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RANDOM VARIABLES
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Random Variables
Random variable: Response of random experiments taking
different numerical values with certain probabilities.
The probability models describe the random variables.
EXAMPLES
Number of car crashes in Ahmedabad tomorrow
Amount of rainfall in India next month
Salary offered to a PGP passout
Length of time a cancer patient survives after detection
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Example
Random Description Range
Variable
X Number on a die 1,2,3,4,5,6
Y Number of heads in 4 tosses 0,1,2,3,4
Z Is the colour of a card red? 1 if yes, 0 if no (dummy variable)
Note: The textbook says that suits of cards are also random variables, but we
typically dont allow non-numerical random variables.
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Total 1
The probability function above is called the probability mass function (p.m.f.) of X.
It is also known as the distribution of X.
Values can be any set of numbers, typically integers.
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Two dice
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Distribution Function
A random variable X can be characterised by its (Cumulative)
Distribution Function F(x) = P(Xx).
The last two cases look at 1-F(x), which is called the Survival
Function.
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Distribution function
Example
p(1) = 0.1, p(2) = 0.2 and p(5) = 0.7.
What is the distribution function?
Some Properties
1. 0 F(x) 1.
2. F(x) is non-decreasing.
3. F(x) is right continuous.
4. lim F(x) 0; lim F(x) 1 .
x x