PAM-266
Probability and Random Variables
DR. M. SAEED UZ ZAMAN
Review of Previous Work
• Definition of probability, terminology, discrete and continuous events and sample spaces,
• Using set theory for understanding of probability, Probability axioms, discrete probability
law, discrete uniform probability law, properties of probability laws, Pseudorandom
numbers, simulated experiments models and reality
• Conditional probability, its definition and examples, multiplication rule, total probability
theorem, Bayes’ rule, Independence, Counting
PAM-266 Probability and Random Variables Lecture: Random Variables 2
Random Variables
• Consider two successive rolls of a fair dice.
• X: sum of the two outcomes
• X2: product of the two outcomes another random variable functions of random
variables are also random variables
• Random variables associate numerical values to outcomes of a random experiment - a
random variable is a real-valued function of the experimental outcome.
• Discrete random variables (if its range (the set of values that it can take) is finite or at
most countably infinite) and continuous random variables
PAM-266 Probability and Random Variables Lecture: Random Variables 3
Random Variables
PROBABILITY MASS FUNCTION (PMF)
• The most important way to characterize a random variable is through the probabilities of
the values that it can take. For a discrete random variable X, these are captured by the
probability mass function (PMF for short) of X, denoted pX. In particular, if x is any
possible value of X, the probability mass of x, denoted pX(x), is the probability of the
event {X = x} consisting of all outcomes that give rise to a value of X equal to x:
• Draw PMF for a random variable is the number X of tosses needed for a head to come up
for the first time.
PAM-266 Probability and Random Variables Lecture: Random Variables 4
Random Variables
• A random variable is a real-valued function of the outcome of the experiment.
• A function of a random variable defines another random variable.
• We can associate with each random variable certain “averages” of interest, such the
mean and the variance.
• A random variable can be conditioned on an event or on another random variable.
• There is a notion of independence of a random variable from an event or from another
random variable.
PAM-266 Probability and Random Variables Lecture: Random Variables 5
Random Variables
Concepts Related to Discrete Random Variables
• A discrete random variable is a real-valued function of the outcome of the experiment that
can take a finite or countably infinite number of values.
• A (discrete) random variable has an associated probability mass function (PMF), which
gives the probability of each numerical value that the random variable can take.
• A function of a random variable defines another random variable, whose PMF can be
obtained from the PMF of the original random variable.
PAM-266 Probability and Random Variables Lecture: Random Variables 6
Random Variables
Calculation of the PMF of a Random Variable X
For each possible value x of X:
1. Collect all the possible outcomes that give rise to the event {X = x}.
2. Add their probabilities to obtain pX(x).
PAM-266 Probability and Random Variables Lecture: Random Variables 7
Total Probability Theorem and Bayes’ Rule
Before next lecture:
Carefully read Chapter-2.1-2.2.
Understand the examples.
Solve related problems at the end of the Chapter.
Next activity:
PAM-266 Probability and Random Variables Lecture: Random Variables 8
