Random Variables

Discrete and Continuous

Saturday, April 07, 2012

Dr. S. Jain

Data Types
Data

Numerical

Qualitative

Discrete

Continuous

Saturday, April 07, 2012

Dr. S. Jain

Random Variables
A random variable is a function or rule that assigns a number to each outcome of an experiment. Basically it is just a symbol that represents the outcome of an experiment. X = number of heads when the experiment is flipping a coin 20 times. C = the daily change in a stock price. R = the number of miles per gallon you get on your auto during a family vacation. Y = the amount of medication in a blood pressure pill. V = the speed of an auto registered on a radar detector used on I-20
Saturday, April 07, 2012 Dr. S. Jain 7.3

Types of Random Variables

Discrete Random Variable
Whole Number (0, 1, 2, 3 etc.) Countable, Finite Number of Values
Jump from one value to the next and cannot take any values in between.

Continuous Random Variables

Whole or Fractional Number Obtained by Measuring Infinite Number of Values in Interval
Too Many to List Like Discrete Variable

Saturday, April 07, 2012

Dr. S. Jain

Types of Random Variables

Discrete Random Variable usually count data [Number of] one that takes on a countable number of values this means you can sit down and list all possible outcomes without missing any, although it might take you an infinite amount of time. X = values on the roll of two dice: X has to be either 2, 3, 4, , or 12. Y = number of accidents on the XYZ campus during a week: Y has to be 0, 1, 2, 3, 4, 5, 6, 7, 8, real big number Continuous Random Variable usually measurement data [time, weight, distance, etc] one that takes on an uncountable number of values this means you can never list all possible outcomes even if you had an infinite amount of time. X = time it takes you to drive home from class: X > 0, might be 30.1 minutes measured to the nearest tenth but in reality the actual time is 30.10000001. minutes?) Exercise: try to list all possible numbers between 0 and 1.

Saturday, April 07, 2012

Dr. S. Jain

7.5

Discrete random variable

A discrete random variable is one which may take on only a countable number of distinct values such as 0, 1, 2, 3, 4, ... Discrete random variables are usually (but not necessarily) counts. If a random variable can take only a finite number of distinct values, then it must be discrete. Examples of discrete random variables include the number of children in a family, the Friday night attendance at a cinema, the number of patients in a doctor's surgery, the number of defective light bulbs in a box of ten.

Saturday, April 07, 2012

Dr. S. Jain

Discrete Random Variable Examples

Experiment Random Variable Possible Values
0, 1, 2, ..., 10? 0, 1, 2, ..., 8

Children of One Gender # Girls in Family Open Check in Lines Answer 33 Questions Count Cars at Toll Between 11:00 & 1:00 # Open

# Correct
# Cars Arriving

0, 1, 2, ..., 33
0, 1, 2, ...,

Discrete Probability Distribution

1. List of All possible [x, p(x)] pairs
x = Value of Random Variable (Outcome) p(x) = Probability Associated with Value

2. 3. 4. 5.

Mutually Exclusive (No Overlap) Collectively Exhaustive (Nothing Left Out) 0 p(x) 1 p(x) = 1
Dr. S. Jain 8

Saturday, April 07, 2012

Marilyn says: It may sound strange, but more families of 4 children have 3 of one gender and one of the other than any other combination. Explain this.
Construct a sample space and look at the total number of ways each event can occur out of the total number of combinations that can occur, and calculate frequencies. Are all 16 combinations equally likely? Is the sex of each child independent of the other three?
P (girl) = 1/2 P (boy) = 1/2 so, P (BBBB) = x x x = 1/16
Sample Space BBBB GBBB BGBB BBGB BBBG GGBB GBGB GBBG BGGB BGBG BBGG BGGG GBGG GGBG GGGB GGGG
9

If you have a family of four, what is the probability of P(all girls or all boys) = P (2 boys, 2 girls)= 6/16 = 3/8 six different ways to have 2 boys and 2 girls P(3 boys, 1 girl or 3 girls, 2 boy)=
2/16 = 1/8
Saturday, April 07, 2012

8/16=4/8=1/2 8 ways to have 3 of 1 and 2 of Dr. S. Jain the other.

Assume the random variable X represents the number of girls in a family of 4 kids. (lower case x is a particular value of X, ie: x=3 girls in the family)
Sample Space BBBB GBBB BGBB BBGB Random Variable X x=0 x=1 x=1

Number of Girls, x 0 1 2 3 4 Total

Probability, P(x) 1/16 4/16 6/16 4/16 1/16 16/16=1.00

x=1
x=1 x=2 x=2 x=2 x=2 x=2 x=2

BBBG
GGBB GBGB GBBG BGGB BGBG BBGG BGGG

x=3
x=3 x=3 x=3 x=4

GBGG
GGBG GGGB
Saturday, April 07, 2012

What is the probability of exactly 3 girls in 4 kids? P(X=3) = 4/16 What is the probability of at least 3 girls in 4 kids?
Dr. S. Jain

GGGG

P(X3) = 5/16

10

Visualizing Discrete Probability Distributions

Listing
{(0,1/16), (1,.25), (2,3/8),(3,.25),(4,1/16) }
0 1 2 3
Probability, P(x) 0.40 0.35 0.30 0.25 4/16 4/16 6/16

Table
Number of Girls, x Probability, P(x) 1/16 4/16 6/16 4/16 1/16 16/16=1.00

Graph

4 Total

0.20 0.15 0.10 0.05 0.00 0 1 2 Number of Girls, x 3 4 1/16 1/16

X is random and x is fixed. We can calculate the probability that different values of X will occur and make a probability distribution.
11

P(x)

Saturday, April 07, 2012

Dr. S. Jain

Probability Distributions
Probability, P(x) 0.40 0.35 0.30 0.25 4/16 4/16 6/16

P(x)

0.20 0.15 0.10 0.05 0.00 0 1 2 Number of Girls, x 3 4 1/16 1/16

Probability distributions can be written as probability histograms. Cumulative probabilities: Adding up probabilities of a range of values.

Discrete example: roll of a die

p(x)

1/6 1 2 3 4 5 6
x

P(x) 1
Saturday, April 07, 2012 Dr. S. Jain

all x

13

Probability mass function (pmf)

x
1 2 3 4 5 6
Saturday, April 07, 2012

p(x) p(x=1)=1/6 p(x=2)=1/6 p(x=3)=1/6 p(x=4)=1/6 p(x=5)=1/6 p(x=6)=1/6

Dr. S. Jain

1.0

14

Cumulative distribution function (CDF)

1.0 5/6 2/3 1/2 1/3 1/6
P(x)

Saturday, April 07, 2012

Dr. S. Jain

15

Cumulative distribution function

x
1 2 3

P(xA) P(x1)=1/6 P(x2)=2/6 P(x3)=3/6

4
5 6
Saturday, April 07, 2012 Dr. S. Jain

P(x4)=4/6
P(x5)=5/6 P(x6)=6/6
16

Data Types
Data

Numerical

Qualitative

Discrete

Continuous

Saturday, April 07, 2012

Dr. S. Jain

17

Continuous Random Variable

A variable with many possible values at all intervals

Saturday, April 07, 2012

Dr. S. Jain

18

Continuous Random Variable Examples

Experiment
Weigh 100 People
Measure Part Life Ask Food Spending Measure Time Between Arrivals

Random Variable
Weight
Hours Spending

Possible Values
45.1, 78, ...
900, 875.9, ... 54.12, 42, ...

Inter-Arrival 0, 1.3, 2.78, ... Time

Continuous Probability Density Function

1. Mathematical Formula 2. Shows All Values, x, & Frequencies, f(x)
f(X) Is Not Probability

Frequency (Value, Frequency)

f(x)

3. Properties
Area under curve sums to 1

Can add up areas of function to get probability less than a specific value

a
Value

Continuous Random Variable Probability

Probability Is Area Under Curve!

P (c x d )

f(x)

c
1984-1994 T/Maker Co.

Consider the following table of sales, divided into intervals of 1000 units each,
interval (0,1000] (1000,2000] (2000,3000] (3000,4000] (4000,5000] (5000,6000]

(6000,7000]
Saturday, April 07, 2012 Dr. S. Jain 22

and the relative frequency of each interval.

interval relative freq.

(0,1000]
(1000,2000]

(2000,3000]
(3000,4000] (4000,5000]

(5000,6000]
(6000,7000]
Saturday, April 07, 2012

0 0.05 0.25 0.30 0.25 0.10 0.05 1.00

Dr. S. Jain 23

Were going to divide the relative frequencies by the width of the cells (which here is 1000). This will make the graph have an area of 1.

interval (0,1000] (1000,2000] (2000,3000]

relativefreq. relative f(x) freq. cell width

(3000,4000]
(4000,5000] (5000,6000]

(6000,7000]
Saturday, April 07, 2012

0 0.05 0.25 0.30 0.25 0.10 0.05

Dr. S. Jain

0 0.00005 0.00025 0.00030 0.00025 0.00010 0.00005

24

Graph
interval (0,1000] (1000,2000] (2000,3000] (3000,4000]
f(x) relativefreq. cell width

f(x) = p(x) 0.00030 0.00025 0.00020 0.00015 0.00010 0.00005 0

0 1000 2000 3000 4000 5000 6000 7000

0 0.00005 0.00025 0.00030

(4000,5000]
(5000,6000] (6000,7000]

0.00025
0.00010 0.00005

sales

The area of each bar is the frequency of the category, so the total area is 1.
Saturday, April 07, 2012 Dr. S. Jain 25

Graph
interval (0,1000] (1000,2000] (2000,3000] (3000,4000]
f(x) relativefreq. cell width

f(x) = p(x) 0.00030 0.00025 0.00020 0.00015 0.00010 0.00005 0

0 1000 2000 3000 4000 5000 6000 7000

0 0.00005 0.00025 0.00030

(4000,5000]
(5000,6000] (6000,7000]

0.00025
0.00010 0.00005

sales

Here is the frequency polygon.

Saturday, April 07, 2012 Dr. S. Jain 26

If we make the intervals 500 units instead of 1000, the graph would probably look something like this:
f(x) = p(x)

The height of the bars increases and decreases more gradually.

sales

Saturday, April 07, 2012

Dr. S. Jain

27

If we made the intervals infinitesimally small, the bars and the frequency polygon would become smooth, looking something like this:
f(x) = p(x)

This what the distribution of a continuous random variable looks like. This curve is denoted f(x) or p(x) and is called the probability density function.

sales
Saturday, April 07, 2012 Dr. S. Jain 28

pmf versus pdf

For a discrete random variable, we had a probability mass function (pmf). The pmf looked like a bunch of spikes, and probabilities were represented by the heights of the spikes. For a continuous random variable, we have a probability density function (pdf). The pdf looks like a curve, and probabilities are represented by areas under the curve.
Saturday, April 07, 2012 Dr. S. Jain 29