Chapter three

3. Random Variables and Probability Distributions

3.1. Concept of a Random Variable
In the previous Chapter, a variable was defined as a characteristic or attribute that can assume
different values. Various letters of the alphabet, such as X, Y, or Z, are used to represent variables.
Since the variables in this chapter are associated with probability, they are called random variables

For example, if a die is rolled, a letter such as X can be used to represent the outcomes. Then the
value that X can assume is 1, 2, 3, 4, 5, or 6, corresponding to the outcomes of rolling a single die.
If two coins are tossed, a letter, say Y, can be used to represent the number of heads, in this case 0,
1, or 2. As another example, if the temperature at 8:00 A.M. is 430 and at noon it is 530, then the
values T that the temperature assumes are said to be random, since they are due to various
atmospheric conditions at the time the temperature was taken. A random variable is a variable
whose values are determined by chance.

Example :
Recall that when three coins are tossed, the sample space is represented as TTT, TTH, THT, HTT,
HHT,HTH, THH, HHH; and if X is the random variable for the number of heads, then X assumes
the value 0, 1, 2, or 3.

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Instructor: Yohannes D. (PhD Cand.)
3.2. Discrete Probability Distributions
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.

Definition:

Example: Verify that the following functions are probability mass functions, and determine the
requested probabilities.

Solution: since the sum of the function is equal to one it is probability mass functions.

a. P(X≤2) = P(X = -2) + P(X = -1) + P(X = 0) + P(X = 1) + P(X = 2)

1/8 + 2/8 + 2/8 +2/8 + 1/8 =1 Do for the rest.

Exercise:

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Instructor: Yohannes D. (PhD Cand.)
3.2.1 Mean and Variance of a Discrete Random Variable
Two numbers are often used to summarize a probability distribution for a random variable X. The
mean is a measure of the center or middle of the probability distribution, and the variance is a
measure of the dispersion, or variability in the distribution. These two measures do not uniquely
identify a probability distribution. That is, two different distributions can have the same mean and
variance. Still, these measures are simple, useful summaries of the probability distribution of X.

Definition

The mean of a discrete random variable X is a weighted average of the possible values of
X, with weights equal to the probabilities. The variance of a random variable X is a measure of
dispersion or scatter in the possible values for X. The variance of X uses weight f(x) as the
multiplier of each possible squared Deviation (x-µ)2.

Example:

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Instructor: Yohannes D. (PhD Cand.)
3.2 Types Of Discrete Random Variable
3.2.1 Binomial Distribution
A trial with only two possible outcomes is used so frequently as a building block of a random
experiment that it is called a Bernoulli trial. It is usually assumed that the trials that constitute
the random experiment are independent. This implies that the outcome from one trial has no effect
on the outcome to be obtained from any other trial. Furthermore, it is often reasonable to assume
that the probability of a success in each trial is constant.
Consider the following random experiments and random variables:

1) Flip a coin 10 times. Let X _ number of heads obtained.

2) Aworn machine tool produces 1% defective parts. Let X _ number of defective parts in the
next 25 parts produced.
3) Each sample of air has a 10% chance of containing a particular rare molecule. Let X _ the
number of air samples that contain the rare molecule in the next 18 samples analyzed.
4) Of all bits transmitted through a digital transmission channel, 10% are received in error. Let X
the number of bits in error in the next five bits transmitted.
5) A multiple choice test contains 10 questions, each with four choices, and you guess at each
question. Let X _ the number of questions answered correctly.
6. In the next 20 births at a hospital, let X _ the number of female births.

Each of these random experiments can be thought of as consisting of a series of repeated, random
trials: 10 flips of the coin in experiment 1, the production of 25 parts in experiment 2, and so forth.
The random variable in each case is a count of the number of trials that meet a specified criterion.
The outcome from each trial either meets the criterion that X counts or it does not; consequently,
each trial can be summarized as resulting in either a success or a failure.
For example, in the multiple choice experiment, for each question, only the choice that is correct
is considered a success. Choosing any one of the three incorrect choices results in the trial being
summarized as a failure.
In the multiple choice experiment, if the test taker has no knowledge of the material and just
guesses at each question, we might assume that the probability of a correct answer is ¼ for each
question.
Definition:

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Instructor: Yohannes D. (PhD Cand.)
Example: Each sample of water has a 10% chance of containing a particular organic pollutant.
Assume that the samples are independent with regard to the presence of the pollutant. Find the
probability that in the next 18 samples, exactly 2 samples contain the pollutant.

Solution: Let X = the number of samples that contain the pollutant in the next 18 samples analyzed.
Then X is a binomial random variable with p = 0.1 and n = 18.
Therefore

Exercise: Determine the probability that at least four samples contain the pollutant.
Definition:

The mean and variance of a binomial random variable depend only on the parameters p
and n.

Exercise:

a).Find the mean and variance of the above example .

b). Batches that consist of 50 coil springs from a production process are checked for conformance
to customer requirements. The mean number of nonconforming coil springs in a batch is 5. Assume
that the number of nonconforming springs in a batch, denoted as X, is binomial random variable.

(a) What are n and p?

(b) What is p (X≤2)?
(c) What is p(X>49)?

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Instructor: Yohannes D. (PhD Cand.)
C). An electronic product contains 40 integrated circuits. The probability that any integrated
circuit is defective is 0.01, and the integrated circuits are independent. The product operates only
if there are no defective integrated circuits. What is the probability that the product operates?

3.2.2 Hyper-geometric Distribution

Definition:

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Instructor: Yohannes D. (PhD Cand.)