About
Random variable is also known as:
- random quantity,
- aleatory variable,
- or stochastic variable
A random variable represents the result of a random process.
The random variable value is the summary of many outcomeS (original variable) of a random phenomenon that describes the result of a random process.
E.g.
- the number of heads after a certain number of coin flips (Flipping a coin several times is a random process)
- the heights of different people. (The growth of a person is a random process)
Random variable:
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Stochastic
Many random variables depend not only on a chance but also on time. They evolve in time while being random at each particular moment.
A random variable that depend on time is called a stochastic process.
Example of random variable
- number of concurrent user
- all queue type:
- number of jobs in a queue,
- number of truck in a waiting queue
- internet traffic
- system available capacity
- stock price
- air temperatur
Type
Random variables can be:
Discrete
ie taking any of a specified finite or countable list of values, endowed with a probability mass function characteristic of the random variable's probability distribution;
Person's height
In an experiment a person may be chosen at random, and one random variable may be the person's height.
Mathematically, the random variable is interpreted as a function which maps the person to the person's height.
Associated with the random variable is a probability distribution that allows the computation of the probability that the height is in any subset of possible values, such as the probability that:
- the height is between 180 and 190 cm,
- the height is either less than 150 or more than 200 cm.
The person's number of children
This is a discrete random variable with non-negative integer values
Coin toss
Continuous
See Statistics - Continuous Variable ie taking any numerical value in an interval or collection of intervals, via a probability density function that is characteristic of the random variable's probability distribution; or a mixture of both types.
Spinner that can choose a horizontal direction
The values taken by the random variable are directions.
<MATH> X = \text{the angle spun} </MATH>
Possible Sample space
- North, West, East, South, Southeast, etc.
- Degrees clockwise from North (real numbers from the interval [0, 360])
The probability:
- of choosing a number in [0, 180] is 1⁄2
- density is 1/360.
Visualization / Central Limit Distribution
When random variables (independent) (estimate of a random process) are added to a set their distribution tends toward a normal distribution (informally a “bell curve”) See Statistics - Central limit theorem (CLT)