RANDOM VARIABLES Definition A Random experiment or a Statistical experiment is any act whose outcome can not be predicted in advance.

Any outcome of a random experiment is known as event We will start with the following illustrations : 1) The number of telephone calls received by Monica, a telephone operator in a call center in Delhi, between say 1:00 am and 3:00 am in the early morning. 2) The amount of rainfall in Mumbai on August 1st . 3) The number of misprints on a randomly chosen page of a particular book. 4) The final results of the 5 one-day matches between India-Pakistan. 5) The outcome of rolling die. 6) The volume of sales of a certain item in a given year. 7) Time to failure of a machine. In all the above cases there is one common feature. These experiments describe the process of associating a number to an outcome of the experiment (i.e. to an event). A function which associates a number to each possible outcome of the experiment is called a random variable. It is often the case that our primary interest is in the numerical value of the random variable rather than the outcome itself. The following examples will help to make this idea clear. EXAMPLE 1: Suppose we are interested in the number of heads, say X, obtained in three tosses of a coin. SOLUTION If we toss a coin three times, then the experiment has a total of eight possible outcomes, and they are as follows; a1 ={HHH}, a2 ={HHT}, a3 ={HTH}, a4 ={HTT} a5 ={THH}, a6 ={THT}, a7 ={TTH}, a8 ={TTT} Denoting the event corresponding to getting k heads, k=0,1,2,3,.. as{X=k}, observe that {X=0} => {a8} ; {X=1} => {a4, a6, a7} ; {X=2} =>{a2, a3, a5} ; {X=1} =>{a1} Note that each value in the support of X corresponds to some element (or set of elements) in the sample space S. For example the , the value 0 corresponds to the element {a8}, while the value 1 corresponds to the set of elements { a4, a6,a7} Therefore the sample space S, the set of all possible outcomes of this experiment can be expressed as S={a1, a2,,a8} Since X is the characteristic, which denotes the number of heads out of the three tosses, it is associated with each outcome of this experiment. Therefore, X is a function defined on the elements of S and the possible values of X are {0,1,2,3} . The set of possible values that X can take is called the support of X which may be denoted as . Observe, that X can be explicitly expressed as follows; X (a1)=3, X (a2)=X (a3)=X (a5)=2, X (a4)=X (a6)=X (a7)=1, X (a8)=0 It is interesting to observe that to each value there is always some element in sample space or a set of element in sample spaces. For, example, the set of element in samplespaces corresponding to the value 0 is the point {a8}; for 1, the set is {a4, a6, a7}, for 2, the set is {a2, a3, a5} and for 3 the point is {a1}. Therefore, we can easily make the following identification of events corresponding to the values associated by X. Denoting the event corresponding to 0, as {X=0}, similarly for other values, observe that {X=0}={a8}; {X=1}={a4, a6, a7}; {X=2}={a2, a3, a5} {X=3}={a1} If we assume that the coin is unbiased and the tosses have been performed independently, the probabilities of all the outcomes of the sample space are equal, that is P(a1)=P(a2)==P(a8) = 1 Therefore, using the probability law of disjoint events we can easily obtain

P ({X=0}) = P ({a8}) = 1 P ({X=1}) = P ({a4, a6, a7}) = P ({a4})+P ({a6})+P ({a7}) = 3 P ({X=2}) = P ({a2, a3, a5}) = P ({a2})+P ({a3})+P ({a5}) = 3 P ({X=3}) = P ({a1}) = 1 Therefore, in this case the random variable X takes four values 0,1, 2,3 with the probabilities 1/8,3/8,3/8,1/8 respectively. It is also important to observe that P({X=0})+P({X=1})+P({X=2})+P({X=3})=1 It is not a coincidence, it is always true. If we add the probabilities of all possible values of a random variable it is always one. To sum up, we say that the random variable X, is a real valued function defined on all the elements of a sample space of a random experiment. The random variable takes different values, and for each value there is a probability associated with it. The sum of all the probabilities of all the points in the support of the random variable X adds up to one.