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Types of Random Variables Explained

A random variable is a function that assigns real numbers to outcomes in a probability experiment. Discrete random variables take on countable distinct values, exemplified by the number of heads in coin tosses, while continuous random variables take values in intervals, such as the lifetime of a light bulb modeled by an exponential distribution.

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18 views2 pages

Types of Random Variables Explained

A random variable is a function that assigns real numbers to outcomes in a probability experiment. Discrete random variables take on countable distinct values, exemplified by the number of heads in coin tosses, while continuous random variables take values in intervals, such as the lifetime of a light bulb modeled by an exponential distribution.

Uploaded by

adnanhasanmahidu
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd

Random Variable Types

Define Random Variable, Discrete random variable and


Continuous Random Variable with one example each.

Random Variable
A random variable X is a function that assigns a real number to each outcome in a
probability experiment’s sample space. In other words, it “quantifies” the outcomes of a
random process.

Example: Let X be the number shown when you roll a fair six‑sided die. Then X maps
each face {1, 2, 3, 4, 5, 6} to the corresponding number.

Discrete Random Variable


A discrete random variable takes on a countable set of distinct values (finite or infinite). We
describe its distribution via a probability mass function (PMF)

pX (x) = P (X = x).
​

Example: Let Y be the number of heads in three tosses of a fair coin. Then

3 2 1
Y ∈ {0, 1, 2, 3}, pY (2) = P (Y = 2) = ( )( 12 ) ( 12 ) = 38 .
2
​ ​ ​ ​ ​

Continuous Random Variable


A continuous random variable takes values in an interval (or union of intervals) on the real
line. We describe its distribution via a probability density function (PDF) fX (x), and ​

probabilities are given by integrals:

b
P (a ≤ X ≤ b) = ∫ ​ fX (x) dx.
​

Example: Let Z be the lifetime (in hours) of a particular light bulb, modeled as an
exponential random variable with rate λ > 0. Its PDF is

fZ (z) = λe−λz ,
​ z ≥ 0.

1/2
For instance, if λ = 0.1, then
10
P (Z ≤ 10) = ∫ ​ 0.1 e−0.1z dz = 1 − e−1 ≈ 0.632.
0

2/2

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