Probability & Statistics

Dr. Santosh Kumar Yadav

Assistant Professor

Department of Mathematics
Lovely Professional University, Phagwara,
Punjab.

Dr. Santosh Yadav, LPU Punjab 1 / 71

 Probability Distribution
Functions
In this Lecture we will discuss about the random variables, their
types and illustrate the properties of typical probability distribu-
tion functions, joint probability distributions. The mathematical
expectation, variance, standard deviation, and Covariance will
also be discussed for these random variables.

Dr. Santosh Yadav, LPU Punjab 2 / 71

What is Random Variable?
A random variable (RV) is function which assign real value
to each outcome of a random experiment.

Dr. Santosh Yadav, LPU Punjab 3 / 71

What is Random Variable?
A random variable (RV) is function which assign real value
to each outcome of a random experiment.

It is mostly denoted by capital functions, X , Y , Z etc. and

their argument by small letters, x, y , z etc. Therefore, if X
be a random variable then

X :S→R

Example 1: Consider the experiment of tossing a fair coin.

Let X denotes the number of heads. Then X is a random
variable defined as

X : S = {HH, HT , TH, TT } → {0, 1, 2} ⊂ R

Dr. Santosh Yadav, LPU Punjab 3 / 71

Discrete and Continuous Random
Variables

Discrete random variables assume a finite or a countable

number of values.
Examples:
Number of calls per hours in an office.
Number of accident per month in a metro city.
Number of successes in n total trials
number of trials in tossing a coin untill a head appears.

Dr. Santosh Yadav, LPU Punjab 4 / 71

Cont...

Continuous random variables have an infinite continuum of

possible values.
Examples:
blood pressure of a patient
height of persons below age 25 in India
the speed of a car on expressway
the real numbers from 1 to 3.

Dr. Santosh Yadav, LPU Punjab 5 / 71

Probability Desity Function
A function f is said to be probability density function of a
discrete random variable X if it satisfies the following two
conditions:
(i) f (x) ≥ 0 for each value x of X .
P
(ii) f (x) = 1, that is, sum of probabilities of all values x of X is
x
equal to one. We will use to find the probability at a certain
point, say x = xi .

Dr. Santosh Yadav, LPU Punjab 6 / 71

Probability Desity Function
A function f is said to be probability density function of a
discrete random variable X if it satisfies the following two
conditions:
(i) f (x) ≥ 0 for each value x of X .
P
(ii) f (x) = 1, that is, sum of probabilities of all values x of X is
x
equal to one. We will use to find the probability at a certain
point, say x = xi .

Density Function (Notation): Let X be a discrete random

variable, then the function f defined by

f (x) = p(x) = P[X = x]

for real x is called the probability density function for X .

Dr. Santosh Yadav, LPU Punjab 6 / 71
Cummulative Distribution Function
Let X be a discrete random variable, then a function F de-
fined by F (x) = P[X ≤ x], i.e.,
X
F (x) = f (x)
X ≤x

is called cummulative distribution function.

Dr. Santosh Yadav, LPU Punjab 7 / 71

Cummulative Distribution Function
Let X be a discrete random variable, then a function F de-
fined by F (x) = P[X ≤ x], i.e.,
X
F (x) = f (x)
X ≤x

is called cummulative distribution function.

Therefore, F (x) is the sum of probabilities of all the values

of X starting from its lowest value to the value x.
In particular,
X
F (x0 ) = f (x)
X ≤x0

is the sum of probabilities up to x0 .

Dr. Santosh Yadav, LPU Punjab 7 / 71
Example 1
Consider the experiment of tossing two fair coins. Let X
denote the number of heads, then find the pdf and cdf of
descrete random variable X .
Sol: The Sample space is,

S = {HH, HT , HT , TT }

We can see that

P(X = 0) = 1/4, P(X = 1) = 2/4 = 1/2, P(X = 2) = 1/4. It
is easy to see that the function given by
X =x 0 1 2
f (x) = P(X = x) 1/4 1/2 1/4
is the pdf of the descrete random variable X . This is the
probability distribution of X .
Dr. Santosh Yadav, LPU Punjab 8 / 71
Cont...

The cummulative function of the X can be given as

X =x 0 1 2
F (x) = P(X ≤ x) 1/4 3/4 1

Ex2. A random variable X has the following probalility function

X =x 0 1 2 3 4
f (x) 0 k 3k k k
Find (i) value of k (ii) Evaluate P(X < 3) and P(X ≥ 3)
(Try yourself)

Dr. Santosh Yadav, LPU Punjab 9 / 71

Dr. Santosh Yadav, LPU Punjab 10 / 71
Problems

Q1. Let X denotes the number of heads in the sample

space in the tossing of three fair coins simultaneously.
Find the pdf and cdf of random variable

Dr. Santosh Yadav, LPU Punjab 11 / 71

Continuous Probability Distributions
A random variable which assumes values in some interval
is called continuous.
If X be a continuous RV then probability at any specific
value of X is zero.
i.e.,
P(X = x0 ) = 0

Dr. Santosh Yadav, LPU Punjab 12 / 71

 Continuous Probability Distributions
A random variable which assumes values in some interval
is called continuous.
If X be a continuous RV then probability at any specific
value of X is zero.
i.e.,
P(X = x0 ) = 0

PDF: The function f (x) is a probability density function for the

continuous random variable X, over the set of reals, if
(i) f (x) ≥ 0, for each real x.
R∞
(ii) −∞ f (x)dx = 1
Rb
(iii) P(a ≤ X ≤ b) = a f (x)dx
Dr. Santosh Yadav, LPU Punjab 12 / 71
Cummulative Distribution Function

Let X be a continuous random variable with pdf f (x), then a

function F defined by F (x) = P[X ≤ x], x is real.
i.e.,
Z x
F (x) = f (t)dt
−∞

is called cummulative distribution function.

dF (x)
P(a < X < b) = F (b) − F (a) and f (x) = dx
, if the deriva-
tive exists.

Dr. Santosh Yadav, LPU Punjab 13 / 71

Example 1

Let X be is a continuous random variable with distribution

1

8
; 0≤x ≤8
f (x) =
0 ; elsewhere

Find
(i) P(2 ≤ X ≤ 5)
(ii) P(X ≥ 6)

Dr. Santosh Yadav, LPU Punjab 14 / 71

Dr. Santosh Yadav, LPU Punjab 15 / 71
Example 2

Suppose that the error in the reaction temperature, in 0C ,

for a controlled laboratory experiment is a continuous
random variable X having the probability density function
x2

; −1 < x < 2
f (x) = 3
0 ; elsewhere

Then
(i) Verify that f (x) is a density function.
(ii) Find P(0 < X ≤ 1)
(iii) find F (x), and use it to evaluate P(0 < X ≤ 1).

Dr. Santosh Yadav, LPU Punjab 16 / 71

Dr. Santosh Yadav, LPU Punjab 17 / 71
Example 3

The diameter of an electric cable X is a continuous random

variable with PDF

kx(1 − x) ; 0 < x < 1
f (x) =
0 ; elsewhere

Find
(i) the constant k .
(ii) the cumulative distribution function (CDF) of X .

Dr. Santosh Yadav, LPU Punjab 18 / 71

Problem 4

Let S be the sample space when a pair of fair dice is rolled.

Let X denote the sum of the numbers on upturned face.
Then
(i) find P(X < 4)
(ii) find P(X = 7)
(iii) find P(X ≥ 4)

Dr. Santosh Yadav, LPU Punjab 19 / 71

Problem5
Q. A shipment of 20 similar laptop computers to a retail
outlet contains 3 that are defective. If a school makes a
random purchase of 2 of these computers, find the
probability distribution for the number of defectives.

Dr. Santosh Yadav, LPU Punjab 20 / 71

Problem5
Q. A shipment of 20 similar laptop computers to a retail
outlet contains 3 that are defective. If a school makes a
random purchase of 2 of these computers, find the
probability distribution for the number of defectives.
Sol: Let X be a random variable denotes the possible
numbers of defective computers purchased by the school.
Then x can only take the numbers 0, 1, and 2.

Dr. Santosh Yadav, LPU Punjab 20 / 71

Problem5
Q. A shipment of 20 similar laptop computers to a retail
outlet contains 3 that are defective. If a school makes a
random purchase of 2 of these computers, find the
probability distribution for the number of defectives.
Sol: Let X be a random variable denotes the possible
numbers of defective computers purchased by the school.
Then x can only take the numbers 0, 1, and 2.
X =x 0 1 2
f (x) = P(X = x) 68/95 91/190 3/190

Dr. Santosh Yadav, LPU Punjab 20 / 71

Dr. Santosh Yadav, LPU Punjab 21 / 71
Problem 6

Let the probability density function of a random variable X is

given as
2f (x1 ) = 3f (x2 ) = f (x3 ) = 5f (x4 )
Then find f (x3 ) and F (x3 )

Dr. Santosh Yadav, LPU Punjab 22 / 71

 BLANK

Dr. Santosh Yadav, LPU Punjab 23 / 71

Joint Probability Distributions

In the discrete case, joint pdf

f (x, y ) = P(X = x, Y = y ) orP(X = x ∩ Y = y )

The values f (x, y) give the probability that outcomes x and y

occur at the same time.

Dr. Santosh Yadav, LPU Punjab 24 / 71

Dr. Santosh Yadav, LPU Punjab 25 / 71
Discrete Probability Functions

The function f (x, y ) is a joint probability distribution of the

discrete random variables X and Y if
(i) f (x, y ) ≥ 0, for all (x, y)
PP
(ii) f (x, y ) = 1
x y

(iii) P(X = x, Y = y ) = f (x, y ) P

For any region A in the xy plane, P[(X , Y ) ∈ A] = f (x, y ).
A

Dr. Santosh Yadav, LPU Punjab 26 / 71

Continuous Probability Functions

The function f (x, y) is a joint density function of the continu-

ous random variables X and Y if
(i) f (x, y ) ≥ 0, for all (x, y ).
R∞ R∞
(ii) −∞ −∞ f (x, y )dx dy = 1
RR
(iii) P[(X , Y ) ∈ A] = A
f (x, y )dx dy , for any region A in the xy
plane.

Dr. Santosh Yadav, LPU Punjab 27 / 71

Marginal Density for X and Y
Marginal density of X and Y are
X
fX (x) = f (x, y )
y
X
fY (x) = f (x, y )
x

in case of discrete random variable.

And, Z
fX (x) = f (x, y ) dy
y
Z
fY (x) = f (x, y ) dx
x
in case of continuous random variable.
Dr. Santosh Yadav, LPU Punjab 28 / 71
Example 1

In tossing of two fair coins Let X denote the number of

heads and Y denote the number of tails. Find joint
probability distribution of (X, Y)

Values of random variable X and Y:

Dr. Santosh Yadav, LPU Punjab 29 / 71

Cont..

Joint probability distribution of X and Y:

Dr. Santosh Yadav, LPU Punjab 30 / 71

Example 2

In rolling a pair of dice. Let X denotes the maximum of the

numbers and Y denote the sum of numbers. Find joint
probability distribution of (X, Y) as well as marginal of X and
Y.

Values of random variables X and Y:

Dr. Santosh Yadav, LPU Punjab 31 / 71

Cont..

Joint probability distribution of X and Y:

Dr. Santosh Yadav, LPU Punjab 32 / 71

Example 3 ( Ex 3.14)

Two ballpoint pens are selected at random from a box that

contains 3 blue pens, 2 red pens, and 3 green pens. If X is
the number of blue pens selected and Y is the number of
red pens selected, find the joint probability density function f
(x, y )
(Try it!)

Dr. Santosh Yadav, LPU Punjab 33 / 71

Example 4 (Ex 3.15)
A privately owned business operates both a drive-in facility
and a walk-in facility. On a randomly selected day, let X and
Y , respectively, be the proportions of the time that the drive-
in and the walk-in facilities are in use, and suppose that the
joint density function of these random variables is

2

5
(2x + 3y ) ; 0 ≤ x ≤ 1, 0 ≤ y ≤ 1
f (x, y ) =
0 ; elsewhere

(a) Verify that f(x,y) is pdf.

Dr. Santosh Yadav, LPU Punjab 34 / 71

Example 4 (Ex 3.15)
A privately owned business operates both a drive-in facility
and a walk-in facility. On a randomly selected day, let X and
Y , respectively, be the proportions of the time that the drive-
in and the walk-in facilities are in use, and suppose that the
joint density function of these random variables is

2

5
(2x + 3y ) ; 0 ≤ x ≤ 1, 0 ≤ y ≤ 1
f (x, y ) =
0 ; elsewhere

(a) Verify that f(x,y) is pdf.

(b) Find P[(X , Y ) ∈ A], A = {(x, y )|0 < x < 12 , 14 < y < 12 }.
(c) Find marginal of X and Y.

Dr. Santosh Yadav, LPU Punjab 34 / 71

 13
(b) Ans: 160
(c) The marginal density of X and Y is given as

Dr. Santosh Yadav, LPU Punjab 35 / 71

Dr. Santosh Yadav, LPU Punjab 36 / 71
Expectation of X or Mean of X
Let X be a discrete random variable with pdf f (x). Then, the
expectation of X is denoted by E(X ), and defined as
X
E(X ) = xf (x)
∀x

i.e., X
E(X ) = (value of x)(Probability)
∀x

Dr. Santosh Yadav, LPU Punjab 37 / 71

Expectation of X or Mean of X
Let X be a discrete random variable with pdf f (x). Then, the
expectation of X is denoted by E(X ), and defined as
X
E(X ) = xf (x)
∀x

i.e., X
E(X ) = (value of x)(Probability)
∀x

More generally, if H(X ) is function of the random variable X,

then we define
X
E[H(X )] = H(x)f (x).
∀x

Dr. Santosh Yadav, LPU Punjab 37 / 71

Cont...

Let X be a continuous random variable with pdf f (x). Then,

the expectation or mean of X is defined as
Z ∞
E(X ) = xf (x) dx
−∞

More generally,
Z ∞
E[H(X )] = H(x)f (x) dx.
−∞

Dr. Santosh Yadav, LPU Punjab 38 / 71

Examples

Ex1 Let X denotes the number of heads in a toss of two fair coins.
Then find the expectation of variable X .
Ans: E(X ) = 1

Dr. Santosh Yadav, LPU Punjab 39 / 71

Examples

Ex1 Let X denotes the number of heads in a toss of two fair coins.
Then find the expectation of variable X .
Ans: E(X ) = 1

Ex2 Let X denotes the number of heads in the experiment of

tossing three fair coins simultaneously. Find expected value
of the variable X .

Dr. Santosh Yadav, LPU Punjab 39 / 71

Examples

Ex1 Let X denotes the number of heads in a toss of two fair coins.
Then find the expectation of variable X .
Ans: E(X ) = 1

Ex2 Let X denotes the number of heads in the experiment of

tossing three fair coins simultaneously. Find expected value
of the variable X .

Ex3 In rolling a die, let X denotes the number on the die, then find
expected value of X.
Ans: E(X ) = 3.5

Dr. Santosh Yadav, LPU Punjab 39 / 71

Dr. Santosh Yadav, LPU Punjab 40 / 71
Problem 3

Let a random variable has the following probability

distribution
X =x 4 5 6 7 8 9
f (x) = P(X = x) 1/12 1/12 1/4 1/4 1/6 1/6

Find the expectation of g(X ) = 2X − 1.

Dr. Santosh Yadav, LPU Punjab 41 / 71

Problem 3

Let a random variable has the following probability

distribution
X =x 4 5 6 7 8 9
f (x) = P(X = x) 1/12 1/12 1/4 1/4 1/6 1/6

Find the expectation of g(X ) = 2X − 1.

Ans: 12.67

Dr. Santosh Yadav, LPU Punjab 41 / 71

Dr. Santosh Yadav, LPU Punjab 42 / 71
Rules for Expectation

If X and Y are random variables and c, d are constants,

then it is easy to verify the following:
(i) E(c) = c
(ii) E(cX ) = cE(X )
(iii) E(cX + d) = cE(X ) + d
(iv) E(X + Y ) = E(X ) + E(Y )
The last rule can be generalized for n random variables.

Dr. Santosh Yadav, LPU Punjab 43 / 71

Problem 2

Let X and Y are two random variable such that E(X ) = 7

and E(Y ) = −5, then find E(4X − 2Y + 6).
Ans: 44

Dr. Santosh Yadav, LPU Punjab 44 / 71

Problem 3

The probability density function of a random variable X is

given by
( 2
x
, −1 < x < 2
f (x) = 3
0, otherwise
find expected value of 4X + 3

Dr. Santosh Yadav, LPU Punjab 45 / 71

Problem 3

The probability density function of a random variable X is

given by
( 2
x
, −1 < x < 2
f (x) = 3
0, otherwise
find expected value of 4X + 3 Ans: 8

Dr. Santosh Yadav, LPU Punjab 45 / 71

Problem 4
The probability density function of a random variable X is
given by
(
x
(4 − x 2 ), 0 ≤ x ≤ 2
f (x) = 4
0, otherwise
find the mean µX of random variable X

Dr. Santosh Yadav, LPU Punjab 46 / 71

Problem 4
The probability density function of a random variable X is
given by
(
x
(4 − x 2 ), 0 ≤ x ≤ 2
f (x) = 4
0, otherwise
find the mean µX of random variable X
37
(A) 30
16
(B) 15
24
(C) 15

Dr. Santosh Yadav, LPU Punjab 46 / 71

Dr. Santosh Yadav, LPU Punjab 47 / 71
Problem 5
The probability density function of a random variable X is
given by
(
3
(3x − x 2 ), 0 ≤ x ≤ 2
f (x) = 10
0, otherwise
(i) then the mean of random variable is

Dr. Santosh Yadav, LPU Punjab 48 / 71

Problem 5
The probability density function of a random variable X is
given by
(
3
(3x − x 2 ), 0 ≤ x ≤ 2
f (x) = 10
0, otherwise
(i) then the mean of random variable is
(A) 1
(B) 56
(C) 65
(D) None of these

Dr. Santosh Yadav, LPU Punjab 48 / 71

Variance of X

Let X and Y be two random variables assuming the values

X = 1, 9 and Y = 4, 6. We observe that both the variables
have the same mean value, µX = 5 = µY . You can see
variability of X and Y .

Dr. Santosh Yadav, LPU Punjab 49 / 71

Variance of X

Let X and Y be two random variables assuming the values

X = 1, 9 and Y = 4, 6. We observe that both the variables
have the same mean value, µX = 5 = µY . You can see
variability of X and Y .
Thus, the mean value of a random variable does not
account for its variability. In this regard, we define a new
parameter known as variance.

Dr. Santosh Yadav, LPU Punjab 49 / 71

 This slide is left blank

Dr. Santosh Yadav, LPU Punjab 50 / 71

Variance of X : (σx2)

If X is a random variable with mean µ, then its variance,

denoted by σ 2 (or Var (X )) and defined as

σ 2 = E(X − µ)2

That is, variance measures variability by considering the

difference between the variable and its mean, i.e., X − µ.

Dr. Santosh Yadav, LPU Punjab 51 / 71

Variance of X : (σx2)

If X is a random variable with mean µ, then its variance,

denoted by σ 2 (or Var (X )) and defined as

σ 2 = E(X − µ)2

That is, variance measures variability by considering the

difference between the variable and its mean, i.e., X − µ.

The difference is squared so that the negative values will

not cancel the positive ones in the process of finding
expected value.

Dr. Santosh Yadav, LPU Punjab 51 / 71

Computation Formula for σ 2

The variance can be calculated by a more simple formula.

σ 2 = Var (X ) = E(X 2 ) − [E(X )]2

Proof:

Dr. Santosh Yadav, LPU Punjab 52 / 71

Examples

Ex1 Let X denotes the number of heads in a toss of two fair

coins. Find the variance of X .
Ans: Var(X)= 1/2

Dr. Santosh Yadav, LPU Punjab 53 / 71

Examples

Ex1 Let X denotes the number of heads in a toss of two fair

coins. Find the variance of X .
Ans: Var(X)= 1/2
Ex2 Let X denotes the number of heads in the experiment of
tossing three fair coins simultaneously. Find variance of X .

Dr. Santosh Yadav, LPU Punjab 53 / 71

Examples

Ex1 Let X denotes the number of heads in a toss of two fair

coins. Find the variance of X .
Ans: Var(X)= 1/2
Ex2 Let X denotes the number of heads in the experiment of
tossing three fair coins simultaneously. Find variance of X .

Ex3 In rolling a die, let X denotes the number on the die. Find
variance of X .

Dr. Santosh Yadav, LPU Punjab 53 / 71

Rules for Variance

If X and Y are two random variables and c is constants,

then it is easy to verify the following:
(i) Var (cX + d) = c 2 Var (X )

1
Random variable X and Y are independent if the knowledge of values
assumed by X do not give any clue to the values assumed by Y .
Dr. Santosh Yadav, LPU Punjab 54 / 71
Rules for Variance

If X and Y are two random variables and c is constants,

then it is easy to verify the following:
(i) Var (cX + d) = c 2 Var (X )

If X and Y are independent1 , then

Var (X + Y ) = Var (X ) + Var (Y )

1
Random variable X and Y are independent if the knowledge of values
assumed by X do not give any clue to the values assumed by Y .
Dr. Santosh Yadav, LPU Punjab 54 / 71
Problems
Q1 Let X be( a random variable with pdf
x
, 0≤x ≤2
f (x) = 2
0, otherwise
Find variance of X.
Ans: 92

Dr. Santosh Yadav, LPU Punjab 55 / 71

Problems
Q1 Let X be ( a random variable with pdf
x
, 0≤x ≤2
f (x) = 2
0, otherwise
Find variance of X.
Ans: 92
Q2 Let X and Y are two independent random variables such
that σx2 = 9 and σY2 = 3, then find the variance of
(4X − 2Y + 6).

Dr. Santosh Yadav, LPU Punjab 55 / 71

Problems
Q1 Let X be ( a random variable with pdf
x
, 0≤x ≤2
f (x) = 2
0, otherwise
Find variance of X.
Ans: 92
Q2 Let X and Y are two independent random variables such
that σx2 = 9 and σY2 = 3, then find the variance of
(4X − 2Y + 6).
Choose the correct option from following:
(A) 150
(B) 146
(C) 156
(D) None of these
Dr. Santosh Yadav, LPU Punjab 55 / 71
Standard Deviation: (σ)
As variance carries squared units of the original data, hence
it is a pure number often without any physical meaning. To
overcome this problem, a second measure of variability is
employed known as standard deviation.

Dr. Santosh Yadav, LPU Punjab 56 / 71

Standard Deviation: (σ)
As variance carries squared units of the original data, hence
it is a pure number often without any physical meaning. To
overcome this problem, a second measure of variability is
employed known as standard deviation.

Let X be a random variable with variance σ 2 . Then the

standard deviation of X denoted by σ is the the non-negative
square root of X , that is,
p
σ= Var (X )

SD always reported in physical measurement unit that matches

the original data, where variance is unitless.
Dr. Santosh Yadav, LPU Punjab 56 / 71
Dr. Santosh Yadav, LPU Punjab 57 / 71
Covariance of X, Y

Cov (X , Y ) = E(XY ) − E(X )E(Y )

Dr. Santosh Yadav, LPU Punjab 58 / 71

Rules on Covariance

Cov (aX , bY ) =?

Cov (X + a, Y + b) =?

If X and Y are independent RVs then Cov (X , Y ) =?

Dr. Santosh Yadav, LPU Punjab 59 / 71

Chebychev’s Theorem

Statement?

Types of Problems

Dr. Santosh Yadav, LPU Punjab 60 / 71

Dr. Santosh Yadav, LPU Punjab 61 / 71
Problem 1

Let a fair coins is tossed three times. Let X equal to 0 or 1

accordig as a head or a tail occurs on the first toss and let
Y is the total number of heads that occurs. Then

(i) the value of E(X + Y ) is

(A) 3
(B) 2
(C) None of these

Dr. Santosh Yadav, LPU Punjab 62 / 71

Problem 1

Let a fair coins is tossed three times. Let X equal to 0 or 1

accordig as a head or a tail occurs on the first toss and let
Y is the total number of heads that occurs. Then

(i) the value of E(X + Y ) is

(A) 3
(B) 2
(C) None of these
(ii) the values of Var (X ) and Var (Y ) are respectively,
(A) 41 and 34 ,
(B) 34 and 13
(C) 34 and 14
(D) None of above

Dr. Santosh Yadav, LPU Punjab 62 / 71

Problem 2

Let X be is a continuous random variable with distribution


kx ; 0 ≤ x ≤ 5
f (x) =
0 ; elsewhere

Find
(i) the value of k
(ii) P(1 ≤ X ≤ 3)
(ii) P(X ≤ 3)

Dr. Santosh Yadav, LPU Punjab 63 / 71

 (i) The value of constant is 2/25
(ii) value of P(1 ≤ X ≤ 3) is
4
(A) 25
8
(B) 25

Dr. Santosh Yadav, LPU Punjab 64 / 71

 (i) The value of constant is 2/25
(ii) value of P(1 ≤ X ≤ 3) is
4
(A) 25
8
(B) 25

(iii) value of P(X ≤ 3) is 9/25

Dr. Santosh Yadav, LPU Punjab 64 / 71

Problem 1
The probability density function of a random variable X is
given by
(
x
(4 − x 2 ), 0 ≤ x ≤ 2
f (x) = 4
0, otherwise
Find the variance of random variable.
Ans: 0.195

Dr. Santosh Yadav, LPU Punjab 65 / 71

Problem 2

Let X continuous random variable X with pdf

1

4
; −2 < x < 2
f (x) =
0 ; elsewhere

(i) the value of P(X < 1) is

Dr. Santosh Yadav, LPU Punjab 66 / 71

Problem 2

Let X continuous random variable X with pdf

1

4
; −2 < x < 2
f (x) =
0 ; elsewhere

(i) the value of P(X < 1) is

1
(A) 4
3
(B) 4

Dr. Santosh Yadav, LPU Punjab 66 / 71

Problem 2

Let X continuous random variable X with pdf

1

4
; −2 < x < 2
f (x) =
0 ; elsewhere

(i) the value of P(X < 1) is

1
(A) 4
3
(B) 4
(ii) the value of P(2x + 3 > 5) is

Dr. Santosh Yadav, LPU Punjab 66 / 71

Problem 2

Let X continuous random variable X with pdf

1

4
; −2 < x < 2
f (x) =
0 ; elsewhere

(i) the value of P(X < 1) is

1
(A) 4
3
(B) 4
(ii) the value of P(2x + 3 > 5) is
(A) 34
(B) 14
(C) None of these

Dr. Santosh Yadav, LPU Punjab 66 / 71

Problem 3
The probability density function of a continuous random
variable X is given as


 ax, 0≤x <1

a, 1≤x <2
f (x) =


 −ax + 3a, 2 ≤ x < 3
0, x ≥3

(i) Find the value of constant a
(ii) Find cummulative
 distribution F (x)

 0, x ≤0
x2

4, 0<x ≤1



Ans: F (x) = 2x−1 4
, 1<x ≤2
−x 2 −6x−5

, 2<x ≤3




 4
1, x ≥3
Dr. Santosh Yadav, LPU Punjab 67 / 71
 This slide is intensionally left blank

Dr. Santosh Yadav, LPU Punjab 68 / 71

Dr. Santosh Yadav, LPU Punjab 69 / 71
Problem 5

The probability density function of a random variable X is

given by
f (x) = 6x (1 − x), 0 ≤ X ≤ 1
1
Then, find P(X ≤ 2
| 13 ≤ X ≤ 23 ).

Dr. Santosh Yadav, LPU Punjab 70 / 71

Problem 5

The probability density function of a random variable X is

given by
f (x) = 6x (1 − x), 0 ≤ X ≤ 1
1
Then, find P(X ≤ 2
| 13 ≤ X ≤ 23 ).
11
Ans: = 26

Dr. Santosh Yadav, LPU Punjab 70 / 71

NOTE: This PPT is Just for quick revision for topic and practice
problems, hence not exhaustive. Refer the text book for more
problems.

THANK YOU

Dr. Santosh Yadav, LPU Punjab 71 / 71