A random variable X on a sample space S is a function from S into the set R of real numbers such that the preimage

of every interval of R is an event of R is an event of S. Random Variable

If X is a variable whose possible values are numerical outcomes of a random experiment then X is called as a random variable. There are two types of random variables, discrete and continuous.

Discrete Random Variables A discrete random variable is one which may ta e on only a countable number of distinct values such as !,",#,$,%,........ &iscrete random variables are usually counts. 'g. the number of children in a family, the number of students attendance at a tutorial class, the number of patients in a doctor(s surgery, Probability Distribution The probability distribution of a discrete random variable is a list of probabilities associated with each of its possible values. It is also sometimes called the probability function or the probability mass function.

Example: A pair of fair dice is tossed. Then S ={(1,1), (1,2), .., (6,1), (6,2).,(6,6)}

Let the rv X =

a! (a,") . ie X (a,") =

a! (a,")

Then X(s) = {1,2,#,$,%,6} &(X=1) = p{(1,1)} = 1'#6 = f(1) &(X=2) =&{(1,2), (2,2), (2,1)} Th(s f(2)=#'#6 Si i)ar)* f#=%'#6, f$=+'#+, f% = ,'#6, f6 = 11'#6 Th(s -e can for !i f(!i) 1 1'#6 a ta")e 2 #'#6 # %'#6 $ +'#6 % ,'#6 6 11'#6

This is ca))ed the distri"(tion of X

0.35 0.3 0.25 Probability 0.2 0.15 0.1 0.05 0 1 2 3 Y value 4 5 6

)igure " * +robability distribution of X

Note, The above probability distribution may also be described by

the probability histogram

Distribution of a RV -et X be a rv on a sample space S with finite image set, X.s/ 0 1x", x#, x$, 2..xn3. -et the function f on X.s/ , denoted by f.xi/ 0 +.X0xi, i0",#2.n/ is called the distribution or probability function of X. x" f.x"/ x# ).x#/ 2. xn ).xn/

The distribution f satisfies the conditions, .a/ f.xi/ 4 ! and .b/ f . xi/ = "
i =" n

A rando varia")e X is said to "e discrete if the set X is finite or countable.

.o- )et / "e defined as the s( i.e. /(a,") = a0"

of (a,")

Then / is a a)so rv. The sa p)e space of / {2,#,$,%,6,+,1,,,12,11,12}

3ind the distri"(tion of / /i 2 # $ % 6 + 1 , 12 11 12

&(*i) 1'#6 2'#6 #'#6 $'#6 %'#6 6'#6 %'#6 $'#6 #'#6 2'#6 1'#6 4( . 1'#6 #'#6 6'#6 12'#6 1%'#6 21'#6 26'#6 #2'#6 ##'#6 #%'#6 #6'#6 pro" Distribution of Y
+ 6 % $ # 2 1 2 2 # $ % 6 + 1 , 12 11 12

)igure # * +robability distribution

1 0." 0.! 0. 0.6 0.5 0.4 0.3 0.2 0.1 0 2 3 4 5 6 ! " 10 11 12

%umulative Prob.

Possible values of #$
3i5(re 1.1 4( ()ative distri"(tion of X

Continuous Random Variables

A continuous random variable is one -hich ta6es an infinite n( "er of possi")e va)(es. 4ontin(o(s rando varia")es are (s(a))* eas(re ents. 75. 8ei5ht of first *ear st(dents in 9o: the ti e re;(ired to r(n a 6

A continuous random variable is not defined at specific values. Instead, it is defined over an interval of values, and is represented by the area under a curve .in advanced mathematics, this is nown as an integral/.
+robability density function of continuous uniform variable 'g. f.x/ 0 "5.b6a if a 7 x 7b 0 ! , otherwise 888 +lot 888

Show another distribution

Properties of a random variable (discrete /continuous) [or distribution]

888 explain 88

S5T 0"# and '.X/0$59

Properties of (!)
". 'xpected value of a constant is e:ual to that constant. i.e. If c is a constant, '.c/ 0 c

#. If X and Y are random variables such that X 7 ; the '.X/ 7 '.;/ $. '.X < ;/ 0 ' .X/ < '.;/ %. '.X < c/ 0 ' .X/ < c 9. ' .aX / 0 a'.X/

Variance of a distribution . )
#

&'en ( is )is*rete <ar (X) = =

. x
i

/ # f.x i / = E>. X / # = , -here 7(X) = = f . xi / # = 7(X2) > ?7(!)@2

x
i

# i

(Tr* so e c)ass e!ercises) &'en ( is *ontinuous $+(, - xi# f

. xi /

. #

Th(s -e can for !i f(!i) 1 1'#6

a ta")e 2 #'#6 # %'#6 $ +'#6 % ,'#6 6 11'#6

E+(2, - 12/+1036, 1 22/+3036, 1 32/+5036, 1 42/+ 036, 1 52/+"036, 1 62/+11036, - 01036 - 21."

E+(, - 4.4 +s'o2e), 3'us E+(2, - 1"."!

$+(, - 21." 4 1".!! - 1."" 5o2 *onsi)er t'e #$6 Y - sum of t'e numbers +a6b, in a pair of )i*e. /i &(*i) 2 1'#6 # 2'#6 $ #'#6 % $'#6 6 %'#6 + 6'#6 1 %'#6 , $'#6 12 #'#6 11 2'#6 12 1'#6

E+Y2, - 22/+1036, 1 32/+2036, 1 77777.. 1112/+2036, 1 122/+1036, - 54.! E+Y, $+Y, - 54.! 4 2 - 5.! 8t). )ev of Y - 2.4