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Probability Distribution
Former Director
Centre for Real Estate Studies
Faculty of Engineering and Geoinformation Science
Universiti Tekbnologi Malaysia
Skudai, Johor
• Sample Point
– The outcome of a random experiment
• Sample Space, S
– The set of all possible outcomes
– Discrete or continuous
• Events
– A set of outcomes, thus a subset of S
– Certain, Impossible and Elementary
dFX x PX xk P X xk
fX x
dx
fX(x)
dx x
P x X x dx f X x dx
2
= 0.8
Plant A Plant B
Plant A Plant B
5 3
5 2 3
Probability, p(x)
0.30
3 40 0.4 0.25
0.20
4 30 0.3 0.15
0.10
0.05
5 10 0.1 0.00
2 3 4 5
Total 100 1.0 No. of bedroom, x
E X tf X t dt continuous
• The standard
E X xk PX xk discrete
deviation of X is
k
Std X Var X
• Properties • Properties
E c c Var c 0
E X c E X c Var X c Var X
E(Xi) = X.px
= (fXi.Xi/Xi)
= 6.81
≈7
• Variance of fruit borers’ attack: ● Standard deviation
of fruit borers’ attack:
2 = E[(X-E(X))2]
= (fni – mean)2 x pXi = 9.21
= 9.21 = 3.04
where
• = np = 18 x 0.78 = 14
• 2 = np(1-p) = 14 x (1-0.78) = 3.08
SGG2413 - Theory of Probability 25
Cumulative Distribution Function
• Defined as the probability of the event {X≤x}
• Properties Fx(x)
1
FX x P X x
x
0 FX x 1 Fx(x)
lim FX x 1 1
x
¾
lim FX x 0
x
½
if a b then FX a FX a ¼
P a X b FX b FX a 0 1 2 3 x
P X x 1 FX x
SGG2413 - Theory of Probability 26
Probability Density Function
dF x
• The pdf is computed from f X x X
dx
• Properties
P a X b f X x dx
b
a
fX(x)
x
FX x f X t dt
1 f X t dt fX(x)
dx x
• For discrete r.v
f X x PX xk x xk P x X x dx f X x dx
k
SGG2413 - Theory of Probability 27
Conditional Distribution
• The conditional • The distribution function
distribution function of X can be written as a
given the event B weighted sum of
P X x B conditional distribution
FX x | B
P B functions n
FX x | B FX x | Ai P Ai
• The conditional dFX x |pdf
B is i 1
fX x | B
dx
where Ai mutally
exclusive and
exhaustive events
FY y FXY , y P Y y
• Probability of event A
PXY X , Y A pXY x j , yk
jA kA
FY y | x
E Y | x yfY y | x dy
fX x
f X x | y fY y
fY y | x
fX x
f XY x, y f X x fY y f X x | y f X x