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9-Random Variable-22-01-2025

A random variable is a function that assigns a real number to each outcome in a sample space of a random experiment. It can be discrete, taking finite or countable values, or continuous, taking values in an interval. Probability functions, including probability mass functions for discrete variables and probability density functions for continuous variables, are used to compute probabilities associated with random variables.

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9 views24 pages

9-Random Variable-22-01-2025

A random variable is a function that assigns a real number to each outcome in a sample space of a random experiment. It can be discrete, taking finite or countable values, or continuous, taking values in an interval. Probability functions, including probability mass functions for discrete variables and probability density functions for continuous variables, are used to compute probabilities associated with random variables.

Uploaded by

Tridib Das
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Ramdom Variable

Let S be the sample space of a


random experiment. A rule that
assigns a single real number to each
outcome (sample point) of the
random experiment is called
random variable.

In other words, a random variable is a real valued function defined on a sample space
S that is with each outcome ω of a random experiment there corresponds a unique
real value x known as a value of the random variable X. That is X(ω ) = x.
Example
Consider the random experiment of rolling a die.
The sample space of the experiment is
S={1, 2, 3, 4, 5, 6}
Let X denotes the face of the die appears on top.
The assigning rule is

X(1) = 1, X(2) = 2, X(3) = 3, X(4)=4, X(5)=5 and


X(6)=6

Hence the values taken by the random variable X are


1,2,3,4,5,6. These values are also called the
realization of the random variable X.
Example
Random experiment : Two coins are tossed simultaneously.
Sample space : S={HH, HT, TH, TT}
Assigning rule : Let X be a random variable defined as the number of heads comes up.

Here, the random variable X takes the values 0, 1, 2 .


EXERCISE
Experiment : Two dice are rolled simultaneously.

Sample space :

Assigning rule : Let X denote the sum of the numbers on the faces of dice
Discrete and Continuous random variables
A random variable is said to be discrete if it takes only a finite or countable infinite
number of values.
Example
Consider the experiment of tossing a coin
If X (Head) =1, X (Tail) = 0
Then X takes the values either 0 or 1 This is a discrete random variable.
Example
Consider the experiment of tossing a coin till head appears.
Let random variable X denote the number of trials needed to get a head. The values
taken by it will be 1, 2, 3, ..
It is discrete random variable taking countable infinite values.
A random variable X is said to be continuous, if it takes values in an interval or union of
disjoint intervals.

Example
If X is defined as the height of students in a school ranging between 120 cms and 180
cms, Then the random variable X is {x | 120 cms < x < 180 cms } is a continuous
random variable.
Example
Let the maximum life of electric bulbs is 1500 hrs. Life time of the electric bulb is the
continuous random variables and it is written as X = {x / 0 ≤ x ≤ 1500}
Probability mass function and probability density
function
A probability function is associated with each value of the
random variable. This function is used to compute
probabilities for events associated with the random
variables.

The probability function defined for a discrete random


variable is called probability mass function. The probability
function associated with continuous random variable is
called probability density function.
The set of ordered pairs (x, f (x)) is a probability function, probability mass function, or
probability distribution of the discrete random variable X if, for each possible outcome x,

1. f(x) ≥ 0

∑
2. f(x) = 1
x

3. P(X = x) = f(x)

The cumulative distribution function F (x) of a discrete random variable X with probability
distribution f(x) is

∑
F(x) = P(X ≤ x) = f(t), for −∞ < x < ∞
t≤x
Example: Find a formula for the probability distribution of the random variable X representing
the outcome when a single die is rolled once.

Solution:
Example: A shipment of 7 television sets contains 2 de- fective sets. A hotel makes a random
purchase of 3 of the sets. If x is the number of defective sets pur- chased by the hotel, find the
probability distribution of X. Express the results graphically as a probability histogram.
Example: Find the probability distribution for the number of jazz CDs when 4 CDs are selected at
random from a collection consisting of 5 jazz CDs, 2 classical CDs, and 3 rock CDs. Express your
results by means of a formula.
The function f(x) is a probability density function (pdf) for the continuous random variable X,
defined over the set of real numbers, if

1. f(x) ≥ 0 for all x ∈ R


∞

∫−∞
2. f(x)dx = 1

∫a
3. P(a < x < b) = f(x)dx

The cumulative distribution function F (x) of a continuous random variable X with density
function f(x) is
x

∫−∞
F(x) = P(X ≤ x) = f(t)dt, for −∞<x<∞

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