MODULE-II

Random variables
Introduction to Random variables, - One dimensional Random Variables, Discrete and Continuous
RV- Density and Distribution function of RV, Expectation, Variance, and its properties, Covariance,
and Moments. Moment Generating function

 Random Variables-One Dimensional

 Discrete and Continuous R.V
 Distribution Function and its properties
 Expectation, Mean, Variance
 Problems
 Random Variable
A Random Variable X is a real-valued function that maps numeric sample space S to the real numbers R.
(or)
A random variable X is a real number that is determined by the outcomes of the random experiment.
Eg:1.Tosssing 2 coins simultaneously
Sample space ={HH, HT, TH, TT}
Random Variables
8. Continuous Random Variable
8. Probability Mass Function(p.m.f)

rand
Probability distribution function for R.V
Probability density function
Distribution function or Cumulative Distrbution function (c.d.f)
Discrete Case
Distribution function or Cumulative Distrbution function (c.d.f)
Continuous Case

If X is a continuous random variable then cumulativedistribution function F

(x) is given by
P(X
i.e, (c.d.f)
Properties of distribution function

For a continuous random variable X, the cumulative distribution function satisfies

the following properties.
(i) 0 ≤ F ( x) ≤ 1 .
(ii) F ( x) is a real valued non-decreasing. That is, if x < y , then F ( x) ≤ F ( y) .
(iii) F ( x) is continuous everywhere.
(iv) lim x → −∞ F (x) = F( − ∞) = 0 and lim x → ∞ F (x) = F (+∞) = 1.
(v) P (X > x) = 1 − P (X≤ x) = 1 − F (x) .
(vi) P(a < X < b) = F(b) −F(a) .
measures of central dispersion
Mean: The sum of the product of x values and their corresponding probabilities is called mean (or) average (or)
expectation.
Variance: The sum of squares of deviation from means is called variance.
Standard Deviation(S.D): square root of the variance.
Discrete Case:
 The mean of the discrete Probability Distribution is defined as
∑
𝜇= ∑
=∑ 𝑥𝑝 𝑥 since ∑ 𝑝 𝑥 =1

 Expectation: : The Expectation of the discrete Probability Distribution is defined as

E(X) = ∑ 𝑥𝑝 𝑥
 Variance: The variance of the discrete Probability Distribution is defined as
𝑉𝑎𝑟(𝑋) = 𝑉(𝑋) = 𝐸[𝑋 − 𝐸 𝑋 ]
∴𝑉 𝑋 =𝐸 𝑋 − [𝐸 𝑋 ]
=∑ 𝑥 𝑝 − 𝜇
Important Properties of Mean and Variance of Random Variables
Property 1: E (X + Y) = E (X) + E (Y). (X and Y are random variables)
Property 2: E (X1 + X2 + … + Xn) = E (X1) + E (X2) + … + E (Xn) = Σi E (Xi).
Property 3: E (XY) = E (X) E (Y). Here, X and Y must be independent.
Property 4: E [aX] = a E [X] and E [X + a] = E [X] + a, where a is a constant
Property 5: For any random variable, X > 0, E(X) > 0.
Property 6: E(Y) ≥ E(X) if the random variables X and Y are such that Y ≥ X.
Property 7: The variance of a constant is 0.
Property 8: V [aX + b] = a2 V(X), where a and b are constants, X is random variable.
Property 9: V (a1X1 + a2 X2 + … + anXn) = a12 V(X1) + a22 V(X2) + … + an2 V(Xn).
1. If 3 cars are selected randomly from 6 cars having 2 defective cars.
a)Find the Probability distribution of defective cars.
b)Find the Expected number of defective cars.
Sol: Number of ways to select 3 cars from 6 cars =6𝑐3
Let random variable X(S) = Number of defective cars = {0,1,2}
4 c 3 2c 0 1
Probability of non defective cars = =
6c 3 5

4 𝑐 2 2𝑐 1 3
Probability of one defective cars = =
6𝑐 3 5

4 c 1 2c 2 1
Probability of two defective cars = =
6c 3 5
n
Clearly, i i=1 i
Probability distribution of defective cars is
𝑥𝑖 0 1 2
𝑝(𝑥𝑖 ) 1 3 1
5 5 5

n 1 3 1
Expected number of defective cars = i=1 i i 5 5 5
2. Let X be a random variable of sum of two numbers in throwing two fair dice. Find
the probability distribution of X, mean ,variance.

Sol:Sample space of throwing two dices is

S ={(1,1),(1,2),(1,3),(1,4),(1,5),(1,6)
(2,1),(2,2),(2,3),(2,4),(2,5),(2,6)
(3,1),(3,2),(3,3),(3,4),(3,5),(3,6)
(4,1),(4,2),(4,3),(4,4),(4,5),(4,6)
(5,1),(5,2),(5,3),(5,4),(5,5),(5,6)
(6,1),(6,2),(6,3),(6,4),(6,5),(6,6)}
= 36.
Let X = Sum of two numbers in throwing two dice = {2,3,4,5,6,7,8,9,10,11,12}
 X Favorable cases No of Favorable cases 𝑝(𝑥)
2 (1,1) 1 1
36
3 (2,1),)(1,2) 2 2
36
4 (3,1),(2,2),(1,3) 3
3
5 (4,1),(3,2),(2,3),(1,4) 4 36
4
6 (5,1),(4,2),(3,3),(2,4),(1,5) 5 36
5
7 (6,1),(5,2),(4,3),(3,4),(2,5),(1,6) 6 36

8 (6,2),(5,3),(4,4),(3,5),(2,6) 5 6
36
9 (6,3),(5,4),(4,5),(3,6) 4 5
36
10 (6,4),(5,5),(4,6) 3
4
11 (6,5),(5,6) 2 36
3
12 (6,6) 1 36
2
36
1
36
 n
Clearly, i i=1 i
Probability distribution is given by
xi 2 3 4 5 6 7 8 9 10 11 12
p(xi ) 1 2 3 4 5 6 5 4 3 2 1
36 36 36 36 36 36 36 36 36 36 36

Mean = μ = xp x

=2 +3 +4 +5 +6 +7 +8 + 10 + 11 + 12( ) +9
= 7.
Variance = V X =∑ x p − μ
=4 +9 + 16 + 25 + 36 + 49 + 64 +
81 + 100 + 121 + 144 − 49
∴ Variance = 5.83
3. Let X be a random variable of maximum of two numbers in throwing two fair dice simultaneously.
Find the
a)Probability distribution of X
b)Mean
c)Variance
d)P(1<x<4)
e)P(2≤ 𝑥 ≤ 4).

Sol: Sample space of throwing two dices = S ={(1,1),(1,2),(1,3),(1,4),(1,5),(1,6)

(2,1),(2,2),(2,3),(2,4),(2,5),(2,6)
(3,1),(3,2),(3,3),(3,4),(3,5),(3,6)
(4,1),(4,2),(4,3),(4,4),(4,5),(4,6)
(5,1),(5,2),(5,3),(5,4),(5,5),(5,6)
(6,1),(6,2),(6,3),(6,4),(6,5),(6,6)}

∴ 𝑛(𝑆) = 36.
 Let X = Maximum of two numbers in throwing two dice. So, the range of
X={1,2,3,4,5,6,}
X Favorable cases No of 𝑝(𝑥)
Favorable
cases
1 (1,1) 1 1
36
2 (2,1),)(1,2),(2,2) 3 3
36
3 (3,1),(1,3),(2,3)(3,3),(3,2) 5
5
4 (1,4),(4,1),(4,2),(2,4)(4,3),(3,4),(4,4) 7 36
7
5 (1,5),(5,1),(2,5),(5,2)(3,5),(5,3),(5,4),(4,5),(5,5) 9 36

9
6 (1,6)(6,1),(6,2),(2,6),(6,3),(3,6),(4,6),(6,4),(6,5)(5,6),(6,6) 11
36
11
36
 n
Clearly, i i=1 i

Probability distribution is given by

𝑥𝑖 1 2 3 4 5 6
𝑝(𝑥𝑖 ) 1 3 5 7 9 11
36 36 36 36 36 36

n
i i
i=1
= 4.4 7.
= i2 i
2
1 3 5 7 9 11
36 36 36 36 36 36
-(4.47)2
4.A random variable X has the following probability function
𝑥𝑖 -3 -2 -1 0 1 2 3
𝑝(𝑥𝑖 ) K 0.1 k 0.2 2k 0.4 2k
Find k,mean,variance.
Sol: We know that ni=1 i
i.e., k+0.1+k+0.2+2k+0.4+2k = 1
i.e., 6k+0.7 = 1
n
i i
i=1
= 0.8.
= i2 i
2
2 2 2 -0.64
measures of central dispersion
Mean: The mean of the continuous Probability Distribution is defined as
μ= xf x dx.
Expectation: The Expectation of the continuous Probability Distribution is defined as
E(X) =∫ xf x dx.
In general,E(g(x)) = ∫ g(x) f x dx.
Variance: The variance of the Continuous Probability Distribution is defined as

Var(X) = V(X) = x f x dx − μ .

Mean Deviation: Mean deviation of continuous probability distribution function is defined as

x − μ f x dx.
Median: Median is the point which divides the entire distribution in to two equal parts. In case of continuous distribution,
median is the point which divides the total area in to two equal parts. i.e,∫ f x dx = ∫ f x dx = ∀ x ∈ (a, b) .
Mode: Mode is the value of x for which f x is maximum.
i.ef x = 0 and f " x < 0 for x ∈ (a, b)
1.If the probability density function 𝑓 𝑥 = − ∞ < 𝑥 < ∞. Find the value of ‘k’ and cumulative
distribution function of F x .

Sol: Since total area under the probability curve is 1i. e, ∫ f x dx = 1.

𝐤
dx = 1.
𝟏 + 𝐱𝟐
∞
2k tan x = 1
0
2k(tan ∞ − tan 0) =1
∴k=

Cumulative distribution function of f x is given by

𝐤 1 x 1 π
f x dx = dx = tan x = [ + tan x ].
𝟏 + 𝐱𝟐 π −∞ π 2
2. If the probability density function .
Find the value of ‘c’, mean and variance.
Sol: Since total area under the probability curve is 1

i. e, f x dx = 1.

𝐱
𝐜𝐞 dx = 1

2 𝐜𝐞 𝐱 dx = 1
𝐞 𝐱
2c ( ) =1
1
∴c=
2

𝐱 𝐱
Mean=μ = ∫ xf x dx = ∫ x𝐞 dx = 0. sincex𝐞 is an odd function .
variance = V(X)
1 𝐱
1
= x f x dx − μ = x 𝐞 dx = −0 = 2x 𝐞 𝐱 dx = [x −𝐞 𝐱
− 2x 𝐞 𝐱
2 2
∞
+ 2 −𝐞 𝐱 ] = 2 .
0
3. If the probability density function f x = if 0 ≤ x ≤ π .
0 otherwise
Find mean, median, mode and P(0 < x < ).
𝐬𝐢𝐧𝐱
Sol: Mean=μ = ∫ xf x dx = ∫ x dx = −xcosx + sinx = .
𝟐
Let M be the Median then
1
f x dx = f x dx = ∀ x ∈ −∞, ∞
2
𝐬𝐢𝐧𝐱 𝐬𝐢𝐧𝐱 1
dx = dx = ∀ x ∈ −∞, ∞
𝟐 𝟐 2
𝐬𝐢𝐧𝐱
consider∫ 𝟐
dx = then (−cosx) =1
π
∴M=
2
Since f x = if 0 ≤ x ≤ π
0 otherwise
To find maximum, we have f x = 0
i.e, cosx = 0 impliesthatx =
and f x =− whichislessthan 0 atx =
∴ Mode = .
 0 ifx ≤ 1
4.If the distributed function is given by F x = k(x − 1) if 1 ≤ x ≤ 3. Find k, f x , mean.
1 ifx > 3
Sol: Cumulative distribution function of f x is given by
∫ f x dx i.e, f x = F(x)

0 ifx ≤ 1
i.e, f x = 4k(x − 1) if 1 ≤ x ≤ 3
0 ifx > 3
Since total area under the probability curve is 1i. e, ∫ f x dx = 1

4k(x − 1) dx = 1

[k(x − 1) ] = 1
1
∴k=
16
1 0 ifx ≤ 1
∴f x = (x − 1) if 1 ≤ x ≤ 3
4
0 ifx > 3

Mean=μ = ∫ xf x dx = ∫ x(x − 1) dx = 19.6.