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Random variable
Discrete random variable
Probability mass function
Cumulative distribution function
Expected value
Variance
Equations derived from the expected value and
the variance
Random variable
A random variable is a function that assigns a real
number to each outcome in the sample space of a
random experiment.
A random variable is denoted by an uppercase
letter such us X. After an experiment is conducted,
the measured value of the random variable is
denoted by a lowercase letter such as x
A discrete random variable X is a random variable
with a finite (or a countably infinite) range.
A continuous random variable is a random variable
with an interval (either finite or infinite) of real
Random variable
EXAMPLE
Consider the experiment in which a telephone
number in a certain area code is dialed using a
random number dialer and define a random variable
Y by
1 If the selected number is listed in the
Y
directory
If the selected number is not listed in the
0
directory
What is the value of variable Y if the number
5234231 appears in the directory?
What is the value of the variable Y if the number
4235421 does not appear in the directory?
for a
F b P X b
b
If X is discrete,
F b p x
x
pmf
p xwhere
is the
Expected value
Pascals wager
Expected value
The expected value of a discrete randomX variable
p x function
having probability mass
is given by
E X xp x
x
Expectation of a function of a
discrete random variable
If X is a discrete random variable with probability p x
g x
distribution
and if
is any real-valued function of
X, then
E[ g X ] g x p x
x
E[ g X ]
g ( x) ( x ) 2
when
Variance
X
The variance of a random variable
expected value
is given by
2
with
V ( X ) E[ X ] x p x x 2 p x 2
2
n
x
b
a
and constants
and
V aX b a 2V X
EXERCISE
Birdies in the Azaleas!!!
Hole #13 at the Augusta National golf course, home of the
Masters golf tournament, is one of the most famous holes in
golf. Lined with the courses signature azaleas, this hole is
also a favorite of its players for its relative ease. The hole is a
X would be expected
par 5, meaning that professional golfers
to complete the hole in 5 strokes. Let
be the score on hole
X
#13 for a randomly
selected golfer on day 1 of the 2011
Masters. The probability distribution of
is shown in the
table below
x
3
4
5
6
7
0.0
0.46 0.05 0.03
p(x)
4 0.414 7
1
0