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Change of Discrete Random Variables

This document discusses the concept of change of random variable. It provides two examples: 1) If X is a binomial random variable, and we define a new random variable Y = 2X - 1, we can compute the probability mass function of Y by expressing it in terms of X and pushing the possible values of X forward through the function. 2) When multiple values of X map to the same value of Y, their probabilities "coalesce" or add together. For example, if X takes values -1, 0, 1 with probabilities 1/4, 1/2, 1/4, and Y = X^2, then Y takes values 0,1 but P(Y=0) =

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0% found this document useful (0 votes)
4 views14 pages

Change of Discrete Random Variables

This document discusses the concept of change of random variable. It provides two examples: 1) If X is a binomial random variable, and we define a new random variable Y = 2X - 1, we can compute the probability mass function of Y by expressing it in terms of X and pushing the possible values of X forward through the function. 2) When multiple values of X map to the same value of Y, their probabilities "coalesce" or add together. For example, if X takes values -1, 0, 1 with probabilities 1/4, 1/2, 1/4, and Y = X^2, then Y takes values 0,1 but P(Y=0) =

Uploaded by

SHIVOM KUNDU
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© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Lecture 9 : Change of discrete random variable

0/ 13
You have already seen (I hope) that whenever you have “variables” you need to
consider change of variables. Random variables are no different.
The notion of “change of random variable” is handled too briefly on page 112
and 115 (the meaning of the symbol h (X ) is not even defined in the text). This is
something I will test you on.
Example 1
!
1
Suppose X ∼ Bin 3, .
2
line graph

0 1 2 3
table
x 0 1 2 3
1 3 3 1 (b)
P (X = x )
8 8 8 8

1/ 13

Lecture 9 : Change of discrete random variable


Suppose we want to define a new random variable Y = 2X − 1.
How do we do it?
So how do we define P (Y = k )?
Answer - express Y in terms of X and compute so

P (Y = k ) = P (2X − 1 = k )
!
k +1
=P X = (*)
2

The right-hand site is the logical definition of the left-hand side.


But as is often the case in probability it is easier to pretend we know what
P (Y = k ) means already and then the last two steps are a computation.

2/ 13

Lecture 9 : Change of discrete random variable


So let’s compute the pmf of Y .
What are the possible values of Y ?
k +1
From (*) k is a possible value of Y ⇔ is a possible values of X .
2
 


 0 

 −1
k +1
 

 1 
 1
⇐⇒ = ⇐⇒ Y =
 
2 


 2 


 3
3 5

 

Note

possible value
possible value
of
of

3/ 13

Lecture 9 : Change of discrete random variable


So the possible values of Y are obtained by applying the function h (x ) = 2x − 1
to the possible values of X .
(note Y = f (X )).

0
1 1

2 3

3 5

possible values possible values


of of

Just “push forward” the values of X .

4/ 13

Lecture 9 : Change of discrete random variable


Now we have computed the possible values of Y we need to compute their
probabilities. Just repeat what we did

P (Y = −1) = P (2X − 1 = −1)


1
= P (X = 0) =
8
P (Y = 1) = P (2X − 1 = 1)
3
= P (X = 1) =
8
Similarly
3 1
P (Y = 3) = and P (Y = 5) =
8 8
y −1 1 3 5
1 3 3 1
P (Y = y )
8 8 8 8

5/ 13

Lecture 9 : Change of discrete random variable


1 3 3 1
So we have the “same probabilities” as before namely , , , it is just then
8 8 8 8
are pushed-forward to new locations

0 1 2 3 1 3 5

6/ 13

Lecture 9 : Change of discrete random variable


Example 2 (Probabilities can “coalesce”)
There is one tricky point. Several different possible values of X can push-forward
to the same values of Y . We now give an example.
Suppose X has pmf

0 1
That is
1 1 1
P (X = −1) = , P (X = 0) = , P (X = 1) =
4 2 4
We will make the change of variable Y = X 2 . So what happens when we push
forward the three values −1, 0, 1 by h (x ) = x 2 .
We get only the two values 0 and 1.
h (x )
−1 −−−→ 1
0 −−−→ 0
1 −−−→ 1

7/ 13

Lecture 9 : Change of discrete random variable


What happens with the corresponding probabilities

1
P (Y = 0) = P (X 2 = 0) = P (X = 0) =
2
But

P (Y = 1) = P (X 2 = 1) = P (X = 1 or X = −1)
= P ((X = 1) ∪ (X − 1))
= P (X = 1) + P (X = −1)
1 1 1
= + =
4 4 2

8/ 13

Lecture 9 : Change of discrete random variable


So we set
y 0 1
1 1
P (Y = y )
2 2
So,

0 1 0 1

1
Think of two masses (probabilities) of mass , one at −1, and one at !
4
1
coalescing into a combined mass of at 0.
2

9/ 13

Lecture 9 : Change of discrete random variable


The Expected Value Formula
If h (x ) in the transformation law Y = h (X ) is complicated it can be very hard to
explicitly compute the pmf of Y . Amazingly we can compute the expected value
E (Y ) using the old proof pX (x ) of X according to

Theorem 3

X X
E (h (X )) = h (x )pX (x ) = h (x )P (X = x )
possible possible values
values of X of X

10/ 13

Lecture 9 : Change of discrete random variable


We will illustrate this with the pmf ’s of Example 1.
First we compute E (Y ) using the definition of E (Y ).

y −1 1 3 5
(])
P (Y = y ) 18 3
8
3
8
1
8

X
E (Y ) = y P (Y = y )
possible value
of Y
! ! ! !
1 3 3 1
= (−1) + (1) + (3) + (5)
8 8 8 8
−1 + 3 + 9 + 5
=
8
16
= =2
8

11/ 13

Lecture 9 : Change of discrete random variable


Notice to do the previous computations we needed the table (]) which we
computed five pages ago.
Now we use the Theorem.
So now we use that Y is a function of the random variable X and use the proof
of X from the table on page 1.

x 0 1 2 3
1 3 3 1 (b)
P (X = x ) 8 8 8 8

X
E (X ) = h (x )P (X = x )
possible values
of X
X
= (2x − 1)P (X = x )
x =0,1,2,3
! ! ! !
1 3 5 3
= (−1) + (1) + (3) + (5) =2
8 8 8 8

12/ 13

Lecture 9 : Change of discrete random variable


The most common change of variable is linear Y = aX + b so we will give
formulas to show how expected value and variance behave under such a
change.
Theorem

(i) E (aX + b ) = aE (X ) + b
(ii) V (aX + b ) = a 2 V (X )
(so V (−X ) = V (X ))

13/ 13

Lecture 9 : Change of discrete random variable

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