Random Variables and Probability Distributions

POLI 270 - Mathematical and Statistical FoundationsProf. S. SaieghFall 2010 Lecture Notes - Class 8 November 18, Variables and Probability DistributionsWhen we perform an experiment we are often interested not in the particular outcomethat occurs, but rather in somenumberassociated with that example, in the game of craps a player is interested not in the particular numberson the two dice, but in theirsum. In tossing a coin 50 times, we may be interested only inthenumberof heads obtained, and not in the particular sequence of heads and tails thatconstitute the result of 50 both examples, we have a rule which assigns to each outcome of the experiment asingle real number. Hence, we can say that afunctionis guys are already familiar with the function concept. Now we are going to look atsome functions that are particularly useful to study probabilistic/statistical VariablesIn Probability theory, certain functions of special interest are given special names:Definition 1A function whose domain is a sample space and whose range is some set ofreal numbers is called a Random variable .

POLI 270 - Mathematical and Statistical Foundations Prof. S. Saiegh Fall 2010 Lecture Notes - Class 8 November 18, 2010. Random Variables and Probability Distributions

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