Aditya University
Extend a Hearty Welcome
to
SCHOOL OF ENGINEERING
Differenctial Equations and
Vector Calculus
Unit-I (First Order First Degree Linear Differential Equations)
A.Y. 2024-25
Freshmen Engineering Department
Random Experiment
Equally Likely Events
Exhaustive Events
Random Variable:
A real variable X whose value is determined by the ouput of
random experiments is called Random variable
Ex: A random experiment consists two tosses of a coin.
Consider the random variable is number of heads
Outcome: HH HT TH TT
Value of X: 2 1 1 0
Types of Random Variables are
1) Discrete Random Variable
2) Continuous Random Variable
Discrete Random Variable:
A random variable which can assume only a countable number
of a real values is called Discrete random variable
Ex: 1. Number of students in the class
2. Number of printing mistakes in a page etc.
Continuous Random Variable:
A random variable X is said to be continuous if it can take all possible
values between certain limits.
Ex: Temperature of the room from 10 a.m. to 3 p.m.
Probability Distribution function:
Probability distribution function describes how probabilities are
distributed over the values of random variables
Note:
1. Probability distribution function on discrete random variables is
known as Probability Mass function
2. Probability distribution function on Continuous random variables is
known as Probability density function
Probability Mass Function:
Let X be a discrete random variable taking the value x, x=0,1,2… then
P(X=x) is called the probability Mass Function of X and satisfies the
following (i) 𝑃(𝑋 = 𝑥) ≥ 0 (ii) σ∞ 𝑥=0 𝑃 𝑋 = 𝑥 = 1
Probability Density Function:
Let X be a continuous random variable taking value x, 𝑎 ≤ 𝑥 ≤ 𝑏 then
𝑓 𝑥 =P(X=x) is called the Probability Density Function of X and satisfies
𝑏
the following (i) 𝑓(𝑥) ≥ 0 (ii) = 𝑥𝑑 𝑥 𝑓 𝑎1
Expected Value of Random Variable:
Suppose a random variable X assumes the values x1,x2,x3…xn
with respective probabilities p1,p2,p3…pn then the expected
value of X is denoted by E(X) and it is defined as
E(X)=x1 p1 +x2 p2 + …+xn pn
𝑛
σ
i.e. E(X) = 𝑖=1 𝑝𝑖 𝑥𝑖
Similarly 𝐸 𝑋 𝑟 = σ𝑛𝑖=1 𝑝𝑖 𝑥𝑖 𝑟
In general E(g(x))= σ𝑛𝑖=1 𝑝𝑖 𝑔(𝑥𝑖)
Problems on Discrete Random variables
Problems on Discrete Random variables
Problems on Continuous Random variables
Central tendency:
Central tendency refers to the centre value or typical value of the given
data set. The most common measures of central tendency are
1. Mean 2. Median 3. Mode
Mean: The average of all the given data
Median: the middle value of the data, when the data arranged in order
If there is even number of values in the data then Median is the average
of the two middle numbers.
Mode: The value which repeats more number of times in the data.
Spread:
Spread refers how much data points are spread out or scattered around
the central tendency. Common measures to spreads are
1. Range 2. variance 3. standard deviation
Range: the difference between highest value and lowest value
Variance: The average of the squared differences from the mean, it
measures how far each data point from the mean.
Standard deviation: the square root of the variance. It refers how much
data deviates from the mean on average.
Moments
Moments are a set of measurements that describe the shape and
properties of a distribution. They are calculated from the data and
provide insights into its central tendency, spread, and shape. The most
common moments are:
1.First Moment (Mean): Represents the average or central value of the
data.
2.Second Moment (Variance): Measures the spread or dispersion of
the data around the mean.
3.Third Moment (Skewness): Describes the asymmetry of the
distribution.
4.Fourth Moment (Kurtosis): Indicates the "tailedness" or sharpness
of the distribution.
• Skewness
• Skewness measures how asymmetrical a distribution is:
• Positive Skew: The tail on the right side is longer or fatter. The mean
is greater than the median.
• Negative Skew: The tail on the left side is longer or fatter. The mean
is less than the median.
• Zero Skew: The distribution is symmetrical (e.g., a normal
distribution).
Kurtosis
Kurtosis measures the "tailedness" or sharpness of a distribution:
•High Kurtosis: The distribution has heavy tails and a sharp
peak (more extreme values).
•Low Kurtosis: The distribution has light tails and a flatter peak
(fewer extreme values).
•Normal Kurtosis: The distribution has a moderate peak and
tails (like a normal distribution)
Note:
•Moments describe the shape and properties of data.
•Skewness tells you how asymmetrical the data is.
•Kurtosis tells you how heavy or light the tails of the
distribution.
PROBABILITY DISTRIBUTIONS
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A random variable X is said to follow normal distribution with mean and variance 𝜎 2
If the probability density function is given by
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