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Module 3

The document discusses the concept of random variables, distinguishing between discrete and continuous random variables. It covers key topics such as probability mass functions (PMF), cumulative distribution functions (CDF), expected value, variance, and specific types of random variables including Bernoulli, Binomial, Poisson, Geometric, Uniform, Triangular, Exponential, and Normal random variables. The document is structured as a module for educational purposes at the University of Jordan for the first semester of 2025-2026.

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ahmadmadisafi9
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8 views52 pages

Module 3

The document discusses the concept of random variables, distinguishing between discrete and continuous random variables. It covers key topics such as probability mass functions (PMF), cumulative distribution functions (CDF), expected value, variance, and specific types of random variables including Bernoulli, Binomial, Poisson, Geometric, Uniform, Triangular, Exponential, and Normal random variables. The document is structured as a module for educational purposes at the University of Jordan for the first semester of 2025-2026.

Uploaded by

ahmadmadisafi9
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

STATISTICAL MODELS IN

SIMULATION
ABDULLAH IKHMIES
([Link]@[Link])
UNIVERSITY OF JORDAN
First Semester 2025 – 2026

1
The Random variable Concept
Discrete Random Variables
Continuous Random Variables

Welcome to Module 3

2
The Random variable Concept 
Discrete Random Variables
Continuous Random Variables

What is A Random Variable?

3
The Random variable Concept 
Discrete Random Variables
Continuous Random Variables

What is A Random Variable?


Probabilities on Random Variables

4
The Random variable Concept 
Discrete Random Variables
Continuous Random Variables

What is A Random Variable?


Probabilities on Random Variables

5
The Random variable Concept 
Discrete Random Variables
Continuous Random Variables

What is A Random Variable?


Probabilities on Random Variables
A Random Variable Example

6
The Random variable Concept 
Discrete Random Variables
Continuous Random Variables

What is A Random Variable?


Probabilities on Random Variables
A Random Variable Example
Discrete RVs vs. Continuous RVs

7
The Random variable Concept
Discrete Random Variables 
Continuous Random Variables

Discrete Random Variables


• PMF, CDF, Expected Value, and Variance

8
The Random variable Concept
Discrete Random Variables 
Continuous Random Variables

Discrete Random Variables


• PMF, CDF, Expected Value, and Variance
• A Discrete RV Example

9
The Random variable Concept
Discrete Random Variables 
Continuous Random Variables

Discrete Random Variables


• PMF, CDF, Expected Value, and Variance
• A Discrete RV Example
• Expectation of A Discrete Random
Variable

10
The Random variable Concept
Discrete Random Variables 
Continuous Random Variables

Discrete Random Variables


• PMF, CDF, Expected Value, and Variance
• A Discrete RV Example
• Expectation of A Discrete Random
Variable (Example)

11
The Random variable Concept
Discrete Random Variables 
Continuous Random Variables

Discrete Random Variables


• PMF, CDF, Expected Value, and Variance
• A Discrete RV Example
• Expectation of A Discrete Random
Variable (Example)
• Variance of A Discrete Random Variable

12
The Random variable Concept
Discrete Random Variables 
Continuous Random Variables

Discrete Random Variables


• PMF, CDF, Expected Value, and Variance
• A Discrete RV Example
• Expectation of A Discrete Random
Variable (Example)
• Variance of A Discrete Random Variable
(Example)

13
The Random variable Concept
Discrete Random Variables 
Continuous Random Variables

Discrete Random Variables


• PMF, CDF, Expected Value, and Variance
• A Discrete RV Example
• Expectation of A Discrete Random
Variable (Example)
• Variance of A Discrete Random Variable
(Example)
• Important Identities of Expectation and
Variance

14
The Random variable Concept
Discrete Random Variables 
Continuous Random Variables

Discrete Random Variables


• PMF, CDF, Expected Value, and Variance
• A Discrete RV Example
• Expectation of A Discrete Random
Variable (Example)
• Variance of A Discrete Random Variable
(Example)
• Important Identities of Expectation and
Variance >>>

15
The Random variable Concept
Discrete Random Variables 
Continuous Random Variables

Discrete Random Variables


The Bernoulli Random Variable

16
The Random variable Concept
Discrete Random Variables 
Continuous Random Variables

Discrete Random Variables


The Bernoulli Random Variable BRV
The Expectation and Variance of BRV

17
The Random variable Concept
Discrete Random Variables 
Continuous Random Variables

Discrete Random Variables


The Bernoulli Random Variable BRV
The Expectation and Variance of BRV
The Binomial Random Variable :BiRV

18
The Random variable Concept
Discrete Random Variables 
Continuous Random Variables

Discrete Random Variables


The Bernoulli Random Variable BRV
The Expectation and Variance of BRV
The Binomial Random Variable :BiRV
The Expectation of BiRV

19
The Random variable Concept
Discrete Random Variables 
Continuous Random Variables

Discrete Random Variables


The Bernoulli Random Variable BRV
The Expectation and Variance of BRV
The Binomial Random Variable :BiRV
The Expectation of BiRV
The Variance of BiRV

20
The Random variable Concept
Discrete Random Variables 
Continuous Random Variables

Discrete Random Variables


The Bernoulli Random Variable BRV
The Expectation and Variance of BRV
The Binomial Random Variable :BiRV
The Expectation of BiRV
The Variance of BiRV
Example

21
The Random variable Concept
Discrete Random Variables 
Continuous Random Variables

Discrete Random Variables


The Bernoulli Random Variable BRV
The Expectation and Variance of BRV
The Binomial Random Variable :BiRV
The Expectation of BiRV
The Variance of BiRV
Example
The Poisson Random Variable: PRV

22
The Random variable Concept
Discrete Random Variables 
Continuous Random Variables

Discrete Random Variables


The Bernoulli Random Variable BRV
The Expectation and Variance of BRV
The Binomial Random Variable :BiRV
The Expectation of BiRV
The Variance of BiRV
Example
The Poisson Random Variable: PRV
The Expectation and Variance

23
The Random variable Concept
Discrete Random Variables 
Continuous Random Variables

Discrete Random Variables


The Bernoulli Random Variable BRV
The Expectation and Variance of BRV
The Binomial Random Variable :BiRV
The Expectation of BiRV
The Variance of BiRV
Example
The Poisson Random Variable: PRV
The Expectation and Variance
Examples Where to apply

24
The Random variable Concept
Discrete Random Variables 
Continuous Random Variables

Discrete Random Variables


The Bernoulli Random Variable BRV
The Expectation and Variance of BRV
The Binomial Random Variable :BiRV
The Expectation of BiRV
The Variance of BiRV
Example
The Poisson Random Variable: PRV
The Expectation and Variance
Examples Where to apply
Example

25
The Random variable Concept
Discrete Random Variables 
Continuous Random Variables

Discrete Random Variables


The Bernoulli Random Variable BRV
The Expectation and Variance of BRV
The Binomial Random Variable :BiRV
The Expectation of BiRV
The Variance of BiRV
Example
The Poisson Random Variable: PRV
The Expectation and Variance
Examples Where to apply
Example
The Geometric Random Variable: GRV

26
The Random variable Concept
Discrete Random Variables 
Continuous Random Variables

Discrete Random Variables


The Bernoulli Random Variable BRV
The Expectation and Variance of BRV
The Binomial Random Variable :BiRV
The Expectation of BiRV
The Variance of BiRV
Example
The Poisson Random Variable: PRV
The Expectation and Variance
Examples Where to apply
Example
The Geometric Random Variable: GRV
The Expectation and Variance

27
The Random variable Concept
Discrete Random Variables 
Continuous Random Variables

Discrete Random Variables


The Bernoulli Random Variable BRV
The Expectation and Variance of BRV
The Binomial Random Variable :BiRV
The Expectation of BiRV
The Variance of BiRV
Example
The Poisson Random Variable: PRV
The Expectation and Variance
Examples Where to apply
Example
The Geometric Random Variable: GRV
The Expectation and Variance
Example

28
The Random variable Concept
Discrete Random Variables
Continuous Random Variables 

Continuous Random Variables


PDF, CDF, Exp. Value, & Variance

29
The Random variable Concept
Discrete Random Variables
Continuous Random Variables 

Continuous Random Variables


PDF, CDF, Exp. Value, & Variance
Important Properties of CRVs

30
The Random variable Concept
Discrete Random Variables
Continuous Random Variables 

Continuous Random Variables


PDF, CDF, Exp. Value, & Variance
Important Properties of CRVs

31
The Random variable Concept
Discrete Random Variables
Continuous Random Variables 

Continuous Random Variables


PDF, CDF, Exp. Value, & Variance
Important Properties of CRVs
CRV Example

32
The Random variable Concept
Discrete Random Variables
Continuous Random Variables 

Continuous Random Variables


PDF, CDF, Exp. Value, & Variance
Important Properties of CRVs
CRV Example

33
The Random variable Concept
Discrete Random Variables
Continuous Random Variables 

Continuous Random Variables


PDF, CDF, Exp. Value, & Variance
Important Properties of CRVs
CRV Example

34
The Random variable Concept
Discrete Random Variables
Continuous Random Variables 

Continuous Random Variables


PDF, CDF, Exp. Value, & Variance
Important Properties of CRVs
CRV Example
Exp. Value & Variance Example

35
The Random variable Concept
Discrete Random Variables
Continuous Random Variables 

Continuous Random Variables


PDF, CDF, Exp. Value, & Variance
Important Properties of CRVs
CRV Example
Exp. Value & Variance Example
Important Identities of EV & Var

36
The Random variable Concept
Discrete Random Variables
Continuous Random Variables 

Continuous Random Variables


PDF, CDF, Exp. Value, & Variance
The Uniform Random Variable

37
The Random variable Concept
Discrete Random Variables
Continuous Random Variables 

Continuous Random Variables


PDF, CDF, Exp. Value, & Variance
The Uniform Random Variable
The Exp. & Var of Uniform RV

38
The Random variable Concept
Discrete Random Variables
Continuous Random Variables 

Continuous Random Variables


PDF, CDF, Exp. Value, & Variance
The Uniform Random Variable
The Exp. & Var of Uniform RV
The Uniform RV: Example

39
The Random variable Concept
Discrete Random Variables
Continuous Random Variables 

Continuous Random Variables


PDF, CDF, Exp. Value, & Variance
The Uniform Random Variable
The Triangular Random Variable

40
The Random variable Concept
Discrete Random Variables
Continuous Random Variables 

Continuous Random Variables


PDF, CDF, Exp. Value, & Variance
The Uniform Random Variable
The Triangular Random Variable
The Exp & Var of Triangular RV

41
The Random variable Concept
Discrete Random Variables
Continuous Random Variables 

Continuous Random Variables


PDF, CDF, Exp. Value, & Variance
The Uniform Random Variable
The Triangular Random Variable
The Exp & Var of Triangular RV
The Triangular RV: Example

42
The Random variable Concept
Discrete Random Variables
Continuous Random Variables 

Continuous Random Variables


PDF, CDF, Exp. Value, & Variance
The Uniform Random Variable
The Triangular Random Variable
The Exponential Random Variable

43
The Random variable Concept
Discrete Random Variables
Continuous Random Variables 

Continuous Random Variables


PDF, CDF, Exp. Value, & Variance
The Uniform Random Variable
The Triangular Random Variable
The Exponential Random Variable
The Exp. & Var of Exponential RV

44
The Random variable Concept
Discrete Random Variables
Continuous Random Variables 

Continuous Random Variables


PDF, CDF, Exp. Value, & Variance
The Uniform Random Variable
The Triangular Random Variable
The Exponential Random Variable
The Exp. & Var of Exponential RV
The Exponential RV: Example

45
The Random variable Concept
Discrete Random Variables
Continuous Random Variables 

Continuous Random Variables


PDF, CDF, Exp. Value, & Variance
The Uniform Random Variable
The Triangular Random Variable
The Exponential Random Variable
The Exp. & Var of Exponential RV
The Exponential RV: Example
NOTES

46
The Random variable Concept
Discrete Random Variables
Continuous Random Variables 

Continuous Random Variables


PDF, CDF, Exp. Value, & Variance
The Uniform Random Variable
The Triangular Random Variable
The Exponential Random Variable
The Normal Random Variable

47
The Random variable Concept
Discrete Random Variables
Continuous Random Variables 

Continuous Random Variables


PDF, CDF, Exp. Value, & Variance
The Uniform Random Variable
The Triangular Random Variable
The Exponential Random Variable
The Normal Random Variable >>

48
The Random variable Concept
Discrete Random Variables
Continuous Random Variables 

Continuous Random Variables


PDF, CDF, Exp. Value, & Variance
The Uniform Random Variable
The Triangular Random Variable
The Exponential Random Variable
The Normal Random Variable
The Normal RV: Example

49
The Random variable Concept
Discrete Random Variables
Continuous Random Variables 

Continuous Random Variables


PDF, CDF, Exp. Value, & Variance
The Uniform Random Variable
The Triangular Random Variable
The Exponential Random Variable
The Normal Random Variable
The Normal RV: Example >>

50
The Random variable Concept
Discrete Random Variables
Continuous Random Variables 

Continuous Random Variables


PDF, CDF, Exp. Value, & Variance
The Uniform Random Variable
The Triangular Random Variable
The Exponential Random Variable
The Normal Random Variable
The Normal RV: Example >>>

51
The Random variable Concept
Discrete Random Variables
Continuous Random Variables 

Continuous Random Variables


PDF, CDF, Exp. Value, & Variance
The Uniform Random Variable
The Triangular Random Variable
The Exponential Random Variable
The Normal Random Variable
The Normal RV: Example >>>>

52

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