Random Variable and Probability Distribution

Jaydeep Paul

Department of CSE, University of Kalyani

1
Random Variable

ˆ Random Variable: It is a variable X, whose values are deter-

mined by random experiment.

2
Random Variable

ˆ Random Variable: It is a variable X, whose values are deter-

mined by random experiment.
ˆ A random variable is also called a Stochastic Variable or a Vari-
ate.

2
Random Variable

ˆ Random Variable: It is a variable X, whose values are deter-

mined by random experiment.
ˆ A random variable is also called a Stochastic Variable or a Vari-
ate.
ˆ If there are finite number of values of a variate, we call it a
discrete variable

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Random Variable

ˆ Random Variable: It is a variable X, whose values are deter-

mined by random experiment.
ˆ A random variable is also called a Stochastic Variable or a Vari-
ate.
ˆ If there are finite number of values of a variate, we call it a
discrete variable
ˆ If there are infinite number of values of a variate, we call it a
continuous variable

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Discrete Probability Distribution

ˆ Suppose there is a discrete random variable X. Discrete Prob-

ability Distribution is a table or a formula that lists the prob-
ability values for each outcome of the random experiment.

3
Discrete Probability Distribution

ˆ Suppose there is a discrete random variable X. Discrete Prob-

ability Distribution is a table or a formula that lists the prob-
ability values for each outcome of the random experiment.
ˆ We denote probability value of the random variable X in the
following fashion:

3
Discrete Probability Distribution

ˆ Suppose there is a discrete random variable X. Discrete Prob-

ability Distribution is a table or a formula that lists the prob-
ability values for each outcome of the random experiment.
ˆ We denote probability value of the random variable X in the
following fashion:
ˆ If xi is a value of X, then we write the corresponding probability
value as P(X = xi ) or p(xi ) or pi for i=1,2,.....

3
Discrete Probability Distribution

ˆ Suppose there is a discrete random variable X. Discrete Prob-

ability Distribution is a table or a formula that lists the prob-
ability values for each outcome of the random experiment.
ˆ We denote probability value of the random variable X in the
following fashion:
ˆ If xi is a value of X, then we write the corresponding probability
value as P(X = xi ) or p(xi ) or pi for i=1,2,.....
ˆ p(xi ) ≥ 0

3
Discrete Probability Distribution

ˆ Suppose there is a discrete random variable X. Discrete Prob-

ability Distribution is a table or a formula that lists the prob-
ability values for each outcome of the random experiment.
ˆ We denote probability value of the random variable X in the
following fashion:
ˆ If xi is a value of X, then we write the corresponding probability
value as P(X = xi ) or p(xi ) or pi for i=1,2,.....
ˆ p(xi ) ≥ 0
ˆ
P
p(xi ) = 1

3
Discrete Probability Distribution

ˆ Suppose there is a discrete random variable X. Discrete Prob-

ability Distribution is a table or a formula that lists the prob-
ability values for each outcome of the random experiment.
ˆ We denote probability value of the random variable X in the
following fashion:
ˆ If xi is a value of X, then we write the corresponding probability
value as P(X = xi ) or p(xi ) or pi for i=1,2,.....
ˆ p(xi ) ≥ 0
ˆ
P
p(xi ) = 1
ˆ Cumulative Distribution Function or simply Distribution
x
P
Function is F (x) = F (X ≤ x) = p(xi )
i=1

3
Discrete Probability Distribution

ˆ Suppose there is a discrete random variable X. Discrete Prob-

ability Distribution is a table or a formula that lists the prob-
ability values for each outcome of the random experiment.
ˆ We denote probability value of the random variable X in the
following fashion:
ˆ If xi is a value of X, then we write the corresponding probability
value as P(X = xi ) or p(xi ) or pi for i=1,2,.....
ˆ p(xi ) ≥ 0
ˆ
P
p(xi ) = 1
ˆ Cumulative Distribution Function or simply Distribution
x
P
Function is F (x) = F (X ≤ x) = p(xi )
i=1
ˆ It is also called probability mass function
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Continuous Probability Distribution

ˆ For a continuous random variable X, Continuous Probability

Distribution is the formula that is defined by a function f (x)
such that the probability for a small interval dx is defined as
f (x)dx

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Continuous Probability Distribution

ˆ For a continuous random variable X, Continuous Probability

Distribution is the formula that is defined by a function f (x)
such that the probability for a small interval dx is defined as
f (x)dx
R∞
ˆ f (x) is always positive and −∞ f (x)dx = 1

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Continuous Probability Distribution

ˆ For a continuous random variable X, Continuous Probability

Distribution is the formula that is defined by a function f (x)
such that the probability for a small interval dx is defined as
f (x)dx
R∞
ˆ f (x) is always positive and −∞ f (x)dx = 1
ˆ f (x) is called probability curve and the distribution is also called
probability density function.

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Continuous Probability Distribution

ˆ For a continuous random variable X, Continuous Probability

Distribution is the formula that is defined by a function f (x)
such that the probability for a small interval dx is defined as
f (x)dx
R∞
ˆ f (x) is always positive and −∞ f (x)dx = 1
ˆ f (x) is called probability curve and the distribution is also called
probability density function.
ˆ Distribution Function is defined as F (x) = F (X ≤ x) =
Rx
−∞ f (x)dx

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Some Formula

ˆ Expectation (E(X)) is the mean value of probability distribu-

tion and it is defined as

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Some Formula

ˆ Expectation (E(X)) is the mean value of probability distribu-

tion and it is defined as
ˆ Discrete:
P
xi f (xi )
i
R∞
ˆ Continuous: −∞ xf (x)

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Some Formula

ˆ Expectation (E(X)) is the mean value of probability distribu-

tion and it is defined as
ˆ Discrete:
P
xi f (xi )
i
R∞
ˆ Continuous: −∞ xf (x)
ˆ Variance (σ 2 ) is defined as

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Some Formula

ˆ Expectation (E(X)) is the mean value of probability distribu-

tion and it is defined as
ˆ Discrete:
P
xi f (xi )
i
R∞
ˆ Continuous: −∞ xf (x)
ˆ Variance (σ 2 ) is defined as
ˆ Discrete: (xi − µ)2 f (xi ) = xi2 f (xi ) − µ2
P P
i R i
∞
ˆ Continuous: −∞ (x − µ)2 f (x)
ˆ Standard Deviation is σ