VarProbDist PDF

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Discrete Probability Distributions

Continuous Probability Distributions
Joint Probability Distributions
Probability and Statistics

Variables and Probability Distributions
Lecturer: Budi Irmawati
April 11, 2019
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Fourth Meeting Probability and Statistics
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Outline for section 1
1 Variabel Random
2 Discrete Probability Distributions
3 Continuous Probability Distributions
4 Joint Probability Distributions
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Experiment
Statistic concerns on making inference about population and

population characteristics. To get a conclusion, experiments are
conducted with results that are subjected to chance.
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Experiment

Conducted an experiment to toss a coin three times.
The sample space is
S = {T T T, T T H, T HT, HT T, T HH, HT H, HHT, HHH}
H: head and T : tail
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Experiment

The sample space is
Example 1 :
X is a random variable : the number of H from three tossing a
coin
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Experiment

The sample space is
Example 1 :
X is a random variable : the number of H from three tossing a
coin
X = {0, 1, 2, 3}
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Experimen Statistik
S X
TTT
TTH 0
THT
1
HTT
THH 2
HTH
HHT 3
TTT
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Random Variable
Definition 1.1
Random variable is a function that associates a real number with
each element in a sample space
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Random Variable
Definition 1.1
A random variable is written in capital letter

One of its value in the sample space is written in lowercase
letter.
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Random Variable
Definition 1.1
A random variable is written in capital letter

One of its value in the sample space is written in lowercase
letter.
Example 2 :
From Example 1, define a random variable E(x = 2), for x is the
number of heads.
E = {T HH, HT H, HHT }
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Discrete Sample Space
Definition 1.2
A discrete sample space is
a sample space contains a finite number of possibilities or
an unending sequence with as many elements as there are
whole numbers.
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Discrete Sample Space
Definition 1.2
A discrete sample space is
a sample space contains a finite number of possibilities or
an unending sequence with as many elements as there are
whole numbers.
Definition 1.3
A continous sample space is a sample space contains an infinite
number of possibilities equals to the number of points in a line
segment
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1 Variabel Random
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Discrete Probability Distribution
Definition 2.1
is the set of ordered pairs (x, f (x)) of the discrete random variable
X if, for each possible outcome x,
1 f (x) ≥ 0,
P
2 f (x) = 1,
x
3 P (X = x) = f (x).
The probability function is also called

probability distribution or
probability mass function
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Definition 2.1
is the set of ordered pairs (x, f (x)) of the discrete random variable
X if, for each possible outcome x,
1 f (x) ≥ 0,
P
2 f (x) = 1,
x
3 P (X = x) = f (x).
They are represented as

functions,
tables, or
graphics
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Example 3 :
A probability to answer a question is 21 .
What is the probability distribution of correctly answering the next four
questions.
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Example 3 :
questions.
Solution:
The sample space for the next four questions are 24 = 16.
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Example 3 :
questions.
Solution:
4
The event x answers are correct and 4 − x answers are wrong has x
ways;
x = 0, 1, 2, 3, 4.
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Example 3 :
questions.
Solution:
4
ways;
x = 0, 1, 2, 3, 4.
The probability distribution
f (x) = P (X = x) is
1 4

f (x) = 16 x
,
for x = 0, 1, 2, 3, 4
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Example 3 :
questions.
Solution:
4
ways;
x = 0, 1, 2, 3, 4.
The probability distribution
The discrete probability table is
f (x) = P (X = x) is Correct answers x P (X = x) = f (x)
1 4
0 1/16
f (x) = 16 x
,
1 4/16
2 6/16
for x = 0, 1, 2, 3, 4 3 4/16
4 1/16
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Example 4 :
3 of 8 computers in a shipment are defective. If a school buy 2
computers, calculate the probability distribution that the defectives.
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Example 4 :
Solution:
Let X is a random variable for the defective items, x. x may be any of 0, 1, or 2.
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Example 4 :
Solution:
Let X is a random variable
for the defective items, x. x may be any of 0, 1, or 2.
3 5
0
2 10
f (0) = P (x = 0) = 8
= 28
2

3 5
1
1 15
f (1) = P (x = 1) = 8
= 28
2

3 5
0
2 3
f (2) = P (x = 2) = 8
= 28
2
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Example 4 :
Solution:
Let X is a random variable
for the defective items, x. x may be any of 0, 1, or 2.
3 5
0
2 10
f (0) = P (x = 0) = 8
= 28
2 The probability distribution of X is
3 5
1 15 defectives
f (1) = P (x = 1) = 1 =
8 28 x 0 1 2
2

3

5 f (x) 10/28 15/28 3/28
2 0 3
f (2) = P (x = 2) =
8
= 28
2
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Cumulative Distribution Function
Definition 2.2
Cumulative distribution function F (x) of a discrete random variable X
with probability distribution f (x) is
P
F (x) = P (X ≤ x) = f (t), for −∞ < x < ∞
t≤x
Example 5 :
Find the cumulative distribution fungsion for the random variable X in
Example 3.
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Definition 2.2
P
F (x) = P (X ≤ x) = f (t), for −∞ < x < ∞
t≤x
Example 5 :
Example 3.
Solution: 1
F (0) = f (0) = 16
5
F (1) = f (0) + f (1) = 16
F (2) = f (0) + f (1) + f (2) = 11 16
F (3) = f (0) + f (1) + f (2) + f (3) = 16 15
F (4) = f (0) + f (1) + f (2) + f (3) + f (4) = 1
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Definition 2.2
P
F (x) = P (X ≤ x) = f (t), for −∞ < x < ∞
t≤x
Example 5 :
Example 3.
Solution: We got
1
F (0) = f (0) = 16 
5
F (1) = f (0) + f (1) = 16  0, for x < 0,
 1
, for 0≤x< 1,

F (2) = f (0) + f (1) + f (2) = 11 
 16


16 5 ,
 for 1≤x< 2,
F (3) = f (0) + f (1) + f (2) + f (3) = 15 16 F (x) = 16
11 , for 2≤x< 3,
F (4) = f (0) + f (1) + f (2) + f (3) + f (4) = 1  16


15 ,

 for 3≤x< 4,
 16


1, for 0≤x≥ 4.
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Graphics
f (x) f (x)
6 6
16 16
5 5
16 16
4 4
16 16
3 3
16 16
2 2
16 16
1 1
16 16
x x
0 1 2 3 4 0 1 2 3 4
a. Bar chart b. Probability histogram
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Graphics
f (x) f (x) F (x)

6 6 1
16 16
5 5
16 16 3
4
4 4
16 16
2
3 3 4
16 16
2 2
1
16 16
4
1 1
16 16
x x x
0 1 2 3 4 0 1 2 3 4 0 1 2 3 4
a. Bar chart b. Probability histogram c. Discreet cumulative

distribution function
a and b are the plots of (x, f (x))
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1 Variabel Random
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It cannot be presented in tabular form, but in a formula. It

may a function f (x) or the numerical values of a continuous
random variable X.
f (x) is called the probability density function.
The graph is one of below
(a) (b) (c) (d)
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Probability Density Function
The area under its curve is bounded by the x axis is equal to 1

in the range of X for which f (x) is defined.
a µ b
Rb
P (a < X < b) = a dx
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Probability Density Function
Definition 3.1
The function f (x) is a probability density function for a continuous random
variable A, defined over the set of real numbers R, if
1 f (x) = 0, for all x ∈ R
R∞
2
−∞
f (x)dx = 1
Rb
3 P (a < X < b) = a f (x)dx
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Example 6 : An error variation of the temperature observation, in o C

degree, (
is a random variable X having the probability density function
x2
, −1 < x < 2,
f (x) = 3
0, other
R∞
a. Verify that −∞
f (x)dx = 1
b. Find P (0 < X ≤ 1)
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degree, (
x2
, −1 < x < 2,
f (x) = 3
0, other
R∞
f (x)dx = 1
b. Find P (0 < X ≤ 1)
Solution:
R2 2 x3 2
a. −1 x3 dx = 8
9 |−1 = 9 + 1
9 =1
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degree, (
x2
, −1 < x < 2,
f (x) = 3
0, other
R∞
f (x)dx = 1
b. Find P (0 < X ≤ 1)
Solution:
R2 2 x3 2
a. −1 x3 dx = 9 |−1 =
8 1
9 + 9 =1
x2 x3 1
R1 1
b. P (0 < X < 1) = 0 3 dx = 9 |0 = 9
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Example 7 : For the density function of Example 6 find F (x), and use
it to evaluate F (0 < X < 1).
Solution:
For −1 < x < 2,
t2 x3 +1 x
R∞ Rx
F (x) = −∞ f (t)dt = −1 3
dt = 9
|−1
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Solution:
For −1 < x < 2,
R∞ R x t2 3
F (x) = −∞ f (t)dt = −1 3
dt = x 9+1 |x
−1

0,
 x < −1,
3
Then, F (x) = x 9+1 , −1 ≤ x < 2,

1, x ≥ 2.

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Solution:
For −1 < x < 2, The cumulative distribu-
tion function is
R∞ R x t2 3 1
F (x) = −∞ f (t)dt = −1 3
dt = x 9+1 |x
−1 0.8

0,
 x < −1, 0.6
3
Then, F (x) = x 9+1 , −1 ≤ x < 2, 0.4
 0.2
1, x ≥ 2.

0
−1 0 1 2
2 1 1
The P (0 < X < 1) = F (1) − F (0) = 9
− 9
= 9
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Definition 3.2
The cumulative distribution function of a continuous random
variable A with density function f (x) is
R∞
F (x) = P (a < X < b) = −∞ f (x)dx for − ∞ < x < ∞
It can be written in two results,

1 P (a < X < b) = F (b) − F (a), or
dF (x)
2 f (x) = dx , if the derivative exists.
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1 Variabel Random
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Preview
one-dimensional multi-dimensional
The outcomes is a The outcomes are in two
single random variable random variables X and Y
The probability is f (x, y)
for any pair of (x, y)
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Preview
Number of credits taken Number of credits taken

VS year in college
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Preview
In general,
if X and Y are two random variables, the probability distribution
that defines their simultaneous behaviour is called
a joint probability distribution.
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Definition 4.1
The function f (x, y) is a joint probability distribution or
probability mass function of the discrete random variables X and
Y if
f (x, y) ≤ 0 for all (x, y)
PP
f (x, y) = 1
x y
P (X = x, Y = y) = f (x, y)
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Example
Example 8 : In a measurement of CD covers,

X and Y denote the length and the width of CD covers, rounded to the
nearest mm.
x
129 130 131
y The highest and the lowest proba-
15 0.12 0.42 0.06 bilities are (130,15) and (131,16).
16 0.08 0.28 0.04
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Example
Example 9 : Suppose that 2 batteries are randomly chosen without

replacement from a group of 12 batteries: 3 new, 4 used (working), and
5 defective. Say X and Y for new and used.
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Example

There are 9 possibilities:
new

used

def

3 3 4 3 5
new 2 1
1
1
1
12 12 12
2
2 2

4 3 4 4 5
1 1
used 2 1
1
12 12 12
2
2
2

5 3 5 4 5
1 1 1 1
def 2
12 12 12
2 2 2
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Example

There are 9 possibilities:
new

used

def

3 3 4 3 5
new 2 1
1
1
1
12 12 12
2
2 2

4 3 4 4 5
1 1
used 2 1
1
12 12 12
2
2
2

5 3 5 4 5
1 1 1 1
def 2
12 12 12
2 2 2
And the probabilities

new used def
new 3/66 12/66 15/66
used 12/66 6/66 20/66
def 15/66 20/66 10/66
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Example

There are 9 possibilities: new used def
new used def

3

3 4

3 5 new f (2, 0) f (1, 1) f (1, 0)
new 2 1
1 1
1
used f (1, 1) f (0, 2) f (0, 1)
12 12 12
2 2 2

4 3 4

4 5 def f (1, 0) f (0, 1) f (0, 0)
1 1
used 2 1
1
12 12 12
2
2
2

5 3 5 4 5
1 1 1 1
def 2
12 12 12
2 2 2
And the probabilities

new used def
new 3/66 12/66 15/66
used 12/66 6/66 20/66
def 15/66 20/66 10/66
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Example

There are 9 possibilities: new used def
new used def

3

3 4

3 5 new f (2, 0) f (1, 1) f (1, 0)
new 2 1
1 1
1
used f (1, 1) f (0, 2) f (0, 1)
12 12 12
2 2 2

4 3 4

4 5 def f (1, 0) f (0, 1) f (0, 0)
1 1
used 2 1
1
12 12 12
2
2
2

5 3 5 4 5
def 1

12
1 1

12
1
2
12
The joint probability dis-
2 2 2
tribution for X and Y
x
0 1 2
And the probabilities y
new used def 0 10/66 15/66 3/66
new 3/66 12/66 15/66
used 12/66 6/66 20/66
1 20/66 12/66
def 15/66 20/66 10/66 2 6/66
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Joint Density Function
Definition 4.2
The function f (x, y) is a joint density function the continuous
random variables X and Y if
f (x, y) ≤ 0 for all (x, y)
R∞ R∞
−∞ −∞ f (x, y) = RR
1
P [(X, Y ) ∈ A] = f (x, y)dxdy
A
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Marginal Distributions
Joint probability distributions f (x, y)

···
P ···
Marginal distributions of X f (X = x)
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···
P ···
From Example 8
x
129 130 131
y
15 0.12 0.42 0.06
16 0.08 0.28 0.04
f (X = x) 0.2 0.7 0.1
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···
P ···
Definition 4.3
The marginalP distributions of X alone and
Pof Y alone are
g(x) = f (x, y) and h(y) = f (x, y)
y x
R∞ and R∞
g(x) = −∞ f (x, y)dy and h(y) = −∞ f (x, y)dx
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Example
Find g(x) and h(y) for the joint density function of

(
2
(2x + 3y), 0 ≤ x ≤ 1,
f (x, y) = 5
0, elsewhere
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Example
Find g(x) and h(y) for the joint density function of

(
2
(2x + 3y), 0 ≤ x ≤ 1,
f (x, y) = 5
0, elsewhere
Solution:
Z −inf ty Z 1 2
g(x) = f (x, y)dy = (2x + 3y)dy
−inf ty 0 5
y=1
6y 2

4xy 4x + 3
= + = , for 0 ≤ x ≤ 1,
5 10
y=0 5
g(x) = 0, elsewhere.
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Example
Solution:
Z −inf ty Z 1 2
g(x) = f (x, y)dy = (2x + 3y)dy
−inf ty 0 5
y=1
6y 2

4xy 4x + 3
= + = , for 0 ≤ x ≤ 1,
5 10
y=0 5
g(x) = 0, elsewhere.
Z −∞ Z 1 2
h(y) = f (x, y)dx = (2x + 3y)dx
−∞ 0 5
x=1
2x2

6xy 2(1 + 3y)
= + = , for 0 ≤ y ≤ 1,
10 5
x=0 5
h(y) = 0, elsewhere.
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Conditional Probability Distribution
Based on the conditional probability,
P (B∩A)
P (B|A) = P (A)
Definition 4.4
Conditional distribution of the random variable Y given that X = x is
f (x,y)
f (y|x) = g(x)
, g(x) > 0
Similarly,
conditional distribution of the random variable X given that Y = y is
f (x,y)
f (x|y) = h(y)
, h(y) > 0
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Example
Example 10 : From the Example 8,

x
129 130 131
y
15 0.12 0.42 0.06 0.6
16 0.08 0.28 0.04 0.4
0.2 0.7 0.1 1
a. Find the probability that a CD cover has a length of 130mm GIVEN
the width is 15mm.
b. Find the conditional distribution of X given Y = 15.
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Example

x
129 130 131
y
15 0.12 0.42 0.06 0.6
16 0.08 0.28 0.04 0.4
0.2 0.7 0.1 1
a. Find the probability that a CD cover has a length of 130mm GIVEN
the width is 15mm.
Solution:
P (X=130,Y =15) 0.42
a. P (X = 130|Y = 15) = P (Y =15)
= 0.6
= 0.7.
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Example

x
129 130 131
y
15 0.12 0.42 0.06 0.6
16 0.08 0.28 0.04 0.4
0.2 0.7 0.1 1
Solution:
b. P (X = 129|Y = 15) = 0.12/0.60 = 0.20
P (X = 130|Y = 15) = 0.42/0.60 = 0.70
P (X = 131|Y = 15) = 0.06/0.60 = 0.10
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Variabel Random

Discrete Probability Distributions

Probability and Statistics

Lecturer: Budi Irmawati

April 11, 2019

Outline for section 1

2 Discrete Probability Distributions

3 Continuous Probability Distributions

4 Joint Probability Distributions

Statistic concerns on making inference about population and

Statistic concerns on making inference about population and

Statistic concerns on making inference about population and

Statistic concerns on making inference about population and

A random variable is written in capital letter

A random variable is written in capital letter

Discrete Sample Space

Discrete Sample Space

Outline for section 2

2 Discrete Probability Distributions

3 Continuous Probability Distributions

4 Joint Probability Distributions

Discrete Probability Distribution

The probability function is also called

Discrete Probability Distribution

They are represented as

Discrete Probability Distribution

Discrete Probability Distribution

Discrete Probability Distribution

Discrete Probability Distribution

Discrete Probability Distribution

Discrete Probability Distribution

Discrete Probability Distribution

Discrete Probability Distribution

Discrete Probability Distribution

Cumulative Distribution Function

Cumulative Distribution Function

F (4) = f (0) + f (1) + f (2) + f (3) + f (4) = 1

Cumulative Distribution Function

Cumulative Distribution Function

a. Bar chart b. Probability histogram

Cumulative Distribution Function

f (x) f (x) F (x)

a. Bar chart b. Probability histogram c. Discreet cumulative

a and b are the plots of (x, f (x))

Outline for section 3

2 Discrete Probability Distributions

3 Continuous Probability Distributions

4 Joint Probability Distributions

Continuous Probability Distributions

It cannot be presented in tabular form, but in a formula. It

(a) (b) (c) (d)

Continuous Probability Distributions

The area under its curve is bounded by the x axis is equal to 1

Continuous Probability Distributions

Example 6 : An error variation of the temperature observation, in o C

Example 6 : An error variation of the temperature observation, in o C

Example 6 : An error variation of the temperature observation, in o C

Continuous Probability Distributions

It can be written in two results,

Outline for section 4

2 Discrete Probability Distributions

3 Continuous Probability Distributions

4 Joint Probability Distributions