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Random Variable Intro

A random variable is a function that associates a real number with each possible outcome in a sample space. There are discrete and continuous random variables. Examples of discrete random variables include the number of defective components among items tested and the number of red balls drawn from an urn. The probability distribution of a discrete random variable specifies the probability that the random variable is equal to each possible value. This is represented by a set of pairs (x, f(x)) where f(x) ≥ 0 for all x and the probabilities sum to 1. The cumulative distribution function gives the probability that the random variable is less than or equal to each value.

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28 views

Random Variable Intro

A random variable is a function that associates a real number with each possible outcome in a sample space. There are discrete and continuous random variables. Examples of discrete random variables include the number of defective components among items tested and the number of red balls drawn from an urn. The probability distribution of a discrete random variable specifies the probability that the random variable is equal to each possible value. This is represented by a set of pairs (x, f(x)) where f(x) ≥ 0 for all x and the probabilities sum to 1. The cumulative distribution function gives the probability that the random variable is less than or equal to each value.

Uploaded by

Keven Dalida
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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INTRODUCTION TO RANDOM VARIABLES

A random variable is a function that associates a real number with each


element in the sample space.
Discrete Random Variable
Example 1: The sample space giving a detailed description of each
possible outcome when 3 components are tested.
D=defective, N=nondefective
S={ NNN, NND, NDN, DNN, NDD, DND, DDN, DDD} = 8
nS= 2x2x2 = 8 possible outcomes.
x= the number of defective components among the 3 selected components.
x= {0,1,2,3}
P(x=0)=P(all components selected are nondefective)= 1/8
x=0; {NNN}
P(x=1)=P(1 of 3 components is defective) = 3/8
x=1; {NND,NDN,DNN}
P(x=2)=P(2 of 3 components selected are defective)=3/8
x=2; {NDD,DND,DDN}
P(x=3)=P(all defective)=1/8
x=3; {DDD}

Example 3.1, p78 Walpole


URN={ R=4, B=3} two balls are drawn in succession w/o replacement.
Let y = number of red balls drawn = {0,1,2}

Sample Space : nS = 2x2 = 4 S={RR (y=2), RB (y=1), BR (y=1), BB


(y=0)}
P(y=0)=1/4, P(y=1) =2/4 = , P (y=2) = .

DISCRETE PROBABILITY DISTRIBUTION


The set of all ordered pairs (x,f(x)) is a probability distribution,
probability function or probability mass function if the following conditions
are satisfied.
1.
2.

f ( x)0

f ( x ) =1
x

3. P(x=a)= f(a).

Example 3: In Example 1, for all x,

f (x) 0 .

1 1 3 3
f ( x )= + + + =1
8 8 8 8
. Thus, f(x) is a probability distribution.

Example 3.8, p80: Find the probability distribution of f(x).


Solution:
8 microcomputers (D=3, N=5) to purchase 2 computers.
FIND: the probability distribution for the number of defective computers.
nS= 8C2 = 28.
x= number of defectives = 0,1,2
2 x = nondefective

3
5
(
x )(2x )
f ( x )=
.(the probability distribution)
8
(2 )

The probability of getting two nondefective (D=0, N=2) is:


3 5
(
0 )( 2)
f ( x=0 )=
=10 /28
8
( 2)

The probability of getting 1 defective computer (D=1, N=1) is:


3 5
(
1 )(1 ) 15
f ( x=1 )=
=
28
8
(2 )

The probability of getting 2 defective computers (D=2, N=0) is:


3 5
(
2 )(0 ) 3
f ( x=2 ) =
=
8
( 2) 28

Tabulated probability distribution.


X
f(x)

0
10/28

1
15/28

2
3/28

Note: Sum of f(x)=10/28 + 15/28 + 3/28 = 1.

The cumulative distribution function of a discrete random variable is

F ( x )=P ( t x ) = f ( t),< x < .


t x

EXAMPLE 5: Find the cumulative distribution of x (discrete) in example 1.


Probability distribution: f(0) = 1/8, f(1) = 3/8, f(2) = 3/8, f(3) = 1/8,
x=0,1 , 2 ,3
x=0 ; F ( 0 )=P ( t 0 )=f ( 0 )=

1
8

1 3 1
x=1 ; F ( 1 )=P ( t 1 ) =f ( 0 ) + f ( 1 )= + =
8 8 2
1 3 3 7
x=2 ; F ( 2 )=P ( t 2 )=f ( 0 )+ f ( 1 ) +f ( 2 )= + + =
8 8 8 8
1 3 3 1
x=3 ; F ( 3 )=P ( t 3 )=f ( 0 ) + f (1 ) + f ( 2 )+ f ( 3 )= + + + =1
8 8 8 8

Thus, the cumulative distribution of x is:

0, for x<0
1
for 0 x <1
8
F ( x )= 1 for 1 x<2
2
7
for 2 x<3
8
1 for x 3

Note: x should be defined over the entire real line, ( , ) .


Example 3.10 p.82: READ!!!

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