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
[Link]
A Drunkards Walk
Lecture notes
Probability and Computing
Introduction to probability
Probability: a graduate course
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