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Special Random Variables Overview

Chapter 5 covers special random variables, including discrete (Bernoulli, Binomial, Poisson, Hypergeometric) and continuous (Uniform, Normal, Exponential) types, along with their probability mass functions (PMFs), probability density functions (PDFs), means, and variances. It also provides computational notes for calculating distribution functions and interpreting graphs. Key takeaways include understanding PMFs/PDFs, computing cumulative distribution functions (CDFs), and using visual intuition to compare distributions.

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10 views9 pages

Special Random Variables Overview

Chapter 5 covers special random variables, including discrete (Bernoulli, Binomial, Poisson, Hypergeometric) and continuous (Uniform, Normal, Exponential) types, along with their probability mass functions (PMFs), probability density functions (PDFs), means, and variances. It also provides computational notes for calculating distribution functions and interpreting graphs. Key takeaways include understanding PMFs/PDFs, computing cumulative distribution functions (CDFs), and using visual intuition to compare distributions.

Uploaded by

syedazadarhussain5121472
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Chapter 5: Special Random

Variables
Probability & Statistics 4 concise reference for undergraduates and instructors. This
chapter surveys discrete and continuous random variables you must know: Bernoulli,
Binomial, Poisson, Hypergeometric, Uniform, Normal, and Exponential (with the Poisson
process).
Overview 4 What we'll cover
01 02

Discrete families Continuous families


Bernoulli, Binomial, Poisson, Uniform, Normal, Exponential 4
Hypergeometric 4 PMFs, PDFs, moments, and characteristic
parameters, means, variances, and properties (e.g., memoryless, z-
examples. scores).

03

Computational notes
How to compute distribution functions and interpret graphs for
assignments and exams.
Bernoulli & Binomial: Definitions

Bernoulli (X ~ Bernoulli(p)) Binomial (X ~ Bin(n,p))

Single trial with two outcomes: Number of successes in n


success (probability p) or independent Bernoulli trials. PMF:
failure (12p). PMF: P (X = 1) = p

P (X = x) = ( )px (1 2
, P (X = 0) = 1 2 p. n
x
p)n2x
Use Bernoulli for a
single trial (coin toss, x = 0, ..., n.
one pass/fail).
Example: number of heads in 10 fair coin
tosses (n = 10, p = 0.5).
Bernoulli & Binomial: Moments and
quick comparisons

1 2

Mean Variance
Bernoulli: ¿ = p. Bernoulli: Ã 2 = p(1 2 p).
Binomial: Ã 2 = np(1 2 p).
Binomial: ¿ = np.

When to use which


Bernoulli = single trial. Binomial = sum of independent Bernoulli
trials with same p.
Computing the Binomial CDF
To compute P (X f x) for X > Bin(n, p): sum PMF from k = 0 to x or use cumulative functions in calculators/software. For
large n, use normal approximation with continuity correction.

4.5

1.5

k P(X=k)

Example values shown for Bin(10, 0.3). Use cumulative sums for P (X f x).
Poisson Random Variable

Definition & PMF

For rate » > 0, X > Poisson(») counts events in fixed interval.


e2» »k
PMF: P (X = k) = k!
, k = 0, 1, 2, ...

Mean = Variance = ».

Poisson arises as limit of Bin(n, p) when n ³ >, p ³ 0, with np ³ ».


Poisson: Computation & Graph
Use the PMF directly or cumulative tables. For sums over disjoint
intervals add rates: Poisson processes are additive.

Example: arrivals per hour with » = 3. P (X g 1) = 1 2 e23 .


Continuous distributions: Uniform, Normal, Exponential

Uniform(a, b) Normal(¼, Ã 2 ) Exponential(»)


1
PDF: f (x) = b2a for a f x f b PDF: PDF: »e2»x for x g 0
a+b 1
Mean = 2 1 2 (x2¼)
2 Mean = »

(b2a)2
f (x) = e 2Ã2
Variance = 12 Ã 2Ã Variance = 1
»2

Use for modeling complete ignorance Standard normal Z = X2¼


. Memoryless:
Ã
over an interval. P (X > s + t # X > s) = P (X > t).
Use Central Limit Theorem for
sums/averages.
Key takeaways & next steps

Understand PMFs/PDFs Compute CDFs Visual intuition


Be able to write and interpret Practice cumulative sums, use Use graphs to compare shapes
formulas, compute means and software for large n, and apply (skewness, spread) 4 e.g.,
variances, and explain assumptions normal approximations with ³
Binomial Normal when n large;
(independence, replacement). continuity correction when Poisson when events rare.
appropriate.

Suggested exercises: compute Binomial probabilities for coin experiments, derive Poisson limit from Binomial, compare Hypergeometric vs Binomial on
small populations, and simulate exponential interarrival times.

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