Day 11 Random variables
Day 11 Random variables
Areas to be covered:
• Random variables.
• Probability distribution
• Expectation and Variance of Random variables
• Meaning of random variable.
A random variable is a variable whose possible values are numerical outcomes
of a random experiment.
A random variable is represented by a capital letter and its values are
represented by small letters. For example X = { …, }
Example 1: Consider tossing two coins and a random variable being number
of head observed.
- Random experiment: tossing two coins
- Random variable: number of heads observed.
- Random experiment outcome(sample space) = { TT, TH, HT, HH}
- Random variable: X = {o, 1,1, 2} which is written as { 0,1,2}
• Meaning of random variable.
Example 2: A casino runs a card game where when a card is drawn by the
gambuler, the gambuler wins K1 000, if it’s a 10, wins K5 000 if it’s a J or Q or
K, wins K10 000 if it’s an ace, wins nothing if its otherwise. Let X be a random
variable representing the winnings:
Graph
Probability
0.45
0.4
0.4
0.35
0.3
0.3
0.25
0.2
0.2
0.15
0.1
0.1
0.05
0
1 2 3 4
8 Discrete Probability distribution
a b
x
Function
10 Continuous Probability distribution