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.4 Lecture outline Random variables Probability mass function (PMF) Expectation Variance
Random variables An assignment of a value (number) to every possible outcome Mathematically: A function from the sample space to the real numbers discrete or continuous values Can have several random variables dened on the same sample space Notation: random variable X numerical value x
Probability mass function (PMF) (probability law, probability distribution of X ) Notation: pX (x) = P(X = x) = P({ s.t. X ( ) = x}) pX (x) 0
x pX (x) = 1
How to compute a PMF pX (x) collect all possible outcomes for which X is equal to x add their probabilities repeat for all x Example: Two independent rools of a fair tetrahedral die F : outcome of rst throw S : outcome of second throw X = min(F, S )
Example: X =number of coin tosses until rst head assume independent tosses, P(H ) = p > 0 pX (k) = P(X = k) = P(T T T H ) = (1 p)k1p, geometric PMF pX (2) = k = 1, 2, . . .
4 3 S = Second roll 2 1 1 2 3 4
F = First roll
Binomial PMF X : number of heads in n independent coin tosses P(H ) = p Let n = 4 pX (2) = P(HHT T ) + P(HT HT ) + P(HT T H ) +P(T HHT ) + P(T HT H ) + P(T T HH ) = 6p2(1 p)2 = 4 2 p (1 p)2 2 Denition:
Expectation
E[X ] =
x
xpX (x)
Interpretations: Center of gravity of PMF Average in large number of repetitions of the experiment (to be substantiated later in this course) Example: Uniform on 0, 1, . . . , n
pX(x )
1/(n+1)
k = 0, 1, . . . , n
0 1
...
n- 1 n
E[X ] = 0
Variance Recall:
E[g (X )] =
x
g (x)pX (x)
2 x x pX (x)
Easy: E[Y ] =
x
E[X + ] =
var(X + ) = 2var(X )
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