Transcript Sec 6.2 Power Point with review of 6.1 also

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Chapter 6: Random Variables
Section 6.2
Transforming and Combining Random Variables
+ Section 6.2
Transforming and Combining Random Variables
Learning Objectives
After this section, you should be able to…

DESCRIBE the effect of performing a linear transformation on a
random variable

COMBINE random variables and CALCULATE the resulting mean
and standard deviation

CALCULATE and INTERPRET probabilities involving combinations
of Normal random variables
Variable and Probability Distribution
A numerical variable that describes the outcomes of a chance process
is called a random variable. The probability model for a random
variable is its probability distribution
Definition:
A random variable takes numerical values that describe the outcomes
of some chance process. The probability distribution of a random
variable gives its possible values and their probabilities.
Example:Consider tossing a fair coin 3 times.
Define X = the number of heads obtained
X = 0: TTT
X = 1: HTT THT TTH
X = 2: HHT HTH THH
X = 3: HHH
Value
Probability
0
1
2
3
1/8
3/8
3/8
1/8
Discrete and Continuous Random Variables
A probability model describes the possible outcomes of a chance
process and the likelihood that those outcomes will occur.
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 Random
Random Variables
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 Discrete
Discrete Random Variables and Their Probability
A discrete random variable Distributions
X takes a fixed set of possible values with
gaps between. The probability distribution of a discrete random variable
X lists the values xi and their probabilities pi:
Value:
x1
Probability: p1
x2
p2
x3
p3
…
…
The probabilities pi must satisfy two requirements:
1. Every probability pi is a number between 0 and 1.
2. The sum of the probabilities is 1.
To find the probability of any event, add the probabilities pi of the particular
values xi that make up the event.
Discrete and Continuous Random Variables
There are two main types of random variables: discrete and
continuous. If we can find a way to list all possible outcomes
for a random variable and assign probabilities to each one, we
have a discrete random variable.
Babies’ Health at Birth
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 Example:
Read the example on page 1 of your handout..
(a) Show that the probability distribution for X is legitimate.
(b) Make a histogram of the probability distribution. Describe what you see.
(c) Apgar scores of 7 or higher indicate a healthy baby. What is P(X ≥ 7)?
Value:
0
1
2
3
4
5
6
7
8
9
10
Probability:
0.002
0.001
0.002
0.005
0.02
0.04
0.17
0.38
0.25
0.12
0.01
(a) All probabilities
are between 0 and 1
and they add up to 1.
This is a legitimate
probability
distribution.
(c) P(X ≥ 7) = .76
We’d have a 76 %
chance of randomly
choosing a healthy
baby.
(b) The left-skewed shape of the distribution suggests a randomly
selected newborn will have an Apgar score at the high end of the scale.
There is a small chance of getting a baby with a score of 5 or lower.
of a Discrete Random Variable
The mean of any discrete random variable is an average of the
possible outcomes, with each outcome weighted by its
probability.
Definition:
Suppose that X is a discrete random variable whose probability
distribution is
Value:
x1 x2 x3 …
Probability: p1 p2 p3 …
To find the mean (expected value) of X, multiply each possible value
by its probability, then add all the products:
 x  E(X)  x1 p1  x 2 p2  x 3 p3  ...
  x i pi
Discrete and Continuous Random Variables
When analyzing discrete random variables, we’ll follow the same
strategy we used with quantitative data – describe the shape,
center, and spread, and identify any outliers.
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 Mean
Apgar Scores – What’s Typical?
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 Example:
Consider the random variable X = Apgar Score
Compute the mean of the random variable X and interpret it in context.
Value:
0
1
2
3
4
5
6
7
8
9
10
Probability:
0.002
0.001
0.002
0.005
0.02
0.04
0.17
0.38
0.25
0.12
0.01
x  E(X)   xi pi
 (0)(0.002)  (1)(0.006)  (2)(0.002)  ...  (10)(0.01)
 7.16
The mean Apgar score of a randomly selected newborn is 7.16. This is the longterm average Agar score of many, many randomly chosen babies.
Note: The expected value does not need to be a possible value of X or an integer!
It is a long-term average over many repetitions.
Deviation of a Discrete Random Variable
Definition:
Suppose that X is a discrete random variable whose probability
distribution is
Value:
x1 x2 x3 …
Probability: p1 p2 p3 …
and that µX is the mean of X. The variance of X is
Var(X)   X2  (x1   X ) 2 p1  (x 2   X ) 2 p2  (x 3   X ) 2 p3  ...
  (x i   X ) 2 pi
To get the standard deviation of a random variable, take the square root
of the variance.
Discrete and Continuous Random Variables
Since we use the mean as the measure of center for a discrete
random variable, we’ll use the standard deviation as our measure of
spread. The definition of the variance of a random variable is
similar to the definition of the variance for a set of quantitative data.
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 Standard
Apgar Scores – How Variable Are They?
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 Example:
Consider the random variable X = Apgar Score
Compute the standard deviation of the random variable X and interpret it in
context.
Value:
0
1
2
3
4
5
6
7
8
9
10
Probability:
0.002
0.001
0.002
0.005
0.02
0.04
0.17
0.38
0.25
0.12
0.01
  (x i X ) pi
2
X
2
 (0  7.16) 2 (0.002)  (1  7.16) 2 (0.001)  ...  (10  7.16) 2 (0.01)
 1.5675 Variance
 X  1.5675  1.252
The standard deviation of X is 1.252. On average, a randomly selected baby’s
Apgar score will differ from the mean 7.16 about 1.252 units.
Transformations
In Chapter 2, we studied the effects of linear transformations on the
shape, center, and spread of a distribution of data. Recall:
1. Adding (or subtracting) a constant, a, to each observation:
• Adds a to measures of center and location.
• Does not change the shape or measures of spread.
2. Multiplying (or dividing) each observation by a constant, b:
• Multiplies (divides) measures of center and location by b.
• Multiplies (divides) measures of spread by |b|.
• Does not change the shape of the distribution.
Transforming and Combining Random Variables
In Section 6.1, we learned that the mean and standard deviation give us
important information about a random variable. In this section, we’ll
learn how the mean and standard deviation are affected by
transformations on random variables.
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 Linear
Transformations
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 Linear
Passengers xi
2
3
4
5
6
Probability pi
0.15
0.25
0.35
0.20
0.05
The mean of X is 3.75 and the standard
deviation is 1.090.
Pete charges $150 per passenger. The random variable C describes the amount
Pete collects on a randomly selected day.
Collected ci
300
450
600
750
900
Probability pi
0.15
0.25
0.35
0.20
0.05
The mean of C is $562.50 and the standard
deviation is $163.50.
Compare the shape, center, and spread of the two probability distributions.
Transforming and Combining Random Variables
Pete’s Jeep Tours offers a popular half-day trip in a tourist area.
There must be at least 2 passengers for the trip to run, and the
vehicle will hold up to 6 passengers. Define X as the number of
passengers on a randomly selected day.
Transformations
Effect on a Random Variable of Multiplying (Dividing) by a Constant
Multiplying (or dividing) each value of a random variable by a number b:
•
Multiplies (divides) measures of center and location (mean, median,
quartiles, percentiles) by b.
•
Multiplies (divides) measures of spread (range, IQR, standard deviation)
by |b|.
•
Does not change the shape of the distribution.
Note: Multiplying a random variable by a constant b multiplies the variance
by b2.
Transforming and Combining Random Variables
How does multiplying or dividing by a constant affect a random
variable?
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 Linear
Transformations
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 Linear
Collected ci
300
450
600
750
900
Probability pi
0.15
0.25
0.35
0.20
0.05
The mean of C is $562.50 and the standard
deviation is $163.50.
It costs Pete $100 per trip to buy permits, gas, and a ferry pass. The random
variable V describes the profit Pete makes on a randomly selected day.
Profit vi
200
350
500
650
800
Probability pi
0.15
0.25
0.35
0.20
0.05
The mean of V is $462.50 and the standard
deviation is $163.50.
Compare the shape, center, and spread of the two probability distributions.
Transforming and Combining Random Variables
Consider Pete’s Jeep Tours again. We defined C as the amount of
money Pete collects on a randomly selected day.
Transformations
Effect on a Random Variable of Adding (or Subtracting) a Constant
Adding the same number a (which could be negative) to
each value of a random variable:
• Adds a to measures of center and location (mean,
median, quartiles, percentiles).
• Does not change measures of spread (range, IQR,
standard deviation).
• Does not change the shape of the distribution.
Transforming and Combining Random Variables
How does adding or subtracting a constant affect a random variable?
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 Linear
Transformations
Effect on a Linear Transformation on the Mean and Standard Deviation
If Y = a + bX is a linear transformation of the random
variable X, then
• The probability distribution of Y has the same shape
as the probability distribution of X.
• µY = a + bµX.
• σY = |b|σX (since b could be a negative number).
Transforming and Combining Random Variables
Whether we are dealing with data or random variables, the
effects of a linear transformation are the same.
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 Linear
Random Variables
Let’s investigate the result of adding and subtracting random variables.
Let X = the number of passengers on a randomly selected trip with
Pete’s Jeep Tours. Y = the number of passengers on a randomly
selected trip with Erin’s Adventures. Define T = X + Y. What are the
mean and variance of T?
Passengers xi
2
3
4
5
6
Probability pi
0.15
0.25
0.35
0.20
0.05
Mean µX = 3.75 Standard Deviation σX = 1.090
Passengers yi
2
3
4
5
Probability pi
0.3
0.4
0.2
0.1
Mean µY = 3.10 Standard Deviation σY = 0.943
Transforming and Combining Random Variables
So far, we have looked at settings that involve a single random variable.
Many interesting statistics problems require us to examine two or
more random variables.
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 Combining
Random Variables
Since Pete expects µX = 3.75 and Erin expects µY = 3.10 , they
will average a total of 3.75 + 3.10 = 6.85 passengers per trip.
We can generalize this result as follows:
Mean of the Sum of Random Variables
For any two random variables X and Y, if T = X + Y, then the
expected value of T is
E(T) = µT = µX + µY
In general, the mean of the sum of several random variables is the
sum of their means.
How much variability is there in the total number of passengers who
go on Pete’s and Erin’s tours on a randomly selected day? To
determine this, we need to find the probability distribution of T.
Transforming and Combining Random Variables
How many total passengers can Pete and Erin expect on a
randomly selected day?
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 Combining
Random Variables
Definition:
If knowing whether any event involving X alone has occurred tells us
nothing about the occurrence of any event involving Y alone, and vice
versa, then X and Y are independent random variables.
Probability models often assume independence when the random variables
describe outcomes that appear unrelated to each other.
You should always ask whether the assumption of independence seems
reasonable.
In our investigation, it is reasonable to assume X and Y are independent
since the siblings operate their tours in different parts of the country.
Transforming and Combining Random Variables
The only way to determine the probability for any value of T is if X and Y
are independent random variables.
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 Combining
Random Variables
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 Combining
Let T = X + Y. Consider all possible combinations of the values of X and Y.
Recall: µT = µX + µY = 6.85
T2  (t i  T ) 2 pi
= (4 – 6.85)2(0.045) + … +
(11 – 6.85)2(0.005) = 2.0775

Note: X2  1.1875 and Y2  0.89
What do you notice about the
variance of T?
Random Variables
Variance of the Sum of Random Variables
For any two independent random variables X and Y, if T = X + Y, then the
variance of T is
T2  X2  Y2
In general, the variance of the sum of several independent random variables
is the sum of their variances.
Remember that you
 can add variances only if the two random variables are
independent, and that you can NEVER add standard deviations!
Transforming and Combining Random Variables
As the preceding example illustrates, when we add two
independent random variables, their variances add. Standard
deviations do not add.
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 Combining
Random Variables
Mean of the Difference of Random Variables
For any two random variables X and Y, if D = X - Y, then the expected value
of D is
E(D) = µD = µX - µY
In general, the mean of the difference of several random variables is the
difference of their means. The order of subtraction is important!
Variance of the Difference of Random Variables
For any two independent random variables X and Y, if D = X - Y, then the
variance of D is
D2  X2  Y2
In general, the variance of the difference of two independent random
variables is the sum of their variances.
Transforming and Combining Random Variables
We can perform a similar investigation to determine what happens
when we define a random variable as the difference of two random
variables. In summary, we find the following:
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 Combining
Normal Random Variables
An important fact about Normal random variables is that any sum or
difference of independent Normal random variables is also Normally
distributed.
Example
Mr. Starnes likes between 8.5 and 9 grams of sugar in his hot tea. Suppose
the amount of sugar in a randomly selected packet follows a Normal distribution
with mean 2.17 g and standard deviation 0.08 g. If Mr. Starnes selects 4 packets
at random, what is the probability his tea will taste right?
Let X = the amount of sugar in a randomly selected packet.
Then, T = X1 + X2 + X3 + X4. We want to find P(8.5 ≤ T ≤ 9).
8.5  8.68
9  8.68
 1.13
and+2.17
z = 8.68  2.00
µT = µX1 + µX2 + µX3 + µzX4 = 2.17 + 2.17
+ 2.17
0.16
0.16
2
2
2
2
2
T2  X2  X2  X2  P(-1.13
(0.08)
 0.0256
≤ Z≤(0.08)
2.00) =(0.08)
0.9772 –
0.1292
= 0.8480
X  (0.08)
There is about an 85% chance Mr. Starnes’s
T  0.0256 
0.16
tea will taste right.
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2
3
4
Transforming and Combining Random Variables
So far, we have concentrated on finding rules for means and variances
of random variables. If a random variable is Normally distributed, we
can use its mean and standard deviation to compute probabilities.
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 Combining
+ Section 6.2
Transforming and Combining Random Variables
Summary
In this section, we learned that…

Adding a constant a (which could be negative) to a random variable
increases (or decreases) the mean of the random variable by a but does not
affect its standard deviation or the shape of its probability distribution.

Multiplying a random variable by a constant b (which could be negative)
multiplies the mean of the random variable by b and the standard deviation
by |b| but does not change the shape of its probability distribution.

A linear transformation of a random variable involves adding a constant a,
multiplying by a constant b, or both. If we write the linear transformation of X
in the form Y = a + bX, the following about are true about Y:

Shape: same as the probability distribution of X.

Center: µY = a + bµX

Spread: σY = |b|σX
+ Section 6.2
Transforming and Combining Random Variables
Summary
In this section, we learned that…

If X and Y are any two random variables,
X Y  X  Y

If X and Y are independent random variables


X2 Y  X2  Y2
The sum or difference of independent Normal random variables follows a
Normal distribution.
