DA-IICT, Gandhinagar

Lecture Notes
Subject: Probability, Statistics and Information Theory (SC222)

Date: 17/02/2021 Reg. No.: 201901161

Name: Gautam Makhija Lecture No.: 11

Contents

1 Uniform random variable 2

1.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2 Probability of given interval . . . . . . . . . . . . . . 3
1.3 Mean and Variance . . . . . . . . . . . . . . . . . . 3
1.4 Uniform distribution over 2-D region . . . . . . . . . 5
1.5 Examples . . . . . . . . . . . . . . . . . . . . . . . . 5

2 Normal random variable 9

2.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . 9
2.2 Mean and Variance . . . . . . . . . . . . . . . . . . 9
2.3 Examples . . . . . . . . . . . . . . . . . . . . . . . 11
1 Uniform random variable
1.1 Definition
A continuous random variable Y is said to follow a continuous
uniform distribution over a interval (m,n) if it’s p.d.f (Probability
density function) is given by,
(
k, if m ≤ y ≤ n
fY (y) =
0, otherwise
It denotes with Y ∼ U[m,n]
Here, fY (y) is p.d.f so from the properties of the p.d.f
Z n
fY (y)dy = 1
m
Z n
kdy = 1
m

∴ k [y]nm = 1
∴ k[n − m] = 1
1
∴k=
n−m
So, (
1
n−m , if m ≤ y ≤ n
fY (y) =
0, otherwise

2
1.2 Probability of given interval
For [c,d] ∈ [m,n], probability

k
k−j
Z
P[j ≤ Y ≤ j] = fY (y)dy = ≤1
j n−m

1.3 Mean and Variance

Let Y ∼ U[m,n] then Mean µ of Y

Z ∞
E(Y ) = yfY (y)dy
−∞
Z n
E(Y ) = yfY (y)dy
m
Z n
1
E(Y ) = y dy
m n−m

3
 2 n
 
1 y
E(Y ) =
n−m 2 m

1  2 2

E(Y ) = n −m
2(n − m)
1
E(Y ) = [(n − m)(n + m)]
2(n − m)
m+n
∴ E(Y) = µ =
2

Now, Z n
2
E(Y ) = y 2fY (y)dy
m
 3 n
1 y
E(Y 2) =
n−m 3 m
1
E(Y 2) = [n3 − m3]
3(n − m)

2 n2 + mn + m2
∴ E(Y ) =
3

Now, Variance(σ 2) :
V ar(Y ) = E(Y 2) − [E(Y )]2

n2 + mn + m2 (m + n)2
V ar(Y ) = −
3 4
4n2 + 4mn + 4m2 − 3m2 − 6mn − 3n2
V ar(Y ) =
12

4
 n2 − 2mn + m2
V ar(Y ) =
12
(n − m)22
∴ Var(Y) = σ =
12

1.4 Uniform distribution over 2-D region

The random vector (Y,Z) is said to follow a uniform distribu-

tion over the 2 dimensional region R if it’s p.d.f is given by,

(
1
S, if (y,z)∈ R
fY ,Z (y, z) = where S = Area of R
0, otherwise
For the above case,
ZZ
P [(y, z) ∈ B] = fY ,Z (y, z) dy dz
B

Area of B
∴ P [(y, z) ∈ B] =
Area of R

1.5 Examples
1. Let y be a uniformly distributed with mean 2 and variance
1
3 . Find P (y < 2)

Solution :
Here, mean
m+n
µ= =2
2
∴ m + n = 4............(1)

5
and varaince
2 (n − m)2 1
σ = =
12 3
2
∴ (n − m) = 4
∴ n − m = −2 or n − m = 2.........(2)
From (1) and (2)
n+m=4 or n+m=4
n − m = −2 n−m=2
So, n = 1 and m = 3 or n = 3 and m = 1
So , n=3 and m =1 ( ∵ n ≥ m)
Now, (
1
3−1 , if 1 ≤ y ≤ 3
fY (y) =
0, otherwise
(
1
2, if 1 ≤ y ≤ 3
fY (y) =
0, otherwise
Now, Z 2
P (y < 2) = fY (y)dy
−∞

Z 2
1
P (y < 2) = dy
1 2

1
∴ P (y < 2) = [y]21
2

1
∴ P(y < 2) =
2
6
 2. In Library , the amount of time of a person takes to read
the whole novel book is uniformly distributed between 40 to 60 min-
utes. i) Show the the probability density function of given statement.
ii) Find out the probability that person will take between 42 to 53
minutes to read whole novel book. iii) Find out the probability that
a person will take at least 48 minutes to read whole novel book. iv)
Find out the mean, variance and standard deviation of given prob-
lem. v) Find out the value of 1st quartile.

Solution :
Here, m = 40 and n = 60
Now,
i)p.d.f
1 1
fY (y) = =
n − m 60 − 40
1
∴ fY (y) =
20
(
1
20 , if 40 ≤ y ≤ 60
fY (y) =
0, otherwise
ii)
53 − 42
P (42 < Y < 53) =
60 − 40
11
∴ P(42 < Y < 53) =
20
iii)
60 − 48
P (Y ≥ 48) =
60 − 40

7
 12 3
∴ P(Y ≥ 48) = =
20 5
iv)
m + n 40 + 60
M ean E(Y ) = =
2 2

∴ E(Y) = 50

(n − m)2 (60 − 40)2

V ariance V ar(Y ) = =
12 12
400 100
∴ Var(Y) = =
12 3
√
r
100
Standard deviation σ = σ2 =
3
10
∴σ=√
3
v)1st quartile
k − 40 25 × 1
=
60 − 40 100

∴ k = 45

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2 Normal random variable
2.1 Definition
A continuous random variable Y which has the following p.d.f
1 −1 y−µ 2
fY (y) = √ e 2 ( σ )
σ 2π
−∞ < y < ∞ , −∞ < µ < 0 , σ > 0
is called Normal random variable and it’s distribution is called Nor-
mal distribution.

It denotes with Y ∼ N [µ, σ 2]

2.2 Mean and Variance

Z ∞ Z ∞
1 −1 y−µ 2
E(Y ) = yfY (y)dy = y √ e 2 ( σ ) dy
−∞ −∞ σ 2π
Z ∞
1 −1 y−µ )2
E(Y ) = √ ye 2 ( σ dy
σ 2π −∞

y−µ
let =k ∴ dy = σdk
σ
Z ∞
1 −k 2
∴ E(Y ) = √ (kσ + µ)e 2 σdk
σ 2π −∞
Z ∞ Z ∞ 
1 −k 2 −k 2
∴ E(Y ) = √ σke 2 dk + µe 2 dk
2π −∞ −∞
Here, 1st term is odd so it’s integration will be zero and 2nd term is
even therefore, Z ∞ 2
2µ −k
∴ E(Y ) = √ e 2 dk
2π 0

9
 k2 dr
let =r ∴ dk = √
2 2r
So, Z ∞
2µ −1
E(Y ) = √ √ e−r r 2 dr
2 2π 0
Z ∞
As we know that e−ppm−1 = Γ(m)......(i)
0
 
µ 1
∴ E(Y ) = Γ
π 2
µ
∴ E(Y ) = (π)
π

∴ E(Y) = µ
Now, Z ∞
1 −1 y−µ )2
E(Y 2) = √ y2e 2 (σ dy
σ 2π −∞

y−µ
let =k ∴ dy = σdk
σ
Z ∞
2 1 2 −k
2
∴ E(Y ) = √ (kσ + µ) e σdk
2
σ 2π −∞
Z ∞ Z ∞ Z ∞ 
1 −k 2 −k 2 −k 2
∴ E(Y 2) = √ (k 2σ 2e 2 dk + 2kσµe 2 dk + µ2e 2 dk
2π −∞ −∞ −∞

Here, 2nd term is odd so, it’s integration will be zero and 1st and
3rd term are even therefor,
2 Z ∞ 2 Z ∞
2 2σ −k
2 2
2 2µ −k 2
∴ E(Y ) = √ k e dk + √ e 2 dk
2π 0 2π 0

10
 k2 dr
let =r ∴ dk = √
2 2r
2 Z ∞ 2 Z ∞
2σ −1 2µ −1
∴ E(Y 2) = √ √ 2re−r r 2 dr + √ √ e−r r 2 dr
2 2π 0 2 2π 0
2Z ∞ 2 Z ∞
2σ 1 µ −1
∴ E(Y 2) = √ e−r r 2 dr + √ e−r r 2 dr
π 0 π 0
2 2
   
2σ 3 µ 1
∴ E(Y 2) = √ Γ +√ Γ (F rom (i))
π 2 π 2
2
µ2 √
√ 
2 2σ π
∴ E(Y ) = √ + √ ( π)
π 2 π

∴ E(Y 2) = σ 2 + µ2
So, now Variance
V ar(Y ) = E(Y 2) − (E(Y ))2
∴ V ar(Y ) = σ 2 + µ2 − µ2
∴ Var(Y) = σ 2

2.3 Examples

1. In a cricket ground the scores of 50 batsman follows normal

distribution with mean 40 and standard deviation 5. Find out the
probability of batsman whose score will be i) less than 30 , ii) greater
than 60 and iii) number of players whose score will be between 30
to 50.

11
 Solution :
Here, µ = 40 and σ = 5
i)less than 30
   
y − 40 30 − 40 y − 40
P [Y < 30] = p < =P < −2
5 5 5
So,
P [Y < 30] = 1 − φ(2) = 1 − 09772
∴ P(Y < 30) = 0.0228
ii)greater than 55
   
y − 40 55 − 40 y − 40
P [Y > 55] = P > =P >3
5 5 5
P [Y > 55] = 1 − φ(3) = 1 − 0.99865
∴ P[Y > 55] = 0.00135
iii)First,
 
30 − 40 y − 40 50 − 40
P [30 < Y < 50] = P < <
5 5 5
 
y − 40
∴ P [30 < Y < 50] = P −2 < <2
5
∴ P [30 < Y < 50] = φ(2) − φ(−2) = 0.9772 − 0.0228
∴ P[30 < Y < 50] = 0.9544
So, number of players whose score will be between 30 to 50 is :
0.9544 × 50 = 47.72 ∼
= 48

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