MATH 230 Introduction To Probability Theory: Random Variables and Probability Distributions

MATH 230
Introduction to Probability
Theory
Random Variables and Probability

Distributions
TEDU
Chapter 3 - Random Variables and
Probability Distributions
3.1 Concept of a Random Variable

3.2 Discrete Probability Distributions
3.3 Continuous Probability Distributions
3.4 Joint Probability Distributions
Concept of a Random Variable
 In some cases, we are interested in some function of the

outcome as opposed to the outcome itself.
e.g: We may be interested in the sum of the scores on a pair of
dice rather than the actual outcome (1, 1), ..., (1, 6).
These quantities of interest, or more formally,

these real valued functions defined on the sample space
are called random variables.
Definition 3.1
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Example: Three electronic components are tested and classified as
defective (D), or nondefective (N). We may be interested in the
number of defectives that occur.
Thus, each point in the sample space will be assigned a numerical
value of 0, 1, 2, or 3. These values are, of course, random quantities
determined by the outcome of the experiment.
Random Variable
X: the number of defective items
when three electronic components
are tested.

Example.
Suppose we have a biased coin such that P(H) = 1/4 and
P(T) = 3/4.
We toss it once. If it is H we win $1, and if it is T we lose $1.
Then, the amount we win is a random variable.

Discrete Random Variables
A random variable is discrete if it can take on a finite or

countably infinite number of possible values.
Examples.
 Number of defectives in a batch of 1000 parts.
{0,1,2,…,1000}: discrete, finite.
 Number of customers visiting a bank in a day
{0,1,2,…}: discrete, countably infinite.
Definition 3.2

Continous Random Variables
A random variable is continuous if it can take on an

uncountably infinite number of possible values.
Examples.
 Height of a basketball player.
positive real numbers: continuous.
 Waiting time of visiting customers in a bank
positive real numbers: continuous.
Definition 3.3

Discrete Probability Distribution
 A random variable is denoted by a capital letter, e.g., X.

 Potential values of a random variable are denoted by
the lower case of the same letter, e.g., x.
Definition 3.4

Example . Tossing two fair coins.

X: the number of heads.
1 4 x  0,
1 2 x  1,

P  X  x  f  x  
1 4 x  2,
 0 otherwise.

Example 3.9. If a car agency sells 50% of its inventory of a

certain foreign car equipped with side airbags, find a formula
for the probability distribution of the number of cars with side
airbags among the next 4 cars sold by the agency.
Outcome x
{SSSS} 4
{SSSN, SSNS, SNSS, NSSS} 3
{SSNN, NNSS, SNNS, NSNS, NSSN,SNSN} 2
{SNNN, NSNN, NNSN, NNNS } 1
{NNNN} 0
1  4
P  X  x  f  x  4   x  0,1, 2,3, 4.
2  x
Figure 3.1 Probability mass function plot

Figure 3.2 Probability histogram

Definition 3.5

Example . Tossing two fair coins:

Example . Tossing two fair coins:

Example . Find the cumulative distribution function of the
random variable X in Example 3.9
1  4
f  x  4   x  0,1, 2,3, 4.
2  x
Now;
Figure 3.3 Discrete cumulative distribution function

Continuous Probability
Distributions
 With discrete random variables, it is possible to
assign a probability to each outcome. We cannot do this
with continuous random variables.
 A continuous random variable has a probability of 0

of assuming exactly any of its values.
 Consequently, its probability distribution cannot be

given in tabular form.

Distributions
Example: Let X be a random variable whose values are the
heights of all people over 21 years of age.
 Due to continuity, there is an uncountably infinite number
of values X can take on.
 For example, out of all possible values that X can take on,
what is the probability of selecting a person at random who
is exactly 164 centimeters tall?
 Assigning probability zero to this event does not rule out
164 as a possible height, but it does say that the chance of
observing this event is extremely small.
Distributions
Example: Let X be a random variable whose values are the
heights of all people over 21 years of age.
 This is not the case, however, if we talk about the probability
of selecting a person who is at least 163 centimeters but not
more than 165 centimeters tall.
 Now we are dealing with an interval rather than a point
value of our random variable:

Distributions
Figure 3.5 P(a < X < b)

Distributions
Definition 3.6

Distributions
For a continuous random variable X,
It is important to realize that:

 f(x) does not represent the probability of anything,
 only when the function is integrated between two points
it yields a probability.

Distributions
Example 3.11 Suppose that the error in the reaction
temperature, in ◦C, for a controlled laboratory
experiment is a continuous random variable X having
the probability density function
(a) Verify that f(x) is a density function.

(b) Find P(0 < X ≤ 1).

Distributions
Example 3.11
(a) Verify that f(x) is a densityfunction.
(b) Find P(0 < X ≤ 1).

Distributions
Figure 3.4 Typical density functions

Distributions
Definition 3.7

Distributions
Recall Example 3.11
Find F(x), and use it to evaluate P(0 < X ≤ 1).

Distributions
Recall Example 3.11

Distributions
Continuous cumulative distribution function

Joint Probability Distributions
 Our study of random variables and their probability distributions

in the preceding sections is restricted to one-dimensional sample
spaces.
We recorded outcomes of an experiment as values assumed by a
single random variable.
There will be situations, however, where we may find it desirable
to record the simultaneous outcomes of several random variables.
e.g: In a study to determine the likelihood of success in college

based on high school data, we might use a two dimensional sample
space and record for each individual his or her test score (x) and
high school class rank (y).
 If X and Y are two discrete random variables, the probability

distribution for their simultaneous occurrence can be represented by
a function with values f(x, y) for any pair of values (x, y) within the
range of the random variables X and Y .
 It is customary to refer to this function as the joint probability
distribution of X and Y .
 Hence, in the discrete case, f(x, y) = P(X = x, Y = y); that is, the
values f(x, y) give the probability that outcomes x and y occur at the
same time.

Definition 3.8

Example 3.14. Two ballpoint pens are selected at random from

a box that contains 3 blue pens, 2 red pens, and 3 green pens. If
X is the number of blue pens selected and Y is the number of red
pens selected, find
(a) the joint probability function f(x, y),

(b) P[(X, Y ) ∈ A], where A is the region {(x, y)|x + y ≤ 1}.

Table 3.1 Joint Probability Distribution for Example 3.14
 3  2  3 
   
 
f  x, y      
x y 2 x y
for x  0,1, 2; y  0,1, 2 and 0  x  y  2.
8
 
 2
When X and Y are continuous random variables, the joint

density function f(x,y) is a surface lying above the xy plane, and
P[(X, Y ) ∈ A], where A is any region in the xy plane, is equal
to the volume of the right cylinder bounded by the base A and
the surface.
Definition 3.9

Example 3.15. A privately owned business operates both a

drive-in facility and a walk-in facility.
On a randomly selected day, let X and Y , respectively, be the
proportions of the time that the drive-in and the walk-in facilities
are in use, and suppose that the joint density function of these
random variables is
(a) Verify condition 2 of Definition 3.9.

(b) Find P[(X, Y ) ∈ A], where
A = {(x, y) | 0 < x < 1/2 , 1/4 < y < 1/2}.
Definition 3.10

Recall Example 3.15

Definition 3.11


Recall Example 3.14
=?

Example 3.19
The joint density for the random variables (X, Y ), where X is the unit
temperature change and Y is the proportion of spectrum shift that a
certain atomic particle produces, is
(a) Find the marginal densities g(x), h(y), and the conditional
density f(y|x).
(b) Find the probability that the spectrum shifts more than half of
the total observations, given that the temperature is increased by
0.25 unit. =?
Definition 3.12

Recall Example 3.14
X and Y are not statistically

independent.

Definition 3.13

EXERCISES

Distributions
Example 3.9 (page 92)

Distributions
Example 3.9 (page 92)

Distributions
Example:

Distributions
Example:

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MATH 230

Random Variables and Probability

3.1 Concept of a Random Variable

 In some cases, we are interested in some function of the

These quantities of interest, or more formally,

Copyright © 2010 Pearson Addison-Wesley. All rights reserved.

Copyright © 2010 Pearson Addison-Wesley. All rights reserved.

Copyright © 2010 Pearson Addison-Wesley. All rights reserved.

A random variable is discrete if it can take on a finite or

Copyright © 2010 Pearson Addison-Wesley. All rights reserved.

A random variable is continuous if it can take on an

Copyright © 2010 Pearson Addison-Wesley. All rights reserved.

 A random variable is denoted by a capital letter, e.g., X.

Copyright © 2010 Pearson Addison-Wesley. All rights reserved.

Example . Tossing two fair coins.

Copyright © 2010 Pearson Addison-Wesley. All rights reserved.

Example 3.9. If a car agency sells 50% of its inventory of a

Figure 3.1 Probability mass function plot

Copyright © 2010 Pearson Addison-Wesley. All rights reserved.

Figure 3.2 Probability histogram

Copyright © 2010 Pearson Addison-Wesley. All rights reserved.

Copyright © 2010 Pearson Addison-Wesley. All rights reserved.

Example . Tossing two fair coins:

Copyright © 2010 Pearson Addison-Wesley. All rights reserved.

Example . Tossing two fair coins:

Copyright © 2010 Pearson Addison-Wesley. All rights reserved.

Figure 3.3 Discrete cumulative distribution function

Copyright © 2010 Pearson Addison-Wesley. All rights reserved.

 A continuous random variable has a probability of 0

 Consequently, its probability distribution cannot be

Copyright © 2010 Pearson Addison-Wesley. All rights reserved.

Copyright © 2010 Pearson Addison-Wesley. All rights reserved.

Copyright © 2010 Pearson Addison-Wesley. All rights reserved.

Copyright © 2010 Pearson Addison-Wesley. All rights reserved.

It is important to realize that:

Copyright © 2010 Pearson Addison-Wesley. All rights reserved.

(a) Verify that f(x) is a density function.

Copyright © 2010 Pearson Addison-Wesley. All rights reserved.

(a) Verify that f(x) is a densityfunction.

(b) Find P(0 < X ≤ 1).

Copyright © 2010 Pearson Addison-Wesley. All rights reserved.

Copyright © 2010 Pearson Addison-Wesley. All rights reserved.

Copyright © 2010 Pearson Addison-Wesley. All rights reserved.

Find F(x), and use it to evaluate P(0 < X ≤ 1).

Copyright © 2010 Pearson Addison-Wesley. All rights reserved.

Copyright © 2010 Pearson Addison-Wesley. All rights reserved.

Copyright © 2010 Pearson Addison-Wesley. All rights reserved.

 Our study of random variables and their probability distributions

e.g: In a study to determine the likelihood of success in college

 If X and Y are two discrete random variables, the probability

Copyright © 2010 Pearson Addison-Wesley. All rights reserved.

Copyright © 2010 Pearson Addison-Wesley. All rights reserved.

Example 3.14. Two ballpoint pens are selected at random from

(a) the joint probability function f(x, y),

Copyright © 2010 Pearson Addison-Wesley. All rights reserved.

Table 3.1 Joint Probability Distribution for Example 3.14

When X and Y are continuous random variables, the joint

Copyright © 2010 Pearson Addison-Wesley. All rights reserved.