tribution function let x be arandom variable then the

Dis

cumulative distribution function of the random variable is the

probability that random variable takes values less than or equal
to x.it is denoted by FX(X)
PROPERTIES
I) 0<=F(x)<=1
II) F(-
III) P(a<=x<=b)=F(b)-F(a)
Mathematical expectation____
Let Xbe a discrete random variable which takes the values x1, x2
…………….xn with probabilities p1 p2 …….. pn then mathematical

expectation is
E(x)=x1p1+x2p2+………….. + xnpn
=∑xipi

Let Xbe a contnious random variable and f(x) be the probability

density function (pdf) than the mathematical excptation is
b

E(x)=∫ xf ( x ) dx
a

Prove that mathmetical exceptation of a random variable is its

arithmetic mean.

Proof:
Let Xis a random variable which takes N values such that x1 x2
………..xn with frequencies f1 f2 ……fn respectively
Then
Arithmetic mean=∑fixi/N
=f1x1+f2x2+…………+fnxn/N
=x1f1/N+x2f2/N+………+xnfn/N
=x1p(x1)+x2p(x2)+…………xnp(xn)
=∑xip(xi)
=E(X)
Therefore mathmetical exceptation of a random variable is its
arithmetic mean.
Properties of mathematical expectation
i) E(a)=a
ii) E(ax)=aE(x)
iii) E(ax+b)=aE(x)+b
Note E(x2)=∑x2p(x)
Question
1.the number of failure of a computer system has the following
pmf
No of 0 1 2 3 4 5 6
failure(x)

probability 0.18 0.28 0.25 0.18 0.06 0.04 0.01

1.Find E(x)
2. E(3x+4)
Solution
x P(x) X p(x)
0 0.18 0
0.28 0.28
1
0.25 0.5

1.E(X)= ∑X P(X)=1.82
2.E (3X+4)=3E(X) +4=3*1.82+4=