ISYE 2027 Chapter Notes - Chapter 4: Probability Mass Function, Random Variable, Distribution Function

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4. 1: random variable: playing the game snakes and ladders, we care about the sum of two independent dice rather than the value of each independent dice. This is represented by s ( 1 , 2 )= 1 + 2 for ( 1 , 1 ) . { s = k } denotes the event that the function s attains the value k. Means subset of those =( 1 , 2) for which s ( 1 , 2 )= { s = k } = { ( 1 , 2 ) : s ( 1 , 2 )= k } Probability of event { s = k } by p(s=k: if in another game you cared about the highest throw you could write a function. M such as m ( 1, 2)=max{ 1, 2} for ( 1, 2) . Function m and s are examples of discreet random variables: definition: let be a sample space.

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