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Ravi Mohan
July 12, 2012
(1) Definiton:
=
X (2) =
1
36
(5) A Random Variable can be discrete even if its domain is infinite. Only the
range needs to be finite or countably infinite.
if p > 0
1
0
if p = 0
e.g: sgn(P )
1 if p < 0
is a discrete random variable, though the domain is infinite.
(6) A Discrete Random Variable has an associated Probability Mass Function
or PMF that maps each value of the *range* of the RV to the probability
of its occurrence.
Thus
RV: outcome R
PMF: range(RV ) probability
If x is a variable over the range of discrete Random Variable X, the probablitiy mass of x, denoted X (x) = the probability of the event P({ X =
x}).
To calculate the PMF of a discrete RV X, for each possible value x of the
range of the RV,
(1) Collect all experiment outcomes, oi that give rise to X having a value x
(2) Collect all these outcomes oi into a single event A
(3) Calculate P(A)
Check for PMF (X) is
X
X (x) = 1
x
Example:
Experiment = 2 consecutive rolls of a fair die
Sample Space = { (1,1),(2,2)...(6,6)}
Random Variable X = number of sixes in outcome = { 0,1,2 }
X (2) = P(outcome = (6,6)) =
1
36
11
36
25
36
Thus,
X (x) =
25
36
10
36
1
36
if x = 0
if x = 1
if x = 0
otherwise
2
10
36
df
dx
df du
du dx
d(sin x)
dx
d(sin x)
dx
df
dx
df du
du dx
d
dx u(x)v(x)
d 2
dx x sin(x)
=
Product Rule of Derivatives:
d
u(x) dx v(x)
3
d
d
= v(x) dx
u(x)+u(x) dx
v(x)
d
dx u(x)v(x)
d
= v(x) dx
u(x) +
d
d 2
x2 dx
sin(x) + sin(x) dx
x
=
Differentiating each part
x2 cos(x) + 2 x sin(x)