Chapter 6

Random variables II
 Review – Chapter 4
• So, for each elementary event, a number can be
assigned, called a random variable.
• Random variable is a function that maps to the real
numbers.
• Given a sample space , ,
• Then
• Domain of the function is the sample space, range
is the real line (of subset of real line).
• The random variable takes on a quantity observed
in a trial of an experiment.
Discrete and Continuous Random variables

• Discrete : take on isolated real values (typically

integers, but need not be)
• Continuous: take on an interval of the real
line:
– [a,b], [0,∞), etc.
– Example: amount of milk given by a cow, rainfall
in 24 hours, etc
Probability mass function (p94)
 Probability density function (p99)
• Separate notation: f(x) instead of p(x)
 Probability density function
• Probability that the random variable lies
between c and d:
 Note… (p102)

• Probability of a continuous random variable

taking on a particular value is ZERO.
• Also:
 MEAN AND VARIANCE
• Mean of sample:

–
• Mean of random variable:
Expected value

• Mean is a sum of terms:

– Product of a value that the random variable can
take on, with the associated probability
– Summed over all possible values of the random
variable
 EXPECTED VALUE
• Expected value of a random variable X, intuitively, is the long-run
average value of repetitions of the experiment it represents.

• For example, the expected value in rolling a six-sided die is 3.5

because, roughly speaking, the average of all the numbers that
come up in an extremely large number of rolls is very nearly
always quite close to 3.5

• Less roughly, the law of large numbers states that the arithmetic
mean of the values almost surely converges to the expected
value as the number of repetitions approaches infinity.
 EXPECTED VALUE
• More practically, the expected value of a discrete random
variable is the probability-weighted average of all possible
values. In other words, each possible value the random
variable can assume is multiplied by its probability of
occurring, and the resulting products are summed to produce
the expected value.

• Let Z be a discrete random variable taking values z1, z2, ... with
probabilities p1, p2, ... respectively. Then the expected value of
this random variable is the infinite sum
 Example
• Page 146, Example 3C
 VARIANCE
• Sample variance:
–
• Variance of random variable:

• Variance is a sum of terms:

– Product of squared difference between value that
the random variable can take on and the mean,
with the associated probability
– Summed over all possible values of the random
variable
 CONTINUOUS DISTRIBUTIONS
• If X ~ f(x)
 Linear functions of a random variable

• Let random variable Y be a linear function of

X, another random variable:
• Y = aX + b
• Then the mean and variance of Y is:
• E[Y] = a E[X] + b = aμ + b
• Var(Y) = a2Var(X) = a2σ2
 Examples to do in class
• Pages 145-146
• Examples: 1A, 2A, 3C
Mean of Poisson Random Variable
 Mean of Binomial distribution
• Cover in class
• pp 147 - 148
GEOMETRIC INTERPRETATION
Center of mass, Variance is similar to
balance concept moment of inertia relative
to the mean
SKEWNESS
DISTRIBUTION FUNCTION
 Properties of the distribution function

• Each probability mass or density function has

a different density function.
• Alternate name: Cumulative Distribution
Function (CDF) – preferred
• Range of CDF is bounded :
• As x → - ∞, F(x) → 0
• As x → + ∞, F(x) → 1
• CDF is an increasing function
 Examples
• Page 150:
• Example 7A and 8A
MEDIAN OF A RANDOM VARIABLE
• Using the distribution function, we can define
the median of a random variable.
• If X is a random variable with distribution
function F(x), then the median of X, is defined
by:

• If X is continuous, then
 Median

• If the density function is symmetric, then the median and the

mean coincide.
• If X is discrete, F(x) is a step function, and the median is taken
to be the lowest value of x for which F(x) ≥ 1/2 .
CDF of Normal Distribution

Median where F(x) = 0.5

 APPROXIMATING THE BINOMIAL AND
POISSON DISTRIBUTIONS (p153-)
• Under certain conditions, the Binomial and
Poisson distributions resemble the normal
distribution.
• Mean and variance:

Mean Variance
Binomial np np(1-p)
Poisson λ λ
Approximations
 Example 16A
• Draw graphs in Excel to illustrate similarity of
functions.