Chapter 3.

1: Random Variable
Definition: a function that assigns a real number to each outcome in the
sample space of a random experiment.
Discrete r.v- random variable with finite or countable infinite range
Example: number of scratches on a surface, number of goals in a game
Continuous r.v- random variable with an interval (either finite or infinite)
Example: pressure, temperature, time, voltage, weight

3.1 Discrete Random Variable
The probability distribution of a discrete random variable X (prob. mass.
function) is a description of the probabilities associated with the possible
values of X, satisfy the following conditions:
1)
2)
3)

( )
i i
p x X P = =
( ) ( )
i i
x X P x f = =
( ) 0 >
i
x f
( ) 1
1
=

=
n
i
i
x f
Example 3-2
In a semiconductor manufacturing process, two wafers from a lot are tested.
Each wafer is classified as pass or fail. Assume that the probability that a
wafer passes the test is 0.8 and that wafers are independent. The random
variable X is defined to be equal to the number of wafers that pass.


Ex. 3-17



Find a) b)

c) d)

Ex. 3-21
In a semiconductor manufacturing process, three wafers from a lot are tested.
Each wafer is classified as pass or fail. Assume that the probability that a
wafer passes the test is 0.7 and that wafers are independent. Determine the
probability mass function of the number of wafers from a lot that pass the
test.
( ) 4 , 3 , 2 , 1 , 0 ,
25
1 2
=
+
= x
x
x f
( ) 3 = X P
( ) 1 s X P
( ) 4 2 < s X P
( ) 10 > X P
3.3. Cumulative Distribution Function
- Discrete r.v. X, denoted as where
satisfy

Example 3-8:
Suppose that a days production of 850 manufactured parts contains 50 parts
that do not conform to customer requirements. Two parts are selected at
random, without replacement, from the batch. Let the random variable X
equal the number of nonconforming parts in the sample. What is the
cumulative distribution function of X?

( ) x F ( ) ( ) ( )

s
= s =
x x
i
i
x f x X P x F
( ) 1 0 s s x F
fig_03_04
3.4 Mean and Variance of a discrete random variable
The mean or expected value of the discrete random variable X, denoted as


( ) ( )

= = x xf X E
The variance of X, denoted as

The standard deviation of X is
( ) ( )
2 2
2
2
o = =

x f x X E
x
2
o o =
Example 3-11
The number of messages sent per hour over a computer network has the following
distribution:




Determine the mean and standard deviation of the number of messages sent per
hour.

x 10 11 12 13 14 15
f(x) 0.08 0.15 0.30 0.20 0.20 0.07
Ex. 3-58

Trees are subjected to different level of carbon dioxide atmosphere with 6% of the
trees in a minimal growth condition at 350 parts per million (ppm), 10% at 450
ppm (slow growth), 47% at 550 pm (moderate growth), and 37% at 650 ppm
(rapid growth). What are the mean and standard deviation of the carbon dioxide
atmosphere (in ppm) for these trees in ppm?
3.5 Discrete Uniform Distribution
A random variable X has a discrete uniform distribution if each of the n values in its range,
say, has equal probability. Then,



n
x x x ,..., ,
2 1 ( )
n
x f
i
1
=
( )
( )
12
1 1
2
2
2
+
=
+
= =
a b
a b
X E
o

Ex. 3-66. Thickness measurements of a coating process are made to the nearest
hundredth of a millimeter. The thickness measurements are uniformly
distributed with values 0.14, 0.15, 0.16, 0.17, 0.18, 0.19 and 0.20. Determine the
mean and variance of the coating thickness for this process.
3.6 Binomial Distribution
Consider the experiment:
1. Flip a coin 10 times. Let X = number of heads obtained.
2. A worn machine tool produces 1% defective parts. Let X = number of defective parts
in the next 25 parts produced.
3. A multiple-choice test contains 10 questions, each with four choices, and you guess at
each question. Let X = the number of questions answered correctly.
A trial with only two possible outcomes, where each trial can be summarized
as resulting in either a success or a failure. This is called as Bernoulli trial
where each trial is independent with constant probability.
EXAMPLE 3-16
The chance that a bit transmitted through a digital transmission channel is received in
error is 0.1. Also, assume that the transmission trials are independent. Let X = the number
of bits in error in the next four bits transmitted. Determine
( ) 2 = X P
A random experiment consists of n Bernoulli trials such that
1) The trials are independent
2) Each trial results in only two possible outcomes, labeled as success and failure.
3) The probability of a success in each trial, denoted as p, remains constant.

Then, the random variable X that equals the number of trials that result in a success
has a binomial random variable. The pmf of X is





If X is a binomial random variable with parameters p and n,










( ) ( ) n x p p
x
n
x f
x n
x
,..., 1 , 0 , 1 =
|
|
.
|

\
|
=

( )
( ) ( ) p np X Var
np X E
= =
= =
1
2
o

Ex. 3-78. The random variable X has a binomial distribution with n =10 and p = 0.5.
Determine the following probabilities:






Ex. 3-84. An electronic product contains 40 integrated circuits. The probability that any
integrated circuits is defective is 0.02, and the integrated circuits are independent. The
product operates only if there are no defective integrated circuits. What is the
probability that the product operates?

Ex. 3-85. The phone lines to an airline reservation system are occupied 50% of the
time. Assume that the events that the lines are occupied on successive calls are
independent. Assume that 10 calls are placed to the airline.
a) What is the probability that for exactly three calls the lines are occupied?
b) What is the probability that for at least one call the lines are not occupied?
c) What is the expected number of calls in which the lines are all occupied?


( ) ( )
( ) ( ) 5 3
5 )
< s >
s =
X P d) 9 X c)P
3 X b)P X P a
3.7 Geometric and Negative Binomial Distributions
Series of Bernoulli trials (independent trials with constant probability p of a success),
let the random variable X denote the number of trials until the first success. Then X is a
geometric random variable with parameter 0 < p < 1 and

( ) ( )
( ) ( ) ( )
2 2
1
1
1
,... 2 , 1 1
p p X V ,
p
X E
x p p x f
x
= = = =
= =

o
EXAMPLE 3-21
The probability that a wafer contains a large particle of contamination is 0.01. If it is
assumed that the wafers are independent, what is the probability that exactly 125
wafers need to be analyzed before a large particle is detected?
In a series of Bernoulli trials, let the random variable X denote the number of trials until r
successes occur. Then X is a negative binomial random variable with parameters
0 < p < 1 and r = 1, 2, 3, and






( ) ( )
( ) ( )
2 2
1
,... 2 , 1 , 1
1
1
p p r X V p r
r r r x p p
r
x
x f
r
r x
= = =
+ + =
|
|
.
|

\
|

=

o
Ex. 3-104. In a clinical study, volunteers are tested for a gene that has been found to
increase the risk for a disease. The probability that a person carries the gene is 0.15.
a) What is the probability four or more people will have to be tested before two with the
gene are detected?
b) How many people are expected to be tested before two with the gene are detected?
Ex. 3-105. Assume that each of your calls to a popular radio station has a probability of
0.03 of connecting, that is, of not obtaining a busy signal. Assume that your calls are
independent.
a) What is the probability that your first call that connects is your tenth call?
b) What is the probability that it requires more than five calls for you to connect?
c) What is the mean number of calls needed to be connect?
3.8 HYPERGEOMETRIC DISTRIBUTION
A set of N objects contains K objects classified as successes
N k objects classified as failures
A sample of size n objects is selected randomly (without replacement) from the N
objects, where and .

Let the random variable X denote the number of successes in the sample. Then X is a
hypergeometric random variable and




N K s
N n s
( )
|
|
.
|

\
|
|
|
.
|

\
|

|
|
.
|

\
|
=
n
N
x n
K N
x
K
x f
( )
( ) ( )
N
K
p
N
n N
p np X V
np X E
=
|
.
|

\
|

= =
= =
1
1
2
o

Example 3-27 Parts from supplier

A batch of parts contains 100 parts from a local supplier of tubing and 200 parts from a
supplier of tubing in the next state. If four parts are selected randomly and without
replacement, what is the probability they are all from the local supplier?
X: number of parts in the sample from the local supplier


( ) 0119 . 0
4
300
0
200
4
100
4 =
|
|
.
|

\
|
|
|
.
|

\
|
|
|
.
|

\
|
= =


X P
What is the probability that two or more parts in the sample are from the local supplier?


( ) ( ) ( ) ( )
|
|
.
|

\
|
|
|
.
|

\
|
|
|
.
|

\
|
+
|
|
.
|

\
|
|
|
.
|

\
|
|
|
.
|

\
|
+
|
|
.
|

\
|
|
|
.
|

\
|
|
|
.
|

\
|
=
= + = + = = >
4
300
0
200
4
100
4
300
1
200
3
100
4
300
2
200
2
100
4 3 2 2







X P X P X P X P
Ex. 3-120
A batch contains 40 bacteria cells and 12 of the cells are not capable of cellular
replication. Suppose you examine three bacteria cells selected at random, without
replacement.

a) What is the probability mass function of the number of cells in the sample that
can replicate?
b) What are the mean and variance of the number of cells in the sample that can
replicate?
c) What is the probability that at least one of the selected cells cannot replicate?
3.9 POISSON DISTRIBUTION
The random variable X that equals the number of events in a Poisson process (occur in
time interval, in an area or volume) is a Poisson random variable with parameter
and the probability mass function of X is



Mean and variance:
< 0
( ) ,.... 2 , 1 , 0 ,
!
= =

x
x
e
x f
x

( ) o = =
2
, X E
Ex. 3-132 The number of telephone calls that arrive at a phone exchange is often
modeled as a Poisson random variable. Assume that on the average there are 8 calls
per hour.
a) What is the probability that there are exactly five calls in one hour?
b) What is the probability that there are three or fewer calls in one hour?
c)What is the probability that there are exactly 15 calls in two hours?

Ex. 3-133. Astronomers treat the number of stars in a given volume of space as a
Poisson random variable. The density in the Milky Way Galaxy in the vicinity of our solar
system is one star per 16 cubic light-years.
a) What is the probability of two or more stars in 16 cubic light-years?
b) How many cubic light-years of space must be studied so that the probability of one
or more stars exceeds 0.95?
Ex. 3-139 The number of surface flaws in plastic panels used in the interior of
automobiles has a Poisson distribution with a mean of 0.5 per square meter of
plastic panel. Assume an automobile interior contains 1 square meter of plastic
panel.
a) What is the probability that there are no surface flaws in an autos interior?
b) If 10 cars are sold to a rental company, what is the probability that none of the
10 cars has any surface flaws?
c) If 10 cars are sold to a rental company, what is the probability that at most one
car has any surface flaws?