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Probabbility Distribution

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4 views

Probabbility Distribution

Uploaded by

sriranjani2793
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Random Variables

• So far we have discussed


• Random Experiment: Any operation that results two or more
outcome which vary in an unpredictable manner from trial to trial
when conducted under same conditions is called a random
experiment (More than one outcome, Outcomes are unpredictable &
Experiment is repeatable)
• Sample Space: The collection of all outcomes of an experiment is
called a sample space
• In earlier we had interested in particular outcome that occurs
• But some times number associated with that outcomes is very
important.
Random Variables
• In tossing a Coin twice
S={HH, HT, TH,TT}
• We may be interested to know the number of heads appears.
X(HH)=2, X(HT)=1, X(TH)=1, X(TT)=0
• In tossing a Coin thrice,
S={HHH, HHT, HTT,TTT, TTH, THH, THT, HTH}
• Now we are interested in finding out the number of heads obtained.
• Here, we can assign a single real number to each outcome of the experiment.
HHH, HHT, HTT,TTT, TTH, THH, THT, HTH Domain
3 2 1 0 1 2 1 2 Range
Random Variables
• In both example, we interested to know the number of heads obtained and
we got real numbers. These numbers may vary with different outcomes of
the experiment. Hence it is a variable and it is also depends upon the
outcome of a random experiment and hence, is called random variable.
• A RV is usually denoted by X
• A random variable X is a real valued function whose domain is the set of
outcomes of a random experiment (S) and whose range is a set of real
numbers it cannot be predicted exactly ahead of time
• The domain is what you start with; the range is what you end up with.
• A "relation" is just a relationship between sets of information. A “function” is a well-behaved
relation, that is, given a starting point we know exactly where to go.
Random Variables
• In two tosses of coin, the number of heads obtained is a random variable,
which takes 0, 1 and 2 as long as the coin is tossed. But after it tossed and we
get two head, then two is not a random variable.
• More than one random variables can be defined on the same sample space
• Let Y denoted the number of heads minus the number of tails
• X(HH)=2, X(HT)=0, X(TH)=0, X(TT)=-2
Random Variable and Probability Distribution
• Eg: a coin is tossed twice, the the sample space for this random experiment,
S={HH, HT, TH, TT}
• If we interested to know the number of heads occurred, the x=number of H
occurred
• The value of x depends on the outcome such as HH=2, HT=1, TH=1 and
TT=0
• The range space of x is {0,1,2}
Number of Heads (X) Probability of outcome
P(x=0) P(TT)=P(T) x P(T)=0.5 x 0.5=0.25
P(x=1) P(HT) + P(TH) =P(H) x P(T) + P(T) x P(H)= 0.50
P(x=2) P(HH)=P(H)xP(H)=0.5 x 0.5= 0.25
Random Variable and Probability Distribution
• The probability distribution of a random variable X is

X P (X)
X1 P1 Pi  0
X2 P2 n
X3 P3 p
i 1
i 1
.
.
Xn pn
Random Variable and Probability Distribution
• Two cards are drawn successively with replacement from 52 cards. Find the
probability distribution of the number of aces.
• X=number of aces, it can take 0, 1 and 2
X Event P (X)
0 Both are non ace 48/52 x 48/52
1 Ace and non ace + Non ace and ace 4/52 x 48/52 + 48/52 x 4/52
2 Both are ace 4/52 x 4/52
1

n
Pi  0,  pi  1
i 1
Discrete and Continuous Random Variables
• A RV may be discrete or continuous
• A discrete random variable can take only a finite and specific set of
countable values.
• Eg: Number of sales, Number of calls, People in line, Number of sales,
Number of calls, Shares of stock, People in line, Mistakes per page
• A continuous random variable assume any value over an interval,
• Eg: Height of a person, Time taken to complete an exam, temperature,
Length, Depth, Volume, Time, Weight etc
• Generally DRVs represent counted data and CRVs represent measured data
Probability distribution of DRV
• Consider an example of rolling two dice (Green and Red).
• The outcomes are 1, 2, 3, 4, 5 & 6 for red and green. There are 36 possible
experimental outcomes.
• The random variable defined as X=the sum of two Dice’
green/Red 1 2 3 4 5 6
1 2 3 4 5 6 7
2 3 4 5 6 7 8
3 4 5 6 7 8 9
4 5 6 7 8 9 10
5 6 7 8 9 10 11
6 7 8 9 10 11 12

• X, can taken only one of 11 values, the numbers from 2 to 12.


Discrete Probability Distribution
• Since there are 36 different combinations of the dice, each outcome has probability
1/36.

Value of X 2 3 4 5 6 7 8 9 10 11 12
Frequency 1 2 3 4 5 6 5 4 3 2 1
Probability 1/36 2/36 3/36 4/36 5/36 6/36 5/36 4/36 3/36 2/36 1/36

• If you add all the probabilities together, you get exactly 1. This is because it is 100
percent certain that the value must be one of the numbers from 2 to 12.
Discrete Probability Distribution
• The probability distribution of a discrete random variable is a graph, table
or formula that lists all the possible values that a random variable can assume with
their corresponding probabilities
• If the random variable is discrete, its probability distribution is called probability
mass function, it must satisfy following two condition
1. The probability of any specific outcome for a discrete random variable
must be between 0 and 1, 1 ≥ p(x) ≥ 0 for all values of x
2. The sum of the probabilities of all the outcome is equal to one. p(x)=1

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