Dept of Mathematics, FoE, UoM
3.1 Properties of Discrete and
Continuous Random Variables
Let X represents a random variable.
If is discrete, the probability of discrete outcome is
defined and given by the probability mass function;
.
If is continuous, the probability of a outcome value in
continuous scale is not defined and instead, the
probability of an interval of observations is given by
the area under the cuve of
Dept of Mathematics, FoE, UoM
Probability Mass Function and Probability Density Function
Discrete Case
Let X be a discrete r.v. with pmf for
each x, and =1
Continuous Case
Let Xbe a continuous r.v. with the pdf , f (x) then P
Thus
Dept of Mathematics, FoE, UoM
Cumulative Distribution Function
Discrete Case
Let X be a discrete r.v. with pmf for any k (
) is
Continuous Case
Let Xbe a continuous r.v. with the pdf , f (x) then cdfF( )=P
Further ;
Mean of a discrete probability distribution
(discrete r.v.)
Random variable X =max(a,b) in a experiment of
throwing two dice. Thus S={(1,1), (1,2), .......(1,6),
(6,1),....(6,6)} and the possible outcome of X={1,2,3,4,5,6}.
x 1 2 3 4 5 6
n(A) 1 3 5 7 9 11
p(x) 1/36 3/36 5/36 7/36 9/36 11/36
p(X≤x) 1/36 4/36 9/36 16/36 25/36 36/36
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Exercise:
Random variable X =sum(a,b) in an experiment of
throwing two dice.
Thus S={(1,1), (1,2), .......(1,6), (6,1),....(6,6)} and
the possible outcome of X={2, 3, 4,…,12}.
Find the probability distribution of X.
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Variance of a discrete r.v.
V
𝒏 𝟐
= 𝒊 𝟏 𝒊 𝒊
V E(
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Mean of a continuous probability distribution
(Cts. r.v.)
Let the continuous random variable X has the p.d.f.
for 0<x<1.
Find E(X).
=
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Variance of a continuous r.v.
42
Dept of Mathematics, FoE, UoM
Exercise:
Verify that the function
Solution:
By properties of cdf,
Properties of E(X) and V(X)
Properties of E(X) Properties of V(X)
• If c is a constant then • V(c)=0; V(X+k) = V(X)
E(c) = c
• V(aX) = a2V(X)
• E(X + c) = E (X) + c
• V(X+Y)=V(X)+V(Y)+2Cov(
X,Y)
• E (aX ) = aE(X)
• If X and Y are independent
• E[g(x)]= g[E(X)] Cov(X,Y)=0
1) Let X, Y and Z are three independent continuous random
variables; where E(X)=10, E(Y)=15 and E(Z)=12 with
V(X)= 4, V(Y)= 25 and V(Z)=4.
Find E(2X), V(2X).
2) Let T is defined as
;where
Find the distribution of T.
3)Show that f(x)=3x2, 0<x<1 is a pdf and find the cdf
Of the variable X.
