Proba 2

CHAPTER- TWO
Random Variables
The random variable concept
Distribution Function
Density Function
Conditional Distribution & Density Functions
Some Special distributions & Density Functions
Eya Z.
2012 AMU
Random variable concept
• In most scientific and technological applications, measurements and
observations are expressed as numerical quantities.
• Systems represented by operations on random variables
• The outcome of a random experiment need not be a number; however, we

are usually interested not in the outcome itself, but rather in some
measurement or numerical attribute of the outcome.
 Examples: -
- In tosses of a coin, we may be interested in the total number of head
- In the selection of a student’s name from the class, we are interested
in the weight of the student
- In study of noise like signals, we are nearly always deal with physical
quantities such as voltage, power etc., which can be measured in physical
unit.
In each of these examples, a measurement assigns a numerical value to the
outcome of the random experiment. Since the outcomes are random, the result
of measurement will also be rando
• A random Variable: is simply a function that maps every point in
sample space on to the real line (numbers)

• Random Variable (RV): is a function whose domain is the set of
outcomes of an experiment and
whose range is R1, the real
line(numbers).
Examples: Mapping for the through of one die
Examples: Let us construct a model for counting the number of heads

in a sequence of three- c o i n tosses. For the underlying sample space,
we take
which contains the eight possible sequences of tosses. However, since we

are only interested in the number of heads in each sequence, we define
the random variable (function) X by
• The probability of occurrence of each outcome determines the
probability of occurrence of each of the mapped numbers.
• Random Variables represent by capital letters such as X, Y, W…and any

particular values of the RV by lower case such as x, y,w
Events Defined by Random Variables
• If X is a r.v. and x is a fixed real number, we can define the event

(X= x) as:
Similarly, for fixed numbers x, x1, and x2, we can define the
following events:
• These events have probabilities that are denoted by
• Example
Types of Random Variables
•Discrete RVs They take values which belong to a set of finite

length. For e.g.
- The number of people using their cordless phones
- the age of a man (rounded off in years) and
- the number of children of a couple would also be discrete RVs.
•Continuous RVs a RV which may take infinite number of values or a

continuum of values is called a Continuous RV.
For e.g. -The height of men in a town,
- the voltage at the front end of a receiver or
- the age of a man (without any rounding)
Distribution Function
• The probability P (X  x) is also denoted by the function FX (x), which is called
the distribution function or cdf of the random variable X.
• It gives the summation of the probabilities of occurrence of all the
values to the left of X=x.
o Properties of FX (x)
 A discrete RV is characterized by a discrete set of allowable values x1,

x2….xn and the probability of the RV taking one of these discrete
values is determined by the underlying experiment. The probability
that X=xi is denoted by P(X=xi) for i=1, 2,… n and is called the
Probability Mass Function (PMF) of X.
 The PMF has the following properties:
 The probability density function (PDF) of a discrete random variable
that assumes x1, x2, … , is P(x1), P(x2), ., where P(xi) = P(X = xi), i = 1, 2,
 Example: An information source generates symbols at random from
four-letter alphabet (a, b, c, d} with probabilities of a relation 2P(X =
1) = 3P(X = 2) = P(X = 3) ,where X is the length of the code A coding
scheme encodes these symbols into binary codes as follows:
a= 0, b= 10 , c=110, d= 111
a) What is the range of X?
b) Assuming that the generations of symbols are independent, find
the probability distribution of X
 Example:
 A continuous random variable is defined as a random variable whose cdf

is continuous everywhere, and it can be defined as an integral of a
non-negative function
Density Function
The probability density function of continuous r.v X denoted by is defined as
the derivative of the distribution function
Example: find the constant c such that the function
is a density function
(a) Compute P(1 < X < 2).
(b) Find the distribution function FX (x).
(C)draw the graph of FX (x). And fX (x).

Conditional Distribution & Density Functions
 The Concept of conditional probability was introduced in chapter 1.

recall that, for two events A and B where P(B) > 0. the conditional
probability of A given B had occurred was
 In this section we extend the conditional probability concept to

include random variables.
 Let A be as the event { X ≤ x} for the random variable X. The resulting

probability P{ X ≤ x/B} is defined as the conditional distribution
function of X, which we denote Fx(x). Thus
 Where we use notation { X ≤ x n B} to simply the joint event { X ≤ x} n B.

This joint event consists of all outcomes such that
X(s) ≤ x and s є B
Properties of ConditionalDistribution
All the properties of ordinary distributions apply to Fx(x/B)
Example: A random variable X has the following probability distribution
Conditional Density
- The conditional density function is given by
properties
Example: The diameter of an electric cable X is a continuous random variable
with pdf
Some Special distributions & Density Functions
1.Gaussian Random variable
The random variable X is called normal or Gaussian if its probability density

function has a form
where m and σ are, respectively, the mean and standard deviation of

X and satisfy.
The gaussian density is the most important of all densities and it
enters into nearly all areas of science and engineering.
• the conditions −∞ < m < ∞ and σ > 0. The corresponding distribution

function, is given by
Example Find the probability of the event(X<=5.5) for a Gaussian random
variable having m=3 and σ=2
2.Uniform Distribution
• A r.v. X is called a uniform r.v. over (a, b) if its pdf is given by
for real constant - ∞ < a < ∞ and b > a
• The corresponding cdf of X is
• Example: Let Y= a Cos(ωt + θ) where a, ω and t are constants, and θ is

uniform random variable in the interval of (0,2Π). The
random variable Y results from sampling the amplitude of a
sinusoid with random phase θ. Find the expected value of
Y?
3.Exponential Distribution
The exponential density and distribution function of a r.v X is given by

for real numbers - ∞ < a < ∞ and b > 0. where b is the rate at which the
event occurs.
Example
4.Poisson Distribution
The Poisson random variable X has a density and distribution function given
by
Where b > 0 is real constant & it is the average no of event occurred
5.Binomial Distribution
Let 0 < p < 1, and N = 1,2,......, then the function is called binomial density
function.
• The quantity is the binomial coefficient defined as

• The binomial density function can be applied to the Bernoulli trial
experiment
The binomial distribution function is given by

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CHAPTER- TWO

• Systems represented by operations on random variables

• The outcome of a random experiment need not be a number; however, we

sample space on to the real line (numbers)

Examples: Mapping for the through of one die

Examples: Let us construct a model for counting the number of heads

which contains the eight possible sequences of tosses. However, since we

• Random Variables represent by capital letters such as X, Y, W…and any

Events Defined by Random Variables

• If X is a r.v. and x is a fixed real number, we can define the event

Types of Random Variables

•Discrete RVs They take values which belong to a set of finite

•Continuous RVs a RV which may take infinite number of values or a

 A discrete RV is characterized by a discrete set of allowable values x1,

 A continuous random variable is defined as a random variable whose cdf

Example: find the constant c such that the function

(a) Compute P(1 < X < 2).

(b) Find the distribution function FX (x).

(C)draw the graph of FX (x). And fX (x).

 The Concept of conditional probability was introduced in chapter 1.

 In this section we extend the conditional probability concept to

 Let A be as the event { X ≤ x} for the random variable X. The resulting

 Where we use notation { X ≤ x n B} to simply the joint event { X ≤ x} n B.

All the properties of ordinary distributions apply to Fx(x/B)

Example: A random variable X has the following probability distribution

- The conditional density function is given by

The random variable X is called normal or Gaussian if its probability density

where m and σ are, respectively, the mean and standard deviation of

• the conditions −∞ < m < ∞ and σ > 0. The corresponding distribution

• A r.v. X is called a uniform r.v. over (a, b) if its pdf is given by

for real constant - ∞ < a < ∞ and b > a

• The corresponding cdf of X is

• Example: Let Y= a Cos(ωt + θ) where a, ω and t are constants, and θ is

The exponential density and distribution function of a r.v X is given by

Where b > 0 is real constant & it is the average no of event occurred

• The quantity is the binomial coefficient defined as

The binomial distribution function is given by

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