previous    up   next

Random Variable and Probability Distribution


A random variable X is a number assigned to every outcome of an experiment.

The probability of the event X=x is denoted as PX(x) or PX(X=x).

PX(x) is often called the probability mass (or density function) or the probability distribution for X.

It follows that $ \forall x, P_X(x) \ge 0 $ and $ \sum_x P_X(x) = 1$.

Example:


Outcome Random variable X PX(X=x)
head 0 PX(0) = 1/2
tail 1 PX(1) = 1/2



      previous    up   next     
  
 IRIT-UPS