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A Random Variable Is A Variable Whose Possible Values Are Numerical Outcomes of A Random Phenomenon/experiment

1. A random variable is a variable whose possible values are outcomes of a random experiment. Random variables can be discrete or continuous. 2. Discrete random variables take on countable values, like the number of heads from coin tosses. Continuous random variables take any value in an interval, like height or weight. 3. The probability mass function (PMF) defines the probabilities of discrete random variable outcomes. The cumulative distribution function (CDF) gives the probability a variable is less than or equal to each value.

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146 views21 pages

A Random Variable Is A Variable Whose Possible Values Are Numerical Outcomes of A Random Phenomenon/experiment

1. A random variable is a variable whose possible values are outcomes of a random experiment. Random variables can be discrete or continuous. 2. Discrete random variables take on countable values, like the number of heads from coin tosses. Continuous random variables take any value in an interval, like height or weight. 3. The probability mass function (PMF) defines the probabilities of discrete random variable outcomes. The cumulative distribution function (CDF) gives the probability a variable is less than or equal to each value.

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fathimath
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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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Random Variable

A random variable is a variable whose possible values are numerical outcomes of a


random phenomenon/experiment.

A variable whose value is a real number determined by the outcome of a random


experiment is called a random variable. Generally, a random variable is denoted by
capital letters like X, Y, Z….., where as the values of the random variable are
denoted by the corresponding small letters like x, y, z …….

Suppose that two coins are tossed so that the sample space is S = {HH, HT, TH,
TT} Suppose X is the number of heads which can come up, with each sample point
we can associate a number for X as shown in the table below:
Suppose that two coins are tossed so that the sample space is S = {HH, HT,
TH, TT} Suppose X is the number of heads which can come up, with each
sample point we can associate a number for X as shown in the table below:

Sample point HH HT TH TT
X 2 1 1 0

Suppose when we throw the two dice, total number of points equal to 9
(x=9)
S={(6,3), (5,4), (4,5), (3,6)}
Types of Random Variables
Discrete Random Variables
Continuous Random Variables

(1) A discrete random variable is one which may take on only a countable
number of distinct values such as 0,1,2,3,4,........ Discrete random
variables are usually (but not necessarily) counts.
If a random variable can take only a finite number of distinct values,
then it must be discrete.
Examples
when 3 coins are tossed, the number of heads obtained is the random
variable X assumes the values 0,1,2,3 which form a countable set.
Number of children in a family,
Number of defective light bulbs in a box of ten.
A continuous random variable is one which takes any value between
certain intervals or its domain
Examples include height, weight, the amount of sugar in an orange.
The Height of students in a particular class lies between 4 feet to 6 feet
A continuous random variable is not defined at specific values.
Instead, it is defined over an interval of values, and is represented by
the area under a curve (in advanced mathematics, this is known as an
integral). The probability of observing any single value is equal to 0,
since the number of values which may be assumed by the random
variable is infinite.
• Suppose a random variable X may take all values over an interval of real
numbers. Then the probability that X is in the set of outcomes A, P(A), is
defined to be the area above A and under a curve. The curve, which
represents a function p(x), must satisfy the following:

1: The curve has no negative values (p(x) ≥ 0 for all x)


2: The total area under the curve is equal to 1.
Probability distributions:
If all the possible outcomes of random experiment associated with
corresponding probability is called probability distributions.
Following condition should hold:
Suppose a random variable X may take k different values, with the probability that
X = xi defined to be P(X = xi) = pi. The probabilities pi must satisfy the following:

0 < pi < 1 for each i


p1 + p2 + ... + pk = 1
Example
Suppose a variable X can take the values 1, 2, 3, or 4.
The probabilities associated with each outcome are described by the following
table:
Outcome 1 2 3 4
Probability 0.1 0.3 0.4 0.2
The probability that X is equal to 2 or 3 is the sum of the two probabilities: P(X =
2 or X = 3) = P(X = 2) + P(X = 3) = 0.3 + 0.4 = 0.7. Similarly, the probability that X is
greater than 1 is equal to 1 - P(X = 1) = 1 - 0.1 = 0.9, by the complement rule.
Probability Histogram for probability distribution
Cumulative Distribution Function (CDF)
It is a function giving the probability that the random variable X is less than or
equal to x, for every value x.
For a discrete random variable, the cumulative distribution function is found by
summing up the probabilities.
Example:
Outcome 1 2 3 4
Probability 0.1 0.3 0.4 0.2

The cumulative distribution function for the above probability distribution is


calculated as follows:
The probability that X is less than or equal to 1 is 0.1,
the probability that X is less than or equal to 2 is 0.1+0.3 = 0.4,
the probability that X is less than or equal to 3 is 0.1+0.3+0.4 = 0.8, and
the probability that X is less than or equal to 4 is 0.1+0.3+0.4+0.2 = 1.
Probability Histogram for cumulative probability distribution
Construct the probability histogram for probability distribution and
cumulative probability distribution for following example.

(1) Number of heads as a random variable in tossing a four balanced coins.


Example2:
Two socks are selected at random and removed in succession from a drawer
containing five brown socks and three green socks. List the elements of the
sample space, the corresponding probabilities and the corresponding values xi
of the random variable xi, xi is the number of brown socks selected.
Distribution Function:
Let X be a random variable. The function F defined for all real value of x
by FX (x)= P(X ≤ x), -ꝏ <x< ꝏ, is called as distribution function of the
random variable X.
Properties of Distribution Function
(1)If FX(x) is the distribution function of r v X and If a < b then
P(a≤ X≤ b) =F(a) - F(b)
(1)If F(X) is a distribution function of monovariate X then 0 ≤ F(X)≤1
(2)x<y, then F(x) < F(y)
(3)If F(X) is distribution function of monovariate X then
F(-ꝏ) = lim x--> - ꝏ = F(X)=0
F(ꝏ) = lim x--> ꝏ = F(X)=1
Probability Mass Function (PMF)
If X is a one dimensional discrete random variable taking at most a
countable infinite number of values x1, x2, x3……. Then its probabilistic
behaviour at each real point is described by a function called the
probability mass function (discrete density function) which is defined
below
Definition:
If X is a discrete random variable with distinct values x1, x2, x3, ,,,, xn ,,,,,,
then the function p(x) defined as :

PX (x) = P(X=xi ) = pi , if x = xi , i=1,2,3,….


0 , if x ≠ xi
Is called the probability mass function of r.v. X
Remarks:
1. The number 𝑝(𝑥𝑖 ): i=1,2,3…must satisfy the following condition.
(i) 𝑝(𝑥𝑖 )≥ 0, for all i
σ ∞
(ii) 𝑖=1 𝑝(𝑥𝑖 ) = 1

FX (x)= σ(𝑖:𝑥≤𝑥𝑖) 𝑝(𝑥𝑖 )


FX (x) is probability distribution function of random variable and also
called the step function and its graph is just like staircase having a jump
of magnitude pi at each i taking along abscissa.
Example:
Two dice are rolled. Let X denotes the random variable which counts the total
number of points on the upturned faces, Construct a table giving the non-zero
values of the probability mass function and draw the probability chart.
x 2 3 4 5 6 7 8 9 10 11 12
0.027 0.055 0.083 0.111 0.138 0.166 0.138 0.111 0.083 0.055 0.027
P(x) ('1/36) ('2/36) ('3/36) ('4/36) ('5/36) ('6/36) ('5/36) ('4/36) ('3/36) ('2/36) ('1/36)

Distribution Function
0.180

0.160

0.140

0.120
P(x)

0.100

0.080

0.060

0.040

0.020

-
2 3 4 5 6 7 8 9 10 11 12

x
x 2 3 4 5 6 7 8 9 10 11 12
0.027 0.82 0.165 0.276 0.414 0.580 0.0718 0.829 0.912 0.967 0.999
p(X≤x) ('1/36) ('2/36) ('3/36) ('4/36) ('5/36) ('6/36) ('5/36) ('4/36) ('3/36) ('2/36) ('1/36)
0, 𝑓𝑜𝑟 𝑥 < 2
1
, 𝑓𝑜𝑟 2 ≤ 𝑥 < 3
36
3
, 𝑓𝑜𝑟 3 ≤ 𝑥 < 4
36
6
, 𝑓𝑜𝑟 4 ≤ 𝑥 < 5
36
10
, 𝑓𝑜𝑟 5 ≤ 𝑥 < 6
36
15
, 𝑓𝑜𝑟 6 ≤ 𝑥 < 7
36
• F(x)= 21
, 𝑓𝑜𝑟 7 ≤ 𝑥 < 8
36
26
, 𝑓𝑜𝑟 8 ≤ 𝑥 < 9
36
30
, 𝑓𝑜𝑟 9 ≤ 𝑥 < 10
36
33
, 𝑓𝑜𝑟 10 ≤ 𝑥 < 11
36
35
, 𝑓𝑜𝑟 11 ≤ 𝑥 < 12
36
36
, 𝑓𝑜𝑟 𝑥 ≥ 12
36
Example2:
A Random variable X has the following probability
function

x 0 1 2 3 4 5 6 7
P(x) 0 k 2k 2k 3k k2 2k2 7k2+k
(i) Find the value of k
(ii) Evaluate P(X<6), P(X≥6) and P(0<x<5)
(iii) Determine the distribution function of X

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