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CHAPTER 1

APPLIED STATISTICS

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Random Variables
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1.1 Random Variable
A random variable is a real valued function defined on a sample space S of an
experiment. In other words, to each one of the outcomes of an experiment or a sample point
of the sample spaces, there corresponds a unique real number , known as the value of the
random variable.
Example 1.1:
Sample space of rolling of a single dice
Types of Random Variables
A random variable is of two types
a. Discrete Random Variable
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b. Continuous Variable
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1.2 Discrete Random Variables:
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A random variable is said to be discrete if it takes only a finite or an infinite but
countable number of values.
Let X has the following properties:
a. It is a discrete variable and can take only values
b. The probability associated with these values are where, ………….
Then X is a discrete random variable if
Example 1.2:
Let X be the discrete variable “the number of fours obtained when two dice are
thrown”.

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1.2.1 Probability mass Function
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The function that is responsible for allocating probabilities is known as the
probability mass function of X.
( It can be express as formula or table)
Example 1.3: A coin tossed five times. If X is the random variable “number of head
appears”. Find the probability mass function. of X.
Example 1.4: The probability mass function of a discrete random variable Y is given by .
Given that c is a constant, find the value of c.
Example 1.5:
The random variable X has Find the value of the constant c.
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1.2.2 The Cumulative Distribution Function:
8 If X is a discrete random variable with probability mass function then the cumulative

distribution function is given by where

Example 1.6:
The probability distribution for the r.v. X is shown in the table, construct the
cumulative distribution table.

x 0 1 2 3 4 5 6

0.03 0.04 0.06 0.12 0.4 0.15 0.2

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Example 1.7:
For a discrete r.v. X the cumulative distribution function is given by . Find
b. c. Write the probability distribution of X.

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Expectation ( E(X) )
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The expectation of X, written E(X) is given by

Example: Calculate expectation of Example 5.3.6 random variable.

Results 1:
E(a) = a where a is a constant.
Result 2:
E(a X) = a E(X) where a is a constant.

Result 3:
E (a X + b) = a E(X) + b where a and b are constants. 03/16/2025
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The expectation of any function of X, E ( g(X)):

Example 1.8
A variable X has the probability distribution
-3 6 9
1/6 1/2 1/3

Find and Hence evaluate .

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Example 1.9:
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A fruit machine of three windows each of which shows pictures of fruits, lemons,
oranges or cherries or plums. The probability that a window shows a particular fruit is as
follows. P( Lemons)=0.4 , P(Orange) =0.1 , P(Cherries) = 0.2 and P( Plums) = 0.3. The
windows operate independently. Anyone wanting to play the fruit machine pays Rs.10 for a
turn.
The winning combinations are as follows:
Orange in 3 windows Rs. 100.00
Cherries in 3 windows Rs. 50.00
Orange in 2 windows and cherries in 1 window Rs.80.00
Lemons in three windows Rs. 40.00 03/16/2025
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 Variance (Var (X))
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The variance of X, written Var (X), is given by

Alternatively,

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Result 1:
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, where a is a constant.
Result 2:
Where a is a constant.
Result 3:
Where a and b are constants.
Two independent random variables:
If X and Y are any two random variables then

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Example 1.10:
X is the random variable “the score on a tetrahedral die”, Y is the random variable “ the
number of heads obtained when two coins are tossed”
(a) Obtain the probability mass functions of X and Y
(b) Find E(X) and E (Y)
(c) Find Var (X) and Var (Y)
(d) Obtain the probability mass function of the random variable X+Y
(e) Find E(X+Y) and Var (X + Y) using the probability mass function of X+Y

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Special discrete Probability Distributions:
A. The Binomial Distribution
If the probability that an experiment results in a successful outcome is p and the
probability that the outcome is a failure is and if X is the random variable “ the number of
successful outcomes in n independent trials”, then the probability density function of X is
given by

If X is distributed in this way, we write

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Example 1.11:
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The probability that a person supports party A is 0.6. Find the probability that in a randomly
selected sample of 8 voters there are
a. Exactly 3 who support Party A
b. More than 5 who support Part A.

Example 1.12:
A box contains a large number of red and yellow tulip bulbs in the ratio 1:3 bulbs are
picked at random from the box, how many bulbs must be picked so that the probability that
there is at least one red tulip bulb among is greater than 0.95?
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Expectation and Variance:
If the random variable then

where
Proof:

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Put

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Example
28 1.13:
If the probability that it will rain on any day given day in September is 0.3,
calculate the probability that in a given week in September it will rain on
(a) exactly two days
(b) at least two days
(c) more than the half the days
(d) exactly three days that are consecutive.

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B The Poisson Distribution

30 A discrete random variable X having probability mass function of the form

Where can take any positive value, is said to follow the Poisson distribution

Expectation and Variance:

If then

Proof: If then

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Put
=
=
Show that and .

Uses of the Poisson distribution:

There are two main uses of the Poisson distribution
a. When considering the distribution of the random events
b. As an approximation to the binomial distribution.

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a. The distribution of random events
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If an event randomly scattered in time ( in space) and has mean number of
occurrences in a given interval of time ( or space) and if X is the random variable “ the
number of occurrences in the given interval” then .
Examples of events which might follow Poisson distribution:
The number of
b. accidents in a factory in one week
c. telephone calls made a switchboard in a given minute
d. insurance claims made to a company in a given time
e. particles emitted by a radioactive source in a given time
f. Car accidents on a particular stretch of road in one day
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g. a flows in a given length of material

Example 1.14:
33 A book containing 750 pages has 500 misprints. Assuming that the misprints occur
at random, find the probability that a particular page contains
a. no misprints
b. exactly 4 misprints
c. more than 2 misprints

Example 1.15:
The number of telephone calls made to the school office during a 5 minute interval
follows a Poisson distribution with mean 0.5. Find the probability that
d. no calls will be received between 1005hr and 1010hr
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e. more than 4 calls will be received during a particular period of 30 minutes.

The distribution of two independent Poisson Variables:
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The sum of two independent Poisson variables with parameter m and n, respectively is
a Poisson variable with parameter (m + n)
If .
Example 1.16:
During a weekday, heavy lorries pass a census point P on a village street independently
and a random times. The mean rate for westward travelling lorries is 2 in any 30- minute
period, and for eastward travelling lorries is 3 in any 30-minute period. Find the probability
a. that there will be no lorries passing P in a given 10-minute period
b. that at least one lorry from each direction will pass P in a given 10-minute period
c. that there will be exactly 4 lorries passing P in a given 20- minute period. 03/16/2025
Poisson
35 Approximation to the Binomial Distribution
A binomial distribution with parameters n and p can be approximated by a
Poisson distribution, with parameter if n is large and p is small.

Example 1.17:
A firm selling electrical components packs them in boxes of 60. On average 2%
of the components are faulty. What is the chance of getting more than 2 defective
components in a box?

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Continuous Random Variables:
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Probability density function
A continuous random variable X is specified by its probability density function which is
written f(x) where throughout the range of values for which x is valid. The p.d.f can be represented
by a curve, and the probabilities are given the area under the curve.
Also

Expectation:

Expectation of any function of X:

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Results:
a. where a is a constant.
b. where a is a constant.
c. where are constants.
d . , where a is a constant.
e. Where a is a constant.
f. Where a and b are constants.
The Cumulative distribution function is

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Example 1.18:
38 The continuous random variable has cumulative distribution function where

Find the p.d.f. of X , and sketch ,

Some Special Continuous Distributions:
A. The Rectangular or Uniform Distribution
A continuous random variable X having p.d.f. where . Where a and b are constants. Such distribution
called as the rectangular or Uniform distribution.

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Example 1.19:
39 The lengths of metal rods are measured to the nearest 5mm. What is the

distribution of the random variable , the rounding error made when measuring?
Expectation and Variance:
If then and
Proof:

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The
40 Exponential Distribution
A continuous random variable X having p.d.f. where . where is a positive constant, is said to
follow an exponential distribution.

If X has an exponential distribution with mean , so that X has p.d.f. and

Proof:

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The normal Distribution:
41 Probability density function of normal distribution where

is said to have normal distribution with mean and variance , and denoted by .
Main Features of p.d.f.
a. It is bell shaped and symmetric about .

b. Approximately 95% of the distribution lies with in 2 standard deviations of the mean. Some times called as
“ rule”. Also approximately 99.8% of the distribution lies with in 3 standard deviation of the mean.

c. The maximum value of occurs when and is given by .

d. is change the position and change the shape of the curve.

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Expectation and Variance:

42 If then and .
Proof:
Result
Now

Let then

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The Standard Normal Distribution
To standardize , Use the transformation

If and
P.d.f. of Z is
Example 1.20:
If find
a b c
d e

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Example 1.21: If then find

a b c

Example 1.22:
The masses of articles produced in a particular workshop are normally distributed with
mean and standard deviation. 5% of the articles have a mass greater than 85g and 105 have
a mass less than 25g. Find the values of and, and find the ranges symmetrical about the
mean, within which 75% of the masses lie.

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Example 1.23:
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A machine is producing components whose lengths are normally distributed about a
mean of 6.50cm. an upper tolerance limit of 6.54cm has been adopted and, when the
machine is correctly set, 1 in 20 components is rejected as exceeding this limit. On a certain
day, it is found that 1 in 15 components is rejected for exceeding this limit.
a. Assuming that the mean has not changed but that the production has become more
variable, estimate the new standard deviation.
b. Assuming that the standard deviation has not changed but that the mean has moved,
estimate the new mean.
c. If 100 components are produced in a shift, how many of them may be expected to have
lengths in the range 6.48 to 6.53cm , it the machine is set as in a? 03/16/2025
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