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Example:
Tossing a coin once.
Tossing a six-sided die once and observing
whether the outcome is 4 or not.
Two Types of Random Variables
Definition
A discrete random variable is an rv whose possible
values either constitute a finite set or else can be
4
=1
Exercise 2:
A test consists of three true-false questions. A student
takes this test and he has 90% chance of answering
any question correctly. Find the probability
distribution for the number of questions he gets right.
Use a table and a histogram.
Exercise 3:
A box contains 7 marbles; 4 red, and 3 yellow. Let X
be the number of attempts it takes to get a red marble,
if one marble is pick out of the box at a time without
replacement. Find the probability distribution of X.
Find the probability that it takes more than two
attempts to get a red marble.
Exercise 4:
Derive a pmf for a Bernoulli rv and determine its
parameter.
The Cumulative Distribution Function
The cumulative distribution function (cdf) F(x) of a
discrete rv variable X with pmf p(x) is defined for
every number x by
F (x) = P(X x) =
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Find F(y).
Proposition
For any two numbers a and b with a b,
P (a X b) = F (b) F (a)
where a represents the largest possible X value
that is strictly less than a.
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Exercise 6:
For the previous example, find
A. P (1 X 4)
B. P (2 X < 4)
C. P (8 < X < 16)
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