DISCRETE & CONTINUOUS RANDOM VARIABLES


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~The concepts of a discrete and continuous random variables are of up most importance in statistics & are often not understood well. Here is a brief critique of these basic concepts.

~When a procedure is performed, we have certain outcomes (events). We call the set of all possible outcomes, the Sample space.

~For example, if we list all possible gender sequences for 3 children born, the sample space would be MMM, FMM, MFM, MMF, FFM, FMF, MFF, FFF.

~If we assign a numerical value to each outcome, then the set of these values would constitute the random variable x. In this case, if we were interested in the number of girls, we would assign 0 to MMM, 1 to each of  FMM, MFM, MMF, 2 to each of FFM, FMF,
MFF, and & 3 to FFF.

~In this case, the values for x are 0,1,2,3. Since this set is finite (definite #), it is said to be discrete.

~Any set of values for x that is finite is discrete.

~An infinite set that can be placed into a 1-1 correspondence with the set of natural numbers, 1,2,3,4,5,6, & so on, is said to be "countably infinite" and will also form a discrete set.

~Note that there are always "gaps" between values in a discrete set of numbers.
(i.e., in the above example, x values between the integers cannot be taken on)

~On the other hand, if our procedure deals with picking a point inside a circle of radius 11, then our sample space would consist of all such possible points.

~If we assign a value to each point which gives the distance that point is away from the center of the circle, then these values would consist of an infinite, uncountable, continuous range of values between 0 and 11 (that's how far away from the center each randomly selected point would have to be). Every number between 0 and 11 can occur (no "gaps" between numbers).

~In this case, the random variable x would be continuous.

~For the most part, in this course, we will deal with discrete random variables.
Continuous variable functions (standard normal, t-curves, & the Chi-square distributions, among others) will be used to give reasonable approximations to discrete distributions as long as certain conditions hold. In a few cases, some minor adjustments must be made.

~Probabilities can then be tied in with the chance occurrences of each event.

~Important Note: For the continuous case, the probability that x takes on one particular value will be zero (i.e., In a given population of individuals, the probability that a person is selected with a weight of exactly 123 lbs is zero). We use intervals instead of single values to compute probabilities. These are directly related to the areas under each probability density function over a given interval for x. Probabilities based on the Normal curve (most important probability density function in basic statistics) are found this way.