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Random Variable

What is Random Variable in Statistics?

In probability, a real-valued function, defined over the

sample space of a random experiment, is called a
random variable. That is, the values of the random
variable correspond to the outcomes of the random
experiment. Random variables could be either
discrete or continuous. In this article, let’s discuss the
different types of random variables.

Table of Contents:

Definition

Variate

Types
Discrete random variable

Continuous random variable

Formula

Functions

Random variable and Probability distribution

Transformation

Expected value

Example

FAQs

A random variable’s likely values may express the

possible outcomes of an experiment, which is about
to be performed or the possible outcomes of a
preceding experiment whose existing value is
unknown. They may also conceptually describe either
the results of an “objectively” random process (like
rolling a die) or the “subjective” randomness that
appears from inadequate knowledge of a quantity.

The domain of a random variable is a sample space,

which is represented as the collection of possible
outcomes of a random event. For instance, when a
coin is tossed, only two possible outcomes are
acknowledged such as heads or tails.

Also, read:

Related Links

Probability Probability Mass Function

Probability Density Mean and Variance of

Function Random Variable

Random Variable Definition

A random variable is a rule that assigns a numerical
value to each outcome in a sample space. Random
variables may be either discrete or continuous. A
random variable is said to be discrete if it assumes
only specified values in an interval. Otherwise, it is
continuous. We generally denote the random
variables with capital letters such as X and Y. When X
takes values 1, 2, 3, …, it is said to have a discrete
random variable.

As a function, a random variable is needed to be

measured, which allows probabilities to be assigned
to a set of potential values. It is obvious that the
results depend on some physical variables which are
not predictable. Say, when we toss a fair coin, the final
result of happening to be heads or tails will depend
on the possible physical conditions. We cannot
predict which outcome will be noted. Though there
are other probabilities like the coin could break or be
lost, such consideration is avoided.

Variate
A variate can be defined as a generalization of the
random variable. It has the same properties as that of
the random variables without stressing to any
particular type of probabilistic experiment. It always
obeys a particular probabilistic law.

A variate is called discrete variate when that

variate is not capable of assuming all the
values in the provided range.

If the variate is able to assume all the numerical

values provided in the whole range, then it is
called continuous variate.

Types of Random Variable

As discussed in the introduction, there are two
random variables, such as:

Discrete Random Variable

Continuous Random Variable

Let’s understand these types of variables in detail

along with suitable examples below.

Discrete Random Variable

A discrete random variable can take only a finite
number of distinct values such as 0, 1, 2, 3, 4, … and so
on. The probability distribution of a random variable
has a list of probabilities compared with each of its
possible values known as probability mass function.

In an analysis, let a person be chosen at random, and

the person’s height is demonstrated by a random
variable. Logically the random variable is described
as a function which relates the person to the person’s
height. Now in relation with the random variable, it is a
probability distribution that enables the calculation of
the probability that the height is in any subset of likely
values, such as the likelihood that the height is
between 175 and 185 cm, or the possibility that the
height is either less than 145 or more than 180 cm.
Now another random variable could be the person’s
age which could be either between 45 years to 50
years or less than 40 or more than 50.

Continuous Random Variable

A numerically valued variable is said to be continuous
if, in any unit of measurement, whenever it can take
on the values a and b. If the random variable X can
assume an infinite and uncountable set of values, it is
said to be a continuous random variable. When X
takes any value in a given interval (a, b), it is said to
be a continuous random variable in that interval.

Formally, a continuous random variable is such

whose cumulative distribution function is constant
throughout. There are no “gaps” in between which
would compare to numbers which have a limited
probability of occurring. Alternately, these variables
almost never take an accurately prescribed value c
but there is a positive probability that its value will
rest in particular intervals which can be very small.

Random Variable Formula

For a given set of data the mean and variance
random variable is calculated by the formula. So,
here we will define two major formulas:

Mean of random variable

Variance of random variable

Mean of random variable: If X is the random variable

and P is the respective probabilities, the mean of a
random variable is defined by:

Mean (μ) = ∑ XP

where variable X consists of all possible values and P

consist of respective probabilities.

Variance of Random Variable: The variance tells how

much is the spread of random variable X around the
mean value. The formula for the variance of a
random variable is given by;

Var(X) = σ2 = E(X2) – [E(X)]2

where E(X2) = ∑X2P and E(X) = ∑ XP

Functions of Random Variables

Let the random variable X assume the values x1, x2, …
with corresponding probability P (x1), P (x2),… then the
expected value of the random variable is given by:

Expectation of X, E (x) = ∑ x P (x).

A new random variable Y can be stated by using a

real Borel measurable function g:R R, to the results of
a real-valued random variable X. That is, Y = f(X). The
cumulative distribution function of Y is then given by:

FY(y) = P(g(X)≤y)

If function g is invertible (say h = g-1 )and is either

increasing or decreasing, then the previous
relationship can be extended to obtain:

\(\begin{array}{l}F_{Y}(y) = P(g(X)\leq y)= \left\

{\begin{matrix}P(X \leq h(y))= F_{X}(h(y)) & If\ h =
g^{-1} \ increasing \\ P(X \geq h(y))= 1- F_{X}
(h(y))& If\ h = g^{-1} \ decreasing
\\\end{matrix}\right.\end{array} \)

Now if we differentiate both the sides of the above

expressions with respect to y, then the relation
between the probability density functions can be
found:

fY(y) = fx(h(y))|dh(y)/dy|

Random Variable and Probability

Distribution
The probability distribution of a random variable can
be

Theoretical listing of outcomes and probabilities

of the outcomes.

An experimental listing of outcomes associated

with their observed relative frequencies.

A subjective listing of outcomes associated with

their subjective probabilities.

The probability of a random variable X which takes

the values x is defined as a probability function of X is
denoted by f (x) = f (X = x)

A probability distribution always satisfies two

conditions:

f(x)≥0

∑f(x)=1

The important probability distributions are:

Binomial distribution

Poisson distribution

Bernoulli’s distribution

Exponential distribution

Normal distribution

Transformation of Random Variables

The transformation of a random variable means to
reassign the value to another variable. The
transformation is actually inserted to remap the
number line from x to y, then the transformation
function is y = g(x).

Transformation of X or Expected Value of

X for a Continuous Variable
Let the random variable X assume the values x1, x2, x3,
..… with corresponding probability P (x1), P (x2), P
(x3),……….. then the expected value of the random
variable is given by

Expectation of X, E (x) = ∫ x P (x)

Random Variable Example

Question: Find the mean value for the continuous
random variable, f(x) = x, 0 ≤ x ≤ 2.

Solution:

Given: f(x) = x, 0 ≤ x ≤ 2.

The formula to find the mean value is:

\(\begin{array}{l}E(X)=\int_{-\infty }^{\infty }x
f(x)dx\end{array} \)

\(\begin{array}{l}E(X)=\int_{0}^{2 }x
f(x)dx\end{array} \)

\(\begin{array}{l}E(X)\int_{0}^{2 }x.xdx\end{array}
\)

\(\begin{array}{l}E(X)\int_{0 }^{2
}x^{2}dx\end{array} \)

\(\begin{array}{l}E(X)=\left (\frac{x^{3}}{3} \right

)_{0}^{2}\end{array} \)

\(\begin{array}{l}E(X)=\left (\frac{2^{3}}{3} \right

)- \left (\frac{0^{3}}{3} \right )\end{array} \)

\(\begin{array}{l}E(X)=\left (\frac{8}{3} \right )-

\left (0\right )\end{array} \)

\(\begin{array}{l}E(X)=\frac{8}{3}\end{array} \)

Therefore, the mean of the continuous random

variable, E(X) = 8/3.

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Frequently Asked Questions – FAQs

Q1 What is meant by a random variable?

A random variable is a rule that assigns a

numerical value to each outcome in a sample
space, or it can be defined as a variable whose
value is unknown or a function that gives
numerical values to each of an experiment’s
outcomes.

Q2 What is a random variable and its types?

As we know, a random variable is a rule or

function that assigns a numerical value to each
outcome of the experiment in a sample space.
There are two types of random variables, i.e.
discrete and continuous random variables.

Q3 How do you identify a random variable?

In general, random variables are represented by

capital letters for example, X and Y.

Q4 How do you know whether a random variable is

continuous or discrete?

A discrete variable is a variable whose value can

be obtained by counting since it contains a
possible number of values that we can count. In
contrast, a continuous variable is a variable
whose value is obtained by measuring.

Q5 What are the examples of a discrete random

variable?

The probability of any event in an experiment is a

number between 0 and 1, and the sum of all the
probabilities of the experiment is equal to 1.
Examples of discrete random variables include
the number of outcomes in a rolling die, the
number of outcomes in drawing a jack of spades
from a deck of cards and so on.

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Random Variable

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