T9 Random Variables (L) 2020 - 2021 by Nuraini

Lecture Note: 1 of 5 Mathematics 2 SM025
Ch. 9 Random Variables Session 2020/2021
Topic: 9. RANDOM VARIABLES
Sub-Topic: 9.1 Introduction to Random Variables
Learning Outcomes: At the end of this lesson, students should be able to

(a) define discrete and continuous random variables.
Introduction to Random Variables
 A Random Variable is a set of possible values from a random experiment.

 We use a capital letter, like X or Y, to avoid confusion with the Algebra type of variable.
 For examples,
(a) Tossing two fair coins, we could get either Heads, H or Tails, T.
Possible outcome HH HT TH TT
Number of head 2 1 1 0
Let Random Variable X = “The number of Heads appearing”

X could be 0, 1 or 2. Then, the sample space, S  0,1,2 .
P  X  value  probability of that value occuring.
x 0 1 2
P  X  x
1 2 1
4 4 4
(b) Two dice are tossed.
Let Random Variable Y = “The sum of the scores on the two dice”
Let’s make a table of possible values:
1st Die
1 2 3 4 5 6
1 2 3 4 5 6 7
2 3 4 5 6 7 8
2nd 3 4 5 6 7 8 9
Die 4 5 6 7 8 9 10
5 6 7 8 9 10 11
6 7 8 9 10 11 12
Then, the sample space, S  2,3,4,5,6,7,8,9,10,11,12 .
1 of 58
Let's count how often each value occurs, and work out the probabilities:
1
 2 occurs just once, then P Y  2  .
36
2 1
 3 occurs twice, then P Y  3   .
36 18
3 1
 4 occurs three times, then P Y  4   and so on.
36 12
y 2 3 4 5 6 7 8 9 10 11 12
P Y  y 
1 2 3 4 5 6 5 4 3 2 1
36 36 36 36 36 36 36 36 36 36 36
x
RANDOM
VARIABLES
Discrete Continuous
Random Variable Random Variable
Variable whose value is Variable whose value is

obtained by counting. uncountable and obtained
by measuring.
For examples: For examples:

>> The numbers of cars sold at a >> The weights of students in a class.
dealership during a given month. >> Time taken by workers to complete
>> The number of students in Pahang the assignments.
Matriculation College.
2 of 58
Sub-Topic: 9.2 Discrete Random Variables

(a) construct probability distribution table and probability distribution function.
(b) find the cumulative distribution function.
(c) find probabilities from probability distribution table or function and cumulative
distribution function.
(d) find the expectation and variance of discrete random variables.
Discrete Random Variables
Probability Distribution Table and Probability Distribution Function.

 X is a discrete random variable if its associated probability distribution, P  X  x satisfies
two conditions, that are
 All probabilities are non-negative, i.e., 0  P X  xi   1
 P X  x   1
k
 i
i1
*The variable is said to be a discrete random variable if the sum of the probabilities is 1.
 The probability distribution can be presented in the form of table, function or graph.
 A table which allocates a probability value to each value of a discrete random variable X
is called a probability distribution table. For example:
x 0 1 2
P X  x 
1 2 1
4 4 4
 A function which relates the values of a discrete random variable X to their respective
associated probabilities is called a probability distribution function. For example:
0.2, x  2, 4,6,



P  X  x  0.1, x  1,3,5,7,




0, otherwise.
 Mode is the value of x with highest probability, P  X  x.
3 of 58
Cumulative Distribution Function.

 If X is a discrete random variable with a probability distribution function P  X  x
for x  x1 , x2 , x3 ,, then F x  P X  x   P  X  xi .

n
i1
 Median, denoted m is the value of x when P X  m  0.5 or F m  0.5.
Expectation and Variance of Discrete Random Variables
Expectation Variance
 Mean of X.  Variance of X.
 Denoted by E X  or .  Denoted by Var  X  or  2 .
 Formula:  Formula:
E X    xiP  X  xi  Var X   E X 2   E X  ,

n 2
i1
where E X 2    xi2P X  xi 
n
i1
Proof:
Var X   E X    
2
 
 E X  2X  2 
2
 E X 2   2E X    2
 E X 2   2 E  X   E  X 

2 2
 E X 2   E X 
2
 Properties:  Properties:
 E  a  a  Var a  0
 E aX   aE X   Var aX   a2Var  X 
 E aX  b   aE X   b  Var aX  b   a2 Var X 

where a and b are constants. where a and b are constants.
*The above properties of expectation and variance are true for both discrete and continuous random
variables.
Standard deviation,  = Variance
4 of 58
EXAMPLE 1
X is a random variable with probability distribution function given by
0.2, x  2, 4,6,



P  X  x  0.1, x  1,3,5,7,




0, otherwise.
(a) Show that X is a discrete random variable.
 P X  x  P X  1  P X  2  P X  3  P X  4
P  X  5  P  X  6  P  X  7
 0.1  0.2  0.1  0.2  0.1  0.2  0.1
1
(b) Construct the probability distribution table for X.
x 1 2 3 4 5 6 7
P  X  x 0.1 0.2 0.1 0.2 0.1 0.2 0.1

x
(c) Sketch the graph of probability distribution function of P  X  x.
(d) Determine the mode of the distribution.
The modes are, x  2, 4,6
(e) Find the cumulative distribution function for X and hence, determine the median. Sketch
the graph of F x.
x 1 2 3 4 5 6 7
F x 0.1 0.3 0.4 0.6 0.7 0.9 1
x
5 of 58
0, x  1,

0.1, 1  x  2,

0.3, 2  x  3,

3  x  4,
F x  
0.4,
0.6, 4  x  5,

0.7, 5  x  6,

0.9, 6  x  7,
1, x  7.

F m   0.5, where m is the median,
m4
(f) Find
(i) P 1  X  5
P 1  X  5  P  X  2  P  X  3  P  X  4
 0.2  0.1  0.2
 0.5
(ii) P 1  X  5
P 1  X  5  P  X  2  P  X  3  P  X  4  P  X  5
 0.2  0.1  0.2  0.1
 0.6
(iii) P 1  X  5
P 1  X  5  P  X  1  P  X  2  P  X  3  P  X  4
 0.1  0.2  0.1  0.2
 0.6
(iv) P  X  5
P  X  5  P  X  6  P  X  7
 0.2  0.1
 0.3
(v) P  X  3
P  X  3  P  X  1  P  X  2  P  X  3
 0.1  0.2  0.1
 0.4
6 of 58
EXAMPLE 2
X is a discrete random variable with probability distribution function
c x  1 , x  1,3,5,

P  X  x  


c x  1 , x  4,6.

2

(a) Find the value of c and construct the probability distribution table for X.
x 1 3 4 5 6
P  X  x 2c 4c 9c 6c 25c
 P X  x   1
6
i
i1
2c  4c  9c  6c  25c  1
1
c
46
x 1 3 4 5 6
P  X  x
1 2 9 3 25
23 23 46 23 46
x
Hence, find
(i) P  x  2  2.
P  X  2  2  P 2  X  2  2
 P 0  X  4
 P X  1  P X  3  P  X  4
1 2 9
  
23 23 46
15

46
(ii) probability exactly 3.

2
P  X  3 
23
(iii) probability at most 5.

P  X  5  P  X  1  P X  3  P  X  4  P X  5
1 2 9 3
   
23 23 46 23
21

46
7 of 58
(iv) probability at least 4.

P X  4  P  X  4  P  X  5  P X  6
9 3 25
  
46 23 46
20

23
(v) probability at least 1 but not more than 4.

P 1  X  4  P X  1  P X  3  P X  4
1 2 9
  
23 23 46
15

46
(b) What is the probability X is an even number?

P X is an even number  P X  4  P  X  6
9 25
 
46 46
17

23
(c) Calculate E X  and Var X . Hence, find the Variance of Y, where Y  5X  30.
Var Y   Var 5X  30

E X    xiP X  xi 
n
i1  52 Var X   Var 30

2 9 3  25   41 
 3    4    5    6  
1
  25    0
23 
 23  
 46  
 23   46   23 
5 1025

23
E X 2    x2i P X  xi 
n
i1
2 9 3  25 

 32    42    52    62  
1

23  23   46   23   46 
616

23
Var X   E X 2   E X 

2
616
  52
23
41

23
8 of 58
EXAMPLE 3
The cumulative distribution, F x of a discrete random variable X is defined as follows:
0, x  2,

1
 , 2  x  3,
5
8
F x   , 3  x  4,
15

 4 , 4  x  5,
 5

1, x  5.
(a) Find
(i) P X  3 (ii) P X  3
P X  3  F 3 P  X  3   1  P  X  3
8  1  F 3

15 8
 1
15
7

15
(iii) P X  3 (iv) P 2  X  5
P  X  3   P  X  3   P  X  2 P 2  X  5  P X  5  P X  2
 F 3  F 2  F 5  F 2
8 1 1
   1
15 5 5
1 4
 
3 5
(v) P 3  X  5 (vi) P 2  X  5
P 3  X  5  P  X  4  P X  2 P 2  X  5  P  X  5  P X  1
 F 4  F 2  F 5  F 1
4 1  10
 
5 5 1
3

5
9 of 58
(b) Find the probability distribution function, f x .
x 2 3 4 5
F x
1 8 4
1
5 15 5
f x
1 1 4 1
5 3 15 5

 1

 , x  2,5,

 5




1
, x  3,
 f  x   3




4
x  4,

15
,




0, otherwise.
EXAMPLE 4
A bag contains four pieces of red towels and three yellow towels. The towels are to be drawn at
random one by one without replacement from the bag until a piece of red towel is obtained. If X is
the total number of towels drawn from the bag, construct the probability distribution table for X.
x 1 2 3 4
P  X  x
4 2 4 1
7 7 35 35
x
10 of 58
Sub-Topic: 9.3 Continuous Random Variables

(a) find the probability density function.
(b) solve the probabilities from probability density function.
(c) find the cumulative distribution function.
(d) solve the probabilities from cumulative distribution function.
(e) find the probability density function from a cumulative distribution function and vice versa.
(f) compute the expectation and variance of continuous random variable.
Continuous Random Variables
Probability Distribution Function
 Let X be a continuous random variable, it is specified by its probability density function, f x.
 Properties

 
f x  1.
Cumulative Distribution Function

 The Cumulative Distribution Function, CDF, F x of a continuous random variable X
can be expressed as
F x   P  X  x   P  X  x    f x dx
x

 F x is given by the area under the curve y  f x from  up to x as indicated by
the shaded region.
 F x is the integral of the probability density function, f x.
 f x is the derivative of the cumulative distribution function, F x.
11 of 58
 Median, m is P X  m   P  X  m    f x  dx  0.5 or F m  0.5.

m

The Comparison between Probability Density Function, PDF and Cumulative

Distribution Function, CDF
f  x F x

To show that it is a PDF  f x dx  1 F   1

 At x  a,
To find unknown constants  
f x dx  1
F a    F  a  
P x  a or P x  a  f x dx F  a
a


P x  a or P x  a  f x dx 1  F a 
a
P a  x  b  or P a  x  b   f x dx F b  F a

b
 f x dx  0.5 F m  0.5

m
Median, m


Mean or Expectation, E X  E X    xf x dx

Var X   E X 2   E X  ,

2
Variance, Var X 
where E X 2  

 
x 2f x dx
12 of 58
EXAMPLE 5
The function f is defined as

 3 2

 x , 1  x  2,
f x    7



0, otherwise.
(a) Show that the function is the probability density function.

 
3 2
f x dx 
2
x dx
 1 7
 x3 
2
 
 7  1
 23   13 
   
 7   7 
 1 shown 
(b) Hence, find

 3  5
(i) P X   (ii) P X  
 2  4
 3  5
P X    
3 2 3 2
P X     2 3 2 x dx
 2 1 7
x dx  4
5
4
7
 x3 
3 2
 x3  2  
   7  5
 7  1 4
  3 3   3
     13   23    5  
   2            4  
     7   
 7   7   7 
19 387
 
56 448
1 3
(iii) P   X  
 3 2
1 3
3
P   X     0dx  
1
2 3 2
x dx
3 2
1
3
1 7
3
 x3  2
 
 7  1
  3 3 
     13 
   2     
  7
 7   
19

56
13 of 58
(c) Sketch the graph of the function. Hence, find the mode.
Mode is 2 since x  2 has the highest probability.
EXAMPLE 6
A continuous random variable X has probability density function as f x  kx3 for 0  x  4.
Find
(a) the value of k.

 
f x dx  1

4
kx3 dx  1
0
 kx4 
4
  1
 4  0
k 4  k 0
4 4
 1
4 4
64k  1
1
k
64
(b) E X  and E X 2 .
E X 2  
 
E X    
xf x dx 
x2f x dx
1  1 
 x  x3  dx  x2  x3  dx
4 4
 
0  64  0  64 
4
x5
0 64 dx 0 64 dx
x 4 4
 
 x5   x6 
4 4
   
 320  0  384  0
4  4 
5 6
 0  0
320 384
16 32
 
5 3
14 of 58
(c) Var X .
Var X   E X 2   E X 

2
32 16 
2
  
3  5 
32

75
(d) Hence, evaluate
(i) E X  5 (ii) E 10  X 
E X  5  E  X   E 5 E 10  X   E 10  E X 

16 16
 5  10 
5 5
41 34
 
5 5
(iii) E 3X 2  5 (iv) Var X  5
E 3X 2  5  3E X 2   E 5 Var X  5  Var X   Var 5

 32  
32
0
 3    5
 3  75
32
 27 
75
(v) Var 10  3X 
Var 10  3 X   Var 10  3 Var X 

2
 32 
 0  9  
 75 
96

25
15 of 58
EXAMPLE 7
The continuous random variable X has probability density function
 a ax 1
  , 0x ,
 3 3 2
f x   ax 1
 ,  x  1,
 3 2
0,
 otherwise.
(a) Find the value of the constant a.



f x dx  1
1
 a ax 
 2 3
   dx  1 ax dx  1
1
2
0  3 3 
1
 ax ax2  2  ax2 
1
     1
 3 6  0  6  1
2
 1   
 a   a  1    a 0 a 02   a 12   a  1 
2 2

  2               1
 
2   3  6   6    2  
 3 6   6 
a4
1 2
(b) Find P   X   .
 3 3
1 2  
1 2
P   X   
 3 3  1
3
2
 3 3  2 3
 4  4x  dx  13 4x dx
1 2
 4 x 4x 2  2  4 x2  3
    
 3 6  1  6  1
3 2
 1 2  2  2  2
 4   4  1    4  1  4  1    4  2    4  1  
   2   2      3   3      3      2  
         
 3 6   3 6   6   6 
7

27
16 of 58
(c) Find E X  , E  X 2  and Var X .
 4 4x  1  4x 
1
E X    0
2
x    dx  1 x   dx
 3 3 2
 3 
1
 4x 4x2  1 4x 2
  0
2  
 3 3 
 dx  12 3 dx
1
 4 x 2 4 x 3  2  4 x3 
1
    
 6 9  0  9  1
2
  1 2  1   
3
3
  1 3 
 4          
3
   
        4  2  
2
   2  4 4 0

4 0  4 1
 
2 
  6  
9   9    
 6 9   9 
1

2
1
 4 4x   4x 
E X 2    x2    dx  1 x2   dx
1
2
0  3 3  3 
2
1
 4x2 4x3  1 4 x3
  0
2 
 3  3 
dx  12 3 dx
1
 4 x3 4 x 4  2  4 x 4  1
    
 9 12  0  12  1
2
  1 3  1     4
 4 14   4  1  
4
4
 4      
3
 
   2  4  2     4 0 4 0       
    9  12   12    2  
 9 12   12 
25

72
Var X   E X 2    E X 
2
25  1 
2
  
72  2 
7

72
17 of 58
EXAMPLE 8
1
X is a continuous random variable with probability density function f x  x, where
8
0  x  4.
(a) Find the cumulative distribution function, F x.
Interval F x F c 
F x   
x
F 0  0
0 dx
x0 
0
F x   0  
x 1
xdx
0 8
 x2  42
F 4  
x
0x4  
 16  16
 0 1
x2

16
x
x4 F x  F (4)   0dx  1

4
0, x0

 x2
 F x   , 0  x  4,
 16

1, x  4.
(b) Sketch the graph y  F x.
1 y  F x 
18 of 58
(c) Calculate
(i) P  X  1
P X  1  F 1
1
2

16
1

16
 3
(ii) P X  
 2
 3 3
P X    1  F  
 2  2 
 3 
2
 
 2 
 1
16
55

64
(iii) P 2  X  3
P 2  X  3  F 3  F 2
3 2
2 2
 
16 16
5

16
(d) Find the median of X.

F m  0.5, where m is median
m2
 0.5
16
m2  8
m  2 2
Since 0  m  4,  m  2 2
19 of 58
Tutorial 9: 8 Hours Mathematics 2 SM025
EXAMPLE 9
The probability density function of a continuous random variable X is defined as

 6x

 , 0  x  1,

 17

f x    6x 2

 , 1  x  2,

 17

0,

 otherwise.
(a) Obtain the cumulative distribution function, F x.
F x   
x
F 0  0
0dx
x0 
0
F  x  0  
x 6x
dx
17 3 1
0 2
 6x  2 x F 1 
0  x 1   17
 34 
 0 
3
3x 2 17

17
x 6x 2
17 1 17
3
F  x   dx
 6x 3 
x
3
  
17  51  1 2 2  1
3
1x2 F 2 
2x3 2 1 17
3
3
   1
17 17 17
2x  1
3

17
x
x2 F x  F (2)   0dx  1

2
0,
 x  0,



 3 x2

 , 0  x  1,

 F x   3
17

 2x  1

 , 1  x  2,


17

 x  2.

1,
20 of 58
(b) Find
 3
(i) P X  
 2
 3 3
P X    F  
 2 2
3
3
2    1
2

17
31

68
 1
(ii) P X  
 2
 1 1
P X    1  F  
 2  2 
1
2
3  
2
 1
17
65

68
3 4
(iii) P   X  
 4 3
3 4 4 3
P   X    F    F  
4 3 3  4
4 3
3 2
2    1 3  

3 4
 
17 17
103

432
(b) Find the median of X.

2m3  1
 0.5
17
15
m3 
4
m  1.55
21 of 58
EXAMPLE 10
The cumulative distribution function, F x of a continuous random variable X is defined as
follows:
0, x  2,

 1 2  x , 2  x  0,
12

F x  a  ,
x
0  x  4,
 6

b  x , 4  x  6,
 12

1, x  6.
(a) Find the values of the constants a and b.
At x  0, At x  6,
F (0 )  F (0 )
 
F (6 )  F (6 )
0 1 6
a    2  0 b  1
6 12 12
1 1
a b
6 2
(b) Find the probability density function, f x. (c) Calculate P 3  X  5.
P 3  X  5  F 5  F 3
Interval f x
1 5  1 3 
d        
x  2 f x   0  0  2 12   6 6 
dx
1
d 1  1 
2  x  0 f x    2  x  4
dx  12  12
d  1 x  1
0x4 f x     
dx  6 6  6
d  1 x
   
1
4x6 f x   
dx 2 12 12
d
x6 f  x  1  0
dx

 1

 , 2  x  0,

 12




1
, 0  x  4,
 f  x   6




1
4  x  6,

 12
,


0,

 otherwise.
22 of 58
SUMMARY
Discrete Random Variable Continuous Random Variable
 P X  x   1
n 
To show that it is
a PDF i1
i  
f x dx  1
Cumulative F x  P  X  x F  x  P  X  x 
Distribution
  P X  xi 
n
 f x dx
x
Function, CDF 
i1 
P X  m  0.5 P X  m  0.5
Median, m or or
F m  0.5  f x  dx  0.5
m
x with highest probability

Mode x with highest probability
(Refer PDF graph)
Expected or Mean,
 x P X  x 
n 
E X  i1
i i  
xf x dx
Var X   E X 2   E X  , Var X   E X 2   E X  ,

2 2
Variance,
Var X  where E X 2    xi2P X  xi  where E X 2  
n 
i1


x2f x dx
 E a  a
Properties:  E aX   aE X 
 E aX  b   aE X   b
where a and b are constants
 Var a  0
 Var aX   a2 Var X 

Properties:
 Var aX  b   a2Var X 
where a and b are constants.
*The above properties of expectation and variance are true for both discrete
and continuous random variables.
Standard
Deviation,   Var X 

23 of 58
1. The number of requests, X received by a company to deliver pianos in a day is a discrete

random variable having probability distribution function

2k 2 , x  0,3,


P  X  x  
kx, x  1,2,




0, otherwise.
where k is a constant.
(a) Determine the value of k and construct a probability distribution table for X.
2k 2  k 1  k 2  2k 2  1
4k 2  3k  1  0
k  14k  1  0
1
k  1, k 
4
1
k
4
x 0 1 2 3
P  X  x
1 1 1 1
8 4 2 8
x
(b) Find the probability that the company receives at least two requests in a day.
P  X  2   P  X  2  P  X  3 
1 1
 
2 8
5

8
(c) Find the expected number of requests per day.

E X    xP X  x
1 1 1 1
 0    1    2    3  
8 4 2 8
13

8
24 of 58
2. The number of vehicles owned by residents in a housing estate, X is a discrete random

variable with probability distribution function

 1

 , x  0,

120
f x   


x
 , x  1,2,3,4.


 x  1 !
(a) Verify that f x is a probability distribution function.
 f x  120  2  3  8  30  1
1 1 1 1 1
Since  f x  1, therefore f x is a probability distribution function.
(b) Find the probability that a resident has more than two vehicles.
1 1 19
P x  2  P x  3  P x  4   
8 30 120
(c) Find the cumulative distribution function for X and hence, determine the median.
For x  0, F x  0 


0, x  0,


1 

1
, 0  x  1,
For 0  x  1, F x  
120
120 



61
1  x  2,
1 1 61 120 ,
For 1  x  2, F x     F  x  

120 2 120 
 101
 , 2  x  3,
61 1 101 
120
For 2  x  3, F x    

120 3 120 

29
, 3  x  4,

 30
For 3  x  4, F x 
101 1 29
  

120 8 30 

1, x  4.
29 1 P  x  m  0.5, where m is median

For x  4, F x   1
30 30 61
F 1   0.51
120
 m 1
(d) Let Y  30X  10 be the monthly fee (in RM) imposed by a security company. Find
the expected amount of monthly fee to be paid.
 1   1       
E X    xf x  0    1    2  1   3  1   4  1   67
120   2   3   8   30  40
 67 
E Y   E 30X  10  30E X   E 10  30    10 
241
or 60.25
 40  4
25 of 58
3. A discrete random variable X has a probability distribution function given by

3
P X  x   m  x , x  0,1,2,3, 4,5, where m is a constant.
2
(a) Determine the value of m.
3 3 3 3 3 3
m  0  m 1  m  2  m  3  m  4  m  5  1
2 2 2 2 2 2
3 1 1 3 5 7
m m m m m m1
2 2 2 2 2 2
1
m
10
(b) Calculate P X  x , x  0,1,2,3,4,5.
x 0 1 2 3 4 5
P  X  x 0.15 0.05 0.05 0.15 0.25 0.35
(c) Find the mean and variance for Y  5  2X.
E X    xP X  x
 0 0.15  1 0.05  2 0.05  3 0.15  4 0.25  5 0.35
 3.35
E  X 2    x 2 P  X  x
 02 0.15  12 0.05  22 0.05  32 0.15  4 2 0.25  52 0.35
 14.35
E Y   E 5  2X 
 E 5  2E X 
 5  2 3.35
 1.7
Var X  =E X 2   E X 

2
 14.35  3.35
2
 3.1275
Var Y   Var 5  2X 
= 2 Var X 
2
 4 3.1275
 12.51
26 of 58
4. A nurse works five days in a week. The number of days in a week she works overtime is a
discrete random variable X with probability function

 k

 3x  1 , x  0,1,2,

 3

k
f x   
 x  2 , x  3,4,

 3




k
x  1, x  5,


3
1
where k is a constant. Show that k  .
5
 f x   1
k 2k 5k k 2k 4k
     1
3 3 3 3 3 3
1
k
5
(a) Find the probability she works overtime every day in a week.
4
P  X  5 
15
(b) Calculate the probability that she will work overtime for at least three days in a week.
1 1 1
P X  3   3  2  4  2  5  1
15 15 15
7

15
(c) Determine the most likely number of days in week she will work overtime.
5 1
P  X  2  
15 3
x2
(d) Find the expected number of day in week she will work overtime.
Hence, evaluate E 3X  1.
2 5 1 2 4 E 3 X  1  3E X   1

E X   1    2    3    4    5  
15  15  15  15  15   43 
 3    1
43  15 

15 48

5
27 of 58
5. The probability distribution of a discrete random variable X is given

x 0 1 2
P  X  x a b c
If E X   1.3 and Var X   0.61, find the constants a, b and c.

E X   1.3
0 a  1 b   2 c   1.3
b  2c  1.3
b  1.3  2c 
Var X   0.61
E X 2   E X   0.61
2
E X 2   1.3  0.61
2
E X 2   2.3
02 a  12 b  22 c   2.3
b  4c  2.3 
a  b  c  1
Substitute  into ,
1.3  2c   4c  2.3
c  0.5
When c  0.5,
b  1.3  2 0.5
 0.3
When b  0.3, c  0.5,

a  0.3  0.5  1
a  0.2
28 of 58
6. A discrete random variable X is given by

P X  x  ax, x  1,2,3,4,5,6,
where a is a constant.
1
(a) Show that a  .
21
 P X  x   1
6
i
i1
a  2a  3a  4a  5a  6a  1
21a  1
1
a shown
21
(b) Find the value of E X  and Var X .
 x P X  x 
6
E X   i i
i1
1 2 3 4 5 6

 1    2    3    4    5    6  
 21   21   21   21   21   21 
13

3
E X 2    xi2P  X  xi 
6
i1
1 2 3 4 5 6

 12    22    32    42    52    62  
 21   21  21  21  21  21
 21
Var X   E X 2   E X 
2
13 
2
 21   
3
20

9
29 of 58
(c) Find the cumulative distribution function of X and sketch the graph of F x.
For x  1, F x   0
1
For 1  x  2, F x  
21
1 2 3
For 2  x  3, F x    
21 21 21
3 3 6
For 3  x  4, F x    
21 21 21
6 4 10
For 4  x  5, F x    
21 21 21
10 5 15
For 5  x  6, F x    
21 21 21
15 6
For x  6, F x    1
21 21
0,
 x  1,



 1
 , 1  x  2,

 21




3
2  x  3,

 21
,


6
 F  x   , 3  x  4,

 21




10
, 4  x  5,

 21




15
, 5  x  6,

 21




1, x  6.
(d) Find P  4 X  3E X   2 .
4X  3E X   2  4X  13  2
 4X  13  2 or 4X  13  2
 X  3.75 or X  
P  4X  3E X   2  P X  2  P X  4
 F 2  1  F 3
3 6
 1
21 21
6

7
30 of 58
7. Show that the function

 5C x
 , x  0,1,2,3, 4,5,
g x   25

0, otherwise,
is a probability distribution function of a discrete random variable X.

6 5 5
5 5 5 5
C0 C1 C2 C3 C4 C
P X  xi   5  5  5  5  5  55
i1 2 2 2 2 2 2
1 5 10 10 5 1
     
32 32 32 32 32 32
 1 shown
 P X  x   1, then
6
Since i g x is a probability distribution function.
i1
(a) Find the probability distribution table of X and sketch the graph of the function.
x 0 1 2 3 4 5
5 5
P  X  x
1 5 5 1
32 32 16 16 32 32
(b) Find the probability of

(i) P X  2
10
P  X  2 
32
(ii) P  X  2
P  X  2  P X  0  P X  1
1 5
 
32 32
3

16
(iii) P 2  X  4
P 2  X  4  P X  2  P X  3  P X  4
10 10 5
  
32 32 32
25

32
31 of 58
8. The probability distribution function of a random variable X is

3 
P X  x  k   for x  0,1, 2, 3, where k is a constant.
x
Determine
(a) the value of k. Hence, find P 1  X  3.
3 3 3 3

k    k    k    k    1
0 1 2 3
k  3k  3k  k  1
1
k
8
P 1  X  3  P X  2
1 3
  
8 2
3

8
(b) E X  , Var X  and Var 2X  3.
E X    xP X  x
 1  3  1  3  1  3  1 3
 0      1      2      3   

 8  0 
 8  1 
 8  2  8 3
3

2
E  X 2    x2 P  X  x 
 1 3  1 3  1  3  1  3
 02     12     22      32    
 8 0  8 1  8  2  8  3
3
Var X   E X 2   E X 

2
3
2
 3   
2
3

4
Var 2X  3  22 Var X 

3
 4  
 4 
3
32 of 58
9. A committee consisting of 3 people will be chosen at random from 6 men and 3 women. If
X represents the number of men selected,
(a) tabulate the probability distribution P  X  x.
6
C0  3C3 1
P  X  0  9

C3 84
C1  3C2
6
3
P  X  1  9

C3 14
6
C2  3C1 15
P  X  2  9

C3 28
6
C3  3C0 5
P  X  3  9

C3 21
x 0 1 2 3
3 15 5
P  X  x
1
84 14 28 21
x
(b) calculate the mean and variance of X.

E X    xP X  x
1  18   45   20 
 0    1    2    3  
 84   84   84   84 
2
E  X 2    x 2 P  X  x
1  18   45   20 
 02    12    22    32  
 84   84   84   84 
9

2
Var X   E X   E X 2 

2
 
9
  2
2
2
1

2
33 of 58
(c) write down the distribution function F x  P X  x.
0, x  0,

 1
 , 0  x  1,
84
19
F  X   P  X  x    , 1  x  2,
84

16 , 2  x  3,
 21

1, x  3.
(d) If Y represents the number of women selected, determine the mean and variance for Y,
without calculating the probability distribution P Y  y .
X Y 3
Y  3X
E Y   E 3  X 
 3 E  X 
 3 2
1
Var Y   Var 3  X 
 (1)2 Var  X 
1
 (1)
2
1

2
34 of 58
10. The cumulative probability distribution function of a discrete random variable X is

0, x  1,

 1 , 1  x  2,
 6

P X  x   ,
2
2  x  4,
 3

 5 , 4  x  6,
 6

1, x  6.
(a) Construct the probability distribution table of X.
x 1 2 4 6
P  X  x
1 1 1 1
6 2 6 6
x
(b) Calculate Var X .
E X    xP X  x
1 1 1 1
 1   2    4    6  
 6   2   6   6 
5

2
E X 2    x P X  x
2
2 1  1 1  1
 1    22    42    62  
 6   2   6   6 
65

6
65  5 
2
Var X   E X 2   E X  

55
   
2
6  2  12
35 of 58
11. Let X be the random variable representing the number obtained when dice is rolled. The
probability of the biased dice to give odd numbers is three times higher than even numbers
when it is rolled.
(a) If the dice is rolled once,
(i) construct a probability distribution table of X.
P X  1  P X  2  P  X  3    P X  6  1
3a  a  3a  a  3a  a  1
1
a
12
x 1 2 3 4 5 6
P  X  x
1 1 1 1 1 1
4 12 4 12 4 12
x
(ii) find the probability of getting a number less than 3.

P X  3  P X  1  P X  2
1 1
 
4 12
1

3
(iii) find the mean and variance of X.

E X    xP X  x Var X   E X 2   E X 
2
1 1 1 1 1 1

 1    2    3    4    5    6   161 13 
2
4 12  4 12  4 12    

12  4 
13
 
137
4 48
E  X 2    x 2 P  X  x
1 1 1 1 1 1
 12    22    32    42    52    62  
4 12  4 12  4 12 
161

12
(b) If the dice is rolled 100 times, find the expected value of getting the number “6”.
1
E X  6  100  
12 
25

3
36 of 58
12. Two dice are thrown and the numbers x and y obtained from each dice are noted. The
discrete random variable W is defined as
xy,
 x  y,
W 


 x  y , x  y.

5
(a) Write all the outcomes for W  4 and hence, show that P W  4  .
36
y
1 2 3 4 5 6
x
1 1 1 2 3 4 5
2 1 4 1 2 3 4
3 2 1 9 1 2 3
4 3 2 1 16 1 2
5 4 3 2 1 25 1
6 5 4 3 2 1 36
2,2, 5,1,1,5,2,6 ,6,2

5
 P W  4 
36
(b) Construct a table of the probability distribution of the random variable W. Hence, show
that W is a discrete random variable.
x 1 2 3 4 5 9 16 25 36
2 1 1
P  X  x
11 5 1 1 1 1
36 9 6 36 18 36 36 36 36
 P W  w  36  36  36  36  36  36  36  36  36  1
11 8 6 5 2 1 1 1 1
Since  P W  w  1, then W is a discrete random variable.
(c) Find P W  9.
P W  9  P W  16  P W  25  P W  36

1 1 1
  
36 36 36
1

12
37 of 58
(d) Find the mode of W.

Mode  1
(e) Find E W  and hence, calculate E 3  4W .
E W    wP W  w
 11  8 6 5 2 1 1 1 1
 1    2    3    4    5    9    16    25    36  
 36   36   36   36   36   36   36   36   36 
161

36
161
E 3  4W   3  4  
 36 
134

9
38 of 58
13. A fair die is thrown once. A random variable represents the score on the uppermost face of
a die. If the score is two or more, then the random variable X is the score. If the score is
one, the die is to be thrown once again and the random variable X is the sum of the scores
of two throws. Construct the probability distribution table for X.
1 1 7
P  X  2   
6 36 36
1 1 7
P X  3   
6 36 36
1 1 7
P  X  4   
6 36 36
1 1 7
P  X  5   
6 36 36
1 1 7
P  X  6   
6 36 36
1
P X  7  
36
x 2 3 4 5 6 7
P  X  x
7 7 7 7 7 1
36 36 36 36 36 36
39 of 58
14. A continuous random variable X has the probability density function f x given by

2k, 0  x  1,


f  x  
3k 3  x , 1  x  3,




0, otherwise.
(a) Find the value of k.

 
f x dx  1
 2kdx   3k 3  x dx  1
1 3
0 1
 3k 3  x2 
2kx   
3
10  1
 
 2 1
2k  6k  1
1
k
8
(b) Sketch the probability density function.
(c) Find P 0.5  X  1.5.
0.5 8 1 8 3  x dx
2 1.5 3
P 0.5  X  1.5 
1
dx 
x  3 2
1 1.5
     3  x 
 4  0.5  16  1
 0.453
(d) Find P X  2.

3
P  X  2  3  x dx
3
2 8
 3 2
3
  3  x 
 16  2
 0.1875
40 of 58
15. Let the probability density function of a continuous random variable X be defined by
 x2
 , c  x  c,
f x    18

0, elsewhere,
with c is a constant.
(a) Show that c  3.
x2
c 18 dx  1
c
 x3 
c
  1
 54  c
c3 c3
 1
54 54
2c 3
1
54
c3
(b) Find the cumulative distribution function of X.


 x2

 , 3  x  3,
f x  18



0, elsewhere,
F x    F 3  0
x
x  3 0dx  0

 x3 
x
x2 x3 33
F x   0  
1 1
   F 3 
x
3  x  3 dx    1
 54 
3 18
  3 54 2 54 2

x3 F  x   1   0dx  1
3
0,
 x  3,


x
F  x  
3
1
  , 3  x  3,

 54 2



1, x  3.
41 of 58
(c) Hence, find

(i) P 0  X  2.
P 0  X  2  F 2  F 0
 23 1   03 1
     
 54 2   54 2 
   
4

27
(ii) the median of X.

m3 1 1
 
54 2 2
m3
0
54
m0
42 of 58
16. The time for patients to experience complications in a week after a heart surgery, X is a
continuous random variable with probability density function given by
a 1  x,
 0  x  1,
f x   



0, otherwise,
where a is a constant. Show that a  2.
 a 1  x dx  1
1
 a 1  x2 
1
  1
 
 2 0
a2
Hence, find the

(a) cumulative distribution function of X and estimate its median.
Interval F x F c  Median
F x    F 0  0
0
x0 0dx  0

2m  m2  0.5
2m2  4m  1  0
F x  0   2 1  x dx
x
0 F 1  2 1  1 4  4  4 21

2
0  x 1 m
  2x  x  2 x
1
0 2 2
 2x  x 2 m  0.2929, 1.7071
 m  0.2929, 0  m  1

x 1 F  x   1   0dx  1
1
0, x  0,

F  x  2 x  x 2 , 0  x  1,

1, x  1.
43 of 58
(b) mean and variance of X. Calculate Var 3  2X .
E X    2x 1  x dx
1
 2x  2x  dx
1
 2
0
 2x2 2x3 
1
  
 2 3  0
1

3
E X 2    2x2 1  x dx
1
 2x  2x3  dx
1
 2
0
 2x 3 2x 4 
1
  
 3 4  0
1

6
Var X   E X 2   E X 

2
1 1
2
=   
6 3
1

18
Var 3  2X   Var 3  Var 2X 

= 0  2 Var X 
2
1
= 4  
18 
2
=
9
44 of 58
17. A continuous random variable X has the probability density function f x given by
  1
 


k x 2  x , 0  x  1,
f x    




0, otherwise.
(a) Show that k  6.
 k x  dx  1
1 1
0
2
x
 3 
1
k  2x  x   1
2 2
 3 2  0
k
1
6
k6
(b) Calculate E X  , Var X  and Var 2X  3 .
E X     x x 3  2 
1 2
Var X  
1
6x
dx  
14  5 
2
0
  6
x x 
1 3
dx 19

2 2
0
 5 
1 350
 6  2x 2  x 
3
 5 3  0 Var 2X  3  22 Var  X   0

2  19 
  4  
5  350 
38

E X 2    x  dx
1 1
6x 2 175
0
2
x
 6 x  dx
1

5
0
2
 x3
 7 
1
 6  2x  x 
2 4
 7 4  0
3

14
45 of 58
(c) Find the cumulative distribution function, F X .
F x    F 0  0
0
x0 0dx  0

F  x   6 x  dx
x 1
0
2
x
 3 x 3
 2 F 1  4 12  3 1

2
0  x 1  6  2x  x 
2
 3 2  0 1
3
 4 x 2  3x2
x1 F x   1
0, x  0,
 3
 F x  4x 2  3x2 , 0  x  1,

1, x  1.

3
(d) Show that the median of X, m satisfies the equation 6m 2  8m 2  1  0.
1
F m  , where m is median
2
3
1
4m 2  3m 2 
2
3
8 m  6m 2  1
2
3
6m 2  8 m 2  1  0
46 of 58
18. A commuter travels into town by train and then has to catch a bus from the station to the
office. The time x minutes, that the commuter has to wait for the bus can be modelled by
the probability density function
k,
 0  x  4,


1
f x   
 k 6  x, 4  x  6,

 2



0, otherwise.
(a) Find, in terms of k , the cumulative distribution function, F x .
F x    F 0  0
x
x0 0dx  0

F x    F 4  4k
x
0x4 kdx  kx 0x  kx
0
F x  4k  
1
k 6  x dx
x
4 2
1  x2 
x
F 6  3k 6  k 62   4k
1
 4k  k 6x  
2  2  4 4
4x6 1  18k  9k  4k
 4k  3kx  kx2  12k  4k  5k
4
1 2
 3kx  kx  4k
4

x6 F  x  5k   0dx  5k
6
0,
 x  0,



kx, 0  x  4,


F  x   1

3kx  kx 2  4k , 4  x  6,

 4

 x  6.

5k ,
(b) Hence, find the value of k.

F (6)  1
5k  1
1
k
5
47 of 58
(c) Determine the 60th percentile of the distribution.

F ( p)  0.6
1
p  0.6
5
p3
19. The continuous random variable Y has the following probability density function.
cy 2 , y  1,
f y   
0,
 otherwise.
Find
(a) the value of c.

1
cy 2 dy  1
1
 cy 3 
1
  1
 3  1
2c
1
3
3
c
2
 1
(b) P Y  .
 2

 3
 y 2 , 1  y  1,
f y   
2



0, otherwise.
 1
P Y    
1 3 2
y dy
 2
1
2 2
 y3 
1
 
 2 1
 2
7

16
48 of 58
(c) E Y  , E Y 2  7  and Var Y .

3 3
E Y  
1
y dy
1 2
 3y 4 
1
  
 8 
  1
0
E Y 2   
3 41
y dy
1 2
 3y 5 
1
  
 10 
  1
3

5
E Y 2  7   E Y 2   7
3
 7
5
38

5
3
Var Y    0 
2
5
3

5
 1
(d) P  Y   .
 2
 1  1 1
P  Y    P   Y  
 2 
 2 2
1

3 2
 2
1 y dy
 2
2
1
 y3  2
 
2 1
  2
1

8
49 of 58
20. A cumulative distribution function is given by

0, x  1,

F x  ax  bx2 , 1  x  2,

1, x  2.
Find
(a) Find the values of a and b.
F 1  0 F 2  1
a 1  b 1  0 a 2  b 2  1
2 2
a  b  0 2a  4b  1
a  b 
Substitute  into ,
2 b   4b  1
6b  1
1
b
6
 1
When b   , a    
1
6  6
1

6
 3
(b) P  X   .
 2
 3  3
P X    1  P X  
 2 
 2
3
 1  F  
2
 1  3  1  3 2 
 1        
 6  2  6  2  
3

8
50 of 58
1
(c) the value of m such that P X  m   .
2
1
F m  
2
1 1 1
m  m2 
6 6 2
m m3  0
2
1  12  4 13
m
2 1
m  2.303, m  1.303
 m  1.303
(d) the probability density function of X.
Interval f  x
d
x  1 f  x  0  0
dx
d  1 1 2 1 1
1  x  2 f x    x  x    x
dx 6 6 6 3
d
x2 f  x  1  0
dx
 1 1
  x, 1  x  2,
 f x   6 3

0, otherwise.
(e) E X 2 .
1 1 
E X 2    x2   x dx
2
1  6 3 
 1 2 1 3 
  x  x  dx
2

1 6 3 
1 1 
2
  x3  x4 
 18 12  1
7

4
51 of 58
21. The continuous random variable X has cumulative distribution function F x given by
0, x  0,

 x2
 , 0  x  2,
F x   2
6
 x
  2x  2, 2  x  3,
 3
1, x  3.

Find
(a) P 1  X  2.2.
P 1  X  2.2  F 2.2  F 1

2.2
2
12
  2 2.2  2 
3 6
31

50
(b) the value of median.

F m   0.5, where m is a median
m2
 0.5
6
m  1.73
 m  1.73, 0  m  2
(c) the probability density function of X.
Interval f x
d
x0 f  x  0  0
dx
d  x2  x
0x2 f  x   
dx  6  3
d  x2 
  2x  2   x  2
2
2x3 f  x 

dx  3  3
d
x f  x  1  0
dx
52 of 58

 x

 , 0x2

 3
 f x   
 2x

  2, 2  x  3


3


0, otherwise.
(d) the expected value of X.

x 3  
 x   dx   x   2 dx
2x
E X  
2
0  3  2  3 
x2 3 
 dx     2x dx
2
2x 2

0 3 
2  3 
 x3   2x 3 
2 3
      x2 
 9  0  9  2
5

3
(e) the variance of X, given that E X 2  

19
.
6
19  5 
2
Var X    
6  3 
7

18
53 of 58
22. A continuous random variable X has the cumulative function given by

0, x  1,

x  a2
 , 1  x  3,

F x   12
14x  x2  25
 , 3  x  7,
 b
1, x  7,

where a and b are constants.
(a) Show that a  1 and b  24.
F (1)  0
1  a 
2
0
12
a1
F 7   1
14 7   7   25
2
1
b
b  24
(b) Find P 2  X  5 .
P 2  X  5  F 5  F 2
14 5  5  25 2  1
2 2
 
24 12
3

4
54 of 58
(c) Calculate the median.
Interval F x F c  Median
x  1
2
1
1x3 F x   F 3 
12 3
F m  0.5
14m  m  25
2
 0.5
24
m2  14m  37  0
14x  x2  24
3x7 F  x  F 7  1
14  14  4 137 
2
24
m
2 1
m  3.54, m  10.46
 m  3.54, 3  m  7
x
(d) Determine the density function.
Interval f x
d
x 1 f x  0   0
dx
d  x  12  x  1
1x3 f  x   
dx  12  6
d  14x  x2  25  7  x
3x7 f x   
dx  24  12
d
x7 f  x  1  0
dx

 x 1

 , 1  x  3,

 6
 f x   
7  x

 , 3  x  7,


12


0, otherwise.
(e) Sketch the graph of f x and hence, find the mode.
From the graph, the mode is x  3.
55 of 58
Answers
0, x  0,

 1
 , 0  x  1,
120
 61
 , 1  x  2,
(c) F  x   
1 5 13 19 120
1. (a) (b) (c) 2. (b)  m1 (d) 60.25
4 8 8 120 101
 , 2  x  3,
120
 29
 , 3  x  4,
 30
1, x  4.

1 5
(c) E Y    1.7, Var Y   12.51
x 0 1 2 3 4
3. (a) (b)
P  X  x
10 0.35
0.15 0.05 0.05 0.15 0.25
4 7 43 48
4. (a) (b) (c) 2 (d) E  X   , E 3 X  1  5. a  0.2, b  0.3, c  0.5
15 15 15 5
13 20
6. (b) E  X   , Var  X  
3 9

0, x1



 1


, 1x2


21

 3


, 2x3


21

6 6
6. (c) F x    , 3x4 6. (d)

 21 7




10
4x5

,


21

 15

 , 5x6


21

 x6
1,
7. (a)
x 0 1 2 3 4 5
5 5
P  X  x
1 5 5 1
32 32 16 16 32 32
10 3 25
7. (b) (i) (ii) (iii)
32 16 32
56 of 58
1 3 3 3
8. (a) k  , P 1  X  3  (b) E  X   , Var  X   , Var 2X  3   3
8 8 2 4
1
9. (a) x 0 1 2 3 (b) E  X   2, Var  X  
2
1 3 15 5
P X  x 
84 14 28 21
0, x  0,

 1
 , 0  x  1,
 84
19
9. (c) F  X   
1
 , 1  x  2, (d) E Y   1, Var Y  
 84 2

16 , 2  x  3,
 21

1, x  3.
55
10(a) x 1 2 4 6 (b)
12
P  X  x
1 1 1 1
6 2 6 6
1 13 137
11. (a)(i) x 1 2 3 4 5 6 (ii) (iii) E  X   , Var  X  
3 4 48
1
P  X  x
1 1 1 1 1
4 12 4 12 4 12
25
11. (b)
3
5
12. (a) 2, 2 , 5,1 , 1, 5 , 2, 6 , 6, 2 ,
36
1
12. (b) x 1 2 3 4 5 9 16 25 36 (c) (d) 1
12
2 1 1
P  X  x
11 5 1 1 1 1
36 9 6 36 18 36 36 36 36
161 134
12. (e) E W   , E 3  4 W   
36 9
13. x 2 3 4 5 6 7
P  X  x
7 7 7 7 7 1
36 36 36 36 36 36
1
14. (a) (b) (c) 0.453 (d) 0.1875
8
57 of 58
0, x   3,

 x3 1
15. (b) F  x   
4
  , 3  x  3 c) (i) (ii) 0
 54 2 27

1, x3

0, x  0,


F  x  2 x  x 2 , 0  x  1, m  0.2929 (b) E  X  
1
, Var X  
1
, Var 3  2 X  =
2

16. (a)

1,
3 18 9

 x  1.

0, x  0,


2 19 38  3
F x  4x 2  3x2 ,
17. (b) E  X   , Var  X   , Var 2 X  3   0  x  1,

(c)
5 350 175 


1, x  1.
0, x  0,

kx , 0  x  4,

18. (a) F  x   
1
(b) (c) 3
3kx  1 kx 2  4 k , 4  x  6, 5
 4
5k , x  6.

(c) E Y   0, E Y 2  7  
3 7 38 3 1
19. (a) (b) , Var Y   (d)
2 16 5 5 8

 1 1

  x, 1  x  2,
(d) f x    6
1 1 3 7
20. (a) a  ,b   (b) (c) 1.303 3 (e)
6 6 8 
 4

0, otherwise.
 x
 , 0x2
 3
(c) f x   
31 5 7
21. (a) (b) 1.73  2x (d) (e)
50   2, 2x3 3 18
 3
0,
 otherwise.
 x  1
 , 1  x  3,
 6
(d) f x   
3
22. (b) (c) 3.5359 7  x (e) mode = 3
4  , 3  x  7,
 12
0,
 otherwise.
58 of 58

T9 Random Variables (L) 2020 - 2021 by Nuraini

Uploaded by

Copyright:

Available Formats

T9 Random Variables (L) 2020 - 2021 by Nuraini

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

T9 Random Variables (L) 2020 - 2021 by Nuraini

Uploaded by

Copyright:

Available Formats

Lecture Note: 1 of 5 Mathematics 2 SM025

Ch. 9 Random Variables Session 2020/2021

Topic: 9. RANDOM VARIABLES

Sub-Topic: 9.1 Introduction to Random Variables

Learning Outcomes: At the end of this lesson, students should be able to

Introduction to Random Variables

 A Random Variable is a set of possible values from a random experiment.

Let Random Variable X = “The number of Heads appearing”

P  X  value  probability of that value occuring.

Then, the sample space, S  2,3,4,5,6,7,8,9,10,11,12 .

Variable whose value is Variable whose value is

For examples: For examples:

Topic: 9. RANDOM VARIABLES

Sub-Topic: 9.2 Discrete Random Variables

Learning Outcomes: At the end of this lesson, students should be able to

Discrete Random Variables

Probability Distribution Table and Probability Distribution Function.

 Mode is the value of x with highest probability, P  X  x.

Cumulative Distribution Function.

for x  x1 , x2 , x3 ,, then F x  P X  x   P  X  xi .

 Median, denoted m is the value of x when P X  m  0.5 or F m  0.5.

Expectation and Variance of Discrete Random Variables

E X    xiP  X  xi  Var X   E X 2   E X  ,

 E X 2   2 E  X   E  X 

 E aX   aE X   Var aX   a2Var  X 

 E aX  b   aE X   b  Var aX  b   a2 Var X 

Standard deviation,  = Variance

(b) Construct the probability distribution table for X.

P  X  x 0.1 0.2 0.1 0.2 0.1 0.2 0.1

(c) Sketch the graph of probability distribution function of P  X  x.

(d) Determine the mode of the distribution.

The modes are, x  2, 4,6

(ii) probability exactly 3.

(iii) probability at most 5.

(iv) probability at least 4.

(v) probability at least 1 but not more than 4.

(b) What is the probability X is an even number?

Var Y   Var 5X  30

i1  52 Var X   Var 30

2 9 3  25 

Var X   E X 2   E X 

(b) Find the probability distribution function, f x .

Topic: 9. RANDOM VARIABLES

Sub-Topic: 9.3 Continuous Random Variables

Learning Outcomes: At the end of this lesson, students should be able to

Cumulative Distribution Function

 F x is the integral of the probability density function, f x.

 f x is the derivative of the cumulative distribution function, F x.

 Median, m is P X  m   P  X  m    f x  dx  0.5 or F m  0.5.

The Comparison between Probability Density Function, PDF and Cumulative

P a  x  b  or P a  x  b   f x dx F b  F a

 f x dx  0.5 F m  0.5

Var X   E X 2   E X  ,

(b) Hence, find

Mode is 2 since x  2 has the highest probability.

Var X   E X 2   E X 

(d) Hence, evaluate

(i) E X  5 (ii) E 10  X 

E X  5  E  X   E 5 E 10  X   E 10  E X 