Scribd
Upload
15 views

Random Variable

random variable

Uploaded by

harsha_chourasia
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
15 views

Random Variable

random variable

Uploaded by

harsha_chourasia
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 6

Random variable

Random variable is a fundamental concept in statistics that bridges the gap between
theoretical probability and real-world data. random variable in statistics is a function
that assigns a real value to an outcome in the sample space of a random experiment.
For example: if you roll a die, you can assign a number to each possible outcome.
There are two basic types of random variables,
 Discrete Random Variables (which take on specific values)
 Continuous Random Variables (assume any value within a given range)
In this article, we will learn about random variable statistics, their types, random
variable examples, and others in detail.
What is a Random Variable?
Random Variable Probability is a mathematical concept that assigns numerical
values to outcomes of a sample space. They can describe the outcomes of objective
randomness (like tossing a coin) or subjective randomness(results of a cricket
game).
There are two types of Random Variables- Discrete and Continuous.
A random variable is considered a discrete random variable when it takes specific, or
distinct values within an interval. Conversely, if it takes a continuous range of values,
then it is classified as a continuous random variable.
Random Variable Definition
Random variable in statistics is a variable whose possible values are numerical
outcomes of a random phenomenon. It is a function that assigns a real number to
each outcome in the sample space of a random experiment.
We define a random variable as a function that maps from the sample space of an
experiment to the real numbers. Mathematically, Random Variable is expressed as,
X: S →R
where,
 X is Random Variable (It is usually denoted using capital letter)
 S is Sample Space
 R is Set of Real Numbers
Variate
A variate is a generalization of the concept of a random variable that is defined
without reference to a particular type of probabilistic experiment.
It has the same properties as random variables and is denoted by capital letters
(commonly X).
The possible values a random variable X can take are its range, denoted R_X.
Individual values within this range are called quantiles, and the probability of X
taking a specific value x is written as P(X=x).
Types of Random Variable
Random variables are of two types that are,
 Discrete Random Variable
 Continuous Random Variable
Discrete Random Variable
A Discrete Random Variable takes on a finite number of values. The probability
function associated with it is said to be PMF.
PMF(Probability Mass Function)
If X is a discrete random variable and the PMF of X is P(xi), then
 0 ≤ pi ≤ 1
 ∑pi = 1 where the sum is taken over all possible values of x
Discrete Random Variables Example
Example: Let S = {0, 1, 2}

xi 0 1 2

Pi(X = xi) P1 0.3 0.5

Find the value of P (X = 0)


Solution:
We know that the sum of all probabilities is equal to 1. And P (X = 0) be P1
P1 + 0.3 + 0.5 = 1
P1 = 0.2
Then, P (X = 0) is 0.2

Continuous Random Variable


Continuous Random Variable takes on an infinite number of values. The probability
function associated with it is said to be PDF (Probability Density Function).
PDF (Probability Density Function)
If X is a continuous random variable. P (x < X < x + dx) = f(x)dx then,
 0 ≤ f(x) ≤ 1; for all x
 ∫ f(x) dx = 1 over all values of x
Then P (X) is said to be a PDF of the distribution.
Continuous Random Variables Example
Find the value of P (1 < X < 2)
Such that,
 f(x) = kx3; 0 ≤ x ≤ 3 = 0
Otherwise f(x) is a density function.
Solution:
If a function f is said to be a density function, then the sum of all probabilities is equal
to 1.
Since it is a continuous random variable Integral value is 1 overall sample space s.
∫ f(x) dx = 1
∫ kx3 dx = 1
K[x4]/4 = 1
Given interval, 0 ≤ x ≤ 3 = 0
K[34 – 04]/4 = 1
K(81/4) = 1
K = 4/81
Thus,
P (1 < X < 2) = k×[X4]/4
P = 4/81×[16-1]/4
P = 15/81

Random Variable Formulas


There are two main random variable formulas,
 Mean of Random Variable
 Variance of Random Variable
Let’s learn about the same in detail,
Mean of Random Variable
For any random variable X where P is its respective probability we define its mean as,
Mean(μ) = ∑ X.P
where,
 X is the random variable that consist of all possible values.
 P is the probability of respective variables

Variance of Random Variable


The variance of a random variable tells us how the random variable is spread about
the mean value of the random variable. Variance of Random Variable is calculated
using the formula,
Var(x) = σ2 = E(X2) – {E(X)}2
where,
 E(X2) = ∑X2P
 E(X) = ∑XP

Random Variable Functions


For any random variable X if it assume the values x1, x2,…xn where the probability
corresponding to each random variable is P(x1), P(x2),…P(xn), then the expected
value of the variable is,
Expectation of X, E(x) = ∑ x.P(x)
Now for any new random variable Y in which the random variable X is its input, i.e.
Y = f(X), then the cumulative distribution function of Y is,
Fy(Y) = P(g(X) ≤ y)

Probability Distribution and Random Variable


For a random variable its probability distribution is calculated using three methods,
 Theoretical listing of outcomes and probabilities of the outcomes.
 Experimental listing of outcomes followed with their observed relative
frequencies.
 Subjective listing of outcomes followed with their subjective probabilities.
Probability of a random variable X that takes values x is defined using a probability
function of X that is denoted by f (x) = f (X = x).
There are various probability distributions that are,

Conclusion
In probability and statistics, a random variable acts like a translator. It takes the
unpredictable outcomes of an experiment (like flipping a coin) and assigns numbers
to them (heads = 1, tails = 0). Random Variables serve as the bridge between abstract
mathematical concepts and real-world phenomena, allowing us to model, analyze, and
make predictions about random processes. These numbers come in two flavors:
discrete (specific values like number of successful trials) or continuous (ranges of
values like waiting time). By having these numerical labels, we can analyze the
uncertainty of the experiment using powerful tools from probability and statistics.

You might also like