4.1 Two Types of Random Variables

Recall that the sample-point probabilities corresponding to an experiment must sum to 1. Dividing one unit of probability among the sample points in a sample space and, consequently, assigning probabilities to the values of a random variable are not always as easy as the examples in Chapter 3 might lead you to might believe. If the number of sample points can be completely listed, the job is straightforward. But if the experiment results in an infinite number of sample points, which is impossible to list, the task of assigning probabilities to the sample points is impossible without the aid of a probability model. The next three examples demonstrate the need for different probability models, depending on the ...

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