PROBABILITY

DITRIBUTION OF A
DISCRETE RANDOM
VARIABLE AND ITS
PROPERTIES
MEAN AND VARIANCE OF A RANDOM VARIABLE

 The measure of the central location of a random variable is called the

expected value or mean of the random variable. It is calculated as
the weighted mean of the values where the weights are their
corresponding probabilities.
 The expected value or mean of the random variable X, denoted by , is

= =
Example: Let be the number of heads obtained in
tossing a coin. Find the expected value of the
number of heads.
     
0 1
 

The expected value or mean of is calculated as

 
 VARIANCE OF RANDOM VARIABLE

 A measure of variability of or the spread of the values for

a random variable is the variance.
 The variance of the random variable , denoted by Var, is
given by
Var.
 Standard Deviation
 Another measure of variability for the random
variable is the standard deviation. The standard
deviation of a random variable , denoted by , can
be computed by solving for the positive square
root of Var. Thus,
Example

 Determine the variance of the random

variable X given in the previous example.
 Solution
1
In example 1.9, the expected value or mean of 𝑋 was . To calculate the variance, construct a table of
2
values for 𝑥, 𝑃 ሺ𝑋 = 𝑥 ሻ, 𝑥 − 𝜇𝑋 , (𝑥 − 𝜇𝑋 )2 , and (𝑥 − 𝜇𝑋 )
2
∙ 𝑃(𝑋 = 𝑥). See the table below.

𝑥 𝑃ሺ𝑋 = 𝑥 ሻ 𝑥 − 𝜇𝑋 (𝑥 − 𝜇𝑋 )2 (𝑥 − 𝜇𝑋 )2 ∙ 𝑃(𝑋 = 𝑥)

1 1 1 1
−
0 2 2 4 8

1 1 1 1
1 2 2 4 8

The variance of 𝑋 is given by the sum of the values in the last column. Thus,

1 1 2 1
Varሾ𝑋ሿ= 𝜎𝑋2 = σ 𝑘𝑖=1(𝑥𝑖 − 𝜇𝑋 )2 ∙ 𝑃 ሺ𝑥𝑖 ሻ = + = =
8 8 8 4

1
Thus, the variance of 𝑋 is .
4