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RANDOM VARIABLES
Concept of a Random Variable
Sample Space y
RR 2
RB 1
BR 1
BB 0
Examples
Sample Space y
SJB 3
SBJ 1
JSB 1
JBS 0
BSJ 0
BJS 1
Discrete Probability Distributions
x 0 1 2 3
P(X = x) 1/8 3/8 3/8 1/8
Bar Chart
3/8 3/8
1/8 1/8
0 1 2 3
Properties of Discrete Probability
Function
f x 0
f x 1
x
P X x f x
Examples
F x P X x f t untuk x
tx
Continuous Probability Distributions
f x 0 for all x R
f x dx 1
b
P a X b f x dx
a
Cumulative distribution
x
F x P X x f t dt for x
P a X b F b F a
dF x
f x
dx
Examples
x2
f x 1 x 2
3
0 elsewhere
a. Verify f x dx 1
a. Find P(0 X 1)
Mean of a Random Variable
E x xf x DISCRETE
x
EX xf x dx CONTINUOUS
Mean of a Random Variable
g X E g X g x f x DISCRETE
g X E g X g x f x dx CONTINUOUS
Variance (Standard Deviation)
E X x f x
2 2 2
x DISCRETE
E X x f x dx
2 2 2
CONTINUOUS
Variance (Standard Deviation)
EX
2 2
2
Variance (Standard Deviation)
2
g X
E g X g X
2
g X g X f x
x
2
DISCRETE
E g X g X g X g X f x dx
2 2
2
g X CONTINUOUS
Examples
f x 2 x 1 1 x 2
0 elsewhere