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ES209-LESSON-3-Random-Variable

Chapter 3 discusses random variables and probability distributions, defining random variables and providing examples of both discrete and continuous types. It explains the concept of discrete probability distributions, including probability mass functions and cumulative distribution functions. The chapter also covers continuous random variables, emphasizing the use of probability density functions to determine probabilities over continuous sample spaces.

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George Tibers
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10 views

ES209-LESSON-3-Random-Variable

Chapter 3 discusses random variables and probability distributions, defining random variables and providing examples of both discrete and continuous types. It explains the concept of discrete probability distributions, including probability mass functions and cumulative distribution functions. The chapter also covers continuous random variables, emphasizing the use of probability density functions to determine probabilities over continuous sample spaces.

Uploaded by

George Tibers
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Chapter 3

Random
Variables and
Probability
Distributions

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Section 3.1
Concept of a
Random Variable

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Definition 3.1

A random variable is usually denoted by upper case letters oftentimes X or Y. A


particular value of a random variable is usually denoted by a lower case letters.

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Definition 3.1

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Definition 3.1

Why assign values to sample spaces?


• If you assign values or quantify outcomes, you can do a little math on the
outcomes or you can assign notations on the outcomes.

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Definition 3.2

Example:
1. Number of eggs that a hen lays in a day
2. Salary of a new college graduate
3. Number of cars in the road
4. Count of the number of students present in a statistics class
5. The sum of the spots when a pair of dice is rolled

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Definition 3.3

Example:
1. Temperature of a patient admitted in a hospital, in Celsius
2. Amount of rainfall in CDO in a year
3. Weight of a student in kilograms
4. Actual arrival time of the “5:00am” bus

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Section 3.2
Discrete
Probability
Distribution

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Definition 3.4

Discrete probability distribution – table or formula that lists the probabilities for
each outcome of the random variable, X.

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Probability Distribution

Example: Flip 3 coins at the same time. Let random variable X be the number of
heads showing.
Possible outcomes:
HHH  3 heads THH  2 heads
HHT  2 heads THT  1 head
HTH  2 heads TTH  1 head
HTT  1 head TTT  0 head

Probability Distribution or Probability Mass Function (PMF):

0 1 2 3

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Probability Distribution

Example 2: The table below gives the probability distribution of a discrete variable X.

0 1 2 3 4 5

Find the following probabilities:

2. probability that X assumes a value greater than 3

3. probability that X assumes a value in the interval 2 and 4

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Definition 3.5

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Figure 3.1 Probability mass
function plot

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Figure 3.2 Probability histogram

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Figure 3.3 Discrete cumulative
distribution function

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Section 3.3
Continuous
Probability
Distributions

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Continuous Random Variables

If the sample space of a random experiment consists of uncountably finite


number of outcomes, then it is called a continuous sample space. A random
variable defined over this sample space is called a continuous random
variable.

A random variable is continuous if its probabilities are given by areas under a


curve. The curve is called a probability density function for the random
variable. The probability density function is sometimes called the probability
distribution.

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Figure 3.4 Typical density
functions

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Figure 3.5 P(a < X < b)

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Definition 3.6

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Definition 3.7

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Figure 3.6 Continuous cumulative
distribution function

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Probability Density Function

a) Determine the probability that the life of this component is between 2 and 4 years.

b) Determine the continuous distribution function (cdf).

c) Determine the probability that this electronic component will last for 4 years.

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Probability Density Function

a.

b.

c.

d.

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Probability Density Function

Example 3: The probability density of the continuous random variable X is given by:

Find

a.

b.

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