Probability and Statistics

Lecture 8

Random Variables

Course Instructor: Abbas Khan

Engr. Abbas Khan Random Variable

Probability Random Variable

Random Variable
Random Variable: A variable “X” that has a value to each
outcome of a procedure which is determined by chance.
A random variable is a number whose value is determined
by the outcome of an experiment.
• Technically a function whose domain is the sample
space and whose range is set of real numbers.
• Usually denoted by capital letters: X,Y etc.

Two different broad classes of random variables:

1. A continuous random variable can take any value in an
interval or collection of intervals.
2. A discrete random variable can take one of a countable list
of distinct values.

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Probability Distribution
Probability Distribution is a table listing all outcomes of an
experiment and the probability associated with each outcome.

Probability distribution of a discrete random variable is called

discrete probability distribution and that of a continuous random
variable is called continuous probability distribution.

Discrete probability distributions are represented by formula, in a

tabular form or graphically by a histogram.

Continuous probability distributions are represented by formula, in

a tabular form or graphically by a continuous curve.

E nEgnr .g rA. bAbba bs aK

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Probability Random Variable

Discrete Random Variable

Discrete Variable: A random variable that assumes countable values
is called a discrete random variable.

A discrete variable can assume only finite or countable number of

values (usually a whole number).

The probability of a single d.r.v. is ϬчW;yͿчϭ.

The sum of the probabilities of a d.r.v. is always equal to 1.

6Ɖ;džͿсϭ

Examples of Discrete Random Variables are number of heads you

can get or number of persons that will be present in the class today
etc.
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Mean, Variance and Standard Deviation of D.R.V:

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Probability Random Variable

Discrete Random Variable : Example 1

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 Probability Random Variable

Discrete Random Variable : Example 1

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Probability Random Variable

Discrete Random Variable : Example 1

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Discrete Random Variable : Example

p 1

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Probability Random Variable

Discrete Random Variable : Example 1

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Discrete Random Variable : Example 2

Example: Suppose 3 fair coins are tossed. Find the probability
distribution for number of heads:

Solution:

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Probability Random Variable

Discrete Random Variable : Example 2

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Discrete Random Variable : Example 3

Solution: Probability Distribution

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Probability Random Variable

Discrete Random Variable : Example 3

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Continuous Random Variable

Continuous Variable: A random variable that assumes infinite range
of value is called a continuous random variable.

A continuous variable usually assumes some interval of real

numbers.

A continuous random variable usually involves measurement.

The probability of a single c.r.v. is ϬчW;yͿчϭ.

The integral of the probabilities of a c.r.v. is always equal to 1.

f
³ f(x) dx 1
f

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Probability Random Variable

Frequency
q y and Probability
y Distribution

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Probability Distribution

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