Random variable - Introduction

Probability model begins with a physical model of an experiment.

An experiment consists of a procedure and observations.

The set of all possible observations, S, is the sample space of the

experiment.
S is the beginning of the mathematical probability model.
In addition to S, the mathematical model includes a rule for
assigning numbers between 0 and 1 to sets A in S.

Thus for every A ⊂ S, the model gives us a probability P[A], where

0 ≤ P[A] ≤ 1.
 Random variable – Introduction…

We often summarize the outcome from a random experiment by a

simple number.
In many of the examples of random experiments that we have
considered, the sample space has been a description of possible
outcomes.
In some cases, descriptions of outcomes are sufficient, but in other
cases, it is useful to associate a number with each outcome in the
sample space. Because the particular outcome of the experiment is not
known in advance, the resulting value of our variable is not known in
advance.
For this reason, the variable that associates a number with the outcome
of a random experiment is referred to as a random variable.
 Random variable – Introduction…
In this chapter and for most of the remainder of the course, we will
examine probability models that assign numbers to the outcomes
in the sample space. When we observe one of these numbers, we
refer to the observation as a random variable. In our notation, the
name of a random variable is always a capital letter, for example, X.
The set of possible values of X is the range of X.
A probability model always begins with an experiment. Each
random variable is related directly to this experiment. There are
three types of relationships.
1. The random variable is the observation.
2. The random variable is a function of the observation.
3. The random variable is a function of another random variable.
 Random variable: Definition
A random variable is a function that assigns a real number to
each outcome in the sample space of a random experiment.
i.e., A random variable is a function X : S R, where S is the
sample space of the random experiment under consideration.
Ex.1. A, the number of students asleep in the next probability
lecture;
Ex.2. C, the number of phone calls you answer in the next hour;
Ex.3. M, the number of minutes you wait until you next answer
the phone.
 Discrete Random Variable: Definition

Discrete Random Variable: A discrete random variable is a random

variable with a finite (or countably infinite) range.
i.e., We might record a count such as the number of transmitted
bits that are received in error. Then the measurement is limited to
integers. Or we might record that a proportion such as 0.0042 of
the 10,000 transmitted bits were received in error. Then the
measurement is fractional, but it is still limited to discrete points
on the real line. Whenever the measurement is limited to discrete
points on the real line, the random variable is said to be a discrete
random variable.
Ex.: 1. Number of scratches on a surface.
2. Proportion of defective parts among 1000 tested.
3. Number of transmitted bits received in error.
 Continuous Random Variable: Definition

Continuous Random Variable: A continuous random variable is a

random variable with an interval (either finite or infinite) of real
numbers for its range.

i.e., A measurement (such as current in a copper wire or length of a

machined part) can assume any value in an interval of real numbers.
The random variable that represents this measurement is said to be
a continuous random variable. The range of the random variable
includes all values in an interval of real numbers; that is, the range
can be thought of as a continuum.

Ex.: Electrical current, length, pressure, temperature, time, voltage,

weight, height.
 Ex.
Decide whether a discrete or continuous random variable is
the best model for each of the following variables:
(a) The time until a projectile returns to earth. C
(b) The number of times a transistor in a computer memory
changes state in one operation. D
(c) The volume of gasoline that is lost to evaporation during the
filling of a gas tank. C
(d) The outside diameter of a machined shaft. C
(e) The number of cracks exceeding one-half inch in 10 miles of
an interstate highway. D
(f ) The weight of an injection-molded plastic part. C
(g) The number of molecules in a sample of gas. D
(h) The concentration of output from a reactor. C
(i) The current in an electronic circuit. C
 Ex.
For each of the following, determine the range (possible
values) of the random variable.
(a) The random variable is the number of nonconforming solder
connections on a printed circuit board with 1000 connections.
Rx={0,1,2,…,1000}
(b) A batch of 500 machined parts contains 10 that do not
conform to customer requirements. The random variable is
the number of parts in a sample of 5 parts that do not
conform to customer requirements.
Rx ={0,1,2,3,4,5}
(c) Wood paneling can be ordered in thicknesses of 1/8, 1/4, or
3/8 inch. The random variable is the total thickness of
paneling in two orders.
The range is {1/4,1/2,3/8,5/8,6/8}
 Probability distribution and Probability Mass Function (PMF)
The probability distribution of a random variable X is a
description of the probabilities associated with the possible
values of X.
For a discrete random variable, the distribution is often specified
by just a list of the possible values along with the probability of
each. In some cases, it is convenient to express the probability in
terms of a formula.
Probability Mass Function (PMF)
 Examples for PMF

Ex.1.When a basketball player shot two free throws, each

shot was equally likely either to be good (g) or bad (b). Each
shot that was good was worth 1 point. What is the PMF of X,
the number of points that he scored?
Solu: Sample space S={gg,gb,bg,bb}
P(g)=1/2 and P(b)=1/2
Given that each shot that was good was worth 1 point and X
is the number of points that he scored.
The possible values of X are {0,1,2}
So f(0)=P [X = 0] = 1/4,
f(1)=P [X = 1] = 1/2,
f(2)=P [X = 2] = 1/4.
 Representation of PMF

There are three ways to represent the p.m.f (From above Ex.1)
1. In terms of table x 0 1 2
f(x) 1/4 1/2 1/4

2. In terms of mathematical expression

3. In terms of graph
 Examples for PMF…

Ex.2.

Also

Solu:
 Examples for PMF…
Ex.3.An assembly consists of two mechanical components.
Suppose that the probabilities that the first and second
components meet specifications are 0.95 and 0.98. Assume
that the components are independent. Determine the
probability mass function of the number of components in
the assembly that meet specifications.
Solu:
 Examples for PMF…
Ex.4.In a semiconductor manufacturing process, three wafers
from a lot are tested. Each wafer is classified as pass or fail.
Assume that the probability that a wafer passes the test is 0.8
and that wafers are independent. Determine the probability
mass function of the number of wafers from a lot that pass
the test.
Solu:
 CUMULATIVE DISTRIBUTION FUNCTIONS

Definition:

• Like a probability mass function, a cumulative distribution

function provides probabilities.
• Notice that even if the random variable X can only assume
integer values, the cumulative distribution function can be
defined at non-integer values.
 CDF Examples

Ex.1.

Solu:

x -2 0 2
f(x) 0.2 0.5 0.3
 CDF Examples…
• Ex.2. Suppose that a day’s production of 850 manufactured parts
contains 50 parts that do not conform to customer requirements.
Two parts are selected at random, without replacement, from the
batch. Let the random variable X equal the number of
nonconforming parts in the sample. What is the cumulative
distribution function of X?
• Solu:
Given X is the number of nonconforming parts in the sample.
The possible values ox X are 0,1,2.
To find the PMF: To find CDF: