B: Walpole

Chapter 3

Random Variables and

Probability
Distributions
Md. Gulam Kibria
Lecturer, Dept. of IPE,
BUET
 Concept of a Random
Assume Variable
that a car can only be in good (G) operating condition
or bad (B) operating condition. If there are three cars, the
number of possible states are:
✔ GGG 0
✔ GGB 1 ❑We shall use a capital letter,
✔ GBG 1 say X, to denote a random
✔ BGG 1 variable and its corresponding
✔ GBB 2 small letter, x in this case, for
✔ BGB 2 one of its values.
✔ BBG 2
✔ BBB 3
A random variable is a function that associates a real number
with each element in the sample space.
If one is concerned with the number of cars with bad operating
conditions, each point in the sample space will be assigned a
numerical value of 0, 1, 2, or 3.
Concept of a Random
Variable
 Concept of a Random
Variable
Example: Suppose a sampling plan involves sampling items
from a process until a defective is observed. The evaluation of the
process will depend on how many consecutive items are
observed. In that regard, let X be a random variable defined by
the number of items observed before a defective is found. With N
a non-defective and D a defective,

sample spaces are S = {D} given X = 1, S = {N D} given X = 2, S

= {N N D} given X = 3, and so on.

Example: Interest centers around the proportion of people who

respond to a certain mail order solicitation. Let X be that
proportion. X is a random variable that takes on all values x for
which 0 ≤ x ≤ 1.
 Discrete Random Variable and
Continuous Random
A random variable Variable
is called a discrete random variable if its
set of possible outcomes is countable.

Discrete random variables represent count data, such as the

number of defectives in a sample of k items or the number of
highway fatalities per year in a given state.

When a random variable can take on values on a continuous

scale, it is called a continuous random variable.

Continuous random variables represent measured data,

such as all possible heights, weights, temperatures, distance,
or life periods,
 Discrete Probability Distributions
A discrete random variable assumes each of its values with a
certain probability.
In case of the “car condition” example at the beginning of the
lecture, Assume that a car will be in good condition 90% of the
time and in bad condition 10% of the time.:

b 0 1 2 3
P(B = b) 0.729 0.243 0.027 0.001

Note that the values of b exhaust all possible cases and hence
the probabilities add to 1.
We write: f(x) = P(X = x)
 Discrete Probability Distributions
The set of ordered pairs (x, f(x)) is called the probability function,
probability mass function (PMF), or probability distribution of
the discrete random variable X, if for each possible outcome x,

Problem: If a car agency sells 50% of its inventory of a certain

foreign car equipped with side airbags, find a formula for the
probability distribution of the number of cars with side airbags
among the next 4 cars sold by the agency.
 Discrete Cumulative Distribution Functions
The cumulative distribution function (CDF) F(x) of a discrete
random variable X with probability distribution f(x) is:

Problem: If a car agency sells 50% of its inventory of a certain

foreign car equipped with side airbags, find the cumulative
distribution function of the number of cars with side airbags
(denoted by random variable X) among the next 4 cars sold by the
agency. Using F(x), verify that f(2) = 3/8.
 Probability Mass Function Plot
(Discrete Probability Distribution
Plot)
Discrete Cumulative Distribution Function Plot
 Continuous Probability Distributions
A continuous random variable has a probability of 0 of assuming
exactly any of its values.

We shall concern ourselves with computing probabilities

for various intervals of continuous random variables such as:
P(a < X < b), P(W ≥ c), and so forth.

Note that when X is continuous,

P(a < X ≤ b) = P(a < X < b) + P(X = b) = P(a < X < b).

It does not matter whether we include an endpoint of the interval

or not. (This is not true, though, when X is discrete.)
 Continuous Probability Distributions
Although the probability distribution of a continuous random
variable cannot be presented in tabular form, it can be stated as a
formula.
In dealing with continuous variables, f(x) is usually called the
probability density function (PDF), or simply the density function, of
X.
A probability density function is constructed so that the area under
its curve bounded by the x axis is equal to 1 when computed over the
range of X for which f(x) is defined.
 Continuous Probability Distributions
Problem: A cereal manufacturer is aware that the weight of the
product in the box varies slightly from box to box. In fact,
considerable historical data have allowed the determination of the
density function that describes the probability structure for the
weight (in ounces). Letting X be the random variable weight, in
ounces, the density function can be described as

(a) Verify that this is a valid density function.

(b) Determine the probability thatthe weight is smaller than 24
ounces.
(c)The company desires that the weight exceeding 26 ounces be an
extremely rare occurrence. What is the probability that this rare
occurrence does actually occur?
 Continuous Cumulative Distribution Functions

The cumulativedistribution function F(x) of a

continuous random variable X with density function f(x) is

It is to be noted that:
 Continuous Cumulative Distribution Functions

Forthe following density function, find F(x), anduse it to

evaluate P(0 < X ≤ 1).
⎧⎪ x
2

, −1 < x <
f (x) =
⎨⎪ 3 2,
0,elsewhere.
⎩
 Joint Probability Distribution for
Discrete Random Variables
f(x, y) = P(X = x, Y = y)

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

occur at the same time.
The function f(x, y) is a joint probability distribution or joint
probability mass function of the discrete random variables X and
Y if
1.f (x, y) ≥ 0 for all (x, y), 2.

∑∑
f (x, y) = 1,
x y

3. P( X = x,Y = y) = f (x, y).

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

∑∑
f (x,
y).
A
 Joint Probability Distribution for
Discrete Random Variables
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

(a) the joint probability function f(x, y),

(b) the joint probability distribution,
(c) P[(X, Y ) ∈ A], where A is the region {(x, y)|x + y ≤ 1}.
 Joint Probability Distribution for
Discrete Random Variables
3 32
⎛⎜ ⎞⎛⎟⎜ ⎞⎛⎟⎜ ⎟⎞
(a)
x 2−x−y y
f (x, y) = ⎝ ⎠⎝ 8 ⎠⎝
⎛⎜ ⎞
⎠ ⎝
⎟
(b) ⎠2
 Joint Probability Distribution for
Discrete Random Variables

(c) The probability that (X, Y) fall in the region A is

Joint Density Function for
Continuous Random
Variables
Joint Density Function for
Continuous Random
Variables
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

(a) Verify that it is a valid joint density function.

(b)
Marginal Distributions
 Marginal Distributions
Problem: 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 marginal distribution
of X alone and of Y alone.
 Marginal Distributions
Solution:
3 3 2
⎛⎜ ⎞⎛⎟⎜ ⎟⎜ ⎟ ⎞⎛ ⎞
x 2−x−y y
f (x, y) = ⎝ ⎠⎝ 8 ⎠⎝
⎛⎜ ⎞
⎠ ⎝⎠
g(0) = f (0,0) + f⎟(0,1) + f (0,2)
2
3 3 1
= 28 +14 28 +14 =
5
g(1) = f (1,0) + f (1,1) + f
(1,2)
= 28 +14 328 + 0 =
9
15 + f (2,1) + f (2,2)
g(2) = f (2,0)

= 28 + 0 + 0 =28
3 3
 Marginal Distributions
Problem: Find g(x) and h(y) for the joint density function given
below:

Solution:
 Conditional Distribution
Let X and Y be two random variables, discrete or continuous.
The conditional distribution of the random variable Y given
that X = x is

f (x, y)
f (y | x) = g(x) , provided g(x) >
0
Similarly, the conditional distribution of X given that Y = y
is
f (x, y)
f (x | y) = h(y) , provided h(y) >
0
 Conditional Distribution
If we wish to find the probability that the discrete random
variable X falls between a and b when it is known that the
discrete variable Y = y, we evaluate

P (a < X < b | Y = y ) = f (x | y )
∑
a< x<b

When X and Y are continuous, we evaluate

b

P (a < X < b | Y = y ) = f (x | y )
dx
∫
a
 Conditional Distribution
Problem: For the “two ballpoint pens” problem, find
the conditional distribution of X, given that Y = 1.
Use it to determine P(X = 0 | Y = 1).

Solution:
 Conditional Distribution
Problem: The joint density for the random variables (X,Y),
where X is the unit temperature change and Y is the proportion of
spectrum shift that a certain atomic particle produces, is
⎧
f (x, y) =
2
10xy , 0<x<y<
1,0, elsewhere.
⎨ ⎩
(a) Find the marginal densities g(x), h(y), andthe
conditional
density f (y | x).
(b)Find the probability that the spectrum shifts more than half of
the total observations, given that the temperature is increased by
0.25 unit.
 Statistical Independence
If f (x | y) does not depend on y,
then
f (x | y) = g(x)
Proof: and f (x, y) = g(x)
We know that f (x,h(y).y) = f (x | y) h( y)
∞

∫
and g(x) = f (x, y)dy
−∞
∞

∴ g(x) =
∫
f (x | y) h( y) dy
−∞
∞

∫
= f (x | y) h( y) dy
−∞

= f (x | y) ×1
= f (x | y)
 Conditional Distribution
Problem: Consider the random variables X and Y that represent
the number of vehicles that arrive at two separate street corners
during a certain 2-minute period. These street corners are fairly
close together so it is important that traffic engineers deal with
them jointly if necessary. The joint distribution of X and Y is
known to be
1
9
f (x, y) = . ( x+ y )
16 4
for x = 0, 1, 2, . . . and y = 0, 1, 2, . . . .

(a) Are the two random variables X and Y independent? Explain

why or why not.
(b)What is the probability that during the time period in question
less than four vehicles arrive at the two street corners?
Statistical Independence