Mekelle University

College of Natural & Computational Sciences

Department of Statistics

Probability and Statistics

Prepared by:
Nigus G (MSc.)
Email: [email protected]
Tell - +251-914424246

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 CHAPTER TWO
RANDOM VARIABLE AND PROBABILITY
DISTRIBUTIONS
 Definition : Given a random experiment with a
sample space 𝑆, a function 𝑋 that assigns to each
element 𝑠 in 𝑆 one and only one real number 𝑋 𝑠 =
𝑥 is called a random variable(r.v.).
 A random variable is a numerical description of the
outcomes of an experiment or a numerical valued
function defined on sample space, usually denoted by
capital letters.
 Example : Let 𝑋 be the number of defective Laptop
products when three Laptops are tested.

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 Cont’d
Let 𝐷 = 𝐷𝑒𝑓𝑒𝑐𝑡𝑖𝑣𝑒 and 𝑁 = 𝑁𝑜𝑛𝑒 𝑑𝑒𝑓𝑒𝑐𝑡𝑖𝑣𝑒 𝑖𝑡𝑒𝑚
The sample space 𝑆 will be;
𝑆 = {𝐷𝐷𝐷, 𝐷𝐷𝑁, 𝐷𝑁𝐷, 𝐷𝑁𝑁, 𝑁𝐷𝐷, 𝑁𝐷𝑁, 𝑁𝑁𝐷, 𝑁𝑁𝑁}
Let 𝑋 be a function defined on 𝑆 such that:
𝑋 𝐷𝐷𝐷 = 3,
𝑋 𝐷𝐷𝑁 = 𝑋 𝐷𝑁𝐷 = 𝑋 𝑁𝐷𝐷 = 2,
𝑋 𝐷𝑁𝑁 = 𝑋 𝑁𝐷𝑁 = 𝑋 𝑁𝑁𝐷 = 1,
𝑋 𝑁𝑁𝑁 = 0
 The function 𝑋 assigns a real number to each element 𝑠 in 𝑆. Thus 𝑋 is a
random variable. 𝑅𝑥 = (0,1,2,3) is called the range space of 𝑋.

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  Classification of Random variables
o Random variables may be divided into two types:
 Discrete random variables and
 Continuous random variables.

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  Discrete Random Variable
Discrete random variable assume only a countable
number of values.
Examples:
 Number of attempts to solve a coding challenge.
 Number of users on a website.
 Number of lines of code written.
 For a random variable 𝑋 of discrete type, we
associate a number 𝑃 𝑥𝑖 , 0 ≤ 𝑃(𝑥𝑖 ) ≤ 1 for 𝑖 =
1,2,3, … . Which is probability of 𝑥𝑖

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 Cont’d
 The function 𝑃 𝑋 = 𝑃(𝑋 = 𝑥) is called the probability
mass function (pmf) if 𝑃 𝑥 , 𝑥𝜖𝑅 satisfy the following
properties.
I. 𝑃 𝑥𝑖 ≥ 0 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑥𝜖𝑅;
II. 𝑥𝜖𝑅 𝑃 𝑥 = 1 ;
III. 𝑃 𝑋 = 𝑥 = 𝐹(𝑥)
 The collection of pairs {𝑥𝑖 , 𝑃 𝑥𝑖 } for 𝑖 = 1,2,3, … is called
a probability distribution.
 Since 𝑋 is a discrete random variable here we call it a discrete
probability distribution.
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 Example-1
 Consider an experiment of testing PC products in a company.
Let 𝑋 be the number of defective products . Construct the
probability distribution of 𝑋 when three PCs are tested.
Solution:
 First identify the possible value that X can assume.
 Calculate the probability of each possible distinct value
of X and express X in the form of frequency
distribution.

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 Cont’d
 From our previous Example
 𝑋 = (0,1,2,3)
 Sample space =2𝑛 = 23 =8 OR
𝑆 = {𝐷𝐷𝐷, 𝐷𝐷𝑁, 𝐷𝑁𝐷, 𝐷𝑁𝑁, 𝑁𝐷𝐷, 𝑁𝐷𝑁, 𝑁𝑁𝐷, 𝑁𝑁𝑁}=8
 and the probability distribution of 𝑋 (number of
defective products) is given by:

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 Exercise
Let 𝑋 be a random variable denoting the number of bits
equal to 1 in an 8 bit random binary number. Find the
sample space and construct the probability distribution
of 𝑋.What is the probability that at most 3 bits ON?

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  Continuous random variables
 A sample space contains an infinite number of outcomes (
non countably infinite) equal to the number of points on a
line segment, it is called continuous sample space.
 Let 𝑋 denote a random variable with space 𝑅, an interval
or union of intervals. Such a set 𝑅 is called continuous
sample space.
 The random variable 𝑋 is called a continuous 𝑟. 𝑣. ,and 𝑋
is said to have a continuous distribution denoted as 𝑓(𝑥).
Examples:
 CPU processing time.
 Mark of a student.

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 Cont’d
 The function 𝑓 𝑥 is called probability density function
(𝑝𝑑𝑓) of a 𝑟. 𝑣. 𝑋, if it satisfy the following properties:
I. 𝑓 𝑥 ≥ 0, 𝑥𝜖𝑅;
II. 𝑓 𝑥 𝑑𝑥 = 1
𝑏
III. 𝑃 𝑎≤𝑋≤𝑏 = 𝑎
𝑓 𝑥 𝑑𝑥 = 1
 Probability means area for continuous random variable.
 A continuous random variable has a probability of zero
of assuming any one of its values. i.e. if 𝑋 is continuous
𝑃 𝑥=𝑎 =0

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 Example-1
 Consider the function
𝑐(2𝑥 − 𝑥 2) 0 ≤ 𝑥 ≤ 2, 𝑐 > 0
𝑓(𝑥)
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
I. Find the value of c so that 𝑓(𝑥) defines a
probability density function.
1 2
II. Find 𝑃(0 ≤ 𝑥 ≤ 1) and 𝑃( ≤𝑥≤ )
2 3
 Solution
I) For a probability density function
∞
−∞
𝑓 𝑥 𝑑𝑥 = 1 , (𝑛𝑜𝑡𝑒 𝑓(𝑥) ≥ 0 𝑓𝑜𝑟 𝑎𝑙𝑙) . So

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 Cont’d
∞ 2 3 2
𝑥
𝑓 𝑥 𝑑𝑥 = 𝑐(2𝑥 − 𝑥 2 )𝑑𝑥 = 𝑐 𝑥 2 −
−∞ 0 3 0
=𝑐 4 − 8 3= 4𝑐 3 =1=
𝑐=3 4
1 13
II) 𝑃 0 ≤ 𝑥 ≤ 1 = 0
𝑓 𝑥 𝑑𝑥 = 0 4 (2𝑥 − 𝑥 2 )𝑑𝑥
3 1
𝑥
=3 4 𝑥2 −
3 0
3 1 − 1 = 1
4 3 2
1 2
𝐼𝐼𝐼) 𝑃( ≤ 𝑥 ≤ ) =??
2 3
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 Exercise
Let 𝑋 be a continuous random variable with 𝑝𝑑𝑓
1
𝑓 𝑥 = 6 𝑥 + 𝑘, 0 ≤ 𝑥 ≤ 3
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
I. Evaluate 𝑘
II. Find 𝑃(1 ≤ 𝑥 ≤ 2)

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 Properties of Probability Distribution
1) 𝑝 𝑥 ≥ 0, 𝑖𝑓 𝑋 𝑖𝑠 𝑑𝑖𝑠𝑐𝑟𝑒𝑡𝑒.
𝑓 𝑥 ≥ 0, 𝑖𝑓 𝑋 𝑖𝑠 𝑐𝑜𝑛𝑡𝑖𝑛𝑢𝑜𝑢𝑠.
2) 𝑥 𝑝 𝑋 = 𝑥 = 1, 𝑖𝑓 𝑋 𝑖𝑠 𝑑𝑖𝑠𝑐𝑟𝑒𝑡𝑒.

𝑓 𝑥 𝑑𝑥 = 1, 𝑖𝑓 𝑋 𝑖𝑠 𝑐𝑜𝑛𝑡𝑖𝑛𝑢𝑜𝑢𝑠

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  Two Dimensional Random Variables
 We may define two or more random variables on the same
sample space .
 Let 𝑆 be the sample space associated with a random
experiment 𝐸. Let 𝑋 𝑎𝑛𝑑 𝑌 be two real random variables
defined on the same space.
 Let 𝑋 = 𝑋 𝑠 𝑎𝑛𝑑 𝑌 = 𝑌(𝑠) be two functions assigning a
real number to each outcomes 𝑠 𝜖 𝑆. Then (𝑥, 𝑦) is called
two dimensional random variable.
Example: Suppose in a communication system, 𝑋 is a
transmitted signal and 𝑌 is the corresponding noisy received
signal. Then (𝑥, 𝑦) is a joint random variable.

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 Cont’d
Note
I. If the possible values of (𝑋, 𝑌) are finite or countable
infinite, (𝑋, 𝑌) is called a two dimensional discrete
random variable.
II. If (𝑋, 𝑌) can assume all values in a specific region 𝑅 in
the 𝑥𝑦-plane, (𝑋, 𝑌) is called a two dimensional
continuous random variable.

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 Joint Probability Mass Function
(Discrete case)
If (𝑋, 𝑌) is a two dimensional discrete random variable such
that 𝑃(𝑋 = 𝑥𝑖 ,𝑌 = 𝑦𝑖 ) = 𝑝 𝑥, 𝑦 , then 𝑝 𝑥, 𝑦 is called the
probability mass function of (𝑋, 𝑌) provided that
I. 𝑝 𝑥, 𝑦 ≥ 0 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑥, 𝑦
II. 𝑅 𝑝 𝑥, 𝑦 = 1
III. 𝑃(𝑋 = 𝑥,𝑌 = 𝑦) = 𝐹(𝑥, 𝑦)
Example: Suppose that two machines are used for particular
task in the morning and for a different task in the afternoon.
Let X and Y represent the number of times that a machine
breaks down in the morning and in the afternoon respectively.
The table below gives the joint probability distribution of (x,y)

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 Cont’d

a) What is the probability that the machine breaks down

equal number of times in the morning and in the
afternoon?
b) What is the probability that the machine breaks down
greater number of times in the morning and in the
afternoon?

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 Solution
a) 𝑝 𝑥 = 𝑦 = 𝑝 𝑥 = 0, 𝑦 = 0 + 𝑝 𝑥 = 1, 𝑦 = 1 +
𝑝 𝑥 = 2, 𝑦 = 2 = 0.25 + 0.08 + 0.13 = 0.46
b) 𝑝 𝑥 > 𝑦 = 𝑝 𝑥 = 1, 𝑦 = 0 + 𝑝 𝑥 = 2, 𝑦 = 0 +
𝑝 𝑥 = 2, 𝑦 = 1 = 0.15 + 0.10 + 0.07 = 0.32

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 Joint Probability Density function
( Continuous Case)
If (𝑋, 𝑌) is a two-dimensional continuous RV then 𝑓(𝑥. 𝑦) is
called the joint pdf 𝑋, 𝑌 , provided that 𝑓(𝑥. 𝑦) satisfies the
following conditions.
I. 𝑓 𝑥, 𝑦 ≥ 0 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑥, 𝑦;
II. 𝑓 𝑥, 𝑦 𝑑𝑥 𝑑𝑦 = 1 ;
𝑏 𝑑
III. 𝑃 𝑎 < 𝑋 ≤ 𝑏, 𝑐 < 𝑌 ≤ 𝑑 = 𝑎 𝑐
𝑓 𝑥, 𝑦 𝑑𝑦𝑑𝑥

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 Example
 Let (𝑋, 𝑌) be a continuous 𝑅𝑉 with a joint pdf 𝑓 𝑥, 𝑦 =
𝑐 𝑖𝑓 0 < 𝑥 < 2 , 0 < 𝑦 < 4
𝑓 𝑥, 𝑦 =
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
a) Determine c
b) Find 𝑃(𝑥 < 1, 𝑦 < 3)
Solution

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 Marginal, Conditional Probability
distributions and Independent of RVs
 Marginal probability Distribution

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 Cont’d

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 Cont’d

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 Conditional Distribution Function
When two random variables are defined in a random experiment,
knowledge one can change the probabilities of the other.

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 Cont’d

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 Independent Random Variables

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 Exercise
The joint probability mass function of (𝑋, 𝑌) is given by
𝑃 𝑥, 𝑦 = 𝑘 2𝑥 + 3 , 𝑥 = 0,1,2, 𝑦 = 1,2,3 then find the
marginal probability distribution of 𝑥 and 𝑦

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