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Day 11 Random variables

The document covers fundamental concepts in probability and statistics, including random variables, their types (discrete and continuous), and probability distributions. It explains the expectation and variance of random variables with examples and formulas. Additionally, it provides insights into discrete and continuous probability distributions and their properties.

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benjamin nyirenda
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15 views14 pages

Day 11 Random variables

The document covers fundamental concepts in probability and statistics, including random variables, their types (discrete and continuous), and probability distributions. It explains the expectation and variance of random variables with examples and formulas. Additionally, it provides insights into discrete and continuous probability distributions and their properties.

Uploaded by

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

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:

Random variable(X)={0 ,1000, 5000, 10000}


• Meaning of random variable.
Activity: In a room there are 3 immunologists, 2 bio-chemical engineers and
one microbiologist. A team of two individuals is to be set to carry out a study.
Let X be a random variable representing possible number of immunologists in
the committee. List all possible values of X
Types of random variables.
. types of random variables as follows:
There are two
 Discrete Random Variables
A random variable that can assume only a finite number of distinct values.
Example:
• Number of heads in tossing a coin n times.
• Number of children in ten families
• Number of patient attended to by a doctor for five days.

 Continuous Random Variables


A random variable that can assume infinite number of possible values. Therefore, it
is defined over an interval of numbers.
Example:
• Measurements of height of a plant for ten months.
• Amount of a mineral in different types of rocks.
6 Meaning of probability distribution

Probability distribution of a random variable is a description


of how probabilities are distributed over the values of the
random variable.
There are two types of probability distribution as follows:
 Discrete Probability distribution ( Probability mass function)
 Continuous Probability distribution ( Probability density
function)
Discrete Probability Distribution
.
This is a probability distribution of a discrete random. It’s simply a list of probabilities
associated with possible values of the discrete random variable.
Discrete Probability Distribution is given in form of table of bar graph as follows:
Table Outcome (X=x) 1 2 3 4
Probability, P(X=x) 0.1 0.3 0.4. 0.2

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

Discrete Probability distribution has the following properties:


• Probability of any outcome is between 0 and 1
i.e 0 ≤ P()≤ 1
• sum of probabilities for all outcomes is equal to 1
i.e
Continuous Probability Distribution
.
This is a probability distribution of a continuous random. It’s simply shows the
probabilities corresponding to a given interval that a random variable assumes.
Continuous Probability Distribution is given in form of line graph or a function as
follows:
line graph
f(x)

a b
x
Function
10 Continuous Probability distribution

Continuous Probability distribution has the following


properties:
• Probability of any outcome is between 0 and 1
i.e 0 ≤ f()≤ 1
• sum of probabilities for all outcomes is equal to 1
i. =1
11 Expectation and variance of Discrete r.v

Let X be a discrete random variable, then its:


• Expectation/mean/average is given by
E(x) =P()
• Variance is given by
var(X)= E() –
Where E() =P()
12 Expectation and variance of a Discrete r.v
Example: Let X be a random variable representing number
of tails observed in a toss of two coins and its probability
distribution is as follows: X=x 0 1 2
P(X=x) 0.25 0.25 0.5

Find the expectation and variance of X


Solution:
• E(x) = P()= (0×0.25)+(1×0.25)+(2×0.5)= 1.25
• Var(X)= E() –
but E() =P()= (×0.25)+(×0.25)+(×0.5)= 2.25
Var(X) = 2.25 – = 0.6875
13 Expectation and variance of Continuous r.v

Let X be a continuous random variable defined over an


interval ‘a’ to ‘b’, then its:
• Expectation/mean/average is given by
E(x) =(x) d
• Variance is given by
var(X)= E() –
Where E() =()dx
Expectation and variance of Continuous r.v
14
Example: A probability distribution of a random variable X is
given by:

Find the expectation and variance of X


Solution:
• E(X) = (x) d d = d = 2 =
• Var(X) = E() –
but E() =()dx = dx =d = 2 =
Var(X) = =

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