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Random variables

Random variables notes

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shilpa johnson
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8 views

Random variables

Random variables notes

Uploaded by

shilpa johnson
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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A 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.

Mathematically, Random Variable is expressed as,

X: S →R

where,

•X is Random Variable (It is usually denoted using capital letter)


•R is Set of Real Numbers
•S is Sample Space
Random variable:

A variable whose value is a number determined by the


outcome of a random experiment is called a random
variable.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)
A discrete random variable is one which may take
on only a countable number of distinct values such
Examples:
as 0, 1, 2, 3, 4,....
 number of children in a family
 the Friday night attendance at a cinema
 the number of patients a doctor sees in one day
 the number of defective light bulbs in a box of ten
 the number of “heads” flipped in 3 trials
A random variable is said to be continuous if it can
assume any value in a given interval. When X
takes any value in a given interval (a, b), it is a
continuous variable in that interval.
The maximum life of electric bulbs is 2000 hours. For this the
continuous random variable will be X = {x :0 2000}
A univariate random variable is a random variable that has a probability
distribution of only one variable. Univariate data is data that has
observations on only one characteristic or attribute.

Suppose that the heights of seven students in a class is recorded (above


table). There is only one variable, which is height, and it is not dealing
with any cause or relationship.
Bivariate data involves two different variables, and the analysis of this type
of data focuses on understanding the relationship or association between
these two variables.
For example, an economist may collect data on the total years of schooling
and total annual income among individuals in a certain city.
Probability distribution or Probability mass function of a
discrete random variable

Let 'X' be a random variable assuming values x1, x2, x3………


Let 'x' stand for any one of x1, x2, x3 ……………..

Then probability that the random variable 'X' takes the value x is defined as probability
function of 'X' and is denoted by f (x) or P (x).

p(x)=P(X= x)

The probability of x = the probability(X = one specific x)

where X is the random variable and x stands for values of X, is the probability function of x.
DEFINITION

The probability mass function (pmf) is the probability


distribution of a discrete random variable say X, generally
denoted by . P(X=) corresponds to the probability that the
random variable X take the value
Properties
Properties of PMF

1) P()
When X takes values x1, x2, x3,.......... we have the corresponding prob-
abilities P (x₁), P (x2)........ such that
P(x1) + P(x2) +……….. = 1 and all P (x)0

Eg. In tossing two coins the random variable representing the number
of heads takes the values of 0, 1,2 i.e, x=0,1,2
Let X be the number of heads when tossing 2 coins.
Possible values of X: {0,1,2}because:

X=0: No heads (both coins are tails) = Outcomes: {TT}


= Probability: P(X=0)=
X=1: One head (one coin is heads, the other is tails).
Outcomes: {HT, TH}
Probability: P(X=1)= =

X=2: Two heads (both coins are heads).

Outcomes: {HH}
Probability: P(X=2)=
PROBABILTY DENSITY FUNCTION
(PDF)

The area under the density curve between two points corresponds to the probability that the
variable falls between those two values. In other words, the area under the density curve
between points a and b is equal to P.
The probability density function (pdf) is used to describe probabilities for
continuous random variables.
The area under the density curve between two points corresponds to the
probability that the variable falls between those two values.
In other words,
the area under the density curve between points a and b is equal
to P(a<x<b).
Ans:

1) All

It is a probability distribution , it possess both required


properties of probability distribution.
Distribution function
If X is a random variable, then the function F defined on ( ) by

F() = P(X) is called the distribution function or cumulative distribution


function (CDF) of X.
(This represents the probability that the random variable X takes on a
value less than or equal to x.)

Domain of the distribution function is (- and its range is [0,1]


Domain and Range of a Function
• Domain: All the values that go into a function.

• Range: All the values that come out from a function.

The domain of a function is the complete set of all possible input


values (usually represented by x) for which the function is defined
and
the range of a function is the complete set of all possible output
values (usually represented by y) that the function can produce.
For example, in the figure given below, f(x) = x3 is a
function whose domain is the set X, and its co-domain is
the set Y while its range is {1, 8, 27, 64}.
Properties of a distribution
function
1. If F is the d.f of random variable X and if a<b, then

2. Non-decreasing: The CDF,, is a non-decreasing function, meaning


that if ≤, then F()≤F()

3. F(0

4. F(=1
PMF is a mathematical representation to highlight the probabilities
associated with the different outcomes that a random variable can take
on.

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