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SYSTEMS
Random variables
Discrete random variable
¾A random variable that assumes countable values is called a
discrete random variable.
¾ Examples of discrete RVs:
¾ Number of cars sold at a dealership during a week
¾ Number of houses in a certain block
¾ Number of fish caught on a fishing trip
¾ Number of costumers in a bank at any given day
Continuous random variable
¾A random variable that can assume any value contained in
one or more intervals is called a continuous random variable.
Chapter 5: Random Variables
4
¾ Examples of continuous RVs:
¾ Height of a person
¾ Time taken to complete a test
¾ Weight of a fish
¾ Price of a car
Example: Classify each of the following RVs as discrete or
continuous.
¾ The number of new accounts opened at a bank during a week
¾ The time taken to run a marathon
¾ The price of a meal in fast food restaurant
¾ The score of a football game
¾ The weight of a parcel
Chapter 5: Probability Distribution of a Discrete RV
5
¾The following two characteristics must hold for any discrete
probability distribution:
¾ The probability assigned to each value of a RV x lies in the range 0
to 1; that is 0 ≤ P(x) ≤ 1 for each x.
¾ The sum of the probabilities assigned to all possible values of x is
equal to 1.0; that is ΣP(x) = 1.
0 .08 0 .25 4 .2
1 .11 1 .34 5 .3
2 .39 2 .28 6 .6
Example: The following table lists the probability distribution of
a discrete RV x.
x 0 1 2 3 4 5 6
P(x) .11 .19 .28 .15 .12 .09 .06
Example: For the following table
x 1 2 3 4 5
f 8 20 24 16 12
a) Construct a probability distribution table. Draw a graph of
the probability distribution.
0.35
x f P(x)
0.3
1 8 .1 0.25
0.2
2 20 .25
0.15
3 24 .3 0.1
4 16 .2 0.05
0
5 12 .15 1 2 3 4 5
b) Find the following probabilities
i. P(x = 3) ii. P(x < 4) iii. P(x ≥ 3) iv. P(2 ≤ x ≤ 4)
P(x = 3) = .3 P(x < 4) = .1 + .25 + .3 = .65
P(x ≥ 3) = .3 + .2 + .15 = .65 P(2 ≤ x ≤ 4) = .25 + .3 + .2 = .75
Chapter 5: Mean of a discrete RV
9
Mean of a discrete RV
¾The mean μ ‐or expected value E(x)‐ of a discrete RV is the
value that you would expect to observe on average if the
experiment is repeated again and again
¾ It is denoted by
E (x ) = ∑ xp (x )
¾Illustration: Let us toss two fair coins, and let x denote the
number of heads observed. We should have the following
probability distribution table
x 0 1 2
P(x) 1/4 1/2 1/4
Suppose we repeat the experiment a large number of times,
say n =4,000. We should expect to have approximately
Chapter 5: Mean of a discrete RV
10
1 thousand zeros, 2 thousand ones, and 1 thousand twos. Then
the average value of x would equal
Sum of measurements 1, 000 (0) + 2, 000 (1) + 1000 (2)
=
n 4, 000
⎛1⎞ ⎛1⎞ ⎛1⎞
= ⎜ ⎟ (0) + ⎜ ⎟ (1) + ⎜ ⎟ (2)
⎝4⎠ ⎝2⎠ ⎝4⎠
E (x ) = ∑ xp (x )
Similarly, if we use the , we would have
Example: Recall “ number of PC’s owned by a family”
example. Find the mean number of PCs owned by a family.
x P(x)
0 .12 We need to find x.p(x)
1 .18 for each value of x and
then add them up
2 .47
together
3 .23
x P(x) x.P(x)
0 .12 0(.12) = 0.00 ΣxP(x) = 0.00
1 .18 1(.18) = 0.18 + 0.18 + 0.94
0.69 =1.81
2 .47 2(.47) = 0.94
3 .23 3(.23) = 0.69
Thus, on average, we expect to see 1.81 PC owned by a family!
Chapter 5: Mean of a discrete RV
12
Example: You can insure a $50,000 diamond for its total value
by paying a premium of D dollars. If the probability of theft in
a given year is estimated to be .01, what premium should the
insurance company charge if it wants the expected gain to
equal $1000.
x P(x) x.P(x)
D .99 0.99D
D‐50,000 .01 0.01D‐500
σ= $ 54.78
Chapter 5: Standard Deviation of a Discrete RV
20
μ = $ 557,000
σ= $ 1.288 million
Chapter 5: Factorials & Combinations
22
Factorials
¾ The symbol n!, reads as “n factorial,” represents the
product of all integers from n to 1. In other words,
n! = n(n ‐ 1)(n ‐ 2)(n ‐ 3)…3.2.1
Example: Evaluate 7!
7! = 7.6.5.4.3.2.1 = 5040
Example: Evaluate (12‐4)!
(12‐4)! = (8)! = 8.7.6.5.4.3.2.1 =40,320
Chapter 5: Factorials & Combinations
23
Combinations
¾ Combinations give the number of ways x elements can be
selected from n elements. The notation used to denote the
total number of combinations is
n C x = C xn = ( nx )
¾ It can be found using the following formula
n!
C =n Cx =
n
x!(n − x)!
x
ABC ABD ABE ACD ACE ADE BCD BCE BDE CDE