Khan Academy - Statistics and Probability - Unit 9 RANDOM VARIABLES

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RANDOM VARIABLES

PART 1 Discrete random variables

PART 2 Combining random variables

PART 3 Binomial random variables

PART 4 Geometric random variables

PART 5 Law of large numbers

PART 6 Poisson distribution

PART 1 Discrete random variables

1. Random variable: is a set of possible numerical values determined by the outcome of a random experiment. It’s a way to map/quantify outcomes of random processes to numbers

[Eg] Define a random variable $X$ , where $X= \begin{cases} 1, \quad head\\ 0, \quad tail \end{cases}$

2. Random variable vs. Traditional algebra variable

(1) Random variable is usually denoted as capital letter, such as $X$ ; traditional algebra variable is usually denoted as lower case, such as $x$

(2) We can assign values/variables to traditional variables or solve the values for them; whereas random variables can take lots of values with different probabilities, and it makes much sense to talk about the probability of a random variable equaling to a value, the probability of a random variable less than/greater than a value, or the probability of a random variable having some properties

3. Types of random variable — discrete vs. continuous

(1) Discrete random variable: has a countable number of possible values. The number of values can be finite and infinite, but we can list the values that a random variable could take on

(2) Continuous random variable: can take all values in a given interval. We can’t count the number of possible values and can’t list the values.

[Eg1] $X= \begin{cases} 1, \quad head\\ 0, \quad tail \end{cases}$

$X_1$ is discrete variable

[Eg2] $X_2$ is exact mass of a random animal selected at the New Orleans zoo.

$X_2$ is continuous variable.

[Eg3] $X_3$ is the year a random student in the class was born

$X_3$ is discrete variable.

[Eg4] $X_4$ is the number of ants born tomorrow in the universe

$X_4$ is discrete variable.

[Eg5] $X_5$ is the number of ants born tomorrow in the universe

$X_5$ is discrete variable

[Eg6] $X_6$ is the exact winning time for the men’s 100m dash in 2016 Olympics

$X_6$ is continuous variable

[Eg7] $X_7$ is the winning time for the men’s 100m dash in 2016 Olympics rounded to the nearest hundredth

$X_7$ is discrete variable

4. Expected value of discrete random variable

(1) Assume a discrete random variable $X$ can take $x_1, x_2, ...x_p$ with the probability of $p_1,p_2,...p_n$ , respectively. The expected value of $X$ is $E(X)=\mu_X=\sum_{i=1}^nx_ip_i=x_1p_1+x_2p_2+...x_np_n$

(2) Expected value uses probability to tell us what outcomes to expect in the long run.

[EXERCISE] John just bought a brand new cell phone and is considering buying a warranty. The warranty costs 200 euros and is worth 1000 euros if his phone breaks. John estimates that there is a 10% chance of his phone breaking. Find the expected value of buying the warranty.

[ANSWER]

If the cell phone breaks, the value of the warranty is 1000-200=800, with 10% probability
If the cell doesn’t phone break, the value of the warranty is -200=-200, with 90% probability
So the expected value is