Discrete Random Variables A discrete random variable is one which may take on only a countable number of distinct values

such as 0,1,2,3,4,........ Discrete random variables are usually counts. E . the number of children in a family, the number of students attendance at a tutorial class, the number of !atients in a doctor"s sur ery A continuous random A continuous random variable is not defined at s!ecific values. #nstead, it is defined over an interval of values, and is re!resented by the area under a curve $in advanced mathematics, this is known as an inte ral%.

Expected value ( ) #n !robability theory the e&!ected value $or e&!ectation, or mean% of a discrete random variable is the sum of the !robability of each !ossible outcome of the e&!eriment multi!lied by the outcome value.
xi P $ X E(X) = i = xi %

A common a!!lication of e&!ected value is in amblin . 'onsider a wheel has 3( e)ually likely outcomes. A winnin bet !laced on a sin le number !ays 3* times of the bet. +o the e&!ected value of the !rofit resultin from a 1,- bet on a sin le number is. E$/% - $ 1 0
31 1 % + $3* 0 % 3( 3(

#f / is a continuous rv with the !robability density function f$x%, then the e&!ected value of / is iven by
E $ X % = xf $ x %.dx

E . #f / is continuous rv with !df f$&% where f$&% - k&2 $12&% , 03 & 3 1 - 0 otherwise

kx

$1 x %.dx =1 =

kx

$1 x %.dx + kx $1 x %.dx + kx 2 $1 x %.dx

2 0 1

E$ X % =

xkx

$1 x %.dx =

xkx

$1 x %.dx + xkx $1 x %.dx + xkx 2 $1 x %dx

2 0 1

+,4 k-12 and E$/%-3,*

Properties of E(X)
1. E&!ected value of a constant is e)ual to that constant. i.e. #f c is a constant, E$c% - c 2. E$/ 5 c% - E $/% 5 c 3. E $a/ % - aE$/% 4. #f X and Y are random variables such that / 6 7 the E$/% 6 E$7% *. E$/ 5 7% - E $/% 5 E$7%

Proof.

+how how to !rove

2

Variance of a distribution $ )
When X is discrete Var (X) = =

$ x
i

% 2 f$& i % = E9$ X % 2 8 , where E(X) = f $ xi % 2 = E(X2) [E(x)]2

x
i

2 i

(Try some class exercises) When X is continuous V(X) = xi2 f

$ xi %

- 2

Thus we can form a ta le xi f(xi) ! !&"% 2 "&"% " $&"% # '&"% $ (&"% % !!&"%

E(X2) = 12*(1/36) + 22*(3/36) + 32*(5/36) + 42*(7/36) + 52*(9/36) + 62*(11/36) = 7 1/36 = 21!9

E(X) = 4!47 (sho"ed) #hus E(X2) = 19!9$ V(X) = 21!9 % 19!$$ = 1!99 &o" consider the 'V( ) = su* o+ the nu*,ers (-(,) in - .-ir o+ dice! )i ,(yi) 2 !&"% " 2&"% # "&"% $ #&"% % $&"% ' %&"% * $&"% ( #&"% !+ "&"% !! 2&"% !2 !&"%

E()2) = 22*(1/36) + 32*(2/36) + /////!! +112*(2/36) + 122*(1/36) = 54!$ E()) = 7 V()) = 54!$ % 72 = 5!$ 0td! de1 o+ ) = = 2!4

2ro.erties o+ V(X)
Theorems- V(X./) = V(X), Var (aX) = a2V(X) 0emar/- 1et ) e a ran2om 3aria le with mean a2 stan2ar2 2e3iation the stan2ar2i5e2 ran2om 3aria le 6 is 2efine2 as Y Z=
,ro3e that V(6) = ! an2 E(6) = +

4 Then

345&# 650#'578#54&
7onsi2er a fair coin is tosse2 " times X = + if hea2 a88ear on the first toss ! if tail occurs on the first toss4 ) = num er of hea2s occur Then 9 = :;;;, ;;T, ;T;, ;TT, T;;, T;T, TT;, TTT< ,(x=+) = ,:;;;, ;;T, ;T;, ;TT< = #&* , (x=!) = ,:T;;, T;T, TT;,TTT< 6istri,ution o+ X X=xi ,(X=xi) = f(xi)= 6istri,ution o+ ) )= 9###:( )=1 9;##( #;#( ##; )=yi + ,()=yi) = ?(yi) !&* ! "&* 2 "&* " !&* + > ! >

The @oint 2istri ution of X A ) is + ! 9um + + +&* TTT !&* !&* ! ;TT = !&* T;T, TT; 2&* "&* 2 ;;T, ;T; = 2&* T;; !&* "&* " ;;; !&* + +&* !&* 9um > >

Thus we can write h(+,2) =,(x=+, y=2) = ,(;T;, ;;T)

Befinition
1et X an2 ) e ran2om 3aria les on a sam8le s8ace 94 1et X(9) an2 )(9) e the ima?e sets4 Then we can ma/e the 8ro2uct set X(s) x )(s) = :(x!,y!), (x2,y2),CC4(xn,yn)< into a 8ro a lity s8ace y 2efinin? the 8ro a ility of or2ere2 8air (xi, yi) to e as the ,(X=xi, )=yi) Then the function h on X(s) x )(s) 2efine2 as h(xi, yi) = ,(X=xi, )=yi) is calle2 the @oint 2istri ution4 Thus h$ x , y % 0 an2 h$ x y % =1
m n
i i

j =1 i =1

7o3ariance etween X an2 )

Df X an2 ) are two 0Vs then the extent to which two ran2om 3aria les 3ary to?ether (coE3ary) is measure2 y an in2icator /nown as 7o3ariance an2 it is 2enote2 y AX) an2 s ?i3en y #hus <o1-ri-nce is a measure of how much the 2e3iations of two 3aria les match4 7o3 (X,)) =
i i

=E : [ X E E(X)] [) E())] < = E(X)) E(X)FE())

i i X Y

E(X)) = x y h$ x , y % if X an2 ) are 2iscrete

= h$ x , y %dx, dy E continuous
i i

X Y

if X A ) are

Gote,ositi3e co3ariance- Dt in2icates that hi?her than mean 3alues of one 3aria le ten2 to e 8aire2 with hi?her than mean 3alues of other 3aria le4 Ge?ati3e co3ariance- Dt in2icates that hi?her than mean 3alues of one 3aria le ten2 to e 8aire2 with lower than mean 3alues of other 3aria le4 6ero co3ariance- Df the two ran2om 3aria les are in2e8en2ent then the co3ariance will e 5ero4 Gote- ;owe3er, co3ariance is 5ero 2oes not im8ly that two 3aria les are in2e8en2ent Hseful ,ro8erties V(X . ) ) = V(X) . V()) . 7o3(X,)) 7o3(aX, )) = a 7o3(X,)) Exam8leI 8air of fair 2ice is tosse24 1et X = max (a, ) A ) = a. to 94 2 !&"% + + + + + !&"% " + 2&"% + + + + 2&"% # + !&"% 2&"% + + + "&"% $ + + 2&"% 2&"% + + #&"% % + + !&"% 2&"% 2&"% + $&"% ) ' + + + 2&"% 2&"% 2&"% %&"% where (a, ) is any or2ere2 8air elon?s 9um * + + + !&"% 2&"% 2&"% $&"% ( + + + + 2&"% 2&"% #&"% !+ + + + + !&"% 2&"% "&"% !! + + + + + 2&"% 2&"% !2 + + + + + !&"% !&"% 1/36 3/36 5/36 7/36 9/36 11/36

! 2 " # $ %

9um

h(",$) = 8(X=" an2 )=$) = 2&"% E(X)) = !F2F!&"% . 2F"F2&"% . 2F#F!&"% . =!2"2&"% = "#42 E(X) = .%F!2F!&"%

X = #4#', X
Y

E()) =

=!4#

= '4+

Y =24#

7(X,)) = 24(&(!4#)F(24#) = 24( 1imitation Jecause of the num er re8resent 7o3(X,)) 2e8en2s on the units of the 2ata it is 2ifficult to com8are 7o3 amon? 2ifferent 2ata sets, 8articular ha3in? 2ifferent scales another 3ery useful in2ictor was 2efine2 an2 is /nown as

7orrelation 7oefficient E

7orrelation 7oefficient
<orre=-tion is a i3ariate measure of association (stren?th) of the relationshi8 etween two 3aria les4 Dt 3aries from + (ran2om relationshi8) to ! (8erfect linear relationshi8) or E! (8erfect ne?ati3e linear relationshi8)4

Hseful ,ro8erties 1et X A ) e in2e8en2ence 0Vs4 Then (i) E(X)) = E(X)4E()) (ii) Var (X.)) = Var(X) . Var ()) (iii) 7o3 (X, )) = + ,roof- Df X an2 ) are in2e8en2ent h(x,y) = f(xi)

Various 2istri utions Jinomial Gormal ,oisson Jinomial Bistri ution