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Random Variables: Random Variables Study Material For Week 5 Lecture Zero

1. The document discusses random variables and probability concepts. It defines random variables as variables whose values are subject to chance and randomness. 2. It covers key probability terms like random experiments, sample space, events, mutually exclusive events, independent events, and standard probability rules and formulas. 3. The document also introduces different types of random variables like binomial random variables and discusses concepts like permutations, combinations, and arrangements. It provides examples of how to calculate probabilities of events and outcomes.

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Shreyas Yadav
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23 views

Random Variables: Random Variables Study Material For Week 5 Lecture Zero

1. The document discusses random variables and probability concepts. It defines random variables as variables whose values are subject to chance and randomness. 2. It covers key probability terms like random experiments, sample space, events, mutually exclusive events, independent events, and standard probability rules and formulas. 3. The document also introduces different types of random variables like binomial random variables and discusses concepts like permutations, combinations, and arrangements. It provides examples of how to calculate probabilities of events and outcomes.

Uploaded by

Shreyas Yadav
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Random Variables

Random Variables
Study Material for Week 5
Lecture Zero
In these sessions you will learn probability, a random variable or stochastic variable.
A random variable or stochastic variable is a variable whose value is subject to variations due to
chance ,i.e. ,randomness. In this topic you will learn random variables, types of random variable and
standard probability distributions. You will learn these concepts through ample practical situations
and applications.
Basic Preliminaries: -
 Random Experiment::Experiment whose outcomes are not predictable.
 Sample Point:: Each and every outcome of random experiment.
 Sample Space:: Totality or aggregate of sample points. It is denoted by symbol S or

 Event:: A subset of sample space.
 Impossible Event:: Event which does not contain any sample point.
 Certain Event::Event which contains all sample points.
 Mutually Exclusive events:: The happening of any one event excludes the happening
of the other event.
n
 Exhaustive Event::The events  A1 , A2 ,, An  are said to be exhaustiveif  Ai  S .
i 1

 Independent Events:: The occurrence or non occurrence of one does not affect the
occurrence or non occurrence of the other.
# Probability
If a random experiment results in ‘n’ mutually exclusive and equally likely outcomes
of which ‘m’ are favorable to event A then probability of event A, denoted as
m
p ( A) and is defined as p ( A)  .
n
Standard Results ::
1. 0  p( A)  1

2.  
p  AC   p A 1  p  A 

3. p    0, p  S  1

4. If A  B then p( A)  p ( B)

5. p  A  B   p  A  p  B   p  A  B 
Random Variables

6. If A and B are mutually exclusive events then p  A  B   0

7. In particular, A and B are mutually exclusive p  A  B   p  A  p  B 

p  A  B p  A  B
8. Conditional Probability: p  A / B   , p  B / A  .
p  B p  A

Thus p  A  B   p  A p  B / A , p  A  B   p  B  p  A / B 

For n events A1 , A 2 , , A n the probability of intersection event is

p  A1  A2  A3   An   p  A1  p  A2 / A1  p  A3 / A1  A2  p  An / A1  A2  An1 

Sufficient condition for above result to hold is p  A1  A2  An1   0 .

9. If A and B are independent events then p  A  B   p  A p  B  .


n
10.  A1 , A2 ,, An  is a set of mutually exclusive events then  p  Ai   p  S   1 .
i 1

11. Binomial Probability :: An experiment is performed n number of times repeatedly.


A is an event known as success with probability p. If event A occurs r times among n
trials then P(r successes)  nCr p r q nr , where p is the probability of success and

q  1  p the probability of failure.


1. Product Rule ::Two experiments are to be performed then if then if experiment 1 can
result in any one of m possible outcomes and for each outcome of experiment 1 there are n
possible outcomes of experiment 2 then together there are mn possible outcomes of the both
the experiments.
2. Sum Rule :: Two experiments are to be performed then if experiment 1 can result in any
one of m possible outcomes and for each outcome of experiment 1 there are n possible
outcomes of experiment 2 then there are m + n possible outcomes for at least one of
the experiments.
3. There are n(n  1)(n  2) 2 1  n !different ways to arrange n distinct objects.
4.Out of given n distinct objects if n1are of one kind, n2 are of second kind and so on nr are of
n!
r th kind then the number of dierent permutations is
n1 !n2 ! nr !
5.The number of arrangements of r objects out of given n objects without repetition is
n!
n
Pr 
(n  r )!
Random Variables
6.The number of arrangements of r onjects out of given n with repetition is n r
7.The number of distributions of r objects out of which r1 are of one kind, r2 are of second
P(n,r)
kind, and so on rk are of k th kind into n distinct boxes is given by
r1 !r2 ! rk !
8.The number of ways of placing r objects of the same kind in n number of boxes is nCr

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