Discrete and
Continuous Random
Variables
Random Variables
Random variable is a real valued function which assign a real number to each
sample point in the sample space..
Ex- Suppose we toss two coin together then a sample space for this event will be
(HH,HT,TH,TT). Here the random variable in the no. of heads(0,1,2)
OUTCOM HH HT TH TT
E
VALUE 2 1 1 0
Distribution function
Distribution function, mathematical expression that describes the probability that a system will take on a specific value or set of values.
X 0 1 2
P(X) 1/4 1/2 1/4
Discrete Random Variable
A variable which can assume only a countable number of real values and
for which the value for which variable takes depends on a chance, is
called a discrete random variable.
Example-
i. no. of accidents
ii. No. of phone calls in a day
iii. No. of defects
Probability Mass Function
A probability function relating to a discrete random
variable is called probability mass function.
PMF is a function that provides probabilities for the
value in the range of a discrete random variable.
Cont…
For a discrete random variable X with
possible values a pmf is a function that
i.
ii. =1
iii.
`
Cont…
Example- A coin is tossed twice of random variable X is no. of heads.
a) Tabulate PMF
b) What is the probability of getting two heads?
Solution-
Continuous Random Variable
A random variable which can take no. of values in an interval is known
as continuous random variable.
Example-
Height/weight of an individual
financial ratios
Income levels
Interest rates
Probability Density function
A function f(x) is p.d.f
If (i) f(x) ≥ 0 if -∞ <x< ∞
(ii) =1
It is also known as density function.
Example-
If X is a continuous random variable with following p.d.f
i. Find α
ii. P(X>1)
