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Understanding Probability Distributions

The document defines key probability concepts: 1) A random variable is a variable defined over the sample space of a random experiment that can take on a set of possible values. For example, in a coin toss experiment with outcomes of heads (H) or tails (T), the random variable x could represent the number of heads, taking on values of 0, 1, or 2. 2) A probability distribution assigns a probability to each possible value of a random variable. It must be such that the sum of the probabilities is 1. 3) There are two types of random variables: discrete, which take integer values, and continuous, which take real number values. A probability density function (PDF)

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49 views4 pages

Understanding Probability Distributions

The document defines key probability concepts: 1) A random variable is a variable defined over the sample space of a random experiment that can take on a set of possible values. For example, in a coin toss experiment with outcomes of heads (H) or tails (T), the random variable x could represent the number of heads, taking on values of 0, 1, or 2. 2) A probability distribution assigns a probability to each possible value of a random variable. It must be such that the sum of the probabilities is 1. 3) There are two types of random variables: discrete, which take integer values, and continuous, which take real number values. A probability density function (PDF)

Uploaded by

Ali Zafar
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Chapter 7 (a)

Probability Distribution
Random Variable
A variable defined over the Sample Space of a random experiment

Example 1
A coin is tossed twice. Construct a probability distribution of the number of heads.
Solution
S = { HH , HT , TH , TT }
Let x be the random variable that represents possible number of heads.
X=0,1,2

x P(x)
0 1/4
𝜮P(x)=1
1 2/4 Probability Distribution
2 1/4
Σ 4/4=1
𝟐 𝟏
𝑷 𝒙=𝟏 = =
𝟒 𝟐
𝟏
𝑷 𝟏<𝒙 =𝑷 𝒙=𝟎 =
𝟒
𝟏 𝟏 𝟑
𝑷 𝟏≤𝒙 =𝑷 𝒙=𝟎 +𝑷 𝒙=𝟏 = + =
𝟒 𝟐 𝟒
Definitions
A random variable is of two types

Discrete Random Variable


If random Variable takes its values in(Jumps) whole numbers 0 , 1 , 2 , 3,…
Continuous Random Variable
If random Variable takes its values in(Continuity) real numbers
Probability Density Function(p.d.f)
Probability Density Function relates with only Continuous Random Variable is defined as
A function 𝑓(𝑥) is a p.d.f if
𝑓 𝑥 ≥0
∞

𝑓 𝑥 𝑑𝑥 = 1
−∞

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