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13.chapter4 Ditribution Theory Lesson1

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13.chapter4 Ditribution Theory Lesson1

Uploaded by

Aditha Buwaneka
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Chapter 4

Distribution Theory

4.1 Random Variables


• Some sample spaces contain quantitative (numerical) outcomes, others
contain qualitative outcomes.
• Often it is convenient to work with sample spaces containing numerical
outcomes.
• A function that maps the original sample space into the real numbers is
called a ‘random variable’.
• This is more useful when the original sample space contains qualitative
outcomes.

Definition 1: Random Variable


Let Ω be a sample space. Let X be a function from Ω to ℜ (i.e. X : Ω → ℜ).
Then X is called a random variable.

1
4.1. RANDOM VARIABLES CHAPTER 4. DISTRIBUTION THEORY

• A random variable assigns a real number to each outcome of a sample


space.
• In other words, to each outcome of an experiment or a sample point ωi , of
the sample spaces, there is a unique real number xi , known as the value of
the random variable X.
• The range of the random variable is called the induced sample space.
• A note on notation: Random variables will always denoted with uppercase
letters and the realized values of the random variable (or its range) will be
denoted by the corresponding lowercase letters. Thus, the random variable
X can take the value x.
• Each outcome of a sample space occurs with a certain probability. There-
fore, each possible value of a random variable is associated with a proba-
bility.
• Any events of a sample space can be written in terms of a suitably defined
random variable.

4.1.1 Types of Random Variables

• A random variable is of two types

– Discrete Random Variable


– Continuous Random Variable

4.1.2 Discrete Random Variable

• If the induced sample space is discrete, then the random variable is called
a discrete random variable.

Example 01 Consider the experiment of tossing a coin. Express the following


events using a suitably defined random variable

H = The event of getting a head

T = The event of getting a tail

2 Prepared by Dr. Priyanga D. Talagala (Copyright 2024 P. D. Talagala)


CHAPTER 4. DISTRIBUTION THEORY 4.1. RANDOM VARIABLES

Example 02

Consider the experiment of rolling of a die. Express the following events using a
suitably defined random variable

A = The event that the number faced up is less than 5

B = The event that the number faced up is even

C = The event that the number faced up is 2 or 5

Prepared by Dr. Priyanga D. Talagala (Copyright 2024 P. D. Talagala) 3


4.1. RANDOM VARIABLES CHAPTER 4. DISTRIBUTION THEORY

4 Prepared by Dr. Priyanga D. Talagala (Copyright 2024 P. D. Talagala)


CHAPTER 4. DISTRIBUTION THEORY 4.1. RANDOM VARIABLES

Example 03
Consider the experiment of tossing a coin 10 times. Then the sample space Ω
contains 210 = 1024 outcomes. Each outcome is a sequence of 10 H’s and T’s.
Express the following events in terms of a suitably defined random variable.
D = The event that the number of heads is 5
E = The event that the number of tails is less than 4

4.1.3 Continuous Random Variable


• If the induced sample space is continuous, then the random variable is
called a continuous random variable.

Example 04
Consider the experiment of measuring the lifetime (in hours) of a randomly
selected bulb. Express the following events in terms of a suitably defined random
variable.

Prepared by Dr. Priyanga D. Talagala (Copyright 2024 P. D. Talagala) 5


4.1. RANDOM VARIABLES CHAPTER 4. DISTRIBUTION THEORY

F = The event that the lifetime is less than 300 hours


G = The event that the lifetime is 1000 hours

6 Prepared by Dr. Priyanga D. Talagala (Copyright 2024 P. D. Talagala)

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