RANDOM VARIABLE

 is a function whose value is a real number determined by each

element in the sample space
 is a variable whose possible values are determined by chance
 typically presented by an uppercase letter, while its
corresponding lowercase letter is used to represent one of its
values
 can either be discrete or continuous
 RANDOM VARIABLE
Example:
A coin is tossed three times. List down the elements of the
sample space. List down the possible values of the following
random variables:
X: the number of heads that fall
Y: the number of tails that fall
W: the number of heads minus the number of tails
 RANDOM VARIABLE
Random Random Random
Sample Variable Variable Variable
space X: no. of heads Y: no. of tails W: X – Y
HHH 3 0 3
HHT 2 1 1
HTH 2 1 1
THH 2 1 1
HTT 1 2 -1
THT 1 2 -1
TTH 1 2 -1
TTT 0 3 -3
 DISCRETE RANDOM VARIABLE
a DISCRETE RANDOM VARIABLE can only take a finite
(countable) number of distinct values.

Examples:
1. Let X = number of students randomly selected to be
interviewed by a researcher
2. Let Y = number of left-handed teachers randomly selected in
a faculty room
3. Let Z = number of defective light bulbs among the randomly
selected light bulbs.
 CONTINUOUS RANDOM VARIABLE
a CONTINUOUS RANDOM VARIABLE can assume an infinite
number of values in an interval between two specific values.
These values are often results of measurement.

Examples:
1. Let Y = weights (in pounds) of randomly selected students
2. Let Z = hourly temperatures last Sunday
3. Let X = lengths (in centimeters) of randomly selected shoes of
senior students
 RECALL: DISCRETE OR CONTINUOUS
A pair of dice is rolled and X is a random variable that represents the sum
of the dots on the two dice.

A parent is interested in the random variable M, the amount of money a

highschool student spends on textbooks per school year.

A quality control is interested in the random variable D, the number of TV

sets containing minor defects.

A biologist observing an experiment is interested in the random variable L,

where T is the length of time that a microorganism will live beyond 24
hours.
A car dealer is interested in the random variable Y, the number of cars sold
during a week by a car salesperson.
 RECALL: DISCRETE OR CONTINUOUS
A pair of dice is rolled and X is a random variable that DISCRETE
represents the sum of the dots on the two dice.

A parent is interested in the random variable M, the amount CONTINUOUS

of money a highschool student spends on textbooks per
school year.
A quality control is interested in the random variable D, the DISCRETE
number of TV sets containing minor defects.

A biologist observing an experiment is interested in the CONTINUOUS

random variable L, where T is the length of time that a
microorganism will live beyond 24 hours.
A car dealer is interested in the random variable Y, the DISCRETE
number of cars sold during a week by a car salesperson.
 Define the possible values of the random
variable and identify if it is DISCRETE or
CONTINUOUS

1. The number of mobile phones sales made by a sales person in

a given week.
2. The number of consumers in a sample of 500 who favor a
particular product over all competitors.
3. The weight (kilograms) of a food item in a supermarket
4. The number of bids on an item listed in ebay.
5. The amount of carbonated beverage loaded into a 12-ounce
can in a can filling operation.
 ANSWERS:
1. The number of mobile phones sales made by a sales person
in a given week.
X = 0, 1, 2, 3, ...
DISCRETE RANDOM VARIABLE
2. The number of consumers in a sample of 500 who favor a
particular product over all competitors.
X = 0, 1, 2, 3, …, 500
DISCRETE RANDOM VARIABLE
 ANSWERS:
3. The weight (kilograms) of a food item in a supermarket
X0
CONTINUOUS RANDOM VARIABLE
Theoretically there is no upper limit, but it is unlikely that it would exceed
a certain value.

4. The number of bids on an item listed in ebay.

X = 0,1,2,3,…
DISCRETE RANDOM VARIABLE
 ANSWERS:
5. The amount of carbonated beverage loaded into a 12-
ounce can in a can filling operation.
0 ≤ X ≤ 12
CONTINUOUS RANDOM VARIABLE
 PROBABILITY DISTRIBUTION
 is a listing of all possible values of a discrete random variable
along with their corresponding probabilities
 can be presented in tabular, graphical or formula form
 PROBABILITY DISTRIBUTION
 
The following properties must be satisfied before a distribution
can be considered a discrete probability distribution
a. The probability of each value of a discrete random variable is
between 0 and 1 inclusive

b. The sum of all the probabilities is 1

 PROBABILITY DISTRIBUTION
 is a listing of all possible values of a discrete random variable
along with their corresponding probabilities
 can be presented in tabular, graphical or formula form
Example
Probability distribution of the following random variable:
Random Variable, X Random Variable, Y Random Variable, W
P(X=0) = 1/8 P(Y=0) = 1/8 P(W=-3) = 1/8
P(X=1) = 3/8 P(Y=1) = 3/8 P(W=-1) = 3/8
P(X=2) = 3/8 P(Y=2) = 3/8 P(W=1) = 3/8
P(X=3) = 1/8 P(Y=3) = 1/8 P(W=3) = 1/8
 TRY THIS
Explain why each of the following IS or IS NOT a valid probability
distribution for a discrete random variable:
a.

X 0 1 2 3
P(X) 0.1 0.3 0.3 0.2

b.
X -2 -1 0
P(X) 0.25 0.50 0.25
 TRY THIS
Explain why each of the following IS or IS NOT a valid probability
distribution for a discrete random variable:
c.

X 4 9 20
P(X) -0.3 0.4 0.3

d.

X 2 3 5 6
P(X) 0.15 0.15 0.45 0.35
 TRY THIS:
1. Find the probability distribution of the sum of the numbers
when a pair of dice is tossed.
2. Does f(x) = x/5 ,where x can take on values 0,1,2,3, determine
a probability distribution?
3. Does f(x) = x/10 ,where x can take on values 0,1,2,3,4,
determine a probability distribution?
 TRY THIS
A discrete random variable x can assume five possible
values: 2, 3, 5, 8 and 10. Its probability distribution is shown
here:

X 2 3 5 8 10
P(X) .15 .10 ? .25 .25

a. What is P(5)?
b. What is the probability that X equals 2 or 10?
c. What is P(X≤8)
 TRY THIS
The number of patients seen in the ER in any given hour is a random
variable represented by x. The probability distribution for x is:
x 10 11 12 13 14
P(x .4 .2 .2 .1 .1
)
Find the probability that in a given hour:
a.    exactly 14 patients arrive
b.    At least 12 patients arrive
c.    At most 11 patients arrive
 MATHEMATICAL EXPECTATION
,
,

THE MEAN OF A DISCRETE PROBABILITY DISTRIBUTION

DEFINITION:
Let X be a random variable with probability distribution f(x).
The mean or expected value of X is E
(X)  xf
(x)
x

THE VARIANCE OF A DISCRETE PROBABILITY DISTRIBUTION

DEFINITION:
Let X be a random variable with probability distribution f(x).
The variance of X is 
2
E
[(X)]
2
 (
x)f
(x) 2

x
 MATHEMATICAL EXPECTATION
Examples:
1. A sales executive in car company, is to sell the latest model. He usually sells the
largest numbers of cars on a Saturday. He has the following probability distribution
for the number of cars he expects to sell on a particular Saturday.
# of cars sold, X 0 1 2 3 4
P(X) 0.1 0.2 0.3 0.3 0.1
a. what type of distribution is this?
b. on a typical Saturday, how many cars does a sales executive expect to sell?
c. what is the variance of the probability distribution?
 MATHEMATICAL EXPECTATION
Examples:
2. The admissions director of XYZ University estimated the distribution of student
admission for the 2nd semester based on past records.
Admission, X 1000 1200 1500
P(X) 0.60 0.30 0.10

Given the table, what is the expected number of admissions for the 2nd sem.
Compute for the variance and standard deviation.
 MATHEMATICAL EXPECTATION
Exercises:
1. A lot containing 7 components is sampled by a quality inspector; the lot contains
4 good components and 3 defective components. A sample of 3 is taken by the
inspector. Find the expected value of the number of good components in the
sample.
2. In a gambling game, a man is paid $5 if he gets all heads or all tails when three
coins are tossed, and he will pay out $3 if either one or two heads show. What is his
expected gain?
3. A coin is biased so that a head is three times as likely to occur as a tail. Find the
expected number of tails when this coin is tossed twice.
 .
MATHEMATICAL EXPECTATION
Exercises:
4. The probability distribution of the discrete random variable X is
x 3 x
1 3
f(x) 3 C x     , x  0, 1, 2, 3.
4 4

Find the expected value of X.

5. The probability distribution of X, the number of imperfections per 10 meters
of a synthetic fabric in continuous rolls of uniform width
x 0 1 2 3 4
f(x) 0.41 0.37 0.16 0.05 0.01

Find the average number of imperfections per 10 meters of this fabric.

 .
MATHEMATICAL EXPECTATION
Exercises:
6. Let X be a random variable with the following probability distribution:
x 2 3 4 5 6
f(x) 0.01 0.25 0.4 0.3 0.04
find the variance of X.
7. Suppose that the probabilities are 0.4, 0.3, 0.2, and 0.1, respectively, that 0, 1, 2,
or 3 power failures will strike a certain subdivision in any given year. Find the mean
and variance of the random variable X representing the number of power failures
striking this subdivision.
 .
MATHEMATICAL EXPECTATION
Exercises:
8. Given the following probability distributions:
Distribution A Distribution B
X PX) X P(X)
0 0.50 0 0.05
1 0.20 1 0.10
2 0.15 2 0.15
3 0.10 3 0.20
4 0.05 4 0.50
a. Compute the expected value for each distribution.
b. Compute the standard deviation for each distribution.
c. Compare and contrast the results of distributions A and B.
 DISCRETE PROBABILITY DISTRIBUTION
Definition.
A table or formula listing all possible values that a discrete
random variable can take on, along with the associated
probabilities, is called a discrete probability distribution.
Note:
For any discrete probability distribution it must be true that
1. 0 ≤ f(x) ≤ 1 for every value of x
2. f (x) 1 where x assumes all possible values
x

3. P( X = x) = f(x)
BINOMIAL DISTRIBUTION FORMULA
n
! xn
X
P p
x q
x
,x
0
,
1,
2,...
n
(
n
x)!
x!
Where: p - probability of success
q - probability of failure (q = 1 – p)
n - total number of trials
x - represents a certain number of success
 BINOMIAL DISTRIBUTION
Example Problem 1:
A coin is tossed twice find the probability of getting at least
one head.

Example Problem 2:
Some field representative of the Environmental Protection
Agency are doing spot checks of water pollution in streams.
Historically, 8 out of 10 such tests produce favorable results, that
is, no pollution. The field group is going to perform 6 tests and
wants to know the chances of getting exactly 3 favorable results
from this group of tests.
 BINOMIAL DISTRIBUTION

Example Problem 3:
The probability that a patient recovers from a delicate heart
operation is 0.9. What is the probability that exactly 5 of the next
7 patients having this operation survive?

Example Problem 4:
Find the probability of obtaining exactly three 2’s if an ordinary
die is tossed 5 times.
 HYPERGEOMETRIC DISTRIBUTION
Definition. The hypergeometric distribution is being considered as
a 'relative' of binomial distribution. In the case of binomial
distribution, it is assumed that p, the probability of 'success'
remains constant from experiment to experiment. In other
words, sampling with replacement was performed.
 HYPERGEOMETRIC DISTRIBUTION
FORMULA
The probability distribution of the hypergeometric random variable X,
he number of successes in a random sample of size n selected from
the total population N items of which k are labeled success and
(N - k) labeled failure is:
k
Nk

x


n 

 
 x
P
(X)
x h
(x;n
,k )
,N
N

n


a
where x = 0,1,2,3,…, n and    0 whenever b>a.
b
 HYPERGEOMETRIC DISTRIBUTION
Example 1:
Among the 16 used cars on Harry’s lot, 5 have 4-wheel drive. If 3
cars are randomly chosen for a newspaper ad, what is the
probability that all 3 will have 4-wheel drive?
Example 2:
Find the probability of getting 4 face cards if a hand of 10 cards is
drawn from a standard deck of cards.
 HYPERGEOMETRIC DISTRIBUTION
Example 3:
A carton contains 24 light bulbs, three of which are defective.
What is the probability that, if a sample of six is chosen at
random from the carton of bulbs, 4 will be defective?

Example 4:
A customs inspector decides to inspect 3 of 16 shipments that
arrive from Madrid by plane. If the selection is random and 5 of
the shipments contain contraband, find the probabilities that the
customs inspector will catch one of the shipments with
contraband.
 GEOMETRIC DISTRIBUTION
Consider the binomial experiment with its usual assumptions.
Instead of counting the number of successes in n trials, let the
random variable X count the number of trials until the first
success.
If repeated independent trials can result in a success with
probability p and a failure with probability q = 1-p, then the
probability distribution of the random variable X, the number of
trial on which the first success occurs, is given by
1 where x = 1,2,3,
P (X  x) g(x;p ) pq x
…
 GEOMETRIC DISTRIBUTION
Example Problem 1:
Find the probability that a person flipping a balanced coin
requires 4 tosses to get a head.

Example Problem 2:
When taping a TV commercial, the probability that a certain
actor will get his lines straight on any one take is 0.40. What is
the probability that this actor will get his lines straight for the
first time on the fifth take?
 GEOMETRIC DISTRIBUTION
Example Problem 3:
The probability is 0.70 that a child exposed to a certain
contagious disease will catch it. What is the probability that the
third child exposed to the disease will be the first one to catch it?

Example Problem 4:
Find the probability that a person drawing a single card from a
standard deck requires 6 draws to get a face card.
 NEGATIVE BINOMIAL DISTRIBUTION
If a repeated independent trials can result in a success with
probability p, and a failure q = 1- p, then the probability distribution
of the random variable X, the number of the trail on which the kth
success occurs, is given by

P( X  x)  b * ( x; k , p)   x1 Ck 1  p q
k xk
 NEGATIVE BINOMIAL DISTRIBUTION
Example Problem 1:
The probability that a person living in a certain city owns a
computer is estimated to 30%. Find the probability that the tenth
person randomly interviewed in this city is the fifth one to own a
computer.
Example Problem 2:
30% of the applicants for a certain position have advanced
training in computer programming. Suppose three jobs requiring
advanced programming are open. Find the probability that the
third qualified applicant is found on the fifth interview.
 NEGATIVE BINOMIAL DISTRIBUTION
Example Problem 3:
The employees of a firm that manufactures insulation are being
tested for indications of asbestos in their lungs. The firm is
requested to send three employees who have positive indications
of asbestos to a medical center for further testing. If 40% of the
employees have positive indications of asbestos in their lungs, find
the probability that ten employees must be tested to find three
positives.
Example Problem 4:
If one-third of the persons donating blood at a clinic have a O +
blood, find the probability that the second O+ donor is the fourth
donor of the day.
 POISSON DISTRIBUTION
Definition. Poisson distribution is a distribution of arrivals per unit
time in a given facility
Poisson assumptions:
a) The probability that an event will occur in a short interval of time (or
space) is proportional to the size of the interval.
b) In a very small interval, the probability that two events will occur is
close to zero.
c) The probability that any number of events will occur in a given
interval is independent of where the interval begins.
d) The probability of any number of events occurring over a given
interval is independent of the number of events that occurred prior to
the interval.
 POISSON DISTRIBUTION FORMULA
e x

P
(
X 
x
) p
(x
;
) for x = 0,1,2, …
x
!
Where: P(x) - probability of exactly x occurrences
 – average number of occurrences per interval of time
x – number of occurrence
e – 2.71828…
 POISSON DISTRIBUTION
Example Problem 1:
On the average a certain intersection results in 3 traffic accidents per
month. What is the probability that in any given month at this
intersection:
a) exactly 5 accidents will occur?
b) less than 3 accidents will occur?
Example Problem 2:
A secretary makes 2 errors per page on the average. What is the
probability that on the next page she makes 4 or more errors?
 POISSON DISTRIBUTION
Example Problem 3:
The manager of DWEIN BANK records the arrival of customers and
on the average; three costumers arrive per minute at the bank during
the noon to 1 P.M. hour.
a) What is the probability that in a given minute exactly two
customers will arrive?
b) What is the probability that more than two customers will arrive
in a given minute?