Random Variables

Dr Shakeel Ahamad
Random Variable
• A random variable in statistics is a function that assigns a real
value to an outcome in the sample space of a random
experiment.
Random Variable
• In other words, random variables are used to quantify outcomes
of a random occurrence, and therefore, can take on many values.
• Random variables can have specific values or any value in a
range.
• For example, the letter X may be designated to represent the sum of the
resulting numbers after 2 dice are rolled.

• In this case, X could be 2 (1 + 1), 12 (6 + 6), or somewhere between 2 and 12,

since the highest number of a die is 6 and the lowest number is 1.
Example: Three Toss of a coin
Cont..
• A random variable is different from an algebraic variable. The variable in an algebraic
equation is an unknown value that can be calculated.
• The equation 10 + x = 13 shows that we can calculate the specific value for x which is
3.
• On the other hand, a random variable has a set of values, and any of those values
could be the resulting outcome as seen in the example of the dice above.
Types of Random Variables
• Discrete Random Variables
• Continuous Random Variables
Discrete Random Variables
• Discrete random variables take on a countable
number of distinct values.
• Consider an experiment where a coin is tossed three times. If X
represents the number of times that the coin comes up heads,
• then X is a discrete random variable that can only have the values
0, 1, 2, or 3 (from no heads in three successive coin tosses to all
heads).
• No other value is possible for X.
Continuous Random Variables
• Continuous random variables can represent any
value within a specified range or interval and can
take on an infinite number of possible values.
• An example of a continuous random variable would be an
experiment that involves measuring the amount of rainfall in a
city over a year or the average height of a random group of 25
people.
• if Y represents the random variable for the average height of a
random group of 25 people, you will find that the resulting
outcome is a continuous figure since height may be 5 ft or 5.01 ft
or 5.0001 ft. Clearly, there is an infinite number of possible values
for height.
Probability Distributions
• A probability distribution is a list of all of the possible outcomes of a
random variable along with their corresponding probability values.
• we define probability distribution as how all the possible probabilities of any
event are allocated over the distinct values for an unexpected variable.
• Two functions are used to describe the Probability Distribution of the
function which includes,
• Probability Mass Function and
• Probability Distribution Function.
• There are various types of probability distribution, which are Binomial
Distribution, Bernoulli Distribution, Normal Distribution, and Geometric
Distribution.
Cont..
• Let X= The outcomes of rolling a fair six-sided die.
• Each outcome (1, 2, 3, 4, 5, or 6) has an equal probability of
occurring, which is , or approximately 0.167. The table
summarizes this information as follows:
Example: Letting X denote the random variable
that is defined as the sum of two fair dice, then
Find the probability distribution
Problem with Distribution?
• When the number of possible outcomes in a random experiment
is very large or infinite, it becomes impractical to list all the
outcomes and their probabilities in a table.

• Example — Height of people, Rolling 100 dice together.

Cont..
• In such cases, we can use mathematical functions to describe
the relationship between the outcomes and their probabilities.
• A probability distribution function (PDF) is a mathematical
function that describes the probability of obtaining different
values of a random variable in a particular probability distribution

y=f(x)
where, y represents the probability

• Hence, it's called probability distribution function.

Why are Probability Distributions important?
• Gives an idea about the shape/distribution of the data. And if our
data follows a famous distribution then we automatically know a
lot about the data.
• A note on Parameters
• Parameters in probability distributions are numerical values that
determine the shape, location, and scale of the distribution.
• Different probability distributions have different sets of
parameters that determine their shape and characteristics, and
understanding these parameters is essential in statistical
analysis and inference.
Cont..
There are 2 Type of probability distribution function
1. Probability Mass function (PMF)
2. Probability Density function (PDF)
Probability Mass Function (PMF)
• A probability mass function (PMF) is a function that describes the
probability distribution of a discrete random variable. It gives the
probability of a particular outcome occurring.
• A Discrete probability distribution is used when the possible
outcomes of a random variable are countable and distinct.
• The probability of each possible outcome is represented by a
probability mass function (PMF), which assigns a probability to
each value of the random variable.
• Examples of discrete probability distributions include the binomial
distribution, the Poisson distribution, and the geometric distribution.
Probability Mass Function (PMF)
• For example, let’s say we have a fair six-sided die. The PMF for this
die would give us the probability of rolling each number from 1 to
6. Since the die is fair, each outcome has an equal probability of
1/6. So, the PMF would be:

• This tells us that the probability of rolling a 1 is 1/6, the probability

of rolling a 2 is 1/6, and so on. The sum of all the probabilities in
the PMF should always equal 1,and probability should be greater
than or equal to 0
Properties of PMF
• Each probability mass function satisfies the following two
conditions:

• The PMF assigns a non-negative probability to each possible outcome.

Mathematically, for any value ,
( = )≥0.

• The sum of the probabilities for all possible outcomes must equal 1. For a
discrete random variable with possible values 1, 2,…, ,
we have:
Example
Solution
Cumulative Distribution Function(CDF) of PMF

• The cumulative distribution function (CDF) denoted by F(x)

describes the probability that a random variable X with a given
probability distribution will be found at a value less than or equal
to
From CDF to PMF
• The PMF ( ) can be derived from the CDF by taking the difference
between successive values of the CDF:
Example:

Calculate the CDF F(x).

Verify the PMF from the CDF
Expectation and Variance (Discrete RV)
• The expected value (or mean) of a discrete random variable is
calculated using the PMF:

• The variance of X is calculated as

• These properties are fundamental when working with discrete

random variables and their probability distributions.
Example
• There are different types of probability mass functions (PMFs)
based on the characteristics of the random variable they represent.
Here are some common types:
• Bernoulli PMF
• Binomial PMF
• Poisson PMF etc..
• These are just a few examples of PMFs, and there are many other
types that represent different types of random variables and
distributions.
Probability Density Function (PDF)
• A probability density function (PDF) is a function that describes
the probability distribution of a continuous random variable.
• Probability Density Functions (PDFs) are used for continuous
random variables because unlike discrete random variables,
they have an infinite number of possible outcomes within a given
range.
• The probability of a continuous random variable taking on a
specific value is zero since there are infinitely many possible
values it could take. Instead, we use the concept of probability
density, which is a measure of how likely it is for the variable to fall
within a certain range of values.
• For example, the height of people is a continuous random variable, and
its PDF would give the probability of a person’s height falling within a
particular range of values.
Probability Density Function (PDF)
• To find the probability that a continuous random variable takes on
a value within a certain range, we integrate the PDF over that
range. The area under the PDF curve between two points on the x-
axis gives the probability that the variable takes on a value within
that range.
• So, the probability of a continuous random variable taking on a
specific value is essentially zero, but the probability that it falls
within a certain range can be calculated using the PDF.
• In contrast, for discrete random variables, we use Probability
Mass Functions (PMFs) to assign probabilities to each possible
outcome since there are only a finite number of possible
outcomes. We can find the probability of a discrete random
variable taking on a specific value by looking up the value in the
PMF.
Cont..
• Probability density functions and probability mass functions are
essential tools in probability theory and statistics, as they allow us to
make predictions and draw inferences about the behavior of random
variables.
• By using these functions, we can calculate the mean, variance, and
other statistical measures of a random variable, which can be used to
make decisions and solve problems in various fields, such as finance,
engineering, and science.
Famous Probability density function
• Normal Distribution
• Poisson Distribution
• Exponential Distribution
Expectation and Variance For Continuous RV
• Expectation (Mean) of a Continuous Random Variable
Expectation and Variance For Continuous RV
• Variance of a Continuous Random Variable
Example
Properties of Expectation

4.
Properties of Varience
Cumulative Distribution Function (CDF) Of PDF

This integral accumulates the probabilities up to the point x, giving the

cumulative probability.
Relationship Between PDF and CDF
Calculate CDF F(X).
Summary
A PDF is used for continuous random variables like heights, weights, and
temperatures, while a PMF is used for discrete random variables like the
number of cars a person owns, the number of children in a family, or the
number of heads obtained when flipping a coin.

The probability of a continuous random variable taking on a specific value is

zero since there are infinitely many possible values it could take. Instead, we
use the concept of probability density, which is a measure of how likely it is for
the variable to fall within a certain range of values.

To find the probability that a continuous random variable takes on a value

within a certain range, we integrate the PDF over that range. The area under the
PDF curve between two points on the x-axis gives the probability that the
variable takes on a value within that range. So, the probability of a continuous
random variable taking on a specific value is essentially zero, but the
probability that it falls within a certain range can be calculated using the PDF.
Summary
In contrast, for discrete random variables, we use Probability Mass
Functions (PMFs) to assign probabilities to each possible outcome
since there are only a finite number of possible outcomes. We can
find the probability of a discrete random variable taking on a specific
value by looking up the value in the PMF.

we use PDFs for continuous random variables because they allow us to

calculate the probability of the variable falling within a certain range of values,
whereas PMFs are used for discrete random variables to assign probabilities to
each possible outcome.