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EQT 272 PROBABILITY AND STATISTICS. ROHANA BINTI ABDUL HAMID INSTITUT E FOR ENGINEERING MATHEMATICS (IMK) UNIVERSITI MALAYSIA PERLIS. ROHANA BINTI ABDUL HAMID INSTITUT E FOR ENGINEERING MATHEMATICS (IMK) UNIVERSITI MALAYSIA PERLIS. Free Powerpoint Templates. CHAPTER 2. RANDOM VARIABLES.
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EQT 272 PROBABILITY AND STATISTICS ROHANA BINTI ABDUL HAMID INSTITUT E FOR ENGINEERING MATHEMATICS (IMK) UNIVERSITI MALAYSIA PERLIS ROHANA BINTI ABDUL HAMID INSTITUT E FOR ENGINEERING MATHEMATICS (IMK) UNIVERSITI MALAYSIA PERLIS Free Powerpoint Templates
CHAPTER 2 RANDOM VARIABLES
INTRODUCTION • In an experiment of chance, outcomes occur randomly. We often summarize the outcome from a random experiment by a simple number. Definition 2.1 • A variable is a symbol such as X, Y, Z, x or H, that assumes values for different elements. If the variable can assume only one value, it is called a constant. • A random variableis a variable whose value is determined by the outcome of a random experiment.
Example 2.1 A balanced coin is tossed two times. List the elements of the sample space, the corresponding probabilities and the corresponding values X, where X is the number of getting head. Solution
2.2 DISCRETE PROBABILITY DISTRIBUTIONS Definition 2.3: • If X is a discrete random variable, the function given by f(x)=P(X=x) for each x within the range of X is called the probability distribution of X. • Requirements for a discrete probability distribution:
Check whether the distribution is a probability distribution. • so the distribution is not a probability distribution. Example 2.2 Solution
Check whether the function given by Example 2.3 can serve as the probability distribution of a discrete random variable. Solution
2.3 CONTINUOUS PROBABILITY DISTRIBUTIONS Definition 2.4: • A function with valuesf(x),defined over the set of all numbers, is called a probability density function of the continuous random variable X if and only if
Requirements for a probability density function of a continuous random variable X:
Example 2.4: Consider the function • Find • Find
Example 2.5 Let X be a continuous random variable with the following probability density function
EXERCISE • A random variable x can assume 0,1,2,3,4. A probability distribution is shown here: (a) Check whether this is probability distribution. (b) Find (c) Find
2. Let 3. Let
2.4 CUMULATIVE DISTRIBUTION FUNCTION The cumulative distribution function of a discrete random variable X, denoted as F(x), is For a discrete random variable X, F(x) satisfies the following properties: If the range of a random variable X consists of the values
The cumulative distribution function of a continuous random variable X is
Example 2.5 Solution
Example 2.6 If X has the probability density
2.5 EXPECTED VALUE, VARIANCE AND STANDARD DEVIATION 2.5.1 Expected Value The mean of a random variable X is also known as the expected value of X as
2.5.3 Standard Deviation 2.5.4 Properties of Expected Values • For any constant a and b,
2.5.5 Properties of Variances For any constant a and b,
Example 2.7 Find the mean, variance and standard deviation of the probability function
Example 2.8 Let X be a continuous random variable with the Following probability density function