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Univariate Random Variables Formulas

The document provides a consolidated overview of univariate random variables, including definitions and formulas for both discrete and continuous random variables. It covers key concepts such as Probability Mass Function (PMF), Probability Density Function (PDF), expected value, variance, and cumulative distribution functions (CDF). Additionally, it highlights the properties distinguishing discrete and continuous random variables.

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semone.pillay94
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36 views2 pages

Univariate Random Variables Formulas

The document provides a consolidated overview of univariate random variables, including definitions and formulas for both discrete and continuous random variables. It covers key concepts such as Probability Mass Function (PMF), Probability Density Function (PDF), expected value, variance, and cumulative distribution functions (CDF). Additionally, it highlights the properties distinguishing discrete and continuous random variables.

Uploaded by

semone.pillay94
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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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Download as PDF, TXT or read online on Scribd

8/12/25, 12:52 AM Job fit analysis

Here’s a consolidated list of the formulas and calculations from Unit 4 – Univariate Random
Variables:

1. Random Variables & Distribution Functions


Definition: A random variable X assigns a real number to each outcome ω of a random
experiment.
Notation: X(ω) or X , with Y , Z as other possible variables.
Types: Discrete and Continuous.

2. Discrete Random Variables


Definition: Takes on a finite or countably infinite set of values.
Probability Mass Function (PMF):

P (X = x) = f (x) where ∑ f (x) = 1


Expected Value (Mean):

E(X) = ∑ xi P (X = xi )
​ ​

Variance:

Var(X) = ∑[xi − E(X)]2 P (X = xi )


​ ​

Cumulative Distribution Function (CDF):

F (x) = P (X ≤ x) = ∑ P (X = t) ​

t≤x

3. Continuous Random Variables


Definition: Takes on an infinite number of values in an interval.
Probability Density Function (PDF):
∞
f (x) ≥ 0, ∫ ​ f (x)dx = 1
−∞
Probability in Interval:

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8/12/25, 12:52 AM Job fit analysis
b
P (a ≤ X ≤ b) = ∫ ​ f (x)dx
a
Expected Value:
∞
E(X) = ∫ ​ xf (x)dx
−∞
Variance:
∞
Var(X) = ∫ [x − E(X)]2 f (x)dx
​

−∞
CDF:
x
F (x) = ∫ ​ f (t)dt
−∞

4. Key Properties
Discrete: Countable outcomes, PMF sums to 1.
Continuous: Infinite outcomes, probabilities from areas under PDF.
CDF: Non-decreasing, 0 ≤ F (x) ≤ 1, approaches 0 as x → −∞ and 1 as x → ∞.

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