Random Variable Essay

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RANDOM VARIABLES A random variable is a real valued function defined on the sample space of an experiment. Associated with each random variable is a probability density function (pdf) for the random variable. The sample space is also called the support of a random variable. Random variables can be classified into two categories based on their support : discrete or continuous. A discrete random variable is a random variable for which the support is a discrete set, otherwise the random variable is continuous. DISCRETE RANDOM VARIABLES For a discrete random variable, it is useful to think of the random variable and its pdf together in a probability distribution table. Example: A fair coin is tossed three times. Let X = the random variable representing the total number of heads that turn up. Then we have, supp(X) = {0,1,2,3}, a discrete set. The probability distribution table for X is: X fX(x) = Pr(X=x)=p(x) 0 1/8 1 3/8 2 3/8 3 1/8 The pdf for X is the second column of the table. Note that for a discrete random variable, the pdf evaluated at a specific value of the random variable X equals the probability that the random variable X equals the specific value. CONTINUOUS RANDOM VARIABLES– A continuous random variable is a random variable where the data can take infinitely many values. For example, a random variable measuring the time taken for something to be done is continuous since there are an infinite number of possible times that can be taken. For any continuous random variable with probability function distribution f(x), we have that: This is a useful fact. Example X is a continuous random variable with probability density function given by f(x) = cx for 0 ≤ x ≤ 1, where c is a constant. Find c. If we integrate f(x) between 0 and 1 we get c/2. Hence c/2 = 1 (from the useful fact above!), giving c=2. CUMULATIVE DISTRIBUTION

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