Scribd
Upload
5 views3 pages

UNIT 1 Formula

The document provides an overview of one-dimensional random variables, defining them as real variables determined by random experiments. It categorizes random variables into discrete and continuous types, explaining their characteristics, probability functions, and properties of mean and variance. Additionally, it lists various distributions along with their probability density functions, moment generating functions, means, and variances.

Uploaded by

Srinigopal
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
5 views3 pages

UNIT 1 Formula

The document provides an overview of one-dimensional random variables, defining them as real variables determined by random experiments. It categorizes random variables into discrete and continuous types, explaining their characteristics, probability functions, and properties of mean and variance. Additionally, it lists various distributions along with their probability density functions, moment generating functions, means, and variances.

Uploaded by

Srinigopal
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 3

UNIT – I

ONE DIMENSIONAL RANDOM VARIABLES


RANDOM VARIABLES:
A real variable ‘X’ whose value is determined by the output of the random experiment is called
Random variable.
Example: Tossing a coin twice, consider the Random Variable which has the number of heads H:
{0, 1, 2}
Outcome HH HT TH TT
Value of X 2 1 1 0

TYPES OF RANDOM VARIABLES:


1. DISCRETE RANDOM VARIABLES:
A random variable whose set of possible values is either finite or countably infinite is
called discrete random variable.
Eg: Let X represent the sum of the numbers on the 2 dice, when two dice are thrown. In
this case the random variable X takes the values 2, 3, 4, 5, 6, 7, 8, 9, 10, 11 and 12.

2. CONTINUOUS RANDOM VARIABLES:


A random variable X is said to be continuous if it takes all possible values between
certain limits.
Eg: The length of time during which a vacuum tube installed in a circuit functions is a
continuous random variable, number of scratches on a surface, proportion of defective
parts among 1000 tested, number of transmitted in error.
S.NO DISCRETE RANDOM VARIABLES CONTINUOUS RANDOM VARIABLES

1 Probability mass function:[pmf] Probability density function: [pdf]


 
(i). P ( xi )  0 (ii).  P( x )  1
i 
i (i). f ( x)  0 (ii).  f ( x)dx  1


2 Probability Distribution Function: Cumulative Distribution Function: [CDF]


[PDF] x

 F ( x)  P[ X  x],    x   F ( x)  

f ( x)dx

3 Mean Mean
E[ X ]   xi p ( xi ), 

i E[ X ]   x f ( x) dx,

Note :
Note :
E[ X 2 ]   xi2 p ( xi ) 
E[ X 2 ]  x
i 2
f ( x) dx

4 Variance Variance
Var ( X )  E ( X 2 )   E ( X )  Var ( X )  E ( X 2 )   E ( X ) 
2 2
5 Moment = E[ X r ]   xir p( xi ) 
Moment = E[ X r ]  x
r
i f ( x) dx


6 Moment Generating Function: [MGF] Moment Generating Function: [MGF]


 M x (t )  E[etx ]   etx p( x)  M x (t )  E[e ]  e


tx tx
f ( x) dx
x 

General formula:
Properties of Mean:
1. E (a)  a , where ‘a’ is constant
2. E  aX  b   a E ( X )  b
3. E  aX  bY   a E ( X )  b E (Y )
4. E  XY   E ( X ).E (Y ) , if X and Y are independent.

Properties of Variance:

1. Var  a   0 , Where ‘a’ is constant


2. Var  a X  b   a 2 Var ( X 2 )
3. Var  a X  bY   a 2 Var ( X )  b 2 Var (Y )

Note:

1. Standard Deviation = Var ( X )


d ( F ( x))
2. f ( x)  F ( x) 
dx
p( X  a)  1  p( X  a)
3.
p( X  a)  1  p( X  a)
4. p(a  X  b)  F (b)  F (a)
5. Conditional Probability
P  A  B P  A  B
P A   
B P( B)
or P B 
A  
P( A)
6. If A and B are independent, then p( A  B)  p( A). p( B)
7. 1st Moment about origin = E[ X ]   M X  (t )  ( Mean)
  t 0
2nd Moment about origin = E[ X 2 ]   M X  (t ) 
  t 0
tr
The co-efficient of  E[ X r ] (rth Moment about the origin)
r!
PDF, MGF, MEAN & VARIANCE OF ALL THE DISTRIBUTIONS:

S.No Distribution P.D.F{ P  X  x  } M.G.F Mean Variance


nCx p x q n x  q  pe 
1 Binomial t n np npq

2 Poisson e  x e
 
 et 1  
x!

3 Geometric q x 1 p (or ) q x p p et 1 q
1  q et p p2

4 Uniform  1 ebt  eat ab b  a 


2
 ,a  x  b
f ( x)   b  a (b  a)t 2 12
0, otherwise

5 Exponential  e   x , x  0,   0  1 1
f ( x)  
 t  2
0, otherwise

6 Normal 1 x   
2
t 
t 2 2  2

1  
f ( x)  e2 e 2

 2

You might also like