STAT 400 Lecture Notes - Lecture 1: Sample Space, Random Variable, Probability Distribution

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Stat 400, section 3. 1-3. 2 random variables & probability distributions notes by tim pilachowski. For a given situation, or experiment, observations are made and data is recorded. A sample space s must contain all possible outcomes for an experiment. An event (designated with a capital letter a, b, c, etc. ) is a subset of the sample space, and will incorporate one or more of the outcomes. Define x = number of heads in ten tosses of a coin. Note carefully: the probabilities for the values of x are not equal! Define y = number of components tested before a failure comes up. Note carefully: the probabilities for the values of y are not equal! [we"ll suppose that p(individual component fails) = 0. 1. ] A random variable is a rule/formula that assigns a number value to each outcome in a sample space s. Random reminds us that we cannot predict specific outcomes, only discuss the probabilities.

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