QT I (Probability Dist)
QT I (Probability Dist)
QT I (Probability Dist)
Probability Distributions
1. Discrete Random Variables and Probability Distributions
Random Variables
If corresponding to every point U of an event space S, we have by a given
rule, a unique real value of X=X(U), i.e. X is a real valued function defined on
S, then X is called a random or stochastic variable or sometimes a variate. The
range of the function X, i.e. the set of all values which X takes up will be
called the spectrum of the random variable. The spectrum may be discrete or
continuous and accordingly the random variable is said to be discrete or
continuous.
Example.
Consider the random experiment of throwing a coin. The event space contains
two points head and tail. Thus S= {Head, Tail}. Now define a rv X by
X(H)=1 X(T)=0. The spectrum of X consists of two points 0 and 1, and
P(X=0)=P(X=1)=0.5
Let the random experiment consists in throwing a die and X denote the number on
the turned up face of the die. Then X is a random variable with X(face 1)=1,
X(face2)=2 and so on then P(X=1)=1/6,, P(X=6)=1/6.
Ex-3.
Consider the experiment of tossing two dice and observing the total of the points on
the two dice. For each of the possible 36 outcomes with equal probability, X
associates a value. For example, X(1,3)=4; X(2,5)=7. The possible values of X are
2,3,4,5,6,7,8,9,10,11,12.
We can see that the set of simple events satisfying X=7 is given by {(1,6);(6,1);
(2,5);(5,2);(3,4);(4,3)}
Thus the set
{X=7}={(1,6);(6,1);(2,5);(5,2);(3,4);(4,3)}
and P(X=7)=6/36=1/6.
Probability Distribution or Probability Mass Function:
The probability distribution or probability mass function (pmf) of a discrete rv is
defined for every number x by p(x)=P(X=x)=P(all s S: X(s)=x).
Ex: Suppose we go to a university bookstore during the first week of classes and
observe whether the next person buying a computer buys a laptop or a desktop
model.
X= 1 if the customer purchases a laptop computer
0 if the customer purchases a desktop computer
If 20% of all purchasers during that week select a laptop, the pmf for X is
p(0)= P(X=0)=P(next customer purchases a desktop model)=0.8
p(1)=P(X=1)=P(next customer purchases a laptop model)=0.2
p(x)=P(X=x)=0 for x0 or 1
An equivalent description is
= 0.8 if x=0
P(x) = 0.2 if x=1
= 0 if x0 or 1
The picture of this pmf, called a line graph.
For any number x, F(x) is the probability that the observed value of X will be at
most x.
Example. The pmf of Y is
y 1 2 3 4
p(y) .4 .3 .2 .1
We first determine F(y) for each value in the set {1,2,3,4} of possible values
F(1)=P(Y1)=P(Y=1)=p(1) = .4
F(2)=P(Y2)=P(Y=1 or 2)= p(1) + p(2)= .7
F(3)=P(Y3)=P(Y=1 or 2 or 3)= p(1)+p(2)+p(3)=0.9
F(4)=p(Y4)=P(Y=1 or 2 or 3 or 4)= 1
Now for any other number y , F(y) will equal the value of F at the closest possible
value of Y to the left of y. For example F(2.7)=P(Y2.7)=P(Y2) =0.7, and
F(3.999)=F(3)=0.9.
The cdf is thus
0 if y<1
.4 if 1y<2
F(y)= .7 if 2y<3
.9 if 3y<4
1 if 4y
Definition: Let X be a discrete rv with set of possible values D and pmf p(x). The
expected value or mean value of X, denoted by E(X)= x = x D
x. p ( x)
The Variance of X
Let X have pmf p(x) and expected value . Then the variance of X, denoted by V(X)
or x or just is V(X)= ( x ) . p ( x) E[( X ) ]
2 2 2 2
Exercise .Bill Johnson has just bought a VCR from Jims Videotape Service at a cost of $300.
He now has the option of buying an extended service warranty offering5 years of coverage
for $100. After talking to friends and reading reports, Bill believes the following maintenance
expenses could be incurred during the next five year.
Find the expected value of the anticipated maintenance costs. Should Bill pay $100 for
warranty?
Exercise 4. The pmf for X=the number of major defects on a
randomly selected appliance of a certain type is
X = 0 1 2 3 4
-----------------------------------------------------------------------
P(x) = 0.08 0.15 0.45 0.27 0.05
P(a X b)= a f ( x) dx
That is, the probability that X takes on a value in the interval [a, b] is the area
under the graph of the density function. The graph often referred to as the
density curve.
f(x)
a b
2. 2. f ( x)dx
= area under the entire graph of f(x)
=1
Example: Suppose I take a bus to work, and that every 5 minutes a bus arrives at
my stop. Because of variation in the time that I leave my house, I dont always
arrive at the bus stop at the same time, so my waiting time X for the next bus is a
continuous random variable. The set of possible values of X in the interval [0, 5].
One possible pdf for X is
1
0 x 5
5
f(x)=
0 Otherwise
The pdf f(x) is graphed in the following figure. Clearly f(x) 0 and the area under
the graph is 5(1/5)=1. Also the probability that I will wait between 1 and 3 minutes
is
3
1 3
P(1 X 3) = 1 f ( x ) dx dx 2 / 5
15
f(x)
(1 PX 3)
5 x 1 3 5
The cumulative distribution function (cdf) F(x)
The cumulative distribution function (cdf) F(x) for a discrete rv X gives, for any
specified number x, the probability P(X x). It is obtained by summing the pmf p(y)
over all possible values y satisfying y x. The cdf of a continuous rv gives the same
probabilities P(X x) and is obtained by integrating the pdf f(y) between the limits
- and x.
The cumulative distribution function F(x) for a continuous rv X is defined for every
number x by
x
F(8)
1
f(x)
F(8)
x
5 8 5 8
A PDF and associated CDF
Using F(x) to compute Probabilities
The importance of the cdf here, just as for discrete rvs is the probabilities of
various intervals can be computed from the formula for or table of F(x).
Proposition: Let X be a continuous rv with pdf f(x) and cdf F(x). Then for any
number a, P(X>a) =1-F(a)
And for any two numbers a and b a<b,
P(a X b) =F(b) F(a)
0 Otherwise
a. Find the value of k
b. What is the probability that the lecture ends within 1 minutes of the bell ringing
?
c. What is the probability that the lecture continues beyond the bell for between
60 and 90 seconds?
d. What is the probability that the lecture continues for at least 90 seconds beyond
the bell?
Exercise 3. The cdf of checkout duration X as described in exercise 1 is