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Random Variables and Probability Distributions

This document discusses key concepts related to random variables and probability distributions, including: - Discrete and continuous random variables and their corresponding sample spaces. Discrete variables take on countable values while continuous variables take on values along an interval. - Probability distributions characterize random variables, including Bernoulli, binomial, normal and other common distributions. Marginal and joint distributions are used to describe relationships between multiple random variables. - Cumulative distribution functions (CDFs) integrate the area under a probability density function (PDF) and represent the probability that a random variable is less than or equal to a particular value. CDFs range from 0 to 1.

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Fatih İnal
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51 views71 pages

Random Variables and Probability Distributions

This document discusses key concepts related to random variables and probability distributions, including: - Discrete and continuous random variables and their corresponding sample spaces. Discrete variables take on countable values while continuous variables take on values along an interval. - Probability distributions characterize random variables, including Bernoulli, binomial, normal and other common distributions. Marginal and joint distributions are used to describe relationships between multiple random variables. - Cumulative distribution functions (CDFs) integrate the area under a probability density function (PDF) and represent the probability that a random variable is less than or equal to a particular value. CDFs range from 0 to 1.

Uploaded by

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

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.

• If a sample space contains an infinite number of possibilities


• equal to the number of points on a line segment,
• it is called a continuous sample space.
• A random variable is called a discrete random variable
• if its set of possible outcomes is countable.

• But a random variable whose set of possible values is an


entire interval of numbers is not discrete.
• When a random variable can take on values on a continuous
scale,
• it is called a continuous random variable.
Let W be a random variable

in three tosses of a coin.

number of heads minus the number of tails

List the elements of the sample space S

to each sample point assign a value w of W.


What is a cumulative probability distribution
(CD)?

• A table of the probabilities


cumulated over the events.

• The CD is a monotonically
increasing set of numbers

• The CD always ends with at


the highest value of 1.
Examples of e probability distribution (PD):
Bernoulli Random Variables (RV)
• Bernoulli distribution: The outcome is either a
• “failure” (0) or a (1).
• X is a bernoulli RV when
• Pr(X = 0) = p “failure”
• Pr(X = 1) = (1 − p) “success”
• The bernoulli distribution has one parameter, p
The cumulative probability distribution (CD)
of a Bernoulli Random Variables (RV)
• We need to know what p of
the RV is. Say p = 0.35.

• The CD of this Bernoulli RV


is:
• X is a random variable whose values x are the possible
numbers of defective computers purchased by the school.
• Then x can only take the numbers 0, 1, 2
It is often helpful to look at a probability
distribution in graphic form.
Continuous Probability Distributions

• 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

• X and Y are two discrete random variables,


• the probability distribution for their simultaneous
occurrence by a function f(x, y)
• pair of values (x, y) within the range of the random
variables X and Y .
• refer to this function as the joint probability distribution of
X and Y .
• in the discrete case, f(x, y) = P(X = x, Y = y);
• f(x, y) give the probability that outcomes x and y occur at
the same time.
Joint Probability Distributions
• Sometimes we’re simultaneously interested in two or more variables in
a random experiment.
• We’re looking for a relationship between the two variables.
• Examples for discrete r.v.’s •
• Year in college vs. Number of credits taken
• Number of cigarettes smoked per day vs. Day of the week
• Examples for continuous r.v.’s
• Time when bus driver picks you up vs. Quantity of caffeine in bus driver’s
system
• Dosage of a drug (ml) vs. Blood compound measure (percentage)
• probability distribution g(x) of X alone is obtained by summing f(x, y) over the values of Y .
• probability distribution h(y) of Y alone is obtained by summing f(x, y) over the values of X.
• g(x) and h(y) to be the marginal distributions of X and Y
we rolled two dice and let X be the value on the first die and T be the total on
both dice. Compute the marginal pmf of X and of T.

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