Hyojin :-)

Hyojin :-)

확률및통계_03. 확률변수의 정의

확률 및 통계 3강 Youtube에서 시청가능합니다.

2.2 Definition of RV(Random Variable, 확률변수)


1) RV(Random Variable): real numbers mapped with each outcome of random experiment
EX) tossing a coin

  • 앞면(H)이 나올 경우 1 mapping → H=1
  • 뒷면(T)이 나올 경우 0 mapping → T=0
  • P(T)=P(0)=1/2
  • P(H)=P(1)=1/2

2) 지금부터 probability를 function화

  • probability: P(A)에서 A는 event, case에 대한 확률을 의미
  • function f(x): 확률을 숫자로 mapping

EX) tossing two coins

  • RV: number of heads(앞면) ⇒ 0, 1, 2

image

3) by the conventional notation of RV

  • X, Y, Z : set of x
  • x, y, z : a specific value of X



2.3 Event defined by RV


1) Let “Ax” be an event
image



2.4 Distribution Function


1) for an RV x and a real number x, Cumulative Distribution(CDF) is defined like below picture.
image
2) features of CDF image

  • EX 2.3

image


2.5 Discrete RV

1) discrete: non- continuous
2) Probability Mass Function(PMF)
image
3) graph of Probability Mass Function(PMF) & Continuous Distribution Function(CDF)
image
3) delta(x) function
image
EX) 2 coins tossing
image

  • PMF image
  • CDF image


References