Scribd
Upload
7 views40 pages

Probability Lecture 9

The document covers concepts related to probability and random variables, including expected value, variance, and examples involving coin tosses. It explains how to calculate the expected value and variance of random variables, as well as properties and functions of random variables. Additionally, it provides practice examples to illustrate these concepts in a practical context.

Uploaded by

tariqkhan96696996
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
7 views40 pages

Probability Lecture 9

The document covers concepts related to probability and random variables, including expected value, variance, and examples involving coin tosses. It explains how to calculate the expected value and variance of random variables, as well as properties and functions of random variables. Additionally, it provides practice examples to illustrate these concepts in a practical context.

Uploaded by

tariqkhan96696996
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 40

Probability and Random

Variables
Dr. Sadiq Ali
Lecture Outline

• Expected Value
• Practice Example - Random Variable
• Variance of a Random Variable
Expected Value
Graph of pmf (Previous Week)
Example: Draw the pmf of the random variable X,
where X is defined as the number of heads in 3 tosses.
Probabilities pX x versus X
PX x

pmf of X
𝟑
𝟖

𝟏
𝟖

0 1 2 3 𝑥
Center of Probability Mass
• The pmf is centered at 𝐗 = 𝟏. 𝟓 , with equal
probability mass on both sides.

𝑃𝑋 𝑥

pmf of X
𝟑
𝟖

𝟏
𝟖

0 1 2 3 𝑥
Expected Value of X
• The center of probability mass in a PMF graph is the
expected value of X,

EX =෍ x k pX x k
all k

• OR, the mean of the random variable

mX = E X = ෍ x k pX x k
all k

• You can think of the expected value (or the mean) as the
average value that the random variable can take.
Expected Value of X

• Using the expression for E[X], we can find the


expected value for the 3 coin tosses example.

• The answer should come out to be 1.5, since that is


what the pmf graph suggests.

mX = E X = ෍ x k pX x k
all k
Expected Value of X

EX =෍ x k pX x k
all k

= 0 × pX 0 + 1 × pX 1 + 2 × pX 2 + 3 × pX 3

E X = 0 × 18 + 1 × 38 + 2 × 38 + 3 × 18

E X = 38 + 68 + 38 = 1.5
Properties of E[X]
• If α and β are constants,

– E[αX] = αE[X]

– E[α] = α and E[β] = β

– E[αX + β] = E[αX] + E[β] = αE[X] + β


Function of a random variable
• Function of a random variable is also a random variable.

• Example: if the random variable X denotes the number


of heads in 3 tosses and the random variable Y is
defined as follows,
2
Y=ቊ X if X = 2 or X = 3
0 otherwise

• Then Y is also a random variable.


Expected Value of the Function of a
random variable
Method 1:

We fine E[Y] by using standard method. This method


requires using the probabilities of the random variable
Y.

E Y = ෍ ypy Y
Expected Value of the Function of a
random variable
X 2 if X = 2 or X = 3
Y=ቊ
𝑆 0 otherwise

3
9
HHH HHT HTH THH 2
4
1 0
THT TTH HTT TTT
0 𝑌 𝑆𝑌
𝑋
𝑆𝑋
E[Y] = (0 × 4 / 8) + (4 × 3 / 8) + (9 × 1 / 8)
= 21 / 8
Expected Value of the Function of a
random variable
Method 2:
We find E[Y] using the probabilities of the random
variable X.

E Y = ෍ Y x j pX x j
all j

E[Y] = (0 × 1/8) + (02 × 3/8) + (22 × 3/8) +


(32 × 1/8) = 21 / 8.
Expected Value of Y
S
3
9
HHH HHT HTH THH 2
4
1 0
THT TTH HTT TTT
0 Y SY
X
SX
E[Y] = (0 × 1/8) + (0 × 3/8) + (22 × 3/8) + (32 ×
1/8) = 21 / 8.
Practice Example – Random
Variable
Example 1
• Let X be the maximum of the number of heads
obtained when Ibrahim and Ismail both flip a fair
coin twice.
a) Describe the underlying sample space of this
random experiment and specify the probabilities
of its elementary events.
Example 1(a) Solution
The sample space is,
HH, HH , HH, HT , HH, TH , HH, TT ,
S =
HT, HH , … , TT, TT

Since both Ibrahim and Ismail use a fair coin for their
respective 2 tosses, all 16 outcomes are equally likely with
probability 1/16.
1
P HH, HH = P HH, HT =, … , P TT, TT = 16
Example 1(a) Solution

Ibrahim

Ismail

• Depiction of Tossing 2 fair coins by Ibrahim and Ismail.


• Number of elements in 𝐒 = 𝟒 × 𝟒 = 𝟏𝟔.
Example 1(b)
• Let X be the maximum of the number of heads
obtained when Ibrahim and Ismail both flip a fair
coin twice. The number of heads is determined by the
individual obtaining more heads in his coin tosses.
b) Show the mapping from 𝑆 to SX. Show the range
of X.
Example 1(b) Solution

SX = {0, 1, 2} = Range of X
Example 1(c)
• Let X be the maximum of the number of heads
obtained when Ibrahim and Ismail both flip a fair
coin twice.
c) Find the probabilities for the various values of X.
Example 1 (c) Solution
Example 1(c) Solution

P[X = 0] = 1/4 × 1/4 = 1/16.


Example 1(c) Solution

1 1 1 1 1 1 1
P[X = 1] = × + × + × =
4 2 2 4 2 2 2
Example 1(c) Solution

1 1 1 1 1 7
P[X = 2] = × + × + ×1 = .
4 4 2 4 4 16
Example 1(d)
• Let X be the maximum of the number of heads
obtained when Ibrahim and Ismail both flip a fair
coin twice.

d) Plot the pmf of X.


Example 1(d) Solution
The pmf of X is plotted using values from part (c).
Example 1(e)
• Let X be the maximum of the number of heads
obtained when Ibrahim and Ismail both flip a fair
coin twice.

e) Find E[X].
Example 1(e) Solution

pmf of X, when two


people flip a fair coin
twice.

1 1 7 22
E X = ෍ xpX x = 0 × + 1× + 2× =
16 2 16 16
Variance of a Random
Variable
Deviation of a Random Variable

• The deviation of a random variable, X, about its mean


value, E[X], is given by,
D= X−E X 2

– where the square is used since we are often


interested in the magnitude (non-negative values)
of the deviation.
Variance of a Random Variable
• The variance of a random variable, X, is defined as
the expected value of its deviation, D.
VAR X = E D = E X 2 − E X 2

VAR X = E X 2 − m2X

• The variance tells us how much does the random


variable (on average) deviate from its mean value.
Example 1 (f)
• Let X be the maximum of the number of heads
obtained when Ibrahim and Ismail toss a fair coin
twice.
f) Find VAR[X].
Example 1(f) Solution
VAR X = E X 2 − E X 2

• Let Z = X2 be a random variable.


E X 2 = E[Z(X)]

• Finding E[Z(X)] means that we have to find the


expected value of a function of a random variable.
Example 1(f) Solution
Example 1(f) Solution
• We use the second method to find E[Z(X)].

E X2 = E Z X = ෍ Z x j pX x j
all j

• We will need the pmf of X to solve this. The pmf of


X was found in part (d)
Example 1(f) Solution

E X2 = E Z X
= ෍ Z x j pX x j
all j
Example 1(f) Solution
1 1 7 9
E X2 = 02 × + 12 × 2
+ 2 × =
16 2 16 4

VAR X = E X 2 − E X 2

• We had already found E[X] in part (e)


2
9 22 82
VAR X = − =
4 16 256
Properties of VAR[X]

• If c is a constant,

a) VAR[X + c] = VAR[X]

b) VAR[cX] = c2VAR[X]
Standard Deviation

• The standard deviation, 𝜎𝑋 , is given by


VAR X = σ2X

σX = STD X = VAR X

You might also like

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy