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This document from math 243, lecture 11 covers probability rules for discrete and continuous random variables. Examples and explanations of basic probability rules, the difference between discrete and continuous random variables, and how to find probabilities in the continuous setting. Students will learn about concepts such as sample spaces, probability distributions, and non-negative functions.
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Example 1. Find the probability of getting exactly one four when rolling a die three times.
Example 2. Find the probability that you there is a pair dealt in a hand with five cards.
Example 3. Let X be a number randomly chosen between 0 and 1. (Note that it is hard to randomly choose numbers in this fashion.)
Example 4. What is the probability that a number chosen between 0 and 3 lies between 1.5 and 2.4? 1
2 MATH 243, LECTURE 11
The probabilities end up corresponding to (ratios of) lengths within these state spaces. Probabilities can also correspond to (ratios of) areas.
Example 5. If a dartboard is 8 inches in radius and the center circle is 12 inch in radius, what is the probability that a dart thrown at random will hit the center square? What is the probability that a dart thrown at random will hit in the 20-point wedge?
To be systematic about probabilities in the continuous setting, we have to formalize the notion of distribution.
Definition 6. (1) A distribution for a continuous random variable can be any non-negative function D where the total area under the function is 1. (2) If X is distributed according to a distribution D then P (a ≤ X ≤ b) is the area between the line x = a, the line x = b, the graph of D, and the x-axis. (3) The sample space for such a variable is all x where D is non-zero. (4) If D is equal to either 0 or one other fixed number, we say D is a uniform distribution.
Example 7. Revisit a previous example.
p(t) =
1 / 3 0 ≤ t ≤ 3 0 else
Example 8. Suppose that X is distributed according to
1 12 1 ≤^ x^ ≤^3 1 2 3 ≤^ x^ ≤^4 1 9 4 ≤^ x^ ≤^7 0 otherwise
Example 9. [Main Example] Z is a number chosen with normal distribution N (μ, σ). We’ll use N (0, 1) as our first example.
(^2) / 2 /
2 π.