Consider tossing a fair coin twice in succession and we are interested in the random variable which represents the number of tails obtained.
| Outcome | Probability | Number of tails |
|---|---|---|
| \(HH\) | \(\frac{1}{4}\) | \(0\) |
| \(HT\) | \(\frac{1}{4}\) | \(1\) |
| \(TH\) | \(\frac{1}{4}\) | \(1\) |
| \(TT\) | \(\frac{1}{4}\) | \(2\) |
Define \(X\) to be the number of tails obtained in two tosses of a fair coin.
In this case, \(X\) can only take on values from the finite set \(\{0,1,2\}\). To each of these values, we have:
\[\mathrm{P}(X = 0) = \frac{1}{4}, \quad \mathrm{P}(X = 1) = \frac{1}{2}, \quad \mathrm{P}(X = 2) = \frac{1}{4}\]
So \(X\) is a random variable whose probability density function is given by
\[\mathrm{f}_X(x) = \begin{cases} \frac{1}{4} & \text{if}\hspace{0.5em} x = 0 \\ \frac{1}{2} & \text{if}\hspace{0.5em} x = 1 \\ \frac{1}{4} & \text{if}\hspace{0.5em} x = 2 \end{cases}\]
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