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You are on page 1of 21

RANDOM VARIABLES

Random Variables

36

The probability models describe the random variables.

EXAMPLES

Amount of rainfall in India next month

Salary offered to a PGPX passout

Random Variables

37

The probability models describe the random variables.

EXAMPLES

Amount of rainfall in India next month

Salary offered to a PGPX passout

38

All examples that we are going to look at in this class are

numbers of something:

Number of earthquakes in Japan in one year

Number of errors in each page of a text book

Number of heads in 1000 coin tosses

39

Formal Description

Value (x)

Probability (p(x))

p(2)

Total

p(1)

Values can, of course, be any other set of integers.

Distribution function

40

Example

p(1) = 0.1, p(2) = 0.2 and p(5) = 0.7.

What is the distribution function?

41

Expectation

probabilities p(x1), p(x2), , p(xn) is given by the

weighted average

E(X) xip(xi ).

n

i 1

Examples

42

respectively. The packets cost Rs.10 each. However,

sometimes, (with 0.2 probability,) there is a sale when

the packets are sold at Rs.8 per pack, when I buy 10

packs. What is my expected cost?

43

then

E(aX) = aE(X), E(b+X) = b+E(X).

E.g. If $1 = Rs. a, then if expected salary of a PGPX passout

in US$ is $E(X), in Rs. it is Rs.aE(X). Then again, if everyone

is paid a joining bonus $b, salary is $(b+aE(X)).

2. If X and Y are two random variables, then

E(X+Y) = E(X) + E(Y).

E.g. Expected sum of salary of two friends is sum of their

expectations.

44

Variance

For a discrete random variable X, variance is given by

the expectation

V(X) (xi - E(X)) p(xi ) xi2p(xi ) E(X)2

n

i1

i 1

45

then

V(aX) = a2V(X), V(b+X) = V(X).

2. If X and Y are two independent random variables, then

V(X+Y) = V(X) + V(Y).

Otherwise there will be a cross-term. Lets not bother about

that.

46

distribution of number of occurrences of what I want?

Examples:

Probability distribution of the number of double heads in

24 throws of two fair dice.

Probability distribution of number of children out of 100

randomly chosen kids of age 10 who have dropped out of

school.

47

probabilities.

We get to define success!

A binomial random variable is the number of successes

(or failures) in a fixed number of independent Bernoulli

trials.

48

Binomial(n,p)

X = number of success

n x

n x

P(X=x) = p (1 p) , x = 0, 1, 2, ..., n

x

E(X) = np

Var(X) = np(1-p)

p.m.f.

EXCEL: BINOMDIST(x,n,p,TRUE/FALSE)

c.d.f.

Example

49

Example

50

over trials.

What is the probability distribution of the number of hits to the

yellow part in 10 trials?

What is the probability that yellow is not hit in any of the 10

attempts? What is the probability that at least 3 hits were

successful?

Additive Property

X+Y~Bin(n+m, p).

0.1).

Try 5 more times. Number of

hits now has distribution Bin(15,

0.1).

Note: p has to be the same,

and independence is needed.

51

Poisson Distribution

Used to model rare events

52

e

P(X=x) =

x

x!

x = 0, 1, 2, ...

E(X) = , Var(X) =

EXCEL: POISSON(x,,TRUE/FALSE)

Example

53

What is the probability that there are at least two errors in the

first 50 pages of the book? Assume a Poisson distribution.

Additive Property

54

X+Y~Poisson(1+2).

Example

55

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