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11-Introduction To Random variable-27-Jul-2020Material - I - 27-Jul-2020 - Random - Variable - PPT

A random variable is a function that associates a real number with each element in the sample space. There are two types of random variables: discrete and continuous. A discrete random variable takes on a finite or countably infinite number of possible values, while a continuous random variable can take any value within an interval. The probability distribution of a discrete random variable is defined by its probability mass function (PMF), while the probability distribution of a continuous random variable is defined by its probability density function (PDF). The cumulative distribution function (CDF) gives the probability that a random variable is less than or equal to a value.

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207 views28 pages

11-Introduction To Random variable-27-Jul-2020Material - I - 27-Jul-2020 - Random - Variable - PPT

A random variable is a function that associates a real number with each element in the sample space. There are two types of random variables: discrete and continuous. A discrete random variable takes on a finite or countably infinite number of possible values, while a continuous random variable can take any value within an interval. The probability distribution of a discrete random variable is defined by its probability mass function (PMF), while the probability distribution of a continuous random variable is defined by its probability density function (PDF). The cumulative distribution function (CDF) gives the probability that a random variable is less than or equal to a value.

Uploaded by

amogh
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Concept of a Random Variable

 A random variable (RV) is a function that associates


a real number with each element in the sample space.
Illustration: In a random experiment of tossing coins,
the sample space be .
If is a RV denoting the “number of heads”, then we
have the followings:
,,,,
Types of Random Variable

Discrete RV
Random
Variable
Continuous RV
Discrete Random Variable
Definition.
  Let be a sample space. A discrete random variable
is a function that takes on a finite number of values
or an infinite number of values
Examples of DRV
X : the number of heads while tossing a coin.
X : the number of students that come to the class on a
given day.
X : The number of recovering people from COVID19
on a given day and time.
X : the number of accident that happen on a given
place at a specified time.
The probability of a discrete random variable
 Illustration: In a random experiment of tossing coins,
the sample space be .
If is a RV denoting the “number of heads”, then we
have the followings:
,,,.
We denote the probability of the event by
The probability of a discrete random variable
 
, where A is the event of getting exactly one head.
, Since A={HT, TH}
The probability distribution of a discrete
random variable

X 0 1 2
P(x) 1/4 2/4 1/4
The probability distribution of a discrete
random variable
Definition.
  The probability mass function or probability
function or probability distribution of a discrete random
variable is the function , defined by

If is a discrete random variable that takes on the values ,then


,
, and
for all other .
The probability distribution of a discrete
random variable
Example.
  A shipment of 20 similar laptop computers to
a retail outlet contains 3 that are defective. If a school
makes a random purchase of 2 of these computers, find
the probability distribution for the number of
defectives.
Solution : Let be a random variable whose values x are
the possible numbers of defective computers purchased
by the school. Then can only take the numbers , , and .
The probability distribution of a discrete
random variable
 Now

Thus, the probability distribution of is


The cumulative distribution function of a
discrete random variable
 Definition. The cumulative distribution function of a
discrete random variable
with probability distribution is

Example. Find the cumulative distribution function of


the random variable . Hence verify that f(2) = 3/8.
The cumulative distribution function of a
discrete random variable
 Solution. From the definition cumulative distribution
function we have,
The cumulative distribution function of a
discrete random variable
 
Hence,

Now
X 0 1 2 3 4
P(x) 1/16 1/4 3/8 1/4 1/16
F(x) 1/16 5/16 11/16 15/16 1
Graphical view of probability
distribution and cdf.
In a dance class with 11 students with three of them named gabriel. The dance
master suddenly forgot the names of the students and decided to select students
at random until he finds a student whose name is not gabriel. Let X denote the
number of students selected. Find the probability distribution of X.
Continuous Random Variable
 Definition. Let be a sample space. A discrete random
variable a function that takes on a infinitely many
values from an interval.
Examples of CRV
X : the length of the randomly selected phone call.
X : the total time spent on a FB by an individual
person up to the age 18.
X : the length of the time that a person waits in the
bus stop to get the next bus.
Probability of Continuous Radom
Variable
 Definition. A random variable is continuous if for
some function and for any numbers and with ,

The function has to satisfy for all and


We call the probability density function (pdf) (or
probability density) of .
Continuous Radom Variable
𝑎
 
𝑃 ( 𝑋 ≤𝑎 )= ∫ 𝑓 ( 𝑥 ) 𝑑𝑥 = 𝑃( 𝑋 < 𝑎)
−∞

∞
 
𝑃( 𝑋 ≥ 𝑎)=∫ 𝑓 ( 𝑥) 𝑑𝑥
𝑎

 𝑃 ( 𝑋 ≥𝑎 )=1 − 𝑃 (𝑋 <𝑎)

𝑃
  ( 𝑋=𝑎 ) =?
The cumulative distribution function of
a continuous random variable
 The cumulative distribution function of a continuous
random variable
with density function is
Continuous Radom Variable
 Example: Suppose that the error in the reaction
temperature, in , for a controlled laboratory
experiment is a continuous random variable having
the probability density function

(a) Verify that is a density function.


(b) Find .
Continuous Radom Variable
 Solution: We use the definition for density function,
(a) Obviously, To verify the next condition,

To find , we use the following formula.


 
Problem. Let X be the duration of a telephone call in minutes and suppose X
has p.d.f. . Find c, and also find the chance that the call lasts less than 5
minutes.
Properties of CDF for a random
variable.
 • The Cdf F(x) is a non-decreasing function. That is then

• If X is a continuous random variable then .

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