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Lecture No. 23
of the course on
Statistics and Probability
by
First,
let
us
consider
the
concept
of
the
DISTRIBUTION FUNCTION of a discrete random
variable.
As discussed in the last lecture:
DISTRIBUTION FUNCTION
The distribution function of a random variable X,
denoted by F(x), is defined by F(x) = P(X < x).
The function F(x) gives the probability of the event
that X takes a value LESS THAN OR EQUAL TO a
specified value x.
The distribution function is abbreviated to d.f. and
is also called the cumulative distribution function (cdf)
as it is the cumulative probability function of the random
variable X from the smallest value upto a specific value x.
EXAMPLE
Find the probability distribution and distribution
function for the number of heads when 3 balanced coins
are tossed.
Depict both the probability distribution and the
distribution function graphically.
Since the coins are balanced, therefore the equiprobable sample space for this experiment is
S = {HHH, HHT, HTH, THH,
HTT, THT, TTH, TTT}.
= P(X = 0)
= P[{TTT}] = 1/8
= P(X = 1)
= P[{HTT, THT, TTH}] = 3/8
= P(X = 2)
= P[{HHT, HTH, THH}] = 3/8
= P(X = 3)
= P[{HHH}] = 1/8
1
8
3
8
3
8
1
8
1
f(x)
4/8
3/8
2/8
1/8
0
0
Number of
Heads
(xi)
0
1
2
3
Probability
f(xi)
1
8
3
8
3
8
1
8
Cumulative
Probability
F(xi)
1
8
1 3 4
8 8 8
4 3 7
8 8 8
7 1
1
8 8
0,
1
,
8
4
Fx ,
8
7
,
8
1,
for x 0
for 0 x 1
for 1 x 2
for 2 x 3
for x 3
INTERPRETATION:
If x < 0, we have
P(X < x) = 0, the reason being that it is not possible
for our random variable X to assume value less than zero.
(The minimum number of heads that we can have in
tossing three coins is zero.)
If 0 < x < 1, we note that it is not possible for our
random variable X to assume any value between zero and
one. (We will have no head or one head but we will NOT
have 1/3 heads or 2/5 heads!)
Hence, the probabilities of all such values will be
zero, and hence we will obtain a situation which can be
explained through the following table:
Number of
Heads
(xi)
0
Probability
f(xi)
1
8
0.2
0.4
0.6
0.8
3
8
Cumulative
Probability
F(xi)
1
8
1
1
0
8
8
1
1
0
8
8
1
1
0
8
8
1
1
0
8
8
1 3 4
8 8 8
1
P(X x) P(X 0) ;
8
Similarly,
For 1 < x < 2, we have
PX x PX 0 PX 1
1 3 4
;
8 8 8
For 2 < x < 3, we have
PX x PX 0 PX 1 PX 2
1 3 3 7
;
8 8 8 8
F(x)
1
6/8
4/8
2/8
0
F(x)
1
6/8
4/8
2/8
0
EXAMPLE
A large store places its last 15 clock radios in a
clearance sale. Unknown to any one, 5 of the radios are
defective.
If a customer tests 3 different clock radios selected
at random, what is the probability distribution of X,
where X represent the number of defective radios in the
sample?
SOLUTION
We have:
Type of
Clock Radio
Good
Defective
Total
Number of
Clock Radios
10
5
15
15
.
3
X = 0 is
10 5
3 0 0.26.
15
3
Number of defective
clock radios in the
sample
X
0
1
2
3
Total
Probability
f(x)
0.26
0.49
0.22
0.02
0.99 1
LINE CHART
f(x)
0.5
0.4
0.3
0.2
0.1
0
0
Number of defective
clock radios in the
sample
X
0
1
2
3
Total
f(x)
F(x)
0.26
0.49
0.22
0.02
0.99 1
0.26
0.75
0.97
0.99 1
INTERPRETATION
The probability that the sample of 3 clock radios
contains at the most one defective radio is 0.75, the
probability that the sample contains at the most two
defective radios is 0.97, and so on.
x i f x i ,
i 1
The expression
n
E X x i f x i
i 1
which
represents
the
ordinary arithmetic mean
of the n possible values.
EXAMPLE
If it rains, an umbrella salesman can earn $ 30 per
day. If it is fair, he can lose $ 6 per day. What is his
expectation if the probability of rain is 0.3?
SOLUTION
Let X represent the number of
dollars the salesman earns. Then X
is a random variable with possible
values
30
and
6,
(where -6 corresponds to the fact
that the salesman loses), and the
corresponding probabilities are 0.3
and 0.7 respectively.
Hence, we have:
EVENT
Rain
No Rain
AMOUNT
EARNED
($)
x
30
6
Total
PROBABILITY
P(x)
0.3
0.7
1
EVENT
Rain
No Rain
AMOUNT
EARNED
($)
x
30
6
Total
PROBABILITY
P(x)
xP(x)
0.3
0.7
1
9.0
-4.2
4.8
Hence
EXPECTATION OF A
FUNCTION
OF A RANDOM VARIABLE
Let H(X) be a function of the random variable X.
Then H(X) is also a random variable and also has an
expected value, (as any function of a random variable is also
a random variable).
H x i f x i ,
i
And, since
E(X )2 = E(X2) [E(X)]2,
hence the short cut formula for the
variance is
2 = E(X2) [E(X)]2.
More generally, if
H(X) = Xk, k = 1, 2, 3, , then
E(Xk) = xik f(x)
which we call the kth moment about the origin of the
random variable X and we denote it by k.
and kurtosis by
2
3
3
2
4
2
.
2
PROPERTIES OF MATHEMATICAL
EXPECTATION
1. If
c
is
a
constant,
then
E(c) = c.
Thus the expected value of a constant is
constant itself.
2.
If X is a discrete random variable and if a and b
are constants, then
E(aX + b) = a E(X) + b.
EXAMPLE
Let X represent the number of
heads that appear when three fair coins
are tossed.
The probability distribution of X is:
X
0
1
2
3
Total
P(x)
1/8
3/8
3/8
1/8
1
P(x)
1/8
3/8
3/8
1/8
1
xP(x)
0
3/8
6/8
3/8
12/8=1.5
x
0
1
2
3
2x+3
3
5
7
9
Total
P(x)
1/8
3/8
3/8
1/8
1
Hence
E(2X+3) = 6
(2x+3)P(x)
3/8
15/8
21/8
9/8
48/8=6
E(aX + b) = a E(X) + b.
IN TODAYS LECTURE,
YOU LEARNT
Graphical
Representation
of
the
Distribution Function of a Discrete
Random Variable
Mathematical Expectation
Mean, Variance and Moments of a
Discrete Probability Distribution
Properties of Expected Values
Chebychevs Inequality
Continuous Probability
Distributions