chapterdiscretevariable.ppt

3 Discrete Random Variables and Probability Distributions 3.1 Random Variables For a given sample space S of some experiment, a random variable is any rule that associates a number with each outcome in S. 3.6 The Poisson Probability Distribution A Shortcut Formula For Proposition V(X)= = = － － Rules Of Variance Proposition V(aX+b)= 3.4 the Binomial probability Distribution Properties of a Binomial experiment 1.The experiment consists of a sequence of n identical trials. 2.Two outcomes are possible on each trial. We refer to one as a success (S) and the other as a failure (F). 3.The probability of a success, denoted by p, does not change from trial to trial. Consequently, the probability of a failure, denoted by 1-p,does not change from trial to trial. 4.The trials are independent. Example 1 Consider the experiment of tossing a coin five times and on each toss observing whether the coin lands with a head or tail on its upward face. Discuss this experiment with four properties satisfied. the Binomial random variable and Distribution If we repeat a Bernoulli trial n times and record the total number of successes in these n independent and identical trials, then the total number of successes follows the Binomial distribution. Let Y = X1 + X2 + ... + Xn where X1, X2, ..., Xn are independent Bernoulli trials with probability of success = p, then Y ~ Bin (n, p) Definition Use rv in place of random variable. Random variables are denoted by uppercase letters, such as X and Y , x to represent some particular value of the corresponding random variable. Definition Any random variable whose only possible values are 0 and 1 is called a Bernoulli random variable . we can define X = 1 when a tail is observed and X = 0 when a head is observed. The definition is arbitrary but it must be fixed before the experiment is started. We will often want to define and study several different random variables from the same sample space Example 1 There are 5 balls