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Random Variables Def: A random variable, usually written X, is a variable whose possible values are numerical outcomes of a random phenomenon. There are two types of random variables, discrete and continuous. Examples: 1X = {0, 1, 2, 3} X could be 1, 2, 3 or 4, randomly. And they might each have a different probability. 2- Throw a die once Random Variable X = "The score shown on the top face". X could be 1, 2, 3, 4, 5 or 6 So the Sample Space is {1, 2, 3, 4, 5, 6} 3- Discrete Random Variable: A discrete random variable is one which may take on only a countable number of distinct values such as 0,1,2,3,4,........ Discrete random variables are usually (but not necessarily) counts. If a random variable can take only a finite number of distinct values, then it must be discrete. Examples of discrete random variables include the number of children in a family, the Friday night attendance at a cinema, the number of patients in a doctor's surgery, the number of defective light bulbs in a box of ten. The probability distribution of a discrete random variable is a list of probabilities associated with each of its possible values. It is also sometimes called the probability function or the probability mass function. Suppose a random variable X may take k different values, with the probability that X = xi defined to be P(X = xi) = pi. The probabilities pi must satisfy the following: 1: 0 < pi < 1 for each i 2: p1 + p2 + ... + pk = 1. Example Suppose a variable X can take the values 1, 2, 3, or 4. The probabilities associated with each outcome are described by the following table: Outcome Probability 1 0.1 2 0.3 3 0.4 4 0.2 The probability that X is equal to 2 or 3 is the sum of the two probabilities: P(X = 2 or X = 3) = P(X = 2) + P(X = 3) = 0.3 + 0.4 = 0.7. Similarly, the probability that X is greater than 1 is equal to 1 - P(X = 1) = 1 - 0.1 = 0.9, by the complement rule. This distribution may also be described by the probability histogram shown to the right: All random variables (discrete and continuous) have a cumulative distribution function. It is a function giving the probability that the random variable X is less than or equal to x, for every value x. For a discrete random variable, the cumulative distribution function is found by summing up the probabilities. (Definition taken from Valerie J. Easton and John H. McColl's Statistics Glossary v1.1) Example The cumulative distribution function for the above probability distribution is calculated as follows: The probability that X is less than or equal to 1 is 0.1, the probability that X is less than or equal to 2 is 0.1+0.3 = 0.4, the probability that X is less than or equal to 3 is 0.1+0.3+0.4 = 0.8, and the probability that X is less than or equal to 4 is 0.1+0.3+0.4+0.2 = 1. The probability histogram for the cumulative distribution of this random variable is shown to the right. Continuous Random Variables: A continuous random variable is one which takes an infinite number of possible values. Continuous random variables are usually measurements. Examples include height, weight, the amount of sugar in an orange, the time required to run a mile. (Definition taken from Valerie J. Easton and John H. McColl's Statistics Glossary v1.1) A continuous random variable is not defined at specific values. Instead, it is defined over an interval of values, and is represented by the area under a curve (in advanced mathematics, this is known as an integral). The probability of observing any single value is equal to 0, since the number of values which may be assumed by the random variable is infinite. Suppose a random variable X may take all values over an interval of real numbers. Then the probability that X is in the set of outcomes A, P(A), is defined to be the area above A and under a curve. The curve, which represents a function p(x), must satisfy the following: 1: The curve has no negative values (p(x) > 0 for all x) 2: The total area under the curve is equal to 1. A curve meeting these requirements is known as a density curve.