Outline

Probability Distribution Functions

Parameter
Cumulative Distribution Function
Exercises

Chapter 3 - Lecture 2
Random Variables

Andreas Artemiou

September 30th, 2009

Andreas Artemiou Chapter 3 - Lecture 2 Random Variables

 Outline
Probability Distribution Functions
Parameter
Cumulative Distribution Function
Exercises

Probability Distribution Functions

Definition
Examples
Pictures of pmfs

Parameter
Definition
Example

Cumulative Distribution Function

Definition
Examples
Calculating probabilities

Exercises

Andreas Artemiou Chapter 3 - Lecture 2 Random Variables

 Outline
Probability Distribution Functions Definition
Parameter Examples
Cumulative Distribution Function Pictures of pmfs
Exercises

Probability Distribution Functions for discrete variables

I The probability distribution function or probability mass

function (pmf) of a discrete random variable is defined as a
rule that assigns probability to all possible outcomes of the
random variable by

p(x) = P(X = x)

Andreas Artemiou Chapter 3 - Lecture 2 Random Variables

 Outline
Probability Distribution Functions Definition
Parameter Examples
Cumulative Distribution Function Pictures of pmfs
Exercises

Toss of a coin

I Find the probability distribution for the outcome of a toss of a

coin

Andreas Artemiou Chapter 3 - Lecture 2 Random Variables

 Outline
Probability Distribution Functions Definition
Parameter Examples
Cumulative Distribution Function Pictures of pmfs
Exercises

Roll of a die

I Find the probability distribution for the outcome of a roll of a

die

Andreas Artemiou Chapter 3 - Lecture 2 Random Variables

 Outline
Probability Distribution Functions Definition
Parameter Examples
Cumulative Distribution Function Pictures of pmfs
Exercises

Toss of a coin 3 times

I Let X be the number of heads when we toss a coin 3 times.

Find the probability distribution of X .

Andreas Artemiou Chapter 3 - Lecture 2 Random Variables

 Outline
Probability Distribution Functions Definition
Parameter Examples
Cumulative Distribution Function Pictures of pmfs
Exercises

Draw pictures of the pmfs found in the previous 3 examples

Andreas Artemiou Chapter 3 - Lecture 2 Random Variables

 Outline
Probability Distribution Functions
Definition
Parameter
Example
Cumulative Distribution Function
Exercises

Parameter

I There are cases that the probability distribution depends on a

quantity that can be assigned any possible value. Such a
quantity is called a parameter of the distribution. A different
value for the parameter gives a different probability
distribution. All those probability distributions constitute a
family of probability distributions

Andreas Artemiou Chapter 3 - Lecture 2 Random Variables

 Outline
Probability Distribution Functions
Definition
Parameter
Example
Cumulative Distribution Function
Exercises

Example with Gender

I Let X be the gender of a student in the class

I Denote with = P(X = Female)
I Different probability distributions are:

Andreas Artemiou Chapter 3 - Lecture 2 Random Variables

 Outline
Probability Distribution Functions Definition
Parameter Examples
Cumulative Distribution Function Calculating probabilities
Exercises

Cumulative Distribution Function (cdf)

I The cumulative distribution function (cdf) F (x) of a discrete

random variable X with pmf p(x) is defined for every number
x by F (x) = P(X x)
I In other words, is the probability that the observed value of
random variable X is at most x.

Andreas Artemiou Chapter 3 - Lecture 2 Random Variables

 Outline
Probability Distribution Functions Definition
Parameter Examples
Cumulative Distribution Function Calculating probabilities
Exercises

Roll of a die

I Find the cumulative distribution function for the outcome of a

roll of a die

Andreas Artemiou Chapter 3 - Lecture 2 Random Variables

 Outline
Probability Distribution Functions Definition
Parameter Examples
Cumulative Distribution Function Calculating probabilities
Exercises

Toss of a coin 3 times

I Let X be the number of heads when we toss a coin 3 times.

Find the cumulative distribution function of X .

Andreas Artemiou Chapter 3 - Lecture 2 Random Variables

 Outline
Probability Distribution Functions Definition
Parameter Examples
Cumulative Distribution Function Calculating probabilities
Exercises

Draw the cdfs of the previous two examples

Andreas Artemiou Chapter 3 - Lecture 2 Random Variables

 Outline
Probability Distribution Functions Definition
Parameter Examples
Cumulative Distribution Function Calculating probabilities
Exercises

How to calculate probabilities

I Let say X is the number we get when we roll a die once. How
can we calculate P(3 X 5) =?

Andreas Artemiou Chapter 3 - Lecture 2 Random Variables

 Outline
Probability Distribution Functions
Parameter
Cumulative Distribution Function
Exercises

Exercises

I Section 3.2 page 107

I Exercises 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24,
25, 26, 27

Andreas Artemiou Chapter 3 - Lecture 2 Random Variables