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Note Chapter 1
Note Chapter 1
Note Chapter 1
1.1 Introduction
In this chapter we will discuss two types of random variables and each probability
distribution function, cumulative distribution function. In addition to the calculations
of the probability, we will learn the procedures to find mean, variance and standard
deviation of the distributions.
Definition 1
A random variable assumes any of several different values as a result of some
random event or experiment. Random variables are denoted by a capital letter such as
X, Y or Z. Its might describe the possible outcomes of picking a random box, measure
the height of student and roll a die.
Definition 2
Population is a group of individuals of items that share one or more characteristics
from which data can be gathered and analyzed.
Definition 3
Sample is a subset of the population. Elements are selected intentionally as a
representation of the population being studied.
Definition 4
The set of all possible outcome or events of an experiment is called a sample space,
denoted by S.
Definition 5
Sample size is the number of items in a sample.
Definition 6
Random sample is the sample selected in a way that allows every member of the
1
Chapter 1: Random Variables
Answer Example 1
Let X be the random variable that denotes the number of head.
If H denotes head and T denotes tail, then the sample space will be,
S = {HHH, HHT, HTH, HTT, THH, THT, TTH, TTT}
It is because the way to get the outcomes is by chance. So X can have any of the value
0, 1, 2, or 3. Therefore we will get the probability distribution as in answer below.
The possible values of X are given in the table below.
2
Chapter 1: Random Variables
0.40
0.35
0.30
0.25
0.20
0.15
0.10
0.05
0.00
0 1 2 3
1
8 , x 0, 3
3
P( X ) , x 1, 2
8
0 , otherwise
Example 2
Consider the experiment of tossing a fair die twice. Let X be random variable of
getting an odd numbers. Find the outcomes of the experiment and state in the p.d.f.
Answer Example 2
From the experiment the sample space, S = { (1,1), (1,2),, (6,6)}.
Let O be the odd event and E be the even event,
thus O = { 1, 3, 5 } and E = { 2, 4, 6 }.
Then, the outcome of the experiment will be { OO, OE, EO, EE }.
Let X be the random variable of getting an odd. Therefore the probability distribution
function will be as below.
X P(X=x)
0 0.25
1 0.50
2 0.25
Exercise 1.1
3
Chapter 1: Random Variables
1. Consider the experiment of throwing a dart onto a circular plate with the same
unit radius two times. There are three segments on the dart plate with red, blue
and green color. Let X be a random variable of getting red shot of the dart.
(a) List down the sample space.
(b) Find the probability distribution function.
3. The experiment of rolling a die twice. If the random variable is the number of
dots on the two rolls, what is sample space of the experiment?
4.
x Frequency
2 4
4 5
6 2
8 3
4
Chapter 1: Random Variables
3. S = { 2,3,4,5,6,7,8,9,10,11,12 }
4.
x P(x)
2 4/14
4 5/14
6 2/14
8 3/14
Definition 7
Discrete random variables denoted as a random variable that can take one of a finite
number of distinct outcomes.
Definition 8
A probability distribution for a discrete random variable is a complete set of all
possible outcomes and their probabilities of occurring.
5
Chapter 1: Random Variables
Theory 1
The probability distribution of a discrete random variable X is described as the
function P(X=x) = P(x) which is satisfied
(a) 0 P( x ) 1 .
n
(b) P( X ) 1 .
i 1
(c) P ( x i ) P( X x i ) .
Example 3
Consider the table from answer example 1. From the table of probability distribution
function, proof that the distribution is a probability distribution function of discrete
random variable then find the probability,
(a) P ( X 2) .
(b) P ( X 2) .
(c) P ( X 1) .
Answer Example 3
From the value of the P( X x ) , the value of all the probability satisfies the first
n
property that is 0 P( x ) 1 . The second property also satisfies that is P( X i ) 1 .
i 1
n
P( X
i 1
i ) P(0) P(1) P( 2) P(3)
1/ 8 3 / 8 3 / 8 1/ 8
1
Therefore we can conclude that the distribution from answer example 1 is a
probability distribution function of discrete random variable.
6
Chapter 1: Random Variables
Example 4
Consider the expression P( x ) defined by the equation
x
P( x ) for x 1, 2, 3, 4. Shows that P( x ) is define as a probability
10
distribution function.
Answer Example 4
n
We know that, P( X i ) 1
i 1
Then, when replace the value x = 1, 2, 3, 4 in P(x) we get
1
P(1) ,
10
2 1
P(2) ,
10 5
3
P(3) ,
10
7
Chapter 1: Random Variables
4 2
P(4)
10 5
Then :
1 1 3 2
P(1) P( 2) P(3) P( 4) 1.
10 5 10 5
n
P(x) is a probability distribution since P( X i ) 1
i 1
Example 5
Suppose a random variable X takes on the values -3, -1, 2 and 5 with respective
2k 3 k 1 k 1 k 2
probabilities , , , . Determine the probability distribution of X.
10 10 10 10
Answer Example 5
x -3 -1 2 5
P( x ) 2k 3 k 1 k 1 k 2
10 10 10 10
P(x) 1
2k 3 k 1 k 1 k 2
1
10 10 10 10
(2k 3 k 1 k 1 k 2) 10
5k 10 5
k 3
Then we get
x -3 -1 2 5
P( x ) 3 4 2 1
10 10 10 10
Example 6
Determine the value of k such that the following function is probability distribution
function of X. Find the probability distribution function.
8
Chapter 1: Random Variables
k , x 0.
P( x )
kx , x 1, 2, 3.
Answer Example 6
n
We know that : P( X i ) 1
i 1
1
k
7
17 , x 0.
P( x )
x7 , x 1, 2, 3.
Exercise 1.2.1
1.
x -1 0 1 2 3
P( X x ) 1/8 2/8 2/8 2/8 1/8
9
Chapter 1: Random Variables
10
Chapter 1: Random Variables
11
Chapter 1: Random Variables
Theory 2
The cumulative distribution function of a discrete random variable X is described as
x
the function F ( x) P( X x) P( X x) which satisfies
F (x ) is an increase function.
Theory 3
The cumulative distribution function of a discrete random variable X can be calculate
by using the following formula
P( X r ) F ( r )
P( X r ) 1 F ( r )
P( X r ) P( X r 1) F ( r 1)
P( X r ) F ( r ) F ( r 1)
P( r X s ) F ( s ) F ( r )
P( r X s ) F ( s ) F ( r ) f ( r )
P( r X s ) F ( s ) F ( r ) f ( r ) f ( s )
P( r X s ) F ( s ) F ( r ) f ( s )
Example 7
Customers purchase a particular make of automobile with a variety of options. The
probability distribution function of the number of options selected is
x 7 8 9 10 11 12 13
P( X x ) 0.11 0.10 0.22 0.23 0.12 0.13 0.09
12
Chapter 1: Random Variables
Answer Example 7
P(X<7)=0
F(7)=P(X7)=P(X=7)=0.11
F(8)= (X8)=P(X=7)+P(X=8)=0.21
F(9)= (X9)= P(X=7) +P(X=8) +P(X=9)=0.43
F(10)=P(X10)= P(X=7) +P(X=8) +P(X=9) +P(X=10)=0.66
F(11)=P(X11)= P(X=7) +P(X=8) +P(X=9) +P(X=10) +P(X=11) =0.78
F(12)=P(X12)= P(X=7) +P(X=8) +P(X=9) +P(X=10) +P(X=11) +P(X=12) =0.91
F(13)=P(X13)=P(X=7) +P(X=8) +P(X=9) +P(X=10) +P(X=11) +P(X=12)
+P(X=13)=1
0 , x7
0.11 , 7 x8
0.21 , 8 x9
0.43 , 9 x 10
F ( x)
0.66 , 10 x 11
0.78 , 11 x 12
0.91 , 12 x 13
1 x 13
,
(a) P(X=10)= P(X10)-P(X9)= F(10)-F(9)= 0.66-0.43= 0.23.
(b) P(X>9)= 1-P(X9)= 1-F(9)= 1-0.43= 0.57.
(c) P(8<X<12)= P(X11)-P(X8)= F(11)-F(8)= 0.78-0.21= 0.57.
Example 8
Suppose X denotes the number of telephone receivers in a single family residential
house. From an examination of the phone subscription records of 1000 residence in a
city, the following probability distribution function of X is obtained.
13
Chapter 1: Random Variables
0.17 , x 0, 1
0.23 , x 2, 3
f ( x)
0.2 , x4
0 , otherwise
Find the cumulative distribution function of X, then by using the cumulative
distribution function, calculate the value of
(a) P ( X 3) .
(b) P (1 X 4) .
(c) P(0 X 4) .
Answer Example 8
P(X<0)=0
F(0)= P(X0)= P(X=0)= 0.17
F(1)= P(X1)= P(X=0)+ P(X=1) =0.34
F(2)= P(X2)= P(X=0)+ P(X=1) +P(X=2) =0.57
F(3)= P(X3)= P(X=0)+ P(X=1) +P(X=2) +P(X=3) =0.8
F(4)=P(X4)= P(X=0)+ P(X=1) +P(X=2) +P(X=3) +P(X=4) =1
0 , x0
0.17 , 0 x 1
0.34 , 1 x 2
F ( x)
0.57 , 2 x3
0.8 , 3 x4
1 , x4
(a) P(X<3)= P(X2)= F(2)= 0.57.
(b) P(1X<4)= P(X3)- P(X0)= F(3)- F(0)= 0.8-0.17= 0.63.
(c) P(0<X4)= P(X4)- P(X0)= F(4)- F(0)= 1-0.17= 0.83.
Exercise 1.2.2
1. Let P( X x ) is probability distribution function of X.
14
Chapter 1: Random Variables
0 , x 1
0.08 , 1 x 2
F ( x ) 0.36 , 2 x5
0.67 , 5 x 7
1 , x7
Find the probability distribution function of X.
0 , x 1
0.18 , 1 x 0
F ( x) 0.32 , 0 x3
0.77 , 3 x6
1 , x6
Calculate the probability
(a) exactly five.
(b) not more than three.
(c) greater than two.
0 , x2
0.1 , 2 x4
F ( x) 0.4 , 4 x7
0.8 , 7 x9
1 , x9
Calculate the probability
(a) exactly four.
(b) more than five.
15
Chapter 1: Random Variables
6
, x 2, 3, 4, 5
f ( x ) 77cx
0 , otherwise
Find
(a) the value of c .
(b) cumulative distribution function of X .
16
Chapter 1: Random Variables
2.
x -1 2 5 7
P( X x ) 0.08 0.28 0.31 0.33
17
Chapter 1: Random Variables
Definition 9
The expected value of a discrete random variable is defined as its weighted average
over all possible outcomes, with the weight for each outcome being the relative
frequency or probability associated with that outcome.
Theory 4
where
Xi : ith outcome of X
Definition 10
The variance of a discrete random variable is defined as the weighted average of the
squared differences between each possible outcome and the average value of the
outcomes, with the weights being the probabilities associated with each of the
outcomes.
Theory 5
Variance of discrete random variable
2 Var ( X ) E ( X 2 ) E ( X )2
E( X 2 ) X
2
i .P( X i )
all Xi
18
Chapter 1: Random Variables
where
Xi : ith outcome of X
Theory 6
The standard deviation of the probability distribution of a discrete random variable is
the square root of the variance. Std ( X ) Var( X )
Example 9
The discrete random variable X has range space { 1, 2, 3, 4, 5 } and its cumulative
distribution function takes the value
x 2 5x
P( X x ) , x 1, 2, 3, 4, 5.
50
(a) Tabulate the probability distribution function.
(b) Compute the mean and variance.
Answer Example 9
(a) Cumulative distribution function (discrete)
x 2 5x
P( X x ) , x 1, 2, 3, 4, 5.
50
(1) 2 5(1) 6 3
x 1 , P( X 1)
50 50 25
(2) 2 5(2) 14 7
x 2 , P ( X 2)
50 50 25
(3) 2 5(3) 24 12
x 3 , P( X 3)
50 50 25
(4) 2 5(4) 36 18
x 4 , P ( X 4)
50 50 25
19
Chapter 1: Random Variables
(5) 2 5(5) 50
x 5 , P( X 5) 1
50 50
3 4 5 6 7
(b) Mean : E ( X ) 1 2 3 4 5
25 25 25 25 25
3 8 15 24 35
25 25 25 25 25
85
25
3.4
3 4 5 6 7
E ( X 2 ) 12 2 2 32 4 2 52
25 25 25 25 25
3 16 45 96 175
25 25 25 25 25
335
25
13.4
Variance : Var( X ) E X 2 E X 2
13.4 3.4 2
1.84
Example 10
A random variable Y has the following probability distribution.
y -2 0 2
P (Y y ) k 1 2k k
20
Chapter 1: Random Variables
Answer Example 10
(a)
y -2 0 2
P (Y y ) k 1 2k k
Mean : E Y y PY
2k 01 2k 2k
2k 2k
0
E Y 2 y 2 PY
2 2 k 0 2 1 2k 2 2 k
4k 4k
8k
VarY E Y 2 E Y
2
8k 0
2
8k
(b)
y -2 0 2
P (Y y ) 1 1 1
3 3 3
Mean : E Y y PY
21
Chapter 1: Random Variables
1 2 1
2 01 2
3 3 3
2 2
0
3 3
0
E Y 2 y 2 PY
1 1 1
2 2 0 2 1 2 2 2
3 3 3
4 4
0
3 3
8
3
VarY E Y 2 E Y
2
0
8
2
3
8
3
Example 11
The following table lists the probability distribution of the number of student taken
course per semester in science centre.
x 3 4 5 6 7
P( x ) 0.37 0.26 0.18 0.11 0.08
Calculate the mean and standard deviation for this probability distribution.
Answer Example 11
Mean : E ( X ) x. p( x )
3(0.37) 4(0.26) 5(0.18) 6(0.11) 7(0.08)
4.27
22
Chapter 1: Random Variables
E ( X 2 ) x 2 . p( x )
Variance : Var( X ) E ( X 2 ) E ( X ) 2
19.87 ( 4.27)
2
1.6371
Standard deviation : Sd Var( X ) 1.6371 1.2794
Note :
E(aX + b) = a E(x) + b.
Var(aX + b) = a2 Var(x)
Example 12
Let the probability distribution function of X be defined by
26 x
64 , x 1, 2, 3, 4, 5, 6
p( x )
1 , x7
64
Answer Example 12
(a)
x 1 2 3 4 5 6 7
32 16 8 4 2 1 1
P( X x )
64 64 64 64 64 64 64
32 16 8 46
P(1 X 4)
64 64 64 64
23
Chapter 1: Random Variables
32 16 8 4 2 1 1 127
(b) E ( X ) 1 2 3 4 5 6 7
64 64 64 64 64 64 64 64
127
64
32 16 8 4 2 1 1
E ( X 2 ) 12 2 2 32 4 2 52 6 2 7 2
64 64 64 64 64 64 64
367
64
Var X E X 2 E ( X ) 2
2
367 127
64 64
1.7966
(c) E 2 X 9 2E X E 9
127
2 9
64
5.03125
91.7966 0
16.1694
Exercise 1.2.3
1. The discrete random variable X has range space { 1, 2, 3, 4 } and its
probability distribution function takes the value
x
P( X x) , x 1, 2, 3, 4.
10
(a) Tabulate the probability distribution function.
(b) Compute the mean and variance.
24
Chapter 1: Random Variables
3. The following table lists the probability distribution of the number of student
taken course per semester in science centre.
x 1 0 1 2 3
P( x ) 0.34 0.23 0.12 0.15 k
Find the value of k and calculate the mean and standard deviation for this
probability distribution.
4. The following table lists the probability distribution of the number of student
taken course per semester in science centre.
x 2 3 4 5 6
P( x ) 1/9 2/9 3/9 1/9 k
Find the value of k and calculate the mean and standard deviation for this
probability distribution.
1 (a) x 1 2 3 4
P( x ) 1/10 2/10 3/10 4/10
25
Chapter 1: Random Variables
Definition 11
A random variable that can take any numeric value within a range of value is called
continuous random variable. The range may be infinite or bounded at either both
ends.
Below are examples of continuous random variables
Theory 7
Properties of the ability Density Function of Continuous Random Variable
f ( x) 0 .
f ( x) dx 1 .
b
P(a x b) P(a x b) P(a x b) P(a x b) f ( x ) dx
a
Example 13
Let X be a continuous random variable of X with probability density function (p.d.f)
2 x , 0 x 1
f ( x)
0 , otherwise
Show that the function is the probability density function of X.
Answer Example 13
26
Chapter 1: Random Variables
f ( x) dx 1
2 xdx 1
0
x 2 1
0 1
12 0 1
Answer Example 14
(a) f ( x)dx 1
2k ( x x )dx 1
2
1
x2 x3
2 k ( ) ( ) 1
2 3 0
1 1
2 k ( ) 0 1
2 3
1
k 1
3
k 3
27
Chapter 1: Random Variables
1
1
x2 x3
2
(b) 6( x x ) dx 6 2
( ) (
3 0.5
)
0.5
1 1 0.52 0.53
6( ) (
3
)
2 3 2
0.5
1
1
x2 x3
6( x x )dx 6( 2 ) ( 3 )
2
(c)
0.25 0.25
1 1 0.252 0.253
6( ) (
3
)
2 3 2
0.84375
Exercise 1.3.1
1. The continuous random variable X has the probability distribution function
3
(2 x x 2 ) , 0 x 2
f ( x) 4
0 , otherwise
Find
(a) P ( X 1) .
(b) P ( X 1) .
(c) P(0.5 X 2) .
28
Chapter 1: Random Variables
Find
(a) P ( X 0.5) .
(b) P ( X 1.5) .
(c) P(0.5 X 1.5) .
Find
(a) P ( X 1) .
(b) P ( X 1) .
(c) P(0.5 X 2) .
Find
(a) the value of c .
(b) P ( X 1) .
29
Chapter 1: Random Variables
(c) P(2.5 X 3) .
6. Specifications call for the thickness of aluminum sheets that are to be made
into cans to be between 8 and 11 thousandths of an inch. Let X be the
thickness of an aluminum sheet. Assume the probability density function of X
is given by
x
, 6 x 12
f ( x ) 54
0 , otherwise
3
(a) P X .
4
(b) mean.
(c) variance.
3x 2
8. Let the probability density function of X be defined by f ( x ) where
16
c x c.
(a) Calculate the value of c so that f ( x ) is a probability distribution
function.
(b) Find the cumulative distribution function, F(x).
30
Chapter 1: Random Variables
Theory 8
The cumulative distribution function of a continuous random variable X is described
x
as the function F ( x ) P( X x ) f ( x) dx for x .
Example 15
Refer to example 13
2 x , 0 x 1
f ( x)
0 , otherwise
Find the cumulative distribution function of X. By using it, calculate
(a) P ( X 0.3) .
(b) P( X 0.4) .
(c) P(0.3 X 0.4) .
Answer Example 15
31
Chapter 1: Random Variables
x 0 , x0
x
2x2
(0 x 1); 2 xdx x and F ( x ) x 2
2
, 0 x 1.
2 0 1
0
, x 1
1 (0.4) 2
0.84
Example 16
Refer to example 14
6( x x 2 ) , 0 x 1
f ( x)
0 , otherwise
Find the cumulative distribution function of X. By using it, calculate
(a) P ( X 0.5) .
(b) P( X 0.8) .
(c) P(0.5 X 0.8) .
Answer Example 16
x
x
x2 x3
(0 x 1); 6( x x )dx 6 3x 2 2 x 3 and
2
0 2 3 0
0 , x0
2
F ( x ) 3x 2 x , 0 x 1
3
x 1
1 ,
32
Chapter 1: Random Variables
3(0.5) 2 2(0.5)3
0.5
(b) P( x 0.8) 1 P( x 0.8)
1 F (0.8)
1 (3(0.8) 2 2(0.8) 3 )
0.104
Exercise 1.3.2
1. Given the probability density function
x / 8 , 0 x 4
f ( x)
0 , otherwise
Find the cumulative distribution function of X. By using it, calculate
(a) P ( X 2) .
(b) P( X 1) .
33
Chapter 1: Random Variables
k / 8 , 0 x 4
f ( x)
0 , otherwise
(a) Find the value of k.
(b) Find the cumulative distribution function of X.
5. The actual amount of coffee (in gram) in a 230-gram jar filled by a certain
machine is a random variable and the probability density function is given by,
0, x 227.5
1
f ( x) , 227.5 x 232.5
5
0, x 232.5
Find the probability that a 230-gram jar filled by this machine will contain
(a) at most 228.65 grams of coffee.
(b) anywhere from 229.85 grams to 231.66 grams of coffee.
0 , x0
x 2
1. F ( x) , 0 x4
16
1 , x4
34
Chapter 1: Random Variables
0 , x0
1
(b) F ( x) x , 0 x 3
3
1 , x3
3. (a) 2
0 , x0
1
(b) F ( x) x , 0 x 4
4
1 , x4
4. (a) 1/21
0 , x 1
x 3 1
(b) F ( x) , 1 x 4
63
1 , x4
Theory 9
Expected value of continuous random variable
E ( X ) x f ( x ) dx
Theory 10
Variance of continuous random variable
2 Var ( X ) E ( X 2 ) E ( X ) 2
E( X ) x f ( x ) dx
2 2
Theory 11
The standard deviation of the probability distribution of a continuous random variable
35
Chapter 1: Random Variables
Sd( X ) Var ( X )
Example 17
Refer to example 13, find the mean and variance of X.
2 x , 0 x 1
f ( x)
0 , otherwise
Answer Example 17
E ( X ) x f ( x ) dx
1
x 2 x dx
0
1
2 x 2 dx
0
1
2x3
3 0
2
3
E( X 2 ) x f ( x ) dx
2
1
x 2 2 x dx
0
1
(2 x 3 ) dx
0
1
2x4
4 0
1
2
36
Chapter 1: Random Variables
Var ( X ) E ( X 2 ) E ( X )
2
2
1 2
2 3
1
18
Example 18
Refer to example 14, find the mean and variance of X
6( x x 2 ) , 0 x 1
f ( x)
0 , otherwise
Answer Example 18
E ( X ) x f ( x ) dx
1
x 6( x x 2 ) dx
0
1
6( x 2 x 3 )dx
0
1
x3 x4
6
3 4 0
13 14
6 0
3 4
1
2
E( X 2 ) x
2
f ( x )dx
37
Chapter 1: Random Variables
1
x 2 6( x x 2 ) dx
0
1
6( x 3 x 4 )dx
0
1
x4 x5
6
4 5 0
14 15
6 0
4 5
3
10
Var ( X ) E ( X 2 ) E ( X )
2
2
3 1
10 2
1
20
Example 19
The continuous random variable X has probability density function such as below,
calculate
1
( x 1) , 0 x 4
f ( x ) 12
0 , otherwise
(a) the mean.
(b) the variance.
Answer Example 19
4
(a) Mean E ( X ) x. f ( x) dx
0
1 4
12 0
x ( x 1) dx
1 4
x 2 x dx
12 0
38
Chapter 1: Random Variables
4
1 x3 x2
12 3 2 0
1 ( 4 ) 3 ( 4 ) 2 ( 0) 3 ( 0) 2
12 3 2 3 2
1 88
12 3
22
9
4
(b) E ( X 2 ) x 2 . f ( x) dx
0
1 4 2
12 0
x ( x 1) dx
1 4
x 3 x 2 dx
12 0
4
1 x4 x3
12 4 3 0
1 ( 4 ) 4 ( 4 ) 3 ( 0) 4 ( 0 ) 3
12 4 3 4 3
1 256
12 3
64
9
Var( X ) E ( X 2 ) E ( X ) 2
2
64 22
9 9
92
81
Exercise 1.3.3
1. Given the probability density function
x / 8 , 0 x 4
f ( x)
0 , otherwise
(a) the mean.
39
Chapter 1: Random Variables
EXERCISE CHAPTER 1
40
Chapter 1: Random Variables
0.2 1 y 0
f y 0.2 cy 0 y 1
0
others
(a) Show that value of c is 1.2.
(b) Obtain the cumulative distribution function of Y.
(c) Calculate P(0 Y 0.5) .
Find
(a) the value of h .
(b) P ( X 2) .
(c) P ( X 2) .
(d) E ( X ) and Var ( X ) .
41
Chapter 1: Random Variables
x 2 4 6 8 10
P( X x ) 0.23 0.14 0.25 0.16 0.22
5. The number of minutes that a flight from Penang to Senai is early or late, is a
random variable with the probability density function is given by
1
(36 x 2 ) 6 x 6
f ( x) 288
0 otherwise
Negative values indicate that the flight being early and positive values
indicate that the flight being late. Find the probabilities that the flight will be
(a) at least two minutes early.
(b) at least one minute late.
(c) between three to one minute early.
(d) the expected value and variance.
42
Chapter 1: Random Variables
x 1 2 r 10 15
P( X x ) 2t t 3t 3t t
Find
(a) the value of c .
(b) the cumulative distribution function, F (Y ) .
43
Chapter 1: Random Variables
x 2 4 6 8 10
P( X x ) 0.08 0.25 0.35 0.20 0.12
11. A discrete random variable, X can assume five possible values which are 2, 3,
5, 8 and 10. The probability distribution is shown below.
X 2 3 5 8 10
P( X ) 0.15 0.10 a 0.25 0.25
12. A discrete random variable, X can take only the values 0, 1 and 2 with
4
probability P0 , P1 and P2 respectively. Given that E ( X ) and
3
5
Var ( X ) , find the values of P0 , P1 and P2 .
9
44
Chapter 1: Random Variables
(b)
Compute P X 1 , P X 3 and P 1 X 3 .
2 4 2 4
1 , 1 x 0
2
f ( x) 1
(2 x ) , 0 x2
4
(a) Verify that f is a valid density.
(b)
2
Compute P 1 X 1 .
2
16. The continuous random variable X has probability density function such as
below, find
k ( x 2 ) 2 , 2 x 0
4
f ( x ) 4 k , 0 x
3
0 , otherwise
45
Chapter 1: Random Variables
(b) P( X 2)
(c) Find the mean of X.
a 5 x , 5 x 6
f ( x)
0 , others
(a) Show that a 1/ 2.
(b) Find P( X 5.7) .
46
Chapter 1: Random Variables
1 , x 1
(c) 0.25
2. (b) 0.45 (c) 7/10 (d) 25/3
3. (a) 2/11 (b) 0 (c) 6/11 (d) =56/33,
2=1813/2178
4. (b) 0.62, 0.63, 0.25 (c) =6, 2=8.4
5. (a) 7/27 (b) 325/864 (c) 95/432 (d) E(X) = 0
Var(X) = 36/5
6. (a) 1/2
0 , x0
1
x , 0 x2
(b) F ( x) 4
1
(4 x 2 3x) , 2 x3
4
1 , x3
(c) 0.4375
7. (a) 1/10 (b) 6
0 , x 1
2 / 10 , 1 x 2
3 / 10 , 2 x6
(c) F ( x)
6 / 10 , 6 x 10
9 / 10 , 10 x 15
1 , x 15
8. (a) 1.2
0 , y 1
0.2 y 0.2 , 1 y 0
(b) F ( y)
0.6 y 0.2 y 0.2 , 0 y 1
2
1 , y 1
(c) 0.35 (iv) 0.4 (v) 6
47
Chapter 1: Random Variables
9. (b) 5/23
0 , x 1
1 / 23 , 1 x 2
5 / 23 , 2 x3
F ( x)
14 / 23 , 3 x 4
18 / 23 , 4 x5
1 , x5
(c) 17/23 (d) =77/23, 2=1.2475
10. (b) 0.88, 0.67 (c) =6.06, 2=4.9964
11. (a) 0.25 (b) 0.4 (c) 0.6
12. P0 =1/6 P1 = 1/3 P3 = 1/2
13. (a) The density functions such as below.
x 1 4 6 10
P( x ) 1/3 1/6 1/3 1/6
(b) 1/2
14. (a) The function, f is a valid probability density function when
1
1 2x2
0
2 x dx
2 0
(1) (0) 2
2
1 3
(b) P X 1 / 4 , P X 7 / 16
2 4
1 3
P X 5 / 16
2 4
15. (b) 15/32
16. (a) 1/8 (b) P( 1 X 0) 7 / 24 , P(0 X 1) 1 / 2
P( 1 X 1) 19 / 24
(c) P( X 1) 1 / 6
48
Chapter 1: Random Variables
1
20. (a) 3/2 (b) P X 7/8
4
(c) 3/5
49