Probability Distributions and Statistics and 10. Probability and Calculus (Combined Chapters)

8. Probability Distributions and Statistics and 10.
Probability and Calculus(Combined Chapters)
Calculus with Business Applications II Math 1690
Spring 2011
Calculus with Business Applications II Math 1690 8. Probability Distributions and Statistics and 10. Probability a
8.1 and 10.1 Probability Distributions and Random
Variables
Random Variable
A random variable is a rule that assigns a number to each outcome
of a chance experiment.
There are two kinds of random variables: Discrete and
Continuous:
A random variable X that assumes only discrete values(e.g
integers) is called a discrete random variable.
For Example, suppose an experiment consists of throwing a die and
observing the face that lands up. If we let X denote the outcome of
the experiment, then X assumes one of the values 1, 2, 3, 4, 5, 6.
A random variable X that can assume any value in an interval is
called a continuous random variable.
Examples of a continuous random variables are the life span of a
light bulb, the length of a telephone call, the length of an infant at
birth.
Variables(Contd.)
Example 1: A pair od dice is rolled. Let X be the random variable
that gives the sum of the faces that fall uppermost.
a. List the outcomes of the experiment; that is, find the domain of
the function X.
b. Find the value assigned to each outcome of the experiment by
the random variable X.
c. Find the event that gives X=7.
Probability Distribution of a random Variable X is a table that
gives the distinct(numerical) values of the random variable X and
the probabilities associated with these values.
Example 2: Find the probability distribution of the random
variable X given in Example 1.
Histograms
A probability distribution of a random variable may be exhibited
graphically by means of a histogram.
Variables(Contd.)
Example 3: Draw the histogram for the probability distribution in
Example 2.
Note: In histogram, the probability associated with more than one
value of the random variable X is given by the sum of the areas of
the rectangles associated with those values of X. For Example, in
Example 1, the probability of the event of getting sum 4 or 5(that
is, X=4 or X=5) is P(X=4)+P(X=5).
Example 4: The probability distribution of the random variable X
is shown in the accompanying table:
x -5 -3 -2 0 2 3
P(X=x) 0.17 0.13 0.33 0.16 0.11 0.10
Find
a. P(X ≤ 0) b. P(X ≤ −3) c. P(−2 ≤ X ≤ 2)
Variables(Contd.)
Discrete Probability Function
A discrete probability function P with domain {x1 , x2 , . . . , xn }
satisfies these conditions:
1. 0 ≤ P(xi ) ≤ 1, for 1 ≤ i ≤ n
2. P(x1 ) + P(x2 ) + . . . P(xn ) = 1
Probability Density Function(Continuous Case)
A probability density function of a random variable X in an
interval I, where I may be bounded or unbounded, is a nonnegative
function f having the property that the total area of the region
under the graph of f is equal to 1.
The probability that an observed value of the random variable X
lies in the interval [a, b] is given by
Z b
P(a ≤ X ≤ b) = f (x)dx
a
Variables(Contd.)
Example 5: a. Determine the value of the constant k such that
the function f (x) = k(4 − x) is a probability density function on
the interval [0, 5].
b. If X is a continuous random variable with the probability density
function given in part a, compute the probability that X will
assume a value between 2 and 3.
c. Find the probability that X will assume a value 2.
Joint Probability Density Function

A joint probability density function of the random variables X and
Y on a region D is a nonnegative function f(x, y) having the
property ZZ
f (x, y )dA = 1
D
Thus, the volume of the solid under the graph of f is equal to 1.
Variables(Contd.)
The probability that the observed values of the random variables X
and Y lie in a region R ∈ D is given by
ZZ
P[(X , Y ) in R] = f (x, y )dA
R
Example 6: Let f (x, y ) = xy be the joint probability density

function for the random variables X and Y on
D = {(x, y )|0 ≤ x ≤ 1; 0 ≤ y ≤ 2}. Find
a. P(0 ≤ X ≤ 1; 0 ≤ Y ≤ 2)
b. P(X + 2Y ≤ 1)
Home Work: Section 8.1 on Page 423 problems 5, 13, 15, 19.
Section 10.1 on Page 654 problems 17, 21, 31, 41, 43.

Probability Distributions and Statistics and 10. Probability and Calculus (Combined Chapters)

Uploaded by

Document Information

Original Description:

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Probability Distributions and Statistics and 10. Probability and Calculus (Combined Chapters)

Uploaded by

Copyright:

Available Formats

8. Probability Distributions and Statistics and 10.

Probability and Calculus(Combined Chapters)

Calculus with Business Applications II Math 1690

Joint Probability Density Function

Example 6: Let f (x, y ) = xy be the joint probability density

You might also like