Probability: Random Variables

By the end of this module, you should be able to:

  • Name situations in which randomness is used or occurs naturally,
  • State properties of valid probability mass and density functions, including how they can be used to quantify uncertainty about random outcomes,
  • Distinguish between discrete and continuous random variables and between probability mass and probability density functions,
  • Identify situations in which it is appropriate to use uniform, Bernoulli, binomial, and normal probability models,
  • Differentiate between mean and variance for data and for random variables, applying appropriate notation, and describe how they are connected through the Law of Large Numbers,
  • Calculate mean and variance for finite discrete random variables,
  • Apply properties of expectation and variance to find the expectation and variance of the average of independent random variables,
  • State the properties of normal distributions, including their relationship to the standard normal distribution,
  • Use normal quantile plots to assess whether data appear to be observations from a normal distribution.

Topics covered in this module

Learning resources:

  1. Introduction to Probability:  Random Variables ‎(video)
  2. Discrete Random Variables (video)
  3. Bernoulli and Binomial Random Variables (video)
  4. Expected Value and Variance (videos)
  5. Probabilities for Continuous Random Variables (video)
  6. Normal Distributions (videos)
  7. Optional: Guide to carrying out the analysis in the module using R (pdf)