1.
Random Variables: A random variable is a variable that can take different values
depending on the outcome of a random event. It is used to represent the outcome of a
random process. Random variables can be:
Discrete: Takes on specific, countable values (e.g., the roll of a die or number of
heads in a coin toss).
Continuous: Takes on any value within a certain range (e.g., the time it takes for a
car to travel a certain distance).
2. Probability Distributions: A probability distribution describes the likelihood of
each possible outcome of a random variable. A probability distribution describes how
the probabilities are distributed over the possible values of a random [Link] are two
main types:
Discrete Probability Distributions: Used for discrete random variables (e.g., rolling
a fair die). One common example is the binomial distribution, which models the
number of successes in a fixed number of trials.
Continuous Probability Distributions: Used for continuous random variables (e.g.,
the time it takes for a process to complete). One common example is the normal
distribution, which models many natural phenomena and is symmetric around its
mean.
3. Expected Value: The expected value (or mean) is a measure of the center of a
probability distribution. It represents the long-term average or the "center" of the
distribution if you were to repeat the random experiment many times. Mathematically:
For a discrete random variable, the expected value is calculated as:
where Xi are the possible outcomes and P(Xi) is the probability of each outcome.
For a continuous random variable, the expected value is calculated using an integral:
where f(x) is the probability density function.
Examples of Random Behavior Modeling:
1. Coin Toss: If you toss a fair coin, there are two possible outcomes: heads (H) or tails
(T). We can model this with a discrete random variable X, where:
o X=1 for heads, and X=0 for tails. The probability of each outcome is
P(X=1)=0.5and P(X=0)=0.5 The expected value E(X) would be:
So, the expected value is 0.5, meaning that, on average, if you toss the coin many
times, you'll get heads 50% of the time.
2. Dice Roll: When you roll a fair six-sided die, the random variable X can take any
integer value between 1 and 6, with each value having a probability of P(X=x)=1/6
for x=1,2,3,4,5,6. The expected value for a fair die roll is:
3.
So, on average, if you roll the die many times, you'll get a result close to 3.5.
4. Queueing System: Suppose you're modeling the number of people waiting in line at a
store. The number of customers arriving per minute is a random variable. By
modeling the arrival rate with a Poisson distribution, you can calculate the
probability of having a certain number of people in line at any given time.
1. Discrete Probability Distribution
A discrete probability distribution is used when the random variable can only take a finite
or countably infinite number of distinct values (i.e., you can list all the possible values).
Properties:
o Each possible outcome has an associated probability.
o The sum of all the probabilities must equal 1, i.e.,
where Xi represents the possible values of the random variable.
Examples of Discrete Distributions:
Binomial Distribution: It describes the number of successes in a fixed number of
independent Bernoulli trials, each with the same probability of success. It's useful in
situations where you're dealing with repeated independent trials (e.g., flipping a coin
10 times and counting the number of heads).
Formula for the probability mass function (PMF) of the binomial distribution:
Binomial CDF and Binomial PDF examples
Binomial PDF: The Probability Density Function gives the probability of getting exactly k
successes in n trials.
Binomial CDF: The Cumulative Distribution Function gives the probability of getting at
most k successes in n trials, i.e., the sum of the probabilities of getting 0, 1, 2, ..., k successes.
Example Problem:
You are flipping a fair coin 6 times (i.e., n=6). The probability of getting heads on each flip
is p=0.5, and you are interested in the number of heads (successes). We will calculate the
following:
1. The probability of getting exactly 3 heads (Binomial PDF).
2. The probability of getting at most 3 heads (Binomial CDF).
Verify
Binomial PDF: The probability of getting exactly 3 heads in 6 flips is 0.3125 (31.25%).
Binomial CDF: The probability of getting at most 3 heads in 6 flips is 0.65625
(65.625%).
1. Using the Binomial Formula for Binomial PDF:
The Binomial PDF gives the probability of getting exactly k successes (heads) in nnn trials.
Problem:
Find the probability of getting exactly 3 heads in 6 flips of a fair coin (where p=0.5).
Step-by-Step Solution:
1. Identify the values:
o n=6 (the number of trials, i.e., 6 flips),
o p=0.5 (the probability of heads on each flip),
o k=3 (the exact number of heads you're looking for).
2. Binomial Probability Formula:
2. Using the Binomial Formula for Binomial CDF:
The Binomial CDF gives the cumulative probability of getting at most kkk successes
(heads). It is the sum of probabilities for 0, 1, 2, ..., kkk successes.
Problem:
Find the probability of getting at most 3 heads in 6 flips of a fair coin.
Step-by-Step Solution:
For Binomial CDF, we need to calculate the probability for each of the possible outcomes: 0,
1, 2, and 3 heads, then sum them.
