Scribd Logo
Upload

Welcome to Scribd!

  • 65 views

    Random Variables Random Variables - A Random Variable Is A Process, Which When Followed

    Uploaded by

    sdlf
    Random variables can be either discrete or continuous. A discrete random variable has a discrete support set, while a continuous random variable has a support interval. For discrete random variables, the probability density function (pdf) gives the probability that the random variable equals each value in its support. Continuous random variables are defined by their pdf over an interval, and the probability of the random variable equaling any single value is 0. Mixed distributions have both point masses with non-zero probabilities and continuous intervals defined by a pdf.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    Random Variables Random Variables - A Random Variable Is A Process, Which When Followed

    Uploaded by

    sdlf
    65 views2 pages
    Random variables can be either discrete or continuous. A discrete random variable has a discrete support set, while a continuous random variable has a support interval. For discrete random variables, the probability density function (pdf) gives the probability that the random variable equals each value in its support. Continuous random variables are defined by their pdf over an interval, and the probability of the random variable equaling any single value is 0. Mixed distributions have both point masses with non-zero probabilities and continuous intervals defined by a pdf.

    Original Title

    3

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Random variables can be either discrete or continuous. A discrete random variable has a discrete support set, while a continuous random variable has a support interval. For discrete random variables, the probability density function (pdf) gives the probability that the random variable equals each value in its support. Continuous random variables are defined by their pdf over an interval, and the probability of the random variable equaling any single value is 0. Mixed distributions have both point masses with non-zero probabilities and continuous intervals defined by a pdf.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    65 views2 pages

    Random Variables Random Variables - A Random Variable Is A Process, Which When Followed

    Uploaded by

    sdlf
    Random variables can be either discrete or continuous. A discrete random variable has a discrete support set, while a continuous random variable has a support interval. For discrete random variables, the probability density function (pdf) gives the probability that the random variable equals each value in its support. Continuous random variables are defined by their pdf over an interval, and the probability of the random variable equaling any single value is 0. Mixed distributions have both point masses with non-zero probabilities and continuous intervals defined by a pdf.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    You are on page 1of 2

    Random Variables Page 1 of 2

    Random Variables

    Random Variables – A random variable is a process, which when followed,


    will result in a numeric output. The set of possible outputs is called the
    support, or sample space, of the random variable. Associated with each
    random variable is a probability density function (pdf) for the random
    variable.

    Random variables can be classified into two categories based on their


    support; discrete or continuous. A discrete random variable is a random
    variable for which the support is a discrete set. A continuous random
    variable is a random variable for which the support is an interval of values.

    Discrete Random Variable – For a discrete random variable, it is useful to


    think of the random variable and its pdf together in a probability distribution
    table.

    Example: A fair coin is tossed three times. Let X = the random variable
    representing the total number of heads that turn up. Then we have
    supp(X) = {0,1,2,3}, a discrete set. The probability distribution table for X is

    X fX (x) = Pr(X=x)=p(x)
    0 1/8
    1 3/8
    2 3/8
    3 1/8

    The pdf for X, 𝑓! (𝑥), is the second column of the table. Note that for a
    discrete random variable, 𝑓! 𝑥 = Pr  (𝑋 = 𝑥), i.e the probability that the
    random variable, 𝑋, equals the value 𝑥.

    Continuous Random Variable – Problems involving continuous random


    variables will often state the pdf explicitly and ask for probabilities such as
    Pr(a < X < b). Generally,

    Pr 𝑎 < 𝑋 < 𝑏 = Pr 𝑎 ≤ 𝑋 < 𝑏 = Pr 𝑎 < 𝑋 ≤ 𝑏 = Pr 𝑎 ≤ 𝑋 ≤ 𝑏 =


    !
    𝑓 𝑥  𝑑𝑥. Note that for a continuous random variable, Pr 𝑋 = 𝑥 = 0.
    ! !
    We still call 𝑓! (𝑥) the density at 𝑥, but it is not equal to Pr 𝑋 = 𝑥 .
    Random Variables Page 2 of 2

    Mixed Distributions – These are random variables that have certain points
    that have non-zero probability (a point mass) and also certain intervals with
    continuous pdf.

    Other Random Variable Concepts and Relationships Among Them


    The cumulative distribution function (aka distribution function) for the
    random variable X is defined by F ( x ) = Pr( X ≤ x ). If the random variable X
    happens to continuous, then the relationship between the cdf and pdf is
    x
    F ( x ) = ∫ f (t )dt , and so by the FTC F ʹ′( x ) = f ( x ).
    −∞

    The survival function for the random variable X is defined by


    S ( x ) = Pr( X > x ) = 1 − F ( x ). Note that S ʹ′( x) = − F ʹ′( x) = − f ( x) for continuous
    random variables.

    For a continuous random variable X, the hazard rate (or failure rate) is
    f ( x) d
    defined by h( x) = = − [ln(S ( x))]. Later, when studying for Exam MLC,
    S ( x) dx
    we will call this the force of mortality.

    You might also like