Random variable:

A Random Variable is a function, which assigns unique numerical values to all possible
outcomes of a random experiment under fixed conditions.

Example 1

This example is extracted from (Ali 2000). Suppose that a coin is tossed three times and
the sequence of heads and tails is noted. The sample space for this experiment evaluates
to: S= {HHH, HHT, HTH, HTT, THH, THT, TTH, TTT}. Now let the random variable
X be the number of heads in three coin tosses. X assigns each outcome in S a number
from the set Sx= {0, 1, 2, and 3}. The table below lists the eight outcomes of S and the
corresponding values of X.

OutcomeHHHHHTHTHTHHHTTTHTTTHTTT
X 3 2 2 2 1 1 1 0
Table 1

X is then a random variable taking on values in the set SX = {0, 1, 2, 3}.

Mathematically, a random variable is defined as a measurable function from a probability

space to some measurable space. This measurable space is the space of possible values of
the variable, and it is usually taken to be the real number.

The condition for a function to be a random variable is that the random variable cannot be
multivalued.

There are three types of random variables:

• A Continuous Random Variable is one that takes an infinite number of possible

values. Example: Duration of a call in a telephone exchange.
• A Discrete Random Variable is one that takes finite distinct values. For example:
A number of students who fail a test.
• A Mixed Random Variable is one for which some of its values are continuous and
some are discrete.

In mathematics, random variables are used in the study of probability.

Types of random variable:

There are two types of random variables.

• Discrete
• Continuous
 A discrete random variable is a countable set (e.g., the integers), with each value in
the range having probability greater than or equal to zero. For example, a coin is
tossed ten times. The random variable X is the number of tails that are noted. X can
only take the values 0, 1……. 10, so X is a discrete random variable.

A discrete random variable is one which may take on only a countable number of
distinct values such as 0,1,2,3,4………, discrete random numbers are usually (but not
necessary) count. If a random variable can take only a finite number of distinct values
then it must be discrete. Example of discrete random variable includes the number of
children in a family, the Friday night attendance in the cinema, the number of patient
in a doctor’s surgery.

Continuous random variable is an uncountable set (e.g., the real numbers). A continuous
random variable is one which takes an infinite number of possible values. Continuous
random variables are usually measurements. Examples include height, weight, the
amount of sugar in an orange, the time required to run a mile.
OR
A continuous random variable which can assume all possible values between certain limit
is called continuous random variable. A light bulb is burned until it burns out. The random
variable Y is its lifetime in hours. Y can take any positive real value, so Y is a continuous random
variable. Usually in a continuous random variable the probability of any specific value is
zero, although the probability of an infinite set of values (such as an interval of non-zero
length) may be positive. However, sometimes a continuous random variable can be
"mixed", having part of its probability spread out over an interval like a typical
continuous variable, and part of it concentrated on particular values, like a discrete
variable.

Example of random variable:

A random variable a can be thought of as an unknown value that may change every time
it is inspected. Thus, a random variable can be thought of as a function mapping the
sample space of a random process to the real numbers e.g.
For a coin toss, the possible events are heads or tails. The number of heads appearing in
one fair coin toss can be described using the following random variable:

With probability mass function given by:

A random variable can also be used to describe the process of rolling a fair die and the
possible outcomes. The most obvious representation is to take the set {1, 2, 3, 4, 5, and
6} as the sample space, defining the random variable X as the number rolled. In this case,
An example of a continuous random variable would be one based on a spinner that can
choose a real number from the interval [0, 2π), with all values being "equally likely". In
this case, X = the number spun. Any real number has probability zero of being selected.
But a positive probability can be assigned to any range of values. For example, the
probability of choosing a number in [0, π] is ½. Instead of speaking of a probability mass
function, we say that the probability density of X is 1/2π. The probability of a subset of
[0, 2π) can be calculated by multiplying the measure of the set by 1/2π. In general, the
probability of a set for a given continuous random variable can be calculated by
integrating the density over the given set.
An example of a random variable of mixed type would be based on an experiment where
a coin is flipped and the spinner is spun only if the result of the coin toss is heads. If the
result is tails, X = −1; otherwise X = the value of the spinner as in the preceding example.
There is a probability of ½ that this random variable will have the value −1. Other ranges
of values would have half the probability of the last example.

Variance of random variable:

The (population) variance of a random variable is a non-negative number which gives an
idea of how widely spread the values of the random variable are likely to be; the larger
the variance, the more scattered the observations on average.
Stating the variance gives an impression of how closely concentrated round the expected
value the distribution is; it is a measure of the 'spread' of a distribution about its average
value.
Variance is symbolized by V(X) or Var(X) or
The variance of the random variable X is defined to be:

Here we see that E(X) is the expected value of the random variable X.
The variance and standard deviation of a random variable are always non-negative.

Independence random variable:

Two random variables X and Y say, are said to be independent if and only if the value of
X has no influence on the value of Y and vice versa.