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R-6 Theory

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18 views4 pages

R-6 Theory

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pranadeephck
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Summarizing Data & Probability Random Variables – Distribution function:

A random variable, aleatory variable or stochastic variable is a variable whose value


is subject to variations due to chance (i.e. randomness, in a mathematical sense).
Def: A random variable, usually written X, is a variable whose possible values are
numerical outcomes of a random phenomenon
Let S be the sample of the random experiment. Random variable is a function whose
domain is the set of outcomes w∈S and whose range is R, the set of real numbers.
The random variable assigns a real value X(w) such that
1. The set {w/X(w)≤x} is an event for every x ∈ R, for which a probability is defined.
This condition is called Measurability.
2. The probabilities of the events {w/X(w)=∞} and {w/X(w)=-∞} are equal to zero.
i.e., p(X=∞) = p(X=-∞) = 0.
3. For A⊂S, there corresponds a set T⊂R called the image of A. Also for every T⊂R
there exists in S the inverse image 1( ) { | ( ) } X T w S Xw T
In simple A random variable is a real-valued function defined on the points of a
sample space. Random variables are two broad categories:
Random variable with discrete values Bivariate Random Variable
1. Discrete Random Variable: A random variable X which can take only a finite
number of discrete values in an interval of domain is called a discrete random
variable. In other words, if the random variable takes the
values only on the set {0, 1,2,3,4,…n} is called Discrete Random variable.
Ex: The printing mistakes in each page of a book, the number of tephone calls
received by the receptionist are the examples of Discrete Random Variables.
Thus to each outcome of S of a random experiment there corresponds a real number
X(s) which is defined for each point of the sample S.
2. Continuous Random Variable: A Random variable X which can take values
continuously i.e., which takes all possible values in a given interval is called a
continuous random variable.
Ex: the height, age and weight of individuals are the examples of continuous random
variable
3. Bivariate Random Variable:
Bivariate Random Variables are those variables having only 2 possible outcomes.
Ex: Flip of coin(two outcomes: head/tail).

Probability distribution: Which describes how the values of a random variable are
distributed. The probability distribution for a random variable X gives the possible
values for X, and the probabilities associated with each possible value (i.e., the
likelihood that the values will occur) The methods used to specify discrete
prob. distributions are similar to (but slightly different from) those used to specify
continuous prob. distributions.
Binomial distribution: The collection of all possible outcomes of a sequence of coin
tossing
Normal distribution: The means of sufficiently large samples of a data population
Note: The characteristics of these theoretical distributions are well understood, they
can be used to make Statistical inferences on the entire data population as a whole.
Example: Probability of ace of Diamond in a pack of 52 cards when 1 card is pulled
out at random.

“At Random” means that there is no biased treatment


No. of Ace of Diamond in a pack = S = 1
Total no of possible outcomes = Total no. of cards in pack = 52
Probability of positive outcome = S/P = 1/52
That is we have 1.92% chance that we will get positive outcome.
2.3.Expected value:
The expected value of a random variable is the long-run average value of repetitions
of the experiment it represents.
Example: The expected value of a dice roll is 3.5 means the average of an extremely
large number of dice rolls is practically always nearly equal to 3.5. Expected value is
also known as the expectation, mathematical expectation, EV, mean, or first moment.
• Expected value of a discrete random variable is the probability-weighted average of
all possible values
• Continuous random variables are the sum replaced by an integral and the
probabilities by probability densities.

2.7.Probability Distribution Function ( PDF):


It defines probability of outcomes based on certain conditions. Based on Conditions,
there are majorly 5 types PDF’s.
Types of Probability Distribution:
Binomial Distribution
Poisson Distribution
Continuous Uniform Distribution
Exponential Distribution
Normal Distribution
Chi-squared Distribution
Student t Distribution
F Distribution
Binomial Distribution
The binomial distribution is a discrete probability distribution. It describes the
outcome of n independent trials in an experiment. Each trial is assumed to have only
two outcomes, either success or failure. If the probability of a successful trial is p,
then the probability of having x successful outcomes in an experiment of n
independent trials is as follows.
(n ) ( ) ( ) (1 ) x x
x c f x n p p Where x = 0, 1, 2, . . . , n
Poisson Distribution
The Poisson distribution is the probability distribution of independent event
occurrences in an interval. If is the mean occurrence per interval, then the probability
of having x occurrences within a given interval is:
()!
xe f x x
Where x = 0, 1, 2, . . .
Normal Distribution
The normal distribution is defined by the following probability density function,
where is the population mean and σ2 is the variance.
2 2 ( ) /2 1 ( ) 2
xfxe
If a random variable X follows the normal distribution, then
we write: In particular, the normal distribution with = 0 and σ = 1 is called the
standard normal distribution, and is denoted as N(0,1). It can be graphed as follows.

Figure 1 shows the normal distribution of sample data. The shape of a normal curve is
highly dependent on the standard deviation.
Importance of Normal Distribution:
Normal distribution is a continuous distribution that is “bell-shaped”.
• Data are often assumed to be normal.
• Normal distributions can estimate probabilities over a continuous interval of data
values.
Properties:
The normal distribution f(x), with any mean and any positive deviation σ, has the
following properties:
It is symmetric around the point x = , which is at the same time the mode, the median
and the mean
of the distribution.
It is unimodal: its first derivative is positive for x < , negative for x > , and zero only
at x = .
Its density has two inflection points (where the second derivative of is zero and
changes sign), located one standard deviation away from the mean as x = − σ and x =
+ σ.
Its density is log-concave.
Its density is infinitely differentiable, indeed super smooth of order 2.
Its second derivative f′′(x) is equal to its derivative with respect to its variance

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