TUM School of Management

Production and Supply Chain Management

Prof Martin Grunow

Technische Universitt Mnchen

Quality Engineering & Management

Session 2.2: Random Variables & Probability
Distributions

Dr. Holly Ott

Production and Supply Chain Management
Chair: Prof. Martin Grunow
TUM School of Management

Holly Ott

Quality Engineering & Management Module 2.2

TUM School of Management

Production and Supply Chain Management
Prof Martin Grunow

Technische Universitt Mnchen

Learning Objectives
List the properties and types of random variables.
Understand the meaning of probability distribution functions for
discrete and continuous variables.
Describe the cumulative distribution function.
Define the mean and variance for a probability distribution
functions.
Review several important distribution functions.

Holly Ott

Quality Engineering & Management Module 2.2

TUM School of Management

Production and Supply Chain Management
Prof Martin Grunow

Technische Universitt Mnchen

Random Variables
A random variable is a variable, which assumes for its values the
outcomes of a random experiment.
A random variable assumes only real numbers.
The set of all possible values of a random variable X is called its
range space.
Events can be defined in the range space and their probabilities
can be found.
2012 from "A First Course in Quality Engineering: Integrating Statistical
and Management Methods of Quality" by K.S. Krishnamoorthi. Reproduced
by permission of Taylor and Francis Group, LLC, a division of Informa plc.
Holly Ott

Quality Engineering & Management Module 2.2

TUM School of Management

Production and Supply Chain Management
Prof Martin Grunow

Technische Universitt Mnchen

Random Variables

Holly Ott

Quality Engineering & Management Module 2.2

TUM School of Management

Production and Supply Chain Management
Prof Martin Grunow

Technische Universitt Mnchen

Random Variables
Random variables are of two kinds:
1. Discrete random variables
2. Continuous random variables.
A discrete random variable takes a finite (or countably infinite)
number of possible values.
A continuous random variable takes an infinite number of possible
values; it takes values in an interval.

2012 from "A First Course in Quality Engineering: Integrating Statistical

and Management Methods of Quality" by K.S. Krishnamoorthi. Reproduced
by permission of Taylor and Francis Group, LLC, a division of Informa plc.
Holly Ott

Quality Engineering & Management Module 2.2

TUM School of Management

Production and Supply Chain Management
Prof Martin Grunow

Technische Universitt Mnchen

Random Variables

Foto: Lupo /pixelio.de

Foto: Lupo / pixelio.de

Foto: neurolle - Rolf / pixelio.de

Foto: Antje Delater / pixelio.de

Holly Ott

Quality Engineering & Management Module 2.2

TUM School of Management

Production and Supply Chain Management
Prof Martin Grunow

Technische Universitt Mnchen

Random Variables

Foto: Rosemarie Doll / www.pixelio.de

Holly Ott

Quality Engineering & Management Module 2.2

TUM School of Management

Production and Supply Chain Management
Prof Martin Grunow

Technische Universitt Mnchen

Ergebnisse sind normal-verteilt, wenn sie von vielen Einssen abhngen

Random Variables
X = the height of people entering a test at the Munich Oktoberfest.
Frequency

Foto: Michaela Schllhorn / pixelio.de

Reiner Hutwelker
Holly Ott

Height
Quality Engineering & Management Module 2.2

TUM School of Management

Production and Supply Chain Management
Prof Martin Grunow

Technische Universitt Mnchen

Ergebnisse sind normal-verteilt, wenn sie von vielen Einssen abhngen

Random Variables
X = the height of people entering a test at the Munich Oktoberfest.
Frequency

Foto: Michaela Schllhorn / pixelio.de

Reiner Hutwelker
Holly Ott

Height
Quality Engineering & Management Module 2.2

TUM School of Management

Production and Supply Chain Management
Prof Martin Grunow

Technische Universitt Mnchen

Exercise
Now look at the next
video to see an example
of a random variable.

Foto: Wolfgang Dirscherl / www.pixelio.de

Holly Ott

Quality Engineering & Management Module 2.2

10