Random Variables and Probability Distributions

• It is frequently the case that, when an experiment is performed, we are mainly

interested in some function of the outcome as opposed to the actual outcome
itself.

• For instance, in testing 100 electronic components, we are often concerned with
the number of defectives that occur.

• Also, in coin-flipping, we may be interested in the total number of heads that

occur and do not care at all about the actual head-tail sequence that result.
• These values are, of course, random quantities determined by the outcomes of
the experiment.
Random Variable

Definition
Random Variable
Random Variable
Random Variable
Discrete Probability Distributions
Discrete Random Variable
Discrete Random Variable
Discrete Random Variable
Discrete Random Variable
Discrete
Random
Variable
Discrete Random Variable
Discrete Random Variable
Continuous Random Variable
Continuous Random Variable
Continuous Random Variable
Special Probability Distributions

Discrete Distributions
✓ Bernoulli and Binomial distributions
✓ Hyper geometric Distribution
✓ Geometric Distribution
✓ Negative binomial distribution
✓ Poisson distribution
Bernoulli and Binomial Distribution
Bernoulli Distribution
Binomial Distribution

• Consider a series of n Bernoulli trials such that

✓ The outcomes of the different trials are independent and
✓ The probability of success p remains constant from one trial to the
next. The random variable X represents the number of success
observed from the n Bernoulli trials.
Characteristics of Binomial Experiment

• The five defining characteristics of a binomial experiment are as follows:

• The experiment consists of n identical trials
• Each trial results in one of two outcomes ; success or failure.
• The probability of success on a single trial is equal to p and remains
constant from trial to trial.
• The trials are independent
• The r.v. X is the total number of successes observed during the n trials.
Binomial Distribution