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Random Variables
Lecturer : FATEN AL-HUSSAIN
Lecture
Contents
4-1 Random Variables.
4-2 Discrete Random Variables.
4-3 Expected Value .
4-4 Expectation of a Function of a Random Variables.
4-5 Variance .
4-6 The Bernoulli and Binomial Random Variables.
Summary
Problems
Theoretical Exercises
Self –Test Problems and Exercises .
4.3 Expected Value
If X is a discrete random variable with probability distribution function
P(X=x) then the expectation of X, written as E(X) is defined as
Let X denote a random variable that takes on any of
the values −1, 0, and 1 with respective probabilities
P{X = −1} = .2 P{X = 0} = .5 P{X = 1} = .3
Compute E[X 2].
x
P(x)
-1
.2
0
.5
1
.3
Expectation of general / derived function
Definition
If X is a random variable with mean μ, then the
variance of X, denoted by Var(X), is defined by
Var(X) = E [(X − μ) 2]
Calculate Var(X) if X represents the outcome
when a fair die is rolled
Variances for general / derived function
Look at the experiment which has only two outcomes. such as flipping a
coin. Where the possible outcome is either head or tail.
Any experiments which has only two outcomes is termed
as Bernoulli trials.
Examples of Bernoulli trials:
Select one student at random and determine their sexes
Throw a dice and determine the outcome, odd or even
In these experiments, one outcome is termed as success and the other is
a failure.
The success is when the event is occurs and failure when it’s not. The
probability of success is denoted by p and failure by 1-p = q.
Bernoulli Random
P(X)=
1-P
for x=0 (failure)
P
for x=1 (success)
If the Bernoulli trials is repeated n times and the number of success is
recorded. The random variable with these number of success is having a
Binomial distribution.
Example of Binomial distribution:
A fair coin is tossed 10 times and number of head observer is recorded.
The random variable in this example is number of head observed.
A fair dice is thrown 5 times and the number of times face showing 6 is
observed. The random variable in this case is the number of times 6 is
observed.
Binomial Random
P(X)=
1-P
for x=0 (failure)
P
for x=1 (success)
A coin is tossed 3 times. find the probability mass function
of the number of heads obtained.
A fair dice is tossed 4 times. find the mean , variance and slandered
deviation of obtaining the number 6.
If X is discrete random variable which represents the number of times
random events occurs in an interval of time on in an interval of space,
than X is a Poisson random variable. The number of events occurs is
termed as success.
Examples of Poisson random variables are.
the number of accidents occurring on certain highway in one month.
the number of telephone calls received from 9.00am to 10.00 am
the number of misspelled words in one page
the number of bacteria in one liter of water