STATISTICS AND PROBABILITY
RANDOM VARIABLES
Concept of a Random Variable
Experiments are conducted with results that
are subject to chance.
The testing of a number of electronic
components is an example of a statistical
experiment.
For example, defective and nondefective
components, i.e
S = {NNN, NND, NDN, DNN, NDD, DND, DDN, DDD}
Concept of a Random Variable
Each point in the sample space will be assigned
a numerical value of 0, 1, 2, or 3.
These values are random quantities determined
by the outcome of the experiment.
They may be viewed as values assumed by
random variable, X (e.g. X = the number of
defective items when three electronic
components are tested)
Terminology
A random variable is a function that associates a real
number with each element in the sample space
If a sample space contains a finite number of
possibilities or an unending sequence with as many
elements as there are whole numbers, it is called a
discrete sample space
If a sample space contains an infinite number of
possibilities equal to the number of points on a line
segment, it is called a continuous sample space
Examples
Two balls are drawn in succession without replacement
from an urn containing 4 red balls and 3 black balls.
The possible outcomes and the values y of the random
variable Y, where Y is the number of red balls are:
Sample Space y
RR 2
RB 1
BR 1
BB 0
Examples
A stockroom clerk returns three safety helmets at random to three
steel mill employees, who had previously checked them. If Smith,
Jones, and Brown, in that order, receive one of the three hats, list
the sample points for the possible orders of returning the helmets
and find the values m of the random variable M that represents the
number of correct matches
Sample Space y
SJB 3
SBJ 1
JSB 1
JBS 0
BSJ 0
BJS 1
Discrete Probability Distributions
A discrete random variable assumes each of
its values with a certain probability.
E.g. In case of tossing a coin three times, the
variable X representing the number of heads
x 0 1 2 3
P(X = x) 1/8 3/8 3/8 1/8
Bar Chart
3/8 3/8
1/8 1/8
0 1 2 3
Properties of Discrete Probability
Function
f x 0
f x 1
x
P X x f x
Examples
A shipment of 8 similar microcomputers to a
retail outlets contains 3 that are defective. If a
school makes a random purchase of 2 of these
computers, find the probability distribution for
the number of defectives
Cumulative Distribution
The cumulative distribution F(x) of a discrete random
variable X with probability distribution f(x) is given by
F x P X x f t untuk x
tx
Continuous Probability Distributions
f(x) is usually called probability density function (pdf)
Properties of Pdf
f x 0 for all x R
f x dx 1
b
P a X b f x dx
a
Cumulative distribution
x
F x P X x f t dt for x
P a X b F b F a
dF x
f x
dx
Examples
Suppose that the error in the reaction temperature for
a controlled laboratory experiment is a continuous
random variable X having pdf
x2
f x 1 x 2
3
0 elsewhere
a. Verify f x dx 1
a. Find P(0 X 1)
Mean of a Random Variable
Let X be a random variable with probability distribution
f(x). The mean or expected value of X is
E x xf x DISCRETE
x
EX xf x dx CONTINUOUS
Mean of a Random Variable
Let X be a random variable with probability
distribution f(x). The mean or expected value of
random variable g(X) is
g X E g X g x f x DISCRETE
g X E g X g x f x dx CONTINUOUS
Variance (Standard Deviation)
Let X be a random variable with probability
distribution f(x) and mean . The variance of X is
E X x f x
2 2 2
x DISCRETE
E X x f x dx
2 2 2
CONTINUOUS
Variance (Standard Deviation)
The variance of random variable X is given by
EX
2 2
2
Variance (Standard Deviation)
Let X be a random variable with probability distribution
f(x). The variance of the random variable g(X) is
2
g X
E g X g X
2
g X g X f x
x
2
DISCRETE
E g X g X g X g X f x dx
2 2
2
g X CONTINUOUS
Examples
The weekly demand for Pepsi, in thousand of
liters, from a local chain of efficiency stores, is a
continuous random variable X having the
probability density
f x 2 x 1 1 x 2
0 elsewhere
Find the mean and variance of X
