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Statistics



                      Notes         (i)  p(X )  0  i = 1, 2, ...... n and
                                            i

                                          n
                                    (ii)  å p   1X 
                                               i
                                          i 1
                                    In a similar way, the distribution  of a  continuous random  variable is called a  Continuous
                                    Probability Distribution and  the corresponding  probability function  p(X)  is  termed  as  the
                                    Probability Density Function. The conditions for any function of a continuous variable to serve
                                    as a probability density function are:
                                    (i)  p(X)  0  real values of X, and

                                          ¥
                                    (ii)  -¥ ò  p X  1
                                              dX 
                                    Remarks:

                                    1.   When X is a continuous random variable, there are an infinite number of points in the
                                         sample space and thus, the probability that X takes a particular value is always defined to
                                         be zero even though the event is not regarded as impossible. Hence, we always measure
                                         the probability of a continuous random variable lying in an interval.

                                    2.   The concept of a probability distribution is not new. In fact it is another way of representing
                                         a frequency distribution. Using statistical definition, we can treat the relative frequencies
                                         of various values of the random variable as the probabilities.


                                           Example 2: Two unbiased die are thrown. Let the random variable X denote the sum of
                                    points obtained. Construct the probability distribution of X.
                                    Solution.
                                    The possible values of the random variable are:
                                                2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12

                                    The probabilities of various values of X  are shown in the following table:
                                                               Probability  Distribution of X

                                                  X    2   3   4  5   6   7   8  9   10 11 12 Total
                                                 p X a f  1  2  3  4  5   6   5  4   3   2   1   1
                                                       36 36 36 36 36 36 36 36 36 36 36


                                           Example 3: Three marbles are drawn at random from a bag containing 4 red and 2 white
                                    marbles. If the random variable  X denotes the number of red marbles drawn, construct the
                                    probability distribution of X.
                                    Solution.

                                    The given random variable can take 3 possible values, i.e., 1, 2 and 3. Thus, we can compute the
                                    probabilities of various values of the random variable as given below:

                                                                          4 C ´  2 C  4
                                    P(X = 1, i.e., 1R and 2 W marbles are drawn)    1  2  
                                                                            6
                                                                             C     20
                                                                              3
                                                                          4 C ´  2 C  12
                                    P(X = 2, i.e., 2R and 1W marbles are drawn)    2  1  
                                                                            6
                                                                             C     20
                                                                              3

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