Random Variables

Random variables:
A random variable assigns a unique numerical value to the outcome of a random experiment. A
random variable can be thought of as a function that associates exactly one of the possible
numerical outcomes to each trial of a random experiment. However, that number can be the same
for many of the trials. And also A random variable is a function defined on a sample space.

In other words
A variable whose value is a number determined by the outcome of a random experiment is called
a random variable. We can also say that a random variable is a function defined over the sample
space of an experiment and generally assumes different values with a definite probability
associated with each value.
Generally, a random variable is denoted by capital letters like X, Y, Z.., where as the values of
the random variable are denoted by the corresponding small letters like x, y, z .

Example
Suppose that two coins are tossed so that the sample space is S = {HH, HT, TH, TT}
Suppose X represent the number of heads which can come up, with each sample point we can
associate a number for X as shown in the table below:

Sample point

HH

HT

TH

TT

Thus the random variable X takes the values 0, 1,2 for this random experiment.
The above example takes only a finite number of values and for each random value we can
associate a probability as shown in the table.
Usually, for each random variable xi, the probability of respective random variable is denoted by
p(xi) or simply pi .

Observe that the sum of the probabilities of all the random variable is equal to one.

Thus the probability distribution for a random variable provides a probability for each possible
value and that these probabilities must sum to 1.

Similarly
If 3 coins are tossed, the random variable for getting head will be X=0, X=1, X=2, X=3 and sum
of their respective probabilities i.e Sp(xi) =1

If two dice are rolled then the sample space S consists of 36 sample points. Let X denotes the
sum of the numbers on the two dice. Then X is a function defined on S by the rule X (i,j) = i+j .
Then X is a random variable which can takes the values 2,3,412. That is the range of X is
{2,3,412}

Example
I select at random a student from the class and measure his or her height in centimeters.
Here, the sample space is the set of students; the random variable is height, which is a function
from the set of students to the real numbers: h(S) is the height of student S in centimeters.
(Remember that a function is nothing but a rule for associating with each element of its domain
set an element of its target or range set. Here the domain set is the sample space S, the set of
students in the class, and the target space is the set of real numbers.)

Example I throw a six-sided die twice; I am interested in the sum of the two numbers. Here the
sample space is

A random variable, whose possible values are a list of distinct values, is called a discrete random
variable. A random variable like the one in the third example, that can take any value in an
interval, is called a continuous random variable.

Discrete random variable:

If a random variable takes only a finite or a countable number of values, it is called a discrete
random variable.
For example, when 3 coins are tossed, the number of heads obtained is the random variable X
assumes the values 0,1,2,3 which form a countable set. Such a variable is a discrete random
variable.

In other word
Variables whose possible values are a list of distinct values. In order to decide on some notation.

Notation
If we want to find the probability of the event "getting 1 tail," we'll write: P(X = 1)
If we want to find the probability of the event "getting 0 tails," we'll write: P(X = 0)
In general, we'll write: P(X = x) to denote the probability that the discrete random variable X
gets the value x.

Section Plan
The way this section on discrete random variables is organized is very similar to the way we
organized our discussion about one quantitative variable in the Exploratory Data Analysis unit. It
will be separated into four sections.
1. We'll first discuss the probability distribution of a discrete random variable, ways to
display it, and how to use it in order to find probabilities of interest.
2. We'll then move on to talk about the mean and standard deviation of a discrete random
Variable, which are measures of the center and spread of its distribution.

3. Next we'll have an optional chapter on the rules for means and standard deviations.
4. We'll conclude this part by discussing a special and very common class of discrete
random variable: the binomial random variable.

Continuous random variable:

Random variables X which can take any value between certain interval is called a continuous
random variable.
Note that the probability of any single value at x, value of X is zero. i.e P(X = x) = 0
Thus continuous random variable takes value only between two given limits.
In other word
Random variables which can take any value in an interval, so that all of their possible values
cannot be listed (such as height, weight, temperature, time, etc.)

For example the height of students in a particular class lies Between 4 feet to 6 feet.
We write this as X = {x|4 x 6}
The maximum life of electric bulbs is 2000 hours. For this the continuous random variable will
be X = {x | 0 x 2000}.