• Random Experiment: An experiment that can result in different outcomes, even
though it is repeated in the same manner every time is called a Random Experiment.
Example: Tossing a Coin, Selecting a card from a deck etc.
• Sample Space: Sample Space of a Random Experiment is the set of all possible
outcomes of that experiment. It is denoted by S.
Example: (a) Sample Space of Tossing a Coin {H, T}
(b) Sample Space of tossing three coins simultaneously
{HHH, HHT, HTH, HTT, THH, THT, TTH, TTT}
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Types of Sample Spaces
Sample Spaces are of two types: Discrete and Continuous
• Discrete Sample Space: A sample space which consists of a finite or countable
infinite set of outcomes
• Continuous Sample Space: A sample space which consists of an interval (either
finite or infinite) of real numbers
Example: Camera Flash
Consider an experiment that selects a cell phone camera and records the recycle time of
a flash (the time taken to ready the camera for another flash).
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Types of Sample Spaces
• Since, time is positive, it is convenient to define the Sample Space as the Positive
Real Line
S = R+ = {x|x>0}
This is a continuous sample space, because it is an infinite interval, we can’t list the
elements in sequence like 0.0001, 0.0000001 etc.
• If it is known that all recycle times are between 1.5 and 5 seconds, then the sample
space is:
S = {x|1.5<x<5}
This is a finite interval; elements can’t be listed in a sequence. It is also a continuous
sample space.
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Types of Sample Spaces
• If the objective of the analysis is to consider only whether the recycle time is low,
medium or high, the Sample Space is taken to be the set of three outcomes:
S={low, medium, high}
This is an example of a discrete sample space (finite).
• Suppose an experiment is conducted in which the camera is tested until the flash
recycle time fails to meet the specification.
Let n: Camera fails to meet the specification
y: Camera meets the specification
The sample space can therefore be represented as S = {n, yn, yyn, yyyn,…}
The sample space is discrete (countably infinite).
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• Event: An event is any collection (subset) of outcomes contained in the sample
space. An event is simple if it consists of exactly one outcome and compound if it
consists of more than one outcome.
Example: Sample Space of tossing three coins simultaneously
{HHH, HHT, HTH, HTT, THH, THT, TTH, TTT}
In this, there are 8 simple events, E1 = {HHH}, E2= {HHT}
Some compound events are:
A = {HTT, THT, TTH} = the event that exactly one head is obtained
B= {HTT, THT, TTT, TTH} = the event that at most one head is obtained
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Random Variable
• Each outcome of a random experiment can be associated with a number by
specifying a rule of association. Such a rule of association is called a Random
Variable.
• Because the particular outcome of the experiment is not known in advance, the
resulting value of the variable is not known in advance. Therefore, the variable that
associates a number with the outcome of a random experiment is referred to as a
random variable. 6
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Random Variable
• Mathematically, a Random Variable is a function whose domain is the Sample Space
and whose range is the set of real numbers.
• Random Variables are denoted by uppercase letters such as X and Y.
• Lowercase letters are used to represent some particular value of the corresponding
random variable.
Example: X(s)=x means that “x” is the value associated with the outcome “s” by the
random variable X.
Illustration: Toss of a Coin
S = {H,T}
Define a Random Variable X by
X (H) = 1 and X (T) = 0
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Two Types of Random Variables: Discrete and
Continuous
• Discrete Random Variable: A discrete Random Variable is defined over a discrete
sample space. It is a random variable whose possible values either constitute a finite
set or else can be listed in an infinite sequence in which there is a first element, a
second element etc. (countably infinite)
Example: For the Sample Space S = {n, yn, yyn, yyyn,…}
Let X denote the number of times the camera is tested until it fails to meet the
specifications.
So, X(n)=1, X(yn) =2, X(yyn) =3,….
Hence, the possible values of the random variable X are {1,2,3,…} which is countably
infinite. Hence, it is a discrete RV
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Two Types of Random Variables: Discrete and
Continuous
• Continuous Random Variable: A random variable is continuous if both of the
following conditions apply:
(a) Its set of possible values consists of either all numbers in a single interval on the
number line or all numbers in a disjoint union of such intervals e,g, [0,10]U[20,30]
(b) No possible value of the variable has positive probability i.e. P(X=c)=0 for any
possible value c.
(Imp: The probability at a point for a continuous random variable is 0. The
probability is defined only for the interval)
Example: Height of students in a classroom. The values could be anywhere from, say,
4.5 feet to 7.2 feet. There are infinite values between these two numbers. The
probability of occurrence if one particular value is 0.
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• In some cases, the random variable is actually discrete, but the range of
possible values is so large that it might be more convenient to analyse X as a
continuous random variable.
• To analyse the properties of discrete random variables, the tools of discrete
mathematics: summation and differences are required (Chapter 3).
• The study of continuous variables involves the use of integrals and
derivatives (Chapter 4).
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