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Discrete Random Variables Completed

The document discusses discrete random variables, their distributions, expected values, and variance. It covers specific types of random variables such as Bernoulli, Binomial, Geometric, and Poisson, along with their properties and examples. Additionally, it includes probability calculations related to real-world scenarios involving these random variables.

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11 views11 pages

Discrete Random Variables Completed

The document discusses discrete random variables, their distributions, expected values, and variance. It covers specific types of random variables such as Bernoulli, Binomial, Geometric, and Poisson, along with their properties and examples. Additionally, it includes probability calculations related to real-world scenarios involving these random variables.

Uploaded by

Rizz Pappy
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPTX, PDF, TXT or read online on Scribd
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CSE230: Discrete Mathematics

Discrete Random
Variables

Prepared by: Rabeeb Ibrat


Random Variable
● A variable which attains different values for different outcomes of an experiment.
More formally, a function is a random variable.
 The sum of two fair dice rolls, .
 No. of heads in 5 fair coin tosses, . .

● Every experiment outcome a value for RV. RV values form a sample space.
● The probability that an RV, takes a value is denoted

Formally,
Distribution of a Random Variable
 The sum of two fair dice rolls, .
 No. of heads in 5 fair coin tosses, .
● Distribution of :
 .
 and so on.
 and so on.
● Distribution of : for
● . Also, .
In general,
Expected Value of a Random Variable
● The average value of an RV if the experiment is repeated infinite times.
Expected value or mean value,

● Alternately, [Proof]
 The outcome of a fair dice roll, .
 No. of heads in 3 fair coin tosses, . .
 The sum of two fair dice rolls, .
Alternately,
Useful Property of Expectation
● .
 The outcome of a fair dice roll, . .
 The sum of two fair dice rolls, .

In general, the sum of fair dice rolls, . .


 No. of heads in a fair coin toss, . .
 No. of heads in 3 fair coin tosses, .

In general, no. of heads in fair coin tosses, . .


Useful Property of Expectation (2), Variance
 RV with .
.

● For any function , [Proof]

 Previous example:

 [Proof]

Note that
Variance of an RV
● A measure of how much an RV deviates from it’s expected value.
If , then
 The outcome of a fair dice roll, . .
.

● [Proof]

 Previous example: . .
.
Bernoulli and Binomial RVs
● A coin is tossed. Let .
Bernoulli RV, . ~ly,
.
● A coin is tossed times. Let .
is the No. of heads obtained, Binomial RV, .

● [Proof]
Let be the Bernoulli RV for coin toss . .

● A company sells screws in boxes of 10 and gives money-back guarantee if more


than 1 screw in a box is defective. If 1% of the screws are defective, what
proportion of boxes will be returned?
Binomial and Multinomial Distributions
● The probability distribution of a binomial RV is the binomial distribution.
For coin tosses with , probability of heads,

● Generalization → a -sided dice where probability of side appearing is .


For rolls, probability of side appearing exactly times (for every ),

● An urn contains 5 red balls, 6 white balls and 7 black balls. If 6 balls are drawn at
random from the urn with replacement, what is the probability of getting 2 balls of
each color?
● 5 cards are randomly chosen with replacement from a deck of 52 cards. What is the
probability of obtaining exactly 3 kings?
Geometric RV
● An RV can take (countably) infinite number of values.
● Toss a coin repeatedly until a head is obtained [].
No. of tosses, Geometric RV.

● . , infinite!

● .
● [Proof]

● An urn contains white and black balls. A ball is selected repeatedly (with
replacement) until a black ball is obtained. ?
Poisson RV
● Poisson RV: If is a Poisson RV with parameter , then
(a) (b) . The probability distribution is valid.

● For large and small , Poisson with parameter .


E.g., if , []

● There are about 25 errors Rosen’s 1000-pages book. What is the probability that a
randomly chosen page contains multiple errors?
● If on average events occur per unit of time, then probability of events happening
in time,
● Earthquakes occur in Alaska at the rate of 2 times per week. What is the probability
of 3 earthquakes occurring in the next 2 weeks?

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