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Discrete_Random_Variables

Discrete random variables are used to model countable outcomes, with each outcome having an associated probability. The probability distribution, represented by the probability mass function (PMF), defines the probabilities for each value, while the cumulative distribution function (CDF) gives the probability that the variable is less than or equal to a certain value. These concepts are essential for data analysis in fields like engineering, economics, and social sciences.

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7 views

Discrete_Random_Variables

Discrete random variables are used to model countable outcomes, with each outcome having an associated probability. The probability distribution, represented by the probability mass function (PMF), defines the probabilities for each value, while the cumulative distribution function (CDF) gives the probability that the variable is less than or equal to a certain value. These concepts are essential for data analysis in fields like engineering, economics, and social sciences.

Uploaded by

nyllessis
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Discrete Random Variables

Discrete random variables are a fundamental concept in probability theory and statistics.
They are used to model situations where the outcomes are distinct and countable, such as
the number of heads in a series of coin tosses or the number of students in a class. Let's
delve into the key aspects of discrete random variables, their probability distributions, and
cumulative distributions.

Discrete Random Variables


A discrete random variable is a variable that can take on a finite or countably infinite
number of distinct values. Each of these values has an associated probability. For example, if
you roll a six-sided die, the possible outcomes are 1, 2, 3, 4, 5, and 6. Each of these outcomes
is a discrete value that the random variable can assume.

Probability Distribution
The probability distribution of a discrete random variable describes the probabilities
associated with each possible value that the random variable can take. It is often
represented in the form of a table, graph, or formula.

For a discrete random variable X, the probability distribution is defined by the probability
mass function (PMF), denoted as P(X = x), which gives the probability that X takes the value
x.

Properties of the Probability Mass Function:


1. **Non-negativity**: P(X = x) ≥ 0 for all x.

2. **Sum of Probabilities**: The sum of the probabilities of all possible values of X is 1, i.e.,

∑ P(X = x) = 1

Example:
Consider a fair six-sided die. The probability mass function for the random variable X
representing the outcome of a single roll is:

P(X = x) = 1/6 for x = 1, 2, 3, 4, 5, 6

x P(X = x)
1 1/6
2 1/6
3 1/6
4 1/6
5 1/6
6 1/6
Cumulative Distribution Function (CDF)
The cumulative distribution function (CDF) of a discrete random variable X gives the
probability that X will take a value less than or equal to x. It is denoted as F(x) and is defined
as:

F(x) = P(X ≤ x) = ∑ P(X = k) for k ≤ x

Properties of the Cumulative Distribution Function:


1. **Monotonicity**: F(x) is a non-decreasing function.

2. **Limits**:

lim(x → -∞) F(x) = 0 and lim(x → ∞) F(x) = 1

3. **Right-continuity**: The CDF is right-continuous, meaning that for any x, F(x) = lim(h →
0⁺) F(x + h).

Example:
Continuing with the fair six-sided die example, the CDF F(x) for the random variable X is:

F(x) = { 0 if x < 1, 1/6 if 1 ≤ x < 2, 2/6 if 2 ≤ x < 3, ..., 1 if x ≥ 6 }

x F(x)
x<1 0
1≤x<2 1/6
2≤x<3 2/6
3≤x<4 3/6
4≤x<5 4/6
5≤x<6 5/6
x≥6 1

Summary
- **Discrete Random Variable**: A variable that takes on distinct, countable values.

- **Probability Mass Function (PMF)**: Describes the probability of each possible value of
the random variable.

- **Cumulative Distribution Function (CDF)**: Describes the probability that the random
variable takes a value less than or equal to a given value.

Understanding these concepts is crucial for analyzing and interpreting data in various fields,
including engineering, economics, and the social sciences.

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