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Random variable _new_bct_st

Random variable

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5 views

Random variable _new_bct_st

Random variable

Uploaded by

dosavo8504
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPSX, PDF, TXT or read online on Scribd
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Probability and

Statistics

Prepared by
Sajana Shakya
Discrete Random Variable
Things that you can count is discrete.
For eg.
1. No. of telephone calls per unit time
2. Year that randomly chosen student was born
3. No. of customer visited in the store
4. No. of defective items in the box of 10
Discrete Random variable maps to either a
finite set or countably infinite set.
 In coin tossing experiment
S={Head,Tail}
let X be a discrete R. V. then
X = {1,0}
In raining process
S={rain, no rain}
X={20, 30}
Let X be a discrete R. V. which represents number of
students present in the class tomorrow X={0,1,2,…48}
 Rolling a fair dice
S={1,2,3,4,5,6}
Suppose a dice is rolled
repeatedly
X= no. of 2s before observing 4
on the upper face then
X={0,1,2,3,………}
which is countable but infinite
Continuous Random Variable

 Thingsthat you measured but not by


counting
For example :
 Height or weight of randomly chosen person
 Duration of telephone calls
 Time taken to run a mile
 Amount of rainfall
 Waiting time for 5 customers
 Temp. set in a machine (18-22) ◦C
 Diameter of a bolt (1.8-2.2)cm
# Continuous RV maps to
uncountably Infinite set.
 X=Amount of rainfall in inches
(recorded as 1”)
 Y= Height of randomly chosen person
(6 ft)

# Discrete RV takes distinct and separate


values.
#Continuous RV takes values within
certain interval.
Difference between Discrete RV and
Continuous RV

 Discrete RV represents  Continuous RV represents measured


counted data data
 Discrete RV take only integral  Continuous RV take any real number in
value, So to study properties the interval, so to study these variables
of these variables, tools of required calculus (Integration and
mathematics summation and derivative)
difference are required  We can not list all possible values of a
 We can list all possible values continuous RV.
of a discrete RV.  Probability distribution of a continuous
 Probability distribution of a RV can not be presented in a tabular
discrete RV can be presented form. It has either a formula form or a
graphical form
in a tabular form.
Probability Distribution

Two types of Probability Distribution

DiscreteProbability Distribution
Continuous Probability Distribution
Probability Mass Function
It is a function which gives probability that the
value of a random variable is exactly equal to
some specified value.
Let X be a discrete random variable then Pi or
P(xi) or P(X=xi) is said to be p.m.f. if it satisfies
the following conditions or properties.
0 ≤ P(xi) ≤ 1
Σ P(xi) = 1
Probability Distribution

A Probability distribution is an equation or


table or graph that assigns probability to
every possible outcome of a random
experiment.

In simple words,
 A probability distribution gives
probability for each possible value of a
random variable
Suppose tossing a coin two times
The sample space is
S = {HH,HT,TH,TT}
Let X be a discrete RV Which represents number of
heads then
X={0,1,2}
P(X=x)=C(n,x) Px Qn-x
X P(X=x)

0 0.25

1 0.5

2 0.25
Cumulative distribution function refers to the probability that
the value of a Random Variable falls within a specified range.

For eg. In the experiment tossing coin two times


F(x)=P(X≤ x)
F(1)=P(X ≤1)
=P(X=0)+P(X=1)
=0.25+0.5
=0.75
# c.d.f. is also called Probability distribution function or
distribution function or cumulative probability
Properties of Cumulative distribution
function
1. 0 ≤F(x) ≤1
2. F(-∞) = P(X ≤-∞) = 0
3. F(+∞) = P(X ≤ +∞) = 1
4. Letx1 and x2 are possible values of a random
variable X, If x1 ≤ x2 then F(x1) ≤ F(x2)
5. P(a < X ≤ b)= F(b) – F(a)
3) For Cumulative distribution function
of X
Value 0 1 2 3 4 5 6 7 8
of X
P(X=x) 1/81 3/81 5/81 7/81 9/81 11/81 13/81 15/81 17/81

F(x) = 1/81 4/81 9/81 16/81 25/81 36/81 49/81 64/81 81/81
P(X ≤
x)
Expected values(Mean) and
Variance of a Random Variable:
The average value of all possible values
of a random variable is called Mathematical
Expectation or mean of a random variable. It is
denoted by E(X) or µ
 For eg. Tossing a coin 100 times
 X= Number of heads
X = {0,1,2,3,…………100)
E(X) = Average number of heads
For Discrete Random variable X=x P(X=x) x.
P(X=x)
Mean = µ = E(X) = Σ x.
P(X=x) Σ Σ x.
P(X=x)= P(X=x)
1
For Discrete Random variable
Variance=σ2 =E(X2)-[E(X)]2
E(X2) = Σx2.P(X=x)
Properties of E(X)
 E(a) =a
 E(X1+X2+……..+Xn) = E(X1)+E(X2)+…….E(Xn)
 E(X1.X2.……..Xn) = E(X1).E(X2).…….E(Xn)
 E(aX) = a E(X)
 E(aX+b) = a E(X) + b
Properties of V(X)
 V(a) =0
 V(aX) = a2 V(X)
 V(aX+b)= a2 V(X)
 V(X+X) = V(2X) = 4V(X)
 V(X± Y) = V(X) ± V(Y) if X and Y are
independent

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