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Week 5 - Important Random Variables and Their Distributions

The document discusses important random variables and their distributions in probability and statistics, focusing on both discrete and continuous types. Key discrete random variables include Bernoulli, Binomial, Geometric, and Poisson, while continuous variables include Uniform, Exponential, and Gaussian random variables. Each type is defined with its probability mass function (pmf) or probability density function (pdf) and applications in various fields, particularly in electrical engineering.

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8 views24 pages

Week 5 - Important Random Variables and Their Distributions

The document discusses important random variables and their distributions in probability and statistics, focusing on both discrete and continuous types. Key discrete random variables include Bernoulli, Binomial, Geometric, and Poisson, while continuous variables include Uniform, Exponential, and Gaussian random variables. Each type is defined with its probability mass function (pmf) or probability density function (pdf) and applications in various fields, particularly in electrical engineering.

Uploaded by

ummarrizwan675
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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MATH-361

Probability and Statistics

Lecture 11
Important Random Variables and their
Distributions

A/P Kamran Aziz Bhatti | Assistant Professor | Dept. of Electrical Engg. | NUST College of Electrical & Mechanical Engineering | Pakistan
Important Random Variables
(Discrete)
Random Variables

• Types random variables depend on how they arise in various


applications

• Various random variable are inter-related


• Some random variables are derived as functions of other
random variables

• Discrete random variables arise mostly in applications where


counting is involved

3
Bernoulli Random Variable

• Success/failure
• Only two possible values
• 𝐼𝐴 is the RV corresponding to event A
𝑆𝑋 = {0,1}
• pmf:
𝑝𝐼 0 = 1 − 𝑝
𝑝𝐼 1 = 𝑝
• 𝐼𝐴 is called Bernoulli random variable

4
Binomial Random Variable

• Bernoulli trial is repeated n times


• Let X be the number of times a certain event A occurs in these
n trials
𝑆𝑋 = 0,1, … , 𝑛
𝑋 = 𝐼1 + 𝐼2 + ⋯ + 𝐼𝑛
• pmf:
𝑛 𝑘
𝑝 𝑋 = 𝑘 = 𝑘 𝑝 (1 − 𝑝)𝑛−𝑘

• 𝑋 is called Binomial random variable

5
Binomial Random Variable

6
Binomial Random Variable

7
Geometric Random Variable

• Let M be the number of independent Bernoulli trials until the


first occurrence of a success
𝑆𝑋 = 1,2, …
• pmf:
𝑃 𝑀 = 𝑘 = 𝑝(1 − 𝑝)𝑘−1
for 𝑘 = 1,2, …
• p is the probability of success
• 𝑀 is called Geometric random variable

8
Geometric Random Variable

9
Geometric Random Variable

10
Poisson Random Variable

• Counting the number of occurrences of an event in certain


time period or space region
• Let 𝛼 the mean (average) number of event occurrences during
a given period of time

• Probability of having exactly k occurrences will be


𝑘
𝛼
𝑃 𝑀=𝑘 = 𝑒−𝛼 for k = 0,1,2,…..
𝑘!

• pmf sums to one

11
Poisson Random Variable

12
Poisson Random Variable

13
Poisson Random Variable

• Limiting form of binomial pmf


• For large n and small p, for 𝛼 = 𝑛𝑝:
𝛼 𝑘
𝑛 𝑘
𝑝𝑘 = 𝑘 𝑝 (1 − 𝑝)𝑛−𝑘≅ 𝑒−𝛼 for k = 0,1,2,…..
𝑘!
• Can be applied to situations where a sequence of Bernoulli
trials can be imagined

14
Poisson Random Variable

15
Important Random Variables
(Continuous)
Uniform Random Variable

• Arises in situations where all values in an interval of the real


line are equally likely to occur

1
𝑓𝑋 𝑥 = 𝑏 − 𝑎 𝑎≤𝑥≤𝑏
0 𝑥 < 𝑎, 𝑥 > 𝑏

17
Exponential Random Variable
• Arises in the modeling of the time between occurrence of events or
modeling the lifetime of various systems

• Let 𝜆 be the rate at which the event occurs


𝑥<0
𝑓𝑋 𝑥 = {0 −𝜆𝑥
𝜆𝑒 𝑥≥0
0 𝑥<0
𝐹𝑋 𝑥 = {
1 − 𝑒 −𝜆𝑥 𝑥≥0
• Memoryless property
𝑃 𝑋 > 𝑡 + ℎ|𝑋 > 𝑡 = 𝑃[𝑋 > ℎ] for all j,k > 1
• The only continuous random variable to satisfy memoryless
property

18
Exponential Random Variable

19
Gaussian Random Variable

• The MOST occurring random variable


• Sum of a large number of small random variables
• So often, that is why called “Normal” RV
1 2
𝑓𝑋 𝑥 = 𝑒−(𝑥−𝑚)/2𝜎
2𝜋𝜎
(𝑥 −𝑚 )/
1 2 𝑥−𝑚
𝐹𝑋 𝑥 = 𝑒−𝑡 /2 𝑑𝑡 = Φ
2𝜋 −∞ 𝜎

20
Gaussian Random Variable

21
Gaussian Random Variable

• Q-function is related to the cdf of Gaussian RV


• Q-function is symmetric

• Being used in many electrical engg applications


• Example: Communication system

22
Gaussian Random Variable

23
Gaussian Random Variable

24

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