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**Probability**in a

**11th grade math lesson**where we will study the law of large numbers and the law of probabilities.

In this first grade lesson, we will also cover the concept of equiprobability, the expectation and standard deviation and the variance of a random variable.

## I. Random variables and probabilities

Let be the finite universe of a random experiment.

A **random variable** X on is a function which, to each outcome of , associates a real number.

Let X be a random variable taking the values . If for each value , we associate the probability of the event , we define the **probability law** X.

Remark:

The probability law of a random variable is presented in the form of a table.

We have .

## II. Expectation, variance and standard deviation.

Let X be a random variable taking the values with the respective probabilities .

- We call the expectation of X the number .
- We call the variance of X the number
- We call the standard deviation of X the number .

## III. Affine transformation of a random variable.

Let X be a random variable taking the values . For all real a and b, we can define another random variable, by associating to each outcome

giving the value , the number .

We note this random variable aX+b.

- .
- .

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