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Week0-part3

The document outlines important concepts and formulas related to random variables in statistics, including definitions of random variables, events, and their ranges. It details various types of discrete random variables such as Bernoulli, Binomial, and Poisson, along with their Probability Mass Functions (PMFs). Key properties of PMFs and examples of uniform and hypergeometric random variables are also provided.

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3 views2 pages

Week0-part3

The document outlines important concepts and formulas related to random variables in statistics, including definitions of random variables, events, and their ranges. It details various types of discrete random variables such as Bernoulli, Binomial, and Poisson, along with their Probability Mass Functions (PMFs). Key properties of PMFs and examples of uniform and hypergeometric random variables are also provided.

Uploaded by

24f3004661
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Statistics for Data Science - 2

Week 0 Part 3 Important formulas

1. Random variable: A random variable is a function with domain as the sample space
of an experiment and range as the real numbers, i.e. a function from the sample space
to the real line.

• Toss a coin, Sample space = {H, T }


– Random variable X : X(H) = 0, X(T ) = 1

2. Random variables and events: If X is a random variable,


(X < x) = {s ∈ S : X(s) < x} is an event for all real x.
So, (X > x), (X = x), (X ≤ x), (X ≥ x) are all events.

• Throw a die, Sample space = {1, 2, 3, 4, 5, 6}


– E =0: event {1, 3, 5}
– E =1: event {2, 4, 6}
– E <0: null event
– E ≤1: event {1, 2, 3, 4, 5, 6}

3. Range of a random variable: The range of a random variable is the set of values
taken by it. Range is a subset of the real line.

• Throw a die, E = 0 if number is odd, E = 1 if number is even


– Range = {0, 1}

4. Discrete random variable: A random variable is said to be discrete if its range is a


discrete set.

5. Probability Mass Function (PMF): The probability mass function (PMF) of a dis-
crete random variable (r.v.) X with range set T is the function fX : T → [0, 1] defined
as
fX (t) = P (X = t) for t ∈ T .

6. Properties of PMF:

• 0 ≤ fX (t) ≤ 1
•
P
t∈T fX (t) = 1

7. Uniform random variable: X ∼ Uniform(T ), where T is some finite set.

1
• Range: Finite set T
• PMF: fX (t) = 1
|T |
for all t ∈ T

8. Bernoulli random variable: X ∼ Bernoulli(p), where 0 ≤ p ≤ 1.

• Range: {0, 1}
• PMF: fX (0) = 1 − p, fX (1) = p

9. Binomial random variable: X ∼ Binomial(n, p), where n: positive integer, 0 ≤ p ≤ 1.

• Range: {0, 1, 2, . . . ., n}
• PMF: fX (k) = n Ck pk (1 − p)n−k

10. Geometric random variable: X ∼ Geometric(p), where 0 < p ≤ 1.

• Range: {1, 2, . . . ., n}
• PMF: fX (k) = (1 − p)k−1 p

11. Negative Binomial random variable: X ∼ Negative Binomial(r, p), where r: posi-
tive integer, 0 < p ≤ 1.

• Range: {r, r + 1, r + 2, . . . .}
• PMF: fX (k) = k−1 Cr−1 (1 − p)k−r pr

12. Poisson random variable: X ∼ Poisson(λ), where λ > 0.

• Range: {0, 1, 2, 3, . . . .}
e−λ λk
• PMF: fX (k) =
k!
13. Hypergeometric random variable: X ∼ HyperGeo(N, r, m), where N, r, m: positive
integers

• Range: {max(0, m − (N − r)), . . . , min(r, m)}


r
Ck N −r Cm−k
• PMF: fX (k) = NC
m

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