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Probability and Statistical Methods Math 322: y Y Y y
Probability and Statistical Methods Math 322: y Y Y y
Math 322
In statistics we deal with random variables- variables whose observed value is determined by
chance. Random variables usually fall into one of two categories: discrete or continuous
Random Variable. A random variable (r.v.) is a function that associates a real number with each
element in the sample space. Random variables will be denoted by uppercase letters and their
observed numerical values by lowercase letters.
Discrete Random Variable. A random variable is discrete if it can assume at most a finite or a
countably infinite number of possible values.
Example 1. Two balls are drawn in succession without replacement from an urn containing 4 red
and 3 black balls. The possible outcomes and values y of the random variable Y where Y is the
number of red balls are:
Sample Space y
RR 2
RB 1
BR 1
BB 0
Continuous Random Variable. A random variable is continuous if it can assume any value in
some interval or intervals of real numbers and the probability that it assumes any specific value
is 0.
(1) f ( x ) 0
(2) f ( x) = 1
x
(3) P ( X = x ) = f ( x ) .
3 5 3 5
P ( X = 0 ) = f ( 0 ) = = P ( X = 1) = f (1) = =
0 5 1 1 4 15
;
8 56 8 56
5 5
3 5 3 5
P ( X = 2 ) = f ( 2 ) = = 3 2 = 10
2 3 30
; P ( X = 3) = f ( 3) =
8 56 8 56
5 5
Therefore the probability distribution of X is
x 0 1 2 3
f ( x) 1 15 30 10
56 56 56 56
Exercise. Among 10 applicants for an open position 6 are female and 4 are males. Suppose 3
applicants are randomly selected from the applicant pool for final interviews. Find the
probability distribution for X , which is the number of female applicants among the final three.
Exercise. Let W be a random variable giving the number of heads minus the number of tails in
three tosses of a coin.
(a) List the elements of the sample space
(b) Assign a value w of W to each sample points.
(c) Find the probability distribution of the random variable W assuming that the coin is
biased so that a head is twice as likely to occur as a tail.
F ( x ) = P ( X x ) = f (t ) , for − x .
tx
Example 2. Find the cumulative distribution of the number of chemists in Example 1. Using,
10
F ( x ) , show that f ( 3) = .
56
1
F ( 0) = f ( 0) = ;
56
2
16
F (1) = f ( 0 ) + f (1) =
56
46
F ( 2 ) = f ( 0 ) + f (1) + f ( 2 ) = ;
56
F ( 3) = f ( 0 ) + f (1) + f ( 2 ) + f ( 3) = 1 .
Hence,
0, if x 0
1
if 0 x 1
56
16
F ( x) = if 1 x 2
56
46
56 if 2 x 3
1 if x 3
46 10
Now, f ( 3) = F ( 3) − F ( 2 ) = 1 − = .
56 56
(2) f ( x ) dx = 1
−
b
(3) P ( a X b ) = f ( x ) dx .
a
3
Example 1. Suppose that a random variable X has a probability density function given by
kx (1 − x ) 0 x 1
f ( x) =
0 elsewhere
(a) Find the value of k that makes this a probability function.
1
kx (1 − x ) dx = 1 k = 6
0
0, if x 0
F ( x) = 3x 2 − 2 x 3 , if 0 x 1
1, if x 1
Example 2. The weekly demand X for kerosene at a certain supply station has a density
function given by
x for 0 x 1
f ( x) = 1/ 2 for 1 x 2
0
elsewhere
1 3
(a) Find P X
2 2
(b) Find F ( x ) = P ( X x ) .
(2) f ( x, y ) = 1
x y
(3) P ( X = x, Y = y ) = f ( x, y )
Example 2. Let X denote the reaction time, in seconds, to a stimulant and denote Y the
temperature ( 0 F ) at which a certain reaction starts to take place. Suppose that two random
variables X and Y have the joint density
4 xy, 0 x 1, 0 y 1
f ( x, y ) =
0, elsewhere
(a) Show that f ( x, y ) is a probability density function
1 1 1
(b) Find P 0 X , Y .
2 4 2
Marginal Distributions
Example 1. Suppose that X and Y have the following joint probability distribution:
f ( x, y ) x 1 2 h( y)
1 0.10 0.15 0.25
y 3 0.20 0.30 0.50
5 0.10 0.15 0.25
g ( x) 0.40 0.60 1
5
(a) Find the marginal distribution of X
x 1 2
g ( x) 0.40 0.60
Statistical Independence
Theorem. Let X and Y be two random variables, discrete and continuous, with joint
probability distribution f x, y and marginal distributions g ( x) and h( y ) respectively. The
random variables X and Y are said to be statistically independent if and only if
f ( x, y ) g ( x ) h( y )
for all ( x, y ) within their range.
Example 1. Let X denote the number of times a certain numerical control machine will
malfunction: 1,2,3 times on any given day. Let Y denote the number of times a technician is
called on an emergency call. Their joint probability distribution is given as
f x, y x
1 2 3
1 0.05 0.05 0.10
y 2 0.05 0.10 0.35
3 0 0.20 0.10
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Example 2. Consider the following joint probability density function of the random variables
X and Y :
3x y
, 1 x 3,1 y 2
f ( x, y ) 9
0 elsewhere
3x y 2 x 1 12 2 y
Since , the variables X and Y are not independent.
9 6 9
(c) Find P X 2 .
3 3
2x 1 2
P( X 2) g ( x)dx dx .
2 2
6 3
Exercises
1.A coin is tossed twice. Let Z denote the number of heads on the first toss and W the total
number of heads on the 2 tosses. If the coin is unbalanced and a head has a 40% chance of
occurring, find
(a) the joint probability distribution of W and Z
(b) the marginal distribution of W
(c) the marginal distribution of Z
(d) the probability that at least 1 tail occurs.
2. Suppose that 2 batteries are randomly chosen without replacement from the following group
of 12 batteries such that 3 of them are new, 4 are used (working) and 5 are defective.
Let X denote the number of new batteries chosen and Y denote the number of used batteries
chosen. Construct the joint probability distribution for the random variables X and Y .
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3. Suppose that X and Y have the following joint probability distribution.
x h(y)
f(x,y)
2 4
1 0.10 0.15
y 2 0.30
3 0.10
g(x) 0.60 1
Fill in the missing probabilities and determine whether X and Y are independent or not.
4. A box contains 3 cards numbered as 1, 2 and 3. Two cards are selected at random, without
replacement. Let X and Y be two discrete random variables defined by
X (a, b) = min(a, b) and Y (a, b) = a − b .
a) Determine the sample space;S, of the experiment.
b) Determine the image sets; X ( S ) and Y ( S ).
c) Construct the joint distribution table for X and Y, including marginal distributions.
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Sonuç Zorlu Lecture Notes