Problem Set: Random Variables
# 1: For a single die roll the 6 point sample space is
{(1), (2), (3), (4), (5), (6)}
The random variable X that returns the numerical result of the die roll is
simply X((i)) = i. Explicitly:
X((1)) = 1
X((2)) = 2
X((3)) = 3
X((4)) = 4
X((5)) = 5
X((6)) = 6
For 2 die rolls, the 36 space sample space was displayed in an earlier lecture,
and consists of all ordered pairs (i, j) with 1 ≤ i, j ≤ 6. The random variable
equal to the sum of the 2 die rolls may be written explicitly on this sample
space as
X((i, j)) = i + j
# 2: The sample space for tossing a coin 4 times consists of all 4-tuples of
heads (H) and tails (T ):
S = {(H, H, H, H), (T, H, H, H), (H, T, H, H), (H, H, T, H),
(H, H, H, T ), (T, T, H, H), (T, H, T, H), (T, H, H, T ),
(H, T, T, H), (H, T, H, T ), (H, H, T, T ), (T, T, T, H),
(T, T, H, T ), (T, H, T, T ), (H, T, T, T ), (T, T, T, T ), }
If X is the number of heads then, as a function on the sample space, it simply
1
returns the number of heads. Explicitly:
X((H, H, H, H)) = 4
X((T, H, H, H)) = 3
X((H, T, H, H)) = 3
X((H, H, T, H)) = 3
X((H, H, H, T )) = 3
X((T, T, H, H)) = 2
X((T, H, T, H)) = 2
X((T, H, H, T )) = 2
X((H, T, T, H)) = 2
X((H, T, H, T )) = 2
X((H, H, T, T )) = 2
X((T, T, T, H)) = 1
X((T, T, H, T )) = 1
X((T, H, T, T )) = 1
X((H, T, T, T )) = 1
X((T, T, T, T )) = 0
We have seen that for fair coin tossing the resulting probability distribution
will be the uniform or equally weighted distribution which assigns a proba-
1
bility of #S to every point in the sample space where #S is the size of the
sample space. For this sample space we see that #S = 16, so the probability
1
assigns 16 to every 4-tuple in S. It follows that the probability distribution
of X will be
#{tuples with k heads}
P(X = k) =
16
2
We may explicitly read off the distribution of X from these results:
1
P(X = 0) = = 0.0625
16
4
P(X = 1) = = 0.25
16
6
P(X = 2) = = 0.375
16
4
P(X = 3) = = 0.25
16
1
P(X = 4) = = 0.0625
16
The distribution is plotted here:
1.0
0.8
0.6
0.4
0.2
0.0 0 1 2 3 4
If the coin is biased with a probability of heads of p we have seen that the
distribution of X will be
4 k
P(X = k) = p (1 − p)4−k
k
3
For the proposed scenario with p = 0.65 the resulting probabilities are
P(X = 0) = (0.35)4 = 0.015
P(X = 1) = 4(0.65)(0.35)3 = 0.111
P(X = 2) = 6(0.65)2 (0.35)2 = 0.311
P(X = 3) = 4(0.65)3 )(0.35) = 0.384
P(X = 4) = (0.65)4 = 0.179
Here is the plot:
1.0
0.8
0.6
0.4
0.2
0.0 0 1 2 3 4
# 3: For any real interval I = [a, b] we denote its length by
|I| = b − a
So, for any subinterval I ⊂ [−1, 1] we have
P(I) = c|I|
for some constant of proportionality c. Since the total probablility must be
4
1, we have
P([−1, 1]) = 1
=⇒ c|[−1, 1]| = 1
=⇒ c · 2 = 1
1
=⇒ c =
2
Thus for any interval [a, b] ⊂ [−1, 1] we have
1 b−a
P([a, b]) = |[a, b]| =
2 2
To verify additivity, we note from this that
0 − (−1)
P([−1, 0]) =
2
1
=
2
1−0
P([0, 1]) =
2
1
=
2
We thus have
P([−1, 1]) = 1
1 1
= +
2 2
= P([−1, 0]) + P([0, 1])
thus verifying additivity in this special case.