Module 2 Random Variables

2021
RANDOM VARIABLES  Random Variables and Probability Distributions
Age 3 y/o 7 y/o 5 y/o 4 y/o
Weight 5.5 kg 10 kg 8.5 kg 7 kg

CE 29 Back
Probability and Statistics Random Length
Side
Length
16”
19”
26”
34”
20”
26”
18”
24”
for Engineering
Course Instructor:
Variables Measurements
differ for each
of my fren!
JUSTIN JESSE L. SERANILLA
Assistant Professor Random Variable and Probability Distributions VARIABLES
Institute of Civil Engineering
University of the Philippines Diliman | Cumulative Distribution Functions | Mean
Course Material by: and Variance of a Random Variable
REYGIE Q. MACASIEB
UNIVERSITY OF THE PHILIPPINES DILIMAN

INSTITUTE OF CIVIL ENGINEERING CE 29: Probability and Statistics for Engineering 2
1 2
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RANDOM VARIABLES  Random Variables and Probability Distributions RANDOM VARIABLES  Random Variables and Probability Distributions
Measurement 1 Measurement 2 Measurement 3

Random Variables 0.01005
Weight 5.52 kg 5.50 kg 5.48 kg 0.01
Back 16.25” 16.20” 16.22” A random variable assigns a numerical 0.00995
Length
value to each outcome in a sample space. 0.0099
0.00985
Probability
Side
Length
19.00” 19.05” 19.10”
0.0098
Randomness in measurements brought by chance

A random variable is a function that 0.00975
associates a real number with each 0.0097
The particular outcome of the experiment (i.e. element in the sample space. 0.00965
RANDOM measurement) is not known in advance, the resulting
value of variable is not known in advance 0.0096
VARIABLES
A random variable is denoted by an 0.00955
uppercase letter such as X. After the

experiment is conducted, the measured
value of the random variable is denoted by
a lowercase letter such as x = 70
milliamperes. X and x are shown in italics, Image Source: Harvard University (through edX)
e.g., P(X = x).

UNIVERSITY OF THE PHILIPPINES DILIMAN UNIVERSITY OF THE PHILIPPINES DILIMAN
INSTITUTE OF CIVIL ENGINEERING CE 29: Probability and Statistics for Engineering 3 INSTITUTE OF CIVIL ENGINEERING CE 29: Probability and Statistics for Engineering 4
3 4
2021
Suppose that three machines are Let X be the number of machines which
available to cut concrete blocks. Each is(are) functioning to an outcome. We are not interested in the possible outcomes and sample space. We
machine needs to be brought down just focus on the random variable and the corresponding probabilities.
from time to time for maintenance. At Machine
any given moment, the probability that Probability
a machine is down is 0.10, and the 1 2 3 X
probability that it is functioning is 0.90. Up Up Up 3 (0.9)(0.9)(0.9) = 0.729
X Probability
Assume the machines function Up Up Down 2 (0.9)(0.9)(0.1) = 0.081 0 (0.1)(0.1)(0.1) = 0.001
independently.
Up Down Up 2 (0.9)(0.1)(0.9) = 0.081 1 (0.9)(0.1)(0.1)+(0.1)(0.9)(0.1)+(0.9)(0.9)(0.1) = 0.027
Up Down Down 1 (0.9)(0.1)(0.1) = 0.009 2 (0.9)(0.9)(0.1)+(0.9)(0.1)(0.9)+(0.1)(0.9)(0.9) = 0.243
Down Up Up 2 (0.1)(0.9)(0.9) = 0.081 3 (0.9)(0.9)(0.9) = 0.729
Down Up Down 1 (0.1)(0.9)(0.1) = 0.009
Down Down Up 1 (0.1)(0.1)(0.9) = 0.009
Down Down Down 0 (0.1)(0.1)(0.1) = 0.001

5 6
Discrete Random Variables Examples of Discrete Random Variables

0.01005
If a sample space contains a finite number of possibilities or an 0.01
unending sequence with as many elements as there are whole 0.00995
Binomial Random Variable
numbers, it is called a discrete sample space. The numerical values 0.0099
associated to its outcomes are discrete random variables. 0.00985 - number of heads in toss of coin repeated n times
Probability
0.0098
Hypergeometric Random Variable
0.00975
Probability Mass Function 0.0097 -number of “success” items sampled from a small finite population
The description of the possible values of X and the
0.00965
Negative Binomial Random Variable
0.0096
probabilities of each is the probability mass function. 0.00955 -number of trials needed to get k “successes” in repeated independent trials
Poisson Random Variable
The probability mass function (PMF) of a discrete random
variable X is the function p(x) = P(X = x) such that - number of outcomes occurring within a period of time, length or area (space)
(1) 𝑓 𝑥 ≥ 0 (2) ∑ 𝑓 𝑥 = 1 (3) 𝑓 𝑥 = 𝑃(𝑋 = 𝑥 ) Image modified from Harvard University (through edX)
The probability mass function is sometimes called the probability distribution.

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Example 2.1 Example 2.2

Let the random variable X denote the number of semiconductor wafers that The number of flaws in a 1-inch length of copper wire manufactured by a certain
need to be analyzed until a large particle of contamination is detected. Assume process varies from wire to wire. Overall, 48% of the wires produced have no
that the probability that a wafer contains a large particle is 0.01, and that the flaws, 39% have one flaw, 12% have two flaws, and 1% have three flaws. Let X be
wafers are independent. Determine the probability distribution of X. the number of flaws in a randomly selected copper wire. Determine the
probability distribution of X
Answer 0.01005
Probability Distribution
0.01
Answer
Let p denote a wafer in which a 0.00995
0.0099
Probability
large particle is present & let a f(1)=P(X = 1) = 0.01 0.01 0.00985
0.0098
𝑃(𝑋 = 0) = 0.48
denote a wafer in which it is absent. f(2)=P(X = 2) = (0.99)*0.01 0.0099
0.00975
0.0097
The sample space is: 0.00965 𝑃(𝑋 = 1) = 0.39
f(3)=P(X = 3) = (0.99)2*0.01 0.0098 0.0096
𝑆 = {𝑝, 𝑎𝑝, 𝑎𝑎𝑝, 𝑎𝑎𝑎𝑝, … } f(4)=P(X = 4) = (0.99)3*0.01 0.0097
0.00955 𝑃(𝑋 = 2) = 0.12
1 2 3 4
The range of the values of 𝑋 is: Number of Wafers
𝑃(𝑋 = 3) = 0.01
𝑥 = 1, 2, 3, 4, …
9 10
Continuous Random Variables Examples of Continuous Random Variables

density, f(x)
Probability
A random variable is continuous if its values can • Continuous Uniform Distribution

assume any interval of real numbers and its
probability is given by areas under a curve.
• Normal Random Variable
Probability Density Function Image modified from Harvard University (through edX)
• Exponential Random Variable
For a continuous random variable X, a probability Let X be a continuous random variable with
density function (PDF) is a function such that probability density function 𝑓(𝑥). Let a and • Lognormal Random Variable
1. 𝑓 𝑥 ≥ 0 b be any two numbers, with 𝑎 < 𝑏. Then
b
2. ∫ 𝑓 𝑥 𝑑𝑥 = 1 P (a  X  b)  P( a  X  b)  P (a  X  b)   f ( x) dx. • Gamma Random Variable
a
a
P ( X  a )  P ( X  a)   f ( x )dx
3. 𝑃 𝑎 ≤ 𝑋 ≤ 𝑏 = ∫ 𝑓 𝑥 𝑑𝑥 = area under 𝑓 𝑥 
from a to b

P( X  a)  P( X  a)   f ( x)dx.
a
• …and many more
4. 𝑓 𝑥 = 0 means there is no area exactly at x P (X  a )  0

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2021
RANDOM VARIABLES  Random Variables and Probability Distributions RANDOM VARIABLES  Cumulative Distribution Functions
Example 2.3
Random Variables
Let the continuous random variable X denote the current measured in a thin A random variable assigns a numerical value to each outcome in a sample space.
copper wire in milliamperes(mA). Assume that the range of X is 4.9 ≤ x ≤ 5.1 and 0.01005
f(x) = 5. What is the probability that a current is less than 5mA? Between 4.95 0.01
mA and 5.1 mA? 0.00995

0.0099
Probability
0.00985
Probability density, f(x)

Answer 0.0098
0.00975
0.0097
5 5 5.1
P  X  5   f ( x)dx   5 dx  0.5 P  4.95  X  5.1   f ( x )dx  0.75
0.00965
0.0096
4.9 4.9 4.95
0.00955
6 6
4 4
f(x)
f(x)
2 2
0 0
4.85 4.9 4.95 5 5.05 5.1 5.15 4.85 4.9 4.95 5 5.05 5.1 5.15
x x
Image modified from Harvard University (through edX) Image modified from Harvard University (through edX)

INSTITUTE OF CIVIL ENGINEERING CE 29: Probability and Statistics for Engineering 13 INSTITUTE OF CIVIL ENGINEERING CE 29: Probability and Statistics for Engineering RQM
13 14
RANDOM VARIABLES  Cumulative Distribution Functions RANDOM VARIABLES  Cumulative Distribution Functions
Suppose that three machines are Let X be the number of machines which Suppose that three machines are Let X be the number of machines which
available to cut concrete blocks. Each is(are) functioning to an outcome. available to cut concrete blocks. Each is(are) functioning to an outcome.
machine needs to be brought down machine needs to be brought down
from time to time for maintenance. At X Probability from time to time for maintenance. At X Probability
any given moment, the probability that any given moment, the probability that
a machine is down is 0.10, and the 0 0.001 a machine is down is 0.10, and the 0 0.001
probability that it is functioning is 0.90. 1 0.027 probability that it is functioning is 0.90. 1 0.027
Assume the machines function Assume the machines function
independently. 2 0.243 independently. 2 0.243
3 0.729 3 0.729
Values of X are mutually exclusive What is the probability that 1 or 2
For any two events E1 and E2 with E ∩ E2 = Ø,
machines are functioning?
P(E1 ∪ E2) = P(E1) + P(E2)
𝑃 𝑋 = 1 𝑜𝑟 𝑋 = 2 = 𝑃 𝑋 = 1 + 𝑃(𝑋 = 2)
For any 𝑋 = 𝑥1 and 𝑋 = 𝑥2, 𝑃 𝑋 = 1 𝑜𝑟 𝑋 = 2 = 0.027 + 0.243
P(X = x1 ∪ X = x2) = P(X = x1) + P(X = x2) 𝑃 𝑋 = 1 𝑜𝑟 𝑋 = 2 = 0.27

INSTITUTE OF CIVIL ENGINEERING CE 29: Probability and Statistics for Engineering RQM INSTITUTE OF CIVIL ENGINEERING CE 29: Probability and Statistics for Engineering RQM
15 16
2021
Suppose that three machines are Let X be the number of machines which Suppose that three machines are Let X be the number of machines which
available to cut concrete blocks. Each is(are) functioning to an outcome. available to cut concrete blocks. Each is(are) functioning to an outcome.
machine needs to be brought down machine needs to be brought down
from time to time for maintenance. At from time to time for maintenance. At Cumulative
X Probability X Probability Probability
any given moment, the probability that any given moment, the probability that
a machine is down is 0.10, and the 0 0.001 a machine is down is 0.10, and the 0 0.001 0.001
probability that it is functioning is 0.90. 1 0.027 probability that it is functioning is 0.90. 1 0.027 0.028
Assume the machines function Assume the machines function
independently. 2 0.243 independently. 2 0.243 0.271
3 0.729 3 0.729 1.000
What is the probability that at least 2
What is the probability that X is less
are functioning?
than or equal to x?
𝑃 𝑋 ≥ 2 = 𝑃 𝑋 = 2 + 𝑃(𝑋 = 3)
𝑃 𝑋 ≥ 2 = 0.243 + 0.729
𝑃 𝑋 ≥ 2 = 0.972

17 18
Cumulative Distribution Function Cumulative Distribution Function
A function called the cumulative distribution function (cdf) specifies the probability A function called the cumulative distribution function (cdf) specifies the probability
that a random variable is less than or equal to a given value. that a random variable is less than or equal to a given value.
Continuous
probability
Discrete
𝐹 𝑥 =𝑃 𝑋≤𝑥 =∫ 𝑓 𝑢 𝑑𝑢 for −∞ < 𝑥 < ∞
The cumulative distribution function (CDF) is
1. 𝐹 𝑥 = 𝑃 𝑋 ≤ 𝑥 = ∑ 𝑓(𝑥 )
Probability density f(x)
x the integral of the probability density
Probability F(x)
function (PDF).
2. 0 ≤ 𝐹 𝑥 ≤ 1
The probability density function (PDF) is the
3. If 𝑥 ≤ 𝑦, then 𝐹 𝑥 ≤ 𝐹(𝑦)
probability
derivative of the cumulative distribution

function (CDF).
𝑑𝐹(𝑥)
𝑓 𝑥 =
𝑑𝑥
x Image modified from https://images.app.goo.gl/kT8QLzRZLFpu1CiJA
Image modified from: https://www.vosesoftware.com/
19 20
2021

A day’s production of 850 parts contains 50 defective parts. Two parts are Let the continuous random variable 𝑋 denote the current measured in a thin
selected at random without replacement. Let the random variable X equal the copper wire in milliamperes (mA). Assume that the range of 𝑋 is 4.9 ≤ x ≤ 5.1
number of defective parts in the sample. Find the cumulative distribution and 𝑓(𝑥) = 5. What is the cumulative distribution function?
function of X.
The image part with
relationship ID rId2 was not
found in the file.
Answer Answer
The probability mass function is calculated as follows: 1.2
𝑃 𝑋=0 = = 0.886 1
0.8
𝑃 𝑋=1 = 2 = 0.111 0 x0
F(x)
0.6
𝑃 𝑋=2 = = 0.003 0.886 0  x 1
 0.4
F ( x)   0.2
Therefore, 0.997 1 x  2 0
1 2 x 4.5 4.7 4.9 5.1 5.3 5.5

𝐹 0 = 𝑃 𝑋 ≤ 0 = 0.886
x
𝐹 1 = 𝑃 𝑋 ≤ 1 = 0.997
𝐹 2 = 𝑃 𝑋 ≤ 2 = 1.000
21 22
RANDOM VARIABLES  Cumulative Distribution Functions RANDOM VARIABLES  Mean and Variance of Random Variables
Example 2.6 Random Variables

The time until a chemical reaction is complete (in milliseconds, ms) is
A random variable assigns a numerical value to each outcome in a sample space.
approximated by this cumulative distribution function:
 for x  0
0.01005
0
F  x  0.01
1  e 0.01x for 0  x 0.00995
What is the probability density function? What proportion of reactions is 0.0099
complete within 200 ms?
Probability
0.00985
Probability density, f(x)

0.0098
Answer 0.00975
0.0097
0.00965
0.0096
0.00955
Image modified from Harvard University (through edX) Image modified from Harvard University (through edX)

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RANDOM VARIABLES  Mean and Variance of Random Variables RANDOM VARIABLES  Mean and Variance of Random Variables
Mean of a Random Variable Variance of a Random Variable

The population mean of a discrete random variable can be thought of as the mean The population variance of a random variable 𝑋 is a weighted average of the
of a hypothetical sample that follows the probability distribution perfectly. (Center squared differences (𝑥 − 𝜇𝑥)2 where 𝑥 ranges through all the possible values of 𝑋.
of the population)
The mean of X is sometimes called the expectation, or expected value, of 𝑋 and It is the Expected Value of the square of the deviation from the population mean
may also be denoted by 𝐸(𝑋) or by 𝜇𝑋 . (i.e., E 𝑥 − 𝜇𝑥 2 ]
Discrete Continuous
Discrete Continuous
probability-weighted average of 𝑋
𝜎 = 𝑥−𝜇 𝑝(𝑥) 𝜎 =𝑉 𝑋 = 𝑥 − 𝜇 𝑓 𝑥 𝑑𝑥
arithmetic average of 𝑋
𝜇=𝐸 𝑋 = 𝑥𝑓 𝑥 𝑑𝑥
𝜇 = 𝑥𝑝(𝑥) 𝜎 = 𝑥 𝑝𝑥 −𝜇 𝜎 =𝑉 𝑋 = 𝑥 𝑓 𝑥 𝑑𝑥 − 𝜇
𝐸ℎ 𝑥 = ℎ 𝑥 𝑓 𝑥 𝑑𝑥
The standard deviation is the positive square root of the variance
25 26
RANDOM VARIABLES  Mean and Variance of Random Variables RANDOM VARIABLES  Mean and Variance of Random Variables

A certain industrial process is brought down for recalibration whenever the Let the continuous random variable 𝑋 denote the current measured
quality of the items produced falls below specifications. Let X represent the in a thin copper wire in milliamperes(mA). Assume that the range of
number of times the process is recalibrated during a week and assume that X
𝑋 is 0 ≤ 𝑥 ≤ 20 and 𝑓(𝑥) = 0.05. Find the mean and variance.
has the following probability mass function.
𝑥 0 1 2 3 4
𝑝(𝑥) 0.35 0.25 0.20 0.15 0.05 Answer
Find the mean and variance of X.

Answer

27 28
2021
RANDOM VARIABLES  Mean and Variance of Random Variables
BEFORE YOU PROCEED… QUESTIONS?

Example 2.9
Let 𝑋 be the current measured in mA. The PDF is 𝑓(𝑥) = 0.05 for 0 ≤ x ≤ 20. jlseranilla@up.edu.ph
What is the expected value of power when the resistance is 100 ohms? Use the
result that power in watts 𝑃 = 10 𝑅𝐼2, where 𝐼 is the current in milliamperes Post in course page forum
and 𝑅 is the resistance in ohms.
Answer
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Do not distribute without References
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Module 2 Random Variables

Uploaded by

Module 2 Random Variables

Uploaded by

2021

RANDOM VARIABLES  Random Variables and Probability Distributions

Age 3 y/o 7 y/o 5 y/o 4 y/o

Weight 5.5 kg 10 kg 8.5 kg 7 kg

Probability and Statistics Random Length

UNIVERSITY OF THE PHILIPPINES DILIMAN

Measurement 1 Measurement 2 Measurement 3

Weight 5.52 kg 5.50 kg 5.48 kg 0.01

Back 16.25” 16.20” 16.22” A random variable assigns a numerical 0.00995

Randomness in measurements brought by chance

uppercase letter such as X. After the

e.g., P(X = x).

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Discrete Random Variables Examples of Discrete Random Variables

The probability mass function is sometimes called the probability distribution.

Example 2.1 Example 2.2

Continuous Random Variables Examples of Continuous Random Variables

A random variable is continuous if its values can • Continuous Uniform Distribution

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mA and 5.1 mA? 0.00995

Probability density, f(x)

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Cumulative Distribution Function Cumulative Distribution Function

x the integral of the probability density

derivative of the cumulative distribution

Example 2.4 Example 2.5

1 2 x 4.5 4.7 4.9 5.1 5.3 5.5

Example 2.6 Random Variables

What is the probability density function? What proportion of reactions is 0.0099

complete within 200 ms?

Probability density, f(x)

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Mean of a Random Variable Variance of a Random Variable

Example 2.7 Example 2.8

Find the mean and variance of X.

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RANDOM VARIABLES  Mean and Variance of Random Variables

BEFORE YOU PROCEED… QUESTIONS?

This Institutional Work is

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