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If the sample space S is an infinite set, does this necessarily imply that any rv X defined from S will have an infinite set of possible values? If yes, say why. If no, give an example.

Short Answer

Expert verified

No. Consider the random variable X defined as ‘Getting a Head’ in a random experiment of flipping a coin n times.

Step by step solution

01

Given information

The sample space of a random variable X is the set of all possible outcomes of an experiment.

02

Provide two examples to prove that an infinite sample space does not necessarily consist of an infinite set of possible values.

Following are the two examples:

1. Consider an experiment of flipping a coin until a Head appears. Here, the sample space of the experiment is\(S = \left\{ {H,T} \right\}\).

As a result, the set of possible values ofXis either H or T. The experiment continues until a Head showed up, if finite then end with ‘getting H’ and an infinite sequence continues with the possible values\(\left\{ {H,T} \right\}\).

2. In an experiment, a die rolled up until 6 appears. The sample space of this experiment is\(S = \left\{ {1,2,3,4,5,6} \right\}\). As a result, the set of possible values ofXis any number from six numbers.

The experiment continues until first six number showed up, if finite then end with ‘getting six’ and an infinite sequence continues with the possible values\(\left\{ {1,2,3,4,5,6} \right\}\).

Thus, any random variable derived from an infinite set's sample space will not have an infinite range of values.

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