CH 6 Powerpoint, Study Notes on Discrete Random Variables

Chapter Outline

  • 6.1. Two Types of Random Variables

  • 6.2. Discrete Probability Distributions

  • 6.3. The Binomial Distribution

Random Variable

  • Definition: A random variable is a variable whose value is a numerical value that is determined by the outcome of an experiment.

  • A random variable assigns one and only one numerical value to each experimental outcome.

  • Before an experiment is carried out, its outcome is uncertain.

  • A random variable can be thought of as representing an uncertain numerical outcome due to its assignment of numbers to experimental outcomes.

Idea of a Random Variable

  • Example Scenario: In a coffee shop experiment where the number of coffees sold during the day is denoted as ( x ), the outcome (number sold) is uncertain before the day begins, thus ( x ) is a random variable.

Types of Random Variables

  • Two Main Types:

    1. Discrete Random Variables: Can be counted or listed.

    2. Continuous Random Variables: Not countable.

Discrete Random Variables

  • A discrete random variable can assume a finite number of possible values or the possible values may take the form of a countable sequence (e.g., 0, 1, 2, …).

Examples of Discrete Random Variables

  • Number of Customers Entering a Store: Values can be 0, 1, 2, 3, 4, etc. (Countable and Finite).

  • Number of Hurricanes in a Decade: Values can be counted across a region. (Countable and Finite).

  • Ratings to a Movie: Possible values {1, 1.5, 2, 2.5, …, 5}.

  • Production Scenarios:

    • Inspecting 15 fertilizer types: # productive fertilizer is between 0 and 15.

    • Answering 35 questions: # correct answers is between 0 and 35.

    • Quality Inspection of 60 TVs: # defects is between 0 and 60.

    • Counting cars at a toll between 11:00 & 1:00: # cars is 0, 1, … .

Continuous Random Variables

  • A continuous random variable may assume any numerical value in one or more intervals on the real number line.

  • Note: Its possible value is not countable.

Examples of Continuous Random Variables

  • Temperature of a Cup of Tea: Infinite possibilities due to precision.

  • Weight of a Person: Infinite possibilities (e.g., 60.7 Kg, 60.67 Kg, etc.).

  • Height of Adults (Age 18-65): Values can include 165, 173, 163.5, etc.

  • Lifetime of a Battery: Values in hours could include 178.9, 250.5, etc.

  • Measuring Time Between Flight Departures: Values measured in minutes or hours.

Discrete Probability Distribution

  • The value assumed by a random variable depends on the outcome of an experiment, introducing uncertainty.

  • We can model the random variable by finding or estimating its probability distribution which describes how probabilities are distributed over its values.

  • The discrete probability distribution is represented in the form of a table, graph, or formula that gives the probability associated with each possible value of the random variable.

Properties of Discrete Probability Distribution

  • Let ( x ) be a random variable.

  • ( p(x) ) is the discrete probability distribution of the random variable.

  • For any value ( x ) of the random variable, it must hold that: ( p(x) \geq 0 ).

  • The sum of all probabilities for the events in the sample space must equal 1.

Example 6.2: Sales of Car Radios at Sound City

  • Historical Records (over 100 weeks):

    • 3 weeks with no radios sold

    • 20 weeks with 1 radio sold

    • 50 weeks with 2 radios sold

    • 20 weeks with 3 radios sold

    • 5 weeks with 4 radios sold

    • 2 weeks with 5 radios sold

  • Random Variable (x): Number of TrueSound-XL car radios sold.

  • Possible Values for x: {0, 1, 2, 3, 4, 5}.

Calculate Probabilities

  • Probability of No Radio Sold: ( p(0) = \frac{3}{100} = 0.03 ) (3 of 100 weeks).

  • Continuing this way for all values gives the entire estimated probability distribution.

Graphical Representation

  • A graph shows the estimated probability distribution of the number of car radios sold during a week.

  • Example Queries:

    1. Probability (≥2): ( P(X ≥ 2) = p(2) + p(3) + p(4) + p(5) = 0.5 + 0.2 + 0.05 + 0.2 = 0.77 ).

    2. Probability (1 < x ≤ 4): ( P(1 < x ≤ 4) = p(2) + p(3) + p(4) = 0.5 + 0.2 + 0.05 = 0.75 ).

Expected Value of Discrete Random Variable

  • If the experiment is repeated an indefinitely large number of times, the mean (expected value) of all observed values can be calculated.

  • The expected value ( E(X) ) is calculated as
    ( E(X) = \sum (x imes p(x)) ) over all possible values of x.

Example Calculation for Expected Value

  • Average Number of Radios Sold Per Week:

    • ( E(X) = 0 imes 0.03 + 1 imes 0.2 + 2 imes 0.5 + 3 imes 0.2 + 4 imes 0.05 + 5 imes 0.02 = 2.1 )

    • Hence, the average number of radios sold per week is ( 2.1 ).

Example 6.4: Life Insurance Case

  • Insurance Details:

    • Policy amount: $20,000

    • Annual premium: $300

    • Probability of death: 0.001.

  • Random Variable ( x ): Profit made by the insurance company during a year.

Expected Profit Calculation

  • To find expected profit:

    • ( E(X) = 300(0.999) + (-19700)(0.001) )

    • Result: ( E(X) = 280 ).

    • This indicates a company average profit of $280 per policy per year.

Variance of a Discrete Random Variable

  • Definition: Variance measures the average of the squared deviations of values from the mean.

  • Formula: Variance of a discrete random variable is defined as:
    ( Var(X) = \sum (x - \mu)^2 imes p(x) ) where ( \mu ) is the expected mean.

Standard Deviation of a Discrete Random Variable

  • Definition: The standard deviation is the square root of the variance and represents the spread of values from their expected value.

Example 6.2: Selling Car Radios - Variance and Interpretation

  • Variance Calculation:
    ( Var(X) = 0.89 )

  • Standard Deviation Calculation:
    ( \sigma = \sqrt{0.89} = 0.9434 ).

  • Interpretation: If another satellite radio has a mean of 2.1 radio sales and a standard deviation of 1.2254, the ClearTone-400 shows greater variability in sales compared to TrueSound-XL.

Interval of a Discrete Random Variable

  • Concept: Similar to population measurements, we can find the probability that a random variable lies within a set number of standard deviations from its mean.

  • Example using ( \mu = 2.1 ) and ( \sigma = 0.9434 ). To find the interval [0.2132, 3.9868] covering ±2 standard deviations leads to:

    1. Identifying ( x = 1, 2, 3 ) as falling within the interval.

    2. Probabilities for those values yield: ( P(X=1)+P(X=2)+P(X=3) = 0.2 + 0.5 + 0.2 = 0.9 ).

    • Thus, there is a 90% chance that sales will be within two standard deviations of the mean.

Binomial Distribution

  • Definition: The binomial distribution is a vital discrete probability distribution characterized by:

    • Experiment consists of ( n ) identical trials.

    • Each trial results in either “success” or “failure.”

    • Probability of success ( p ) is constant across trials.

    • Probability of failure ( q = 1 - p ).

    • The trials are independent.

Example 6.6: Purchase at a Discount Store

  • Situation: 40% of customers make a purchase. What is the probability that 2 of the next 3 customers will buy something?

  • This scenario fits a binomial distribution.

  • Probability Calculation:

    1. Sample space outcomes for making purchases are characterized by two possible outcomes (success S / failure F).

    2. With ( P(S) = 0.4 ), we derive ( P(F) = 0.6 ).

    3. Total outcomes can be illustrated through a tree diagram and calculated for probabilities of particular outcomes like ( P(SSF), \ P(SFS), \ P(FSS) ).

    4. Combined probability of 2 purchases in 3 trials:
      ( P(X=2) = 3 \times (0.4)^2 \times (0.6) = 0.288 ).

    • Thus, there's a 28.8% chance that two out of three customers will make a purchase.

Further Examples on Binomial Distribution
  • Probability calculations for varying numbers of customers making purchases and the associated implications.

  • Illustrations with factorial arrangements and connections to the binomial table for broader insights into trends and expectations.

Mean, Variance, and Standard Deviation of a Binomial Random Variable

  • Formulas:

    • Mean: ( \mu = np )

    • Variance: ( \sigma^2 = npq )

    • Standard Deviation: ( \sigma = \sqrt{npq} )

    • Where ( n ) represents the number of trials and ( p ) is the probability of success.