Scribd
Upload
47 views7 pages

2 Random Variables

This document defines and provides examples of random variables. A random variable assigns a numerical value to each possible outcome of a random experiment. Random variables can be discrete, taking on countable values, or continuous, having a probability density function over an interval. The expected value of a random variable is the long-run average value and measures its central tendency. The variance and standard deviation quantify how far values are spread from the expected value, representing a random variable's dispersion. Examples given include the probability function of the sum of rolling two dice and the density function of a continuous random variable between 0 and 10.

Uploaded by

shooky.2611
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
47 views7 pages

2 Random Variables

This document defines and provides examples of random variables. A random variable assigns a numerical value to each possible outcome of a random experiment. Random variables can be discrete, taking on countable values, or continuous, having a probability density function over an interval. The expected value of a random variable is the long-run average value and measures its central tendency. The variance and standard deviation quantify how far values are spread from the expected value, representing a random variable's dispersion. Examples given include the probability function of the sum of rolling two dice and the density function of a continuous random variable between 0 and 10.

Uploaded by

shooky.2611
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/ 7

2.

RANDOM VARIABLES
− RANDOM EXPERIMENTS
 Random experiment is any experiment that is not
possible to predict.
 Sample space, Ω, is the set of all possible results of a
random experiment.
 Event is any subset of the sample space.
Elementary event is any subset with a single
sample point.

 Examples:
 rolling a dice,
Ω = {1, 2, 3, 4, 5, 6}
 number of people who get off a bus with a capacity of N,
Ω = {0, 1, 2, ..., N}
 extract a random number from the interval (0, 1),
Ω = (0, 1) 1
2. RANDOM VARIABLES
− PROBABILITY
 Probability, P, is a function that measures the
possibility of occurrence of each event A in a
sample space Ω.

 Properties:
 0 ≤ P(A) ≤ 1
 P(Ω) = 1
 P(not A) = 1 − P(A)
 P(A or B) = P(A) + P(B) − P(A and B)
 If A and B are independent events, then
P(A and B) = P(A)· P(B)
2
2. RANDOM VARIABLES
− RANDOM VARIABLE
 Random variable, X, is a function that assigns a
real number to each elementary event in a sample
space.
 Tossing a coin: X(heads) = 1, X(tails) = 0
 Rolling a dice: X(1) = 1, X(2) = 2, X(3) = 3, ...

Discrete X Continuous X
Probability function p(x) Density function f(x)

 p(x) ≥ 0  f(x) ≥ 0
 P(X = a) = p(a)  P(a  X  b) = a f(x) dx
b


 x p(x) = 1   f(x) dx = 1 3
2. RANDOM VARIABLES
− EXAMPLE: PROBABILITY FUNCTION
 Random variable X: sum of points obtained rolling two dice
Elementary events x p(x)
(1,1) 2 1/36
(1,2),(2,1) 3 2/36
(1,3),(2,2),(3,1) 4 3/36
(1,4),(2,3),(3,2),(4,1) 5 4/36
(1,5),(2,4),(3,3),(4,2),(5,1) 6 5/36
(1,6),(2,5),(3,4),(4,3),(5,2),(6,1) 7 6/36
(2,6),(3,5),(4,4),(5,3),(6,2) 8 5/36
(3,6),(4,5),(5,4),(6,3) 9 4/36
(4,6),(5,5),(6,4) 10 3/36
(5,6),(6,5) 11 2/36 4
(6,6) 12 1/36
2. RANDOM VARIABLES
− EXAMPLE: DENSITY FUNCTION
 The density function, f(x), of a continuous random
variable X equals (x + 15) / 200 when x is between
0 and 10, and it equals 0 otherwise.
What is the probability that the random variable
X takes any value between 4 and 6?
x  15
P 4  X  6   
6 1
dx 
4 200 5

5
2. RANDOM VARIABLES
− EXPECTED VALUE
 Expected value, E(X), is the theoretical mean
value of a random variable X.
 It is related to the arithmetic mean of a series of
data.

Discrete Continuous
random variable random variable

 E(X) = x x p(x)  E(X) =  x f(x) dx
6
2. RANDOM VARIABLES
− VARIANCE AND STANDARD DEVIATION
 They measure the mean dispersion of a random
variable X with respect to its expected value E(X).
 They are related to the variance and the standard
deviation of a series of data.
 Standard deviation is the square root of
variance.

Discrete Continuous
random variable random variable

 Var(X) = x [x−E(X)]2 p(x)  Var(X) =  [x−E(X)]2 f(x)dx

= x [x2 p(x)] − [E(X)]2 =  [x2 f(x)] dx − [E(X)]2
7

You might also like