What is a random variable?

A random variable, usually written X, is a variable whose possible values are numerical outcomes of
a random phenomenon. There are two types of random variables, discrete and continuous.

A discrete random variable is one which may take on only a countable number of distinct values
such as 0,1,2,3,4,........ Discrete random variables are usually (but not necessarily) counts. If a random
variable can take only a finite number of distinct values, then it must be discrete. Examples of
discrete random variables include the number of children in a family, the Friday night attendance at a
cinema, the number of patients in a doctor's surgery, the number of defective light bulbs in a box of
ten

A continuous random variable is one which takes an infinite number of possible values. Continuous
random variables are usually measurements. Examples include height, weight, the amount of sugar
in an orange, the time required to run a mile.

A continuous random variable is not defined at specific values. Instead, it is defined over
an interval of values, and is represented by the area under a curve (in advanced mathematics, this is
known as an integral). The probability of observing any single value is equal to 0, since the number of
values which may be assumed by the random variable is infinite.

What are the conditions for a function to be a probability mass function?

A probability mass function (PMF)— also called a frequency function— gives you probabilities
for discrete random variables. “Random variables” are variables from experiments like dice rolls,
choosing a number out of a hat, or getting a high score on a test. The “discrete” part means that
there’s a set number of outcomes. For example, you can only roll a 1,2,3,4,5, or 6 on a die.

Its counterpart is the probability density function, which gives probabilities for continuous random
variables.

A PMF can be an equation, a table, or a graph

he probability mass function, f(x) = P(X = x), of a discrete random variable X has the following
properties:

1. All probabilities are positive: fx(x) ≥ 0.

2. Any event in the distribution (e.g. “scoring between 20 and 30”) has a probability of
happening of between 0 and 1 (e.g. 0% and 100%).

3. The sum of all probabilities is 100% (i.e. 1 as a decimal): Σfx(x) = 1.

4. An individual probability is found by adding up the x-values in event A. P(X Ε A) =

What are the conditions for a function to be a probability density function

What is conditional probability?

The conditional probability of an event B is the probability that the event will occur given the
knowledge that an event A has already occurred. This probability is written P(B|A), notation for
the probability of B given A. In the case where events A and B are independent (where event A has
no effect on the probability of event B), the conditional probability of event B given event A is simply
the probability of event B, that is P(B).

Conditional probability is the probability of one event occurring with some relationship to one or
more other events. For example:

 Event A is that it is raining outside, and it has a 0.3 (30%) chance of raining today.

 Event B is that you will need to go outside, and that has a probability of 0.5 (50%).

A conditional probability would look at these two events in relationship with one another, such
as the probability that it is both raining and you will need to go outside.

The formula for conditional probability is:

P(B|A) = P(A and B) / P(A)
which you can also rewrite as:
P(B|A) = P(A∩B) / P(A)

State the Chain rule of conditional probabilities?