Random Variables and Probability Distributions

Random Variables

Random Variable – is a generalization of the outcome or events in a given

sample space. It is usually written X, is a variable whose possible values are numerical
outcomes of a random phenomenon. There are two types of random variables, discrete
and continuous.

Discrete Random Variables – a discrete variable is a variable which can only

take a countable number of values. The word discrete means separate and individuals.
Discrete random variables are those that only take integer values only. They never
include decimal or fractions.

Continuous Random Variables – a continuous random variable is a random

variable where the data can take infinitely many values. It is the opposite of discrete
random variable. Continuous random variables are those who take on any values
including fractions and decimals.

Probability Distribution

Probability distribution – is a statistical function that describes all the possible

values and likelihoods that a random variable can take within a given range. This range
will be between the minimum and maximum statistically possible values. Probability
distribution are either continuous probability distribution or discrete probability
distribution depending on whether they define probabilities for continues or discrete
variables.

Continuous distribution – a continuous distribution describes the probabilities of

the possible values of a continuous random variable. A continuous random variable is a
random variable with a set of possible values (known as range) that is infinite and
uncountable.

Discrete distribution – describes the probability of occurrence of each value of a

discrete random variable. A discrete random variable that has countable values, such
as a list of non – negative integers.
Example of a discrete random variable and a probability distribution

Let’s see an example. We’ll start with tossing coins. I want to know how many
heads I might get if I toss two coins. Since I only toss two, the number of heads I could
get is zero, one, or two heads. So, I define X (my random variable) to be the number of
heads that I could get.

In this case, each specific value of the random variable – X = 0, X = 1 and X = 2

– has a probability associated with it. When the variable represents isolated points on
the number line, such as the one below with 0, 1, 2, we call it a discrete random
variable.

The number of heads that can come up when tossing two coins is a discrete
random variable because heads can only come up a certain number of times: 0, 1, 2.
Also, we want to know the probability associated with each value of the random.

Number of heads Probability

0 0.25
1 0.5
2 0.25

In the table, you will notice the probabilities. We will see how to calculate the
probabilities associated with each value of the variable. However, what we see above is
called a probability distribution for the number of heads (our random variable) when you
toss two coins. A probability distribution has all the possible values of the random
variable and the associated probabilities.

Example of a continuous random variable

Suppose I am interested in looking at statistics test scores from a certain college

from a sample of 100 students. Well, the random variable would be the test scores,
which could range from 0% (didn’t study at all) to 100% (excellent student). However,
since test scores vary quite a bit and they may even have decimal places in their
scores, I can’t possibly denote all the test scores using discrete numbers. So in this
case, I use intervals of scores to denote the various values of my random variable.

When we have to use intervals for our random variable or all values in an interval
are possible, we call it a continuous random variable. Thus, continuous random variable
are random variable that are found from measuring – like the height of a group of
people or distance traveled while grocery shopping or student test scores. In this case,
x is continuous because X represent an infinite number line.
 Test Scores Frequency (% of students)
0 to <20% 5
20% < 40% 20
40% < 60% 30
60% < 80% 35
80% < 100% 10

Since I know there are one hundred students in all, I could also have a column with
relative frequency or percentage of student that scored in the different intervals. We
calculated this by dividing each frequency by the total (in this case, 100). We then either
convert it to a percentage. Thus, like the coin example, the random variable (in this
case, the intervals) would have certain probabilities or percentages associated with it.
And this would be a probability distribution for the test scores.

Test Scores Frequency (% of students)

0 to <20% 5%
20% < 40% 20%
40% < 60% 30%
60% < 80% 35%
80% < 100% 10%