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Slides Day 4 PDF

The document discusses random variables and their probability distributions. A random variable is the outcome of a random experiment that can take on different numerical values with certain probabilities. Examples of random variables include the number of car crashes tomorrow or the amount of rainfall next month. The probability distribution of a random variable specifies the possible values it can take on and their probabilities. Distributions can be described by the probability mass function or the cumulative distribution function.

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76 views10 pages

Slides Day 4 PDF

The document discusses random variables and their probability distributions. A random variable is the outcome of a random experiment that can take on different numerical values with certain probabilities. Examples of random variables include the number of car crashes tomorrow or the amount of rainfall next month. The probability distribution of a random variable specifies the possible values it can take on and their probabilities. Distributions can be described by the probability mass function or the cumulative distribution function.

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Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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DISTRIBUTIONS/

RANDOM VARIABLES
43

Random Variables
Random variable: Response of random experiments taking
different numerical values with certain probabilities.
The probability models describe the random variables.

EXAMPLES
Number of car crashes in Ahmedabad tomorrow
Amount of rainfall in India next month
Salary offered to a PGP passout
Length of time a cancer patient survives after detection
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Example
Random Description Range
Variable
X Number on a die 1,2,3,4,5,6
Y Number of heads in 4 tosses 0,1,2,3,4
Z Is the colour of a card red? 1 if yes, 0 if no (dummy variable)

Note: The textbook says that suits of cards are also random variables, but we
typically dont allow non-numerical random variables.
45

Discrete Random Variables


Takes finitely/countably many values: typically integers

All examples that we are going to look at in this class are


numbers of something:
Number of earthquakes in Japan in one year
Number of errors in each page of a text book
Number of heads in 1000 coin tosses

More generally, we can allow other values as well.


46

Formal Description of a R.V. X


Value (x) Probability (p(x))
x1 P(X=x1) = p(x1)
x2 P(X=x2) = p(x2)

Total 1

The probability function above is called the probability mass function (p.m.f.) of X.
It is also known as the distribution of X.
Values can be any set of numbers, typically integers.
47

Two dice
48

Exercise 2, page 29, Case Mat.


X = The minimum of the two dice
(If both dice show the same number, take X to be that.)

What is the distribution/p.m.f. of X?


49

Distribution Function
A random variable X can be characterised by its (Cumulative)
Distribution Function F(x) = P(Xx).

The distribution function tells us the chance that


Number of accidents are below a certain margin
Rainfall is below a certain amount
Salary is above a certain threshold
A patient survives more than some stipulated time limit

The last two cases look at 1-F(x), which is called the Survival
Function.
50

Distribution function
Example
p(1) = 0.1, p(2) = 0.2 and p(5) = 0.7.
What is the distribution function?

The distribution function for a discrete random variable


looks like a step, and hence is called a step function.
51

Some Properties
1. 0 F(x) 1.
2. F(x) is non-decreasing.
3. F(x) is right continuous.
4. lim F(x) 0; lim F(x) 1 .
x x

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