Random Variables and
Distributions
Prepared by : Hussein Zayed
Supervisor : Gamal Farouk
2.1 Random Variables
General definition
A variable whose value is unknown or with a variable value by chance, it is not
fixed to a specific value.
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Statistical definition
A random variable X is a function that associates each element in the sample
space with a real number (i.e., X : S R.)
Example
A balanced coin is tossed three times, then the sample space consists of eight
possible outcomes. Let X the random variable for the number of heads observed.
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Sample space ( 2^3) = {HHH,HHT,HTH,HTT,THT,THH,TTH,TTT}
Let X = {0,1,2,3}
X=0 ~ {TTT}
X=1 ~ {HTT , THT , TTH}
X=2 ~ {HHT , HTH , THH}
X=3 ~ {HHH}
2.2 Distributions of Random Variables
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If X is a random variable, then the distribution of X is the collection of probabilities
P(X ∈ B) for all subsets B of the real numbers.
P(X=0) = ⅛ P(X=1) = ⅜ P(X=2) = ⅜ P(X=3) = ⅛
Sample point (outcomes) Assigned Numerical Value (x) P( X=x )
TTT 0 1/8
THT , TTH , TTH 1 3/8
HHT , HTH , THH 2 3/8
HHH 3 1/8
Types of Random Variables
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A random variable X is called a discrete random variable if its set of possible
values is countable .
A random variable X is called a continuous random variable if it can take values
on a continuous scale or range.
Discrete x = 5
Continuous 1<=x<5
2.3 Discrete Distributions
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A discrete random variable X assumes each of its values with a certain probability
Example
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Experiment: tossing a non-balance coin 2 times independently.
Sample space: S={HH, HT, TH, TT}
Suppose: P(H)=1/2 P(T) P(H)=1/3 P(T)=⅔
Let X= number of heads
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The possible values of X with their probabilities a
The function f(x)=P(X=x) is called the probability function (probability distribution)
of the discrete random variable X.
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Discrete distributions include:
▸ Binomial
▸ Degenerate
▸ Poisson
▸ Geo-metric
▸ Hypergeometric
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2.4 Continuous distribution
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For any continuous random variable, X, there exists a nonnegative function f(x), called
the probability density function (p.d.f) .
Remember
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Problem
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Suppose that the error in the reaction temperature, in C, for a controlled laboratory experiment is a
continuous random variable X having the following probability density function:
𝇇
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The cumulative distribution function (CDF), F(x), of a discrete random variable X
with the probability function f(x) is given by:
2.5 Cumulative distribution function
(CDF)
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Find the CDF of the random variable X with the probability function:
Example
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X 0 1 2
F(x) 10/28 15/28 3/28
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The cumulative distribution function (CDF), F(x), of a continuous random
variable X with probability density function f(x) is given by:
2.5 Cumulative distribution function
(CDF)
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Problem
20
Suppose that the error in the reaction temperature, in C, for a controlled laboratory experiment is a
continuous random variable X having the following probability density function:
𝇇
1.Find the CDF
2.Using the CDF, find P(0<X<=1).
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Team Presentation
23
Hussein zayed
Pre-Mag student
Gamal Farouk
Supervisor
24
THANKS!
Any questions?
You can find me at:
▸ @husseinzayed11
▸ husseinzayed51@gmail.com

Random Variables and Distributions

  • 1.
    Random Variables and Distributions Preparedby : Hussein Zayed Supervisor : Gamal Farouk
  • 2.
    2.1 Random Variables Generaldefinition A variable whose value is unknown or with a variable value by chance, it is not fixed to a specific value. 2 Statistical definition A random variable X is a function that associates each element in the sample space with a real number (i.e., X : S R.)
  • 3.
    Example A balanced coinis tossed three times, then the sample space consists of eight possible outcomes. Let X the random variable for the number of heads observed. 3 Sample space ( 2^3) = {HHH,HHT,HTH,HTT,THT,THH,TTH,TTT} Let X = {0,1,2,3} X=0 ~ {TTT} X=1 ~ {HTT , THT , TTH} X=2 ~ {HHT , HTH , THH} X=3 ~ {HHH}
  • 4.
    2.2 Distributions ofRandom Variables 4 If X is a random variable, then the distribution of X is the collection of probabilities P(X ∈ B) for all subsets B of the real numbers. P(X=0) = ⅛ P(X=1) = ⅜ P(X=2) = ⅜ P(X=3) = ⅛ Sample point (outcomes) Assigned Numerical Value (x) P( X=x ) TTT 0 1/8 THT , TTH , TTH 1 3/8 HHT , HTH , THH 2 3/8 HHH 3 1/8
  • 5.
    Types of RandomVariables 5 A random variable X is called a discrete random variable if its set of possible values is countable . A random variable X is called a continuous random variable if it can take values on a continuous scale or range. Discrete x = 5 Continuous 1<=x<5
  • 6.
    2.3 Discrete Distributions 6 Adiscrete random variable X assumes each of its values with a certain probability
  • 7.
    Example 7 Experiment: tossing anon-balance coin 2 times independently. Sample space: S={HH, HT, TH, TT} Suppose: P(H)=1/2 P(T) P(H)=1/3 P(T)=⅔ Let X= number of heads
  • 8.
    8 The possible valuesof X with their probabilities a The function f(x)=P(X=x) is called the probability function (probability distribution) of the discrete random variable X. 8
  • 9.
    Discrete distributions include: ▸Binomial ▸ Degenerate ▸ Poisson ▸ Geo-metric ▸ Hypergeometric 9
  • 10.
    2.4 Continuous distribution 10 Forany continuous random variable, X, there exists a nonnegative function f(x), called the probability density function (p.d.f) .
  • 11.
  • 12.
    Problem 12 Suppose that theerror in the reaction temperature, in C, for a controlled laboratory experiment is a continuous random variable X having the following probability density function: 𝇇
  • 13.
  • 14.
    The cumulative distributionfunction (CDF), F(x), of a discrete random variable X with the probability function f(x) is given by: 2.5 Cumulative distribution function (CDF) 14
  • 15.
    Find the CDFof the random variable X with the probability function: Example 15 X 0 1 2 F(x) 10/28 15/28 3/28
  • 16.
  • 17.
  • 18.
  • 19.
    The cumulative distributionfunction (CDF), F(x), of a continuous random variable X with probability density function f(x) is given by: 2.5 Cumulative distribution function (CDF) 19
  • 20.
    Problem 20 Suppose that theerror in the reaction temperature, in C, for a controlled laboratory experiment is a continuous random variable X having the following probability density function: 𝇇 1.Find the CDF 2.Using the CDF, find P(0<X<=1).
  • 21.
  • 22.
  • 23.
    Team Presentation 23 Hussein zayed Pre-Magstudent Gamal Farouk Supervisor
  • 24.
    24 THANKS! Any questions? You canfind me at: ▸ @husseinzayed11 ▸ [email protected]