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Mathematics QA026

Topic 8: Random Variables

LECTURE 1
TOPIC
: 8.0 RANDOM VARIABLES
SUBTOPIC : 8.1 Introduction to Random Variables
LEARNING :
understand the concept of discrete
OUTCOMES
and continuous random variable
construct probability distribution
table and probability distribution
function
Variable is defined as a characteristics or attribute
that can assume different values. Various letters of
alphabet, such as x, y, or z, are used to represent
variables.
A random variable is a variable whose value depends on
the outcome of a
random experiment.
Usually denote a
random variable by a
capital letter
(X, Y, Z) and the
particular value takes by a
small letter (x,y,z)
A random variable can be discrete or continuous
Discrete Random
Variable

A random variable that assumes


countable values

Continuous

A random variable whose values are


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Mathematics QA026
Topic 8: Random Variables

Random
Variable

not countable. It can assume any


value contained in a real line interval.

Example:
Indicate which of the following random variables are
discrete or continuous.
a) The number of cars sold at a dealership during a given
month
b)

Prices of houses in an area

c)

The number of employees working at a company

d)

Salaries of workers in at a factory

e)

The height of students in KMPh

Discrete Random Variables


Suppose x , x ,..., x are the values of a discrete random
variable X which are associated with the corresponding
probabilities P( X x ), P( X x2 ),..., P( X xk ) .
1

P( X
If
i 1

xi ) 1 ,

then X is a discrete random variable.


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Mathematics QA026
Topic 8: Random Variables

Characteristic of Probability Distribution of a Discrete


Random Variable:
a)

b)

0 P( X ) 1

for each value of x

P( X x ) 1
i 1

The probability distribution can be presented in the form


of
-table
-function
-graph

Example 1
Two fair coins are tossed. X represents the number of tails
obtained.
a) Show that X is a discrete random variable
b) Construct a probability distribution table
c) Sketch a graph for the probability distribution of X
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Mathematics QA026
Topic 8: Random Variables

Solution

Example 2
Three fair coins are tossed. X represents the number of
heads obtained.
a) Show that X is a discrete random variable
b) Construct a probability distribution table
c) Sketch a graph for the probability distribution of X

Mathematics QA026
Topic 8: Random Variables

Solution

Example 3
A fair dice is thrown. If X represents the number on the
dice, show that X is a discrete random variable. Find P( X 3)
and P(1 X 5) .
Solution

Mathematics QA026
Topic 8: Random Variables

Example 4
The probability distribution function of a discrete random
variable X is given by P( X x) k (4 x) for x 0,1,2,3 . Given that
k is a constant, find the value of k.
Solution

Mathematics QA026
Topic 8: Random Variables

Example 5
The probability distribution function of a discrete random
variable X is given by P( X x) kx for x 0,1,2,3,4 .
a) Find the value of the constant k
b) Obtain the probability distribution of X
c) Find
P ( X 1 or X 4)
i)
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Mathematics QA026
Topic 8: Random Variables

ii)

P (| X 2 | 1)

Solution

Example 6:
A bag contains four red towels and three yellow towels. The
towels are to be drawn at random one by one without
replacement until a red towel is obtained. If X is the total
number of towels drawn from the bag:
a) Obtain the probability distribution of X
b) Find P(1 X 3)
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Mathematics QA026
Topic 8: Random Variables

Solution

Example 7
The two unbiased spinners, one numbered of 1,2,3,4 and the
other numbered 1, 2, 3 are spun. The discrete random
variable X is the sum of the two results.
a) Tabulate the probability distribution of X
b) Find P( X 5)

Mathematics QA026
Topic 8: Random Variables

Solution

Example 8
Given the discrete random variable X has the following
probability distribution function.
2 px ,
px ,

g ( x)

x 0, 1, 2
x 3, 4

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Mathematics QA026
Topic 8: Random Variables

where p is a constant. Find the value of


the graph of g(x).

p.

Hence, sketch

LECTURE 2
SUBTOPIC

: 8.2

LEARNING
OUTCOMES

Discrete Random Variable

find the cumulative distribution


function and solve related problems

Cumulative Distribution Function


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Mathematics QA026
Topic 8: Random Variables

Cumulative distribution function for a discrete random


variable X:
xn

F ( x ) P( X x) P ( X x)
x1

where P(X=x) for x = x1, x2, x3, ,xn


In general;
1. P( X

a)

2.

P( X a)

3.

P ( a X b)

4.

P ( a X b)

5.

P ( a X b)

P ( X a ) P ( X a 1)
F (a ) F (a 1)
1 P( X a)

1 F (a )
P ( X b) P ( X a )
F (b) F ( a)
P ( X b 1) P ( X a)
F (b 1) F (a )
P ( X b) P ( X a 1)
F (b) F ( a 1)

Example 1
Find the cumulative distribution function for the random
variable X where X is the score on an unbiased dice.
Solution
The probability distribution for X is shown in the table:

x
P( X x)

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Mathematics QA026
Topic 8: Random Variables

P( X x)

Example 2
For a discrete random variable X
distribution function F(x) is as shown :

Find

F(x)

0.2

0.32

(a) P(X = 3)

0.67 0.9

(b) P(X > 2)

Solution

13

the

5
1

cumulative

Mathematics QA026
Topic 8: Random Variables

Example 3
The probability distribution function of a discrete random
variable X is given in the table below:
x
P( X x)

0
1
8

3
8

3
8

1
8

(a) Construct the cumulative distribution table


(b) Find the cumulative distribution function, F(x)
Solution
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Mathematics QA026
Topic 8: Random Variables

Example 4
The probability distribution for random variable X is shown
in the table. Construct the cumulative distribution table
and find the cumulative distribution function, F( x).

P(X=x)

0.03

0.04

0.06

0.12

0.4

0.15

0.2

Solution

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Mathematics QA026
Topic 8: Random Variables

Example 5
The discrete random variable X has the following
probability distribution function:
1
6 , x 0,2

1
f ( x) , x 1,3
3
0 , otherwise

Find the cumulative distribution function, F(x) and sketch


its graph. Hence, find
(a) P(X 2)
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Mathematics QA026
Topic 8: Random Variables

(b)
(c)
(d)
(e)

P(X < 1)
P(0 < X 3)
P(X > 2)
P(X > 1)

Solution

LECTURE 3
SUBTOPIC
LEARNING
OUTCOMES

: 8.2 Discrete Random Variables


:
find the mean and variance
solve problems related to probability
distribution function

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Mathematics QA026
Topic 8: Random Variables

Expectation of Discrete Random Variables


1)

Mean, E ( X )

2)

E ( X 2 ) x 2 P( X x)

3)

E g ( X ) g x P ( X x )

x P( X

x)

Properties of Expectation
where b is constant

i)

E (b) b

ii)

E[ aX b] aE ( X ) b

iii) E[ g1 ( X ) g 2 ( X )] E[ g1 ( X )] E[ g 2 ( X )]
Example 1
Calculate the mean of this distribution

P( X x)

1
12

2
12

3
12

3
12

2
12

1
12

Solution

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Mathematics QA026
Topic 8: Random Variables

Example 2
A discrete random variable Z has the following probability
distribution

z
P(Z=z)

1
0.1

2
0.2

t
0.7

Find the value of t if E(Z) = 4


Solution:

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Mathematics QA026
Topic 8: Random Variables

Example 3
A discrete random variable can only take the values 2 and 3
and has expectation 2.6. Find the probability P(X =2) and
P(X = 3).
Solution

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Mathematics QA026
Topic 8: Random Variables

Example 4
A computer is programmed to produce a sequence of
integers, R in the range 0 to 5 inclusive, with probabilities
as shown below

P(R = r)

1
30

2
30

3
30

4
30

5
30

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Mathematics QA026
Topic 8: Random Variables

i)
ii)

show that k =
calculate the mean of R

Solution

Example 5
Let X be the random variable with probability distribution
as follows:

P(X = x)

2
9

3
9

1
9

3
9

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Mathematics QA026
Topic 8: Random Variables

Find:
(a) E(X)
(d) E(4X + 3)

(b) E(X 2)
(c) E(4X)
(e) E(2X2 + X 1)

Solution

LECTURE 4
SUBTOPIC
LEARNING
OUTCOMES

: 8.2 Discrete Random Variables


:
find the mean and variance
solve problems related to probability
distribution function

Variance of Discrete Random Variables


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Mathematics QA026
Topic 8: Random Variables

1)

Var ( X ) E ( X ) 2 E ( X 2 ) [ E ( X )]2

2)

Var (a) 0

3)

Var ( aX ) a 2Var ( X )

4)

Var (aX b) Var (aX ) Var (b) a 2Var ( X )

Example 1
Find the variance of the following distribution:

P(X = x)

1
12

2
12

3
12

3
12

2
20

1
12

Solution

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Mathematics QA026
Topic 8: Random Variables

Example 2
A discrete random variable X has the following probability
distribution :

P(X = x)

1
0.4

2
0.2

Find :

25

3
0.3

4
0.1

Mathematics QA026
Topic 8: Random Variables

(a) Var(X)
(d) Var (2X + 4)

(b) Var(2)

(c) Var (4)

Solution

Example 3
The probability distribution function of a discrete random
variable X is
x2

f x 55 , x 1, 2, 3, 4, 5
0 ,
otherwise

Find
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Mathematics QA026
Topic 8: Random Variables

(a) E(X)

(b) Var (X)

(c) Var (2 3X)

Solution

Example 4
The distribution of the number of muffins, X, bought by a
customer at a particular shop is given below

Probability

1
12

2
12

3
12

2
12

1
12

(a) Find the value of a


(b)Evaluate mean of the distribution
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Mathematics QA026
Topic 8: Random Variables

(c) Evaluate the variance of X


(d)Initially the shopkeeper charges 40 cents for each
muffin, which cost 10 cents to produce. Using the answer
in part (b), find the expected profit made.
Solution

Example 5
The table below lists all the possible values of the random
variable X, and their probabilities.

P(X = x)

1
12

2
12

3
12

3
12

2
12

1
12

Find
(a)

P ( X 5)

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Mathematics QA026
Topic 8: Random Variables

(b)
(c)

P ( X 5)
P (3 X 5)

Solution

Example 6
The discrete random variable W has probability distribution
function as shown

w
P(W =
w)

3
0.1

2
0.25

1
0.3

Find
29

0
0.15

1
d

Mathematics QA026
Topic 8: Random Variables

(a)
(b)
(c)
(d)

the value of d,
P( 3 W 0)
P( W 1)
P( 1 W 1)

Solution

Example 7
The number of telephone calls received in 15 minutes on a
weekday at a reception counter is a discrete random
variable Y with the following probability distribution

y
P(Y = y)

0
0.1

1
0.1

2
0.2

Find
30

3
0.3

4
0.2

5
0.1

Mathematics QA026
Topic 8: Random Variables

(a)
(b)
(c)
(d)
(e)
(f)

the probability that there are less than 3 call received


the probability that at least 2 call received
the probability that at most 1 call received
the probability between 1 and 4 calls received
the expected number of calls received within 15
minutes
the probability that the number of calls received is
more than mean

Solution

LECTURE 5
SUBTOPIC

: 8.3

LEARNING :
OUTCOMES

Continuous Random Variables

Identify the probability density function.


Find the mean and variance

Probability Density Function of a Continuous Variable


If the probability density function f ( x) 0 all x and f ( x)dx 1 then
X is continuous random variable.

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Mathematics QA026
Topic 8: Random Variables

Properties Of Probability Density Function

0 f ( x) 1

f ( x ) dx 1

P (a x b) f ( x )dx
a

P( X a) 0

P( X a) P( X a)

f ( x)dx

P(a X b) P(a X b) P( a X b) f ( x)dx


a

Example 1
Show that f ( x) 3x , 0 < x < 1 is a probability density function for a
random variable X .
2

Solution

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Mathematics QA026
Topic 8: Random Variables

Example 2
Given the continuous random variable X has the following probability
density function:
f ( x)

Show that k =

3
64

kx 2
, 4 x 4
2

and k is a constant.

Solution

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Mathematics QA026
Topic 8: Random Variables

Example 3
The continuous random variable X has probability density function
f(x) as follows:
2
11 (2 x),

2
f ( x)
x,
11

0,

0 x 1
1 x 3
otherwise

(a) Show that f(x) is the probability function for the continuous
random variable X.
(b) Find

X 2
2

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Mathematics QA026
Topic 8: Random Variables

Example 4:
The continuous random variable X has probability density function
k ( x 1),

f ( x)
2k ,

0,

(a)
(b)
(c)
(d)

0 x2
2 x3
otherwise

Find the value of the constant k


Sketch the probability density function
Find P1.5 X 2.5
Find P X 1.8

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Mathematics QA026
Topic 8: Random Variables

Example 5
X is a continuous random variable with probability density function
hx 2 ,
0,

g ( x)

(a)

Find the value of h

(b)

Calculate P X 1 and

(c)

If P | X | m 0.5 , find m.

2 x 2
otherwise

P | X |
2

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Mathematics QA026
Topic 8: Random Variables

LECTURE
SUBTOPIC

6
: 8.3 Continuous Random Variables

LEARNING :
OUTCOMES

Find the cumulative distribution function and


solve related problems

Cumulative Distribution Function

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Mathematics QA026
Topic 8: Random Variables

Note:
1.

Cumulative distribution function

F (t )

for x is defined as

F (t ) P ( X t )

f ( x ) dx

2.

P ( a X b ) P ( a X b) P ( a X b )
b

f ( x) dx
a
b

f ( x)dx

f ( x)dx

F (b) F (a )

3.

F ( ) 0

4.

f ( x)

and

F ( ) 1

d
F ( x)
dx

Example 1
X is a continuous random variable with probability density function
1
f x x , where 0 x 4 .
8
Find the cumulative distribution function

Solution

38

F (x ) .

Mathematics QA026
Topic 8: Random Variables

Example 2
X is a continuous random variable with probability density function,
1
f ( x) 4 x , 1 x 3. Find the cumulative distribution function.
4
Solution

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Mathematics QA026
Topic 8: Random Variables

Example 3
The continuous random variable X has the cumulative distribution
function given by
; x0
0
2x
; 0 x2

5
F x
4 2
x2
3x 4 ; 2 x 3
2
5 5

1
; x3

Find
a)

P X 0 .5

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Mathematics QA026
Topic 8: Random Variables

b)

P 1 X 2. 5

Solution

Example 4
The continuous random variable X has the probability density
function defined by:
1
2 , 0 x 1

1 x 1, 1 x 2
f ( x) 2
1
x 1, 2 x 3
2
0, otherwise
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Mathematics QA026
Topic 8: Random Variables

Find the cumulative distribution function F(x). Hence, determine


(a)
P(X1.5)
(b)
P(X>1.5)
(c)
P(0.5<X<1.5)
(d)
P(0X<2.5)
Solution

Example 5
The random variable X has a cumulative distribution function given
by
x0

3
x
F x
27
1

0 x3
x3

Find the probability density function.


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Mathematics QA026
Topic 8: Random Variables

Solution

Example 6
The random variable X has a cumulative distribution function given
by
,x 2

ax 1 ,2 x 4
10
F ( x)
x b ,4 x 13
10
1
, x 13

43

Mathematics QA026
Topic 8: Random Variables

Find
a)
b)
c)

the values of a and b


the probability density function
P(3<X<6)

Solution

LECTURE
SUBTOPIC:
LEARNING
OUTCOMES :

7
8.3

Continuous Random Variables

find the mean and variance


determine the probability from a
probability density function.

Expectation (mean) of Continuous Random Variables Function


The expected value of a continuous random variable X is given by
44

Mathematics QA026
Topic 8: Random Variables

a)

E X

b)

E g X

c)

x f x dx

g x

E aX b

f x dx

ax b f x dx

Example 1
The random variables of X has probability density function:

a( x x 3 ) ; 0 x 1
f x
0 ; Otherwise

(a) Show that a = 4


(b) Find E(X)
Solution

Example 2
The probability density function of the age of babies, x years being
brought to a post natal clinic is given by

3
x (2 x) 0 x 2
f(x) = 4
0
otherwise
Find the mean and

E ( X 2 ) of

the babies brought to the clinic

Solution
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Mathematics QA026
Topic 8: Random Variables

Example 3
The probability density function of X and Y are as follows:

f (x) = 3
0

1 x 4
otherwise

2
( y 1)
g(y) = 15
0
46

0 y3
otherwise

Mathematics QA026
Topic 8: Random Variables

Find E(5Y) E(2X).


Solution

Example 4
The continuous random variable X has probability density function f(x)
where

1
( x 3) 0 x 4
f(x) 20
0
otherwise
Find :

(a) E(X)
(b) E(2X + 5)
(d) E(X2 + 2X 3)
47

(c) E(X2)

Mathematics QA026
Topic 8: Random Variables

Solution

Variance of Continuous Random Variables Function


2 = Var(X) = E ( X2) [E(X)]2
standard deviation, =

Var ( X )

If a is a constant,
a) Var (a) = 0
b) Var (aX) = a2 Var X
c) Var (aX + b) = a2Var X
Example 5
48

Mathematics QA026
Topic 8: Random Variables

A continuous random variable X has probability density function


f(x) =

kx 2 0 x 2

otherwise

(a) Find the value of constant k


(b) The variance of X
Solution

Example 6
The continuous random variable X has probability density function f(x)
where
1
f (x) = ( 8 ) x, 0 x 4 .
Find :
(a) E(X)
(b) E(X2)
(c) Var(X )
(d) Standard deviation of X
(e) Var (3x + 2)
Solution
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Mathematics QA026
Topic 8: Random Variables

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