MATH 52540 STATISTICS

CHAPTER 7
RANDOM VARIABLES AND DISCRETE PROBABILITY DISTRIBUTION
A Random Variable is a variable that assumes numerical values associated with
the random outcomes of an experiment. We have Discrete and Continuous random
variables.
Random variables that can assume a countable number of values are called
Discrete. e.g counting the number of heads when 2 coins are tossed.
Random variables that can assume values corresponding to any of the points
contained in one or more intervals are called Continuous.
The Probability Distribution of a discrete random variable is a graph, table, or
formula that specifies the probability associated with each possible value the
random variable can assume.
Requirements for the pdf of a Discrete Random variable, x
1. 0 ≤ 𝑝(𝑥) ≤ 1 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑣𝑎𝑙𝑢𝑒𝑠 𝑜𝑓 𝑥
2. ∑ 𝑝(𝑥) = 1
𝑻𝒉𝒆 𝒎𝒆𝒂𝒏 𝒐𝒓 𝒆𝒙𝒑𝒆𝒄𝒕𝒆𝒅 𝒗𝒂𝒍𝒖𝒆, 𝒐𝒇 𝒂 𝒅𝒊𝒔𝒄𝒓𝒆𝒕𝒆 𝒓. 𝒗 , 𝒙 𝒊𝒔
𝜇 = 𝐸(𝑥) = ∑ 𝑥 𝑝(𝑥)
The variance of a discrete r.v x is 𝜎 2 = 𝐸[(𝑥 − 𝜇)2 ] = ∑(𝑥 − 𝜇)2 𝑝(𝑥) where the
standard deviation is 𝜎 = 𝜎 2
Discrete Probability Distribution function: This is a probability distribution
function that makes use of discrete random variables.
Binomial Probability Distributions
Characteristics of a Binomial Random variable
1. The experiment consists of n identical trials
2. There are only two possible outcomes on each trial. S : Success and F:
Failure.
3. The probability of S remains the same from trial to trial. P(S) = p, P(F) =q,
p = 1-q
4. The trials are independent.
5. The binomial random variable x is the number of S’s in n trials.
The Binomial Probability distribution
𝒏
𝒑(𝒙) = ( ) 𝒑𝒙 (𝟏 − 𝒑)𝒏−𝒙 (𝒙 = 𝟎, 𝟏, 𝟐, … . . , 𝒏)
𝒙
𝑀𝑒𝑎𝑛: 𝜇 = 𝑛𝑝
2
𝑉𝑎𝑟𝑖𝑎𝑛𝑐𝑒: 𝜎 = 𝑛𝑝𝑞, 𝑠𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝑑𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛: 𝜎 = √𝑛𝑝𝑞
The Poisson Probability Distribution
A Poisson probability distribution is a discrete probability distribution that applies
to occurrences of some event over a specified interval. The random variable x is
the number of occurrences of the event in an interval.
𝜇 𝑥 𝑒 −𝜇
𝑝(𝑥) = (𝑥 = 0,1, … … . )
𝑥!
𝑤ℎ𝑒𝑟𝑒 𝜇 = 𝜎 2 = 𝜇
Requirements for the Poisson pdf
1. The random variable x is the number of occurrences of an event in some
interval.
2. The occurrences must be random.
3. The occurrences must be independent of each other.
4. The occurrences must be uniformly distributed over the interval being used.

CHAPTER 8 CONTINUOUS PROBABILITY DISTRIBUTIONS

Continuous probability distribution
A probability distribution that makes use of continuous random variables.
Uniform Distribution
A continuous random variable has a uniform distribution if its values are spread
evenly over the range of possibilities. The graph of a uniform distribution results in
a rectangular shape. It is described by the function
1
𝑓(𝑥) = , 𝑤ℎ𝑒𝑟𝑒 𝑎 ≤ 𝑥 ≤ 𝑏.
𝑏−𝑎
Normal Distribution
The continuous r.v has a bell-shaped probability distribution (or bell-curve).
𝟏 𝟏 𝒙−𝝁 𝟐
𝒇(𝒙) = 𝒆−𝟐( 𝝈
)
𝝈√𝟐𝝅
Curve is Symmetrical and Bell-shaped

The Standard Normal distribution is a normal distribution with 𝜇 = 0 and 𝜎 = 1.

The total area under its density curve is 1.

-3 -2 -1 0 1 2 3

Standardizing a Normal distribution (Triola pg 285)

𝑥−𝜇
𝑧=
𝜎

Finding Values from known areas for Probabilities

𝑥 =𝜎∗𝑧+𝜇
 CHAPTER 9 –SAMPLING DISTRIBUTIONS
Sampling distribution of the sample mean
This is the distribution of all possible sample means with all samples having the same sample
size n taken from the same population. The distribution of the sample mean tends to be a normal
distribution. The sample means target the value of the population mean.
̅
Properties of the Sampling Distribution of 𝒙
1. Mean of sampling distribution equals mean of sampled population. 𝝁𝒙̅ = 𝑬(𝒙 ̅) = 𝝁
2. The standard deviation of the sampling distribution is also referred to as the standard
𝜎
error of the mean given as follows: 𝜎̅𝒙 = 𝑛
√

Central Limit theorem:

If we have a random sample of n observations selected from a population with mean 𝜇 and
standard deviation of 𝜎; where n≥ 30, the sampling distribution of 𝒙 ̅ is approximately normal
𝜎
with 𝜇𝑥̅ = 𝜇 and 𝜎𝒙̅ = 𝑛. The larger the value of n, the better the normal approximation.
√

𝑥̅ − 𝜇
𝑧 − 𝑠𝑐𝑜𝑟𝑒 𝑐𝑜𝑛𝑣𝑒𝑟𝑠𝑖𝑜𝑛: 𝑧 = 𝜎
√𝑛
If the original population is not normal and n< 30, then the distribution of 𝑥̅ cannot be
approximated well by a normal distribution and the methods described here does not apply.