Random Variables and Probability Distributions
In today’s data-driven and uncertain world, understanding randomness and probability is
essential for solving complex real-world problems in computer science. Random variables and
probability distributions form the mathematical foundation for modelling uncertainty,
analysing data, and making informed decisions.
By mastering the concepts of random variables and probability distributions, one gains the
tools to model real-life randomness mathematically and apply these models to make reasoned
decisions in uncertain environments — a critical skill for any computer scientist.
Why Learn Random Variables and Probability Distributions?
Understanding Uncertainty in the Real World
• Many real-world processes involve randomness — user behaviour, network traffic,
sensor noise, etc.
• To build reliable systems, we must learn to model and manage uncertainty.
Core to Modern Technologies
• Machine Learning & AI: Probabilistic models drive predictions and decisions.
• Cryptography: Secure systems rely on random key generation and probability
theory.
• Data Science: Statistical inference needs a solid grasp of probability distributions.
• Networking & Cloud Systems: Performance and reliability analysis use stochastic
models.
Powering Smarter Algorithms
• Randomized algorithms (e.g., randomized quicksort, hashing, Monte Carlo) are
faster and simpler.
• Probabilistic data structures (e.g., Bloom filters) are space-efficient and widely
used in databases and web systems.
Essential for Decision Making
• Enables quantitative reasoning under uncertainty.
• Helps in risk analysis, forecasting, and optimization
The term probability refers to the study of randomness and uncertainty. In any situation in
which one of a number of possible outcomes may occur, the discipline of probability provides
methods for quantifying the chances, or likelihoods, associated with the various outcomes.
The Sample Space of an Experiment
An (random)experiment is any activity or process whose outcome is subject to
uncertainty. The experiments that may be of interest include tossing a coin once or several
times, selecting a card or cards from a deck, weighing a loaf of bread, ascertaining the
commuting time from home to work on a particular morning, obtaining blood types from a
group of individuals, or measuring the compressive strengths of different steel beams.
Definition:
Example 1:
Example 2:
Definition:
Random Variables and Probability Distributions
Whether an experiment yields qualitative or quantitative outcomes, methods of statistical
analysis require that we focus on certain numerical aspects of the data (such as a sample
proportion x/n, mean, or standard deviations). The concept of a random variable allows us to
pass from the experimental outcomes themselves to a numerical function of the outcomes.
There are two fundamentally different types of random variables—discrete random variables
and continuous random variables.
For a given sample space S of some experiment, a random variable (rv) is any rule that
associates a number with each outcome in S. In mathematical language, a random variable is
a function whose domain is the sample space and whose range is the set of real numbers.
Example:1.
Definition:
Example: 2.
Example:3.
Two Types of Random Variables
Probability Distributions for Discrete Random Variables.
Example 1:
Example 2:
Definition:
Example:
A graph of the cdf
