Random Variable (X)

If you have ever taken an algebra class, you probably learned about different variables like x, y
and maybe even z. Some examples of variables include x = number of heads or y = number of
cell phones or z = running time of movies. Thus, in basic math, a variable is an alphabetical
character that represents an unknown number.

Well, in probability, we also have variables, but we refer to them as random variables. A
random variable is a variable that is subject to randomness, which means it can take on
different values.

As in basic math, variables represent something, and we can denote them with an x or a y or any
other letter for that matter. But in statistics, it is normal to use an X to denote a random
variable. The random variable takes on different values depending on the situation. Each value
of the random variable has a probability or percentage associated with it.

http://study.com/academy/lesson/random-variables-definition-types-examples.html

A random variable is a function that associates a real number with each element in the sample
space. For example, when three electronic components are tested, the sample space for the
possible outcomes, S  NNN, NND, NDN , DNN , DDN , DND, NDD, DDD.

Where, N denotes “non-defective” and D denotes “defective”.

Each point in the sample space may be assigned by numerical value of 0, 1, 2, or 3 for the
number of defectives.

Example 3.3 [Walpole pp. 102]

Consider the simple condition in which components are arriving from the production line and
they are stipulated to be defective or not defective. Define the random variable X.

1, if the component is defective

X 
0, if the component is not defective

Clearly the assignment of 1 or 0 is arbitrary through quite convenient. The random variable in
which 0 and 1 are chosen to describe the two possible values is called Bernoulli random
variable.

Probability Distribution

A probability distribution is a table or an equation that links each outcome of a statistical

experiment with its probability of occurrence. Consider a simple experiment in which we flip a
coin two times. An outcome of the experiment might be the number of heads that we see in two
coin flips. The table below associates each possible outcome with its probability.
 Number of heads Probability

0 0.25

1 0.50

2 0.25

Suppose the random variable X is defined as the number of heads that result from two coin flips.
Then, the above table represents the probability distribution of the random variable X.

Discrete Probability Distributions

If a random variable is a discrete variable, its probability distribution is called a discrete

probability distribution.

An example will make this clear. Suppose you flip a coin two times. This simple statistical
experiment can have four possible outcomes: HH, HT, TH, and TT. Now, let the random
variable X represent the number of Heads that result from this experiment. The random variable
X can only take on the values 0, 1, or 2, so it is a discrete random variable.

The probability distribution for this statistical experiment appears below.

Number of heads Probability

0 0.25

1 0.50

2 0.25

The above table represents a discrete probability distribution because it relates each value of a
discrete random variable with its probability of occurrence. In subsequent lessons, we will cover
the following discrete probability distributions.

Note: With a discrete probability distribution, each possible value of the discrete random variable can be
associated with a non-zero probability. Thus, a discrete probability distribution can always be presented in
tabular form.

Continuous Probability Distributions

If a random variable is a continuous variable, its probability distribution is called a continuous
probability distribution.

A continuous probability distribution differs from a discrete probability distribution in several

ways.

 The probability that a continuous random variable will assume a particular value is zero.
 As a result, a continuous probability distribution cannot be expressed in tabular form.
 Instead, an equation or formula is used to describe a continuous probability distribution.

Most often, the equation used to describe a continuous probability distribution is called a
probability density function. Sometimes, it is referred to as a density function, a PDF, or a
pdf. For a continuous probability distribution, the density function has the following properties:

 Since the continuous random variable is defined over a continuous range of values (called the
domain of the variable), the graph of the density function will also be continuous over that range.
 The area bounded by the curve of the density function and the x-axis is equal to 1, when
computed over the domain of the variable.
 The probability that a random variable assumes a value between a and b is equal to the area under
the density function bounded by a and b.

For example, consider the probability density function shown in the graph below. Suppose we
wanted to know the probability that the random variable X was less than or equal to a. The
probability that X is less than or equal to a is equal to the area under the curve bounded by a and
minus infinity - as indicated by the shaded area.

Note: The shaded area in the graph represents the probability that the random variable X is less
than or equal to a. This is a cumulative probability. However, the probability that X is exactly
equal to a would be zero. A continuous random variable can take on an infinite number of
values. The probability that it will equal a specific value (such as a) is always zero.

http://stattrek.com/probability-distributions/discrete-continuous.aspx