Scribd
Upload
14 views11 pages

Understanding Random Variables and PDFs

The document outlines the concepts of random variables, distinguishing between discrete and continuous types. It explains the probability density function (PDF) for continuous random variables and provides examples of both types, including the probability distribution function for tossing coins. Additionally, it lists properties that a probability distribution function must satisfy.

Uploaded by

Swathi Sundari S Assistant Professor
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
14 views11 pages

Understanding Random Variables and PDFs

The document outlines the concepts of random variables, distinguishing between discrete and continuous types. It explains the probability density function (PDF) for continuous random variables and provides examples of both types, including the probability distribution function for tossing coins. Additionally, it lists properties that a probability distribution function must satisfy.

Uploaded by

Swathi Sundari S Assistant Professor
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

RANDOM VARIABLES

LEARNING OBJECTIVES

Continuous Probability
Random
Random Distribution
Variables Types of RV
Variable & Function
(RV)
Example (PDF)
Types of Random
Variables
Types of Random Variables
Discrete Random Variable – it is a set of possible outcomes
that is countable or finite.
Ex : [Link] defective chairs produced in a factory.

Continuous Random Variable – it is a set of possible


outcomes on a continuous scale. These values are typically real
numbers, and the range can be either bounded or unbounded.
Ex : Heights, Weights and Temperatures.
Continuous Random Variable
Example:
Time: The time it takes to complete a task or event, like running a marathon, is a
continuous random variable. For instance, a marathon might be completed in 3 hours, 2
minutes, and 47.5 seconds.
Distance: The distance between two points can vary continuously. For example, the
distance someone runs can be 5.123 kilometers, 5.1234 kilometers, etc.
Probability Density
Function (PDF)
Probability Density Function
◊ Let X be continuous random variable in R.
◊ The function 𝑓(𝑥) is called the probability density function (p.d.f)
of the continuous random variable X such that
∞
𝑓 𝑥 ≥0∀𝑥 ∈𝑅 and −∞
𝑓 𝑥 𝑑𝑥 = 1
Probability Distribution Function
Example: If two coins were tossed, then the random variable is assigned
that the [Link] heads in it. Since, P(H) = ½ and P(T) = ½ .
Sample Random
Probability P(x)
Space Variable (x)
HH 2 P(HH) = P({2}) = ¼
HT 1
P(1 head) = P({1}) = ½
TH 1
TT 0 P (no head) = P({0}) = ¼
Probability Distribution Function
Example: If two coins were tossed, then the random variable is assigned
that the [Link] heads in it. Since, P(H) = ½ and P(T) = ½.
Sample Random Total =
Probability P(x) 1 1 1
Space Variable (x) 𝑃𝑖 = + + = 𝟏
4 2 4
HH 2 P(2 heads) = P({2}) = ¼
HT 1
P(1 head) = P({1}) = ½
TH 1
TT 0 P (no head) = P({0}) = ¼
Properties of a Probability Distribution Function
The function 𝑃(𝑋 = 𝑥) is a probability function of a discrete
random variable X if, for each possible values x, we have:
1) 𝑃(𝑥)  0
2) 0 ≤ 𝑃(𝑥) ≤ 1
3) 𝑖0 𝑃(𝑋𝑖 = 𝑥𝑖 ) = 𝑃𝑖 = 1
For the previous example, we have:
RV(𝑥𝑖 ) 0 1 2 Total ( 𝑃𝑖 )
𝑃(𝑋𝑖 = 𝑥𝑖 ) ¼ ½ ¼ 1

You might also like