http://www.mathsisfun.

com/data/random-
variables.html
Random Variables
A Random Variable is a set of possible values from a random experiment.
Example: Tossing a coin: we could get Heads or Tails.
Let's give them the values Heads=0 and Tails=1 and we have a Random
Variable "X":


In short:
X = {0, 1}

Note: We could have chosen Heads=100 and Tails=150 if we wanted! It is
our choice.
So:
We have an experiment (such as tossing a coin)
We give values to each event
The set of values is a Random Variable
Not Like an Algebra Variable
In Algebra a variable, like x, is an unknown value:
Example: x + 2 = 6
In this case we can find that x=4
But a Random Variable is different ...
A Random Variable has a whole set of values ...
... and it could take on any of those values, randomly.

Example: X = {0, 1, 2, 3}
X could be 1, 2, 3 or 4, randomly.
And they might each have a different probability.
Capital Letters
We use a capital letter, like X or Y, to avoid confusion with the Algebra type of
variable.
Sample Space
A Random Variable's set of values is the Sample Space.

Example: Throw a die once
Random Variable X = "The score shown on the top face".
X could be 1, 2, 3, 4, 5 or 6
So the Sample Space is {1, 2, 3, 4, 5, 6}

Probability
We can show the probability of any one value using this style:
P(X = value) = probability of that value
Example (continued): Throw a die once
X = {1, 2, 3, 4, 5, 6}
In this case they are all equally likely, so the probability of any one is 1/6
P(X = 1) = 1/6
P(X = 2) = 1/6
P(X = 3) = 1/6
P(X = 4) = 1/6
P(X = 5) = 1/6
P(X = 6) = 1/6
Note that the sum of the probabilities = 1, as it should be.
Example: Toss three coins.
X = "The number of Heads" is the Random Variable.
In this case, there could be 0 Heads (if all the coins land Tails up), 1 Head, 2
Heads or 3 Heads.
So the Sample Space = {0, 1, 2, 3}
But this time the outcomes are NOT all equally likely.
The three coins can land in eight possible ways:

X = "number
of Heads"
HHH

3
HHT

2
HTH

2
HTT

1
THH

2
THT

1
TTH

1
TTT

0
Looking at the table we see just 1 case of Three Heads, but 3 cases of Two
Heads, 3 cases of One Head, and 1 case of Zero Heads. So:
P(X = 3) = 1/8
P(X = 2) = 3/8
P(X = 1) = 3/8
P(X = 0) = 1/8


Example: Two dice are tossed.
The Random Variable is X = "The sum of the scores on the two dice".
Let's make a table of all possible values:

1st Die


2nd
Die

1 2 3 4 5 6
1
2 3 4 5 6 7
2
3 4 5 6 7 8
3
4 5 6 7 8 9
4
5 6 7 8 9 10
5
6 7 8 9 10 11
6
7 8 9 10 11 12
There are 6 6 = 36 of them, and the Sample Space = {2, 3, 4, 5, 6, 7,
8, 9, 10, 11, 12}
Let's count how often each value occurs, and work out the probabilities:
2 occurs just once, so P(X = 2) = 1/36
3 occurs twice, so P(X = 3) = 2/36 = 1/18
4 occurs three times, so P(X = 4) = 3/36 = 1/12
5 occurs four times, so P(X = 5) = 4/36 = 1/9
6 occurs five times, so P(X = 6) = 5/36
7 occurs six times, so P(X = 7) = 6/36 = 1/6
8 occurs five times, so P(X = 8) = 5/36
9 occurs four times, so P(X = 9) = 4/36 = 1/9
10 occurs three times, so P(X = 10) = 3/36 = 1/12
11 occurs twice, so P(X = 11) = 2/36 = 1/18
12 occurs just once, so P(X = 12) = 1/36
A Range of Values
We could also calculate the probability that a Random Variable takes on a range
of values.
Example (continued) What is the probability that the sum of the
scores is 5, 6, 7 or 8?
In other words: What is P(5 X 8)?
P(5 X 8) = P(X = 5) + P(X = 6) + P(X = 7) + P(X = 8) =
(4+5+6+5)/36 = 20/36 = 5/9
Solving
We can also solve a Random Variable equation.
Example (continued) If P(X = x) = 1/12, what is the value of x?
P(X = 4) = 1/12, and P(X = 10) = 1/12
So there are two solutions: x = 4 or x = 10
Notice the different uses of X and x:
X represents the Random Variable "The sum of the scores on the two dice".
x represents a value that X can take.
Continuous
Random Variables can be either Discrete or Continuous:
Discrete Data can only take certain values (such as 1,2,3,4,5)
Continuous Data can take any value within a range (such as a person's
height)
All our examples have been Discrete.
Learn more at Continuous Random Variables.
Mean, Variance, Standard Deviation
You can also learn how to find the Mean, Variance and Standard Deviation of
Random Variables.

Summary
A Random Variable is a set of possible values from a random
experiment.
The set of possible values is called the Sample Space.
A Random Variable is given a capital letter, such as X or Z.
Random Variables can be discrete or continuous.

http://www.cut-the-knot.org/Probability/SampleSpaces.shtml
Sample Spaces and Random Variables
Johanna Davidson's fascination with
randomness dated back to her first course in
probability and statistics. What she found
most intriguing was the fact that the teacher
could not provide a satisfactory definition of
"random" (or of "probability," for that
matter), even though the notions such as
"random variable" and "random sample" lie
at the heart of the theory.
Arturo Sangalli
Pythagoras' Revenge
Princeton University of Press, 2009, p. 69


A sample space is a collection of all possible outcomes of a random experiment.
A random variable is a function defined on a sample space. We shall consider several
examples shortly. Later on we shall introduce probability functions on the sample
spaces. A sample space may be finite or infinite. Infinite sample spaces may
be discrete or continuous.
Finite Sample Spaces
Tossing a coin. The experiment is tossing a coin (or any other object with two distinct
sides.) The coin may land and stay on the edge, but this event is so enormously
unlikely as to be considered impossible and be disregarded. So the coin lands on
either one or the other of its two sides. One is usually called head, the other tail.
These are two possible outcomes of a toss of a coin. In the case of a single toss, the
sample space has two elements that interchangeably, may be denoted as, say,
{Head, Tail}, or {H, T}, or {0, 1}, ...
Rolling a die. The experiment is rolling a die. A common die is a small cube whose
faces shows numbers 1, 2, 3, 4, 5, 6 one way or another. These may be the real digits
or arrangements of an appropriate number of dots, e.g. like these

There are six possible outcomes and the sample space consists of six elements:
{1, 2, 3, 4, 5, 6}.
Many random variables may be associated with this experiment: the square of the
outcome f(x) = x
2
, with values from
{1, 4, 9, 16, 25, 36},
centered values from
{-2.5, -1.5, -0.5, 0.5, 1.5, 2.5},
with the variable defined by f(x) = x - 3.5, etc.
Drawing a card. The experiment is drawing a card from a standard deck of 52 cards.
The cards are of two colors - black (spades and clubs) and red (diamonds and hearts),
four suits (spades, clubs, diamonds, hearts), 13 values (2, 3, 4, 5, 6, 7, 8, 9, 10, Jack,
Queen, King, Ace). (Some decks use 4 colors, others use different names. For
example, a Jack may be called a Knave. We shall abbreviate the named designations
as J, Q, K, A.) There are 52 possible outcomes with the sample space
{2, 2, 2, 2, 3, 3, 3, 3, ..., A, A, A, A}.
Of course, if we are only interested in the color of a drawn card, or its suite, or
perhaps the value, then it would be as natural to consider other sample spaces:
{b, r},
{, , , } or
{2, 3, 4, 5, 6, 7, 8, 9, 10, J, Q, K, A}.
Choosing a birthday. The experiment is to select a single date during a given year.
This can be done, for example, by picking a random person and inquiring for his or her
birthday. Disregarding leap yearsfor the sake of simplicity, there are 365 possible
birthdays, which may be enumerated
{1, 2, 3, 4, ..., 365}.
Tossing two coins. The experiment is tossing two coins. One may toss two coins
simultaneously, or one after the other. The difference is in that in the second case we
can easily differentiate between the coins: one is the first, the other second. If the
two indistinguishable coins are tossed simultaneously, there are just three possible
outcomes, {H, H}, {H, T}, and {T, T}. If the coins are different, or if they are thrown
one after the other, there are four distinct outcomes: (H, H), (H, T),(T, H), (T,
T), which are often presented in a more concise form: HH, HT, TH, TT. Thus,
depending on the nature of the experiment, there are 3 or 4 outcomes, with the
sample spaces
Indistinguishable coins
{{H, H}, {H, T}, {T, T}}.

Distinct coins
{HH, HT, TH, TT}
Rolling two dice. The experiment is rolling two dice. If the dice are distinct or if they
are rolled successively, there are 36 possible outcomes: 11, 12, ..., 16, 21, 22, ..., 66.
If they are indistinguishable, then some outcomes, like 12 and 21, fold into one.
There are 65/2 = 15 such pairs giving the total number of possible outcomes as 36 -
15 = 21. In the first case, the sample space is
{11, 12, ..., 16, 21, 22, ..., 66}.
When we throw two dice we are often interested not in individual numbers that show
up, but in their sum. The sum of the two top numbers is an example of a random
variable, say Y(ab) = a + b (where a, b range from 1 through 6), that takes values from
the set {2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12}. It is also possible to think of this set of a
sample space of a random experiment. However, there is a point in working with
random variables. It is often a convenience to be able to consider several random
variables related to the same experiment, i.e., to the same sample space. For
example, besides Y, we may be interested in the product (or some other function) of
the two numbers.
Infinite Discrete Sample Spaces
First tail. The experiment is to repeatedly toss a coin until first tail shows up.
Possible outcomes are sequences of H that, if finite, end with a single T, and an
infinite sequence of H:
{T, HT, HHT, HHHT, ..., {HHH...}}.
As we shall see elsewhere, this is a remarkable space that contains a not impossible
event whose probability is 0. One random variable is defined most naturally as the
length of an outcome. It draws values from the set of whole numbers augmented by
the symbol of infinity:
{1, 2, 3, 4, ..., }.
Continuous Sample Spaces
Arrival time. The experimental setting is a metro (underground) station where trains
pass (ideally) with equal intervals. A person enters the station. The experiment is to
note the time of arrival past the departure time of the last train. If T is the interval
between two consecutive trains, then the sample space for the experiment is the
interval [0, T], or
[0, T] = {t: 0 y T}.
Chord length. Given a circle of radius R, the experiment is to randomly select a chord
in that circle. There are many ways to accomplish such a selection. However the
sample space is always the same:
{AB: A and B are points on a given circle}.
One natural random variable defined on this space is the length of the chord.
Human height. The experiment is to randomly select a human and measure his or her
length. Depending of how far reaching our means of selection is it is possible to
consider a sample space of about 6.6 billion humans inhabiting the planet Earth. In
this case, the height of the selected person becomes a random variable. However, it
is also possible to consider the sample space consisting of all possible values of height
measurements of the world population. The tallest man ever measured lived in the
United States and had a height of 272 cm (8'11''). The height of the shortest person
is more difficult to determine. Zero is clearly the low bound, but, for a living adult, it
may be safely raised to, say, 40 cm. This suggests a sample space which is a line
segment [40, 272] in centimeters. While at all times the human population is discrete,
we may assume that in some height range near the normal average, all possible
heights are realized making a continuous classification. Still, very certainly at the top
end there are gaps and unique measurements making the upper part of the range
rather discrete.
(More examples of continuous sample space can be found elsewhere.)

What Is Probability?
Intuitive Probability
Probability Problems
Sample Spaces and Random Variables
o Importance of Having Sample Space Defined
Probabilities
o Example: A Poker Hand
o Bernoulli Trials
o Binomial Distribution
o Proofreading Example
o Continuous Sample Spaces
Geometric Probability
Probability on Discrete Infinite Sets
Probability of Two Integers Being Comprime
Conditional Probability
o Bayes' Theorem
Bayesian Odds
Bayes' Ratio: Dramatic Taxicab Example
Principle of Proportionality
o Conditional Recurrence
Laplace's Rule of Succession
Dependent and Independent Events
o Conditional Probability and Independent Events
o Mutually (Jointly) Independent Events
o Independent Events and Independent Experiments
Algebra of Random Variables
Expectation
o Admittance to a Tennis Club
o Number of Trials to First Success
Probability Generating Functions
o Sicherman Dice
Probability of Two Integers Being Coprime
Random Walks
Probabilistic Method
Probability Paradoxes
o Bertrand's Paradox
o Monty Hall dilemma
o Parrondo Paradox
Symmetry Principle in Probability
o d'Alembert's Misstep
o Random Points on a Segment