3.

1 Random Variables

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Random Variables
Example. Toss a coin five times.
Observe the number of heads:

We define a random variable that gets its value from the outcome of the
random experiment: 𝟎,

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2.1 Random Variables

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2.1 Random Variables

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2.1 Random Variables

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Definition: Discrete Random Variable

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Example

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Probability Mass Function PMS

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Example

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Example: Discrete Random Variable

Lesson
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Lesson
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Properties of PMF

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Independent Random Variables

Also,

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Independent Random Variables

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Example

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Example

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Five discrete probability distributions serve as
models for a large number of practical applications:

–The Binomial random variable

– The Geometric random variable
–The Poisson random variable

Chapter 3 17
The Binomial Distribution
• The Binomial trial is an experiment with only two possible outcomes (a
success, 1, or a failure, 0), with positive probabilities p and 1–p

• Examples: x p(x)
• Flipping a coin (H or T)
• Results of a pregnancy (girl or boy)
0 1–p
• Hitting a target; the outcome is
(hit or miss)
1 p

Chapter 3 18
The Binomial Experiment
1. Consists of n identical trials
2. Each trial results in one of two outcomes, success
(S) or failure (F)
3. The probability of success on a single trial is p and
remains constant from trial to trial; the probability
of failure is q = 1 – p
4. The trials are independent
5. We are interested in x, the number of successes in
n trials

Chapter 3 19
 The Binomial Probability Distribution
For a binomial experiment with n trials and probability p of success on a given
trial, the probability of k successes in n trials is:

n!
P( x = k ) = Ckn p k q n−k = p k q n−k for k = 0,1,2,...n.
k!(n − k )!
n!
Recall Ckn =
k!(n − k )!
with n!= n(n − 1)(n − 2)...(2)1 and 0! 1.

Chapter 3 20
 x p(x)
The Binomial Random Variable 0 1/4
• The coin-tossing experiment is a simple example of a
binomial random variable 1 1/2
2 1/4
• Toss a fair coin n = 2 times and record x = number of
heads

𝑾𝒉𝒂𝒕 𝒊𝒔 𝒕𝒉𝒆 𝒑𝒓𝒐𝒃𝒂𝒃𝒊𝒍𝒕𝒚 𝒐𝒇 𝒐𝒃𝒔𝒆𝒓𝒗𝒊𝒏𝒈 𝟐 𝒉𝒆𝒂𝒅𝒔

Solution:
Notice that p=0.5 probability of success to get a head, Then q=1-0.5=0.5
𝟏
𝒑 𝒙 = 𝟐 = 𝑪𝟐𝟐 (𝟎. 𝟓)𝟐 (𝟎. 𝟓)𝟐−𝟐= 𝟎. 𝟐𝟓 =
𝟒

Chapter 3 21
The Binomial Random Variable
• The coin-tossing experiment is a simple example of a binomial random variable
• Toss a fair coin n = 10 times and record x = number of heads
𝑾𝒉𝒂𝒕 𝒊𝒔 𝒕𝒉𝒆 𝒑𝒓𝒐𝒃𝒂𝒃𝒊𝒍𝒕𝒚 𝒐𝒇 𝒐𝒃𝒔𝒆𝒓𝒗𝒊𝒏𝒈 𝟖 𝒉𝒆𝒂𝒅𝒔?

𝑛!
𝑃(𝑥 = 𝑘) = 𝐶𝑘𝑛 𝑝 𝑘 𝑞 𝑛−𝑘 = 𝑝 𝑘 𝑞 𝑛−𝑘 for 𝑘 = 0,1,2, . . . 𝑛.
Chapter 3 22 𝑘! (𝑛 − 𝑘)!
 The Binomial Random Variable
• The coin-tossing experiment is a simple example of a
binomial random variable
• Toss a fair coin n = 10 times and record x = number of
heads
𝑾𝒉𝒂𝒕 𝒊𝒔 𝒕𝒉𝒆 𝒑𝒓𝒐𝒃𝒂𝒃𝒊𝒍𝒕𝒚 𝒐𝒇 𝒐𝒃𝒔𝒆𝒓𝒗𝒊𝒏𝒈 𝟖 𝒉𝒆𝒂𝒅𝒔

𝑛!
𝑃(𝑥 = 𝑘) = 𝐶𝑘𝑛 𝑝 𝑘 𝑞 𝑛−𝑘 = 𝑝 𝑘 𝑞 𝑛−𝑘 for 𝑘 = 0,1,2, . . . 𝑛.
𝑘! (𝑛 − 𝑘)!
Chapter 3 23
Example
A marksman hits a target 80% of the time. He fires five shots at the target. What
is the probability that exactly 3 shots hit the target?

n= 5 success = hit p = .8 x = # of hits

5!
𝑃(𝑥 = 3) = 𝐶3𝟓𝑝3 𝑞 𝟓−3 = (.8)3 (.2)𝟐
3! 2!

= 10(.8)3 (.2)2 = .2048

Chapter 3 24
Example
What is the probability that more than 3 shots hit the target?

𝑃 𝑥 > 3 = 𝒑 𝒙 = 𝟒 + 𝒑(𝒙 = 𝟓) = 𝐶45 𝑝4 𝑞5−4 + 𝐶55 𝑝5 𝑞5−5

5! 5!
= (.8) (.2) +
4 1
(.8)5 (.2) 0
4!1! 5!0!

= 5(.8) (.2) + (.8) = .7373

4 5

Chapter 3 25
Example
A marksman hits a target 80% of the time. He fires five shots at the target. What
is the probability that exactly 3 shots miss the target?

n= 5 success = miss p = .2 x = # of hits

5!
𝑃(𝑥 = 3) = 𝐶3𝟓 𝑝3𝑞 𝟓−3 = (. 𝟐)3 (. 𝟖)𝟐
3! 2!

= 10(. 𝟐)3 (. 𝟖)2 =. 𝟓𝟏𝟐

Chapter 3 26
The Geometric RV

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Example
Cars Coming off a particular line have defects with probability p = 1/10. In particular day’s
production, what is the probability that the fifth car off the line is the first one with defects?
What is the sample space?

5−1 4
𝐹𝑜𝑟 𝑦 = 5 𝑤𝑒 ℎ𝑎𝑣𝑒 𝑃𝑌 5 = 0.1 1 − 0.1 = 0.1 0.9 = 0.06561

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The Poisson Random Variable
• The Poisson random variable x is a model for data that represent the number of
occurrences of a specified event in a given unit of time or space

• Examples:
• The number of calls received by a switchboard during a given period of time
• The number of machine breakdowns in a day
• The number of traffic accidents at a given intersection during a given time period

Chapter 3 29
 The Poisson Probability Distribution
• x is the number of events that occur in a period of time or space during which an average 𝝁
of such events can be expected to occur.
• The probability of k occurrences of this event is:

μ e
k -μ

P(x = k) =
k!
For values of k = 0, 1, 2, … The mean and standard deviation
of the Poisson random variable are
Mean: 𝝁
Standard deviation:  = 

Chapter 3 30
Example Solution
The average number of traffic accidents on a certain section of highway is two per week.
Find the probability of exactly one accident during a one-week period:

 k e−21 e −2
P( x = 1) = = = 2e − 2 = .2707
k! 1!

Chapter 3 31
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The Mean, The Variance And The Standard Deviation Of A Discrete Random Variable

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Lesson 11
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Lesson 11
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The Mean, The Variance And The Standard Deviation Of The PMF

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The Binomial Random Variable
• The coin-tossing experiment is a simple example of a binomial random variable
• Toss a fair coin n = 10 times and record x = number of heads
𝑾𝒉𝒂𝒕 𝒊𝒔 𝒕𝒉𝒆 𝒆𝒙𝒑𝒆𝒄𝒕𝒆𝒅 𝒗𝒂𝒍𝒖𝒆, 𝒕𝒉𝒆 𝒗𝒂𝒓𝒊𝒂𝒏𝒄𝒆 𝒂𝒏𝒅 𝒕𝒉𝒆 𝒔𝒕𝒂𝒏𝒅𝒂𝒓𝒅 𝒅𝒆𝒗𝒊𝒂𝒕𝒊𝒐𝒏

Solution:

𝐸 𝑋 = 𝑛𝑝 = 10 0.5 = 5

5
𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒 = 𝜎 2 = 𝑛𝑝 1 − 𝑝 = 10 ∙ 0.5 ∙ 1 − 0.5 = = 2.5
2

𝑆𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝐷𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛 = 𝜎 = 2.5 = 1.58

Chapter 3 39