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Random variable

Discrete random variable

Probability mass function

Cumulative distribution function

Expected value

Variance

Equations derived from the expected value and

the variance

Random variable

A random variable is a function that assigns a real

number to each outcome in the sample space of a

random experiment.

A random variable is denoted by an uppercase

letter such us X. After an experiment is conducted,

the measured value of the random variable is

denoted by a lowercase letter such as x

A discrete random variable X is a random variable

with a finite (or a countably infinite) range.

A continuous random variable is a random variable

with an interval (either finite or infinite) of real

Random variable

EXAMPLE

Consider the experiment in which a telephone

number in a certain area code is dialed using a

random number dialer and define a random variable

Y by

1 If the selected number is listed in the

Y

directory

If the selected number is not listed in the

0

directory

What is the value of variable Y if the number

5234231 appears in the directory?

What is the value of the variable Y if the number

4235421 does not appear in the directory?

The way random variables behave in an

experiment can be summarized in the probability

distribution.

The probability distribution of a random variable X

is a description of the probabilities associated with

the possible values of X

p(x)

For a discrete random variable The function

is called the probability mass function (pmf) of X,

provided

0 P X x p x 1

P X x 1

x

EXAMPLE

An optical inspection system is to distinguish

among different part types. The probability of a

correct classification of any part is 0.98. Suppose

that three parts are inspected and the

classifications are independent. Let the random

variable X denote the number of parts that are

correctly classified.

a) Determine the probability mass function of X

F b

The cumulative distribution function

randomX variable

is defined as

for a

F b P X b

b

If X is discrete,

F b p x

x

pmf

p xwhere

is the

different part types. The probability of a correct classification

of any part is 0.98. Suppose that three parts are inspected and

the classifications are independent. Let the random variable X

denote the number of parts that are correctly classified.

b) Determine the cumulative distribution function of X

Expected value

Pascals wager

and therefore assign a 50 percent chance to either

preposition

If you act piously and God exists, Pascal argued, your

gain is infinite: the eternal happiness

If, on the other hand, God does not exist, your loss is

small: the sacrifices of piety.

How should you weigh these odds when deciding

whether to lead a pious life?

What is the expected payoff of living a pious life?

concept of Mathematical expectation. It is also

considered the foundation of the mathematical

discipline of game theory, the quantitative study

Expected value

The expected value of a discrete randomX variable

p x function

having probability mass

is given by

E X xp x

x

among different part types. The probability of a correct

classification of any part is 0.98. Suppose that three parts

are inspected and the classifications are independent. Let

the random variable X denote the number of parts that are

correctly classified.

c) What is the expected number of parts that are correctly

classified?

Expectation of a function of a

discrete random variable

If X is a discrete random variable with probability p x

g x

distribution

and if

is any real-valued function of

X, then

E[ g X ] g x p x

x

E[ g X ]

?

g ( x) ( x ) 2

when

Variance

X

The variance of a random variable

expected value

is given by

2

with

V ( X ) E[ X ] x p x x 2 p x 2

2

n

x

among different part types. The probability of a correct

classification of any part is 0.98. Suppose that three parts

are inspected and the classifications are independent. Let

the random variable X denote the number of parts that are

correctly classified.

c) What is the variance of the parts that are correctly

V(X)

X

For any random variable

E aX b aE X b

b

a

and constants

and

V aX b a 2V X

X of records that

knows from her study

, the daily

demand (number of times used per day) for a

certain tool, has the following probability

Demand 0

1

2

distribution

Probabilit

y

the variance

b) Suppose it costs the factory $100 each time the

tool is used. Find the mean and the variance for

EXERCISE

Birdies in the Azaleas!!!

Hole #13 at the Augusta National golf course, home of the

Masters golf tournament, is one of the most famous holes in

golf. Lined with the courses signature azaleas, this hole is

also a favorite of its players for its relative ease. The hole is a

X would be expected

par 5, meaning that professional golfers

to complete the hole in 5 strokes. Let

be the score on hole

X

#13 for a randomly

selected golfer on day 1 of the 2011

Masters. The probability distribution of

is shown in the

table below

x

3

4

5

6

7

0.0

0.46 0.05 0.03

p(x)

4 0.414 7

1

0

value of X

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