Probability Function
Def:
For a discreteDiscrete Random Variables
Discrete random varaibles
Defination: If the set of all possible values of a random variable, X, is a countable set
then X is called a discrete random variable. The function If it is clear from the context that X is discrete, then we simply will say discrete pdfProbability Density Funciton and cumulative distribution function(CDF). Another common terminology is Probability Mass Function if X is a discrete random variable wiuth pdf(x), then the expected valueof X is defined by
Important: Bernoulli Random Variable
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Example: Roll a Die twice and let x be the larger outcome. Q: give the distribution of X(all the possible values) |give the p.m.f of X(probability of each value)
- The p.m.f of x is
-
X=x&1 &2 &3 &4 &5 &6 \
\frac{1}{36}& \frac{3}{36} & \frac{5}{36} &\dots & & \frac{11}{36}
\end{bmatrix}$$
or
ex(Q4 (a)):
p.m.f f(x) =
cdf of a discrete
(or population mean)expected value
Discrete Random Variables: For a discrete random variable, the expected value, usually denoted as μ or E(X), is calculated using
The formula means that we multiply each value,x, in the support by its respective probability, f(x), and then add them all together. it can be seen as an average value but weighted by the likelihood of the value. ##Example:
x 0 1 2 3 4 f(x) 1/5 1/5 1/5 1/5 1/5
=2 Properties:
Continuous Random Variables: The expected value(or mean) for a continuos random variables , usually denoted as μ or E(X), is calculated using:
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Discrete Random variable: