Lecture 4: Random Variables and Distributions - University of Washington
[Pages:31]Lecture 4: Random Variables and Distributions
Goals
? Random Variables
? Overview of discrete and continuous distributions important in genetics/genomics
? Working with distributions in R
Random Variables
A rv is any rule (i.e., function) that associates a number with each outcome in the sample
space
" !
-1
0
1
Two Types of Random Variables
? A discrete random variable has a countable number of possible values
? A continuous random variable takes all values in an interval of numbers
Probability Distributions of RVs
Discrete
Let X be a discrete rv. Then the probability mass function (pmf), f(x),
of X is:
f (x) =
P(X = x), x
0,
x
Continuous
Aa
!
Let X be a continuous rv. Then the probability density function (pdf) of
X is a function f(x) such that for any two numbers a and b with a b:
b
P(a " X " b) = # f (x)dx
a
a
b
Using CDFs to Compute Probabilities
Continuous rv:
x
F(x) = P(X " x) = % f (y)dy
#$
pdf
cdf
!
P(a " X " b) = F(b) # F(a)
Using CDFs to Compute Probabilities
Continuous rv:
x
F(x) = P(X " x) = % f (y)dy
#$
pdf
cdf
!
P(a " X " b) = F(b) # F(a)
Expectation of Random Variables
Discrete
Let X be a discrete rv that takes on values in the set D and has a pmf f(x). Then the expected or mean value of X is:
?X = E[X] = $ x " f (x)
x#D
Continuous
The expected or mean value of a continuous rv X with pdf f(x) is:
!
$
?X = E[X] = % x " f (x)dx
#$
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