MTU Stat Dept Introduction to statistics for engineer's Chapter - 5

CHAPTER-FIVE
5. One-dimensional Random Variables
5.1 Random variable: definition and distribution function
Definitions:
 Variable: is any characteristic or attribute that can assume different values.
 A random variable (r.v): is a variable whose values are determined by chance.
Definition: A random variable is a numerical description of the outcomes of an experiment or a
numerical valued function defined on sample space, usually denoted by capital letters.
If X is a random variable, then it is a function from the elements of the sample space to
the set of real numbers. i.e. X is a function X: S → R
 Discrete variables: are variables whose values are determined by counting.
 Continuous Variables: are variables whose values are determined by measuring rather
than counting.
A probability distribution is a description of the value a random variable can assume and the
corresponding probabilities of the values. It is often displayed in a graph, table, or formula.
Notation:
 Random Variables are usually denoted by X or Y.
 The probability a random variable takes on a value is:
( = )= ( = ) = ( ) . ( ) = ( ) . .
 A Probability Distribution, then, is a specification of ( ) for each that is an outcome of a
procedure. As mentioned before, this could be done in a graph, table, or formula.
5.2 Discrete random variables
Definition: Let be a r.v. If the number of possible values of is finit or countably infinit, we call
a discrete r.v. That is, the possible values of may be listed as , , ,…, , … In the finite case
the list terminates and in the countably infinite case the list continues indefinitely.
5.2.1 Probability Mass Function (Discrete Probability Distribution):
Definition: If is a discrete . with distinct values , ,…, , …, then the function ( )defined as:
( = ) = , =
( )=
0 , ≠ ; = 1,2,3, …
is called the probability mass function (pmf) of . . .
The set of ordered pairs { , ; = 1,2, … , , … } {( , ), ( , ), … , ( , ), … },
specifies the probability distribution of the . . .

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 MTU Stat Dept Introduction to statistics for engineer's Chapter - 5

Remarks: The numbers ( ) ; = 1, 2, … must satisfy the following conditions:

1. 0 ≤ ( ) ≤ 1, ∀ 2. ( ) = 1.

Note: If X is discrete random variable then

( < < )=∑ ( ) ; ( ≤ < )=∑ ( ),
( < ≤ )=∑ ( ) ; ( ≤ ≤ )=∑ ( ).
Example: Consider an experiment of "flipping a fair coin 3 times". List the elements of the
sample space and let be the number of heads in three tosses. Then find the possible values of
and Calculate the probability of each possible distinct value of .
Solution: . . Since = the number of heads observed, the results are shown in the
following table:
= { , , , , , , , }.
Elements of sample space Probability X
HHH 1/8 3
HHT 1/8 2
HTH 1/8 2
HTT 1/8 1
THH 1/8 2
THT 1/8 1
TTH 1/8 1
TTT 1/8 0

≫ Thus, we can write ( ) = 3 ; ( )= ( )= ( ) = 2,

( )= ( )= ( ) = 1 ; ( ) = 0.
and P(X = 3) = 1/8, P(X = 2) = 3/8, P(X = 1) = 3/8, P(X = 0) = 1/8.
: The possible values of X are: = {0, 1, 2, 3}.

; = 1,2,3,4,5.
Example: If , ( )=
0 ; ℎ .
a) Is ( ) is pmf? b) Find ( = 1 2), ( > 2), (1 < ≤ 4).

Solution: a) ∑ ( ) = 1. . . + + + + = = 1.

b) ( = 1 2) = ( = 1) + ( = 2) = + = = .

( > 2) = ( = 3) + ( = 4) + ( = 5) = + + = = .

(1 < ≤ 4) = ( = 2) + ( = 3) + ( = 4) = + + = = .

Exercise: A random variable X has the following probability function.

Values of X, x: 0 1 2 3 4 5 6 7
( ) 0 k 2k 2k 3k k2 2k2 7k2+k

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 MTU Stat Dept Introduction to statistics for engineer's Chapter - 5

a). Find the value of . b). Evaluate ( < 6), ( ≥ 6) (0 < < 5).
: ) = 1/10 ) ( < 6) = 81/100, ( ≥ 6) = 19/100 (0 < < 5) = 4/5.
5.3 Continuous random variables
A random variable X is said to be continuous if it can take all possible values (integral as well as
fractional) between a certain limits. Continuous random variable is a random variable that can be
measured to any desired degree of accuracy. For instance, the life length of an electric bulb, the speed
of a car, weights, heights, and the like are continuous.
In such cases, probabilities are associated with intervals or regions of a continuous random
variable, and not with individual points.
5.3.1 Probability Density Function (pdf)
Consider the small interval ( , + ) of length round the point . Let ( ) be any continuous
function of so that ( ) represents the probability that falls in the infinitesimal interval
( , + ). Sybollically, ( ≤ ≤ + )= ( ) .

( )
= ( )

+
In the figure, ( ) represents the area bounded by the curve = ( ), -axis and ordinates at
the points and + . The function ( ) = ( ) so defined is known as probability density
function (pdf) of random variable X. The expression , ( ) , usually written as ( ), is known as
probability differential and the curve = ( ) is known as the probability density curve.
Definition: The probability density function (pdf) ( ) = ( ) of the . . is defined as:

( ≤ ≤ + )
( ) = ( ) = lim
→

The probability for a variate value to lie in the interval ( ) and hence the probability for a
variate value to fall in the finite interval [ , ] is:
( ≤ ≤ )=∫ ( ) ,

which represents area between the curve = ( ), - axis and the ordinates at = = .

 Further, since the total probability is unity, we have ∫ ( ) = 1, where [ , ] is the range
of the random variable . The range of the variable may be finite or infinite.

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 MTU Stat Dept Introduction to statistics for engineer's Chapter - 5

The probability density function (p.d.f.) of a random variable X , usually denoted by

( ) ( ) has the following obvious properties:
∞
1. ( ) ≥ 0, 2. ∫ ∞
( ) = 1.
Important remarks: In the case of discrete random variable, the probability at a point, i.e.,
( = ) is not zero for some fixed c. However, in case of continuous random variables the
probability at a point is always zero, . ., ( = ) = ( ≤ ≤ )=∫ ( ) = 0, ∀ .
This property of continuous . . , ., ( = ) = 0, ∀ leads us to the following important result:
( ≤ ≤ )= ( ≤ < )= ( < ≤ )= ( < < ).
. ., in case of continuous . ., it does not matter whether we include the end points of interval
from . However, this result is, in general, not true for discrete random variables.
Example: The diameter of an electric cable, say , is assumed to be a continuous . . ℎ :
( ) = 6 (1 − ) , 0≤ ≤ 1.
a). Check that ( ) is . b). Compute ( < 1/2).
Solution: a). Obviously, for 0 ≤ ≤ 1, ( ) ≥ 0. Now
1
∫ ( ) =6∫ (1 − ) = 6∫ ( − ) =6 − . = 1.
0
Hence ( ) is .
1/2
/ /
b) ( < 1/2) = (0 < < 1/2) = ∫ ( ) =∫ 6 (1 − ) =6 − . = 0.5.
0
Exercise: Let be a continuous random variable with :
, 0 ≤ < 1
, 1 ≤ < 2
( ) = − + 3 , 2 ≤ < 3
0 , ℎ
a). Determine the constant . b). Compute ( ≤ 1.5).
Ans: a) . = 1/2. b). ( ≤ 1.5) = 1/2.
5.4 Cumulative distribution function (cdf) and its properties
Definition: Let be a random variable. The function defined for all by
( ) = ( ≤ ) , − ∞ < < ∞,
is called the cumulative distribution function (cdf) of the random variable .
∑: → .
Thus, ( )= ( ≤ )=
∫ ∞ ( ) → .

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 MTU Stat Dept Introduction to statistics for engineer's Chapter - 5

Properties of cumulative distribution function

1. If is the of one-dimensional r.v. X, then ( ). 0 ≤ ( ) ≤ 1 ; ( ). ( ) ≤ ( ) < .
In other words, all distribution functions are monotonically non-decreasing and lie between 0 and 1.
2. If is the of one-dimensional . . , then
(−∞) = lim ( ) = 0 (∞) = lim ( ) = 1.
→ ∞ →∞

3. ℎ ℎ . . ≤ , then ( ≤ ≤ ) = ( ) − ( ).
Remark: When ( = ) = 0 ( = ) = 0, ≤ ≤ , ≤ < ,
< ≤ < < have the same probability ( ) − ( ).
′( ( )
Note that: )= = ( ). ( ) = ( = )= ( )− ( ).

Graphs of the discrete and continuous distribution function for the random variable X.

F(x) F(x)

x x

1 2 3 4 5 6 7

Example: Let be a discrete random variable with :

; = 1,2,3,4,5.
( ) = 15
0 ; ℎ .
a) Determine ( ), the cumulative distribution function (cdf) of X.

Solution: = 0, (0) = ( ≤ 0) = ∑ : = 0.
= 1, (1) = ( ≤ 1) = ∑ : = = 1/15.
= 2, (2) = ( ≤ 2) = ∑ : = + = 1/15 + 2/15 = 3/15.
= 3, (3) = ( ≤ 3) = ∑ : = + + = 1/15 + 2/15 + 3/15 = 6/15.
= 4, (4) = ( ≤ 4) = ∑ : = + + + = 1/15 + 2/15 + 3/15 + 4/15 = 10/15.
= 5, (4) = ( ≤ 5) = ∑ : = + + + +
= 1/15 + 2/15 + 3/15 + 4/15 + 5/15 = 15/15 = 1.

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 MTU Stat Dept Introduction to statistics for engineer's Chapter - 5

Hence the cumulative distribution function (x) is given by:

0 for − ∞ ≤ x < 1
⎧
⎪ 1/15 for 1 ≤ x < 2
⎪
3/15 for 2 ≤ x < 3
(x) =
⎨ 6/15 for 3 ≤ x < 4
⎪
⎪10/15 for 4 ≤ x < 5
⎩ 1 for 5 ≤ x < ∞

Example 2: Let be a continuous random variable with :

(1/2) , 0 ≤ < 1
⎧
⎪ 1/2 , 1 ≤ < 2
( )= 1 3
⎨ − 2 + 2 , 2 ≤ < 3
⎪
⎩ 0 , ℎ
a) Determine ( ), the cumulative distribution function (cdf) of X.
Solution: For any x such that −∞ ≤ x < 0; ( ) = ( ≤ ) = ∫−∞ ( ) = ∫−∞ 0. = 0.

For any x, where 0 ≤ < 1; ( ) = ( ≤ ) = ∫ ∞ 0. + ∫ /2 = x2 /4.

2x−1
For x, 1 ≤ < 2; ( ) = ( ≤ ) = ∫ ∞ 0. +∫ +∫ = .
4

For x, 2 ≤ < 3; ( ) = ( ≤ ) = ∫ ∞ 0. +∫ +∫ +∫ +

1 1 2 3 2 3 5
= + 1− + − + −2 =− + − .
4 2 4 2 4 2 4

For x, 3 ≤ < ∞; ( ) = ( ≤ ) = ∫ ∞ 0. +∫ +∫ +∫ + + ∫ 0.
1 1 9 9
= + 1− + − + + 1 − 3 = 1.
4 2 4 2
Hence the cumulative distribution function (x) is given by:
0 −∞≤ <0
⎧ x2
⎪ 4 0 ≤ < 1
⎪
( ) = 2x − 1 1 ≤ < 2
⎨ 4
⎪ − + 3 − 5 2 ≤ <3
⎪ 4 2 4
⎩ 1 3 ≤ < ∞

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