Scribd Logo
Upload

Welcome to Scribd!

  • Unit 1

    Uploaded by

    Melroy Pereira
    7 views23 pages

    Original Title

    unit 1

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document

    Copyright:

    © All Rights Reserved
    Download as PDF or read online from Scribd
    Flag for inappropriate content
    7 views23 pages

    Unit 1

    Uploaded by

    Melroy Pereira

    Copyright:

    © All Rights Reserved
    Download as PDF or read online from Scribd
    Flag for inappropriate content
    of 23
    64 THE CONCEPT OF A RANDOM VARIABLE The notation x(t) used to represent a function is ambiguous: It might mean either the particular number x(+) corresponding to a specific 1, or the function x(1), namely, the rule of correspondence between any ¢ in 7; and the corresponding x in .%. To distinguish between these two interpretations, we shall denote the latter by x, leaving its dependence on ¢ understood. The definition of a function can be phrased as follows: We are given two sets of numbers 4 and .%. To every 1€.4 we assign a number x(t) belonging to the set .. This leads to the following generalization: We are given two sets of objects 7, and .“% consisting of the elements @ and £ respec- tively. We say that A is a function of a if to every element of the set 4 we make correspond an element f of the set .%. The set % is the domain of the function and the set 7, its range. Suppose, for example, that 4 is the set of children in a community and %, the set of their fathers, The pairing of a child with his or her father is a function. We note that to a given a there corresponds.a single (a). However, more than one element from .~ might be paired with the same (a child has only one father but a father might have more than one:child). In Example 4-16, the domain of the function consists of the six faces of the die. Its range, however, has only two elements, namely, the numbers 0 and 1. The Random Variable We are given an experiment specified by the space 7, the field of subsets of called events, and the probability assigned to these events. To every outcome £ of this experiment, we assign a number x(¢). We have thus created a function x with domain the set ./ and range a set of numbers. This function is called random-variable if it satisfies certain mild conditions to be soon given. All random variables will be written in boldface letters. The symbol x(Z) will indicate the number assigned to the specific outcome £ and the symbol x will indicate the rule of correspondence between any element of ~ and the number assigned to it. Example 4-1a, x is the table pairing the six faces of the die with the six numbers 10,...,60. The domain of this function is the set #= fg) and its range is the set of the above six numbers. The expression ) is the number 20, Events generated by random variables. In the study of RVs, questions of the following form arise; What is the probability that the RV x is less than a given number x, or what is the probability that x is between the numbers x, and x If, for example, the RV is the height of a person, we might want the probability that it will not exceed certain bounds. As we know, probabilities are assigned ‘only to events; therefore, in order to answer such questions, we should be able to express the various conditions imposed on x as events. We start with the meaning of the notation {x

    You might also like