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Definitions: Random Variable: Probability Space

This document defines key concepts in probability and statistics such as random variables, probability spaces, events, uniform and binomial distributions. It uses the example of rolling dice to illustrate these concepts, defining the sample space and random variables for rolling one or two dice. It also outlines the key properties of a probability distribution function.

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Esteban Jenkins
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34 views

Definitions: Random Variable: Probability Space

This document defines key concepts in probability and statistics such as random variables, probability spaces, events, uniform and binomial distributions. It uses the example of rolling dice to illustrate these concepts, defining the sample space and random variables for rolling one or two dice. It also outlines the key properties of a probability distribution function.

Uploaded by

Esteban Jenkins
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Lecture

1
Definitions
random variables
discrete
continuous
uniform distribution
binomial distribution
probability space
probability distribution
properties of a distribution function
Everything in R

Random variable:

Probability Space:

Lets analyze the experiment of throwing a fair dice. The set of all the
possible outcomes or values is called the sample space of the
experiment and is usually denoted by $\Omega$. In our experiment
$\Omega = {1,2,3,4,5,6}$, with each outcome being the number of
dots in the face of the dice facing up after the dice is thrown.

(insert images of dices?)

Moreover, any subset $E$ of the sample space $\Omega$ is called an


event.

$E = {2, 4, 6}$ is an event which can be described in words as


the number is even.
$E = {6}$ is the event in which you get 6.
$E = {1,2,3}$ is the event in which you get numbers lesser than
4.

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A random variable $X$ on a sample space $\Omega$ is a real-
valued function on $\Omega$; that is, $X: \Omega \rightarrow
\mathbb{R}$.

For instance, in our dice example, we can define a random variable


$X$ as $X = \text{dots on top face of dice}$.

This means that $X$ is a function whose domain is the whole sample
space and produces as result a real number according to the number
of dots in the upper face of the dice. For example $X(2) = 2$ because
${2}$ is an event in $\Omega$ (in which we get 2), and according to
our definition of $X$, will also return $2$.

Now, what is $Pr(X=1)$ (the probability that the result of experiment


will be 1)?

Now, what is $Pr(X=2)$ (the probability that the result of experiment


will be 2)?

It's the same situation for all numbers from 1 to 6. They all have the
same probability $p=1/6$. Since all values of the sample space are
equiprobable, we say that the probability distribution funcation is
uniform.

A probability distribution function has to have this properties:

1. For any event $E$, $0 \le Pr(E) \le 1$


2. $Pr(\Omega) = 1$

This kind of random variable is called discrete random variable


because it takes as argument a finite or coutably infinite number of
distinc number of values. On the other hand, the continuous random
variable can take on a countless number of values. One example of a
continuous random variable can be the height of people.

Now lets analyze the probability

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uniform distribution

Experiment: throwing 2 dices

Sample space: Since the fIrst dice can take any value from 1 to 6, and
the second dice also. This means that there are in total $6\cdot6 =
36$ outcomes which are $\Omega = {(1,1), (1,2), (1,3), ..., (6,6)}$

Similarly if we define $X = \text{sum of values of the two dices}$, we


would get that $X(2,6) = 8$ .

Let $Pr(2)$ be the probability of the result $X = 2$.

Distribution

More examples with two dices

R excersises
References
https://faculty.math.illinois.edu/~kkirkpat/SampleSpace.pdf
A Drunkards Walk
Lecture notes
Probability and Computing
Introduction to probability
Probability: a graduate course

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