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    Discrete and Continuous

    Random Variables

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    Random Variables

    Random variables are typically denoted by uppercase letters, such as X, Y, and Z. The
    actual numerical values that a random variable can assume are denoted by lowercase
    letters, such as x, y, and z.

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    Examples :
    Let X denote the random variable that is defined as the sum of two fair dice, then
    P{X = 2} = P{(1, 1)} = 1/36
    P{X = 3} = P{(1, 2), (2, 1)} = 2/36
    P{X = 4} = P{(1, 3), (2, 2), (3, 1)} = 3/36
    P{X = 5} = P{(1, 4), (2, 3), (3, 2), (4, 1)} = 4/36
    P{X = 6} = P{(1, 5), (2, 4), (3, 3), (4, 2), (5, 1)} = 5/36
    P{X = 7} = P{(1, 6), (2, 5), (3, 4), (4, 3), (5, 2), (6, 1)} = 6/36
    P{X = 8} = P{(2, 6), (3, 5), (4, 4), (5, 3), (6, 2)} = 5/36
    P{X = 9} = P{(3, 6), (4, 5), (5, 4), (6, 3)} = 4/36
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    P{X = 10} = P{(4, 6), (5, 5), (6, 4)} = 3/36
    P{X = 11} = P{(5, 6), (6, 5)} = 2/36
    P{X = 12} = P{(6, 6)} = 1/36
    In other words, the random variable X can take on any integral value between 2
    and 12.
    Note:

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    Discrete and Continuous Random Variables
    In the two foregoing examples, the random variables of interest took on a finite
    number of possible values.
    Discrete Random variable: Random variables whose set of possible values can
    be written either as a finite sequence 𝑥1 , . . . , 𝑥𝑛 , or as an infinite sequence 𝑥1 , . .
    . are said to be discrete.
    For instance, a random variable whose set of possible values is the set of
    nonnegative integers is a discrete random variable.
    However, there also exist random variables that take on a continuum of possible
    values. These are known as continuous random variables.
    -------------------------------------------------------------------------------------------------

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    Continuous Random Variable: A random variable X is said to be
    continuous if it can take on the infinite number of possible values
    associated with intervals of real numbers.
    One example is the random variable denoting the lifetime of a car, when
    the car’s lifetime is assumed to take on any value in some interval (a, b).

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    Note:
    Frequently, it is convenient to represent all the probabilities of a random
    variable X by a formula. Such a formula would necessarily be a function of the
    numerical values x that we shall denote by f(x), g(x), r(x), and so forth.
    Therefore, we write f(x) = P(X = x); that is, f(3) = P(X = 3). The set of ordered
    pairs (x, f(x)) is called the probability function, probability mass function, or
    probability distribution of the discrete random variable X.

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    Probability Mass Function ( PMF )

    and
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    The Cumulative Distribution Function (CDF)
    --------------------------------------------------------------------

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    Problem

    Compute p(3).

    Solution

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    Continuous Random Variables
    We say that a random variable X has a continuous distribution or that X
    is a continuous random variable if there exists a nonnegative function f
    , defined on the real line, such that for every interval of real numbers
    (bounded or unbounded), the probability that X takes a value in the
    interval is the integral of f over the interval.

    The function f(x) is called the probability density function of the random
    variable X, if additionally the following are satisfied

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    i

    ii

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    If we let a = b in then

    In words, this equation states that the probability that a continuous random
    variable will assume any particular value is zero. The fact that P(X = a) = 0 does
    not imply that X = a is impossible. If it did, all values of X would be impossible
    and X couldn’t assume any value. What happens is that the probability in the
    distribution of X is spread so thinly that we can only see it on sets like
    nondegenerate intervals.
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    Problem

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    Solution

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    Practice Problem

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    Practice Problems

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