Lecture 2

Lecture outline

• Random variables

• Probability mass function (PMF)

• Expectation

• Variance
Random variables

• An assignment of a value (number) to every possible outcome (sample points)

• Mathematically: A function from the sample space ( Ω ) to the real numbers

• Discrete or Continuous
• Can have several random variables defined on the same sample space

• Notation

• Random variable (𝑋)

• Numeral value (𝑥)
Probability mass function (PMF)

• Probability law or Probability distribution of a random variable 𝑋

• Notation
How to compute a PMF pX(𝑥)

1. Collect all possible outcomes for which 𝑋 is equal to 𝑥

2. Add their probabilities

3. Repeat for all 𝑥

Example: Two independent rolls of a fair tetrahedral die

𝐹: outcome of first throw

𝑆: outcome of second throw

𝑋: min(𝐹, 𝑆)

pX(𝑥) = 2/16
Expectation

• Definition

• Interpretations

1. Center of gravity of PMF

2. Average in large number of repetitions of the experiment
Properties of expectations

• If α and β are constants, then:

• E[α] = α

• E[α𝑋] = α  E[𝑋]

• E[α𝑋 + β] = E[α𝑋] + β
Variance