1 2 3 4 5 6 7
𝑃(𝑋) 𝐶 2𝐶 2𝐶 3𝐶 𝐶2 2𝐶 2 2
7𝐶 + 𝐶
σ𝑛𝑖=1 𝑃 𝑋𝑖 = 1=𝑐 + 2𝑐 + 2𝑐 + 3𝑐 + 𝑐 2 + 2𝑐 2 + 7𝑐 2 + 𝑐
10𝑐 2 + 9𝑐 − 1 = 10𝑐 − 1 𝑐 + 1 = 0
𝑐 = 0.1 𝑐 = −1 𝑟𝑒𝑗𝑒𝑐𝑡𝑒𝑑
𝐸 𝑋 = 𝜇 = 𝑋𝑖 𝑃 𝑋𝑖
𝑖=1