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7 views13 pages

10 9

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Ch.

3, Section 1: Random Variables

In Ch. 2 we considered probability spaces


I A sample space ⌦,
I events (subsets of ⌦)
I A probability measure assigned to each event.

Definition (Random Variable)


A random variable is a function X : ⌦ ! S, where S is the state
space.
A random variable X is called discrete if the range of X is finite or
countably infinite.
In this chapter we mostly have S ✓ Rn for n = 1 in sections 1 to 4,
and n 1 in later sections.
Examples of Random Variables 1

Example
Consider the random experiment in which you toss a coin

⌦ = {H, T }

Consider the function X on ⌦ defined as

X (H) = 1 and X (T ) = 0.

The range of the random variable is the set {0, 1}.


Examples of Random Variables 2

Example
Consider the random experiment consisting of n successive tosses
of a coin. We have ! = (!1 , ...., !n ) with
⇢
H if toss i yields head
!i =
T if toss i yields tail

and
⌦ = {! = (!1 , ...., !n ) : !i 2 {H, T }, 1  i  n}.

Consider the function X on ⌦ defined by

X (!) = number of H’s in !

The range of the random variable is the set {0, 1 . . . , n}. We often
use the short notation {X = k} to denote {! 2 ⌦ : X (!) = k}.
Examples of random variables 3

Consider an experiment in which we roll two dices

⌦ = {(i, j) : 1  i  6 , 1  j  6 }.

We can define the random variables X1 , X2 and Y on ⌦ as

X1 (i, j) = i
X2 (i, j) = j
Y (i, j) = i + j = X1 (i, j) + X2 (i, j)
Ch. 3, Section 2: Probability Distributions

Definition (Probability Distribution)


If X is a discrete random variable, the function given by

f (x) = P(X = x)

for each x in the range of X is called the probability distribution


of X .

Remark
A probability distribution can be given as a table or as a formula.
Example
A box contains 5 balls numbered from 1 to 5. The first two (balls
numbered as 1 and 2) are red and the remaining three are green.
Suppose you choose 2 balls at random without replacement.
What is the probability distribution of X , where X is the number
of red balls selected? Give a table as well as a formula.
Example
Suppose you flip a coin n-many times and let X be the number of
Heads. Find the probability distribution of X assuming that
outcomes are equally likely.

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