Mean and Variance

of a Distribution
By: Shoaib Ahmed

Introduction
The mean and variance
2

of a random

variable X and of its distribution are the

theoretical
x counterparts
s 2 of the mean
variance

and

of frequency distribution.

The mean characterizes the central location

and the variance the spread (the variability) of

the distribution.

The mean is defined by

a) x j f ( x j )
b)

(Discrete Distribution )

x f ( x) dx (Continuous Distribution)

And the variance by

a) 2 ( x j ) 2 f ( x j )
b) 2

(Discrete Distribution )

2
(
x

)
f ( x) dx (Continuous Distribution)

The mean is also denoted by E(X) and is

called the expectation of X because it gives

the average value of X to be expected in
many trials.

Quantities such as and

properties
parameters.

of

that measure certain

distribution

called

Example 1: The random variable X = Number

of heads in a single toss of a fair coin has the

possible values X = 0 and X = 1 with
probabilities P(X = 0) = and P(X = 1) = .
Thus we have mean (discrete distribution)

0 12 1 12 12
And the variance

2 1
2 1
1
1
(0 ) (1 )
2
2
2
2

1
4

Example 2: The distribution with the density

f ( x)

1
ba
0

if a x b
otherwise

Thus we have mean (continuous distribution)

x f ( x) dx

1
ba

x dx

b
1 x2
ba 2 a

a b
2

And the variance

2

1
(
x

)
f
(
x
)
dx

(x

ba
a

a b )2
2

dx

(b a ) 2
12

Expectation and Moments

Let X be a random variable with probability

distribution f(x). The mean or expected

value of X is
For discrete:
E ( X ) x f ( x)
x

For continuous
E ( X ) x f ( x) dx
-

Example 1: A lot containing 7 components is

sampled

by

quality

inspector;

the

lot

contains 4 good components and 3 defective

components. A sample of 3 is taken by the
inspector. Find the expected value of the
number of good components in this sample.
Solution: Let X represent the number of good

components in the sample.

The probability distribution of X is:

4 3

x 3 x

f ( x)
; x 0, 1, 2, 3.
7

3
A few simple calculations yield

f (0) 1 , f (1) 12 , f (2) 18 , f (3) 4

35

Therefore,

35

35

35

1 (1) 12 ( 2) 18 (3) 4 12 1.7

E ( X ) (0) 35
35
35
35
7

Thus, if a sample of size 3 is selected at

random over and over again from a lot of 4

good

components

and

defective

components, it would contain, on average, 1.7

good components.

Example 2: Let X be the random variable

that denotes the life in hours of a certain

electronic

device.

function is:

The

probability

density

20,000 , if x 100
3

f ( x)

otherwise

Find the expected life of this type of device.

Solution:
20,000
20,000
E( X )
x
dx
dx 200.
3
2
x
x
100
100

Theorem: Let X be a random variable with

probability distribution

f(x). The expected

value of the random variable g(X) is

For discrete:

g ( X ) E g ( X ) g ( x) f ( x)
For continuous

g ( X ) E g ( X )

g ( x) f ( x) dx

Now let us consider a new random variable

g(X), which depends on X; that is, each value

of g(X) is determined by knowing the values of
X. For instance,
be
or
, so
X 2 g(X)
3 X might
1
that whenever X assumes the value 2, g(X)
assumes the value g(2). In particular, if X is a
discrete

random

variable

with

probability
X2

distribution f (x), for x = -1, 0, 1, 2, and g(X) =

then

P g ( X ) 0 P( X 0) f (0)

P g ( X ) (2) P( X 2) f (2)

P g ( X ) (1) 2 P( X 1) P( X 1) f (1) f (1)

2

so that the probability distribution of g(X) may be

written
g(x)
P[g(X) =
g(x)]

0
f(0)

1
f(-1) +
f(1)

2
f(2)

By the definition of an expected value of a

g ( X ) E g ( x) 0 f (0) 1 f (1) f (1) 4 f (2)

random variable, we obtain
(1) 2 f (1) (0) 2 f (0) (1) 2 f (1) (2) 2 f (2) g ( x) f ( x)
x

Example 1: Suppose that the number of cars X that

pass through a car wash between 4:00 P.M. and 5:00

P.M. on any sunny Friday has the following probability
distribution:

x
4
P[X = x] 1/12

5
1/12

6
1/4

7
1/4

8
1/6

9
1/6

Let g(X) = 2 X - 1 represent the amount of money in

dollars, paid to the attendant by the manager. Find the

attendant's expected earnings for this particular time
period.

Solution: The attendant can expect to

receive

g ( X ) E g ( X ) E g (2 X 1)

12

12

(2 x 1) f ( x)

x4

7 1 9 1 11 1 13 1 15 1 17 1
12.67

Example 2: Let X be a random variable with

density function

1 x 2 , 1 x 2
f ( x) 3
0,
elsewhere

Find the expected value of g(X) = 4 X + 3.

Solution: We have

g ( X ) E g ( X )

g ( x) f ( x) dx

-
2

(4 x 3) x 2
E 4 X 3
dx 8
3
-1

Joint Probability
Distributions
There will be situations where we may find it

desirable to record the simultaneous outcomes of

several random variables.
For example, we might measure the amount of

precipitate P and volume V of gas released from a

controlled chemical experiment, giving rise to a
two-dimensional sample space consisting of the
outcomes (p, v).

Definition: If X and Y are two discrete

random variables, the probability distribution

for their simultaneous occurrence can be
represented by a function with values f (x, y)
for any pair of values (x, y) within the range of
the random variables X and Y. It is customary
to

refer

to

this

function

as

the

probability distribution of X and Y.

joint

Definition 1: The function f(x,y) is a joint

probability distribution or probability mass

function of the discrete random variables X and
Y if

1) f ( x, y ) 0 for all ( x, y ),
2) f ( x, y ) 1,
x

3) P( X x, Y y ) f ( x, y ).
P X , Y
For any region A in the xy plane,

f ( x, y).
A

Example: Two refills for a ballpoint pen are

selected at random from a box that contains 3

blue refills, 2 red refills, and 3 green refills. If X
is the number of blue refills and Y is the
number of red refills selected, find

x, y x y 1

a) the joint probability function f (x,y),

b) P[(X, Y) A], where A is the region

Solution: The possible pairs of values (x, y) are (0, 0),

(0, 1), (1, 0), (1, 1), (0, 2), and (2, 0). Now, f (0, 1), for
example, represents the probability that a red and a
green refill are selected. The total number of equally

8 from the 8 is
likely ways of selecting any 2 refills
28
2
. The number of ways of selecting
1 red from 2 red
2 3 from 3 green refills is
refills and 1 green
6
1 1

.Hence f (0, 1) = 6/28 = 3/14. Similar calculations yield

the probabilities for the other cases, which are
presented in Table. Note that the probabilities sum to 1.

The joint probability distribution of Table for

above example is given below:

x
f (x, y)

Row
Totals

3/28

9/28

3/28

15/28

3/14

3/14

3/7

1/28

1/28

5/14

15/28

3/28

Column Totals

Joint Probability Distribution for Example

The joint probability distribution of Table can

be represented by the formula:

f ( x, y )

3

x

2 3

y 2-x-y ,
8

2

for x 0, 1; y 0, 1, 2 and 0 x y 2.

x, y
b) P[(X, Y) A], where A is the region

x y 1.

P X , Y A P X Y 1
f (0, 0) f (0, 1) f (1, 0)
3 3 9
9

28 14 28 14

Definition 2: The function f (x, y) is a joint

density function of the continuous random

variables X and Y if

1) f ( x, y ) 0 for all ( x, y ),

2)

f ( x, y) dx dy 1,

3) P X , Y A

f ( x, y) dx dy,

For any region A in the xy plane.

Example: A candy company distributes boxes

of chocolates with a mixture of creams,

toffees, and nuts coated in both light and dark
chocolate. For a randomly selected box, let X
and Y, respectively, be the proportions of the
light and dark chocolates that are creams and
suppose that the joint density function is:
2 (2 x 3 y ), 0 x 1, 0 y 1
f ( x, y ) 5

otherwise

a) Verify condition (2) of Definition 2.

b) Find P X , Y A , where A

x, y 0 x 12 , 14 y 12

) Solution a):

11

f ( x, y ) dx dy 2 (2 x 3 y ) dx dy
00
1

x 1

2
x
6
xy

dy
5

5
x 0
0
1
1
2
2 y 3y
2 3
2 6y

1
dy

5
5 5
5 5
5
0
0

Solution b):

P X , Y A P 0 X 1 , 1 Y 1

2 4

x 12

2 x 2 6 xy
2 ( 2 x 3 y ) dx dy

f
(
x
,
y
)
dx
dy

dy

5
5 5
1 0
1
x 0

4
4
1 1
2 2

y 3y2
1 3y

dy

10

5
10 5

1

10

1 3 1 3
0.08125
2 4 4 16

Marginal Distributions
Given the joint probability distribution f (x, y) of the

discrete random variables X and Y, the probability

distribution g(x) of X alone is obtained by summing f(x,
y) over the values of Y. Similarly, the probability
distribution h(y) of Y alone is obtained by summing f(x,
y) over the values of X. We define g(x) and h(y) to be the
marginal distributions of X and Y, respectively. When
X and Y are continuous random variables, summations
are replaced by integrals.

The marginal distributions of X alone and

of Y alone are:

g ( x) f ( x, y ) and h( y ) f ( x, y )
Y

for the discrete case, and

g ( x)

f ( x, y ) dy and h( y )

for the continuous case.

f ( x, y) dx

Example 1: give the marginal distribution of

X alone and of Y alone.

x
f (x, y)

Row
Totals

3/28

9/28

3/28

15/28

3/14

3/14

3/7

1/28

1/28

5/14

15/28

3/28

Column Totals

Joint Probability Distribution

Solution: For the random variable X, we see

that

3 3 1
5
g (0) f (0, 0) f (0, 1) f (0, 2)

28 14 28 14
9
3
15
g (1) f (1, 0) f (1, 1) f (1, 2)
0
28 14
28
and
3
3
g (2) f (2, 0) f (2, 1) f (2, 2)
00
28
28

Example 2: Find g(x) and h(y) for the joint

density function of:

2 (2 x 3 y ), 0 x 1, 0 y 1
f ( x, y ) 5

otherwise

Solution:

g ( x)

f ( x, y ) dy

2 ( 2 x 3 y ) dy
5

4 xy 6 y

5
10

y 1

y 0

4x 3

, for 0 x 1, and g ( x) 0 elsewhere

5

And

h( y )

f ( x, y) dx

2 (2 x 3 y ) dy
5

2(1 3 y )

for 0 y 1, and h( y ) 0 elsewhere

Definition

3: Let X and

Y be random

variables with joint probability distribution f(x,

y). The mean or expected value of the random

g ( x, y) f ( x, y )

variable g(X, Y) is:

g ( X ,Y ) E g ( X , Y )

if X and Y are discrete, and

g ( X ,Y ) E g ( X , Y )

g ( x, y) f ( x, y) dx dy

if X and Y are continuous.

Example 1: Let X and Y be the random

variables with joint probability distribution

indicated in Table. Find the expected value of
g (X, Y) = XY.
f (x, y)

Row
Totals

3/28

9/28

3/28

15/28

3/14

3/14

3/7

1/28

1/28

5/14

15/28

3/28

Column Totals

Joint Probability Distribution

Solution: By definition

E ( XY )

xyf ( x, y) (0)(0) f (0,0) (0)(1) f (0,1)

x 0 y 0

(1)(0) f (1,0) (1)(1) f (1,1) (2)(0) f (2,0)

3
(0)(2) f (0,2) f (1,1)
14