Professional Documents
Culture Documents
Lecture 4
Lecture 4
Lecture 4
Shilpa G.
1 / 29
Definition
Let X be a discrete random variable. The function f given by
f (x) = P[X = x]
f (x) 0,
X
f (x) = 1.
all x
2 / 29
Representing PDF
1. Mathematical expression
2. Tabular form
3. Diagrammatic representation
3 / 29
Example
1. Tossing a coin 3 times. X is total number of heads appear.
(Remember: when no information is provided, we use classical
definition of probability.)
(
(1/2)y y = 1, 2, 3, . . .
2. f (y ) =
0 otherwise.
4 / 29
Describe RVs (use ’canonical’ choices when possible) and
corresponding PDFs.
1. An alphabet is chosen randomly.
5 / 29
Definition
Let X be a discrete random variable with density f . The
commulative distribution function for X , denoted by F , is defined
by
F (x) = P[X x] for x real.
6 / 29
Definition
Let X be a discrete random variable with density f . Let H(X ) be a
random variable. The expected value of H(X ), denoted by
E [H(X )], is given by
X
E [H(X )] := H(x)f (x)
all x
P
provided |H(x)|f (x) is finite.
all x
7 / 29
Theorem
Let X and Y be random variables and let c be any real number.
Then,
1. E [c] = c.
2. E [cX ] = cE [X ].
3. E [X + Y ] = E [X ] + E [Y ].
8 / 29
Definition
We say two variables X and Y are independent i↵
E [XY ] = E [X ]E [Y ].
9 / 29