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Example
Assuming that two fair coins were tossed, find the mean of X where X is the event
for the number of head,
Example
Let X be the random variable that denotes the life in hours of a certain electronic
device. The probability density function is,
20000
, x 100
f ( x) x 3
0, elsewhere
1
The mean or expected value of the random variable g(X) with probability
distribution f(x) is
Example
Suppose that the number of cars X that pass through a car wash between 4.00 pm
and 5.00 pm on any sunny Friday has the following probability distribution:
x 4 5 6 7 8 9
P(X=x) 1 1 1 1 1 1
12 12 4 4 6 6
Example
Let X be a random variable with density function,
x2
, 1 x 2
f (X ) 3
0, elswhere
Find the expected value of g ( X ) 4 X 3 .
2
Exercise
1. The density function of coded measurements of pitch diameter of threads of a
fitting is
4
, 0 x 1
f ( x) (1 x )
2
0, elsewhere
Find the expected value of X.
Exercise
2. Let X be a random variable with the following probability distribution:
x -3 6 9
f(x) 1 1 1
6 2 3
Find g(x), where g ( X ) ( 2 X 1) .
2
3
Variance
(Example and Exercises, Walpole, 8th edition)
The mean does not give adequate description of the shape of a distribution.
Variability in the distribution is characterised using variance and standard
deviations.
Example
Let the random variable X represent the number of automobiles that are used for
official business purposes on any given workday. The probability distribution for
company A is
x 1 2 3
f(x) 0.3 0.4 0.3
4
The variance of a random variable, X, can be written as E ( X )
2 2 2
Proof:
Example
Let the random variable X represent the number of defective parts for a machine
when 3 parts are sampled from a production line and tested. The following
probability is distribution of X.
x 0 1 2 3
f(x) 0.51 0.38 0.10 0.01
5
Example
The weekly demand for Pepsi in thousands of litres, from a local chain efficiency
stores, is a continuous random variable X having the probability density
6
(Example and Exercises, Walpole, 8th edition)
For a random variable g(X) with probability distribution f(x), the variance will be
denoted by g(X)2
Example
Calculate the variance of g ( X ) 2 X 3 where X is a random variable with
probability distribution
x 0 1 2 3
f(x) 1 1 1 1
4 8 2 8
7
Example
Let X be random variable having the density function
x2
, 1 x 2
f ( x) 3 .
0, elsewhere
Find the variance of the random variable g ( X ) 4 X 3 .
8
Exercise
1. Let X be a random variable with the following probability distribution:
x -2 3 5
f(x) 0.3 0.2 0.5
Find the standard deviation of X.
9
Means and variances of linear combinations of random variables
(Example and Exercises, Walpole, 8th edition)
Theorem 4.5
Example
Refer to page 44 (Lecture 15), g ( X ) 2 X 1 . Find E (2 X 1) .
Example
Refer to page 44 (Lecture 15), g ( X ) 4 X 3 . Find E (4 X 3) .
10
Theorem 4.6
The expected value of the sum or difference of two or more functions of a
random variable X is the sum or difference of the expected values of the
functions. That is,
Eg ( X ) h( X ) Eg ( X ) Eh( X )
Example
Let X be a random variable with probability distributions as follows:
x 0 1 2 3
f(x) 1 1 0 1
3 2 6
Find the expected values of Y = (X - 1)2
11
Example
The weekly demand for a certain drink, in thousands of liters, at a chain of
convenience stores is a continuous random variable g ( X ) X 2 X 2 , where X
has a density function
2( x 1), 1 x 2
f ( x) .
0, elsewhere
Find the expected value for the weekly demand of the drink.
12
Chebyshev’s Theorem
(Example and Exercises, Walpole, 8th edition)
The probability that any random variable X will assume a value within k
standard deviations of the mean is at least 1-1/k2. That is,
1
P( k X k ) 1
k2
13
Example
A random variable X has a mean = 8, a variance 2 = 9, and an unknown
probability distribution. Find
(a) P (-4 < X < 20)
(b) P ( X – 8 ≥ 6)
Exercise
1. Suppose X is a normal random variable with mean and standard deviation .
Demonstrate that Chebyshev’s Theorem holds for k = 2 and k = 3.
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