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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).
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.
Outcome X
GG 2
GN 1
NG 1
NN 0
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
2. Consider the above family again; let Y represent the weight of the
family members. Is Y a continuous random variable?
Outcome X
GG 2
GN 1
NG 1
NN 0
Values of X / x 0 1 2 Sum
Pr(X=x) / p(x) 0.25 0.5 0.25 1
Rule 1: For all values of x, the probability value Pr(X = x) is fraction between 0
and 1 (inclusive).
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.
Events Outcomes GGG GGB GBG BGG BBG BGB GBB BBB
Possible Values of X 3 2 2 2 1 1 1 0
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.
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:
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.
Solution:
Using Formula (7.1), the mean is given by;
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
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
2
Variance, E X2 3 (1.5)2 = 0.75
2
The standard deviation is, 0.75 = 0.866
(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:
Solution:
(b) The function p(x) should comply with Rule 2 whereby the sum of all
probabilities = 1,
x 1 2 3 4 5 Sum
p(x) 1/15 2/15 3/15 4/15 5/15 1
(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.
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
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
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
x 1 2 3 4
p(x) 0.1 0.2 0.4 0.3
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.