Mehran University of Engineering and

Technology, Jamshoro

Probability
and

RANDOM VARIABLES Stochastic

Processes
(PSP)
- Lecture#04
Random Variables - Concept

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 RANDOM VARIABLE

 A random variable is a fundamental concept in probability

theory and stochastic processes.

 It is a function that assigns numerical values to the

outcomes of a random experiment.

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A random variable is denoted by an
uppercase letter such as X.
The notation means that is the value
associated with the outcome s by the RV .

𝑿 ( 𝒔)= 𝒙
Random Variable Outcome
Value of RV
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 IMPORTANCE

 The outcome of a probabilistic experiment often

specifies a collection of numerical values such as
temperatures, voltages, numbers of arrivals or
departures in various time intervals, etc.

 Each such numerical value varies, depending on the

particular outcome of the experiment, and thus can be
viewed as a mapping from the set 𝞨 of sample points to
the set ℝ of real numbers (note that ℝ does not include
±1).

 These mappings from sample points to real numbers are

called random variables.
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 DESCRIPTION

sample space 𝛺 of a probability model to the set of real

 A random variable (RV) is essentially a function X from the

numbers ℝ .

 Three modifications are needed to make this precise.

 First, X might be undefined or ± for a subset of 𝛺 that has 0
probability.

 Second, the mapping X( 𝜔 ) must have the property that { 𝜔𝜖𝛺 :

X( 𝜔 ) 𝜖 x} is an event for each x ℝ ℝ .

 Third, every finite set of RV’s has the property that for each the
set is an event.

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 EXAMPLE#01

When a student calls a university help desk for

technical support, he/she will either
immediately be able to speak to someone ( S,
for success) or will be placed on hold (F, for
failure). With S={S,F}, define an RV X by

The RV X indicates whether (1) or not (0) the

student can immediately speak to someone.
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 EXAMPLE#02

Flipping a coin
You flip a fair coin. Let X be a random
variable that represents the outcome:
• X=1 if it lands on heads
• X=0 if it lands on tails
The probabilities are:
P(X=1)=1/2, P(X=0)=1/2

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 EXAMPLE #03

Counting Chocolates in a Box

You open a box of chocolates, and the number of
chocolates inside varies.
Define X as the number of chocolates in the box.
 (The value of X depends on which box you pick.)

• If the box has 10 chocolates, X=10.

• If the box has 15 chocolates, X=15.

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 EXAMPLE #04

 Number of Siblings
 You ask a random person how many siblings they have.
Define X as the number of siblings.

• If they have 1 sibling, X=1

• If they have 3 siblings, X=3.
• If they are an only child, X=0.

 Each number has a probability depending on how common it

is.

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 EXAMPLE #05

Number of Messages You Receive

Let X be the number of messages you receive in an
hour.
• If you receive 5 messages, then X=5.
• If you receive 0 messages, then X=0.
• The number X changes randomly based on your
activity.

This is also a stochastic process if we track the

messages over time (e.g., messages per hour
throughout the day).
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 EXAMPLE #06

 Dice Game with a Reward

 You roll a 6-sided die, and your reward depends on the
number you roll. Define Y as your reward in rupees:

• If you roll a 6, you get Rs. 50 → Y=50.

• If you roll a 5, you get Rs. 20 → Y=20.
• Otherwise, you get Rs. 0 → Y=0.

 The random variable Y represents how much money you win

based on a random dice roll.

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 EXAMPLE # 07

Two balls are drawn in succession without

replacement from a jar containing 4 red balls
and 3 black balls. The possible outcomes
and the values y of the random variable: Y,
where y is the number of red balls, are

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 CLASSIFICATION

Random
Variable

Continuous Discrete
RV RV
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 CONTINUOUS RANDOM VARIABLE

 A continuous random variable is a random variable with an

interval (either finite or infinite) of real numbers for its range.

 Sometimes a measurement (such as current in a copper wire)

can assume any value in an interval of real numbers (at least
theoretically).
 Then arbitrary precision in the measurement is possible.
 Of course, in practice, we might round off to the nearest tenth or
hundredth of a unit.
 The random variable that represents this measurement is said to be
a continuous random variable.

 In most practical problems, continuous RV represents

measured data.
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 DISCRETE RANDOM VARIABLE

 A discrete random variable is a random variable with a finite

(or countable infinite) range.

 In some experiments, we might record a count such as the

number of transmitted bits that are received in error.
 Then the measurement is limited to integers. Or we might record
that a proportion such as 0.0042 of the 10,000 transmitted bits
were received in error.
 Then the measurement is fractional, but it is still limited to discrete
points on the real line.
 Whenever the measurement is limited to discrete points on the real
line, the random variable is said to be a discrete random variable.
 In most practical problems, discrete RV represents count
data.
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 EXAMPLE

 Characterize as a discrete or continuous.

 Noise
 Bowler speed
 Scoring of a video game
 Voice
 Playing cards
 Rolling a die
 Pressure
 Sessional marks
 Length
 Opening a book page
 Temperature
 Number of transmitted bits received in error

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 EXAMPLE

Characterize as a discrete or continuous.

 Noise → Continuous
 Bowler speed → Continuous
 Scoring of a video game → Discrete
 Voice → Continuous
 Playing cards → Discrete
 Rolling a die → Discrete
 Pressure → Continuous
 Sessional marks → Discrete
 Length → Continuous
 Opening a book page → Discrete
 Temperature → Continuous
 Number of transmitted bits received in error → Discrete
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Quiz

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 CLASS ASSESSMENT # 01

 D e c i d e w h e t h e r a d i s c r e t e o r c o n t i n u o u s r a n d o m v a r i a b l e i s th e b e st
model for each of the following variables:

1. The number of times a transistor in a computer memory changes 1. D

state in one operation. 2. C
2. The time until a projectile returns to earth. 3. C
3. The volume of gasoline that is lost to evaporation during the filling 4. D
of a gas tank.
5. C
4. The number of cracks exceeding one-half inch in 10 miles of an
interstate highway. 6. D
5. The outside diameter of a machined shaft. 7. C
6. The number of molecules in a sample of gas. 8. C
7. The weight of an injection-molded plastic part. 9. D
8. The concentration of output from a reactor. 10. D
9. The highway fatalities per year in a given state. 11. D
10. Number of scratches on a surface 12. C
11. Proportion of defective parts among 1000 tested
12. Distance to a garden from gate of house.
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Probability Distribution

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 PROBABILITY DISTRIBUTION

Random variables are so important in random

experiments that sometimes we essentially ignore
the original sample space of the experiment and
focus on the probability distribution of the random
variable.

The probability distribution of a random variable X

is a description of the probabilities associated with
the possible values of X.

 It says how the total probability of 1 is distributed

among (allocated to) the various possible X values.
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 PROBABILITY DISTRIBUTION
(CONTD…)
For a discrete random variable, the distribution is
often specified by just a list of the possible values
along with the probability of each. In some
cases(discrete or continuous), it is convenient to
express the probability in terms of a formula.

 The Probability distribution is a table or an equation

that links each possible value that a random
variable can assume with its probability of
occurrence.

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NOTATION

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 NOTATION

Probability
Value of RV

Random Variable Probability

Distribution function

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 EXAMPLE

 Suppose, for example, that a business has just purchased four

laser printers, and let X be the number among these that require
service during the warranty period. Possible X values are then
0, 1, 2, 3, and 4.
 The probability distribution will tell us how the probability of 1 is
subdivided among these five possible values— how much
probability is associated with the X value 0, how much is
apportioned to the X value 1, and so on. We will use the
following notation for the probabilities in the distribution:

 In general, 𝑓 (x) will denote the probability assigned to the value

and so on.

x. 26
 HOMEWORK

 Probability Distribution for

 Example # 01 ?
 Example # 02 ?
 Example # 03 ?
 Example # 04 ?
 Example # 05 ?
 Example # 06 ?

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Probability distribution can be for
 Discrete Random Variables
 Continuous Random Variables

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 • Probability Density
Function (PDF)
Continuous • Cumulative distribution
function (CDF)

• Probability Mass
Function (PMF)
Discrete • Cumulative distribution
function (CDF)
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