Unit 2: Random variables and its Characterization

Random Variable:

It is a function 𝑋(𝜔) with domain 𝑆 and range (−∞, ∞) such that for
every real number 𝑎, the event [𝜔: 𝑋(𝜔) ≤ 𝑎] ∈ 𝐵

Discrete and Continuous Random Variables and Their

Distribution Functions
 Discrete Random Variable

 Continuous Random Variable

Q1. Classify the following random variables as discrete or

continuous:
  Discrete Probability Distribution

Q2.

Q3. An overseas shipment of 5 foreign automobiles contains 2

that have slight paint blemishes. If an agency receives 3 of these
automobiles at random, list the elements of the sample space,
using the letters B and N for blemished and nonblemished resp.
Find the probability distribution for number of automobiles with
paint blemishes purchased by the agency.

Q4. Determine the value of 𝑐 so that the following function can

serve as a probability distribution of discrete random variable 𝑋.
𝑓 (𝑥 ) = 𝑐 (𝑥 2 + 4), 𝑓𝑜𝑟 𝑥 = 0,1, 2, 3;

Q5. A random variable 𝑋 has the following probability function:

Values of 𝑋, 𝑥: 0 1 2 3 4 5 6 7
𝒇(𝒙) 0 𝒌 𝟐𝒌 𝟐𝒌 𝟑𝒌 𝒌𝟐 𝟐𝒌𝟐 𝟕𝒌𝟐 + 𝒌
(i) Find 𝒌
(ii) Evaluate 𝑷(𝑿 ≥ 𝟐)

(iii) 𝑷(𝑿 = 𝟒 𝒐𝒓 𝑿 = 𝟓)

Points to remember
1. 𝑓(𝑥𝑗 ) = 𝐹(𝑥𝑗 ) − 𝐹(𝑥𝑗−1 )

2.
𝑃(𝑎 < 𝑋 ≤ 𝑏) = 𝐹 (𝑏) − 𝐹 (𝑎)

𝑃(𝑎 < 𝑋 < 𝑏) = 𝐹 (𝑏) − 𝐹 (𝑎) − 𝑃(𝑋 = 𝑏)

𝑃(𝑎 ≤ 𝑋 < 𝑏) = 𝐹 (𝑏) − 𝐹 (𝑎) − 𝑃(𝑋 = 𝑏) + 𝑃(𝑋 = 𝑎)

𝑃(𝑎 ≤ 𝑋 ≤ 𝑏) = 𝐹 (𝑏) − 𝐹 (𝑎) + 𝑃(𝑋 = 𝑎)

(iv) Determine the distribution function of 𝑋

1
(v) find minimum value of 𝑎, if 𝑃(𝑋 ≤ 𝑎 ) >
2
5 13
(vi) 𝑃 {2 < 𝑋 < |𝑋 > 4}
2

Q6(a)
Q6(b).

Q6(c).

 Continuous Probability Distribution

Q7.
Points to remember
1. 𝑓 (𝑥 ) = 𝐹 ′ (𝑥 )
2. 𝑃(𝑋 = 𝑐 ) = 0
3.
𝑃(𝛼 < 𝑋 < 𝛽 ) = 𝑃(𝛼 ≤ 𝑋 < 𝛽 ) = 𝑃(𝛼 < 𝑋 ≤ 𝛽 )

= 𝑃(𝛼 ≤ 𝑋 ≤ 𝛽 ) = 𝐹 (𝛽 ) − 𝐹(𝛼)
Q8. Determine distribution function for the following pdf.

Q9. Determine distribution function for the following pdf.

𝑥/2, 0≤𝑥≤1
1/2, 1≤𝑥≤2
𝑓(𝑥 ) =
(−𝑥 + 3)/2, 2 ≤ 𝑥 ≤ 3
{ 0, 𝑒𝑙𝑠𝑒𝑤h𝑒𝑟𝑒

Q10.
Q11.

Joint Probability Distribution

 For Discrete Random Variable

 For Continuous Random Variable

 Marginal Distribution
Q12.

Q13.
Q14.

(e) Find marginal distribution of 𝑿 and 𝒀.

Q15.

 Conditional distribution
Q16.

(c) Find marginal distribution of 𝑿 and 𝒀.

(d)

(e)

Q17.
Q18.

 Statistical Independence
Q19.

Q20. Determine whether the two random variables are dependent or

independent?
Mean of a Random Variable (Mean of the Probability
Distribution)

Q21.
Q22.

Mean of Linear Combination of Random Variables

Q23.
(b) Also find 𝑬(𝟒𝒆𝟐𝑿/𝟑 + 𝟓)

Q24.

(b) Also find 𝑬(−𝟐𝑿 + 𝟗)

Q25.

(a) Find expected number of cartons sold.

(b) Find expected profit.
Q26.

(c) Find 𝑬(𝟐𝑿 − 𝟑𝒀)

Q27.

Q28.

Variance of a Random Variable

Q29. Find Variance for the Q21.
Q30.

Find Variance also.

Q31.

(b)
(c)

Covariance of Random Variables

or

Imp.
 Sign of the covariance indicates whether the relationship
between two variables is positive or negative.
 If two variables are statistically independent, then
covariance is zero, but converse is not true.
 Covariance only describes the linear relationship between
two variables.
Q32.

Q33.

Find the covariance.

Variances of Linear Combination of Random Variables

Q34.
Q35.

Q36.

Q37.

Chebyshev’s Theorem
*If we take 𝒌𝝈 = 𝒄 > 𝟎, then

*We call the theorem a distribution-free result.

*Three-fourths or more of the observations of any distribution lie
in the interval μ ± 2σ.

Q38. What part of observations of any distribution lies in the

interval 𝝁 ± 𝟑𝝈?
Q39.

Q40.