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PTRP Unit 2

A random variable is a function that maps outcomes of an experiment to numerical values. There are two main types: continuous random variables which can take any value in an interval, and discrete random variables which take a countable number of distinct values. The probability distribution describes how probabilities are distributed over the values of the random variable, and can be defined using the probability density function (PDF) for continuous variables or the probability mass function (PMF) for discrete variables.

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27 views2 pages

PTRP Unit 2

A random variable is a function that maps outcomes of an experiment to numerical values. There are two main types: continuous random variables which can take any value in an interval, and discrete random variables which take a countable number of distinct values. The probability distribution describes how probabilities are distributed over the values of the random variable, and can be defined using the probability density function (PDF) for continuous variables or the probability mass function (PMF) for discrete variables.

Uploaded by

Sadique Sheikh
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Unit II

A random variable is a function that assigns real numbers (values) to each of an experiment's outcomes.
In other words, a random variable can take on dierent values, each with a corresponding probability, as described
by a probability distribution.
OR
A random variable is a procedure or function which perfoms the mapping between a set of possible outcomes and
a set of numerical values. It maps each element of a sample space to a real number.

There are two main types of random variables:

Continuous Random Variable:


A random variable X is continuous if possible values comprise either a single interval on the number line or a union
of disjoint intervals.
OR
If X is an RV which can take all values (i.e. in nite number of values) in an interval, then X is called a continuous
RV.
For example, the length of time during which a vacuum tube installed in a circuit functions is a continuous RV.

Discrete Random Variable: Takes on a nite or countably innite number of distinct values. Each of these
values has a specied probability. A discrete random variable is a random variable that can take on at most a
countable number of possible values

Continuous Random Variable:

Probability Density Function

PDF as It provides the probability that the variable falls within a specic range of values. and CDF as func-
tion that gives the cumulative probability that a random variable is less than or equal to a specic value.

The probability distribution for a random variable describes how the probabilities are distributed over the values
of the random variable.

1. PDF is a nonnegative function: fX (x) ≥ 0;


dFX (x)
2. PDF of a random variable is the derivative of its CDF: fX (x) =
dx
3. CDF of a random variable is the integration of its PDF:
Zx
FX (x) = fX (λ)dλ
−∞

4. Area under the curve of PDF is always equal to 1.


Z∞
fX (x)dx = 1
−∞

Zb
P (a < X ≤ b) = fX (x)dx
a
Cumulative Distribution Function of Continuous R.V.

1. Since the CDF is a probability, it must take on values between 0 and 1: 0 ≤ FX (x) ≤ 1
FX (−∞) = 0, FX (∞) = 1

1
2. CDF is a monotonic nondecreasing function: For x1 ≤ x2 , FX (x1 ) ≤ FX (x2 )
3. CDF can be used to measure the probability that a random variable takes on a value in a certain interval.
For x1 ≤ x2 , P(x1 < X ≤ x2 )=FX (x2 ) - FX (x1 )
Probability Mass Function

The probability mass function (PMF), PX (x), of a random variable, X, is a function that assigns a probability to
each possible value of the random variable, X. The probability that the random variable X takes on the specic
value is the value of the probability mass function for x.
For a discrete random variable X, the probability mass function (PMF), PX (x), is dened as: PX (x) = P[X = x]
The PMF is nonzero for at most a countable or countably innite number of values of x. In particular, if we assume
that X can only assume one of the values x1 , x2 , . . . , xn , then
PX (xi ) ≥ 0, i = 1, 2, ..., n

PX (x) = 0, otherwise
CDF of Discrete R.V.:

The CDF of X can be expressed in terms of pX (x) as follows


X
FX (x) = PX (k)
k≤x

The CDF of a discrete random variable is a step function.

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