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Random Variables
A random (stochastic or chance) variable is a function or rule
that assigns a numerical value to each outcome in the sample
space of a random experiment
Nomenclature:
Capital letters are used to represent
random variables (e.g., X, Y)
Lower case letters are used to represent
specific values of the random variable (e.g., x, y)
© 2012 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or
Random Variables
Consider an experiment of flipping 2 balanced coins and observing
the results. We can represent the events as
Heads on the 1st coin and Heads on the 2nd coin
Heads on the 1st coin and Tails on the 2nd coin
Tails on the 1st coin and Heads on the 2nd coin
Tails on the 1st coin and Tails on the 2nd coin
Analogy:
Integers are Discrete, while Real Numbers are Continuous
© 2012 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or
Probability Distributions
A probability distribution is a table, formula, or graph that
describes the values of a random variable and the
probability associated with these values
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Probability Notation
An upper-case letter will represent the name of the random
variable, usually X
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Discrete Probability Distributions
The probabilities of the values of a discrete random
variable may be derived by means of probability tools such
as tree diagrams or by applying one of the definitions of
probability, so long as these two conditions apply:
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Example 7.1
The Statistical Abstract of the United States is published
annually. It contains a wide variety of information based on
the census as well as other sources. The objective is to
provide information about a variety of different aspects of
the lives of the country’s residents. One of the questions
asks households to report the number of persons living in
the household. The following table summarizes the data.
Develop the probability distribution of the random variable
defined as the number of persons per household
© 2012 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or
Example 7.1
Number of Persons Number of Households (millions)
1 31.1
2 38.6
3 18.8
4 16.2
5 7.2
6 2.7
7 or more 1.4
Total 116.0
© 2012 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or
Example 7.1
Probability distributions can be estimated from relative
frequencies
It can be seen that all the
x P(x) requirements are satisfied.
1 31.1/116.0 = .268 Each probability lies
between 0 and 1 and the
2 38.6/116.0 = .333 total of all the
probabilities is 1
3 18.8/116.0 = .162
4 16.2/116.0 = .140
5 7.2/116.0 = .062
6 2.7/116.0 = .023
7 or more 1.4/116.0 = .012
Total 1.000
© 2012 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or
Example 7.1
E.g. what is the probability there are 4 or more persons in
any given household?
x P(x)
1 .268
2 .333
3 .162
4 .140
5 .062
6 .023
7 or more .012
© 2012 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or
Example 7.2
A mutual fund salesperson has arranged to call on three
people tomorrow. Based on past experience the salesperson
knows that there is a 20% chance of closing a sale on each
call. Determine the probability distribution of the number
of sales the salesperson will make
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Example 7.2…
Developing a Probability Distribution…
Sales Call 1 Sales Call 2 Sales Call 3
(.2)(.2)(.8)= .032
P(S)=.2 SSS
P(S)=.2 X P(x)
P(SC)=.8 S S SC
P(S)=.2 S SC S 3 .23 = .008
P(S)=.2
P(SC)=.8 2 3(.032)=.096
P(SC)=.8 S S C SC 1 3(.128)=.384
P(S)=.2 SC S S
0 .83 = .512
P(SC)=.8 P(S)=.2
P(SC)=.8 SC S S C
P(S)=.2 SC SC S
P(SC)=.8
P(SC)=.8 SC SC SC
P(X=2) is illustrated here…
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Population/Probability Distribution
The discrete probability distribution represents a
population
Example 7.1 the population of number of TVs per household
Example 7.2 the population of sales call outcomes
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Population Mean (Expected Value)
The population mean is the weighted average of all of its
values. The weights are the probabilities
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Population Variance
The population variance is calculated similarly. It is the
weighted average of the squared deviations from the mean
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Example 7.3
Find the mean, variance, and standard deviation for the population of
the number of persons per household… (from Example 7.1). Assume
that the category “7 or more” is actually 7.
© 2012 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or
Example 7.3
Find the mean, variance, and standard deviation for the population
of the number of persons per household… (from Example 7.1)
σ = 1.958 = 1.399
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Laws of Expected Value
E(c) = c
The expected value of a constant (c) is just the value of the
constant
E(X + c) = E(X) + c
E(cX) = cE(X)
We can “pull” a constant out of the expected value expression
(either as part of a sum with a random variable X or as a
coefficient of random variable X)
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Laws of Variance
V(c) = 0
The variance of a constant (c) is zero
V(X + c) = V(X)
The variance of a random variable and a constant is just the
variance of the random variable (per 1 above)
V(cX) = c2V(X)
The variance of a random variable and a constant coefficient is
the coefficient squared times the variance of the random variable
© 2012 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or
Binomial Distribution
The binomial distribution is the probability distribution
that results from doing a “binomial experiment”. Binomial
experiments have the following properties:
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Binomial Random Variable
The random variable of a binomial experiment is defined as the
number of successes in the n trials, and is called the binomial
random variable
i.e. for x = 0, 1, 2, …, n
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Example 7.9 – Pat Statsdud
Pat Statsdud is a (not good) student taking a statistics
course. Pat’s exam strategy is to rely on luck for the next
quiz. The quiz consists of 10 multiple-choice questions.
Each question has five possible answers, only one of
which is correct. Pat plans to guess the answer to each
question
© 2012 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or
Example 7.9 – Pat Statsdud
Pat Statsdud is a (not good) student taking a statistics course
whose exam strategy is to rely on luck for the next quiz. The
quiz consists of 10 multiple-choice questions. Each question
has five possible answers, only one of which is correct. Pat
plans to guess the answer to each question
© 2012 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or
Example 7.9 – Pat Statsdud
Is this a binomial experiment? Check the conditions:
There is a fixed finite number of trials (n=10)
An answer can be either correct or incorrect
The probability of a correct answer (P(success)=.20) does
not change from question to question
Each answer is independent of the others
© 2012 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or
Example 7.9 – Pat Statsdud
n=10, and P(success) = .20
© 2012 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or
Example 7.9 – Pat Statsdud
n=10, and P(success) = .20
© 2012 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or
Cumulative Probability
Thus far, we have been using the binomial probability
distribution to find probabilities for individual values of x
To answer the question:
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Binomial Table
The probabilities listed in the tables are cumulative,
i.e. P(X ≤ k) – k is the row index; the columns of the table
are organized by P(success) = p
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Binomial Table
“What is the probability that Pat gets no answers correct?”
i.e. what is P(X = 0), given P(success) = .20 and n=10 ?
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Binomial Table
“What is the probability that Pat gets two answers
correct?” i.e. what is P(X = 2), given P(success) = .20
and n=10 ?
P(X ≤ 4) = .9672
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Binomial Table
The binomial table gives cumulative probabilities for
P(X ≤ k), but as we’ve seen in the last example,
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=BINOMDIST() Excel Function
There is a binomial distribution function in Excel that can
also be used to calculate these probabilities
BINOMDIST([x],[n],[p],[True] or [False])
© 2012 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or
=BINOMDIST() Excel Function
There is a binomial distribution function in Excel that can
also be used to calculate these probabilities. For example:
What is the probability that Pat gets two answers correct?
# successes
# trials
P(success)
cumulative
(i.e. P(X≤x)?)
P(X=2)=.3020
© 2012 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or
=BINOMDIST() Excel Function
There is a binomial distribution function in Excel that can
also be used to calculate these probabilities. For example:
What is the probability that Pat fails the quiz?
# successes
# trials
P(success)
cumulative
(i.e. P(X≤x)?)
P(X≤4)=.9672
© 2012 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or
Binomial Distribution
As you might expect, statisticians have developed general
formulas for the mean, variance, and standard deviation of
a binomial random variable. They are:
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Example 7.11 – Pat Statsdud
Suppose that a professor has a class full of students like
Pat and he wants to find out the mean marks and the
standard deviation
Mean = µ = np = 10 * 0.2 = 2
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Exercise 1– Binomial Distribution
A sign on the gas pumps of a chain of gasoline stations
encourages customers to have their oil checked with the
claim that one out of four cars needs to have oil added. If
this is true, what is the probability of the following events?
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Exercise 1– Binomial Distribution (Using Formula)
p = Probability of cars needing oil = ¼ = 0.25
a.One out of next four cars needs oil
In this case n = 4 and we want to determine P(X=1)
4! 4 −1 4!
P( X = 1) = 0.25 (1 − 0.25) =
1
0.251 *0.753 = 0.4219
1!(4 − 1)! 1!3!
b.Two out of next eight cars need oil
In this case n = 8 and we want to determine P(X=2)
8! 8− 2 8!
P( X = 2) = 0.25 (1 − 0.25) =
2
0.252 *0.756 = 0.311
2!(8 − 2)! 2!6!
c.Three out of next twelve cars need oil
In this case n = 12 and we want to determine P(X=3)
12! 12 − 3 12!
P( X = 3) = 0.25 (1 − 0.25) =
3
0.253 *0.759 = 0.258
3!(12 − 3)! 3!9!
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Exercise 1– Binomial Distribution (Using Table)
p = Probability of cars needing oil = ¼ = 0.25
a.One out of next four cars needs oil
In this case n = 4 and we want to determine P(X=1)
P(X = 1) = 0.422
© 2012 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or
Exercise 1– Binomial Distribution (Using Excel)
p = Probability of cars needing oil = ¼ = 0.25
a.One out of next four cars needs oil
In this case n = 4 and we want to determine P(X=1)
=BINOMDIST(1,4,0.25,FALSE) = 0.421875
b.Two out of next eight cars need oil
In this case n = 8 and we want to determine P(X=2)
P(X ≤ 2) – P(X ≤ 1) = 0.6785 – 0.3671 = 0.3114
=BINOMDIST(2,8,0.25,FALSE) = 0.311462
c.Three out of next twelve cars need oil
In this case n = 12 and we want to determine P(X=3)
=BINOMDIST(3,12,0.25,FALSE) = 0.258104
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Exercise 2– Binomial Distribution
A certain type of tomato seed germinates 90% of the time. A
backyard farmer planted 25 seeds.
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Exercise 2– Binomial Distribution (Using Table)
n = no. of seeds planted = 25
p = probability that seeds germinate = 0.9