ECE 603

Probability and Random

Processes
Lessons 5-6
Chapter 3
Discrete Random Variables

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Objectives
• Explore random variables
• Examine Independent Random Variables
• Analyze Probability Mass Function (PMF)
• Apply Special Distributions

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Rationale
• In general, to analyze random experiments, we usually focus on some
numerical aspects of the experiment.
• For example, in a soccer game we may be interested in the number of goals,
shots, shots on goal, corners kicks, fouls, etc.
• In a nutshell, a random variable is a real-valued variable whose value is
determined by an underlying random experiment.

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Prior Learning
• Basic Concepts
• Counting Methods
• Access to the online textbook: https://www.probabilitycourse.com/

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Random Variables
Random experiments have sometimes numerical outputs, such as
• Lifetime of a certain product:
• Amount of money a gambler wins on a trip to the casino
• etc.
Even if the event is not numerical, it can often be considered in terms of
numbers (for convenience and mathematical analysis).

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Random Variables
Example. Toss a coin five times. Observe the number of heads:

We define a random variable that gets its value from the outcome of the
random experiment:

Definition: A random variable is a real-valued variable that gets its value from
a random experiment.

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Random Variables
Formal Definition: A random variable is a real-valued function on the sample
space: Function
range

Domain
Definition: Range of is the set of possible values for .
In the above example,

We show random variables with capital letters .

P Xcx

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Random Variables
Example. Flip a coin twice, the number of heads

Example. T: Lifetime of a certain product:

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Random Variables
Countable set:
a) Finite set
b) One-to-one correspondence with Natural Numbers

i.e.,

i.e., I can “list” the elements.

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Random Variables
Countably infinite sets:

List:

Countable

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Random Variables
However is Not countable, in fact
is Not countable.

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Discrete Random Variables
Definition: is a discrete random variable, if its range is countable.

Lnn'stable
We show the values in the range by lower case letters.

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 Probability
Density for continuous
7 Function
Probability Mass
Definition: is a discrete random variable,

The function:

is called the probability mass function (PMF) of

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Probability Mass Function
Example 1. Toss a fair coin twice, # of heads.
Find the range of as well as its probability mass function

Rx Hit

P X x 2x
p ti pl
A
p 112

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Probability Mass Function
Example 2: # of rolls of a die until the first 6 appears.
Find the range of as well as its probability mass function
1 p na g p
11 7 9 p y Rx au
n z
us
p 14 g i p
un
geometric aT
nice

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Probability Mass Function
Thm. For a discrete random variable with PMF and Range

samplespace
a) individual

b) as I

c)

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Probability Mass Function
If we repeat the experiment over and over and plot the histogram, it will look
like
The PMF in example 1

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Independent Random Variables
Definition: Consider two discrete random variables and . We say that
and are independent if

In general, if two random variables are independent, then you can write

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Independent Random Variables
Definition: Consider discrete random variables We say
that are independent if

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Summary of Random Variables
• Random Variables

• Discrete Random Variable is countable, i.e.,

• PMF:

• Independent Random Variable

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Special Distributions
Families of discrete random variable
Bernoulli RVs:
Example. Flip a coin {H,T}. Take an exam {Pass, Fail}.

PMF:

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Special Distributions
Geometric RVs:

Random experiment: consider a coin with Toss the coin repeatedly

until the first heads is observed.
The total number of coin tosses

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Special Distributions
Definition. A random variable is said to be a geometric random variable
with parameter , shown as , if

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Special Distributions
Definition. A random variable is said to be a binomial random variable with
parameters and , shown as , if

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 2event Pray
Special Distributions HH sit
a

Remember:
HTH . . . H

times

HH . . . HTT . . . T

Heads Tails

If then

Bernoulli
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Special Distributions
Lemma. If are independent random
variable, then the random variable define by
is a RV.
Adding RV
distribution.

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Special Distributions
Pascal Distribution (Negative Binomial):
Example. You flip a coin until you observe heads.
total number of coin toss

Find PMF.

is the event that we observe heads in the first trials.

is the event that we observe a heads in the kth (the last) trial.

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Special Distributions

Using binomial formula,

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Special Distributions
Definition. A random variable is said to be a Pascal random variable with
parameters and , shown as , if

Where

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Special Distributions
Hypergeometric Distribution:
Example. You have a bag that contains blue marbles and red marbles. You
choose marbles at random (without replacement).
The number of blue marbles in your sample

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Special Distributions
Poisson Random Variable:
Poisson RVs are used to model
• Arrival of customers at a service facility
• Arrival of information request at a server
Counting the occurrence of certain events in an interval of time or space.

counting events

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Special Distributions
Arrival of customers in an interval:
the average number of arrivals in that interval

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 we useTaylorseries
expansion to confirm 2 Phi i
Special Distributions
the total number of customers =

Thus,

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Special Distributions
Definition. A random variable is said to be a Poisson random variable with
parameter , shown as , if

If X up D Binomial h P Z N Poisoson X up
X mustbe adjusted by the time of the question

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Orchestrated Conversation:
Special Distributions
Example. The number of hits to a website is a Poisson with average 2 hits per
second.
a) What is the probability of no hits in 0.25 seconds?
b) What is the probability of no more than 2 hits in 1 second?

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Special Distributions
Definition. A random variable is said to be a Uniform random variable,
shown as , if

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Orchestrated Conversation:
Cumulative Distribution Function (CDF)
Definition. Let be any random variable, the function

is called the CDF of .

Example. In a family with three children, is the number of daughters. Find

CDF.

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Orchestrated Conversation:
Cumulative Distribution Function (CDF)
Definition. The cumulative distribution function (CDF) of random variable is
defined as

Example. Toss a coin twice, let be the number of observed heads. Find the
CDF of .

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Cumulative Distribution Function (CDF)
Example. Toss a coin twice, let be the number of observed heads. Find the
CDF of .

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Cumulative Distribution Function (CDF)
If is a discrete random variable with range such
that

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Cumulative Distribution Function (CDF)
Theorem. Let be a discrete random variable with range

a)

b)

c)

d)

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Cumulative Distribution Function (CDF)
For all we have

We know have PMFPDFCDF

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 Cumulative Distribution Function (CDF)
Proof:

conditionalPran

estadrsition
Repaso

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Cumulative Distribution Function (CDF)
Example. Let be a discrete random variable with range
Suppose the PMF of is given by

a) Find and plot the CDF of

b) Find

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Expectation
Expected value (= mean=average):

Definition. Let be a discrete random variable with range

The expected value of denoted by is defined as

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Expectation
Repeat the experiment times ( large).

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 Expectation
Example. Let find

fix 12 9 XER range x oil

e x I p t og p

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 Expectation up v u L
ti
Example. Let ND find

f Rt xcR IX o
f IR IR Range
x i
f x pl p
Ex
IE xph pi PEEx i pY EiFfEl9 I
I pp
Eo PE
eat I
p ti gj t I
p
Tz

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 Expectation
Example. Let find
x fact eXx D
k
Efx TEK e x
Ko K
e
II j ki

eAE zit
o i j Taylor
e x7z Y j series

x
e e X
et y
o

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Summary
Discrete RVs:
• Range:

• PMF:

• CDF:

• Excepted value:

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Summary
•

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Functions of Random Variables
If is a random variable and , then itself is a random variable.
For example:

Then,

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Functions of Random Variables
Example. Let be a discrete random variable uniformly distributed with

for Let

a) Find PMF of
b) Find

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Functions of Random Variables
Law of the unconscious statistician (LOTUS) for discrete random variables:

In the previous example

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Functions of Random Variables
Linearity of expectation:

Proof: Here so using LOTUS we have

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Functions of Random Variables
More generally (Linearity of expectation):

Bernoulli
Example.
Binomial A Up Poison
Efx p y NX D E YI_up
p

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Functions of Random Variables
Example. Let , such that

Find

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Variance
The variance is a measure of how spread out the distribution of a random
variable is.

The variance of a random variable , with mean , is defined as

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Variance
The standard deviation of a random variable is defined as

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Variance
Theorem. Computational formula for the variance:

Proof:

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Variance
Example.

Var x E.p tip p's p pl pli p pg

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Variance
Theorem. For a random variable and real numbers and ,

Proof:
If . Thus,

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Variance
Theorem. If are independent random variables and
, then

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Variance
Example.
var N x N pq why Because they're
independent

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Post-work for Lessons 5-6
• Complete homework assignment for Lessons 5-6: HW#3

Go to the online classroom for details.

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To Prepare for the Next Lesson
• Read Chapter 4 in your online textbook:
https://www.probabilitycourse.com/chapter4/4_0_0_intro.php
• Complete the Pre-work for Lessons 7-9.

Visit the online classroom for details.

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