Random Variables and Probability Distribution (1)

Slides:



Advertisements
Similar presentations
CS433: Modeling and Simulation
Advertisements

1. Frequency Distribution & Relative Frequency Distribution 2. Histogram of Probability Distribution 3. Probability of an Event in Histogram 4. Random.
Bayes Rule for probability. Let A 1, A 2, …, A k denote a set of events such that An generalization of Bayes Rule for all i and j. Then.
DISCRETE RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS
Chapter 2 Discrete Random Variables
5.4 Joint Distributions and Independence
CSE 221: Probabilistic Analysis of Computer Systems Topics covered: Discrete random variables Probability mass function Distribution function (Secs )
Today Today: More of Chapter 2 Reading: –Assignment #2 is up on the web site – –Please read Chapter 2 –Suggested.
Probability Distributions Finite Random Variables.
Discrete Probability Distribution
Class notes for ISE 201 San Jose State University
Visualizing Events Contingency Tables Tree Diagrams Ace Not Ace Total Red Black Total
Eighth lecture Random Variables.
Eighth lecture Random Variables.
1. Conditional Probability 2. Conditional Probability of Equally Likely Outcomes 3. Product Rule 4. Independence 5. Independence of a Set of Events 1.
Chapter 5 Several Discrete Distributions General Objectives: Discrete random variables are used in many practical applications. These random variables.
Chapter6 Jointly Distributed Random Variables
Probability Distributions. A sample space is the set of all possible outcomes in a distribution. Distributions can be discrete or continuous.
Random Variables and Probability Distributions
Chapter 1 Probability and Distributions Math 6203 Fall 2009 Instructor: Ayona Chatterjee.
PROBABILITY and IMPORTANCE to RISK MANAGEMENT. What is PROBABILITY? It is a quantitative measure of uncertainty.
Chapter 3 Random Variables and Probability Distributions 3.1 Concept of a Random Variable: · In a statistical experiment, it is often very important to.
1 Dr. Jerrell T. Stracener, SAE Fellow Leadership in Engineering EMIS 7370/5370 STAT 5340 : PROBABILITY AND STATISTICS FOR SCIENTISTS AND ENGINEERS Systems.
Random Variables. A random variable X is a real valued function defined on the sample space, X : S  R. The set { s  S : X ( s )  [ a, b ] is an event}.
Discrete Random Variables. Numerical Outcomes Consider associating a numerical value with each sample point in a sample space. (1,1) (1,2) (1,3) (1,4)
Chapter Four Random Variables and Their Probability Distributions
2.1 Introduction In an experiment of chance, outcomes occur randomly. We often summarize the outcome from a random experiment by a simple number. Definition.
Week 21 Conditional Probability Idea – have performed a chance experiment but don’t know the outcome (ω), but have some partial information (event A) about.
Math b (Discrete) Random Variables, Binomial Distribution.
1 Continuous Probability Distributions Continuous Random Variables & Probability Distributions Dr. Jerrell T. Stracener, SAE Fellow Leadership in Engineering.
ICS 253: Discrete Structures I Discrete Probability King Fahd University of Petroleum & Minerals Information & Computer Science Department.
Sixth lecture Concepts of Probabilities. Random Experiment Can be repeated (theoretically) an infinite number of times Has a well-defined set of possible.
Section 7.4 Use of Counting Techniques in Probability.
PROBABILITY AND STATISTICS WEEK 4 Onur Doğan. Random Variable Random Variable. Let S be the sample space for an experiment. A real-valued function that.
Random Variables Example:
President UniversityErwin SitompulPBST 3/1 Dr.-Ing. Erwin Sitompul President University Lecture 3 Probability and Statistics
 A probability function is a function which assigns probabilities to the values of a random variable.  Individual probability values may be denoted.
Chapter 4. Random Variables - 3
1 7.3 RANDOM VARIABLES When the variables in question are quantitative, they are known as random variables. A random variable, X, is a quantitative variable.
Chapter 5. Continuous Random Variables. Continuous Random Variables Discrete random variables –Random variables whose set of possible values is either.
MATH Section 3.1.
Statistics and Probability Theory Lecture 12 Fasih ur Rehman.
Engineering Probability and Statistics - SE-205 -Chap 3 By S. O. Duffuaa.
Chapter 5 Joint Probability Distributions and Random Samples  Jointly Distributed Random Variables.2 - Expected Values, Covariance, and Correlation.3.
Probability Distribution. Probability Distributions: Overview To understand probability distributions, it is important to understand variables and random.
1 Dr. Jerrell T. Stracener, SAE Fellow Leadership in Engineering EMIS 7370/5370 STAT 5340 : PROBABILITY AND STATISTICS FOR SCIENTISTS AND ENGINEERS Systems.
Copyright © Cengage Learning. All rights reserved. 3 Discrete Random Variables and Probability Distributions.
Discrete Random Variables Section 6.1. Objectives Distinguish between discrete and continuous random variables Identify discrete probability distributions.
Random Variables and Probability Distributions. Definition A random variable is a real-valued function whose domain is the sample space for some experiment.
Discrete Probability Distributions
ICS 253: Discrete Structures I
3 Discrete Random Variables and Probability Distributions
Discrete Random Variables and Probability Distributions
Unit 5 Section 5-2.
Jointly distributed random variables
Random Variables and Probability Distribution (2)
CHAPTER 2 RANDOM VARIABLES.
What is Probability? Quantification of uncertainty.
Cumulative distribution functions and expected values
Chapter 2 Discrete Random Variables
Chapter Four Random Variables and Their Probability Distributions
Random Variable, Probability Distribution, and Expected Value
PROBABILITY AND STATISTICS
Distributions and expected value
Problem 1.
Random Variables and Probability Distributions
7.1: Discrete and Continuous Random Variables
Random Variables A random variable is a rule that assigns exactly one value to each point in a sample space for an experiment. A random variable can be.
Random Variables and Probability Distributions
Random Variables Binomial and Hypergeometric Probabilities
Presentation transcript:

Random Variables and Probability Distribution (1) Definition: A random variable is a function that associates a real number with each element in the sample space. A random variable symbol should be capital letter such X, Y, … and its corresponding is small letter.

Random Variables and Probability Distribution (1) Example: Two balls are drawn in succession without replacement from an urn containing 4 red balls and 3 black balls. The possible outcomes and the value Y of the random variable Y where Y is the number of red balls are: Sample space “S”: [RR, RB, BR, BB] Number of reds “Y”: [2, 1, 1, 0]

Random Variables and Probability Distribution (1) Definition: If a sample space contains a finite number of possibilities or an unending sequence with as many elements as there are whole numbers, it is called a discrete sample space.

Random Variables and Probability Distribution (1) Definition: If a sample space contains an infinite number of possibilities equal to the number of points on a line segment, it is called a continuous sample space.

Random Variables and Probability Distribution (1) Example: Classify the following random variables are discrete or continuous: X: The number of automobile accidents? It is discrete random variable. Y: The length of time to play 18 holes of Golf? It is continuous random variable. M: The mount of milk produced yearly by a particular cow?

Random Variables and Probability Distribution (1) Example: N: The number of eggs laid each month by a hen? It is discrete random variable. P: The number of building permits issued each monthly in a certain city? Q: The weight of grain produced per acre? It is continuous random variable.

Random Variables and Probability Distribution (1) Discrete Probability Distribution Definition : The set of ordered pairs (x, f(x)) is a probability function, probability mass function or probability distribution of the discrete random variable X if for each possible outcome x ;

Random Variables and Probability Distribution (1) As

Random Variables and Probability Distribution (1) Example (1): A shipment of 20 similar laptop computers to a retail outlet contains 3 that are defective. If a school makes a random purchase of 2 of these computers, find the probability distribution for the number of defectives.

Random Variables and Probability Distribution (1) Solution: Let X be a random variable whose values x are the possible numbers of defective computers purchased by the school. Then x can only take the numbers 0, 1, 2 then:

Random Variables and Probability Distribution (1) 2.

Random Variables and Probability Distribution (1) Then the probability distribution is X 1 2 f(x) 68/95 51/190 3/190

Random Variables and Probability Distribution (1) Example2: Suppose X is the sum of up faces of 2 dies:

Random Variables and Probability Distribution (1) X: sum of up faces of 2 dies   1 2 3 4 5 6 7 8 9 10 11 12

Random Variables and Probability Distribution (1) X f(x) = P (X=x) 2 1/36  3  2/36 4 3/36 5  4/36 6  5/36 7  6/36 8 9 10  3/36 11 12  1/36 The probability distribution function table is

Random Variables and Probability Distribution (1) Then