RANDOM VARIABLES AND

PROBABILITY
DISTRIBUTIONS

NAME:- SANDIP MAHATA

DEPARTMENT:- ELECTRICAL ENGINEERING
ROLL NO:- 35001622035
SUBJECT:- MATH
 INTRODUCTION
S
Consider a random experiment with sample space S. A random variable X(E) is a single-valued real
function that assigns a real number called the value of X(E) to each sample point E of S. Often, we
use a single letter X for this function in place of X(E) and use r.v. to denote the random variable.

CLASSIFICATIONS:- There are two types of random variables, such as:

 Discrete Random Variable
 Continuous Random Variable
The distribution function [or cumulative distribution function (cdf)] of X
DISTRIBUTION FUNCTIONS:- is the function defined by -

PROPERTIES:-
 Discrete random veriable

Let X be a r.v. with cdf If changes values only in jumps (at most a
countable number of them) and is constant between jumps-that is, is a
staircase function, then X is called a discrete random variable.

Alternatively, X is a discrete r.v. only if its range contains

a finite or countably infinite number of points.
 PROBABILITY MASS
FUNCTION
Probability mass function can be defined as the probability that a discrete random variable
will be exactly equal to some particular value. In other words, the probability mass function
assigns a particular probability to every possible value of a discrete random variable.

Suppose that the jumps in of a discrete r.v. X

occur at the points x,, x,, . . . , where the
sequence may be either finite or countably
infinite, and we assume xi < xj if i < j.
Then FX(xi) - FX(xi- ,) = P(X 5 xi) - P(X I xi- ,) = P(X
= xi)
Let = P(X = x)
The function is called the probability mass
function (pmf) of the discrete r.v. X
 CONTINOUS RANDOM
VERIABLE
A continuous random variable can be defined as a random variable that can take
on an infinite number of possible values. Due to this, the probability that a
continuous random variable will take on an exact value is 0. The cumulative
distribution function and the probability density function are used to describe
the characteristics of a continuous random variable.

Let X be a r.v. with cdf . If is continuous and. also has a

derivative /dx which exists everywhere except at possibly a
finite number of points and is piecewise continuous, then X
is called a continuous random variable. Alternatively, X is a
continuous r.v. only if its range contains an interval (either
finite or infinite) of real numbers. P(X = x) = 0
 PROBABILITY DENSITY
FUNCTION

The probability Density Functions of a continuous

random variable can be defined as a function that Properties:-
gives the probability that the value of the random
variable will fall between a range of values. Let X be
the continuous random variable, then the formula for
the pdf, f(x), is given as follows:
f(x) = dF(x)/dx= F'(x)
where, F(x) is the cumulative distribution function.
For the pdf of a continuous random variable to be
valid, it must satisfy the following conditions:
•. This means that the total area under the graph of
the pdf must be equal to 1.
•f(x) > 0. This implies that the probability density
function of a continuous random variable cannot be
negative.
 MEAN AND VARIANCE

A. Mean :- The mean (or expected value of a rev. X, denoted by or E(X), is defined by
= X : discrete; X: continuous

B. Variance: - The variance of a r.v. X, denoted by or Var(X), is defined by

= Var(X) = E{} Thus,
= X : discrete; X: continuous

C. Standard deviation:- The standard deviation of a r.v. X, denoted by is the positive square
root of Var(X). We can obtain the following relation:
Var(X) = E() –
 APPLICATIONS

Certainly, random variables and probability distributions have a wide range of applications across various fields. Here
are some examples of their applications:
1.Finance and Economics:
1. Modeling stock prices and returns.
2. Analyzing risk and uncertainty in investment portfolios.
3. Estimating the probability of default in credit risk analysis.
2.Engineering:
1. Predicting the lifespan of components and systems.
2. Analyzing the reliability of electronic circuits.
3. Designing experiments and quality control processes.
3.Physics:
1. Modeling the behavior of particles in quantum mechanics.
2. Describing the distribution of energy levels in a physical system.
3. Analyzing radioactive decay processes.
4.Biology and Medicine:
1. Modeling the distribution of genetic traits.
2. Analyzing the distribution of disease outbreaks.
3. Estimating the effectiveness of medical treatments.
 CONCLUSION

In conclusion, understanding random variables and probability distributions is

fundamental in various fields and scenarios where uncertainty is a factor. By grasping the
concepts of discrete and continuous random variables, probability mass and density
functions, cumulative distribution functions, as well as measures like expected value,
variance, and standard deviation, we gain powerful tools to model and analyze
uncertainty.
Probability distributions provide a framework for making predictions, assessing risks,
and making informed decisions. Whether it's in finance, engineering, biology, or any
other discipline, the ability to work with these concepts enhances our ability to handle
uncertainty and complexity in a structured manner.
As you continue your academic and professional journey, remember that random
variables and probability distributions form the backbone of statistical analysis and are
essential for extracting meaningful insights from data. Embrace this knowledge to make
better-informed choices and contribute to advancements in your chosen field.
Thank you for your attention, and please feel free to ask any questions you might have.