Scribd
Upload
57 views

Chapt 2 PDF

This document provides an overview of discrete random variables. It defines key concepts like random variables, their ranges and probability mass functions. It also describes several common families of discrete random variables like Bernoulli, binomial, Poisson and their properties. It discusses concepts like expected values, variance and how to calculate these for functions of random variables. The document proves several theorems around conditional probability and expectation. It includes examples and quiz questions to illustrate the concepts.

Uploaded by

Nazifa Nawer
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
57 views

Chapt 2 PDF

This document provides an overview of discrete random variables. It defines key concepts like random variables, their ranges and probability mass functions. It also describes several common families of discrete random variables like Bernoulli, binomial, Poisson and their properties. It discusses concepts like expected values, variance and how to calculate these for functions of random variables. The document proves several theorems around conditional probability and expectation. It includes examples and quiz questions to illustrate the concepts.

Uploaded by

Nazifa Nawer
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
You are on page 1/ 39

Random Signals and Processes

Chapter 2: Discrete Random Variables


Dr. Mohammad Rakibul Islam
Professor, EEE Department,
Islamic University of Technology
• Random Variable
– A random variable consists of an experiment with a
probability measure P [.] defined on a sample space S
and a function that assigns a real number to each
outcome in the sample space of the experiment.
• Range of Random Variable
– The set of possible values of a random variable X is
the range of X. Since we often consider more than one
random variable at a time, we denote the range of a
random variable by the letter S with a subscript which
is the name of the random variable. Thus Sx is the
range of random variable X, Sy is the range of random
variable Y.
• Discrete Random Variable
– X is a discrete random variable if the range of X is a
countable set

• Finite Random Variable


– X is a finite random variable if the range is a finite set

• Often, but not always, a discrete random variable


takes on integer values. An exception is the
random variable related to your probability
grade. At IUT, the sample space is
S = {F, D, C, C+, B-, B, B+, A-, A, A+}
• Example 2.5
Suppose we observe three calls at a telephone switch where voice calls (v)
and data calls (d) are equally likely. Let X denote the number of voice calls,
Y the number of data calls, and let R = XY. The sample space of the
experiment and the corresponding values of the random variables X, Y,
and R are
Probability Mass Function (PMF)
The probability mass function (PMF) of the discrete random variable X is
Px (x) = P[X = X]

Example 2.6:
From Example 2.5, what is the PMF of R?
• Because all three experiments lead to the same probability mass function, they
can all be analyzed the same way.

• Families of Discrete Random Variables


– Bernoulli (p) Random Variable
– Geometric (p) Random Variable
– Binomial (n, p) Random Variable
– Pascal (k, p) Random Variable
– Discrete Uniform (k, I) Random Variable
– Poisson (a) Random Variable
• Bernoulli (p) Random Variable

• Example 2.9

Solution:
• Geometric (p) Random Variable

• Example 2.1 1

In a test of integrated circuits there is a probability p that each circuit is


rejected. Let Y equal the number of tests up to and including the first test
that discovers a reject. What is the PMF of Y?
• Solution:
• Binomial (n, p) Random Variable

• Example 2.13
Suppose we test n circuits and each circuit is rejected with
probability p independent of the results of other tests. Let K
equal the number of rejects in the n tests. Find the PMF PK(k)
• Solution:
• Pascal (k, p) Random Variable

• Example 2.15
Suppose you test circuits until you find k rejects. Let L equal
the number of tests. What is the PMF of L?
• Solution:
• Discrete Uniform (k, I) Random Variable

• Example 2.18
Roll a fair die. The random variable N is the number of spots
that appears on the side facing up. Therefore, N is a discrete
uniform (1,6) random variable and
• Solution:
• Poisson (a) Random Variable

• Example 2.19
• Solution:
• Cumulative Distribution Function (CDF):
– The cumulative distribution function (CDF) of random
variable X is

– The CDF has a number of properties

– Each property has an equivalent statement in words:


• Example 2.23
• Solution:
From the PMF PR(r), random variable R has CDF
• Averages
– The average value of a collection of numerical observations is a statistic of
the collection, a single number that describes the entire collection.

• Mean:
– You get the mean value by adding up all the numbers in the collection and
dividing by the number of terms in the sum.
• Median:
– The median is a number in the middle of the set of numbers, in the sense that
an equal number of members of the set are below the median and above the
median.

• Mode:
– The mode is the most common number in the collection of observations.
– If there are two or more numbers with this property, the collection of
observations is called multimodal.

• Expected Value: Synonym of mean.


• Expectation for Bernoulli (p) random variable
– The Bernoulli (p) random variable X has expected
value E[X] = p.

• Example 2.26
• Expectation for geometric (p) random variable
– The geometric (p) random variable X has expected value
E[X] = l / p
• Expectation for Poisson (a) random variable
– The Poisson (a) random variable has expected value E[X] = a
• Expectation for other random variables
• Functions of a Random Variable, Derived Random
Variable
– Each sample value y of a derived random variable Y is a
mathematical function g(x) of a sample value x of another
random variable X. We adopt the notation Y = g (X) to
describe the relationship of the two random variables.
• Expected Value of a Derived Random Variable
– we need to know only the expected value of a derived
random variable rather than the entire probability model.
– it is not necessary to compute the PMF or CDF of the new
random variable.
• Example 2.31
• Variance and Standard Deviation

• Theorem 2.13
• Proof:
• Proof:
• Theorem 2.14

• Proof:
• Theorem 2.15
• Quiz 2.8
• Solution
• Conditional Probability Mass Function

• Theorem 2.17

• Conditional Expected Value of random variable X


given condition B is
• Quiz 2.9
• Solution
• Solution (continued)
• Solution (continued)
• Solution (continued)

You might also like