Probability & Statistics, Discrete Random Variables, RL 2.1.1

Probability & Statistics,
Discrete Random Variables,

RL 2.1.1
BITS Pilani Dr. Mayank Goel
Department of Mathematics
K K Birla Goa Campus
BITS Pilani, K K Birla Goa Campus

Recorded Lecture – 2.1.1.
Random Variables:
• Random variables-motivation, definition and examples.
• Types of random variables.
• Probability density function - discrete case.
• Cumulative distribution function.
Probability & Statistics (MATH F113) BITS Pilani, K K Birla Goa Campus
Random Variable - Motivation
• Outcomes of a random experiment can be either numbers or

it can be a non numeric sample points also.
• Often we are only interested in a number summarizing the

outcome.
• Let’s consider an example of tossing a coin three times, then

sample space, S is defined as
S  {HHH , HHT , HTH , THH , TTH , THT , HTT , TTT }
Motivation Cont’d
• Suppose we are only interested in number of heads obtained
in each outcome.
• In short, we may want to assign a number to each outcome.
• In the above example if X represents the total number of

heads obtained, then
X {HHH }  3, X {HHT }  2, X {THH }  2,

X {HTH }  2, X {HTT }  1, X {THT }  1,
X {TTH }  1, X {TTT }  0.
4
Definition
A random variable X on a sample space S is a function

X : S  RX  R that assign a real number X ( s) to each
sample point s  S .
• Random variable depends upon random outcomes, so it

is called as “random variable” and not just a variable.
• Random variable is often denoted by a upper case and

the lower case is used to represent its observations, e.g.
in previous example:
5
X : total number of heads, and x= 0,1,2,3
Example
Lets consider a game; a dice is rolled, if the score is 1 or 2,
player A gives player B $1, if the score is 5 or 6, player B
gives player A $1.
Suppose, we are interested in the gain of player A, then we

define
X: gain of player A
x = -1,0,1, with
X (1)  X (2)  1, X (3)  X ( 4)  0, X (5)  X (6)  1
Example
We can see that X is a function from sample space
S  {1, 2,3, 4,5,6} to RX  {1,0,1}  R.
Types of Random Variables
Random variables can be either discrete or continuous
type.
Discrete random variables can only take finite or countable

infinite values.
Continuous random variables takes infinite values.
Example-Discrete Random
Variables
Experiment Random Variable Possible Values

Make 100 sales calls Total number of sales 0,1,2,…,100
Inspect 80 radios Total number of 0,1,2,…,80
defective radios
Answer 35 questions Total number of 0,1,2,…,35
correct answers
Count phone calls at Total number of 0,1,2,…
call center between phone calls between
8:00 AM to 8:00 PM 8:00 AM to 8:00 PM
Example-Continuous Random
Variables
In all the following random variables we have infinitely
many possible observations.
Experiment Random Variable
Measure height of Height.
100 people
Measure electrical Life in hours.
component life
Measure time Inter arrival time.
between arrivals
Measure size of Size of apple.
apples in fruit market
10
Discrete Random Variables
11
Probability Density Function
(pdf)
Probability density function of a discrete random variable is
a table or formula that specifies the probability
associated with each possible value the random variable
can assume.
Mathematically, if X is a random variable with pdf f , then

f ( x)  P( X  x)
Probability density function is also known as probability

mass function (pmf) but same is not true in continuous
case. 12
Necessary and Sufficient
Condition for pdf
Necessary and sufficient condition for f to be a pdf of X is
• f ( x)  0 for all x  RX .
•  x X
f ( x)  1.
13
Example
Drawing two balls with replacement from a basket
containing 12 red, 4 blue and 4 green balls.
Suppose, X is defined as; X: total number of red balls

obtained, then
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Example Cont’d
x f (x)
0 0.16
1 0.48
2 0.36
15
Plotting pdf
f(x)
.48
.36
.16
.00 x
0 1 2
16
Cumulative Distribution
Function (cdf)
If X is a discrete random variable, the function given by
F ( x)  P( X  x)   f (i ) for    x  
i x
Where f (i ) is the value of the pmf of X at i, is called the

cumulative distribution function (cdf) of X.
cdf is commonly denoted by an upper case while pdf is

denoted by the lower case.
17
Example
Distribution function of total number of heads obtained in

three tosses of a balanced coin:
18
Graph of the Distribution function
F(x)
1 .
7/8 .
4/8 .
1/8 . x
0 1 2 3
Mayank Goel
BITS Pilani, K K Birla Goa Campus
Cdf Cont’d
• The cdf is defined not only for the values taken by the
given random variable, but for all real numbers. So,
4
F (1.8)  and F (6)  1.
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• F ()  0, F ()  1.
• If a  b , then F (a)  F (b) for any real numbers a and

b , hence F is non decreasing function.
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Probability & Statistics,

Discrete Random Variables,

BITS Pilani, K K Birla Goa Campus

• Random variables-motivation, definition and examples.

• Types of random variables.

• Probability density function - discrete case.

• Cumulative distribution function.

• Outcomes of a random experiment can be either numbers or

• Often we are only interested in a number summarizing the

• Let’s consider an example of tossing a coin three times, then

S  {HHH , HHT , HTH , THH , TTH , THT , HTT , TTT }

• In short, we may want to assign a number to each outcome.

• In the above example if X represents the total number of

X {HHH }  3, X {HHT }  2, X {THH }  2,

A random variable X on a sample space S is a function

• Random variable depends upon random outcomes, so it

• Random variable is often denoted by a upper case and

Suppose, we are interested in the gain of player A, then we

Discrete random variables can only take finite or countable

Continuous random variables takes infinite values.

Experiment Random Variable Possible Values

Mathematically, if X is a random variable with pdf f , then

Probability density function is also known as probability

Suppose, X is defined as; X: total number of red balls

Where f (i ) is the value of the pmf of X at i, is called the

cdf is commonly denoted by an upper case while pdf is

Distribution function of total number of heads obtained in

• If a  b , then F (a)  F (b) for any real numbers a and

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