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5: Discrete Random Variables: Probability Mass Functions and Expectations
5: Discrete Random Variables: Probability Mass Functions and Expectations
5: Discrete Random Variables: Probability Mass Functions and Expectations
• We can have several random va ·ables defined on the same sample space
- meaning of X + Y:
robabi ·ty mass · nction (PM ) of a discrete .v. X X
X
• It is the uprobabil1ty law" or • probability distributio " of X
5
• If we t·x some x, then ux - x" ·s an event
1
prob= -
4
Px(x) - P(X - x) = P({w E Q s.t. X(w) = x})
• wo ro Is of a tetra edral die • Le every possib e ,ou · come ave probability 1/16
4
z _x Y
1 2 3 4
X = First roll
pz(z) )~
,._
,
1 2 3 4 5 6 7 8 9 z
Th simples ra dam variable. ernou · wi p ram rpE[ ,1
w. - . p
X = 1,
0, w.p. 1 - p
HHH
Px(k)
0
1- p 'fff
n - 3 n -- 10 n - 100
0.4 0.25 0.08
0.35 0.07
0.2
0.3 0.06
0.1
0.15 0.03
0.1 0.02
0.05
0.05 0.01
0 0 0
-1 -0.5 0 0.5 1.5 2 2.5 3 3.5 4 0 2 4 6 8 10 0 10 20 30 40 50 60 70 80 90 100
l{ X l{
--
0.6 0.12 -
-
0.3 )
0.5
p - 0.2
0.25
p 0.2
0.1
G:
G>
p 0.1
-
G:
0.4 0.2 0.08 -
)
'x 'x 'x
'--"x
0..
x
0..
x
0..
0.3 0.15 0.06 Ci: -
:i>
0 0 0-
~
-1 -0.5 0 0.5 1 1.5 2 2.5 3 3.5 4 0 2 4 6 8 10 0 10 20 30 40 50 60 70 80 90 100
X X X
Geometric rando v, riab e: para e er p: o<p < 1
• Experiment. i finitely many independent toss ,es of a coin P( eads) - p
Px(k) -
Px(k)
p-1/3
( o He d ev r)
1 2 3 4 5 6 7 8 9 k
Exp ctation/mean o a random variable
1, w.p. 2/10
• Mo ivation. Play a game 1000 times.
X- 2, w.p. 5/10
Random gain at each play described by:
4, w.p. 3/10
• "Average" gain:
1, w.p. P
X=
0, w.p 1 - p
Px(x) ~
1
n+l
••••••
0 1 n X
E[X
Expectation as a population average
• n students
Px(xi) =
E[X] =
le en ary properties of expec a ions
• Defini ·on: [X]
X
• If X > 0, then E[X] >
• Averag·ng over x:
Proof:
• Intuitive
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