Random Variables Discrete and Continuous Explained
Random Variables Discrete and Continuous Explained
Random Variables Discrete and Continuous Explained
continuous explained
In carrying out any experiment, we generate test results which are basically
random by nature. Hence, a random variable provides us a means for
describing the experimental outcomes using numerical values. In other
words, random variables must assume numerical data for statistical
interpretation. The probability distribution for a random variable describes
how probabilities are distributed over the values of the random variables.
This probability distribution is typically defined in terms of probability
density function (pdf) when we refer to the continuous random variables..
Now if we flip a coin twice, we can have four possible outcomes: HH, TT, HT,
TH. The random variable representing the number of heads that results
from this statistical experiment can only take on the values of 0, 1, 2,
3 …and so it is a discrete random variable.
f(x) = Pr[X=x]
Therefore, the pdf provides the probability for each value of the random
variable. An important advantage of defining a random variable and its
probability distribution is that once the probability distribution is known, it
will be relatively easy to determine the probability of a variety of events that
may be of interest to a decision maker.
f(x) ≥ 0
Σ f(x) =1
For example, suppose we roll a dice once in an experiment, the chance (or
probability) to have a dot number 1 to 6 faced upwards is 1/6 because there
are n = 6 possible values. Hence, the probability function for this discrete
Σ
uniform random variable is f(x) = 1/6 and f(x) =1. In general, we can define
the discrete uniform probability function as f(x) = 1/n where n = the number
of values the random variable may assume.
2
For a discrete random variable, the probability function f(x) provides the
probability that the random variable assumes a particular value. With
continuous random variables, the counterpart of the probability function is
the probability density function (pdf), also denoted as f(x). The difference is
that this pdf does not directly provide probabilities. Instead, the area under
the graph of f(x) corresponding to a given interval can be proved to provide
the probability that the continuous random variable x assumes a value in that
interval. Therefore, when we compute probabilities for continuous random
variables, we are actually computing the probability that the random variable
assumes any value in an interval.
Once a pdf f(x) is identified, the probability for x to take a value between
some lower value x1 and some higher value x2 can be found by computing the
area under the graph of f(x) over the interval from x1 to x2.