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Topic Probability

7 Distribution
of Random
Variable
LEARNING OUTCOMES
By the end of this topic, you should be able to:
1. Explain the concept of discrete and continuous random variables;
2. Construct probability distribution of random variables;
3. Calculate probability involving discrete distribution; and
4. Estimate mean, variance and standard deviation of the distributions.

INTRODUCTION
We have introduced concepts and rules of probability in Topic 6. The probability
of defined events from a given sample space S, as well as generated compound
events have been discussed extensively.

Consider the experiment of tossing a fair Malaysian coin twice (see Figure 7.1).

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116 TOPIC 7 PROBABILITY DISTRIBUTION OF RANDOM VARIABLE

Figure 7.1: Experiment of tossing a fair Malaysian coin twice

Its sample space is S = {GG, GN, NG, NN} which comprises of simple events
{GG}, {GN}, {NG} and {NN}; each with probability of occurrence equal to 0.5 x 0.5
or 0.25.

As for random experiment, the simple event is unpredictable. Suppose we are


interested to know the number of picture(s) appearing in the outcome of the
experiment, then we have the set of numbers {2, 1, 1, 0} as one-to-one mapping
with the sample space, S. We can further assign these numbers to a variable X
which will be called a random variable.

Let X be the number of picture (G) appeared.

X has a value for each of the four outcomes.

Outcome X
GG 2
GN 1
NG 1
NN 0

Using variable X in such representation will enhance mathematical operation and


numerical calculation involving events and sample space in finding the
probability distribution of X, mean and variance.

The random variable X is of discrete type if it possesses integer values as in the


above example. The random variable X is considered continuous type if it cannot
take integer value per se but fraction values or number with decimals. As an
example, X may represent time (in hour) taken to browse the Internet daily for

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TOPIC 7 PROBABILITY DISTRIBUTION OF RANDOM VARIABLE 117

three consecutive days in a week. It may have values {2.1, 2.5, 3.0}. In this topic,
we will only concentrate on random variable X of discrete type.

SELF-CHECK 7.1

1. Allow a family member in a house to independently watch the 8


oclock news via TV1, TV2 or TV3. There are five members of the
family who are interested to watch the news. Suppose random
variable X represents the number of the family member that
chooses TV1. Is random variable X of the discrete type?

2. Consider the above family again; let Y represent the weight of the
family members. Is Y a continuous random variable?

7.1 DISCRETE RANDOM VARIABLE

A discrete random variable can take or be assigned an integer value or whole


number. Usually, its value is obtained through counting process.

Capital letter such as X or Y is used to identify the variable. Accordingly, the


small letter such as x or y will be used to represent their respective unknown
value. It is important to define clearly what represents the variable, so that its
possible values can be determined correctly. Table 7.1 below shows some
examples of discrete random variable.

Table 7.1: Examples of Discrete Random Variable

X , Representation Possible Values of X


(a) Number of dots that appear when a dice is thrown. 1, 2, 3, 4, 5, 6
(b) Number of G that appears when two Malaysian 0, 1, 2
coins are tossed together.
(c) Sum of the numbers of dots that appear on the pair 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12
of faces when two dice are thrown together.

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118 TOPIC 7 PROBABILITY DISTRIBUTION OF RANDOM VARIABLE

7.2 PROBABILITY DISTRIBUTION OF DISCRETE


RANDOM VARIABLE
Probability distribution is a table that lists all the possible values of the random
variable and the corresponding probabilities of each.

Let us consider the experiment of tossing a fair Malaysian coin twice.

X is the number of picture (G) appeared.

Outcome X
GG 2
GN 1
NG 1
NN 0

Table 7.2 shows an intermediate step before calculating the probability


distribution of X.

Table 7.2: Equivalency of Events X and Actual Events of Experiment

Values of X Equivalent Events Pr(X = x)


(X = 2) {GG} Pr(X = 2) = Pr(GG) = (0.5)(0.5) = 0.25
(X = 1) {GN } , or {NG} Pr(X = 1) = Pr(GN) + Pr(NG) = 0.25 + 0.25 = 0.5
(X = 0) {NN} Pr(X = 0) = Pr(NN) = (0.5)(0.5) = 0.5

We then have probability distribution for all possible values of X as given in


Table 7.3.

Table 7.3: Probability Distribution of X

Values of X / x 0 1 2 Sum
Pr(X=x) / p(x) 0.25 0.5 0.25 1

From the above example, we have two important rules.

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TOPIC 7 PROBABILITY DISTRIBUTION OF RANDOM VARIABLE 119

Probability Rules for Discrete Distribution


The distribution table and the probability function p(x) should fulfil the
following rules:

Rule 1: For all values of x, the probability value Pr(X = x) is fraction between 0
and 1 (inclusive).

Rule 2: For all values of x, the total probabilities are equal to 1.

Example 7.1:
Let X be the random variable representing the number of girls in families with
three children.
(a) If such family is selected at random, what are the possible values of X?
(b) Construct a table of probability distribution of all possible values of X.

Solution:

(a) The selected family may have all girls, all non-girls (all boys) or some
combinations of girls (G) and boys (B); so the possible sample space is as
shown in Figure 7.2.

Figure 7.2: Tree diagram of combination of boys and girls in a family

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120 TOPIC 7 PROBABILITY DISTRIBUTION OF RANDOM VARIABLE

S = {GGG, GGB, GBG, BGG, BBG, BGB, GBB, BBB}

The possible values of X as per outcome of the experiment:

Events Outcomes GGG GGB GBG BGG BBG BGB GBB BBB
Possible Values of X 3 2 2 2 1 1 1 0

Thus, we have the set of possible values of X is {3, 2, 1, 0}.

(b) Equivalency of events and probabilities:

Values of X The Equivalent Events Pr(X = x)


(X = 3) {GGG} Pr(X = 3) = Pr(GGG) = (1/2)(1/2)(1/2) = 1/8
(X = 2) {GGB}, or {GBG}, or Pr(X = 2) = Pr(GGB) + Pr(GBG) + Pr(BGG)
{BGG} = 1/8 + 1/8 + 1/8 = 3/8
(X = 1) {GBB}, or {BBG}, or Pr(X = 1) = Pr(GBB) + Pr(BBG) + Pr(BGB)
{BGB} = 1/8 + 1/8 + 1/8 = 3/8
(X = 0) {BBB} Pr(X = 0) = Pr(BBB) = (1/2)(1/2)(1/2) = 1/8

Table 7.4 shows probability distribution of X.

Table 7.4: Probability Distribution of X

x 3 2 1 0 Sum
p(x) 1/8 3/8 3/8 1/8 1

EXERCISE 7.1

With regard to the random variable X of case (a) in Table 7.1, construct a
probability distribution table of X.

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TOPIC 7 PROBABILITY DISTRIBUTION OF RANDOM VARIABLE 121

7.3 THE MEAN AND VARIANCE OF A


DISCRETE PROBABILITY DISTRIBUTION
The mean of a random variable X with its discrete probability distribution is
given by:

E( X )
x1 p ( x1 ) x2 p ( x2 ) ... xn p ( xn ) (7.1)
n
xi p ( xi )
i 1

Where

x1 , x2 ,..., xn are all possible values of x which make the probability distribution
well defined, and p ( x1 ), p ( x2 ),..., p ( xn ) are the corresponding probabilities.

Example 7.2:
Find the mean of the number of girls (G) in the distribution given in Example 7.1.

Solution:
Using Formula (7.1), the mean is given by:

x p ( x ) = 3(1/8) + 2(3/8) + 1(3/8) + 0(1/8) = 12/8 = 1.5

This number 1.5 cannot occur in practice, however in the long run we can say
that any typical family randomly selected will have two girls.

Example 7.3:
In the Faculty of Business, the following probability distribution was obtained for
the number of students per semester taking Elementary Statistics course. Find the
mean of this distribution.

Number of Students (x) 10 12 14 16 18


Probability, p(x) 0.10 0.15 0.30 0.25 0.20

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122 TOPIC 7 PROBABILITY DISTRIBUTION OF RANDOM VARIABLE

Solution:
Using Formula (7.1), the mean is given by;

x p( x) = 10(0.10) + 12(0.15) + 14(0.30) + 16(0.25) + 18(0.20) = 14.6

In general, we can say that about 15 students would normally take the course.

The variance and standard deviation of the distribution is given by one of the
following formula:

2
E X2 2
(7.2)

Where
n
E X2 xi2 p ( xi )
1

Standard deviation is given by


2
(7.3)

Example 7.4:
Find the variance and standard deviation of the number of girls (G) in the
distribution given in Example 7.1.

Solution:
With the mean 1.5, and using Formula (7.2) the variance is given by

4
E X2 xi2 p ( xi ) x12 p ( x1 ) x22 p ( x2 ) ... x42 p ( x4 )
0

= 32(1/8) + 22(3/8) + 12(3/8) + 0(1/8) = 24/8 = 3.

2
Variance, E X2 3 (1.5)2 = 0.75

2
The standard deviation is, 0.75 = 0.866

We have just shown that probability distribution of random variable X can be


displayed via table whereby the probabilities are distributed among all values of
X.

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TOPIC 7 PROBABILITY DISTRIBUTION OF RANDOM VARIABLE 123

In this table, each value of x is paired with its probability of occurrence.


Probability distribution in tabular form can be sought in one of the following two
ways:

(a) When the random variable x is defined from a given sample space S of a
particular experiment, as in Example 7.1.

(b) When the sample space S of an experiment is not given, but a function p(x)
for some discrete values of random variable x is defined. In this case, the
function p(x) has to comply with Rule 1 and Rule 2 as mentioned above.

Example 7.5:
Let a function of random variable x be given the following expression:

p(x) = kx, x = 1, 2, 3, 4,5

(a) Obtain the value of constant k.


(b) Form the table of probability distribution of x.
(c) Is p(x) complying with rules of probability distribution?
(d) Find the mean and variance of the distribution.

Solution:

(a) Observe that the possible values of x are discrete (integer).

(b) The function p(x) should comply with Rule 2 whereby the sum of all
probabilities = 1,

p(1) + p(2) + p(3) + p(4) + p(5) = 1,


1.k + 2.k + 3.k + 4.k + 5k = 1,
15k = 1,
k = 1/15.

Then the table of probability distribution of x is:

x 1 2 3 4 5 Sum
p(x) 1/15 2/15 3/15 4/15 5/15 1

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124 TOPIC 7 PROBABILITY DISTRIBUTION OF RANDOM VARIABLE

(c) Yes, for Rule 1: For each value of x, p(x) is in the interval 0 p(x) 1,
and, the probabilities for all values of x is summed up to 1.

(d) The mean, from Formula (7.1), gives us:

x p ( x) =1(1/15) + 2(2/15) + 3(3/15) + 4(4/15) + 5(5/15) = 11/3


3.67

n
E X2 xi2 p ( xi ) = 12(1/15) + 22(2/15) + 32(3/15) + 42(4/15) + 52(5/15)
1

= 15

2
From formula (7.2), the variance is given by 15 (11/3)2 = 14/9 1.56,

2
Standard deviation, 1.25

Example 7.6:
A discrete random variable X has the following distribution.

x 0 1 2 3 4
p(x) 4/27 1/27 5/9 r 5/27

(a) Determine the value of r.

(b) Obtain P 0 X < 3 and P X < 2 .

Solution:
4
p X =1
0

4 27 + 1 27 + 5 9 + r + 5 27 = 1
(a) r + 25 27 = 1
r = 1 25 27
r = 2 27

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TOPIC 7 PROBABILITY DISTRIBUTION OF RANDOM VARIABLE 125

P 0 X <3
=P X = 0 +P X =1 +P X = 2
(b)
= 4 27 + 1 27 + 5 9
= 20 27

P X <2
= P X = 0 +P X =1
(c)
= 4 27 + 1 27
= 5 27

EXERCISE 7.2

1. Given below are probability functions of a discrete random variable


X:
(a) p(x) = kx, x = 1, 2, 3, 4, 5, 6.
(b) p(x) = kx(x - 1), x = 1, 2, 3, 4, 5.

2. Obtain the mean, variance and standard deviation of the following


probability distribution of a discrete random variable X.

x 1 2 3 4
p(x) 0.1 0.2 0.4 0.3

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126 TOPIC 7 PROBABILITY DISTRIBUTION OF RANDOM VARIABLE

The discrete random variable has integer or whole number values.

Its distribution is called discrete probability distribution which should


comply with Rule 1 and Rule 2.

There are two ways of obtaining this distribution, either by a direct defining
random variable X from the sample space S or from a given probability
function p(x).

The only way of obtaining continuous distribution is via density function f(x)
which should comply with Rule 1 and Rule 2 of continuous distribution.

Finding probability, mean and variance of discrete distribution involves


summation.

Discrete probability distribution Random variables


Discrete random variables

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