AdvancedTopic 79 of 104Engineering Mathematics

Random variables

Numerical outcomes of random processes, either discrete or continuous.

In depth

A random variable maps outcomes to numbers. Discrete ones have a probability mass function; continuous ones have a density function with area 1. The cumulative distribution function F(x)=P(X≤x) describes both.

Key points

  • PMF sums to one
  • PDF integrates to one
  • Percentiles come from the inverse CDF
Example

The lifetime of a bulb is a continuous random variable.

Why it matters

Random variables turn uncertain outcomes into numbers, which lets you apply algebra and calculus to noise, loads and times.

Where this is used

  • Modelling the number of defects per panel as a discrete variable.
  • Representing measurement noise as a continuous variable.
  • Describing the arrival time of a customer at a service desk.

Frequently asked questions

What is Random variables?

Numerical outcomes of random processes, either discrete or continuous.

Why is it important to understand random variables?

Random variables turn uncertain outcomes into numbers, which lets you apply algebra and calculus to noise, loads and times.

What is the difference between discrete and continuous random variables?

Discrete variables take countable values, such as counts. Continuous variables take values in an interval and are described by a density.

What is a probability density function?

A function whose integral over an interval gives the probability of falling in that interval. Its value at a point is not a probability.

How is Random variables used in practice?

Typical applications include modelling the number of defects per panel as a discrete variable, representing measurement noise as a continuous variable and describing the arrival time of a customer at a service desk.

What should I learn before Random variables?

Study "Conditional probability and Bayes" first (topic 78 of 104 in Engineering Mathematics). It covers the groundwork this topic builds on.

What are the key points of Random variables?

PMF sums to one. PDF integrates to one. Percentiles come from the inverse CDF.

Can you give an example of Random variables?

The lifetime of a bulb is a continuous random variable.

What comes after Random variables?

The next topic is "Expectation and variance", which builds directly on this one.

How difficult is Random variables?

It is classed as Advanced in Engineering Mathematics (topic 79 of 104). It is an advanced topic. It assumes you are comfortable with the intermediate topics in Engineering Mathematics.

Learning path

Want to practise? Open the interactive course for quick checks, quizzes, simulations and progress tracking.

Related topics