y RANDOM VARIABLES , oN 0 rested in @ particular outcome of a random experi if, el eesion of the outcome. For example, when papas enn wee Fog er F Heads which appear and not in the actual sequence of heads and Hr ’ 4; vi eal To express the outcomes in numbers, we assign to each non-numeric 7 a eit 8 = (HU, HT, TH, TT), one of the numbers i (i= 0, 1,2) eomesponding to Z ote That is, we expres the outcomes in terms of numerical values as ge El (HHT TINTD) it Value X= flE): 4% Who ofthrowing a pair of dice, if we are interested only in the sum of the'dots ¢ and not in the particular dots, we assign to each possible qutcome of ((=2, 3, 4s» 12) corresponding to the sum of dots appearing on their i nent ee peo di Of numbers # aoe 0, 1, 2 and 2, 3, 4, ..., 12 in the above cited examples, are random cet py he outcomes of the random experiments. Such a numerical quantity whose os ty the outcome of a random experiment, is called a random variable. s sem asigna single teal number to each outcome of the sample space, and hence we state . real-valued function defined on a sample space. Thus the number of heads oins and the sum of the dots ‘obtained with a pair of dice in the above the mumbers oie variable is a ainsi of 10 © vee vas of random variables a function has been named a random variable. This ole noted that in the above definition, is universally accepted and used. sig dghinappropriate and somewhat unfortunate, saxon vale is also called a chance variable, a stochastic variable or simply a variate and is ‘iin ry The random variables are usually denoted by capital Latin letters such as X, Y, 2: ‘eis aen by them are represented by the corresponding small letters such as J, 2 It is to ‘ibe tht more than one r.v. can be defined on the same sample space. There are two types of ‘eéscete andthe continuous. 'SIRIBUTION FUNCTION eben fiction ofa random variable X; denoted by F(x), is defined by F(x) = P'S»). <3 ges te probability ofthe event that X takes a valueless than oF equa & specified buon function is abbreviated to df. and is also called the cumulative dsrbution (ed) wave probability function of the X from the smallest upto specific values of x. Sey isa probability, i is quite obvious that SJ Scanned with CamScannerAn; 228 ch that a ih a robabili wv. X, ty Xp very Xp ov AMON WI he probebility 1 is distributed, are called the probability points or jump points, P(X = *) ® : probability thatthe discrete rv. X takes the value x). ; i ‘The distribution function fora discrete rv, is \ u FW)=DIG;), t D where is F sumis taken overall hat are less than or equal t 4 (0 x. Letting xtend to +00, we have Fea) =Ds@)=1. : FQ) in case : : rae fa dis ‘ segments bene, # discrete ry, ig gue on page eet MO Successive values cod CmeuoM~ That is, its graph consists Oe values and ). It should be not has a step or jump of height f(x), 5 Gps wn ed that Faden ' F(x) is continuous but between jumps, itis “ Scanned with CamScannerfade ii) x : toome ts) is greater than or equal 14 ~~ it tn other words io mes mst Be uni Fy potas asociated wi a distri ‘on and distribution function fo, te, Find the seruct Pi ioeaitty histogram and a graph of the ~\ Example 7. en taco 7 ee The equi cable sae = (HHH, HUT, HTH, THE vearte tert ee probabilities are: fooy= PIX = = “PUTT = f= P(X == mu | 2) = P{(HHT, HTH, matty}=2 | 4 Hrt, THT, TTH, TTT). e number of heads. Then the values of x are 0, 1, Tas hy f(2)= P(X = pepe ur 23) = PUN | ion in the tabular form, we obtain the desired probability distibusasi Putting this informati u Number of heads @ |o .1 2 3 | Probability . fay [LR 2 i : [zs 3 8 8 — ‘To obtain a formula, we need expressions for x heads to be selected out of 3 heads aotir denominators for all values. Now, x heads can be selected in () ways and the total number afes= i : x is 8. Therefore the desired probability distribution in the form of an equation is ) : soy=Px==2-7Y1) for x= L(Y) for v=0423. For distribution function, we compute the probabilities as below: Ifx<0, wehave P(W'< x) =0 IOS x<1, wehave P(X : P(X 8) = P(X=9) + P(X=10) + P(X=11) + P(X=12) = (9) + 10) +l) + (12) . = , -443,2,4.10 36° 36°36 "36-36 ii) P(a sum that is greater than 5 but less than or equal to 10) =PG Scanned with CamScannerha discrete t-¥ \ das intervals) of a continuous f.v. and their a | or expressed by means ofa formula. They may be different wit ‘The values (expresse SSOciatey | ither in a tabular form Pro, shown eithe! Example 7.3 (a) Find the value of k so that the function f(x) defineq 2s fly function . na Tay: fia, 0 SxS2 \ elsewhere (b) Find also the probability that both of two sample values will exceed 1 (c) Compute the distribution function F(x). a) The function f(x) will be a density function, if “i) f(x)2 0 for every x,and ‘ i - | ii) [f(tc=1 : J ow The first ition is sati : | first condition is satisfied when k2 0. The second condition will be satisfied, if fr “ 3 ° 2 © eit I= frondes [poyars [roar . 2 - 0 2 © ue if I= Joce+ feds Joa ~» ON ryt Scanned with CamScannerwoos VARIABLES wl veil 1=04[h 235 1 is gives . zg eee (0742 for OSX $2 0, elsewhere » mop oe of shaded region 2 (two sample values exceeding one) = 4) Tocompute the distribution function, we find F(x) = PX <2)= Sree For any x such that ~00 < x $0,F(3)= fae =0, If 0< x2, we have oe rol hehe and finally for x> 2, we have F(x) = fork [fare Joa 1 Hence F(x)=0 , for x<0 forVsxs2 =l, for x>2 Example 7.4 A rv. Xis of continuous type with pdf. fs) =2x, 00 and [0 ae= fox de =1. “= ° i) Since fx) is a continuous probability function, therefore Ax =3)=0 2. 1) 4 2 +81 ii) xs5}= Jods facar=oste 125 7 1) 4 ° al 15 » iii) a>t}- 2x de+[0 de =[x? ]+0=— ih feaepare peg 5 1 . 1 2 y2 3 iv) ZSX2, Find the p-d. and P(}X] <1.5). Scanned with CamScanner