TOPIC 3: DISCRETE RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS STA116

RANDOM VARIABLES

▪ A random variable whose value is determined by the outcome of a random

experiment.
▪ Uses a capital letter, say X, to denote a random variable and its corresponding small
letter, x in this case, for one of its values.
▪ Example:

Frequency & Relative Frequency Distributions of the Number of Vehicles

Owned by Families

Number of Vehicles Frequency Relative Frequency /

Owned (x) Probability, P(X=x)
0 30
1 470
2 850
3 490
4 160
N=

TYPES OF RANDOM VARIABLE

1. Discrete Random Variable

▪ A random variable that assumes countable values (can be counted).
▪ Examples:
• The number of cars sold at a dealership during a given month.
• The number of houses in a certain block.
• The number of heads obtained in three tosses of a coin.

2. Continuous Random Variable

▪ A random variable that can assume any value contained in one or more
intervals.
▪ Examples:
• The time taken to complete an examination.
• The amount of milk in a gallon.
• The weight of a fish.

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DISCRETE RANDOM VARIABLE

Probability Distribution, Probability Function, Probability Mass Function, f(x)

or P(X = x)

▪ Lists all the possible values that the random variable can assume and their
corresponding probabilities.
▪ If X is a discrete random variable, the function given by f(x) = P(X = x) for each x
within the range of x.
▪ Two characteristics of a probability distribution:
i. 0 ≤ P(X = x) ≤ 1
ii. ∑ P(X = x) = 1
▪ Example:
For questions 1 to 2, identify whether or not each represents a valid probability
distribution.
1. x f(x) 2. z P(Z = z)

0 0.10 7 0.10
1 0.05 8 0.05
2 0.51 9 0.45
3 0.40 10 0.40

3. y f(y)
4 0.24
6 0.31
8 -0.45

4. The probability distribution of a random variable Y is given by P(Y=y) = cy 2, y=0,

1, 2 and 3. Given c is a constant, find the value of c.
y P(Y=y)
0
1
2
3

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5. The following table gives the probability distribution of a discrete random variable
X.
x 0 1 2 3 4 5
P(X=x) 0.03 0.17 0.22 0.31 0.15 0.12
Find the following probabilities.
a) P(X = 1)

b) P(X < 2)

c) P(X ≥ 3)

d) P(1 ≤ X < 4)

e) The probability that x assumes a value of less than 3

f) The probability that x assumes a value greater than 4

g) The probability that x assumes a value in the interval 2 to 4

6. Toss a balanced coin 3 times. Find the probability distribution of the random
variable X, the total no. of heads obtained. Then construct the probability
distribution function of X.

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Cumulative Distribution or Distribution Function, F(x)

▪ If X is a discrete random variable with probability distribution, f(x) is

F(x) = P(X ≤ x) = ∑𝑡≤𝑥 𝑓(𝑡) , for -∞ < x < ∞

▪ The value F(x) if the distribution function of a discrete random variable X satisfy the
following conditions:
a) F(-∞)=0 where lim 𝐹 (𝑥) = 0
𝑥→−∞

b) F(∞)=1 where lim 𝐹 (𝑥) = 1

𝑥→∞

▪ From cumulative distribution, the probability mass function will be f(x) = F(x) – F(x-1)
▪ Example:
1. Find the cumulative distribution then construct distribution function for the
following probability distribution functions of X.
x 0 1 2 3
P(X=x) 0.07 0.41 0.37 0.15

2. The following table gives the cumulative distribution of a discrete random variable
x 2 3 4 5 6 7
F(x) 0.24 0.36 0.57 0.74 0.88 1.00

a) P(X = 5)

b) P(X ≤ 3)

c) P(X > 4)

d) P(2 < X < 7)

e) P( 3 ≤ X < 6)

f) Construct the probability distribution function of X.

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MATHEMATICAL EXPECTATION

Expected Value of X Discrete Random Variable

Mean or Expected Value,
∑x. f(x)
μ =E(X)
Variance, E(X2) – [E(X)]2
σ2 = Var(X) Where

∑x2. f(x) – [∑x. f(x)]2

Standard Deviation, σ σ = √𝑉𝑎𝑟(𝑋)

Example:
1. The following table shows the frequency of complaints received at the office of an
airline on a given day. Find
x 0 1 2 3 4
Frequency 21 19 17 18 15

a) The average

b) Variance

c) Standard deviation

d) P(X ≥ 2)

e) P(1 < X ≤ 3)

2. A volunteer ambulance service handles from 0 to 5 services calls on any given day.
The following probability distribution gives the number of service calls.
No. of service calls, x 0 1 2 3 4 5
f(x) 0.10 0.15 0.30 0.20 0.15 0.10

a) What is the expected number of service calls?

b) What is the variance in the number of service calls?

c) What is the standard deviation in the number of service calls?

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Expectation for Any Function Of X

Mean or Expected
Value of X Variance

E(a) = a Variance(c) = 0

E(aX) = a E(X) Var(cX) = c2 Var(X)

E(aX ± b) = aE(X) ± b Var(cX ± Y) = c2Var(X) + Var(Y)

E(aX ± bY) = aE(X) ± bE(Y)

Example:

1. Given that E(X) = 4.5, E(Y) = 6, V(X) = 0.1 and V(Y) = 0.5. Find

a) E(160)

b) E(11X)

c) E(16X + 3 - Y)

d) V(31)

e) V(7X + 12)

f) V(X – 5Y)

g) V(3X + 2 - 4Y)

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2. Let x be the number of waiting students at a counter and has a probability mass
function given by:

𝑘 (5 − 𝑥 2 ) 0, 1, 2
𝑓 (𝑥) = { 0.1 3
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

9
a) Show that 𝑘 = 100.

b) Calculate the average, E(X) and variance, V(X).

c) Given Y = 2X – 0.18, find E(Y) and Var(Y).

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Tutorial 1

1. Determine the value c so that each of the following functions can serve as a probability
distribution of the discrete random variable X:
a) f(x) = c(x2 + 4), for x=0, 1, 2, 3
b) f(x) = c(2x)(3−x
3
), for x = 0, 1, 2

3. A shipment of 7 television sets contains two defective sets. A hotel makes a random purchase of
three of the sets. If X is the number of defective sets purchased by the hotel, construct the
probability distribution of X in a table form.

4. The following table lists the frequency of the number of breakdowns per week for a machine
based on past data.
Breakdowns per 0 1 2 3
week
Frequency 15 27 38 35

a) Construct a probability distribution for the above data.

b) Construct a distribution function for the above data.
c) Find the probability that the number of breakdowns for this machine during a given week
is
i) Exactly 2
ii) 0 to 2
iii) More than 1
iv) At most 1

5. Elmo’s Sporting Goods sells exercise machines as well as other sporting goods. On different
days, it sells different numbers of these machines. The following table, constructed using past
data, lists the probability distribution of the number of exercise machines sold per day at Elmo’s.

Machines sold per day 4 5 6 7 8 9 10

Probability 0.08 0.11 0.14 0.19 0.20 0.16 0.12

Determine the probability that the number of players ejected by Hook during a given week is
a) Exactly 6
b) More than 8
c) 5 to 8
d) At most 6

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Tutorial 2

1. Let X be a random variable with the following probability distribution.

x -1 0 1 3
P(X=x) a 0.18 0.45 b

Where a and b are constants and E(X2) = 2.18

a) Determine a and b.
b) Compute P(0 < X ≤ 3)
c) Find E(2X – 1).
d) Evaluate Var(2X + 3)
(QMT200-Sep 2015)
2. The discrete random variable X has probability distribution given by
3𝑥 + 1
𝑃(𝑋 = 𝑥) = , 𝑓𝑜𝑟 𝑥 = 0, 1, 2, 3
22
Find:
a) E(X)
b) E(X2)
c) E(3X - 2)
d) V(2X)

3. The number of complains per hour, Y, received by the internet service provider has the following
cumulative distribution function:
0 , 𝑦<5
0.06 , 5≤𝑦<6
0.21 , 6≤𝑦<7
𝐹(𝑦) =
0.65 , 7≤𝑦<8
0.85 , 8≤𝑦<9
{1 , 𝑦 ≥9
a) Using the cumulative distribution function, F(y):
i) Find the probability of receiving fewer than seven complains per hour.
ii) Calculate P(5 < Y ≤ 9)
iii) Compute P(Y = 7)
b) Find the probability distribution function of Y, f(y).
(QMT200-Sep 2014)
4. Given the probability distribution of X as follows:
x -2 -1 0 1 2
P(X = x) 𝑎 2𝑎 2𝑎 3𝑎 5𝑎
13 13 13 13 13

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a) Show that a = 1.
b) Construct the cumulative probability distribution o X.
c) Using b), find the value of P(-2 < X ≤ 1).
d) Find E(X) and V(X).
(QMT200-Mar 2014)
5. An oversea shipment of 5 foreign automobile contains 2 slight paint blemishes. If an agency
receives 3 of these automobiles at random.
a) List the possible value of random variable X represents the number of automobiles
purchased by the agency with paint blemishes.
b) Construct a probability distribution of random variable X.
c) Calculate the mean and variance of the number of automobile purchased by the agency
with paint blemishes.
d) Given Y = 2X + 100 is the total loss of the automobiles agency. Find the average total
loss when the agency received the automobiles with paint blemishes.
(QMT200-Mar 2015)
6. Given that X is a random variable with a probability distribution function defines as follows:
𝑘 , 𝑥 = 2, 4, 6
𝑃(𝑋 = 𝑥) = 𝑓(𝑥) = {
2𝑘𝑥 , 𝑥 = 1, 3, 5
1
a) Shows that k = 21.

b) Calculate the value of mean, E(X) and variance, V(X).

c) Find P(X < 3.5).
(QMT200-Sep 2013)
7. The probability distribution function of a discrete random variable X is given by
1
𝑃(𝑋 = 𝑥) = 𝑘𝑥 + 𝑓𝑜𝑟 𝑥 = 0, 1, 2, 3
16
a) Determine the value of k.
b) Find P(X < 2).
c) Calculate E(X) and Var(X).
(Sep 2015)
8. The number of handbags, Y, sold in a day by a local shop has the probability distribution as
follows:
0.25 − 0.05𝑦 𝑦 = 0, 1, 2, 3
𝑃(𝑌 = 𝑦) = { 𝑐 𝑦 = 4,5
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
a) Determine the value of the constant c.
b) Find P(Y ≥ 3).
c) Calculate E(2Y+1) and Var(Y).
(Mar 2016)

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SPECIAL DISCRETE PROBABILITY DISTRIBUTIONS

1. Uniform Distribution

Definition 1:

A random variable X can take on k different values with equal probability; we say that it has a
discrete uniform distribution. Variable X is referred to as a discrete uniform random variable.

Definition 2:

A random variable X has a discrete uniform distribution that assumes the values x 1, x2, ..., xk
with equal probability, and then the discrete uniform distribution is given by
1
f(x) = 𝑘, k = x1, x2, ..., xk

Mean and Variance:

∑𝑘
𝑖=1 𝑥𝑖 ∑𝑘
𝑖=1(𝑥𝑖 −𝜇)
2
𝜇 = 𝐸(𝑋) = 𝑘
and 𝜎 2 = 𝑉𝑎𝑟(𝑋) = 𝑘

Example:

1. A balance die is rolled. So the probability distribution:

2. Let X represents a random variable taking on the possible values of {0, 1, 2, 3, 4, 5, 6, 7, 8,

9}, and each possible value has equal probability. Find the probability that the number is
between 3 and 5.

3. An employee is selected from a staff of 10 to supervise a certain project by selecting a tag at

random from a box containing 10 tags numbered from 1 to 10. Find the formula of the
probability distribution of X representing the number on the tag that is drawn. What is the
probability that the number drawn is less than 4?

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2. Binomial Distribution

The number X of successes in n trials is called a binomial random variable. The probability of
this discrete random variable is called the binomial probability distribution.

Definition:
𝑛
𝑓 (𝑥) = ( ) 𝑝 𝑥 (1 − 𝑝)𝑛−𝑥 , 𝑥 = 0, 1, … , 𝑛
𝑥

where p and 1 – p are probability of success and failure respectively.

Notice that P(X=x) = f(x) = b(x; n, p). X ~ Bin(n, p) is read as X having binomial distribution with
parameter n and p, where n is the number of trials and p is the probability of success.

Mean and Variance:

𝜇 = 𝐸(𝑋) = 𝑛𝑝 and 𝜎 2 = 𝑉𝑎𝑟(𝑋) = 𝑛𝑝(1 − 𝑝)

Example:

1. One specialist medical doctor claims that 70% of those with lung cancer are chain smokers. If
his assertion is correct;

a) Find the probability that of 10 such patients recently admitted to a hospital, fewer half are
chain smokers.

b) Find the probability that of 20 such patients recently admitted to a hospital, more than
four is chain smokers.

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2. Suppose that 30% of the people who enter a certain store make purchases. If a random
sample of 10 persons are selected as they leave the store, what is the probability that

a) Four persons have made purchases?

b) The number who has made purchases is greater than 4?
c) The number who has made purchases is between 3 and 7?
d) The number who has made purchases is within 3 and 7?
e) The number who has made purchases is less than 5?
f) The number who has made purchases is 0?
g) Calculate the mean and variance.

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3. Poisson Distribution

Some experiments results in counting the number of times particular events occurs in given
times (interval) or on given objects. For example, we could count the number of phone calls
arriving at a switchboard between 9 am to 10 am, the number of customers that arrive at a ticket
window between 12 noon and 2 pm or the number of defects in 100-foot roll of aluminum screen
that is 2 feet wide. Each count can be looked upon as a random variable associated with a
Poisson process.

Definition:

A discrete random variable X is said to have the Poisson distribution with parameter 𝜇 > 0 if it
has discrete p.d.f of the form:
𝑒 −𝜇 𝜇 𝑥
𝑓 (𝑥) = , 𝑥 = 0, 1, 2, …
𝑥!

Note: X ~ Poi(𝜇) is read as X has the Posion distribution with parameter 𝜇.

Mean and Variance:

𝜇 = 𝐸(𝑋 ) = 𝜇 and 𝜎 2 = 𝑉𝑎𝑟(𝑋) = 𝜇

Example:

1. The numbers of calls that arrive at a switchboard during one hour is Poisson distribution with
mean = 10. Find the probability of occurrence during an hour of each of the following events:
a) Exactly seven calls arrive.

b) At most seven calls arrive

c) Between three and seven calls (inclusive) arrive

2. In a private hospital in Kota Bharu, the number of emergency admissions each day is found
to have a Poisson distribution with mean 2.
a) What is the probability that on a particular day there will be no emergency admissions?

b) At the beginning of one particular day, the hospital has three beds available for
emergencies. Calculate the probability that there will be an insufficient number of beds
for that day.

c) Find the probability that there will be exactly 5 emergency admissions on two
consecutive days.

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Poisson Approximation to the Binomial

The Poisson distribution can be used as an approximation for the Binomial distribution when p
(probability of success) is small (near 0) which is p < 0.1 and n, the number of trials is large
where n ≥ 30. However, there are no strict rules.

Normally we change the Binomial distribution to the Poisson distribution when np < 5. Thus, the
mean for this Poisson approximation distribution will be 𝝁 = np.

Definition:

Given a random variable X~Bin(n, p). If n ≥ 30 and np < 5, then X~Poi(np).

Example:

1. A random sample of 150 people is selected and is asked whether they would prefer to own
a personal computer (PC) or a videocassette recorder (VCR). Assuming that about 1% of
the public would prefer a PC, approximate the probability that 5 people in the sample would
prefer a PC rather than a VCR.

2. The credit officer of ABC Bank claims that about 4% of the housing bank loan borrowers
default of their payments. If he takes a sample of 60 housing loan files by using an
approximation method, find the probability that the number of customers who default their
payments are;
a) More than 3
b) At most 2

3. Only 0.2% of postage stamps display a particular error. Using a suitable approximation,
determine the probability that in a random sample of:
a) 500 stamps, there are 3 or fewer that display the error.
b) 20,000 stamps, there are more than 15 that display the error.

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Tutorial 3

1. Medicine SND produced by a pharmaceutical company has probability 0.6 of curing headache.
a) If eight people having headache are treated with this medicine, find the probability that at
most 7 people are cured.
b) If ten people having headache are treated with this medicine, find the probability that not
more than two people are not cured.
c) If 200 people having headache are treated with this medicine, find the probability that
between 100 to 110 people are cured.
(Mar 2016)
2. Vehicles passing through a junction on a busy road follow a Poisson distribution at a rate of 300
vehicles per hour.
a) Find the probability that at least one vehicle will pass through the junction in a given
minute.
b) How many vehicles are expected to pass through the junction in 3 minutes?
c) Using a suitable approximation, find the probability that at most 80 vehicles will pass
through the junction in half an hour.
(Mar 2016)
3. The probability of a person receiving from sunburn after applying a lotion is 0.35.
a) A group of 20 people who have sunburn are treated with the lotion.
i) Find the mean and variance for the number of people recovering from sunburn after
applying the lotion.
ii) Determine the probability that among the 20 people, 12 to 14 people inclusive will
recover from sunburn.
b) A second group of 200 people who have sunburn are treated with the lotion. Using a
suitable approximation, estimate the probability that 58 to 81 people will recover from
sunburn.
(Sep 2015)
4. The mean number of customers who arrive at a counter is two per minute. Find the probability
that
a) No customer arrives in any given minute.
b) At least three customers arrive in 5 minutes.
c) Between 10 and 20 customers arrive in 20 minutes.
(Sep 2015)
5. In a certain game, it was found that 60% of arrows hit the target board. Let X denotes the number
of arrows that hit the target board. If there are 7 arrows hit the target board, find
a) the mean and variance of X
b) P(X ≥ 2)

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(QMT200-Sep 2015)
6. In a week, the average of students who got fever during final examination is 2. Find:
a) The probability that less than one student who got fever in a week.
b) The probability that in a range of 2 to 5 students who got fever in a month.
c) Find the expected number of student who got fever in a month.
(QMT200-Sep 2015)
7. A new surgical procedure is claimed to be successful 80% of the time. Suppose that the
operation is performed five times and the results are assumed to be independent of one another.
Find the probability that:
a) All five operations are successful.
b) Less than two are successful.
c) At least three are failed.
(QMT200-Mar 2015)
8. Suppose the number of babies born during a day shift at a hospital follows a Poisson distribution
with a mean of 6 per hour.
a) What is the probability that five babies are born during a particular 1-hour period.
b) What is the probability that less than three babies are born during a particular 1-hour
period.
c) What is the probability that during a particular 4-hour period, less than 20 babies are
born?
(QMT200-Mar 2015)
9. A company claims that the average number of pages that can be printed by using HP Laser Jet
Printer is 10 per minute. Calculate the probability that the number of pages that can be printed is:
a) At most ten within half a minute.
b) Between 6 and 9 within half a minute.
c) Exactly 15 within 24 seconds.
(QMT200-Sep 2014)
10. A recent survey shows that 35% of bank customers preferred online compared to normal banking
services.
a) What is the probability that out of ten customers picked randomly, 5 to 7 (inclusive) prefer
online banking services?
b) What is the probability that out of ten customers picked randomly, fewer than seven
prefer online banking services?
c) Find the probability that out if 250 customers picked randomly, more than 150 customers
prefer normal banking services.
(QMT200-Sep 2014)

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