EE250

Probability, Random
Variables and
Stochastic Processes
Instructor: Dr. Juzi Zhao
Spring 2024

Lecture 5

2/15/2024 EE250: Lecture 5 1

Random variable

2/15/2024 EE250: Lecture 5 2

Example
n A coin is tossed three times and the sequence of heads and tails is
noted. Let X be the number of heads in the three tosses.
n Find the sample space and the possible values of X

2/15/2024 EE250: Lecture 5 3

Example
n A player pays $1.50 to play the following game: A coin is tossed
three times and the number of heads X is counted.The player
receives $1if X=2 and $8 if X=3 but nothing otherwise. Let Y be the
reward to the player.

2/15/2024 EE250: Lecture 5 4

Discrete random variable

2/15/2024 EE250: Lecture 5 5

Example
n Let X be the number of heads in three independent tosses of a coin.
Find the pmf of X.

2/15/2024 EE250: Lecture 5 6

Example
n A player receives $1 if the number of heads in three coin tosses is 2,
$8 if the number is 3, but nothing otherwise. Find the pmf of the
reward Y.

2/15/2024 EE250: Lecture 5 7

PMF properties

2/15/2024 EE250: Lecture 5 8

Expected Value

2/15/2024 EE250: Lecture 5 9

Example
n Let X be the number of heads in three tosses of a fair coin. Find
E[X]. Assume the tail and head are equally likely in each toss.

2/15/2024 EE250: Lecture 5 10

Expected Value of Functions of a Random
Variable

2/15/2024 EE250: Lecture 5 11

Example

2/15/2024 EE250: Lecture 5 12

2/15/2024 EE250: Lecture 5 13
Example

2/15/2024 EE250: Lecture 5 14

Variance of a Random Variable

2/15/2024 EE250: Lecture 5 15

2/15/2024 EE250: Lecture 5 16
Example
n Let X be the number of heads in three tosses of a fair coin. Find
VAR[X].

2/15/2024 EE250: Lecture 5 17