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Intro to Random Variables in Stochastic Processes

This chapter introduces the concept of a random variable, which assigns a numerical value to each possible outcome of a random phenomenon. A random variable can be defined by experiments with multiple outcomes and assigns a value to each outcome. For example, a coin flip experiment has outcomes of heads or tails, and random variables can be defined as X=1 for heads and X=0 for tails. The set of all possible values of a random variable is called its range.

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21 views20 pages

Intro to Random Variables in Stochastic Processes

This chapter introduces the concept of a random variable, which assigns a numerical value to each possible outcome of a random phenomenon. A random variable can be defined by experiments with multiple outcomes and assigns a value to each outcome. For example, a coin flip experiment has outcomes of heads or tails, and random variables can be defined as X=1 for heads and X=0 for tails. The set of all possible values of a random variable is called its range.

Uploaded by

曾惟
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
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Probability and Stochastic Processes

A Friendly Introduction for Electrical and Computer Engineers



Roy D. Yates David J. Goodman

Chapter 3
A function relates an
input to an output.
jfhong.CN112@[Link]
CN112A/B_20170919_ID#4
X(s) R

outcome
What is a random variable?
value

the first flip is a Head? 1


outcome Random Variable X
1
0
HH 0
HT
value
TH
2
TT
Random Variable Y 1
the number of Heads 0
What is a random
variable?
Assign numbers to
the outcomes.
Random Variable
R.V.
Capital letter,
e.g., X, Y, Z, N, K, V
X(s), Y(s), Z(s),
The Set of possible values of
X: SX , i.e., the range of X
X(s)

s
value

1
outcome Random Variable X
1
0
HH 0
HT
value
TH
2
TT
Random Variable Y 1
0
3.2

Let K be the event that it contains two rejected ICs


in the experiment. Write down the event.

jfhong.CN112@[Link]
CN112A/B_20170919_ID#5
3.2
What is a random variable?

outocome value value

Random
aaaaaa Variable 6 30
R
aaaaar N 5 18
R = 12N - 42
aaaara 5 18
: : :

R is also a Random
Variable!
Random Variable X
outcome value
{ X=0 } = {TT}
HH 2
HT 1 { X=1 } = {HT, TH}
TH 0
TT

P[X=1] = P[{HT, TH}] = 1/2


P[X=2] = P[{HH}] = 1/4
jfhong.CN112@[Link]
CN112A/B_20170919_ID#6
P[X=0] = P[{TT}] = 1/4
P[X=3] = P[] = 0
3.2

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