Random Variables
At the town fair there is a roulette wheel that costs $\$20$ per spin. Is it worth playing? Many real-life questions are numerical: how many breakdowns will the school photocopier have this week? How much can you win in a raffle? A random variable turns the outcome of a random experiment into a number so that we can calculate with it: average it and see how spread out it is.
What a random variable is
This page works mostly with discrete variables; at the end the continuous case is introduced, which will be used with the normal distribution.
A random number app generates integers from $1$ to $4$, all with equal probability. Let $X$ be the number generated. a) Write down the probability function of $X$ in…
A random number app generates integers from $1$ to $4$, all with equal probability. Let $X$ be the number generated.
- a) Write down the probability function of $X$ in table form.
- b) Calculate the mean $\mu$.
- c) Calculate the standard deviation $\sigma$, rounding to two decimal places.
Probability function
To describe a discrete variable it is enough to say what probability each possible value has.
A discrete random variable $X$ takes the values $1$, $2$, $3$ and $4$ with this incomplete probability function: | $x_i$ | $1$ | $2$ | $3$ | $4$ | |---|---|---|---|---|…
A discrete random variable $X$ takes the values $1$, $2$, $3$ and $4$ with this incomplete probability function:
| $x_i$ | $1$ | $2$ | $3$ | $4$ |
|---|---|---|---|---|
| $p_i$ | $0.15$ | $k$ | $0.35$ | $0.25$ |
- a) Calculate the value of $k$.
- b) Find $P[X \ge 3]$.
- c) Find $P[X < 2]$.
State, giving reasons, which of the following tables can represent the probability function of a discrete random variable: Table 1: values $1$, $2$, $3$ with…
State, giving reasons, which of the following tables can represent the probability function of a discrete random variable:
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Table 1: values $1$, $2$, $3$ with probabilities $0.3$; $0.4$; $0.2$.
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Table 2: values $1$, $2$, $3$, $4$ with probabilities $0.5$; $0.3$; $0.3$; $-0.1$.
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Table 3: values $1$, $2$, $3$, $4$ with probabilities $0.25$; $0.25$; $0.25$; $0.25$.
In each case, state the condition (or conditions) that are satisfied or violated.
Two coins are flipped and the number of heads obtained, $X$, is counted. a) Write down the sample space of the experiment and deduce the probability function of $X$. b)…
Two coins are flipped and the number of heads obtained, $X$, is counted.
- a) Write down the sample space of the experiment and deduce the probability function of $X$.
- b) Calculate the mean $\mu$ and interpret it.
- c) Calculate $P[X \ge 1]$.
Distribution function
Sometimes a cumulative probability ("at most this much") is more useful than the probability of an exact value.
The cumulative distribution function of a discrete random variable $X$ is given by: $F(0) = 0.2 \qquad F(1) = 0.5 \qquad F(2) = 0.8 \qquad F(3) = 1$ a) Calculate…
The cumulative distribution function of a discrete random variable $X$ is given by:
$F(0) = 0.2 \qquad F(1) = 0.5 \qquad F(2) = 0.8 \qquad F(3) = 1$
- a) Calculate $P[X \le 2]$.
- b) Calculate $P[X = 2]$.
- c) Calculate $P[X > 1]$.
The figure shows the cumulative distribution function $F(x)$ of a discrete random variable $X$ that takes the values $0$, $1$, $2$ and $3$. a) Deduce from the graph the…
The figure shows the cumulative distribution function $F(x)$ of a discrete random variable $X$ that takes the values $0$, $1$, $2$ and $3$.
- a) Deduce from the graph the probability function of $X$ (the values $p_i = P[X = x_i]$) and write it down in table form.
- b) Calculate $P[1 \le X < 3]$ using the cumulative distribution function.
- c) Find the mean of $X$.
Mean, variance, and standard deviation
Just as a data table has a mean and a standard deviation, a random variable has its own, calculated with probabilities instead of frequencies.
In a bag for a board game there are $20$ point cards: $6$ cards with a $1$, $4$ cards with a $2$ and $10$ cards with a $3$. A card is drawn at random and its score $X$…
In a bag for a board game there are $20$ point cards: $6$ cards with a $1$, $4$ cards with a $2$ and $10$ cards with a $3$. A card is drawn at random and its score $X$ is noted.
- a) Write down the probability function of $X$ in table form.
- b) Calculate the mean $\mu$ and interpret it: what average score per card can be expected in the long run?
- c) Calculate the standard deviation $\sigma$, rounding to two decimal places.
A discrete random variable $X$ takes the values $1$, $2$, $3$ and $4$ with probabilities proportional to the value itself: $P[X = x] = k \times x$. a) Calculate the…
A discrete random variable $X$ takes the values $1$, $2$, $3$ and $4$ with probabilities proportional to the value itself: $P[X = x] = k \times x$.
- a) Calculate the value of the constant $k$.
- b) Find the mean $\mu$.
- c) Verify that the variance is exactly $1$ and deduce the standard deviation.
Amina is studying the variable $X$ = "number of weekly breakdowns of a photocopier", with this probability distribution: | $x_i$ | $0$ | $1$ | $2$ | $3$ |…
Amina is studying the variable $X$ = "number of weekly breakdowns of a photocopier", with this probability distribution:
| $x_i$ | $0$ | $1$ | $2$ | $3$ |
|---|---|---|---|---|
| $p_i$ | $0.1$ | $0.3$ | $0.4$ | $0.2$ |
She has calculated the mean, $\mu = 1.7$, and then wrote:
«$\sigma^2 = \sum p_i \times x_i^2 - \mu = 3.7 - 1.7 = 2 \implies \sigma = \sqrt{2} \approx 1.41$»
- a) Check her calculation of $\sum p_i \times x_i^2$ and confirm that it is correct.
- b) Locate the error in the formula she applied for the variance and correct it.
- c) Calculate the correct standard deviation.
Expected value as a criterion: games and raffles
Expected value tells you what happens "on average, if it is repeated many times." It is useful for deciding whether a game, a raffle, or a bet is worthwhile.
The PTA of a high school organizes a charity raffle: it sells $200$ tickets at $\$40$ each, with one prize of $\$2\,000$, four prizes of $\$500…
The PTA of a high school organizes a charity raffle: it sells $200$ tickets at $\$40$ each, with one prize of $\$2\,000$, four prizes of $\$500$ and ten prizes of $\$100$.
- a) Write down the probability function of the variable $G$ = "net winnings from buying a ticket" (value of the prize minus the $\$40$ it costs).
- b) Calculate the expected value of $G$.
- c) Interpret the sign of the result: if the expected value is negative, where does that money go? Does that contradict the charitable purpose of the raffle?
A roulette wheel at a fair has $8$ equal sectors with the prizes shown in the figure: one sector with $\$10$, two with $\$5$, three with $\$2…
A roulette wheel at a fair has $8$ equal sectors with the prizes shown in the figure: one sector with $\$10$, two with $\$5$, three with $\$2$ and two with no prize.
- a) Write down the probability function of the variable $X$ = "prize obtained in a spin".
- b) Calculate the average prize per spin, $\mu$.
- c) Playing costs $\$3$ per spin. Define the variable $G$ = "player's net winnings" (prize minus amount paid), calculate its expected value and decide, giving reasons, whether it is advisable to play.
At a fairground stall, a game is played with two cubic dice: you win $\$240$ if you roll doubles (both dice the same), $\$120$ if the sum is $7$, and nothing in any…
At a fairground stall, a game is played with two cubic dice: you win $\$240$ if you roll doubles (both dice the same), $\$120$ if the sum is $7$, and nothing in any other case.
- a) Calculate the probability of winning each prize and the probability of winning nothing. (Note that rolling doubles and having a sum of $7$ are mutually exclusive events; why?)
- b) Find the expected value of the prize per game and deduce what the price of the stake should be for the game to be fair.
- c) If the stall charges $\$80$ per game, who does the game favour? How much is a player who plays $100$ games expected to win or lose?
Linear transformations
Why do they hold?
If $X$ takes the values $x_i$ with probabilities $p_i$, then $Y=aX+b$ takes the values $a x_i+b$ with those same probabilities $p_i$.
A discrete random variable $X$ takes the values $0$, $1$, $2$ and $4$, and its cumulative distribution function satisfies:…
A discrete random variable $X$ takes the values $0$, $1$, $2$ and $4$, and its cumulative distribution function satisfies:
$F(0) = 0.1 \qquad F(1) = 0.5 \qquad F(2) = a \qquad F(4) = 1$
- a) Knowing that the mean of the distribution is $\mu = 2.2$, set up the equation that allows you to find $a$ and calculate its value.
- b) Write down the complete probability function of $X$.
- c) Calculate the variance and standard deviation of $X$, rounding to two decimal places.
Let $X$ be a discrete random variable with mean $\mu$ and standard deviation $\sigma$, and let $Y = a \times X + b$ be a new variable obtained by applying a linear…
Let $X$ be a discrete random variable with mean $\mu$ and standard deviation $\sigma$, and let $Y = a \times X + b$ be a new variable obtained by applying a linear transformation to $X$.
- a) Prove, from the definition of the mean, that $\mu_Y = a \times \mu + b$.
- b) Prove that $\sigma_Y = |a| \times \sigma$. Why does the constant $b$ not affect the spread?
- c) Application: in an exam, the marks have a mean of $6.2$ and a standard deviation of $1.4$. The teacher decides to transform each mark $X$ into $Y = 0.9 \times X + 1$. Calculate the new mean and the new standard deviation.
Continuous random variables
When a quantity can take any value in an interval (a time, a length, a weight), a continuous variable is used. Instead of a table, a density function $f(x)$ is used, and the probability of an interval is the area under $f$ between its endpoints. The total area is $1$, just like $\sum p_i=1$ in the discrete case.
The waiting time $X$ (in minutes) for the school bus at a stop is uniformly distributed between $0$ and $10$ minutes, that is, its probability density function is…
The waiting time $X$ (in minutes) for the school bus at a stop is uniformly distributed between $0$ and $10$ minutes, that is, its probability density function is constant: $f(x) = k$ for $x \in [0, 10]$ and $f(x) = 0$ elsewhere.
- a) Calculate the value of $k$ knowing that the area under the probability density function must be $1$.
- b) Find the probability of waiting between $2$ and $5$ minutes.
- c) Find the probability of waiting more than $8$ minutes and explain why $P[X = 8] = 0$ even though waiting for exactly $8$ minutes is not impossible.
The time (in minutes) it takes for a server to boot after a restart is a continuous random variable $X$ with probability density function $f(x) = k \times x$ for…
The time (in minutes) it takes for a server to boot after a restart is a continuous random variable $X$ with probability density function $f(x) = k \times x$ for $x \in [0, 4]$ and $f(x) = 0$ elsewhere, represented in the figure.
- a) Calculate the value of $k$ knowing that the total area under the probability density function must be $1$.
- b) Find the probability that the server takes less than $2$ minutes to boot.
- c) Calculate the median of $X$ (the value $m$ such that $P[X \le m] = \frac{1}{2}$) and the mean $\mu$. Which of the two is greater? What do you think is the reason for this?
Back to the beginning: the fair's roulette wheel can't be predicted spin by spin, but the expected value of the net gain $E(G)$ tells you what to expect in the long run, and if it is negative, it's better not to play.