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Learning Objectives:
(2) MAIN Objectives
1. To grasp the concept of a random variable
2. To grasp the concept of different distribution functions
OUTLINE
PART ONE: GENERAL
3.1.1 Random Variables
3.1.2 Cumulative Distribution Function
I. Random Variable
→ a function whose value is a real number that is determined by each
sample point in the sample space achieved through a random experiment
→ notation: uppercase letters *mostly X
**lowercase letters mostly 'x' as one of its values
Remark:
→ this assures us that the random variable X will have one and only one
realized value, whatever the outcome of the random experiment
X≤x
the event containing all sample points that is the value for the random
variable X is less than or equal to x
X>x
the event containing all sample points that is the value for the random
variable is greater than x
a<X<b
the event containing all sample points that is the value for the random
variable X is between a and b
IV. SKILL
1. Translating events to random variables format
1.) Determine what is X
2.) set the relationship based on the given to one of its values
example:
Let X be the number of tails
SKILL
1. Translating a piecewise function to an indicator function
example:
{ x , 0<x<1
f(x) = { 2 – x , 1 ≤x≤2
{0 , elsewhere
indicator function: f(x) = xI( 0 ,1 )( x ) +( 2 – x )I[ 1, 2 ](x)
2. Evaluation of indicator function
Given: Indicator Function
known value of x
Find: f(known value of x)
Solution:
1. Plug-in the known value of x to the indicator function
2. delete terms where x is not an element of the interval
3. evaluate
I. Definitions
→ notation: F(x)
→ a function defined for any real number x as:
F(x) = P( X ≤ x )
→ usage: use to compute for the probability of an even that is
expressed in terms of the random variable
II. Properties
1. 0 ≤ F(x) ≤ 1 since it's equated to a probability
2. It is a nondecreasing function
3. Every random variable will have one and only one CDF
*rather, every known value x of X will have one and only one CDF
III. Templates
(4) Four Main Templates
1. P ( a < X ≤ b ) = FX(b) – FX(a)
2. P ( X ≤ a ) = FX (a)
3. P ( X >a ) = 1- FX (a)
4. P( X = a ) = P ( a- < X ≤ a ) = FX(a) - FX(a-)
*any changes in the inequality in a way of being not equal or equal to will get a
penalty:
ex: P( X < a) = FX (a-)
IV. SKILL
1. Computing the probability through CDF
Given: CDF , probabilities in question
Find: Probabilities
Solution:
1. Translate probabilities in question in the form of the left hand-side of CDF
example: P(X < 1) = FX(1-) [ like the reverse of the given form of it ]
*reduced further to the template if needed
2. Find in the CDF what satisfies it
PART TWO: SPECIFICS
3.2.1 DISCRETE RANDOM VARIABLE
I. Definitions
→ notation: p(x)
→ a function defined for any real number x as
p(x) = P(X=x)
mass points
→ the value of the discrete random variable X for which p(x)>0
II. SKILLs
1. Getting Probability through PMF
Given: the random variable X that is an event is known for what it represents
: the sample space
Find: Probability through PMF
Solution:
* Identify the mass points of X / possible values of X
*refers to the range of the function X
*given X and plugged into p(X) what are the possible values then?
* Table
1. columns: possible values of X which are under the heading 'x'
Events associated with X=x
p(x) = P(X=x) *read as-- what is the probability given the event X is x
as seen from the events associated
*Validity
1. p(x) > 0 : where x is a mass point
2. ∑ p(x) = 1
*Probability
1. see in the table the needed probability
3.3.1 Continuous Random Variable
I. Definition
Probability Density Function (PDF) of a continuous random variable X
→ notation: f(x)
→ a function defined for any real number x and
satisfy the following properties:
1. f(x) > 0 for all x
2. the area below the the whole curve f(x) and above the x-axis is always
equal to 1
3. P( a ≤ X ≤ b ) is the area bounded by the curve f(x), the x-axis and the
lines x=a and x=b
→ usage: to compute probabilities
: to compute summary measures
II. SKILLs
1.
Given: PDF *it's given and not constructed this time
interval of interest
Find: Probability
Solution:
*Validity
1. f(x) > 0 : see each term in the function this time if there will be a negative
domain
2. ∫from negative infinity to infinity f(x) dx =1
*Probability
1. Write the probability function with regards to the probability of interest
2. now from negative infinity to infinity or the given interval,
equate #1 to the rewritten integral with regards to the interval of interest
3. Then arrive at the needed probability
CAUTION:
→ when evaluating the probabilities of events expressed in terms of a
continuuos random variable, it *does not matter whether we are dealing with
the event X < a or X ≤ a since P(X=a) = 0.
therefore, P(X < a) = P(X ≤ a) or the inequality with or without equal is equivalent
**the discrete variable do not share this property
PART THREE: EXPECTATIONS
I. Definition
Let X be a random variable
Expected Value of X [ or mean of X ]
→ notation: E(X) or μX
defined by:
{ ∑for all m.p xp(x) , if X is discrete
E(X) = { ∫from negative infinity to infinity xfX(x)dx , if continuous
→ E(X) is actually a weighted mean of the values that the random variable
takes on, where each value is weighted by the probability that the random
variable is equal to that value
II. SKILLs
1.
Given: a PMF (the table) or PDF (the indicator function)
Find: E(X)
Solution:
1. Determine if discrete of continuous
2. If discrete, use the E(X) = ∑for all m.p xp(x)
If continuous, use the E(X) = ∫from negative infinity to infinity xfX(x)dx
I. Definition
Let X be a random variable
II. SKILLs
Given: a word problem
with events
Find: what is needed
Solution:
*Construct table
1. One for each event
2. Solve events based on x
*Expectation
1. then use ∑for all m.p xp(x) *this depends on the wording of the target
3.5.3 Variance of X
I. Definition
Let X be a random variable with mean, μ
Variance of X
→ notation: σ2 or Var(X)
σ2 = Var(X) = E(X- μ )2
3.5.4 Properties
I. Properties of Expectation
1. (E-μ) = 0
2. E(aX + b) = aE(X) + b
if b=0, E(aX) = aE(X)
if a=0, E(b) = b
1. Var(aX+b) = a2Var(X)
if b=0, then Var(aX) = a2Var(X)
if a=0, then Var(b) = 0
III. SKILLs
1. Evaluate Expectations or Variance
Given: Expectations or Variance
Find: its equivalent real number
Solution:
1. Reduce it to the given forms above
2. Evaluate using the given values