UNIT - he Random Vaniable

Event DescYiptive A: "Draw spodc

numCYical B :"3
A random variable is a }Yue ov functional
Yelationship that
assignns a ead numbcy to all

POSSible Outcome S of
Yandom expeoiment J t is

Yepyesented by w,x, y"- At any payticuloan Value of

Yandon variable is
denotcd by laver case lette
SUch as
w,x y - ,

EX Refes TeXt book

y pes of Random vartable

1-DiscYete
ContinvouJS
3 Mixeed

Ofscvete
piscvete Yan dom vaYable S one having o
discrete vay+able.

he Sample Spacefor disCYete rarndom VOríable Can

be discrete OncontinuouS 0n even a mixed of

dPSCYete & continvous

Ext-Spinning the heel assigning he numbe +l to46
ContinUovs: values
S
S the one havënq contiOUOUS range ot
Cannot be pYoduce d from a discvete Sample

Space A pUYely continuoUS Yandom Varta ble cana

be Yesult from mi xea Sample SpaCe.

Mixed R.V :
It is the one -foY
for which Some of ts values
volues

AYe di'screte ontinuoUS the miXed

e Some CSe

Cases
USUally least important.
Cond&Eions foY aa
function to be dandom Vosttable
TE
Should not be his
molti value .
I0 addi tionn to

a Yodom vcotiable
has to be fotlowe d thefollowina
condition
Set
fxex} shall be Can even fov any real numben x ,
These set CoresponolS t o those potnt S in the Sample
Space L S) for which te R-VXCs) doesnot exceed e

numben a . The of
PYobabiuy these event s denote
by Pxery it ?s equivalent to eqo Som of the

probabiitie s Of all the elementary events coY YeSponding

toxx3.
probabili ties of the
The event
Px= - o-o
P x 'y -O
 Distrtbution Functioo:
PX Y is the probabili ty of the cvent x a y
HeYe
TeYe the pYobabiity values depends on x because
tis a functton of s
* we cal this foncton a

COmmolative pYobabiu ty drstribution foncti om a sCmpu

distribution of x and t denoted by FxCad.
FxCX)r P{xex3
The argument
ay Yeal DUmben angeng
from to O

PYopesties
F Ob

3 O
E, (2)T
4 FxCa,)L Fx (a,) if x,< B2
:P, Lx
ez,} -
F(3) -Fx (a)
6Fy C") :
Fy Ca) => States that Fx Cx ts a continuouS
rom the iqbE
Let X -has
has discYe
the
tte values in the set
given by
i--OS, o7, 15,3 he coYres ponding pYobabili ties ore

aSSUme d to be fo1, 0.2, 0:1, o.4.0a Plot he distri bution

Function Fx (
 Civen,
X - , -o.5,o.1,1:5,j
0 , 02, o , O.4,o a

CzP{xery
FxC): P{xe -13 PSx=-13 o6.

O1t

Fx(-0-5): PS xe -o.5
Pix= - o-5y tP{x*-13
+1 +2 +3

O 2 +
O- O3
xCO)
PSx<0-74 pSx= -13t Pfx-OS} tP\x= O*t9:
0-4

Considen the
expestment of rolloing ttuo qices. Let
o dices Os
Calculate the
prooloiity distribotion functon
fCn).
(, 1) CI, 2 C 3 C4 C1,5) C, 6
2 2) 12,3 (2,4) (2,5) (2, 6)|
C3,1) G,1) C3, 3) (3,4) C3.5) C3.6
(4,1) CA,2)
C4,3) C4,4) (A5)A,6)|
(5,1)S.3) 6,3 (6, 4)
(&) 6,a
(5,5) (S,6)
C6,3) (64) (e,T) 6,6

PCa)
36
PC3) PC4)2 P5) PC6)
PC) PC): P(9) PCIO)= 3Pu)
36
 PC2 FCn)

36

23 4 56a
Denstty fuctto
deroted by fyC) and iS defred by thhe

derivative of the dists btive funct íon

C)=f.cn)
Tk) is just den stty function of the Randor

voiable
Property
C ) 0 for al
We
we know that f Ca) varies from to , Te diffeyentiotion

Of these volues mus be tVe nombe.

Thi9 Shous that the m a x nte qral of lensity fonction

Th9
S 1
Above two pYopexies can be Uscd to check G te3t
Whe the the given foncttom is valid pYO babi lity turction
 Both the Sets Shoud be Salisfied -fo the vatiddy.
3. C4)
x) d
This expreSS+on Can be oblained the defination directty
dire ctty

fro Probability di'stribUtion fonction.

A
P[x, <xe%,
Proof
cdx (F,cl
Fx ()-F C1, )
P[x Lx LA2
sthe function cefined as folow 9 a densitytunction?

e
TC342 for 2 e4
8

soY A>4

he probabilüty density fonetton Should Satisfy the

the
o

Ye lation C dr
A
(3 +a )
2

3C4) +(a- 3o) -|

Satisfied te-fonctim is
eHence
nce,, the
the Yelation
valid
 tonc ien
Yondlonm vadiable havig followng pbohobility
ValWeS O1 ,

O 2 3| 5 |G
13 K

i) find K
i) Evaluate PC74), P(AZ5) e (3¢1£6)
n) find the Sallest vake of foY which PCXEV 7
FYom the xiomS of
proboility we Knoud that
PCS)
PCL)
PCo)+PC1) +P( 2)t +PC6)= 1
K +31
+5K+ktqKtI k EBK
4K

PCc4 ) = PCo) tPCI)EPC2)

+PC3) K+3k 45k+A 16K

PCxz5) PC5) +PC6) IK+ 13K = 4K

24
A
PC3CXL6) PC4 +PC5)t PC6) -

4k-+11t t13k33K
33
4
)
Usinq trail ErroY methd
PCxeo) P (x =0) 4Q
49
 PCxEI) = PCy=o) +P(X) Kt3k

A
PCXC3) k 3K +S K+7
49

PCX 4 ) K+ 3K +5K+k 4K 2 5 O 5 1 >0.5

49

4 is the Smalle St value

A ContinuousS andom vasioble haS O pYobabiuty densty

functon +C) 3*; os 1e| . Find o ond bSoch hat

Pixea P{xza y

Pxea ) d
STDce Pxeay P S x >za eath musst ha ve equa Values

The value s becauSC the pvobabi lity S alumysi

4 d
31dn

a C)3
i) Px by 0-05
3d 0 oS
b
 b-(1
Value
A Continous R-v x that can a9sumc any
function
9 by
between
2,i=5 has a density
C = k C1+). Ffnd P(xLA)

fC1) =
KC+):24 15

k5+2-2-2]

PCXA)efCx)d , 24m) da
27
2

-a)
16
2

|Detemine whe the the following ts a valid density

J

furcto0 FCx): -e ; 1zo

Co

FCA) is Valid cistoibwton fonction Gfy if fh

correspondig olerituyun cti on fCr) ts Volid

 ie

A R-Vx
takey the value -21 ad 1 uwi th pYob
-biutie g e, V4 & /2 nespecti vely Find fobrau h
distribuHon & demtty funciom.

PLxe-3] o
Pxe-j: Pi* - 2]-
PExe-J Plxa-2J+ P=-1)
:

P[xeo]
P[xe1
 fM
Distri bukion functton

-3

V X ha
densitu funchion fCw) 2 4
o leohu
finol ci) PCx CI)
ti) PCIxl>1) )ü) PC 2x +3 >5)
>5
i)POXe)= d d
=

i)PCIRI>1)= P(x>l a
xe-)= PCX>D+PCX -I)
-I

dt d +
A

fti) PC2x+3 >5) P C2x>9 ). PCX>1)

-

dX
 the
the dstoibtive
distribtive
A ContinuoUs X ho
Yadlorm vatiablc

function FCX) kC-)

= Fnd K
and fCa)
kC 1143
f 11
73

be veateo
dstribution and dersity fonction can

aS

.dRCT
d

4K C -1)3

PC)
4 KC1-1:173
3

the conditton must

For o density funct ion to be valid

be Satisfied D

fCd =

4KC-1) dX-

AKCA-1)D

G6---1$'J-1
K 16

'The dermity fun ction is f() (1-1telu3

3
Frnd a constant b>o SO thot the function given
3X

by fC fsaValicd function
O
escuwhe
For a
valid density function

d 1 =
3

e
3
e 3

3b Inl13)
b 0854
Condittonal Distributfon and dersity
turclion-
FoY uo events A&B
where pCA)#0 The Codittona
probabiüty of A given B

PCAle) PCANB) whee pB) #0 >0

Lct
PC6)
Us
extend this conce
pt to Yandom vabiable
Conditional DisY i butron
Let A in eqo identfied av he event {xer j
for the Random vewiable x .The
vesolting probabiliky
 distribution
PCe/p) is define d as the conditional

unc Hon df and denotrd by fx(7/

F,/)PXx/p) : P(xLZnB)
PCB)
(x ne)>joint prohabiaty
Prope ties

Fx Cle ) = \
3 O Fx (a/6)1
4 Fx /B)<Fx(x/g) if
4
5Pz,xe 1,/p}: , (1,/g) -Fr C, /a
6 Fx/3 Fx Ca/
E
Cond itonal DernSity furction:-
Ihe condi tional density function of he kardorn

oYiable x the derivative Of the condition

distybution function.

C/e)d,F,Ca/6) d

Properties
1 / p ) >o

2f/p) dr-
-o
 3:FC/B) (1) d
4P x4 i2 /6j
loo boxes haue in thern.
Yed, 9Yeen and blue balls
NumbeY of balls of ch colour 1s given n table

Ouy expeaiment wrllbe to Select a box then a all

thon
|from the Selected box Cre boC2 s slightly largey

iE to be Selected then
frequenEy then
the other caUSiNq
s
the bo by B,
Bbe event Select the laYger

thevernt" selec Spx Smnaller bo . AssUme

PCeTo
PB,)=2

distvibution & dersity fun ction

PCe2 ) =2 . plot Hhe

Box
Ball
Colow total

Re d 5 8o 8S

Gree 35 6o 95

O
3 Blue

150
TOta
the ValuUes
values
s dtscrete Yanolom variable havinq
Let
*
ballS
K3 :3 when ved, gveen,bluc
=2,
we Selected
 OO I50

P-/,y 60

+OO 80 1
150

= O.431

PX=ay = PSx-2/e.3 PCe)+ Pf x->/6, P( B, ) 150 To

Px-3y 6 . 2+ L O113

8CA-1) +0:39 o 8(2-2)+ 0-173 S(z-3)

fyCa) O.431

O-2

(2-3)
O.431 uC-1) + O-390 u(-2) +0-1734
x (a)

O'2

3
 Ca/e,= 5 Scx-1) t 35 SC7-2) + 60 SC1-3)
OO

5/ 100
Fx(le)

x/B,)-5 u(14) +35 u (1-2)

+60 u7-3)

he Ciaussian Random Va Yiable

A Random vareable x s called Gavssian i

denstty function ts in the formn

-(1ax a 0
J2mT
Where are real CorMtantS

It's max îmunm olue OCCUrS ot

JoT
xGaUssian den6itty s also called as nomal oenoity
fhe desity
Spreadl dhbout the point ax is veloated to ax

*Ihe -fonction decveoes to o-6T timcs of Tts max alue

ot

Ex: A Yandom thermal aqitaEfOn PreKLSS causes the

Vandom ress of varioUS CUVrent (hiS type of noise

s Called gaussian becaSE the tando vayiable

epre sentng noise voltage ho quoASian denaity
The
h e distributotion funct ion (s giuen y

-CE -ax)
FCx)
rt e

de
his fontion S o l u t i o n ,and
has of
no cloed fovm

t most be evauted usinq numeyical

alSo
Let os conside tht normalized coses a d

ass
ume the CorYes pordîn9 a
C)
e 37
& ax C = FCx) 21

This ts thefuncion fCx) only wheYe

uSe Fea)
=
1- f(x
for neqitive volues of we

distribution function fa
to show that the qene ral

f Cx) we make vaviable chenge

n tevmns of
-Ax
Let -ax 7 u =L - 0
whene :
G
- >u=-

G-du

FxCa). dJd u
AY

J2T

FC)F
 CrLSSian dennity function
ra)

6o1

Fnd the probab lity of event Sre 5-5y for a

gou5S10
0ondom variabk hoving ax3 & a

Pe5.5- Fxc5.s)
FC35) = o 8 944
F3
clouds above the qrournd
AssumC that the heiqht
uaviable x
SOme Of loca tion ts a qaussian vandom
that
with ax= 183Cm Find the pvokability
46om
clouds will highey thon 2150 m
PSx>*j*-P{xsx3
P275o 1-P - 2156,
l - Fy (2150)

=
(- 2450-185 1 o4443
46 0

O 022
 Othey dis tyibution ond densíty Example

Binomial
Thenthe func ion
Let o P and N 2,3
-

C) K o
()Pc-P)aco-K)
function
Called the biomial density

Refey text book for cdi sriphon in N inde

taiS
hcads ED-K
of k
The
e p r o b a b i l ü ty H T T H H T H -
H

Pendent tvails to a spe ci fied Ovde

probabiu ty
S
given by the compound

PCH)
PCHTTHHT H) -PCH) PCT) PCT) PCH) PCH)PCT- -
= PC-P) CI-P)PPCI-P)

-.Cip
P-P-P C-PC-P)

p
This is not he only posstble seqUene,he no: of

Such sequences ott of N inde pendent trails is qiven

N
(N-K) k O

Called as Binomial coefftcient

wheve this qvantits s

C )-PC-p ( )scz-E)
 Eq D is a
binomial deni ty fonction .

By inteqratinq the above cquation The binom al

distri buHon function

FC C-P NK(N u
(7-* )
ot me binomial density and distributi ve fncti on

N-6, P O.25.

FyCo) á 6 K
(o25) Cl-o-2 5 . 6 ucok)
K=O
C6-K)k
PRCa)
o 3 s 6 0

o2166

O3
o 1 3 1

-D33

S 6

PotssfoD Distri bution

he poisson Yanclom variable has density coan

be wYtten
byC)- e~ sC-K) K o k ! S - k )

The dis tribution funcion s

Fx C)

&C- K) d

) b>0
F(m)- e b b u Cu-k
When plottd hese fonction appec qute sitnilar

to binomia random ria ble-

Applications
oisson yandom vayfable ts aDplicable to wide voity o
coont ing type applicatior
descvibes the numben of de fectie nits in a

Somples taken from prcd ection Line

a petiod
Of
He
The a d e during
no
of telephone calls
Caingo
of
electYons from Small Secton
The no of cmitte

in a
qiven time

Uniform dstributton
dersity & dlistri bution
he niform probability

function ave deftned by

-a

elsewhcvve

FyC ,(e)ds
d (b-a
G)
b-a

Fycx) 1-0
b-a

Fy (1)= -
 (12
Af(x)

b-

figOniform denAity function fig Oniform di'strbut1on

Applicat ion
he CrOYS intvodocc d f the Youndl of proess

i n qvoantizati on aYe considered nifovmly

ots tributed.
ExponenAial distyibution
unct ion are
e
exPonential density6 distributbn

given by

eplace he valve voniake toith G

Fy C) (E)JS
a

.- 1 e
f-e(-a%

Application.
Yain
The exponentíal censity
Ihe sUsefol n dscyibinq
YcunstYom meaSUYMets
dvop sizes when a large no of

ave maole.
in
2 IE is also usec to d e s c i r , the fluduation
 Sonou styeng h Ye cieved bu YOAdoY from certain

types of air chafE:

fx()

exponential eity dunct ion fig exporcntial distribwion

fonctio n
iSvecieved by he
I hp
eO u e y reflected fvom an aivcYafE

a d a ad its discribed bu expeneptial ronodom VoT (Ok

P,then duni y of h Pi

O PO

Po avo amount of recieved pouwer

What s Hhe probability that he yecieved pouoer q th

he POwe Ye cieved on h oveYaqt

PP>Po 1-P PsPoy

1-FpCPo)
0-368