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Random Variable (1)

The document provides an overview of random variables in probability theory, defining them as variables determined by the outcomes of random experiments. It distinguishes between discrete random variables, which take countable values, and continuous random variables, which can take any value within an interval. Additionally, it explains the concepts of probability mass function for discrete variables and probability density function for continuous variables.

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15 views

Random Variable (1)

The document provides an overview of random variables in probability theory, defining them as variables determined by the outcomes of random experiments. It distinguishes between discrete random variables, which take countable values, and continuous random variables, which can take any value within an interval. Additionally, it explains the concepts of probability mass function for discrete variables and probability density function for continuous variables.

Uploaded by

khsaba1207
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Random Variables

DR. HEENA SHARMA


E6398
ASSISTANT PROFESSOR DISCOVER . LEARN . EMPOWER
CSE
Definition and Basic Concepts
The following definitions and terms are used in studying the theory of probability
distribution.

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 types of random variable in statistics such as follows:

• Discrete Random Variable

• Continuous Random Variable


Discrete Random Variable:
• If a random variable takes only a finite or a countable number of values, it is
called a discrete random variable.

• Example:
• When 3 coins are tossed, the number of heads obtained is the random variable C
assumes the value 0, 1, 2, 3 which from a countable set. Such a variable is a
discrete random variable.

Dr. Heena Sharma, Asst. Prof., CSE, Chandigarh University


Continuous Random Variable:

A random variable X which can take any value between certain interval is called a
continuous random variable.

Example: The height of students in a particular class lies between 4 feet to 6 feet.

We write this as

The maximum life of electric bulbs is 2000hrs. For this the continuous random
variable will be
Probability Mass Function:
Let X be a discrete random variable which assumes the values with each of these values, we associate a

number called the probability

This is called probability of satisfying the following conditions.

i. for all i, i.e are all non-negative.

ii. i.e the total probability is one.

This function is called the probability mass function of the discrete random variable X.

The set of all possible ordered pairs (x, p(x)) is called the probability distribution of the random variable X.
Discrete Probability Distribution
If a random variable is discrete in general, its distribution will also be discrete.

For a discrete random variable X, the distribution function or cumulative distribution is given by F(x) and is
written as

This in a discrete distribution function, there are a countable number of points and their probabilities such
that
Probability Density Function (pdf):
A function f is said to be the probability density function of a

continuous random variable X, if it satisfies the following properties.


Remark:

In case of a discrete random variable, the probability at a point i.e P(x = a) is


not zero for some fixed ‘a’ However in case of continuous random variable
the probability at a point is always zero i.e

Hence

The probability that x lies in the interval (a, b) is given by


Distribution Function for continuous
random variable
If X is a continuous random variable with p. d. f f(x), then the first distribution

function is given by
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