Program of Lessons

 Random variables                 Random variable. Discrete and continuous random variables. Independent random variables. Density function. Distribution function. General properties of distribution function.   A variable is called  random, if it can receive real values with definite probabilities as a result of experiment. The random variable  X  is called  discrete, if such non-negative function exists     which determines the correspondence between a value  õi  of the variable  Õ and the probability  ði , that  X  receives this value. Discrete random variables  X  and  Y  are called  independent random variables, if the events  Õ = õi  and  Y = yj  are independent for arbitrary  i  and  j . The random variable X is called a continuous random variable, if for any numbers  a < b  such non-negative function  f ( x ) exists, that   The function   f ( x )  is called a density function of continuous random variable. The probability of the fact that a random variable  X  receives a value less than  x , is called a distribution function of random variable  X  and marked as  F ( x ) :   F ( x ) = Ð (  X    x ) .   General properties of distribution function: Back