Álvano Doménech

take different values

depending on the outcome measure uncertainty

X (uppercase) =
Random variable
of a random event and variability x (lowencase) =
Specific value

2x(x) [0 1)
1 x (k) = 1
.
,

&

properties

Random Variables
probability mass
=
fx(x) =
P(X x) =
uncountable Ex :
weight height
, , etc

function .
&

If there is an uncountable

number of outcomes

integers *
cumulative F(x) P(x = x)
1()
=
=
= ·
distribution Probability of = 0

*
Continuous
a
single point
Ex sex no of children etc
properties
:
, ,

Discrete
*

e *
lim F(x) 0
fx(x) = 0
=

(x)
Non-decreasing X
1

density
f(x)
x

him (x) b)
O
F 1 P(a ax
=
=
= x+ =

propertie function
.

jfx(x) . ax = 1
*

Y
In continuous it is the

Mean expected value =

f(xi) Elx)

.
: u xi · = area under the curve
cumulative
=
Flyl =
pix + =
ya
Variance : J =I (xi-u)?. f(xi) = V(x)
function

Std deviation : 0 = VIX) Mean =

u
=

(. f(x .
ax = Elx)

Variance : 03 =

S.(x-ulfx .
dx = V(x)

Std deviation : 0= VIX)