Statistics

Chapter 4: Random Variables and

Distribution
Where We’re Going
 Develop the notion of a random
variable
 Numerical data and discrete random
variables
 Discrete random variables and their
probabilities
4.1: Two Types of Random
Variables
 A random variable is a variable hat
assumes numerical values associated
with the random outcome of an
experiment, where one (and only one)
numerical value is assigned to each
sample point.
 4.1: Two Types of Random
Variables
 A discrete random variable can assume a
countable number of values.
 Number of steps to the top of the Eiffel Tower*
 A continuous random variable can
assume any value along a given interval of
a number line.
 The time a tourist stays at the top
once s/he gets there
*Believe it or not, the answer ranges from 1,652 to 1,789. See Great
Buildings
4.1: Two Types of Random
Variables
 Discrete random variables
 Number of sales
 Number of calls
 Shares of stock
 People in line
 Mistakes per page
 Continuous random
variables
 Length
 Depth
 Volume
 Time
 Weight
4.2: Probability Distributions
for Discrete Random Variables
 The probability distribution of a
discrete random variable is a graph,
table or formula that specifies the
probability associated with each
possible outcome the random variable
can assume.
 p(x) ≥ 0 for all values of x
 p(x) = 1
 4.2: Probability Distributions
for Discrete Random Variables
x P(x)
1 .30
 Say a random variable
2 .21
x follows this pattern:
3 .15
p(x) = (.3)(.7)x-1
4 .11
for x > 0. 5 .07
 This table gives the 6 .05
probabilities (rounded 7 .04
to two digits) for x
8 .02
between 1 and 10.
9 .02
10 .01
4.3: Expected Values of
Discrete Random Variables
 The mean, or expected value, of a
discrete random variable is

  E(x)   xp(x).
4.3: Expected Values of
Discrete Random Variables
 The variance of a discrete random
variable x is

 2  E[(x   )2 ]   (x  )2 p(x).

 The standard deviation of a discrete

random variable x is
 2  E[(x   ) 2 ]   (x   ) 2
p(x).
 4.3: Expected Values of
Discrete Random Variables

Chebyshev’s Rule Empirical Rule

P(     x     ) ≥0  .68

P(   2  x    2 ≥ .75  .95
)

≥ .89  1.00
P(   3  x    3
)
 4.3: Expected Values of
Discrete Random Variables
 In a roulette wheel in a U.S. casino, a $1 bet on
“even” wins $1 if the ball falls on an even number
(same for “odd,” or “red,” or “black”).
 The odds of winning this bet are 47.37%
P(win $1)  .4737
P(lose $1)  .5263
  $1.4737  $1.5263  .0526
  .9986
On average, bettors lose about a nickel for each dollar they put down on a bet like this.
(These are the best bets for patrons.)
Binomial Distribution
Tree Diagram
 4 Properties of Binomial Distribution

1. Fixed number of Trials (n)

Tree Diagram
Tree Diagram
 4 Properties of Binomial Distribution

1. Fixed number of Trials (n)

2. Two outcomes in a trial, SUCCESS or FAILURE
Tree Diagram
Tree Diagram
 4 Properties of Binomial Distribution

1. Fixed number of Trials (n)

2. Two outcomes in a trial, SUCCESS or FAILURE
3. Trials are independent
Tree Diagram
Tree Diagram
 4 Properties of Binomial Distribution

1. Fixed number of Trials (n)

2. Two outcomes in a trial, SUCCESS or FAILURE
3. Trials are independent
4. Probability of success (p) remains constant
Tree Diagram
Tree Diagram

Throwing a die
Tree Diagram

X ~ B(n,p)

X – number of
successes in a trial

X ~ B(3, 1/6)
Is there a formula for calculating
Binomial Probabilities rather than draw
a tree diagram?
 There are five things you need to do to
work a binomial story problem.

1.Define Success first. Success must be for a single

trial. Success = "Rolling a 6 on a single die"
2. Define the probability of success (p): p = 1/6
3. Find the probability of failure (q): q = 5/6
4. Define the number of trials: n = 3
5. Define the number of successes out of those
trials (r)
 Let X be th• r.v. •Number of 6' s thro
wn"
Fair die thrown 3 times then X- 8(3,116)
P(X =o) -- s(6x6x
s
P(6) = 1/6 s 6)
I P(6) = l/6
I P(6');
, =(
j P(6) - l /6
'J/6
I
t
P( 6 ) '= 5/ 6 r
I !=(: x }+
P(X = l )
I P(6i = 5/6
:, j
I I
J)
(%x¾x¾}+( xx)
I P (6) = 1/
I
6
P ( G)= 1/ 6
I P (6') =5/ 6
=(
3( x!.x
)(!)' )+(.:x x
P(X = :?)

I 1 }+(! x.1.x.1.)
I P(6)
' P(G) -; l /6 b 6 6
6 b
b
6
6 b
t P ( 6) = S/
1st throw =5/6
2n dthrow : 3rd throw
G
l '
 The General Binomial
Probability Formula

r – number of successes out of those trials

n – number of trials
p – probability of success
q – probability of failure

Where: q = 1 - p
 W: y. w..
I I I ,f
I
I

I
I . • -- 'IJ.
I -n:it.,f\-

I ' t I . x.,.....t: ,
) l5: c.3
=-
1 I
I -i ''"1
(tJ( ,_
P(6) I I
6
I I
I
I I
I
= 10(±1-
\,..;
I
I I I s(t)
.
- -:!.{s
I I
1'N (.& , \
I I I I(.)

P ( <i') =
5
I
II I
'?('><. )-:: c.{ (t)\
(i

Q)\
- I
I I
I I
I
I
I I
I
I I
The General Binomial
Probability Formula
In the old days, there was a probability of 0.8 of success
in any attempt to make a telephone call. Calculate the
probability of having 7 successes in 10 attempts.
Mean and Variance
 r \
A
Y-.- ( " . f )
=- 24 times
normal 6 sided fair die is thrown ...,o..:.,
" ( '· and the number of 6's
scored Is recorded. Flnd the mean and variance.
;e
u.E- '!- w . . f.V N• .f. 1
" .," I
( ' A : ; ; 2.4.,, (.
(t) }>
\ k . r '+" t
:. '+ :
"' f
4.5: The Poisson Distribution
 The Poisson distribution is a discrete probability
distribution for the counts of events that occur randomly
in a given interval of time (or space).

 The Poisson distribution can be used to calculate the

probabilities of various numbers of "successes" based
on the mean number of successes. In order to apply the
Poisson distribution, the various events must
be independent.
4.5: The Poisson Distribution

Many experimental situations occur in which we observe the

counts of events
within a set unit of time, area, volume, length etc. For
example,
 The number of cases of a disease in different towns
 The number of mutations in set sized regions of a
chromosome
 The number of dolphin pod sightings along a flight path through
a region
 The number of particles emitted by a radioactive source in a
given time
 The number of births per hour during a given day
4.5: The Poisson Distribution
FORMULA
The formula for the Poisson probability mass function is

where
• e is the base of natural logarithms (2.7183)
• μ is the mean number of "successes"
• x is the number of "successes" in question
 4.5: The Poisson Distribution
 EXAMPLE
 The average number of homes sold by the Acme Realty company is 2
homes per day. What is the probability that exactly 3 homes will be
sold tomorrow?
 Solution: This is a Poisson experiment in which we know the
following:
 μ = 2;
 x = 3;
 e = 2.71828; since e is a constant equal to approximately 2.71828.
 We plug these values into the Poisson formula as follows:
 P(x; μ) = (e-μ) (μx) / x!
P(3; 2) = (2.71828-2) (23) / 3!
P(3; 2) = (0.13534) (8) / 6
P(3; 2) = 0.180
 Thus, the probability of selling 3 homes tomorrow is 0.180 .
4.5: The Poisson Distribution
EXAMPLE
Suppose you knew that the mean number of calls to a fire station
on a weekday is 8. What is the probability that on a given weekday
there would be 11 calls?
 μ = 8;
 x = 11;
 e = 2.71828; since e is a constant equal to approximately
2.71828.
 4.5: The Poisson Distribution
Changing the size of the interval
Suppose we know that births in a hospital occur randomly at an average rate of
1.8 births per hour.
What is the probability that we observe 5 births in a given 2 hour interval?

Well, if births occur randomly at a rate of 1.8 births per 1 hour interval
Then births occur randomly at a rate of 3.6 births per 2 hour interval

Let Y = No. of births in a 2 hour period

P(Y=5) = (e-3.6)(3.65) / (5!)

= 0.13768
 4.5: The Poisson Distribution
Sum of two Poisson variables
Now suppose we know that in hospital A births occur randomly at an average rate
of 2.3 births per hour and in hospital B births occur randomly at an average rate
of 3.1 births per hour.
What is the probability that we observe 7 births in total from the two hospitals
in a given 1 hour period?

So if we let X = No. of births in a given hour at hospital A

and Y = No. of births in a given hour at hospital B

P (X + Y = 7) = (e-5.4)(5.47) / (7!)
= 0.11999
4.5: The Poisson Distribution

Cumulative Poisson Probability

A cumulative Poisson probability refers to the

probability that the Poisson random variable is
greater than some specified lower limit and less
than some specified upper limit.
 4.5: The Poisson Distribution
Example 1
eeT0,no1,o2, so vl e t h i s p ro b le m , w e n ee d to fin d t he
nora3 lions. 1 - dThus, a ywes need
a f to
ar icalculate
si 5 . the
W sum
h atofsi four
t h probabilities:
e
sePe(0fe; 5w) e+rPt(1h;a5n) +o f Pu(2r;l5oi ) n+ sP(o3n; 5t)h. Teonceomxtp1u-
p
tepdarth
royosi sbsbaab
ufamibarlit,liiywti t?yhatthtathe
e use o urPoisson
t tiostusrwsi itlsseweli
Soflourtmiounla:: This is a Poisson experiment in
SuPp(px o< s3e, 5t)h=ePa0( v;e5r)a+geP1( n;u5m) +bPe(r2;o5f)l+ioPn(3s;s5)which
we know the P ( x < 3 , 5 ) = [ (e -5)(50) / 0! ] + [ (e-5)(51) / 1! ] + [ (e-5)
μ = 5 ; fol l o w i n g :
P (x < 3, 5) = [ (0.006738)(1) / 1 ] + [ (0.006738)(5) / 1 ] + [ (0.006738)(25)
(52]) +/ [2!(0.006738)(125)
] + [ (e-5)(53) / 3!/ 6 ]

]/ 2
ex == 023,.,7511,) 82= ,20o82.r;6s35i;0nce e is a constant equal to
 P (x <
P (x < 3 , 5 ) = [ 0 . 00 6 7 ] + [ 0.03369 ] + [ 0.084224 ] + [ 0.140375 ]
approximately
T2h.u7s1, t8h2e8p.robability of seeing at no more than 3 lions is
4.6: The Hypergeometric
Distribution
 In the binomial situation, each trial was
independent.
 Drawing cards from a deck and replacing
the drawn card each time
 If the card is not replaced, each trial
depends on the previous trial(s).
 The hypergeometric distribution can be
used in this case.
4.6: The Hypergeometric
Distribution
 Randomly draw n elements from a set
of N elements, without replacement.
Assume there are r successes and N-
r failures in the N elements.
 The hypergeometric random variable
is the number of successes, x, drawn
from the r available in the n selections.
4.6: The Hypergeometric
Distribution
 r  N  r

 x  n  x 
P(x)    
 N 
n
where
N = the total number of elements
r = number of successes in the N elements
n = number of elements drawn
X = the number of successes in the n
elements
4.6: The Hypergeometric
Distribution
 r  N  r

 x  n  x 
P(x)    
 N 
n
nr

N
r(N  r)n(N  n)
 
2

N 2 (N 1)
4.6: The Hypergeometric
Distribution
 Suppose a customer at a pet store wants to buy two hamsters
for his daughter, but he wants two males or two females (i.e.,
he wants only two hamsters in a few months)
 If there are ten hamsters, five male and five female, what is the
probability of drawing two of the same sex? (With hamsters,
it’s virtually a random selection.)

10  
 5 
2 2 (10)
 .2
P(M  2)  P(F  2)  5 2  
(1)45
10  2
 2 
P(M  2or F  2)  P(M  2)  P(F  2)  2.22
 .44
 Continuous Random Variable
• Normal Distribution
The normal distribution refers to a family
of continuous probability
distributions described by the normal
equation.
 Continuous Random Variable
• Normal Distribution
z = (X - μ) / σ

where X is a normal random variable, μ is the

mean of X, and σ is the standard deviation of X
 Continuous Random Variable
• Normal Distribution
SExoalmuptiloe n:
The value of the normal random variable is 365 days.
•The mean is equal to 300 days.
•An
The average lightisbulb
standard deviation equal tomanufactured
by the Acme
50 days.
Corporation lasts 300 days with a standard deviation
of 50 days. Assuzm= i(nXg- μth) a/ ztσ
b=u(3lb65li-f3e00is)/5n0ormally distributed, what is the
= 1 .3
pr ob a bility that an Acme light Tbuhleb awnlisl
walsetraits:mPo(stX3<653d6a5y)s?= 0.90. Hence, there
 Continuous Random Variable

• Standard Normal Distribution

The standard normal distribution is a special case of the
normal distribution. It is the distribution that occurs when a normal
random variable has a mean of zero and a standard deviation of
one.
Standard Score (aka, z Score)
The normal random variable of a standard normal distribution is
called
a standard score or a z-score. Every normal random variable X can
be transformed into a z score via the following equation:
z = (X - μ) / σ
where X is a normal random variable, μ is the mean of X, and σ is the
standard deviation of X.
 Continuous Random Variable

• Standard Normal Distribution

The standard normal distribution is a special case of the
normal distribution. It is the distribution that occurs when a normal
random variable has a mean of zero and a standard deviation of
one.
Standard Score (aka, z Score)
The normal random variable of a standard normal distribution is
called
a standard score or a z-score. Every normal random variable X can
be transformed into a z score via the following equation:
z = (X - μ) / σ
where X is a normal random variable, μ is the mean of X, and σ is the
standard deviation of X.
 Continuous Random Variable

• Standard Normal Distribution

Example
Molly earned a score of 940 on a national achievement test. The mean test
score was 850 with a standard deviation of 100. What proportion of
students had a higher score than Molly? (Assume that test scores are
normally distributed.)

(A) 0.10
(B) 0.18
(C) 0.50
(D) 0.82
(E) 0.90
 Continuous Random Variable

• Standard Normal Distribution

• First, we transform Molly's test score into a z-score, using the z-score
transformation equation.

z = (X - μ) / σ = (940 - 850) / 100 = 0.90

• Then, using the standard normal distribution table, we find the cumulative
probability associated with the z-score. In this case, we find P(Z < 0.90) =
0.8159.

•Therefore, the P(Z > 0.90) = 1 - P(Z < 0.90) = 1 - 0.8159 = 0.1841.
Thus, we estimate that 18.41 percent of the students tested had a higher
score than Molly.