ectuze ?

A bie Overview
prolealb:lty
Random or otochatie yadades

A nandom type vri

ae whoe oside aues depend on the ateome
ay cextin trene rzandon phenomenon . Each
Kandom vaniabe pogsees a pelabilty
ha eReLente the peolabitey cf oauev
dgto bution
pensbe outeomes.
We ean hove two cheenet tyne o Random varie
des.

) Discneke random woaiabe: Thio

hin tpe o Random
vaiable Qan only tave oete nde An be
vaes. For examle. outeome
a aoin toss Qotaim two po;ble vaues - eithe
amoeile nun bey with thia
head 4l. pu
4ha and -1 ton tail, then Hia
Tan dom vaiable relablty
given
an
P)
 num ber
Anchen eonyle an be
die. he randon
Rhe
obtained
yaiable
uhen you thow a

have any yalues within

oided with tis Can

paolability digtri buion ia -

e43.4, 56.he

COin, we ould have an

a a fir
Inaead of
one, whee,
P(4) - 0.3 and
dioanete serefe
A) these reprerente randomn vatables with
pralalbility distbudiom .
dis pele Tandom Vmiable uich take
values wrth yelabilty P hen
N

P, =1
i=4

Sine al the pobabilies nust ad

he YNean aveage ot a diaeseBe ondom awriabe

detined ,

So, you weight to the value of

fancbm Vaiade ay the
the pRo lbability of
Remenben, te mean value ot may not be a
mbez that the andom vaialble ean teve, For exanpe
he mean ot he 0in toss

not inelueded in te possible outomey

We dan dehine he
-M sqAred value of x wing
mean

the can be demey

For any funchon X,

mean quarel vale

Hhe
We will 00n gee Hhat
important in ay aleulaio.

anple
an Hayp he aues o,0, 4,2 Loitth pralbabiliho
Qlolade the mean <) and yneay
4' 4

quaned value k ) and <z3).

R
4 4

4
d+4

Mean dquwet Co'm tss

he probsbity dinta euien f the exanyle oo b
the

Contmuous paobabi lty dotrokuion

Continuouy andom vaiable
unbouta lty
A ortndous rondo yatia e Can taue annintrite umber
teue a of pomible values
Bu inee ordinuouy Random vaialde an taye
inude. nunben of values, the prolbabi lity of any
innte,
eNO. , ue do not lu
about the probabitty ot a panhealan vlue
to be
he pobabily ott the Vziable to hoA a
value behocen X and dhde. ln thi Aome
des oxi bey he pobalo;ty denoty, Rehen han
ead oba bilbty hu then muthply with the intoal
t Sad the pobabiB that the value of the
Vaeialle lie, in tha ineal
Tt bye the man dersity mehanies. h 1), he vars
dened deneted y ohioh igt le a n
 Yunchon , 0

the behween b cnd =, to tut tiven by

mars =

he Aane ioue here, excert o the dimenoon. The dimewton

probabilbiy denity tncton P()
he pogodty:
() ()
Htuweven, Aince P() in not probabi lty thene is no pestiech
tat i to be les than 4, a
The pralabitty that a continuow andom vazielde x tas a
a

value behen a a Md b ie gven by

(a*<sPodx -

In teoma ot graphial cogsaontation, the pnolababy of

coninuous ordor Naaiae to
has Values witon and b

iyen by the ana nden

given
QUve
) vs X. b X

So, the total aea under he euve of

 onnuous Caoom
Fon c0inuaua Variabe the mean is detnel o
rondom oriade

an mean
Mean qua vlue, <)
o a io given y
<)>

Conaidez a a random varicdole x wi thin the ange

-011. and the PDF ie given by P)- lx
.

Sinee the nolabi lity ia roRmalized

(-o) 1
l=3
Here, the towstant Q neede to nonnaliz
the paolabibty
 Ezanple
Conaiden he e P)-ce a uhere l and a
Conetarto. he okelh denoity euNe o tis ge
is ealle aa Gausian . Calalale -)

and (li) )
H.W.
You wil fnd t be

Pa =

Now,
ze
Now, even X

to z=0. Ch the then hund

The multploatin of an eyen
tuncion with an odd
an odd unei ad the irtege
ver

dluays
d =0
 Now,

Gausian iea

Jeiy)
Consider he intqoal Srot
d dy e

JxJ = h polan coondinate

Now, T'=|e 2

In polan 00adinade he intearal becomes

del dz dz= Qrdr

- 4ee
Comnde
-

we

--1
dz =
he

Lebi
4-ax
4 Nab
We an Repeat tio proees
and in qenenal,

Sinee thee integnda eyen knchin the intgral

to o0 hese.
from

and 0 0n.

in r, ance he intgrand in
and the

Fndng
 dz

-.

ides wat. a getn us to,

Difoeniing Lotth
and A0

Bau to EXample:
1
Linen teneontmahor
I you have q randon variable ,
Sind a
TZan don
linear tranatormaion iven y
=
ax t b lo being
= a<+b

a xP) dx = a

Vajanee
we have
hove
calel oted the average dt a se o values
Hous do e then detemine the apnesd o these vaues
from the average ? e de fine the devdion trom
e men
as a inêr
Can be conidered
t2antoenion
Thio quatity elo you tow much a parieulag vaue
aboye Lelou the man vaue. To aet a
of how epread out, we might
want to taue the average t te denidior,
N )

So, the GEA devton Ws no ide about

he
ege aired of vadues. he probem in had
devtio poahie 4oneme cad ngive domimey
Cancell oud. S, we Meed ee. Ne
thay modudw ot deiion.
an eomjden the

but the moduly oinn k a bit sntuirg and god

So, peple Came with
to eompude aladrie caludators.
quantty, ohih in alway pooithve bne the od,
anoter
the sguane c devihion (t-., The oege
ot thie quane o devia tion io iven
deviton
ame the Vasianae Ore tho Ymeas squned devaton,
deted y a
measwe
Gives

he noot of thin quaity in alled the otan dand deaon

the rot mean squane (yns) devidion, given by,

Now,
2

We wl we this denht oflen

 a dene he monen
movnent abou
the mean an
Bhe iat momert givo
the Mean deriation, Aeeond moment ren Varianae.
thed moment

Varianae ator lone traatontion

atb

< N-<o) <(sa4- as->

and

So, aiance ter binan haywotomhon dependa

a and not b. Thine wty.

Independent viabdle
Tardom Noiables ne independerd t kreing
the Nalue hem no

akad Hhe ohen an eanple, the hegtd of a

peraon ohaoen at ondom om a
osty ond
the amou Roil. puatieudan day in
tus independent rondom aiableo.
Vada ble the pro
babilty thot u n n the
Rage uand V+du
and Ynom

he average of the peodue uv in then,

Sinee ndeyendent.

Vee ,ot te net above

Congjde hat /u ge manyting quantiy x.You
Aimes, each tme wit inderen
Engle
Bay theae independent rondom vai albles X adh
with mean (x> and variance TA Yi the
ot the nandom
Vaianee of Y.
then fnd the mean and

+<)

And,
2
- <Y>

<)

nba)
ythis mueh x ) termo . ahek ton
2
n xe) +n(n-) <x -n
2
-n)

2
Example
in an expeiment, a quantity X ia mesue
"ndegendent f cach time. Hyou
nn tmes, wh ar then the ms
add hee up to gd Y=X, OW want tu
eTROR in Y u
gond etimae x
then he m

Bhomtd ditribuhon
Benoll tid
an

one with peolbalit nd another with t-e.

Quccern)
on - a coin tuss
An enpe in he obuous
OnO

he binonbal distrbhion ia
gven you the probabi l
bty ot k nurmbe
datoibuton thad
IY
total f n triah.
Suceeses
k Suactses
Now
he obabibty
same time of n
and t he
Can choe the
 0un all ot them. Iheposible was. You thave to
ll these ,d io just the
n)
qet

Oommider a total o thrce nah. of a Coirn toa

The paolbai by of head ia o.5 and il ia alsn

0. 5. Firol, thiny of zeR heads.
Ze bad telP3,o) = (os) (a.5) =- 6125 (on one poonibk ay
HTT
One head’ 31) THT 3 Poraie iaa
TTH J
2

-'. P44) = 3, o.5) (0.5) = 0.87E

HHT
P(.2) HTH
= 0.37S
’TH+)

=0-12

Pl = 1.

bo, in genenal, Pln.)= e, (4-)

EM
Agoin, the binamid theorem of demerany
state, t /

k
 anad we

(4-9- (1-9 =1
=

K0

=1
Mean ad Vianoe ot binoid diet lution
-K

k=0 K=0

n-K K
n-)! P. (1-)
K=0
Kk-1))(a-)

K-1
=pr K-0
n-1
=

()
-np(4)

rach thin nedl Loy á ferent

a and eay
nWe eould
Lling he idea independent vediables
Conoidez oh Bernoll: tria to be an independert
waidbte. event (whdh ie obviausly true) Fn a poati
the
oula tal, he aee
pelal:ty
trids we KAOw
<*> = 4>+<%3+-. +<4P+P+P- np
Fog a parthialaa he sueeen
and tuwe an 0,
then.
tbe One trial.,
he Vatiance tor
Bernod) tid, <a
2

2
pl4-)
Vazianee the Binowidl distabton ia