Random Variables and Probability Distributions
Random Variables and Probability Distributions
and
Probability Distributions
• capital letter X, to denote a random variable
• corresponding small letter, x for one of its values.
• Statistics is concerned with making inferences about
populations and population characteristics.
• the assignment of 1 or 0 is arbitrary though quite convenient.
• The random variable for which 0 and 1 are chosen
• to describe the two possible values is called a Bernoulli random variable.
• a statistical experiment, any process by which several
chance observations are generated
• S = {NNN, NND, NDN, DNN, NDD, DND, DDN, DDD},
where N nondefective and D defective.
• concerned with the number of defectives
• A random variable is a function that associates a real
number with each element in the sample space.
• the random variable X assumes the value 2
• for all elements in the subset E = {DDN, DND, NDD} of
the sample space S.
• If a sample space contains a finite number of possibilities
• Or an unending sequence with as many elements as there are
whole numbers,
• it is called a discrete sample space.
• The CD is a monotonically
increasing set of numbers
• A probability density
function is constructed
• the area under its curve
is 1
The CDF, F(x), is area function of the PDF, obtained by integrating the PDF
from negative infinity to an arbitrary value x.
Joint Probability Distributions