diff --git a/notebooks/probability/pmf.ipynb b/notebooks/probability/pmf.ipynb index e844083..57eeac5 100644 --- a/notebooks/probability/pmf.ipynb +++ b/notebooks/probability/pmf.ipynb @@ -2,7 +2,7 @@ "cells": [ { "cell_type": "markdown", - "id": "a51ebf61", + "id": "d65bcc11", "metadata": {}, "source": [ "### Probability Mass Function (PMF)\n", @@ -17,48 +17,46 @@ "\n", "We can denote the sample space as: $\\Omega = \\{H, T\\}$\n", "\n", - "Now, let us say that if the coin lands as Heads, we win 1\\$ and we win 0\\$ if the coin lands as Tails. We can associate a function $W$ with the experiment such that W(Heads) = 1 and W(Tails) = 0\n", + "Now, let us consider a discrete random variable $X$ which takes the values 1 and 0 if the coin lands as Heads and Tails respectively, i.e, $X$(Heads) = 1 and $X$(Tails) = 0. Thus, $X$ can be used to represent the occurence of Heads in a single toss of a coin. \n", "\n", + "Let, $R_{X}$ be the range of X, then \n", + "
$R_{X} = \\{0, 1\\}$.\n", "\n", - "```{admonition} Random Variable\n", - "A random variable is a function mapping the sample space (for example: $\\Omega = \\{H, T\\}$) of an experiment to a measurement space $E = \\{0, 1\\}$. Random variables are represented using capital letters.\n", - "```\n", - "\n", - "While we may have generally seen a random variable W associated with a coin toss taking the values 1 for Heads, 0 for Tails, we might have chosen any other values and still have a random variable. As an example\n", - "\n", - "$$\n", - "Y(\\omega)= \\begin{cases}100, & \\text { if } \\omega=\\text { heads } \\\\ -20, & \\text { if } \\omega=\\text { tails }\\end{cases}\n", - "$$\n", - "\n", - "\n", - "If our experiment is to roll two die (6-faced die) and note the sum of the numbers on the top side.\n", + "Then, Probability Mass Function(PMF) of discrete random variable $X$ gives the probability distribution for each vaule of $X$.\n", + " \n", + "
$P_{X}(0) = P_{X}(X=0) = \\frac{1}{2}$ when Heads occurs
\n", + " $P_{X}(1) = P_{X}(X=1) = \\frac{1}{2}$ when Heads does not occur\n", "\n", - "The sample space for this example is: \n", - "\n", - "$$\n", - "\\begin{align*}\n", - " S = \\{&(1, 1), (1, 2), \\dots, (1, 6), \\\\\n", - " &(2, 1), (2, 2), \\dots, (2, 6), \\\\\n", - " &\\cdots, \\cdots, \\cdots, \\cdots \\\\\n", - " &(6, 1), (6, 2), \\dots, (6, 6) \\}\n", - "\\end{align*}\n", - "$$\n", - "\n", - "Based on this sample space, we can see that our random variable $Z$ denoting the sum of numbers on the top side takes the values $\\{2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12\\}$\n", + "```{admonition} Probability Mass Function (PMF)\n", + "Probability mass function also called the probability law is the probability distribution of a discrete random variable, and provides the possible values and their associated probabilities.It is the function $P : \\mathbb{R} → [ 0 , 1 ]$ defined by
\n", + "$P_{X}(x_k) = P_{X}(X=x_k)$ where $k = 1,2,3,\\dots$
\n", + "where $X$ is a discrete random variable with range $R_{X} = \\{x_1,x_2,x_3,\\dots\\}$ (finite or countably infinite).\n", + "```\n", + "
\n", + "Example. Let us consider tossing a fair coin twice and finding the probability mass function (PMF) of a random discrete variable $Y$ which observe the number of occurences of Heads in each event.\n", "\n", + "The sample space for this example is:\n", + "
$S=\\{HH,HT,TH,TT\\}$.\n", "\n", - "```{admonition} Discrete Random Variable\n", - "A discrete random variable can take discrete values. For example, W representing the money we win if we toss a coin randomly. Or, Y the top face of a dice when the dice is rolled. Or, $Z$ denoting the sum of numbers on the top side of two dies.\n", - "```\n", + "The number of Heads will be 0, 1 or 2. Thus \n", + "
$R_{Y} = \\{0, 1, 2\\}$. \n", + " \n", + "Since, it is a finite set, thus the variable $Y$ is discrete random variable. Therefore, the PMF of $Y$, $P_Y$ is defined as \n", "\n", + "
$P_{Y}(k) = P_{Y}(Y=k)$ for $k = 0,1,2$.\n", "\n", - "Let us now take a different example. Our experiment is to pick a person at random from a university and measure their weight. The sample space would be the list of all the people in the university and the random variable $T$ would be weight corresponding to that randomly chosen person. The weight of that person would be a continuous scale.\n" + "We have,\n", + "
$P_{Y}(0) = P_{Y}(Y=0) = P(TT) = \\frac{1}{4}$,
\n", + "$P_{Y}(1) = P_{Y}(Y=1) = P(\\{HT,TH\\}) = \\frac{1}{4} + \\frac{1}{4} = \\frac{1}{2}$,
\n", + "$P_{Y}(2) = P_{Y}(Y=2) = P(HH) = \\frac{1}{4}$.\n", + " \n", + " " ] } ], "metadata": { "kernelspec": { - "display_name": "Python 3 (ipykernel)", + "display_name": "Python 3", "language": "python", "name": "python3" }, @@ -72,7 +70,7 @@ "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", - "version": "3.9.7" + "version": "3.8.8" } }, "nbformat": 4,