7/22/2014

What is a Random Variable?

Online Review Course of Undergraduate Probability and Statistics
Review Lecture 7 Discrete Random Variables
Random Variable: a real-valued function of the outcomes of the experim
Chris A. Mack
Adjunct Associate Professor
Our probabilistic model assigns probabilities to events , which are collec
Events, outcomes, and sample spaces are represented mathematically by sets
In science , we want models that deal with numbers
n IR (maps sample space onto the real numbers)
Chr Mock. 2014

Course Website : /scientist/statistics/ review.html

.;hrisMock 2014

What is a Random Variable? Random Variable Examples

Formally, Examples of random variables
The number of heads in a sequence of 12 coin tosses
Let w E !l , X(w) =x , x E IR\ The sum of two rolls of a die
Example The number of coin tosses until the first head is obtained
The money won or lost in a particular game of chance
n = {all UT students}, x = height of randomly The time required for a text message to travel from sender to receiver
selected student Discrete and continuous RVs are handled separately
Discrete versus Continuous random variable Similar but slightly different mathematics
Option 1: round height measurement to the nearest cm. Result = discrete RV
Option 2: measure height with infinite precision. Result = continuous RV.
Chr Mock. 2014
' r ll> Mac 2014

Bernoulli Random Variable

Probability Mass Function (PMF) Consider a coin toss that produces a head (success) with probability p

For a discrete random variable _ {1 if head s ( success)

PMF of x --Px (x) = IP(X = x ) X - O if tails (f ailure)
Ex: Let X = sum of two six-sided dice
0.20
k = { pif k = 1
Px( )1- p if k = 0
0.15 Note:

0.10
L Px ( k ) =
Used to model many binary-outcome experiments
- Bernoulli trial: p = constant , each trial is independent

I I 11
O.O
0.00 1
S 1 3 4 5 6 7 8 9 10 11 12
all k
k =- sum of two dice 1 r Mack, 2014

I rI
:hrisMack, 2014

1
 7/22/2014

Geometric Distribution
How many coin tosses are required before the first head (success) comes up?
Let X = number of tosses to get the first head
Px (k) = (1- p) k -1p

Called the Geometric Distribution

Chr Mock. 2014

Poisson Distribution Functions of RVs

Functions of random variables are random variables
• Consider the Binomial distribution when n »k
Given X and Px(x), and y = g(x), what is Pv (y)?
• More specifically, let n -7 = while keeping
np = A, = constant

n) p k ( l - -
Ak
Px ( k ) = Jim k
n--.oo ( pr -kk !=

• Called the Poisson Distribution x lg (x) =y

- Ex: For a solution of concentration C, how many
molecules are in a volume V.
(For x and y discrete RVs)
- Ans: Poisson with A, = CV
' r ll> Mac 2014 10
vi r Mack, 2014

Cumulative Distribution Function Review #7: What have we learned?

Define "random variable"
• Discrete random variables are characterized by Explain the difference between discrete and continuous random variables
their PMF (probability mass function) What is the probability mass function?
Px ( x) = IP(X = x ) L
all x
Px ( x) = 1
What is a Bernoulli trial (and what assumptions apply)?
Can you explain the binomial , geometric , and Poisson distributions?
Define "cumulative distribution function"

• We define the Cumulative Distribution Function

(GDF) of the random variable x as

Fx ( x) = IP (X :::; x) = L
all k<>x
Px ( k )
:hrisMock, 2014 1 r Mack, 2014 12