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Chapter 6 - Discrete Random Variables

The document discusses discrete random variables which can only take certain values. It defines probability distributions, cumulative probability functions, expected value, and variance for discrete random variables. It also covers discrete uniform distributions and finding expected value and variance for standard and nonstandard cases.

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Sayar Hein
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
13 views

Chapter 6 - Discrete Random Variables

The document discusses discrete random variables which can only take certain values. It defines probability distributions, cumulative probability functions, expected value, and variance for discrete random variables. It also covers discrete uniform distributions and finding expected value and variance for standard and nonstandard cases.

Uploaded by

Sayar Hein
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Chapter 6 - Discrete Random Variables

A discrete random variable is a


random (value depends on the outcome of a random event)
variable (value not fixed)
that is discrete (can only take certain values in an interval).

Probability Distribution P(X = x)


A probability distribution (or table) is the set of possible outcomes together with their probabilities.

Table:

Function:

x −1
, x = 1, 2, 3, 4, 5, 6
36
P(X = x) =
13 − x
, x = 7, 8, 9, 10, 11, 12
36

Sum of all probabilities in a probability distribution always equals 1.

∑
P(X = x) = 1

Cumulative Probability Function F(X )


• F(x) is the probability that X is less than or equal to x. (F(x) = P(X ⩽ x))
• To find F(x), add all probabilities where the outcome is less than or equal to x.

Expected Value E(X )


∑
E(X ) = x ⋅ P(X = x)

Expected value is sometimes referred to as the mean and denoted as μ.

Interpreting E(X )
When the experiment for X is carried out a large number of times, the mean outcome will equal (or be close
to) E(X )
Variance Var(X )
Variance is sometimes denoted as σ 2.

Var (X ) = E(X 2 ) − (E(X ))2


Var (X ) = (E(X ) − μ)2

Algebraic Rules for E(X ) and Var(X )


∑
E( f (X )) = f (x) ⋅ P(X = x)

E(a X ) = a E(X )
E(X + b) = E(X ) + b

Var (a X ) = a 2 Var (X )
Var (X + b) = Var (X )

Discrete Uniform Distribution


• The discrete random variable X is defined over a set of n distinct values
1
• Each value is equally likely, with probability n

Standard Discrete Uniform Distribution


For a standard discrete uniform distribution, the outcomes of x starts from 1 and ends in n.
n+1
E(X ) =
2

n2 − 1
Var(X ) =
12

Nonstandard Discrete Uniform Distribution


For nonstandard discrete uniform distribution y,
• Convert y into standard discrete uniform distribution x, and get an equation in the form y = a x + b.
• Find E(X ) and Var (X ).
• Use algebraic rules to get E(Y ) and Var (Y ).

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