Discrete Random Variable
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poddarsandeep063Discrete Random Variable
Uploaded by
poddarsandeep063Prof.
Jyotsna Singh
Division of ECE, NSUT
Concept of Random Variable, Probability mass
function and Probability density function,
Examples of random variables. The Binomial, Poisson,
Normal, Geometric, Gamma, Uniform Random
Variables and their Properties, Function of one Random
Variable,
TOTAL LECTURES : 10
Definition
A random variable is a numerical quantity that is generated
by a random experiment.
Experiment Number X Possible Values of X
Sum of the number of 2, 3, 4, 5, 6, 7, 8, 9, 10,
Roll two fair dice
dots on the top faces 11, 12
Flip a fair coin Number of tosses until
1, 2, 3,4, …
repeatedly the coin lands heads
Measure the voltage at
Voltage measured 118 ≤ x ≤ 122
an electrical outlet
Operate a light bulb Time until the bulb
0≤x<∞
until it burns out burns out
A random variable is called discrete if it has either a finite
or a countable number of possible values.
A random variable is called continuous if its possible values
contain a whole interval of numbers.
Recall that the probability P{X = i} has a natural
interpretation as the fraction of repeated
experiments in which the random variable X takes
the value i.
This does not necessarily give us an immediate
indication of how large X typically is.
In many cases, we would like to know how large X
is “on average,” that is, what is the average value of
X over many repeated experiments?
Definition
The mean (also called the expected value) of a discrete random
variable X is the number
μ=E(X)=Σx P(x)
The mean of a random variable may be interpreted as the average of
the values assumed by the random variable in repeated trials of the
experiment.
Eg : Find the mean of the discrete random variable X whose
probability distribution is
x −2 1 2 3.5
P(x) 0.21 0.34 0.24 0.21
Solution:
The formula in the definition gives
μ=Σx P(x)=(−2)⋅0.21+(1)⋅0.34+(2)⋅0.24+(3.5)⋅0.21=1.135
Central Moment Around Zero
(Central Moment Around the Average) : Let X be a real
The variance measures the dispersion of the values of the
variable around its mean.
The term (X - E(X))2 is the square of the distance from X to
E(X) and therefore, E(X - E(X))2 represents the average of
the squares of the distances of each value from X to E(X).
If a random variable has a small variance, the possible values
of X will be very close to the mean, while if X has large
variance, then the values of X tend to be far away from the
mean.
The variance of a random variable X is a measure of how spread out it is.
Are the values of X clustered tightly around their mean, or can we commonly
observe values of X a long way from the mean value?
The variance measures how far the values of X are from their mean, on
average.
Variance is the mean squared deviation of a random variable from its own mean.
If X has high variance, we can observe values of X a long way from the mean.
If X has low variance, the values of X tend to be clustered tightly around then
mean value.
Definition
The variance, σ2, of a discrete random variable X is the number
σ2=Σ(x−μ)2 P(x)
which by algebra is equivalent to the formula
σ2=[Σx2 P(x)]−μ2
Definition
The standard deviation, σ, of a discrete random variable X is the square root of
its variance, hence is given by the formulas
x P ( x) [ x 2 P ( x)] 2
2
The variance and standard deviation of a discrete random
variable X may be interpreted as measures of the variability of the
values assumed by the random variable in repeated trials of the
experiment.
Associated to each possible value x of a discrete random
variable X is the probability P(x) that X will take the value x in
one trial of the experiment.
Definition
The discrete probability density function (PDF) of a discrete random
variable X can be represented in a table, graph, or formula, and
provides the probabilities P(X = x) for all possible values of x.
The probabilities in the probability distribution of a random
variable X must satisfy the following two conditions:
1. Each probability P(x) must be between 0 and 1: 0≤P(x)≤1.
2. The sum of all the probabilities is 1: ΣP(x)=1.
A fair coin is tossed twice. Let X be the number of heads that are
observed.
a. Construct the probability distribution of X.
b. Find the probability that at least one head is observed.
Solution:
a. The possible values that X can take are 0, 1, and 2.
Each of these numbers corresponds to an event in the sample space
S={hh,ht,th,tt}
of equally likely outcomes for this experiment:
X = 0 to {tt}, X = 1 to {ht,th}, and X = 2 to {hh}.
The probability of each of these events, hence of the corresponding
value of X, can be found simply by counting, to give
x 0 1 2
P(x) 0.25 0.50 0.25
This table is the probability distribution of X.
“At least one head” is the event X ≥ 1, which is the union
of the mutually exclusive events X = 1 and X = 2. Thus
P(X≥1)=P(1)+P(2)=0.50+0.25=0.75
A histogram that graphically illustrates the probability
distribution is given in
Figure 2.1 "Probability Distribution for Tossing a Fair Coin Twice".
A pair of fair dice is rolled. Let X denote the sum of
the number of dots on the top faces.
a. Construct the probability distribution of X.
b. Find P (X ≥ 9).
c. Find the probability that X takes an even
value. 11 12 13 14 15 16
Solution: 21 22 23 24 25 26
The sample space of equally 31 32 33 34 35 36
likely outcomes is 41 42 43 44 45 46
The possible values for X are the numbers 2 51 52 53 54 55 56
through 12. 61 62 63 64 65 66
X = 2 is the event {11}, so P(2)=1∕36.
X = 3 is the event {12,21}, so P(3)=2∕36.
Continuing this way we obtain the table
This table is the probability x 2 3 4 5 6 7 8 9 10 11 12
distribution of X. P(x) 1 2 3 4 5 6 5 4 3 2 1
36 36 36 36 36 36 36 36 36 36 36
b. The event X ≥ 9 is the union of the mutually exclusive
events X = 9, X = 10, X = 11, and X = 12. Thus
P(X≥9)=P(9)+P(10)+P(11)+P(12)=4/36+3/36+2/36+1/36=0.27
c. Note that X takes six different even values but only five
different odd values. We compute
P(X is even)=P(2)+P(4)+P(6)+P(8)+P(10)+P(12)
=1/36+3/36+5/36+5/36+3/36+1/36=18/36=0. 5
A histogram that graphically illustrates the probability
distribution is given in
Figure 2.2 "Probability Distribution for Tossing Two Fair Dice“.
Let X be a random variable with cdf FX(x). For a<b, we can
consider the following events:
C= ''X≤a''
D= ''a<X≤b''
E= ''X≤b''.
Then C and D are mutually exclusive, and their union is the
event E. By the third axiom of probability, this tells us that
Pr(E) =Pr(C)+Pr(D)
⟹Pr(X≤b)==Pr(X≤a)+Pr(a<X≤b)
⟹ Pr(a<X≤b) =Pr(X≤b)−Pr(X≤a)
⟹ Pr(a<X≤b)=FX(b)−Fx(a)
The cumulative distribution function gives you the cumulative
probability associated with a function.
With a table, the frequency is the amount of times a particular number or
item happens. The cumulative frequency is the total counts up to a certain
number:
The cumulative distribution function works in the same way, except with probability.
The yellow area represents the probability of a dog being above 11 pounds.
The cumulative distribution function FX(x) of a random
variable X has three important properties:
1. The cumulative distribution function FX(x) is a non-decreasing
function. This follows directly from the result we have just derived:
For a<b, we have
Pr(a<X≤b)≥0
⟹ FX(b)−FX(a)≥0
⟹ FX(a)≤FX(b).Pr(a<X≤b)≥0
⟹ FX(b)−FX(a)≥0
⟹ FX(a)≤FX(b).
2. As x→−∞, the value of FX(x) approaches 0 (or equals 0). That
is, limx→−∞FX(x)=0. This follows in part from the fact
that Pr(Φ)=0.
3. As x→∞, the value of FX(x) approaches 1.
That is, limx→∞FX(x)=1. This follows in part from the fact
that Pr(E)=1.
As x→−∞, the value of FX(x) approaches 0 (or equals 0).
i.e. limx→−∞FX(x)=0.
This follows in part from the fact that P(∅)=0.
As x→∞, the value of FX(x) approaches 1 (or equals 1).
i.e. limx→∞FX(x)=1.
This follows in part from the fact that P(E)=1.
The random variables are classified according to their distribution
function.
If the distribution function Fx of the random variable X is a step
function, then it is said that X is a discrete random variable.
If Fx is an absolutely continuous function, then it is said that X is a
continuous random variable.
if Fx can be expressed as a linear combination of a step function and a
continuous function, then it is said that X is a mixed random variable.
DISCRETE RANDOM VARIABLES
Let X, Y and Z be random variables whose distribution functions are
respectively:
