The document explains the concept of random variables and their distributions, detailing definitions, types, and examples. It distinguishes between discrete and continuous random variables, outlining their probability functions and cumulative distribution functions (CDFs). Additionally, it includes specific examples and problems related to the probability distributions of random variables.
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.
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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.)
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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.
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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}
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2.2 Distributions ofRandom 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
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Types of RandomVariables
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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
Example
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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.
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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.
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2.4 Continuous distribution
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Forany continuous random variable, X, there exists a nonnegative function f(x), called
the probability density function (p.d.f) .
Problem
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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:
𝇇
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)
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15.
Find the CDFof 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
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)
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20.
Problem
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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).