Discrete Random Variables

ECE 603
Probability and Random

Processes
Lessons 5-6
Chapter 3
Discrete Random Variables
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Objectives
• Explore random variables
• Examine Independent Random Variables
• Analyze Probability Mass Function (PMF)
• Apply Special Distributions
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2
Rationale
• In general, to analyze random experiments, we usually focus on some
numerical aspects of the experiment.
• For example, in a soccer game we may be interested in the number of goals,
shots, shots on goal, corners kicks, fouls, etc.
• In a nutshell, a random variable is a real-valued variable whose value is
determined by an underlying random experiment.

3
Prior Learning
• Basic Concepts
• Counting Methods
• Access to the online textbook: https://www.probabilitycourse.com/

4
Random Variables
Random experiments have sometimes numerical outputs, such as
• Lifetime of a certain product:
• Amount of money a gambler wins on a trip to the casino
• etc.
Even if the event is not numerical, it can often be considered in terms of
numbers (for convenience and mathematical analysis).

5
Random Variables
Example. Toss a coin five times. Observe the number of heads:
We define a random variable that gets its value from the outcome of the
random experiment:
Definition: A random variable is a real-valued variable that gets its value from
a random experiment.

6
Random Variables
Formal Definition: A random variable is a real-valued function on the sample
space: Function
range
Domain
Definition: Range of is the set of possible values for .
In the above example,
We show random variables with capital letters .
P Xcx

7
Random Variables
Example. Flip a coin twice, the number of heads
Example. T: Lifetime of a certain product:

8
Random Variables
Countable set:
a) Finite set
b) One-to-one correspondence with Natural Numbers
i.e.,
i.e., I can “list” the elements.

9
Random Variables
Countably infinite sets:
List:
Countable

10
Random Variables
However is Not countable, in fact
is Not countable.

11
Discrete Random Variables
Definition: is a discrete random variable, if its range is countable.
Lnn'stable
We show the values in the range by lower case letters.

12
Probability
Density for continuous
7 Function
Probability Mass
Definition: is a discrete random variable,
The function:
is called the probability mass function (PMF) of

13
Probability Mass Function
Example 1. Toss a fair coin twice, # of heads.
Find the range of as well as its probability mass function
Rx Hit
P X x 2x
p ti pl
A
p 112

14
Example 2: # of rolls of a die until the first 6 appears.
Find the range of as well as its probability mass function
1 p na g p
11 7 9 p y Rx au
n z
us
p 14 g i p
un
geometric aT
nice

15
Thm. For a discrete random variable with PMF and Range
samplespace
a) individual
b) as I
c)

16
If we repeat the experiment over and over and plot the histogram, it will look
like
The PMF in example 1

17
Independent Random Variables
Definition: Consider two discrete random variables and . We say that
and are independent if
In general, if two random variables are independent, then you can write

18
Independent Random Variables
Definition: Consider discrete random variables We say
that are independent if

19
Summary of Random Variables
• Random Variables
• Discrete Random Variable is countable, i.e.,
• PMF:
• Independent Random Variable

20
Special Distributions
Families of discrete random variable
Bernoulli RVs:
Example. Flip a coin {H,T}. Take an exam {Pass, Fail}.
PMF:

21
Geometric RVs:
Random experiment: consider a coin with Toss the coin repeatedly

until the first heads is observed.
The total number of coin tosses

22
Definition. A random variable is said to be a geometric random variable
with parameter , shown as , if

23
Definition. A random variable is said to be a binomial random variable with
parameters and , shown as , if

24
2event Pray
Special Distributions HH sit
a
Remember:
HTH . . . H
times
HH . . . HTT . . . T
Heads Tails
If then
Bernoulli
25
Lemma. If are independent random
variable, then the random variable define by
is a RV.
Adding RV
distribution.

26
Pascal Distribution (Negative Binomial):
Example. You flip a coin until you observe heads.
total number of coin toss
Find PMF.
is the event that we observe heads in the first trials.

is the event that we observe a heads in the kth (the last) trial.

27
Using binomial formula,

28
Definition. A random variable is said to be a Pascal random variable with
parameters and , shown as , if
Where

29
Hypergeometric Distribution:
Example. You have a bag that contains blue marbles and red marbles. You
choose marbles at random (without replacement).
The number of blue marbles in your sample

30
Poisson Random Variable:
Poisson RVs are used to model
• Arrival of customers at a service facility
• Arrival of information request at a server
Counting the occurrence of certain events in an interval of time or space.
counting events

31
Arrival of customers in an interval:
the average number of arrivals in that interval

32
we useTaylorseries
expansion to confirm 2 Phi i
the total number of customers =
Thus,

33
Definition. A random variable is said to be a Poisson random variable with
parameter , shown as , if
If X up D Binomial h P Z N Poisoson X up
X mustbe adjusted by the time of the question

34
Orchestrated Conversation:
Example. The number of hits to a website is a Poisson with average 2 hits per
second.
a) What is the probability of no hits in 0.25 seconds?
b) What is the probability of no more than 2 hits in 1 second?

35
Definition. A random variable is said to be a Uniform random variable,
shown as , if

36
Cumulative Distribution Function (CDF)
Definition. Let be any random variable, the function
is called the CDF of .
Example. In a family with three children, is the number of daughters. Find

CDF.

37
Definition. The cumulative distribution function (CDF) of random variable is
defined as
Example. Toss a coin twice, let be the number of observed heads. Find the
CDF of .

38
Example. Toss a coin twice, let be the number of observed heads. Find the
CDF of .

39
If is a discrete random variable with range such
that

40
Theorem. Let be a discrete random variable with range
a)
b)
c)
d)

41
For all we have
We know have PMFPDFCDF

42
Proof:
conditionalPran
estadrsition
Repaso

43
Example. Let be a discrete random variable with range
Suppose the PMF of is given by
a) Find and plot the CDF of

b) Find

44
Expectation
Expected value (= mean=average):
Definition. Let be a discrete random variable with range

The expected value of denoted by is defined as

45
Expectation
Repeat the experiment times ( large).

46
Expectation
Example. Let find
fix 12 9 XER range x oil
e x I p t og p

47
Expectation up v u L
ti
Example. Let ND find
f Rt xcR IX o
f IR IR Range
x i
f x pl p
Ex
IE xph pi PEEx i pY EiFfEl9 I
I pp
Eo PE
eat I
p ti gj t I
p
Tz

48
Expectation
Example. Let find
x fact eXx D
k
Efx TEK e x
Ko K
e
II j ki
eAE zit
o i j Taylor
e x7z Y j series
x
e e X
et y
o

49
Summary
Discrete RVs:
• Range:
• PMF:
• CDF:
• Excepted value:

50
Summary
•

51
Functions of Random Variables
If is a random variable and , then itself is a random variable.
For example:
Then,

52
Example. Let be a discrete random variable uniformly distributed with
for Let
a) Find PMF of
b) Find

53
Law of the unconscious statistician (LOTUS) for discrete random variables:
In the previous example

54
Linearity of expectation:
Proof: Here so using LOTUS we have

55
More generally (Linearity of expectation):
Bernoulli
Example.
Binomial A Up Poison
Efx p y NX D E YI_up
p

56
Example. Let , such that
Find

57
Variance
The variance is a measure of how spread out the distribution of a random
variable is.
The variance of a random variable , with mean , is defined as

58
Variance
The standard deviation of a random variable is defined as

59
Variance
Theorem. Computational formula for the variance:
Proof:

60
Variance
Example.
Var x E.p tip p's p pl pli p pg

61
Variance
Theorem. For a random variable and real numbers and ,
Proof:
If . Thus,

62
Variance
Theorem. If are independent random variables and
, then

63
Variance
Example.
var N x N pq why Because they're
independent

64
Post-work for Lessons 5-6
• Complete homework assignment for Lessons 5-6: HW#3
Go to the online classroom for details.

65
To Prepare for the Next Lesson
• Read Chapter 4 in your online textbook:
https://www.probabilitycourse.com/chapter4/4_0_0_intro.php
• Complete the Pre-work for Lessons 7-9.
Visit the online classroom for details.

66

Discrete Random Variables

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Discrete Random Variables

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ECE 603

Probability and Random

© 2020 UMass Amherst Global. All rights reserved.

Chapter 3 © 2020 UMass Amherst Global. All rights reserved.

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We show random variables with capital letters .

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Example. T: Lifetime of a certain product:

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i.e., I can “list” the elements.

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Chapter 3 © 2020 UMass Amherst Global. All rights reserved.

Chapter 3 © 2020 UMass Amherst Global. All rights reserved.

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is called the probability mass function (PMF) of

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• Discrete Random Variable is countable, i.e.,

• Independent Random Variable

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Random experiment: consider a coin with Toss the coin repeatedly

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is the event that we observe heads in the first trials.

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Using binomial formula,

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is called the CDF of .

Example. In a family with three children, is the number of daughters. Find

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We know have PMFPDFCDF

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a) Find and plot the CDF of

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Definition. Let be a discrete random variable with range

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fix 12 9 XER range x oil

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In the previous example

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Proof: Here so using LOTUS we have

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The variance of a random variable , with mean , is defined as