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A random variable is
typically represented by an uppercase letter, usually X, while its corresponding lowercase letter in this
case, x, is used to represent one of its values.
X: Random Variable
x: RV’s values
A discrete random variable can only take a finite (countable) number of distinct values. The values are
exact and can be represented by nonnegative whole numbers.
A continuous random variable can assume an infinite number of values in an interval between two
specific values. These values are often resulting of measurements.
Discrete probability distribution: a table showing all the possible values of discrete random variable
together with their corresponding probabilities.
Properties:
1. Each of the probabilities, P(x) has a value which range from O through 1.
2. The sum of the probabilities P(x1) + P(x1) + P(x1) + … + P(xn) = EP(x) = 1
The mean of a discrete random variable X is also called expected value of X. It is the weighted average
of all the values that the random variable X would assumes in the long run.
PROBABILITY DISTRIBUTIONS OF DISCRETE RANDOM VARIABLES
Rather than look at the probability of just one value of X, we find the probability of each of the possible
values of X. We call this assignment of a probability to each value of a discrete random variable a
probability distribution.
Probability Distribution
1. The sum of the probabilities of all the events in the sample must equal to 1; that is ∑𝑃𝑋=1
2. The probability of each event in the sample space must be between or equal to 0 and 1. That is
0≤𝑃(𝑋)≤1
Skewness: The measure of symmetry or asymmetry of the probability distribution of a random variable
Normal Distribution: a continuous probability distribution that describes data that cluster around the
mean. It is continuous, symmetric, bell-shaped curve distribution of a variable. It measured central
tendency, that is the mean, median and mode are identical.
The graph of the associated probability density function is bell-shaped, with peak at the mean
Properties:
Normal Distribution
Gaussian Distribution
Gaussian Function
History
Gaussian Distribution