Discrete Random Variable, Slides of Statistics

Discussion Slides 1: Discrete Random Variable for EEE 137

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EEE 137: Probability, Statistics, and Random Processes in Electrical and Electronics Engineering
DC 02
1st Semester Academic Year 2019-2020
EEE 137
Probability, Statistics and Random Processes in
Electrical and Electronics Engineering
DC 02: Discrete Random Variables
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1st Semester Academic Year 2019- 2020

EEE 137

Probability, Statistics and Random Processes in

Electrical and Electronics Engineering

DC 02: Discrete Random Variables

  • Basic concepts of Probability
  • Axioms of Probability
  • Random Variables (RV)
  • Probability Mass Function (PMF)
  • Cumulative Distribution Function (CDF) Topics

Probability Theory Probability quantitative measure of how “likely” a certain event will occur Axioms of Probability AXIOM I: 0 <= P [A] <= 1 AXION II: P [S] = 1 AXIOM III: If A ∩ B = 0, P (A ∪ B) = P (A) + P (B)

DEFINITION: Random Variable (RV) A function that associates a unique numerical value with every outcome of an experiment. A Random Variable can be either Discrete or Continuous. Discrete: a number obtained by counting i.e. Number of students present today Continuous: a number obtained by measuring i.e. Weight of students in this class

1 2 3 4 5 6 7 8...

PMF

The Experiment Marksman keeps shooting until target is hit. Sample Space Discrete (half a hit is impossible) X ∈ {1, 2, 3, 4, 5, … } Problem 1: The Marksman ? ? ? ?

DEFINITION: Independence Two Events A and B are INDEPENDENT if and only if their joint probability equals the product of their probabilities. i.e. P (A ∩ B) = P(A) x P(B)

To get the CDF, just sum all probabilities prior to the current value Problem 1: The Marksman 1 2 3 4 5 6 7 8...

PMF

CDF

1 Note that this is an increasing function!

What is the probability that the marksman will hit the target after at most 10 shots? P (X=n) = (miss) n- 1 x (hit) PX(X=x) = (0.9) x- 1 x (0.1) Problem 1: The Marksman 1 2 3 4 5 6 7 8...

PMF

F(X=10) = 0. Note: This problem constitutes a Geometric Random Variable

Quiz: The Marksman

  1. ( 2 pts) What is the probability that the marksman will hit the target after at least 5 shots?
  2. ( 3 pts) Suppose that the marksman must pay a dollar for each shot taken. Suppose further that the marksman earns an amount Y in dollars depending on the number of shots as described by the following equation: Y = 55 (0.5) X What is the probability that the marksman will gain profit from the experiment?

P (X≥5) = 1 - P (X<5)

Profit = Revenues - Cost = 55 (0.5) X

  • x ( must be > 0 to be profitable) ln (55) + x ln(0.5) - ln(x) = 0 → X = 3.84 to breakeven

P(X<4) = F(X=3) = 0.

Additional Reading Material Discrete and Continuous Random Variables http://www.henry.k12.ga.us/ugh/apstat/chapternotes/7supplement.html