Probability and Random Processes

(15B11MA301)
Lecture-6
(Course content covered: One dimensional discrete random variable)

Department of Mathematics
Jaypee Institute of Information Technology, Noida
Random Variable
• A random variable X is a function that assigns a real number to each
outcome of the sample space S, i.e., X: S→R is a mapping from the
sample space S to the set of real numbers R. Obviously, a random
variable is a deterministic function.
• The sample space S is the domain of the random variable and the set of
all values taken on by the random variable is the range of the random
variable X.
• A random variable is usually denoted by an uppercase letter such as X
and the corresponding lowercase letter, such as x, denotes a possible
value of the random variable X.
• A random variable may assumes values from a countable or
uncountable set.
• If only one characteristics is considered corresponding to the sample
space of a random experiment, then the random variable is called one
dimensional random variable.
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Random Variable
• More than one characteristics may be considered corresponding to the
sample space of a random experiment, e.g., suppose that S consists of a
large group of students of a college. Let the experiment consist of
choosing a student at random. Let X denotes the weight of the student
and Y denotes the students' height. Then (X, Y) is a two dimensional
random variable. The same idea may be extended further.
Examples
(i) The “number of heads obtained” in an experiment of tossing three
unbiased coins simultaneously, so the random variable X can take
values 0, 1, 2 and 3, i.e.,
Domain of X= S ={TTT, TTH,THT, HTT,HHT,HTH,THH,HHH},
and
Range of X={0, 1, 2, 3}
(i) The ‘temperature gained’ by a fan after one hour of operation.
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Discrete Random Variable
• A random variable which can assume some specific values is called a
discrete random variable.
• The main characteristic of a discrete random variable is that the set of
possible values in the range can all be listed and the list may be a finite
list or a countably infinite list.
Examples
• Number of heads obtained when 10 coins are tossed.
• Number of phone calls received, per day at a telephone booth,
• number of sixes obtained when a pair of dice are thrown.
• Number of spade cards when 4 cards are chosen from a well shuffled
pack of 52 playing cards.
• The number of odd numbers selected out of the set of positive
integers.

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Continuous Random Variable
• A random variable X which can take any value in an interval of real
numbers is said to be a continuous random variable.
• The range of X can take infinitely many real values within one or
more intervals of real numbers.
• The set of all possible values in the range cannot be listed in case
of a continuous variable as the list is uncountably infinite.
Examples
• The duration of a phone call received.
• The time to failure of a machine.
• The temperature gained by an electric motor after one hour of
operation.
• The amount of rainfall in a day.
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 Probability Mass Function

Let a discrete random variable X takes the values x1, x2, x3, . . ., xn,
then the probability function or the probability mass function (PMF) of
X is denoted by
f(xi) = P(X = xi) = pi ; for i = 2, 3, . . .,n,
i.e.,.
X : x1 x2 x3 x4 . . . xn
P( X = xi ) : p1 p2 p3 p4 . . . p n
such that
(i ) P( X = xi )  0;
(ii )  P( X = x ) = p
xi
i 1 + p2 + p3 + p4 + . . . + pn = 1.
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Probability Distribution
If pi represents the probability corresponding to X= xi , for i=1,
2, 3,…,n; then the collection of pairs (xi , pi) is called the
probability distribution of the discrete random variable X.

Example. If a pair of coins is tossed and random variable ‘X’ is

‘Number of heads’, then its probability distribution is:

(X=xi) : 0 1 2

P(X=xi) = pi : 1/4 2/4 1/4

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Example. Let X represents the number of heads when three fair
coins are tossed. Find
(a) the probability distribution of the number of heads,
(b) P(0< X <3), (c) P(X >1), (d) P(X < 2).
88 Sol.: S = {TTT, TTH,THT, HTT,HHT,HTH,THH,HHH}
(a) The probability distribution is as follows:
X (Number of Heads): 0 1 2 3
Probability: 1/8 3/8 3/8 1/8

(b) P(0< X <3) = P(X =1) + P(X =2) =6/8=0.75,

(c) P(X >1) = P(X =2) + P(X =3) =4/8=0.50,

(d) P(X < 2) = P(X =0) + P(X =1) = 0.50.

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Cumulative Distribution Function
• Cumulative distribution function (CDF) of a discrete random variable
X is denoted by F(x). It is defined as follows:
F ( x) = P( X  x) =  f ( x ).
x x
i
i

• Properties of cumulative distribution function (CDF)

(i) 0  F ( x) 1,
(ii) F (−) = 0,
(iii) F () =1,
(iv) If x1  x2 , then F ( x1)  F ( x2 ),
(v) P( X = xi ) = F ( xi ) − F ( xi −1).

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Example. The probability mass function of a random variable is as
follows:

X 1 2 3 4 5 6
P k 2k/3 3k 1/3 k/3 1/6

Determine the following:

(a) value of k (b)F(4) (c) F(6) (d) P(X=3)

Solution:
(a) Since k + (2k/3) + 3k + (1/3) + (k/3) + (1/6) =1, so
k =1/10 =0.1,
(b) F(4) = P(X ≤ 4) = F(1)+ F(2)+ F(3)+F(4)= 0.8,
(c) F(6) = P(X ≤ 6)= F(1)+ F(2)+ F(3)+F(4) + F(5)+F(6)=1,
(d) P(X = 3) = 3k = 0.3, or P(X = 3) = F(3)+F(2)=0.3.

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 Practice Questions
1. The probability mass function of a random variable X is as follows:

X 1 2 3 4 5 6
P a a/2 a a/3 2a/3 a/2

Determine the following:

(i) value of a (ii) F(4) (iii) F(6) (iv) P(X =4).
[Ans: (i) ¼ (ii) 17/24 (iii) 1 (iv) 1/12]
2. A pair of fair dice is thrown. Let X be the number of sixes appearing.
Find (i) the probability distribution of X, (ii) P(X < 2), (iii) P(X < 1),
(iv) F(x).
[Ans: (ii)35/36 (iii) 25/36 ]
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 References/Further Reading
1. Veerarajan, T., Probability, Statistics and Random Processes, 3rd
Ed. Tata McGraw-Hill, 2008.
2. Ghahramani, S., Fundamentals of Probability with Stochastic
Processes, Pearson, 2005.
3. Papoulis, A. and Pillai, S.U., Probability, Random Variables and
Stochastic Processes, Tata McGraw-Hill, 2002.
4. Miller, S., Childers, D., Probability and Random Processes,
Academic Press, 2012.
5. Johnson, R.A., Miller and Frieund’s, Probability and Statistics
for Engineers, Pearson, 2002.
6. Spiegel, M.R., Statistics, Schaum Series, McGraw-Hill
7. Walpole R.E, Myers, R.H., Myers S.I, Ye. K. Probability and
Statistics for Engineers and Scientists, 7th Ed., Pearson, 2002.
8. https://nptel.ac.in/courses/117/105/117105085/
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