Part II: Discrete Random Variables 1.

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Presentation transcript:

Part II: Discrete Random Variables 1

Chapter 7: Random Variables; Discrete Versus Continuous 2

Example: Random Variable We are playing a very simplified version of blackjack in which each person is only dealt 2 cards. We are interested in the sum of the cards. a) is the sum of the cards a quantitative or qualitative variable? b) Is this a random variable? c) What is the sample space for this random variable? d) what are the possible values for the random variable? 3

Example: Random Variable 1)The lifetime of a light bulb 2)The number of students in class on any particular day 3)The length of time to wait for a bus 4)The number of seconds it takes for Mosby (one of my cats) to sit on my lap after I sit down in my chair. 4

Random Variable Discrete: Example Supposed that you draw 3 cards from a deck of cards and record whether the suit is black or red. Let Y be the total number of red cards. a) construct a table that shows the values of Y b) Explain why Y is a discrete random variable Identify the following events in words and as a subset of the sample space. c) {Y = 2} d) {Y  2}e) {Y  1} 5

Chapter 8: Probability Mass Functions and Cumulative Distribution Functions The rule: Anytime You have a chance of getting something right, there’s a 90% probability you’ll get it wrong. Andy Rooney 6

Example: Mass and CDF Supposed that you draw 3 cards from a deck of cards and record whether the suit is black or red. Let X be the total number of red cards. a)What is p X (2)? b)Determine the mass of X. c) Construct a probability plot and histogram for X. d) What is the CDF of X? e) Construct a plot of the CDF. 7

Plots for 3 cards Example 8

Histogram: interpretation of PMF Theoretical Simulated 1000 times Simulated 10,000 times 9

Calculation of Probabilities from CDFs Let X be a random variable. Then for all real numbers a,b where a < b 1)P(a < X ≤ b) = F X (b) – F X (a) 2)P(a ≤ X ≤ b) = F X (b) – F X (a-) 3)P(a < X < b) = F X (b-) – F X (a) 4)P(a ≤ X < b) = F X (b-) – F X (a-) 10

Example 1: Coin Flipping Flip a coin until the first head appears. Let X denote the number of flips until the first head appears (including the head). 11

Example 1: (cont) mass CDF 12

Example 2: CDF  mass 13

PMF: Example Supposed that you draw 3 cards from a deck of cards (with replacement) and record whether the suit is black or red. Let Y be the total number of red cards. Determine the PMF when a)there are equal numbers of red and black cards. b)if out of 100 cards, 30 are red and 70 are black. c)for p red cards out of 100 cards. 14

PMF Example (cont) OutcomeProbability p = 0.5p = 0.3General p RRR RRB RBR RBB BRR BRB BBR BBB 15

PMF Example (cont) OutcomeProbability p = 0.5p = 0.3General p RRR1/8 = RRB RBR RBB BRR BRB BBR BBB 16

PMF Example (cont) OutcomeProbability p = 0.5p = 0.3General p RRR1/8 = RRB RBR RBB BRR BRB BBR BBB 17

PMF Example (cont) OutcomeProbability p = 0.5p = 0.3General p RRR1/8 = p 3 (1 – p) 0 RRB RBR RBB BRR BRB BBR BBB 18

PMF Example (cont) OutcomeProbability p = 0.5p = 0.3General p RRR1/8 = p 3 (1 – p) 0 RRB1/8 = p 2 (1 – p) 1 RBR1/8 = p 2 (1 – p) 1 RBB1/8 = p 1 (1 – p) 2 BRR1/8 = p 2 (1 – p) 1 BRB1/8 = p 1 (1 – p) 2 BBR1/8 = p 1 (1 – p) 2 BBB1/8 = p 0 (1 – p) 3 19