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    Discrete Random Variable

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    dilipkalita2021

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    Discrete Random Variable

    Uploaded by

    dilipkalita2021
    16 views42 pages

    Original Title

    2. Discrete Random Variable

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    16 views42 pages

    Discrete Random Variable

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    RANDOM VARIABLE

    A rule that assigns a real number to each outcome is called random variable.

    The rule is nothing but a function of the variable X that assigns a unique value to each outcome of the
    random experiment.

    When a variable X takes the value xi with he probability pi (i=1,2,3,…,n) then X is called random
    variable or stochastic variable or variate.

    There are two types of random variable : Discrete Random Variable and Continuous Random Variable.
    DISCRETE RANDOM VARIABLE

    A random variable X which can take only a finite number of values in an interval of the
    domain called discrete random variable.

    Example :

    ■ Number of mistakes in a page.

    ■ Number appearing on the top of a die.


    DISCRETE PROBABILITY DISTRIBUTION

    If a random variable x can assume a discrete set of values say x1, x2,…, xn with respect to
    probabilities p1, p2,…, pn such that p1+p2+…+ pn =1 then the occurrences of value xi with respective
    probabilities pi is called discrete probability distribution of X.

    Example : Consider the experiment of throwing a pair of dice

    Let X denotes the integer between 2 and 12

    Then discrete probability distribution of X with probabilities P(X) is given by

    X 2 3 4 5 6 7 8 9 10 11 12

    1 2 3 4 5 6 3
    P(X) 5 4 2 1
    36 36 36 36 36 36 36 36 36 36 36
    Probability Function or Probability Mass Function (pmf)

    Probability Function or Probability Mass Function (pmf) of a random variable X is a


    function is a function p(x) which gives the probabilities corresponding to different possible discrete set
    of values say 𝑥1 , 𝑥2 , … , 𝑥𝑛 of variable x.

    𝑝 𝑥𝑖 = 𝑝(𝑥 = 𝑥𝑖 )= Probability that on variable x assumes value 𝑥𝑖

    The function p(x) satisfies the condition

    𝑖 𝑝 𝑥𝑖 ≥ 0

    (𝑖𝑖) σ 𝑝 𝑥𝑖 =1
    Cumulative Distribution Function (Distribution Function)

    If X is a random variable then 𝑃(𝑋 ≤ 𝑥) is called the cumulative distribution function (cdf)
    or distribution function and is denoted by F(x).

    So, 𝐹 𝑥 = 𝑃(𝑋 ≤ 𝑥)
    Expectation of a Discrete Random Variable

    If x is a discrete random variable which assumes the discrete set of values 𝑥1 , 𝑥2 , … , 𝑥𝑛 with
    the respective probabilities 𝑝1 , 𝑝2 , … , 𝑝𝑛 then the expression or expected value of x is denoted by E(X)
    and defined as

    E(X)= 𝑝1 𝑥1 + 𝑝2 𝑥2 + ⋯ + 𝑝𝑛 𝑥𝑛 = σ𝑛𝑖=1 𝑝𝑖 𝑥𝑖

    Similarly, the expected value of 𝑋 2 is defined as 𝐸 𝑋 2 = σ𝑛𝑖=1 𝑝𝑖 𝑥𝑖2


    Properties of Expectation

    1. If X is a random variable and a be constant then

    i. 𝐸 𝑎 =𝑎

    ii. 𝐸 𝑎𝑋 = 𝑎𝐸 𝑋

    iii. 𝐸 𝑋 − 𝜇 = 0

    2. If x and y are two random variables then 𝐸 𝑋 ± 𝑌 = 𝐸 𝑋 ± 𝐸 𝑌

    3. 𝐸 𝑋𝑌 = 𝐸 𝑋 𝐸 𝑌 if X and Y are two independent random variables.

    4. If 𝑦 = 𝑎𝑥 + 𝑏 where a and b are constants then 𝐸 𝑌 = 𝐸 𝑎𝑋 + 𝑏 = 𝑎𝐸 𝑋 + 𝑏


    A pair of coin is tossed , what is the expected value of getting head ?

    Let X = number of heads


    X = 0, 1, 2

    Probability Distribution is given by

    X 0 1 2

    P(X) 1 1 1
    4 2 4

    1 1 1
    𝐸 𝑋 = ( × 0) + ( × 1) + ( × 2) = 1
    4 2 4

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